NPORT-P
false
0000857490
XXXXXXXX
S000004393
C000012149
VANGUARD VARIABLE INSURANCE FUNDS
811-05962
0000857490
549300N9FZ0B1IR95761
100 Vanguard Boulevard
Malvern
19355
610-669-1000
SHORT-TERM INVESTMENT-GRADE PORTFOLIO
S000004393
TH75LL6OWODFQ3T29L81
2021-12-31
2021-09-30
N
2363528060.66
14509664.88
2349018395.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
199000.00000000
0.00000000
0.00000000
163700.04000000
AUD
CAD
EUR
GBP
JPY
USD
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353REF1
624000.00000000
PA
USD
671952.57000000
0.028605675085
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRK)
BVN4D0ED0
-835000.00000000
NC
USD
5634.28000000
0.000239856784
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
2022-06-20
2031.29000000
USD
0.00000000
USD
-835000.00000000
USD
3602.99000000
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YAZ2
552000.00000000
PA
USD
577451.72000000
0.024582681899
Long
DBT
CORP
JP
N
2
2025-09-13
Variable
2.55500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBD7
480000.00000000
PA
USD
509196.63000000
0.021676996268
Long
DBT
CORP
US
N
2
2026-11-18
Fixed
2.90000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_18-A
N/A
MMAF 2018-A A5
60700DAE8
110000.00000000
PA
USD
116552.66000000
0.004961760206
Long
ABS-CBDO
CORP
US
Y
2
2042-03-10
Fixed
3.61000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78015K7H1
880000.00000000
PA
USD
881753.10000000
0.037537087899
Long
DBT
CORP
CA
N
2
2025-06-10
Fixed
1.15000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A
N/A
HDMOT 2019-A A4
41284WAD2
270000.00000000
PA
USD
275897.21000000
0.011745212829
Long
ABS-CBDO
CORP
US
N
2
2026-11-15
Fixed
2.39000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFH7
520000.00000000
PA
USD
568755.40000000
0.024212471090
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC CORP
302491AR6
610000.00000000
PA
USD
611626.96000000
0.026037555137
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAY3
1200000.00000000
PA
USD
1202220.76000000
0.051179708177
Long
DBT
CORP
FR
Y
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
N/A
1000000.00000000
PA
1211371.52000000
0.051569264939
Long
DBT
NUSS
HU
N
2
2026-04-28
Fixed
1.12500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RAY5
1310000.00000000
PA
USD
1411278.01000000
0.060079478838
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.90000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAB9
980000.00000000
PA
USD
976137.54000000
0.041555125398
Long
DBT
CORP
GB
Y
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RDC3
90000.00000000
PA
USD
97522.24000000
0.004151616699
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.45000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AG5
1000000.00000000
PA
USD
1000778.59000000
0.042604118886
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.65000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AS5
215000.00000000
PA
USD
226753.62000000
0.009653122359
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
68628.49000000
PA
USD
68649.38000000
0.002922470940
Long
DBT
MUN
US
N
2
2025-01-02
Floating
0.78600000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FIN
04636NAC7
2200000.00000000
PA
USD
2202966.59000000
0.093782432438
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
0.70000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175AY0
6570000.00000000
PA
USD
7385308.95000000
0.314399791984
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
660000.00000000
PA
USD
704786.94000000
0.030003466182
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
PNC FINANCIAL
693475AP0
248000.00000000
PA
USD
267256.48000000
0.011377368541
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
460000.00000000
PA
USD
497057.60000000
0.021160225943
Long
ABS-MBS
CORP
US
N
2
2057-10-15
Fixed
3.91700000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BS4
922000.00000000
PA
USD
1000414.93000000
0.042588637526
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
100000.00000000
PA
USD
101414.00000000
0.004317292711
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
1860000.00000000
PA
USD
2005447.52000000
0.085373853333
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.25000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
ENI SPA
26874RAG3
1845000.00000000
PA
USD
1960942.31000000
0.083479223216
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
2515000.00000000
PA
USD
2526157.97000000
0.107541004129
Long
DBT
CORP
JP
N
2
2024-09-15
Variable
0.84800000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEC2
420000.00000000
PA
USD
420495.35000000
0.017900896423
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.15000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON
41283LAQ8
955000.00000000
PA
USD
965856.74000000
0.041117461733
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
513000.00000000
PA
USD
563525.37000000
0.023989823622
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.76970000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851EB6
3715000.00000000
PA
USD
3715230.26000000
0.158160969138
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
0.75000000
N
N
N
N
N
N
Caesars Entertainment Inc
549300FA4CTCW903Y781
CAESARS ENT
28470RAH5
80000.00000000
PA
USD
84289.57000000
0.003588289055
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
340000.00000000
PA
USD
349679.49000000
0.014886196320
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
24000.00000000
PA
USD
27400.96000000
0.001166485543
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C A4
98164CAD1
390000.00000000
PA
USD
386451.98000000
0.016451637019
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.64000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-A
N/A
NAROT 2019-A A4
65479KAE0
280000.00000000
PA
USD
288193.58000000
0.012268681272
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
3.00000000
N
N
N
N
N
N
Endeavor Energy Resources LP / EER Finance Inc
N/A
ENDEAVOR ENERGY
29260FAE0
33000.00000000
PA
USD
34746.33000000
0.001479185095
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FV3
785000.00000000
PA
USD
805283.41000000
0.034281698749
Long
DBT
CORP
US
N
2
2026-01-13
Fixed
1.75000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BW3
2065000.00000000
PA
USD
2068143.34000000
0.088042875428
Long
DBT
CORP
JP
N
2
2025-07-19
Variable
0.95300000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR 2021-2 A3
03066RAC9
360000.00000000
PA
USD
359322.95000000
0.015296727801
Long
ABS-CBDO
CORP
US
N
2
2026-12-18
Fixed
0.34000000
N
N
N
N
N
N
SYNCHRONY CREDIT CARD MASTER NOTE TRUST SYNCT_17-2
N/A
SYNCT 2017-2 C
87165LBW0
380000.00000000
PA
USD
389627.72000000
0.016586831363
Long
ABS-CBDO
CORP
US
N
2
2025-10-15
Fixed
3.01000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EP9
210000.00000000
PA
USD
226274.52000000
0.009632726606
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BN5
440000.00000000
PA
USD
511198.20000000
0.021762205052
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
1310000.00000000
PA
USD
1451363.12000000
0.061785940995
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.25000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
800000.00000000
PA
965222.12000000
0.041090445342
Long
DBT
CORP
DE
N
2
2025-01-20
Fixed
1.37500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGQ6
500000.00000000
PA
USD
509524.39000000
0.021690949330
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
510000.00000000
PA
USD
544681.53000000
0.023187623007
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Fixed
3.34000000
N
N
N
N
N
N
7-Eleven Inc
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AA8
350000.00000000
PA
USD
350101.52000000
0.014904162548
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
200000.00000000
PA
USD
209140.26000000
0.008903304477
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
35000.00000000
PA
USD
37067.31000000
0.001577991473
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
1129000.00000000
PA
USD
1155723.43000000
0.049200271572
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
5165000.00000000
PA
USD
5392704.76000000
0.229572691711
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
300000.00000000
PA
USD
323896.82000000
0.013788602957
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.25000000
N
N
N
N
N
N
Ale Direct Property Trust
549300E4FKS7X7EU6K40
ALE DIRECT PROPE
N/A
370000.00000000
PA
272659.96000000
0.011607399945
Long
DBT
CORP
AU
N
2
2022-08-20
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEA9
6390000.00000000
PA
USD
6371804.09000000
0.271253903394
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.79000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
200000.00000000
PA
153374.73000000
0.006529311574
Long
DBT
CORP
AU
N
2
2028-06-14
Variable
4.80000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBH2
1630000.00000000
PA
USD
1627133.86000000
0.069268672519
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.60000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RBG3
95000.00000000
PA
USD
106142.09000000
0.004518572106
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAD4
470000.00000000
PA
USD
467885.96000000
0.019918360828
Long
DBT
CORP
US
N
2
2027-03-02
Variable
1.26700000
N
N
N
N
N
N
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
N/A
ATLAS LUXCO 4
049362AA4
25000.00000000
PA
USD
24933.10000000
0.001061426340
Long
DBT
CORP
N/A
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AL0
1218000.00000000
PA
USD
1352611.00000000
0.057581967107
Long
DBT
NUSS
HU
N
2
2024-03-25
Fixed
5.37500000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG UNION BANK
90520EAK7
643000.00000000
PA
USD
655554.86000000
0.027907608606
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
675000.00000000
PA
USD
673834.13000000
0.028685774926
Long
DBT
CORP
GB
N
2
2026-08-21
Variable
1.53200000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_17-1
N/A
DRIVE 2017-1 D
26208EAG9
804.88000000
PA
USD
805.75000000
0.000034301561
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
40000.00000000
PA
USD
46395.33000000
0.001975094366
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAP4
2058000.00000000
PA
USD
2111234.68000000
0.089877315724
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.20000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCK2
1945000.00000000
PA
USD
1921452.68000000
0.081798111221
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
40000.00000000
PA
USD
42037.09000000
0.001789559846
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
1005000.00000000
PA
USD
1038915.02000000
0.044227623839
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
154000.00000000
PA
USD
166289.95000000
0.007079125063
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.20000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAG0
1685000.00000000
PA
USD
1807322.79000000
0.076939490693
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B77
180000.00000000
PA
USD
180348.76000000
0.007677622292
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAC7
1300000.00000000
PA
USD
1286646.50000000
0.054773794122
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
1.35000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AM8
2350000.00000000
PA
USD
2666784.70000000
0.113527620932
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
3380000.00000000
PA
USD
3399958.26000000
0.144739533164
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
252200.00000000
PA
USD
273788.32000000
0.011655435329
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
655000.00000000
PA
USD
661061.77000000
0.028142043126
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
Wizz Air Finance Co BV
724500H9M16IQI3B4W90
WIZZ AIR FIN CO
N/A
100000.00000000
PA
118171.53000000
0.005030677078
Long
DBT
CORP
NL
N
2
2024-01-19
Fixed
1.35000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGP9
2558000.00000000
PA
USD
2784697.45000000
0.118547281494
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
GE Capital International Funding Co Unlimited Co
549300G6UZOB126GBY72
GE CAPITAL INTL
36164Q6M5
3166000.00000000
PA
USD
3431388.27000000
0.146077539288
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAC2
151000.00000000
PA
USD
160576.36000000
0.006835891974
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
HEALTH CARE REIT
42217KBF2
2343000.00000000
PA
USD
2562944.39000000
0.109107037842
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
630000.00000000
PA
USD
632024.38000000
0.026905893165
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
526716.18000000
PA
USD
557274.36000000
0.023723712040
Long
ABS-CBDO
CORP
US
Y
2
2037-01-15
Fixed
3.60000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAH2
75000.00000000
PA
USD
75593.97000000
0.003218108897
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CS2
5777000.00000000
PA
USD
6101982.71000000
0.259767344562
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50800000
N
N
N
N
N
N
GOLDEN CREDIT CARD TRUST GCCT_2021-1A
N/A
GCCT 2021-1A A
380881FB3
840000.00000000
PA
USD
836251.50000000
0.035600040489
Long
ABS-CBDO
CORP
US
Y
2
2028-08-15
Fixed
1.14000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
90351DAF4
250000.00000000
PA
USD
278612.28000000
0.011860796003
Long
DBT
CORP
CH
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) Dec21
N/A
-2.00000000
NC
USD
7119.96000000
0.000303103628
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT US Long Bond Future
2021-12-21
-325557.46000000
USD
7119.96000000
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189TAA2
471000.00000000
PA
USD
581518.04000000
0.024755789100
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CC1
1645000.00000000
PA
USD
1750674.62000000
0.074527922946
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAD1
2600000.00000000
PA
USD
2734606.29000000
0.116414852046
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BY9
1800000.00000000
PA
USD
1797494.72000000
0.076521100185
Long
DBT
CORP
JP
N
2
2027-07-20
Variable
1.53800000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ12
549300SSCQUZ3RRV2T53
GSMS 2013-GC12 B
36197XAQ7
100000.00000000
PA
USD
103623.00000000
0.004411331992
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
270000.00000000
PA
USD
292286.82000000
0.012442934483
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.60000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABHLD 7.375 9/1/2025
N/A
103000.00000000
PA
USD
109647.22000000
0.004667788902
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP
117043AS8
750000.00000000
PA
USD
749678.18000000
0.031914529973
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.85000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC27
N/A
CGCMT 2015-GC27 A5
17323CAE7
770000.00000000
PA
USD
817624.50000000
0.034807070964
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
290000.00000000
PA
USD
300192.80000000
0.012779499749
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.20000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AG5
2595000.00000000
PA
USD
2882540.53000000
0.122712556665
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
540000.00000000
PA
USD
573132.56000000
0.024398811053
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
90000.00000000
PA
USD
90548.33000000
0.003854730561
Long
ABS-CBDO
CORP
US
N
2
2026-05-18
Fixed
1.05000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FINAN
505742AG1
120000.00000000
PA
USD
121560.93000000
0.005174967135
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Victoria Power Networks Finance Pty Ltd
254900YISQHUZHEC9B94
VICTORIA POWER N
N/A
1810000.00000000
PA
1307101.09000000
0.055644565932
Long
DBT
CORP
AU
N
2
2022-01-15
Floating
0.30500000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BM3
2192000.00000000
PA
USD
2321591.98000000
0.098832430779
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
386000.00000000
PA
USD
419689.98000000
0.017866611038
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
314000.00000000
PA
365549.17000000
0.015561784048
Long
DBT
CORP
US
N
2
2027-10-29
Variable
0.40600000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AV8
1996000.00000000
PA
USD
2347250.49000000
0.099924738529
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12
N/A
MSBAM 2013-C12 A4
61762XAU1
80000.00000000
PA
USD
84724.00000000
0.003606783163
Long
ABS-MBS
CORP
US
N
2
2046-10-15
Variable
4.25900000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DG2
340000.00000000
PA
USD
362364.46000000
0.015426207842
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.60000000
N
N
N
N
N
N
Western Power Distribution PLC
549300HFCD0G1TPU4N09
WESTERN POWER DI
QJ2268119
428000.00000000
PA
605987.44000000
0.025797475281
Long
DBT
CORP
GB
N
2
2023-11-06
Fixed
3.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C19
N/A
JPMBB 2014-C19 A4
46641WAV9
70000.00000000
PA
USD
74598.30000000
0.003175722256
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
3.99650000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2G5
1200000.00000000
PA
USD
1183287.37000000
0.050373695332
Long
DBT
CORP
CH
N
2
2026-08-07
Fixed
1.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2012-LC9
N/A
JPMCC 2012-LC9 A5
46639EAE1
592153.18000000
PA
USD
601734.22000000
0.025616411564
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
2.84000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAY4
1200000.00000000
PA
USD
1251242.47000000
0.053266610097
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HRS1
338000.00000000
PA
USD
364858.51000000
0.015532381979
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
N/A
MGM GROWTH/MGM F
55303XAB1
33000.00000000
PA
USD
35882.25000000
0.001527542315
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
630000.00000000
PA
USD
634053.83000000
0.026992288827
Long
DBT
CORP
GB
Y
2
2023-10-14
Variable
1.31900000
N
N
N
N
N
N
JDE Peet's NV
724500EHG519SE5ZRT89
JDE PEET'S NV
47216QAB9
610000.00000000
PA
USD
602507.39000000
0.025649326164
Long
DBT
CORP
NL
Y
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCJ5
1910000.00000000
PA
USD
1910701.26000000
0.081340412805
Long
DBT
CORP
CA
N
2
2023-09-11
Fixed
0.45000000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
N/A
200000.00000000
PA
235586.71000000
0.010029155600
Long
DBT
CORP
LU
N
2
2024-07-15
Fixed
0.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MT5
880000.00000000
PA
USD
883187.47000000
0.037598150426
Long
DBT
CORP
US
N
2
2024-10-30
Variable
0.77600000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHC6
1698000.00000000
PA
USD
1749597.38000000
0.074482063790
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
770000.00000000
PA
USD
835196.36000000
0.035555122152
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.64000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
EMBRAER OVERSEAS
N/A
37000.00000000
PA
USD
39220.00000000
0.001669633582
Long
DBT
CORP
KY
N
2
2023-09-16
Fixed
5.69600000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CB6
267000.00000000
PA
USD
300062.99000000
0.012773973611
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
Morgan Stanley Capital I 2017-HR2
N/A
MSC 2017-HR2 ASB
61691NAC9
140000.00000000
PA
USD
151162.20000000
0.006435122018
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
2400.00000000
PA
USD
2470.42000000
0.000105168184
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
940000.00000000
PA
USD
942936.45000000
0.040141722674
Long
DBT
CORP
US
N
2
2022-12-09
Variable
2.02800000
N
N
N
N
N
N
COMM 2013-CCRE12 Mortgage Trust
549300MGZ5FI5VFL1177
COMM 2013-CR12 A4
12591KAE5
206100.00000000
PA
USD
218756.60000000
0.009312681432
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
250000.00000000
PA
USD
259485.58000000
0.011046553763
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
853254CB4
435000.00000000
PA
USD
435801.71000000
0.018552503070
Long
DBT
CORP
GB
Y
2
2025-03-23
Variable
1.21400000
N
N
N
N
N
N
Buckeye Partners LP
549300C1PQJLVEIUBK50
BUCKEYE PARTNERS
118230AK7
95000.00000000
PA
USD
98224.91000000
0.004181530045
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
4.15000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust 2017-BNK3
N/A
BACM 2017-BNK3 A4
06427DAS2
110000.00000000
PA
USD
120754.70000000
0.005140645139
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
258747.31000000
PA
USD
266631.34000000
0.011350755723
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
500000.00000000
PA
USD
492585.67000000
0.020969851529
Long
DBT
CORP
US
N
2
2025-12-03
Fixed
0.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAA1
1055000.00000000
PA
USD
1058559.38000000
0.045063903369
Long
DBT
CORP
US
N
2
2024-04-05
Variable
0.73100000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159TF3
2400000.00000000
PA
USD
2490526.08000000
0.106024119882
Long
DBT
CORP
CA
N
2
2025-02-03
Fixed
2.20000000
N
N
N
N
N
N
N/A
N/A
SCDS: (AXP)
N/A
-100000.00000000
NC
USD
3063.71000000
0.000130425117
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
AMERICAN EXPRESS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
2797.19000000
USD
0.00000000
USD
-100000.00000000
USD
266.52000000
N
N
N
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
N/A
BAKER HUGHES
05723KAD2
923000.00000000
PA
USD
948118.54000000
0.040362329290
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
377000.00000000
PA
USD
414102.75000000
0.017628757218
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
745000.00000000
PA
USD
815955.95000000
0.034736039167
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
740000.00000000
PA
USD
742684.61000000
0.031616806889
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
305000.00000000
PA
USD
308260.64000000
0.013122955552
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDJ2
1355000.00000000
PA
USD
1417392.75000000
0.060339789273
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24
N/A
MSBAM 2015-C24 A3
61765LAT7
413364.68000000
PA
USD
441208.92000000
0.018782693264
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
800000.00000000
PA
626435.61000000
0.026667973785
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
300000.00000000
PA
USD
324706.87000000
0.013823087574
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.00000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3
N/A
HAROT 2021-3 A3
43815EAC8
650000.00000000
PA
USD
648998.29000000
0.027628489038
Long
ABS-CBDO
CORP
US
N
2
2025-11-18
Fixed
0.41000000
N
N
N
N
N
N
RFMSI Series 2006-SA2 Trust
N/A
RFMSI 2006-SA2 2A1
749574AC3
148948.74000000
PA
USD
117543.15000000
0.005003926329
Long
ABS-MBS
CORP
US
N
2
2036-08-25
Variable
4.43840000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBB6
1260000.00000000
PA
USD
1345777.47000000
0.057291057082
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761J3R8
195000.00000000
PA
USD
209872.32000000
0.008934468984
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
LEHMAN BROTHERS HOLDINGS PLC
213800ERUMY5KWCIHJ87
DPS LEHMAN BRTH HLD
N/A
210000.00000000
PA
USD
21.00000000
0.000000893990
Long
DBT
CORP
US
N
3
2065-08-19
Floating
1.00000000
Y
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAL1
160000.00000000
PA
USD
171454.48000000
0.007298984133
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TGX7
1950000.00000000
PA
USD
2078625.04000000
0.088489091602
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
Big River Steel LLC / BRS Finance Corp
N/A
BIG RVR STL/FIN
08949LAB6
48000.00000000
PA
USD
52019.49000000
0.002214520332
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBF4
1045000.00000000
PA
USD
1045099.54000000
0.044490904876
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
800000.00000000
PA
USD
834219.92000000
0.035513554150
Long
DBT
CORP
FR
Y
2
2024-11-21
Fixed
2.37500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAF7
95000.00000000
PA
USD
104249.46000000
0.004438001004
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_21-B
N/A
TLOT 2021-B A3
89239CAC3
900000.00000000
PA
USD
899784.81000000
0.038304715349
Long
ABS-CBDO
CORP
US
Y
2
2024-10-21
Fixed
0.42000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834LAZ3
100000.00000000
PA
USD
108747.48000000
0.004629486094
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP7
N/A
JPMCC 2017-JP7 A5
465968AE5
75000.00000000
PA
USD
82032.75000000
0.003492214030
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
285000.00000000
PA
USD
313764.33000000
0.013357252994
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
1190000.00000000
PA
USD
1197771.10000000
0.050990281819
Long
DBT
CORP
GB
N
2
2023-06-15
Variable
1.32600000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAE3
725000.00000000
PA
USD
728510.16000000
0.031013386753
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
1.54700000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C
N/A
SRT 2021-C C
80286CAF7
410000.00000000
PA
USD
409092.26000000
0.017415455780
Long
ABS-CBDO
CORP
US
Y
2
2026-03-20
Fixed
1.11000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137AV9
1835000.00000000
PA
USD
1947326.06000000
0.082899566197
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
1458000.00000000
PA
USD
1465828.48000000
0.062401745453
Long
DBT
CORP
US
N
2
2025-07-08
Fixed
1.20000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2012-C1
N/A
UBSCM 2012-C1 AS
90269GAE1
30000.00000000
PA
USD
30370.20000000
0.001292888980
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
20000.00000000
PA
USD
20898.60000000
0.000889673747
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAV6
1300000.00000000
PA
USD
1355516.97000000
0.057705677079
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDR0
1435000.00000000
PA
USD
1503881.05000000
0.064021680404
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
45000.00000000
PA
USD
52016.80000000
0.002214405817
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AJ9
221000.00000000
PA
USD
236613.90000000
0.010072884078
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
3.60000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CBB9
240000.00000000
PA
USD
240175.86000000
0.010224520183
Long
DBT
CORP
US
Y
2
2023-04-12
Fixed
0.50200000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING-LP
26884ABA0
1430000.00000000
PA
USD
1478541.91000000
0.062942968546
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.00000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAD4
1200000.00000000
PA
USD
1301639.94000000
0.055412079460
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.15000000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
SKY LTD
111013AL2
1580000.00000000
PA
USD
1717644.42000000
0.073121795175
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
1500000.00000000
PA
USD
1642579.65000000
0.069926214837
Long
DBT
CORP
GB
N
2
2025-08-18
Fixed
4.25000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAC0
1835000.00000000
PA
USD
1834613.68000000
0.078101290449
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.55000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
692000.00000000
PA
USD
700454.09000000
0.029819012539
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
267000.00000000
PA
USD
270508.01000000
0.011515789339
Long
DBT
CORP
KY
N
2
2027-06-10
Fixed
2.94200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
N/A
600000.00000000
PA
439034.52000000
0.018690126939
Long
DBT
CORP
ES
N
2
2023-01-19
Floating
1.67520000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
N/A
MSBAM 2014-C17 A5
61763UAZ5
320000.00000000
PA
USD
342454.40000000
0.014578617205
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
780000.00000000
PA
USD
794015.45000000
0.033802010721
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
1000000.00000000
PA
USD
1064256.02000000
0.045306414880
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
268000.00000000
PA
USD
290922.15000000
0.012384839153
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
1260000.00000000
PA
USD
1362293.77000000
0.057994172052
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
600000.00000000
PA
USD
617050.01000000
0.026268419655
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
750000.00000000
PA
USD
783598.94000000
0.033358569750
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
3047000.00000000
PA
USD
3198614.73000000
0.136168143073
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
780600.00000000
PA
USD
838059.97000000
0.035677028817
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
287000.00000000
PA
USD
307534.56000000
0.013092045620
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
890000.00000000
PA
USD
888750.94000000
0.037834992761
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.75000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AV5
580000.00000000
PA
USD
583398.96000000
0.024835861696
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1
N/A
SDART 2021-1 C
80286NAF3
440000.00000000
PA
USD
441823.01000000
0.018808835673
Long
ABS-CBDO
CORP
US
N
2
2026-02-17
Fixed
0.75000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CA0
650000.00000000
PA
USD
663694.28000000
0.028254111640
Long
DBT
CORP
US
N
2
2022-10-12
Fixed
2.60000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-4
N/A
CARMX 2019-4 C
14315WAG5
140000.00000000
PA
USD
145220.21000000
0.006182165719
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
2.60000000
N
N
N
N
N
N
N/A
N/A
CDX.NA.HY.36.V1 5YR RTP @ 107.5000
N/A
1720000.00000000
NC
USD
8859.75000000
0.000377168182
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Purchased
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
ICE: (CDX.NA.HY.36.V1)
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DCR
US
ICE: (CDX.NA.HY.36.V1)
2I65BRYP9
2026-06-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
1720000.00000000
107.50000000
USD
2021-11-17
XXXX
-944.25000000
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 AS
46641BAH6
400000.00000000
PA
USD
426304.00000000
0.018148176309
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
250000.00000000
PA
USD
266846.28000000
0.011359905928
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
200000.00000000
PA
USD
207078.24000000
0.008815522278
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C14
N/A
JPMBB 2013-C14 A4
46640LAD4
226138.10000000
PA
USD
235782.89000000
0.010037507174
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.13270000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BS1
80000.00000000
PA
USD
77524.06000000
0.003300274707
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
520000.00000000
PA
USD
551657.44000000
0.023484594288
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
126215.34000000
PA
USD
124087.50000000
0.005282525680
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
3.15110000
N
N
N
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
STEEL DYNAMICS
858119BJ8
445000.00000000
PA
USD
469159.08000000
0.019972558786
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
GRUPO BIMBO SAB
N/A
100000.00000000
PA
USD
101131.98000000
0.004305286845
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
740000.00000000
PA
USD
740641.75000000
0.031529840350
Long
DBT
CORP
US
N
2
2023-11-17
Variable
0.62700000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822AH7
200000.00000000
PA
USD
207892.29000000
0.008850177179
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
1824000.00000000
PA
USD
1900061.29000000
0.080887458923
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BE6
190000.00000000
PA
USD
198688.73000000
0.008458372669
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
1150000.00000000
PA
USD
1188856.22000000
0.050610766698
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
130000.00000000
PA
USD
139188.40000000
0.005925385695
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.17500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
146133.95000000
0.006221064520
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
8430000.00000000
EUR
9916141.56000000
USD
2021-10-27
146133.95000000
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
111000.00000000
PA
USD
115030.62000000
0.004896965481
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC
29362UAC8
60000.00000000
PA
USD
62861.65000000
0.002676081639
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.37500000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICA
761713BG0
4021000.00000000
PA
USD
4432898.53000000
0.188712806079
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
400000.00000000
PA
USD
398033.02000000
0.016944653167
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
330000.00000000
PA
USD
322336.64000000
0.013722184576
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.75000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAZ6
1250000.00000000
PA
USD
1246236.70000000
0.053053509595
Long
DBT
CORP
NL
Y
2
2026-03-11
Fixed
1.20000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368BR3
200000.00000000
PA
USD
215485.72000000
0.009173436886
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
2200000.00000000
PA
USD
2293536.48000000
0.097638080830
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUT
83088MAJ1
340000.00000000
PA
USD
340628.79000000
0.014500899210
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBF5
1410000.00000000
PA
USD
1426150.17000000
0.060712601168
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
130000.00000000
PA
USD
130566.79000000
0.005558355363
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
1127000.00000000
PA
1330178.85000000
0.056627008642
Long
DBT
CORP
US
N
2
2023-07-26
Fixed
0.75000000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTL
60920LAQ7
490000.00000000
PA
USD
488782.75000000
0.020807957522
Long
DBT
CORP
NL
Y
2
2024-09-24
Fixed
0.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HKC3
670000.00000000
PA
USD
712027.94000000
0.030311722602
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.12500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BQ1
1700000.00000000
PA
USD
1926623.45000000
0.082018235934
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
Pacific National Finance Pty Ltd
213800SSTRDXLWWVF948
PACIFIC NTNL FIN
N/A
460000.00000000
PA
366719.09000000
0.015611588681
Long
DBT
CORP
AU
N
2
2025-05-19
Fixed
5.25000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
58155QAG8
650000.00000000
PA
USD
668473.36000000
0.028457561728
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.85000000
N
N
N
N
N
N
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
N/A
CEDAR FAIR LP
150190AF3
295000.00000000
PA
USD
307718.49000000
0.013099875699
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
STIFEL FINANCIAL
860630AD4
485000.00000000
PA
USD
528139.93000000
0.022483430991
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
590000.00000000
PA
USD
594678.70000000
0.025316051209
Long
ABS-CBDO
CORP
US
Y
2
2023-03-20
Fixed
3.45000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
UPJOHN INC
91533BAB6
1704000.00000000
PA
USD
1721599.42000000
0.073290163376
Long
DBT
CORP
US
Y
2
2025-06-22
Fixed
1.65000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AC3
828000.00000000
PA
USD
891335.49000000
0.037945019570
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBJ6
25000.00000000
PA
USD
25442.88000000
0.001083128171
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 A4
17326DAD4
220000.00000000
PA
USD
241617.20000000
0.010285879430
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.46500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225433AC5
915000.00000000
PA
USD
987039.92000000
0.042019250329
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
2442000.00000000
PA
USD
2627633.42000000
0.111860912827
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
Rothesay Life PLC
MFQO711J5UPYBWXSPG12
ROTHESAY LIFE
QJ0051806
445000.00000000
PA
746101.20000000
0.031762254452
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
8.00000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C20
549300UVB571ELWL8972
WFRBS 2014-C20 B
92890FAY2
280000.00000000
PA
USD
272619.20000000
0.011605664752
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
4.37800000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
N/A
285000.00000000
PA
336266.84000000
0.014315206752
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
1.00000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
BAA FUNDING LTD
N/A
285000.00000000
PA
476127.41000000
0.020269207378
Long
DBT
CORP
JE
N
2
2028-12-03
Fixed
6.75000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
ROYAL BK SCOTLND
780097BA8
900000.00000000
PA
USD
1022859.35000000
0.043544118336
Long
DBT
CORP
GB
N
2
2026-04-05
Fixed
4.80000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCH2
3000000.00000000
PA
USD
2993437.50000000
0.127433548642
Long
DBT
UST
US
N
2
2028-06-30
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
-5132.55000000
-0.00021849765
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
395716.82000000
USD
337013.60000000
EUR
2021-10-27
-5132.55000000
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAW9
1365000.00000000
PA
USD
1359201.23000000
0.057862519614
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65300000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667AH4
200000.00000000
PA
USD
216564.94000000
0.009219380333
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.37500000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
CAMPBELL SOUP CO
134429BF5
420000.00000000
PA
USD
457700.61000000
0.019484760563
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_16-4
N/A
CARMX 2018-4 D
14315EAG5
200000.00000000
PA
USD
208020.06000000
0.008855616472
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
4.15000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GV9
200000.00000000
PA
USD
198549.64000000
0.008452451473
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
Samhallsbyggnadsbolaget i Norden AB
549300HX9MRFY47AH564
SAMHALLSBYGG
N/A
300000.00000000
PA
363862.17000000
0.015489966815
Long
DBT
CORP
SE
N
2
2025-01-14
Fixed
1.75000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
N/A
2554000.00000000
PA
USD
2591818.36000000
0.110336230855
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
1922000.00000000
PA
USD
2053891.29000000
0.087436151785
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
375000.00000000
PA
USD
399483.75000000
0.017006412155
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
125000.00000000
PA
USD
121078.75000000
0.005154440263
Long
DBT
CORP
KY
Y
2
2029-07-15
Fixed
3.12500000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
313000.00000000
PA
412915.22000000
0.017578202909
Long
DBT
CORP
JE
N
2
2026-04-01
Fixed
3.75000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385AW1
885000.00000000
PA
USD
910767.77000000
0.038772270648
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
175000.00000000
PA
USD
186984.68000000
0.007960119866
Long
DBT
CORP
US
N
2
2023-12-06
Fixed
3.75000000
N
N
N
N
N
N
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
N/A
UNITI/UNITI/CSL
91327AAA0
240000.00000000
PA
USD
253519.69000000
0.010792580017
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
BorgWarner Inc
549300DSFX2IE88NSX47
BORG-WARNER AUTO
099724AJ5
200000.00000000
PA
USD
214228.70000000
0.009119924321
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RCN0
825000.00000000
PA
USD
889425.47000000
0.037863708159
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
BRANCH BKG & TR
07330MAC1
500000.00000000
PA
USD
522522.29000000
0.022244282587
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
2360000.00000000
PA
USD
2574711.29000000
0.109607966230
Long
DBT
CORP
N/A
Y
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAA1
1200000.00000000
PA
USD
1196524.09000000
0.050937195389
Long
DBT
CORP
GB
Y
2
2024-04-06
Fixed
0.65000000
N
N
N
N
N
N
MassMutual Global Funding II
549300K1IE3K7YU6VG29
MASSMUTUAL GLBL
57629WCE8
2200000.00000000
PA
USD
2320492.15000000
0.098785609945
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
4990000.00000000
PA
USD
5308027.92000000
0.225967916195
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
342200.00000000
PA
USD
365052.12000000
0.015540624145
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
90000.00000000
PA
USD
91370.19000000
0.003889717941
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
6.00000000
N
N
N
N
N
N
UBS-BAMLL Trust
N/A
UBSBM 2012-WRM A
90269PAA9
606000.00000000
PA
USD
600552.06000000
0.025566085862
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
35000.00000000
PA
USD
36740.38000000
0.001564073745
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
180000.00000000
PA
USD
190390.91000000
0.008105126394
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
150000.00000000
PA
USD
154468.50000000
0.006575874428
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
3.24430000
N
N
N
N
N
N
HAT Holdings I LLC / HAT Holdings II LLC
N/A
HAT HOLDINGS I
418751AE3
125000.00000000
PA
USD
126845.86000000
0.005399951751
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
DLL FINANCE LLC DLLAD_21-1
N/A
DLLAD 2021-1A A3
233262AC8
400000.00000000
PA
USD
398213.04000000
0.016952316793
Long
ABS-CBDO
CORP
US
Y
2
2026-09-21
Fixed
0.64000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
PT PERTAMINA
69370RAK3
567000.00000000
PA
USD
557447.07000000
0.023731064473
Long
DBT
CORP
ID
N
2
2026-02-09
Fixed
1.40000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BS2
1630000.00000000
PA
USD
1638133.83000000
0.069736951951
Long
DBT
CORP
JP
N
2
2025-07-17
Fixed
1.41200000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCV9
1414000.00000000
PA
USD
1520842.80000000
0.064743758615
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
300000.00000000
PA
USD
322440.00000000
0.013726584712
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.38200000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAN0
477000.00000000
PA
USD
501557.70000000
0.021351799581
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.55000000
N
N
N
N
N
N
Qantas Airways Ltd
YLXNW6TI6QSK1H8H0N82
QANTAS AIRWAYS
N/A
1280000.00000000
PA
964788.36000000
0.041071979756
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
200000.00000000
PA
232128.25000000
0.009881925591
Long
DBT
NUSS
MA
N
2
2026-03-30
Fixed
1.37500000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DM9
1000000.00000000
PA
USD
984270.17000000
0.041901339375
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.30000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAQ2
1970000.00000000
PA
USD
2037758.25000000
0.086749352566
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFJ4
1500000.00000000
PA
USD
1562120.79000000
0.066501002836
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
1199000.00000000
PA
1386395.34000000
0.059020199351
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
800000.00000000
PA
USD
793284.53000000
0.033770894745
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
1000000.00000000
PA
USD
982041.26000000
0.041806452506
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
416000.00000000
PA
USD
441236.57000000
0.018783870351
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
160000.00000000
PA
USD
160811.16000000
0.006845887639
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
460000.00000000
PA
USD
469594.42000000
0.019991091634
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
310000.00000000
PA
232494.96000000
0.009897536793
Long
DBT
CORP
AU
N
2
2023-07-14
Fixed
3.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARMACEU
874060AT3
957000.00000000
PA
USD
1031259.94000000
0.043901739631
Long
DBT
CORP
JP
N
2
2023-11-26
Fixed
4.40000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
N/A
495000.00000000
PA
582403.61000000
0.024793488677
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
120000.00000000
PA
USD
128120.40000000
0.005454210159
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
200000.00000000
PA
USD
202966.58000000
0.008640484909
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
275000.00000000
PA
USD
300533.75000000
0.012794014322
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
70000.00000000
PA
USD
73975.61000000
0.003149213736
Long
DBT
CORP
US
N
2
2024-04-17
Fixed
2.90000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BH1
500000.00000000
PA
649328.68000000
0.027642554062
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.87500000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDI
98919VAA3
155000.00000000
PA
USD
154337.98000000
0.006570318064
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
530200.00000000
PA
USD
568766.75000000
0.024212954271
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Fixed
3.49430000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863CF3
252000.00000000
PA
USD
268446.66000000
0.011428035662
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AG1
805000.00000000
PA
USD
863721.51000000
0.036769465558
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.90000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
AMER CAMPUS COMM
024836AB4
760000.00000000
PA
USD
824839.85000000
0.035114235439
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
4.12500000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_19-A
N/A
MMAF 2019-A A5
60700FAJ2
220000.00000000
PA
USD
231296.78000000
0.009846529104
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
390000.00000000
PA
296696.10000000
0.012630641826
Long
DBT
CORP
SE
N
2
2023-09-27
Fixed
3.25000000
N
N
N
N
N
N
ONE Gas Inc
549300HXDWI0LATTX840
ONE GAS INC
68235PAJ7
730000.00000000
PA
USD
730101.20000000
0.031081118875
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXJ8
2085000.00000000
PA
USD
2241669.80000000
0.095430065768
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
130700.00000000
PA
USD
142614.61000000
0.006071242790
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
395000.00000000
NC
USD
-797.29000000
-0.00003394141
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
STANDARD CHART
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
40.98000000
USD
0.00000000
USD
395000.00000000
USD
-838.27000000
N
N
N
CARMAX AUTO OWNER TRUST CARMX_16-4
N/A
CARMX 2018-4 C
14315EAF7
140000.00000000
PA
USD
145226.83000000
0.006182447538
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
470000.00000000
PA
USD
489459.28000000
0.020836758063
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.40000000
N
N
N
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
BOAD
06675QAB9
230000.00000000
PA
USD
257678.82000000
0.010969638231
Long
DBT
CORP
N/A
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
BANK 2017-BNK4
N/A
BANK 2017-BNK4 A4
06541FBA6
150000.00000000
PA
USD
165199.50000000
0.007032703545
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
129516.39000000
PA
USD
131843.94000000
0.005612724882
Long
ABS-CBDO
CORP
US
Y
2
2040-09-25
Fixed
2.65000000
N
N
N
N
N
N
Digital Dutch Finco BV
549300ONZ5IS6B6IMJ70
DIGITAL DUTCH
N/A
420000.00000000
PA
495757.56000000
0.021104881974
Long
DBT
CORP
NL
N
2
2025-07-15
Fixed
0.62500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAA1
1400000.00000000
PA
USD
1472809.45000000
0.062698932143
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AC8
75000.00000000
PA
USD
82463.40000000
0.003510547220
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
170000.00000000
PA
127779.70000000
0.005439706229
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
3.50000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057BV5
819000.00000000
PA
USD
912209.19000000
0.038833633301
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
4.75000000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST
N/A
TALNT 2019-1A A
89231XAA9
100000.00000000
PA
USD
104960.95000000
0.004468289826
Long
ABS-CBDO
CORP
US
Y
2
2031-11-25
Fixed
2.56000000
N
N
N
N
N
N
Westfield America Management Ltd
875500W7WGQNQWSP6E89
WESTFIELD AMERIC
AM9809360
200000.00000000
PA
274575.69000000
0.011688954437
Long
DBT
CORP
AU
N
2
2025-03-30
Fixed
2.12500000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAD7
250000.00000000
PA
USD
257697.85000000
0.010970448356
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
1000000.00000000
PA
USD
1050281.22000000
0.044711494038
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.27500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CVS)
N/A
-100000.00000000
NC
USD
2818.50000000
0.000119986288
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CVS HEALTH CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1987.51000000
USD
0.00000000
USD
-100000.00000000
USD
830.99000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXM1
2140000.00000000
PA
USD
2108454.73000000
0.089758970546
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
50000.00000000
PA
USD
51929.90000000
0.002210706399
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.62500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RBD0
1240000.00000000
PA
USD
1338162.41000000
0.056966876564
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
1190000.00000000
PA
USD
1283568.84000000
0.054642775139
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
1000000.00000000
PA
USD
1057994.13000000
0.045039840126
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
60000.00000000
PA
USD
62242.89000000
0.002649740423
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BT5
500000.00000000
PA
USD
530121.46000000
0.022567786653
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
2.75000000
N
N
N
N
N
N
BANK 2019-BNK17
N/A
BANK 2019-BN17 ASB
065403BA4
164000.00000000
PA
USD
180798.52000000
0.007696769013
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.62300000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
74977RDJ0
400000.00000000
PA
USD
394462.45000000
0.016792650526
Long
DBT
CORP
NL
Y
2
2026-09-24
Variable
1.00400000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAR3
100000.00000000
PA
USD
108228.16000000
0.004607378136
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
17760.10000000
PA
USD
17806.71000000
0.000758048980
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
960000.00000000
PA
USD
988534.43000000
0.042082873074
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
465000.00000000
NC
USD
-935.45000000
-0.00003982301
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
CVS HEALTH CORP
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
0.00000000
USD
-680.19000000
USD
465000.00000000
USD
-255.26000000
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1
N/A
DCENT 2021-A2 A2
254683CQ6
430000.00000000
PA
USD
427007.16000000
0.018178110514
Long
ABS-CBDO
CORP
US
N
2
2028-09-15
Fixed
1.03000000
N
N
N
N
N
N
Vornado Realty LP
549300BMOJ05INE4YK86
VORNADO RLTY LP
929043AK3
400000.00000000
PA
USD
406603.49000000
0.017309506418
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDX6
1440000.00000000
PA
1659719.45000000
0.070655872809
Long
DBT
CORP
US
N
2
2026-09-14
None
0.00000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
N/A
MSBAM 2016-C29 C
61766EBK0
40000.00000000
PA
USD
42029.60000000
0.001789240990
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Variable
4.89110000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AK5
520000.00000000
PA
USD
541384.85000000
0.023047280130
Long
DBT
CORP
CO
N
2
2025-01-16
Fixed
4.12500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_20-C
N/A
HART 2020-C C
44891RAF7
250000.00000000
PA
USD
249876.10000000
0.010637468844
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
980000.00000000
PA
USD
1066616.19000000
0.045406889614
Long
DBT
CORP
GB
N
2
2024-09-11
Fixed
4.37500000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2
N/A
GMCAR 2021-2 C
380149AF1
220000.00000000
PA
USD
220894.04000000
0.009403674334
Long
ABS-CBDO
CORP
US
N
2
2027-01-19
Fixed
1.28000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
1360698A2
1180000.00000000
PA
USD
1200983.77000000
0.051127048309
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
1435000.00000000
PA
USD
1481569.01000000
0.063071835140
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
249103.93000000
PA
USD
251063.11000000
0.010688001015
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
1.94000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141EC23
1575000.00000000
PA
USD
1695546.50000000
0.072181065207
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
95000.00000000
PA
USD
101090.56000000
0.004303523556
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
340000.00000000
PA
USD
371522.83000000
0.015816088569
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
NextEra Energy Operating Partners LP
549300KJEC5IUVJWR786
NEXTERA ENERGY O
65342QAB8
275000.00000000
PA
USD
295614.01000000
0.012584576201
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Pertamina Persero PT
254900NDAKGNZ2IBBL45
PT PERTAMINA
N/A
1688000.00000000
PA
USD
1776952.70000000
0.075646606394
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
635000.00000000
PA
USD
677251.62000000
0.028831260803
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.25000000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
660000.00000000
PA
764407.35000000
0.032541565079
Long
DBT
NUSS
PH
N
2
2025-04-28
Fixed
0.25000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429AQ8
2401000.00000000
PA
USD
2520085.83000000
0.107282507217
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.60000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BR5
850000.00000000
PA
USD
850830.17000000
0.036220668664
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
1103000.00000000
PA
USD
1137774.88000000
0.048436184324
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BD4
431000.00000000
PA
USD
506012.76000000
0.021541455822
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.85000000
N
N
N
N
N
N
William Carter Co/The
TGI2A0HXEYNQPU7TYV27
WILLIAM CARTER
96926JAE7
129000.00000000
PA
USD
135502.43000000
0.005768470363
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
19102000.00000000
NC
USD
29177.54000000
0.001242116283
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
19102000.00000000
0.60750000
USD
2023-01-17
XXXX
-53438.61000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCK0
2400000.00000000
PA
USD
2402356.99000000
0.102270675883
Long
DBT
CORP
US
N
2
2025-06-23
Variable
0.96900000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-3
N/A
CARMX 2019-3 A4
14315PAE5
270000.00000000
PA
USD
278287.76000000
0.011846980870
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.30000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
08576PAC5
2065000.00000000
PA
USD
2067278.27000000
0.088006048556
Long
DBT
CORP
US
Y
2
2024-02-15
Fixed
0.95000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACC7
145000.00000000
PA
USD
146544.22000000
0.006238530113
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
2.25000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397A29
170000.00000000
PA
USD
172492.51000000
0.007343174081
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
600000.00000000
PA
USD
632321.56000000
0.026918544407
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
360000.00000000
PA
USD
395726.40000000
0.016846458108
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Fixed
3.48800000
N
N
N
N
N
N
N/A
N/A
SCDS: (CMCSA)
N/A
-100000.00000000
NC
USD
2603.35000000
0.000110827143
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
COMCAST CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
2497.45000000
USD
0.00000000
USD
-100000.00000000
USD
105.90000000
N
N
N
Province of Nova Scotia Canada
5493002W033HJBDP3481
NOVA SCOTIA
669827DP9
315000.00000000
PA
USD
334659.34000000
0.014246773912
Long
DBT
NUSS
CA
N
2
2022-07-30
Fixed
8.25000000
N
N
N
N
N
N
Nuveen Finance LLC
N/A
TIAA ASSET MGMT
87246YAC0
488000.00000000
PA
USD
536143.30000000
0.022824142244
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
1305000.00000000
PA
USD
1317115.07000000
0.056070870809
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
100000.00000000
PA
USD
101114.68000000
0.004304550368
Long
DBT
CORP
MX
Y
2
2022-01-25
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
500000.00000000
PA
681284.01000000
0.029002923571
Long
DBT
CORP
GB
N
2
2023-06-27
Variable
2.17500000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRAZIL)
N/A
760000.00000000
NC
USD
30417.68000000
0.001294910250
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
BRAZIL REP OF
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-06-20
28398.72000000
USD
0.00000000
USD
760000.00000000
USD
2018.96000000
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
CAESARS RESORT
12770RAA1
20000.00000000
PA
USD
21076.00000000
0.000897225838
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AR4
1205000.00000000
PA
USD
1214967.98000000
0.051722369743
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BJ2
287000.00000000
PA
USD
310998.62000000
0.013239514026
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.12500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
920000.00000000
PA
USD
1019017.67000000
0.043380574278
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
SUNTRUST BANKS
867914BS1
561000.00000000
PA
USD
616955.97000000
0.026264416281
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
SOUTHERN POWER
843646AW0
300000.00000000
PA
USD
294363.06000000
0.012531322041
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
765000.00000000
PA
USD
849059.28000000
0.036145280152
Long
DBT
CORP
GB
N
2
2025-05-08
Fixed
4.45000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CT0
4405000.00000000
PA
USD
4904218.21000000
0.208777343711
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
PENDING
N/A
CARD2 2021-1A A
14161GBY5
1460000.00000000
PA
USD
1459916.20000000
0.062150053938
Long
ABS-CBDO
CORP
CA
Y
2
2027-04-15
Fixed
0.60200000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FN9
145000.00000000
PA
USD
149193.11000000
0.006351295939
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
2900000.00000000
PA
USD
2924759.77000000
0.124509870814
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
735000.00000000
PA
USD
829446.45000000
0.035310342885
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
2705000.00000000
PA
USD
2865217.88000000
0.121975114590
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
3.45000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
893526DM2
1670000.00000000
PA
USD
1699735.85000000
0.072359409915
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
25160PAF4
575000.00000000
PA
USD
578398.72000000
0.024622996611
Long
DBT
CORP
DE
N
2
2026-03-19
Fixed
1.68600000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C21
5493000F7E2NMQ4HIO61
WFRBS 2014-C21 AS
92939FAW9
170000.00000000
PA
USD
178122.60000000
0.007582852493
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
1470000.00000000
PA
USD
1480142.21000000
0.063011094875
Long
DBT
CORP
CA
N
2
2025-06-11
Fixed
1.30000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 AS
46639NAU5
180000.00000000
PA
USD
187608.60000000
0.007986680748
Long
ABS-MBS
CORP
US
N
2
2045-07-15
Variable
4.17440000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY
16411RAK5
125000.00000000
PA
USD
131806.65000000
0.005611137411
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
DXC Technology Co
549300DOVZ3EDJB7O259
DXC TECH CO
23355LAL0
1800000.00000000
PA
USD
1797536.63000000
0.076522884334
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CR3
300000.00000000
PA
USD
337722.88000000
0.014377191792
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
71568QAA5
912000.00000000
PA
USD
914271.07000000
0.038921409540
Long
DBT
CORP
ID
N
2
2021-11-22
Fixed
5.50000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
MYLAN INC
628530AV9
865000.00000000
PA
USD
893421.52000000
0.038033823898
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
3.12500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CT9
905000.00000000
PA
USD
1039759.16000000
0.044263559700
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
196000.00000000
PA
237241.40000000
0.010099597364
Long
DBT
NUSS
RO
N
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 B
46641BAJ2
550000.00000000
PA
USD
589781.50000000
0.025107572637
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.12410000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397XL2
40000.00000000
PA
USD
42355.87000000
0.001803130621
Long
DBT
CORP
US
N
2
2025-08-04
Fixed
4.13400000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_20-A
N/A
TESLA 2020-A A4
88167HAD8
130000.00000000
PA
USD
130757.16000000
0.005566459600
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
100000.00000000
PA
USD
100031.13000000
0.004258422589
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
0.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2014-LC16
549300PX4QZK7CUM8D08
WFCM 2014-LC16 AS
94988XAW6
200000.00000000
PA
USD
207238.00000000
0.008822323416
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
1520000.00000000
PA
USD
1634318.71000000
0.069574538579
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAH6
1260000.00000000
PA
USD
1288024.97000000
0.054832476932
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
825000.00000000
PA
USD
883740.00000000
0.037621672166
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
189827.32000000
PA
USD
194418.03000000
0.008276564813
Long
ABS-CBDO
CORP
US
Y
2
2058-12-16
Fixed
2.88000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBT1
3283000.00000000
PA
USD
3434924.21000000
0.146228067697
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
2205000.00000000
PA
USD
2435814.86000000
0.103695009982
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
ROPER TECHNOLOGI
776743AD8
240000.00000000
PA
USD
266386.97000000
0.011340352654
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL L
18060TAA3
72000.00000000
PA
USD
76203.26000000
0.003244046966
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
70000.00000000
PA
USD
61447.40000000
0.002615875640
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.21620000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEC5
1900000.00000000
PA
USD
1891032.23000000
0.080503083049
Long
DBT
CORP
US
N
2
2027-07-20
Variable
1.51200000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650BZ2
1200000.00000000
PA
USD
1226349.20000000
0.052206879358
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JP7
395000.00000000
PA
USD
425523.80000000
0.018114962435
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
120000.00000000
PA
USD
120552.18000000
0.005132023666
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
405000.00000000
PA
USD
439736.85000000
0.018720025811
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
570000.00000000
PA
694312.06000000
0.029557540343
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
4503000.00000000
PA
USD
4694327.47000000
0.199842090569
Long
DBT
CORP
US
N
2
2024-03-05
Variable
3.55000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXE9
1820000.00000000
PA
USD
1939749.87000000
0.082577040413
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
765000.00000000
PA
USD
773733.03000000
0.032938568356
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
1586000.00000000
PA
USD
1675100.48000000
0.071310658231
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAB9
419000.00000000
PA
USD
431842.58000000
0.018383959051
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_20-1
N/A
FORDR 2020-1 B
34531NAC0
630000.00000000
PA
USD
651717.68000000
0.027744256118
Long
ABS-CBDO
CORP
US
Y
2
2031-08-15
Fixed
2.29000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAS4
69000.00000000
PA
USD
79533.20000000
0.003385805753
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAS4
150000.00000000
PA
USD
158540.49000000
0.006749223006
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
2074000.00000000
PA
USD
2128092.28000000
0.090594960168
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
725000.00000000
PA
USD
771475.99000000
0.032842483966
Long
DBT
CORP
LU
N
2
2024-08-01
Fixed
3.45000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAD5
75000.00000000
PA
USD
77911.19000000
0.003316755208
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
160000.00000000
PA
USD
162865.44000000
0.006933340338
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
190000.00000000
PA
USD
196209.11000000
0.008352812832
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
215000.00000000
PA
USD
220749.71000000
0.009397530066
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
1030000.00000000
PA
751195.53000000
0.031979125040
Long
DBT
CORP
US
N
2
2023-02-17
Floating
1.23430000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LAD8
515000.00000000
PA
USD
541420.65000000
0.023048804171
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
MYLAN NV
N/A
1365000.00000000
PA
1683355.53000000
0.071662083746
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
700000.00000000
PA
USD
745111.40000000
0.031720117702
Long
DBT
CORP
N/A
Y
2
2023-06-01
Fixed
4.62500000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-E
N/A
SOFI 2017-E A2B
83404KAC7
148786.17000000
PA
USD
150180.37000000
0.006393324559
Long
ABS-CBDO
CORP
US
Y
2
2040-11-26
Fixed
2.72000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
N/A
295000.00000000
PA
353883.72000000
0.015065174484
Long
DBT
CORP
CH
N
2
2024-11-30
Fixed
1.50000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAF7
670000.00000000
PA
USD
754132.16000000
0.032104140238
Long
DBT
NUSS
MX
N
2
2029-04-22
Fixed
4.50000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
EQUIFAX INC
294429AR6
1200000.00000000
PA
USD
1258559.81000000
0.053578116385
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBM5
1425000.00000000
PA
USD
1501749.05000000
0.063930919089
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
2.75000000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
N/A
595000.00000000
PA
709746.29000000
0.030214590540
Long
DBT
CORP
IT
N
2
2025-06-25
Variable
1.25000000
N
N
N
N
N
N
Illumina Inc
SQ95QG8SR5Q56LSNF682
ILLUMINA INC
452327AL3
500000.00000000
PA
USD
500116.33000000
0.021290439057
Long
DBT
CORP
US
N
2
2023-03-23
Fixed
0.55000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
1800000.00000000
PA
1326266.07000000
0.056460437788
Long
DBT
CORP
AU
N
2
2028-06-22
Floating
1.81590000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS
67059TAG0
140000.00000000
PA
USD
150919.29000000
0.006424781103
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
EBAY INC
278642AX1
500000.00000000
PA
USD
501409.63000000
0.021345496097
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
N/A
90000.00000000
PA
65733.62000000
0.002798344198
Long
DBT
CORP
AU
N
2
2022-06-21
Fixed
1.75000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BN4
455000.00000000
PA
USD
457149.94000000
0.019461318005
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.75000000
N
N
N
N
N
N
Antares Holdings LP
5493008EAIGV4283RM42
ANTARES HOLDINGS
03666HAC5
550000.00000000
PA
USD
580102.03000000
0.024695508176
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
3.95000000
N
N
N
N
N
N
Mead Johnson Nutrition Co
E4BJRFT3MF4GJDY1SC50
MEAD JOHNSON NUT
582839AH9
100000.00000000
PA
USD
111231.21000000
0.004735220899
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2N2
4070000.00000000
PA
USD
4202425.02000000
0.178901324380
Long
DBT
CORP
US
N
2
2026-04-30
Variable
2.18800000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
ASTRAZENECA FIN
04636NAA1
2500000.00000000
PA
USD
2499797.53000000
0.106418814535
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 B
36253GAK8
270000.00000000
PA
USD
281264.40000000
0.011973699333
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.64800000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_19-B
N/A
HART 2019-B A4
44891JAD0
410000.00000000
PA
USD
420527.28000000
0.017902255714
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital I 2017-HR2
N/A
MSC 2017-HR2 A4
61691NAE5
195000.00000000
PA
USD
215406.75000000
0.009170075057
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
1465000.00000000
PA
USD
1561804.78000000
0.066487549982
Long
DBT
CORP
US
N
2
2024-03-13
Fixed
3.80000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787AU1
500000.00000000
PA
USD
500393.93000000
0.021302256759
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AV1
300000.00000000
PA
USD
311130.07000000
0.013245109981
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.43800000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641593X2
395000.00000000
PA
USD
394816.98000000
0.016807743213
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_21-B
N/A
TESLA 2021-B C
88161KAF2
230000.00000000
PA
USD
229819.91000000
0.009783657310
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
1.12000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-D
N/A
SOFI 2016-D A1
83404LAA9
16656.90000000
PA
USD
16693.32000000
0.000710650884
Long
ABS-CBDO
CORP
US
Y
2
2039-01-25
Floating
1.03600000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAT7
2000000.00000000
PA
USD
2160957.18000000
0.091994050956
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.11900000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_16-6A
N/A
NAVSL 2016-6A A2
63940LAB0
379684.66000000
PA
USD
380773.75000000
0.016209909240
Long
ABS-CBDO
CORP
US
Y
2
2066-03-25
Floating
0.83600000
N
N
N
N
N
N
Energy Transfer LP / Regency Energy Finance Corp
N/A
ENERGY TRANSFER
75886AAQ1
2535000.00000000
PA
USD
2616590.67000000
0.111390812209
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
N/A
310000.00000000
PA
USD
324878.45000000
0.013830391902
Long
DBT
CORP
VG
N
2
2023-05-02
Fixed
3.75000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAQ4
1050000.00000000
PA
USD
1094610.71000000
0.046598643585
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CM2
365000.00000000
PA
USD
391097.62000000
0.016649406437
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX CORP
686330AL5
150000.00000000
PA
USD
160879.08000000
0.006848779059
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
130000.00000000
PA
USD
130597.48000000
0.005559661867
Long
ABS-CBDO
CORP
US
N
2
2023-10-16
Fixed
2.70000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CC7
875000.00000000
PA
USD
909306.67000000
0.038710070199
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
2.80000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC
77578JAC2
350000.00000000
PA
USD
388919.94000000
0.016556700479
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
1930000.00000000
PA
USD
2053217.30000000
0.087407459374
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
200000.00000000
PA
USD
204107.16000000
0.008689040510
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
2390000.00000000
PA
USD
2528109.66000000
0.107624089472
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXS8
1025000.00000000
PA
USD
1015663.47000000
0.043237782719
Long
DBT
CORP
US
N
2
2026-02-12
Variable
0.85500000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
PLAINS ALL AMER
72650RBL5
200000.00000000
PA
USD
223439.03000000
0.009512017036
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.50000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A
N/A
HDMOT 2020-A A3
41284UAD6
606338.21000000
PA
USD
611403.01000000
0.026028021368
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
160000.00000000
PA
USD
175803.20000000
0.007484113377
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
70000.00000000
PA
USD
72965.20000000
0.003106199599
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.21310000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBS3
1395000.00000000
PA
USD
1480495.67000000
0.063026142011
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAM5
1025000.00000000
PA
USD
1006840.39000000
0.042862175613
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
250000.00000000
PA
USD
255628.20000000
0.010882341341
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4
N/A
GMCAR 2020-4 B
36260KAE4
240000.00000000
PA
USD
240391.82000000
0.010233713811
Long
ABS-CBDO
CORP
US
N
2
2026-03-16
Fixed
0.73000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BA9
1000000.00000000
PA
USD
1051561.67000000
0.044766004041
Long
DBT
CORP
US
Y
2
2024-09-26
Fixed
2.85000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C30
N/A
WFCM 2015-C30 A4
94989NBE6
420000.00000000
PA
USD
456594.60000000
0.019437676640
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
120000.00000000
PA
USD
125621.31000000
0.005347821465
Long
DBT
CORP
US
Y
2
2023-01-17
Fixed
4.25000000
N
N
N
N
N
N
AP Moller - Maersk A/S
549300D2K6PKKKXVNN73
AP MOLLER
00203QAD9
800000.00000000
PA
USD
872298.77000000
0.037134607867
Long
DBT
CORP
DK
Y
2
2025-09-28
Fixed
3.87500000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR2
N/A
AH4R 2015-SFR2 B
02666BAB2
100000.00000000
PA
USD
107203.00000000
0.004563736077
Long
ABS-CBDO
CORP
US
Y
2
2052-10-17
Fixed
4.29500000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAE2
1592000.00000000
PA
USD
1575891.79000000
0.067087247712
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.20000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AX3
1565000.00000000
PA
USD
1713899.59000000
0.072962374116
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
553351.46000000
PA
USD
581793.73000000
0.024767525492
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Fixed
3.23120000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AH0
115000.00000000
PA
USD
125972.60000000
0.005362776222
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.602500 03-FEB-2023
N/A
19119000.00000000
NC
USD
28448.88000000
0.001211096518
N/A
DIR
N/A
N
2
BNP PARIBAS USA, INC.
549300QVEGJN81E8T563
Call
Purchased
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-02-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
19119000.00000000
0.60250000
USD
2023-02-03
XXXX
-58446.98000000
N
N
N
PENDING
N/A
COMET 2021-A1 A1
14041NFW6
1780000.00000000
PA
USD
1775943.91000000
0.075603661222
Long
ABS-CBDO
CORP
US
N
2
2026-07-15
Fixed
0.55000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
BRDCOM CRP / FIN
11134LAP4
250000.00000000
PA
USD
264858.87000000
0.011275299949
Long
DBT
CORP
N/A
N
2
2025-01-15
Fixed
3.12500000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XDD5
2000000.00000000
PA
USD
1975934.02000000
0.084117434905
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
90000.00000000
PA
USD
94009.45000000
0.004002073809
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
948741AK9
340000.00000000
PA
USD
363414.46000000
0.015470907365
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.45000000
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I
431318AU8
65000.00000000
PA
USD
66984.76000000
0.002851606446
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
AUST 10Y BOND FUT Dec21
N/A
-8.00000000
NC
15535.67000000
0.000661368596
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
SFE 10 Year Australian Bond Future
2021-12-15
-849613.67000000
AUD
15535.67000000
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
N/A
1860000.00000000
PA
1349870.84000000
0.057465315828
Long
DBT
CORP
AU
N
2
2022-06-21
Floating
0.76220000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2018-C8
N/A
JPMDB 2018-C8 A4
46591ABA2
10000.00000000
PA
USD
11374.60000000
0.000484227795
Long
ABS-MBS
CORP
US
N
2
2051-06-15
Fixed
4.21060000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES IN
26875PAK7
472000.00000000
PA
USD
484894.87000000
0.020642446686
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
N/A
100000.00000000
PA
148627.46000000
0.006327215668
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
285000.00000000
PA
USD
285942.78000000
0.012172862524
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
825000.00000000
PA
USD
886305.75000000
0.037730898642
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.59860000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B28
305000.00000000
PA
USD
313970.13000000
0.013366014100
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
980900.00000000
PA
USD
1070358.08000000
0.045566185514
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.80790000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BA6
2220000.00000000
PA
USD
2334158.88000000
0.099367415946
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDZ6
990000.00000000
PA
USD
1094243.19000000
0.046582997900
Long
DBT
CORP
US
N
2
2026-01-27
Fixed
3.87500000
N
N
N
N
N
N
N/A
N/A
SCDS: (D)
N/A
-100000.00000000
NC
USD
3030.10000000
0.000128994306
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
DOMINION RES
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
2454.78000000
USD
0.00000000
USD
-100000.00000000
USD
575.32000000
N
N
N
SA Global Sukuk Ltd
5493007DFAVKU7UOGR47
SA GLOBAL SUKU
78397PAA9
1040000.00000000
PA
USD
1030181.24000000
0.043855818321
Long
DBT
CORP
KY
Y
2
2024-06-17
Fixed
0.94600000
N
N
N
N
N
N
Sinopec Group Overseas Development 2012 Ltd
N/A
SINOPEC GRP OVER
N/A
277000.00000000
PA
USD
282623.54000000
0.012031559246
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
280000.00000000
PA
USD
281076.88000000
0.011965716424
Long
ABS-CBDO
CORP
US
Y
2
2025-10-15
Fixed
0.96000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAD7
2600000.00000000
PA
USD
2590331.64000000
0.110272939737
Long
DBT
CORP
US
Y
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DF4
1500000.00000000
PA
USD
1610215.16000000
0.068548426989
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.00000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAK6
2180000.00000000
PA
USD
2369064.21000000
0.100853369826
Long
DBT
CORP
GB
Y
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345MAA5
110000.00000000
PA
USD
112006.65000000
0.004768232134
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Csail 2015-C2 Commercial Mortgage Trust
549300D5DIOOMKWXVZ20
CSAIL 2015-C2 A4
12634NAT5
330000.00000000
PA
USD
354357.30000000
0.015085335246
Long
ABS-MBS
CORP
US
N
2
2057-06-15
Fixed
3.50400000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CV0
500000.00000000
PA
USD
514118.52000000
0.021886525917
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
1.90000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
100000.00000000
PA
116302.76000000
0.004951121719
Long
DBT
CORP
DK
N
2
2031-05-15
Variable
1.00000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAL7
871000.00000000
PA
USD
938947.97000000
0.039971929197
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
102000.00000000
PA
USD
109288.92000000
0.004652535722
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.28300000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BP6
1200000.00000000
PA
USD
1200685.58000000
0.051114354070
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.65000000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
SPECTRA PARTNERS
84756NAF6
365000.00000000
PA
USD
391349.28000000
0.016660119848
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
17497.88000000
PA
USD
17528.68000000
0.000746212972
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
150000.00000000
PA
USD
152180.39000000
0.006478467357
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
490000.00000000
PA
575807.17000000
0.024512671805
Long
DBT
CORP
DE
N
2
2023-06-15
Fixed
0.75000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-A
N/A
HART 2021-A B
44933LAE3
270000.00000000
PA
USD
268542.30000000
0.011432107150
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
1.09000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBA7
100000.00000000
PA
USD
111140.55000000
0.004731361414
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.62500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CS6
1800000.00000000
PA
USD
1796575.00000000
0.076481946809
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBT1
500000.00000000
PA
USD
536312.39000000
0.022831340570
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
1600000.00000000
PA
1319943.41000000
0.056191275997
Long
DBT
CORP
GB
N
2
2023-12-05
Fixed
3.19600000
N
N
N
N
N
N
N/A
N/A
SCDS: (BA)
BVN61PXB6
-635000.00000000
NC
USD
4180.59000000
0.000177971786
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
8383.85000000
USD
0.00000000
USD
-635000.00000000
USD
-4203.26000000
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
563000.00000000
PA
651137.49000000
0.027719556865
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.45000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13
N/A
MSBAM 2013-C13 A4
61763BAU8
200000.00000000
PA
USD
212458.00000000
0.009044543898
Long
ABS-MBS
CORP
US
N
2
2046-11-15
Fixed
4.03900000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAD6
886000.00000000
PA
USD
973680.45000000
0.041450524685
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAW3
985000.00000000
PA
1156105.47000000
0.049216535386
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
1.00000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543CX9
1880000.00000000
PA
USD
2061010.33000000
0.087739216248
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.62500000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_19-2A
N/A
AESOP 2019-2A A
05377RDL5
460000.00000000
PA
USD
489802.20000000
0.020851356501
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
3.35000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBT6
200000.00000000
PA
USD
209011.51000000
0.008897823464
Long
DBT
CORP
JP
N
2
2024-09-27
Fixed
2.44800000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JP3
270000.00000000
PA
USD
279044.79000000
0.011879208374
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
3.15000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CV0
116000.00000000
PA
USD
127507.94000000
0.005428137141
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B
N/A
HDMOT 2021-B A4
41285AAD9
320000.00000000
PA
USD
318860.86000000
0.013574217237
Long
ABS-CBDO
CORP
US
N
2
2029-05-15
Fixed
0.82000000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869PAN4
1025000.00000000
PA
USD
1018277.89000000
0.043349081123
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
0.82100000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC13
549300WF5YRKNHB1FX69
GSMS 2013-GC13 C
36198EAY1
140000.00000000
PA
USD
133109.20000000
0.005666588232
Long
ABS-MBS
CORP
US
Y
2
2046-07-10
Variable
4.21760000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAG0
2900000.00000000
PA
USD
3018789.34000000
0.128512801152
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
2.20000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAH6
750000.00000000
PA
USD
744798.61000000
0.031706801927
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
N/A
JPMCC 2013-C16 A3
46641BAC7
41158.60000000
PA
USD
42950.23000000
0.001828433105
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
400000.00000000
PA
USD
404585.63000000
0.017223604154
Long
DBT
NUSS
KR
Y
2
2022-03-27
Fixed
2.87500000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CJ6
1400000.00000000
PA
USD
1398648.37000000
0.059541822767
Long
DBT
CORP
DE
N
2
2024-05-28
Fixed
0.89800000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DS0
1000000.00000000
PA
USD
1066698.42000000
0.045410390225
Long
DBT
CORP
US
Y
2
2024-02-22
Fixed
3.65000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAP8
585000.00000000
PA
USD
584391.40000000
0.024878110833
Long
DBT
CORP
GB
N
2
2027-05-11
Variable
1.62700000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 2021-1A B
42806MAB5
420000.00000000
PA
USD
421452.91000000
0.017941660685
Long
ABS-CBDO
CORP
US
Y
2
2025-12-26
Fixed
1.56000000
N
N
N
N
N
N
Apollo Management Holdings LP
5493006XQW0V5K38YM64
APOLLO MNGMT HLD
03765HAA9
165000.00000000
PA
USD
178435.39000000
0.007596168268
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
1018957.64000000
PA
USD
1071177.38000000
0.045601063913
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
4.00000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CG2
860000.00000000
PA
USD
865253.78000000
0.036834695784
Long
DBT
CORP
DE
N
2
2025-04-01
Variable
1.44700000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC HOLDINGS COR
465685AK1
300000.00000000
PA
USD
324309.29000000
0.013806162207
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET COR
857477AT0
866000.00000000
PA
USD
949464.88000000
0.040419644295
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
294076.84000000
PA
USD
312071.40000000
0.013285183315
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
250000.00000000
PA
USD
252216.62000000
0.010737107059
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
306544.31000000
PA
USD
323526.86000000
0.013772853400
Long
ABS-MBS
CORP
US
N
2
2046-08-10
Fixed
4.20500000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAS4
970000.00000000
PA
USD
971412.83000000
0.041353989894
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
Arab Petroleum Investments Corp
213800A54KIUYH5YD185
ARAB PETROLEUM
03845EAA0
442000.00000000
PA
USD
471336.04000000
0.020065234092
Long
DBT
CORP
N/A
Y
2
2023-09-18
Fixed
4.12500000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAS6
748000.00000000
PA
USD
803199.94000000
0.034193003402
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
2000.00000000
PA
USD
2118.35000000
0.000090180221
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
50000.00000000
NC
USD
-324.06000000
-0.00001379554
N/A
DCR
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
N/A
QATAR STATE OF
Y
Receipt of notional amount upon default event with regard to reference instrument
2022-06-20
83.62000000
USD
0.00000000
USD
50000.00000000
USD
-407.68000000
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBH1
8500000.00000000
PA
USD
8521235.81000000
0.362757304298
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
N
Trinity Acquisition PLC
549300FJZWZN6MJNGB63
TRINITY ACQ PLC
89641UAC5
40000.00000000
PA
USD
44675.13000000
0.001901863777
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGG3
3465000.00000000
PA
USD
3497089.50000000
0.148874504613
Long
DBT
CORP
US
N
2
2026-03-20
Fixed
1.45000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-B
N/A
NAROT 2019-B A4
65479HAD9
610000.00000000
PA
USD
627531.83000000
0.026714640937
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
100000.00000000
PA
USD
102129.10000000
0.004347735214
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
2483000.00000000
PA
USD
2516819.58000000
0.107143459775
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
1.50000000
N
N
N
N
N
N
COMM 2015-CCRE26 Mortgage Trust
N/A
COMM 2015-CR26 A4
12593QBE9
753000.00000000
PA
USD
819331.77000000
0.034879751111
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.63000000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1
N/A
GMREV 2021-1 A
36263HAA6
990000.00000000
PA
USD
984035.36000000
0.041891343284
Long
ABS-CBDO
CORP
US
Y
2
2034-06-12
Fixed
1.17000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96950FAL8
2567000.00000000
PA
USD
2750627.55000000
0.117096892682
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGH1
1280000.00000000
PA
USD
1299470.27000000
0.055319714495
Long
DBT
CORP
US
N
2
2028-03-22
Fixed
2.10000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAA4
1326000.00000000
PA
USD
1339974.12000000
0.057044002822
Long
DBT
CORP
CA
Y
2
2022-03-20
Fixed
3.12500000
N
N
N
N
N
N
Korea National Oil Corp
988400ZTQ08W926ONT36
KOREA NATL OIL
50066RAM8
600000.00000000
PA
USD
590258.14000000
0.025127863666
Long
DBT
NUSS
KR
N
2
2025-10-05
Fixed
0.87500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BZ1
2120000.00000000
PA
USD
2260981.17000000
0.096252169589
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
1045000.00000000
PA
USD
1121053.60000000
0.047724343156
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
102214.33000000
PA
USD
103628.98000000
0.004411586566
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
2.85800000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-3
N/A
SDART 2018-3 D
80285GAG7
1159939.51000000
PA
USD
1178923.78000000
0.050187933058
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
76000.00000000
PA
USD
81176.36000000
0.003455756674
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
650000.00000000
PA
USD
694616.33000000
0.029570493413
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
95000.00000000
PA
USD
103613.37000000
0.004410922033
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
94974BGA2
534000.00000000
PA
USD
574269.39000000
0.024447207013
Long
DBT
CORP
US
N
2
2024-09-09
Fixed
3.30000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AN2
75000.00000000
PA
USD
76894.94000000
0.003273492457
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.87500000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HU8
1800000.00000000
PA
USD
1926535.68000000
0.082014499480
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
1145000.00000000
PA
USD
1197322.10000000
0.050971167452
Long
DBT
CORP
NL
N
2
2025-04-06
Fixed
2.37500000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC
00185AAD6
830000.00000000
PA
USD
883268.81000000
0.037601613149
Long
DBT
CORP
IE
N
2
2023-11-27
Fixed
4.00000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B A4
44934KAD6
630000.00000000
PA
USD
630668.75000000
0.026848182676
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.60000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
1030000.00000000
PA
753615.75000000
0.032082156161
Long
DBT
CORP
US
N
2
2023-05-16
Floating
1.21570000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DAZ8
1600000.00000000
PA
USD
1696907.98000000
0.072239024736
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAN5
600000.00000000
PA
USD
597441.87000000
0.025433682046
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.72200000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-170000.00000000
NC
USD
1068.10000000
0.000045470056
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2026-12-20
1154.25000000
USD
0.00000000
USD
-170000.00000000
USD
-86.15000000
N
N
N
N/A
N/A
SCDS: (RTN)
BVN46X645
580000.00000000
NC
USD
-1250.63000000
-0.00005324053
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
RAYTHEON CO
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
0.00000000
USD
-938.51000000
USD
580000.00000000
USD
-312.12000000
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869AAC1
63000.00000000
PA
USD
62685.12000000
0.002668566585
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
3.50000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK
854502AK7
630000.00000000
PA
USD
687302.93000000
0.029259154855
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.40000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FN1
2030000.00000000
PA
USD
2190812.89000000
0.093265037597
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
940000.00000000
PA
USD
925066.38000000
0.039380976396
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
930000.00000000
PA
USD
939436.80000000
0.039992739166
Long
ABS-CBDO
CORP
CA
Y
2
2024-07-19
Fixed
1.83000000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
N/A
ALLIANT HOLDINGS
01883LAA1
5000.00000000
PA
USD
5189.33000000
0.000220914830
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
6.75000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668AR3
599000.00000000
PA
USD
642071.22000000
0.027333596925
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
2830000.00000000
PA
USD
2901086.63000000
0.123502082197
Long
DBT
CORP
US
N
2
2026-03-13
Variable
2.00500000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
N/A
645000.00000000
PA
837109.95000000
0.035636585541
Long
DBT
CORP
GB
N
2
2026-09-15
Fixed
2.50000000
N
N
N
N
N
N
CD 2017-CD4 Mortgage Trust
N/A
CD 2017-CD4 A4
12515DAR5
180000.00000000
PA
USD
197006.40000000
0.008386754243
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
285000.00000000
PA
USD
293516.76000000
0.012495294227
Long
DBT
CORP
FR
Y
2
2022-07-15
Fixed
4.25000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAR9
515000.00000000
PA
USD
510662.09000000
0.021739382327
Long
DBT
CORP
AU
Y
2
2027-01-12
Variable
1.34000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST
N/A
CARMX 2020-3 C
14315FAG2
160000.00000000
PA
USD
162430.69000000
0.006914832608
Long
ABS-CBDO
CORP
US
N
2
2026-04-15
Fixed
1.69000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CQ3
560000.00000000
PA
USD
592045.22000000
0.025203941402
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.60000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20
N/A
MSBAM 2015-C20 A4
61764RBF4
780000.00000000
PA
USD
830684.40000000
0.035363043622
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.24900000
N
N
N
N
N
N
Corp Financiera de Desarrollo SA
254900BOM7T4MG6T0J30
COFIDE
21987DAA2
150000.00000000
PA
USD
151982.69000000
0.006470051076
Long
DBT
NUSS
PE
Y
2
2022-02-08
Fixed
4.75000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBL8
1040000.00000000
PA
USD
1050030.06000000
0.044700801913
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.05000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAL4
1870000.00000000
PA
USD
1940675.86000000
0.082616460709
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
800000.00000000
PA
USD
892775.76000000
0.038006333266
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAB2
350000.00000000
PA
USD
375120.19000000
0.015969231687
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.37500000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCR5
2750000.00000000
PA
USD
3000335.22000000
0.127727191297
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
520000.00000000
PA
USD
523594.59000000
0.022289931442
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
1227000.00000000
PA
891558.25000000
0.037954502680
Long
DBT
CORP
JP
N
2
2022-03-29
Floating
1.28860000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WBP5
100000.00000000
PA
USD
105276.14000000
0.004481707771
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
2.90000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_17-SFR2
N/A
IHSFR 2017-SFR2 B
46187BAB9
83827.01000000
PA
USD
83773.36000000
0.003566313492
Long
ABS-CBDO
CORP
US
Y
2
2036-12-17
Floating
1.23400000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AJ8
3571000.00000000
PA
USD
3763652.74000000
0.160222361253
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
490000.00000000
PA
USD
493483.66000000
0.021008079838
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
247000.00000000
PA
USD
262435.03000000
0.011172114721
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
75000.00000000
PA
USD
76536.94000000
0.003258252048
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_19-A
N/A
FORDO 2019-A C
34533FAG6
370000.00000000
PA
USD
383159.57000000
0.016311475920
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
355000.00000000
PA
USD
365551.79000000
0.015561895583
Long
DBT
CORP
AU
Y
2
2023-11-28
Variable
3.18900000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAF1
100000.00000000
PA
USD
106218.10000000
0.004521807925
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.20000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
TOLL BR FIN CORP
88947EAR1
140000.00000000
PA
USD
157529.29000000
0.006706175238
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
SCDS: (COLOM)
N/A
330000.00000000
NC
USD
11078.85000000
0.000471637430
N/A
DCR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
COLOMBIA REP OF
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-12-20
7425.93000000
USD
0.00000000
USD
330000.00000000
USD
3652.92000000
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BJ6
1265000.00000000
PA
USD
1431666.65000000
0.060947443092
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
SCDS: (DB)
BVN4UHQS8
500000.00000000
NC
USD
-4494.15000000
-0.00019132034
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
DEUTSCHE BANK AG
Y
Receipt of notional amount upon default event with regard to reference instrument
2022-12-20
0.00000000
USD
-583.41000000
USD
500000.00000000
USD
-3910.74000000
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-F
N/A
SOFI 2017-F A2FX
83401BAB2
133448.36000000
PA
USD
136330.23000000
0.005803710615
Long
ABS-CBDO
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
600000.00000000
PA
698656.94000000
0.029742506114
Long
DBT
CORP
IT
N
2
2026-02-24
Fixed
0.62500000
N
N
N
N
N
N
VERIZON OWNER TRUST VZOT_20-B
N/A
VZOT 2020-B C
92290BAD3
430000.00000000
PA
USD
431972.11000000
0.018389473270
Long
ABS-CBDO
CORP
US
N
2
2025-02-20
Fixed
0.83000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AX7
55000.00000000
PA
USD
54719.96000000
0.002329481969
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
835000.00000000
PA
USD
922203.64000000
0.039259106768
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.30000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BL6
1125000.00000000
PA
USD
1166686.16000000
0.049666965660
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BA)
N/A
310000.00000000
NC
USD
-1768.13000000
-0.00007527101
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
BOEING CO
Y
Receipt of notional amount upon default event with regard to reference instrument
2024-12-20
16897.92000000
USD
0.00000000
USD
310000.00000000
USD
-18666.05000000
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FJ8
690000.00000000
PA
USD
704008.76000000
0.029970338302
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
90000.00000000
PA
USD
87462.00000000
0.003723342488
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Variable
4.51300000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397A86
205000.00000000
PA
USD
217463.15000000
0.009257618007
Long
DBT
CORP
US
N
2
2027-08-17
Fixed
4.12500000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1
N/A
FORDF 2020-1 D
34528QHP2
190000.00000000
PA
USD
194125.39000000
0.008264106843
Long
ABS-CBDO
CORP
US
N
2
2025-09-15
Fixed
2.12000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBM6
392000.00000000
PA
USD
413349.28000000
0.017596681266
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
VALEANT PHARMA
91911KAN2
60000.00000000
PA
USD
60969.84000000
0.002595545446
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
233456.78000000
PA
USD
248974.65000000
0.010599093240
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.45100000
N
N
N
N
N
N
Energy Transfer LP / Regency Energy Finance Corp
N/A
ENERGY TRANSFER
75886AAL2
2350000.00000000
PA
USD
2369883.77000000
0.100888259294
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
372000.00000000
PA
USD
373485.69000000
0.015899649431
Long
DBT
CORP
US
N
2
2023-09-08
Fixed
0.65000000
N
N
N
N
N
N
AVIS BUDGET RENTAL CAR FUNDING AESOP_18-2A
N/A
AESOP 2018-2A A
05377RDC5
320000.00000000
PA
USD
342711.87000000
0.014589577953
Long
ABS-CBDO
CORP
US
Y
2
2025-03-20
Fixed
4.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062XAF0
200000.00000000
PA
USD
220670.92000000
0.009394175899
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.05000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BCHINA)
BVN4A0RP2
300000.00000000
NC
USD
-567.51000000
-0.00002415945
N/A
DCR
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
BANK OF CHINA/HK
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
46.37000000
USD
0.00000000
USD
300000.00000000
USD
-613.88000000
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AV8
75000.00000000
PA
USD
82711.17000000
0.003521095030
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
1143000.00000000
PA
USD
1165187.46000000
0.049603164542
Long
DBT
CORP
US
N
2
2023-07-24
Variable
2.90500000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST SLMA_14-A
N/A
SLMA 2014-A B
78448DAE7
84984.04000000
PA
USD
85176.33000000
0.003626039291
Long
ABS-CBDO
CORP
US
Y
2
2044-11-15
Fixed
3.50000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAM5
1060000.00000000
PA
USD
1163749.31000000
0.049541941097
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
5.87500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523BV1
1795000.00000000
PA
USD
1869827.29000000
0.079600368109
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
480000.00000000
PA
USD
493460.57000000
0.021007096874
Long
DBT
CORP
JP
Y
2
2022-10-17
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NA5
1360000.00000000
PA
USD
1352786.57000000
0.057589441293
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
N/A
250000.00000000
PA
186429.55000000
0.007936487442
Long
DBT
CORP
GB
N
2
2025-06-28
Floating
1.86600000
N
N
N
N
N
N
N/A
N/A
SCDS: (ALLY)
N/A
-100000.00000000
NC
USD
1237.99000000
0.000052702439
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ALLY FINANCIAL
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
610.13000000
USD
0.00000000
USD
-100000.00000000
USD
627.86000000
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORP CH
16412XAC9
4295000.00000000
PA
USD
4851062.83000000
0.206514467435
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
40000.00000000
PA
USD
41166.15000000
0.001752483082
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
2553000.00000000
PA
USD
2755007.02000000
0.117283330984
Long
DBT
CORP
GB
N
2
2025-03-22
Variable
4.26900000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBQ7
1780000.00000000
PA
USD
1788102.63000000
0.076121269770
Long
DBT
CORP
GB
N
2
2024-12-10
Variable
1.00700000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCH1
1000000.00000000
PA
USD
991875.42000000
0.042225102271
Long
DBT
CORP
JP
N
2
2026-09-17
Fixed
1.40200000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZX9
1665000.00000000
PA
USD
1944758.74000000
0.082790272885
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAN8
3540000.00000000
PA
USD
3665245.73000000
0.156033079033
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
525000.00000000
PA
USD
555962.54000000
0.023667866586
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.45000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAN5
950000.00000000
PA
USD
1059593.12000000
0.045107910687
Long
DBT
CORP
GB
N
2
2026-01-12
Fixed
4.37500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBM0
6500000.00000000
PA
USD
6638988.46000000
0.282628202142
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
865000.00000000
PA
USD
910197.09000000
0.038747976245
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
2440000.00000000
PA
USD
2612435.58000000
0.111213925982
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
1959000.00000000
PA
USD
2030028.01000000
0.086420268723
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
110000.00000000
PA
USD
113870.21000000
0.004847565698
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BM3
1500000.00000000
PA
USD
1663025.37000000
0.070796609042
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
Macquarie Bank Ltd
4ZHCHI4KYZG2WVRT8631
MACQUARIE BK LTD
BJ6318445
1460000.00000000
PA
1112413.75000000
0.047356536330
Long
DBT
CORP
AU
N
2
2030-05-28
Floating
2.91160000
N
N
N
N
N
N
COMM 2013-LC13 Mortgage Trust
N/A
COMM 2013-LC13 AM
12626GAM5
435000.00000000
PA
USD
462278.85000000
0.019679660697
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
302000.00000000
PA
USD
322807.36000000
0.013742223584
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
30000.00000000
PA
USD
32309.84000000
0.001375461344
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
205000.00000000
PA
USD
213761.79000000
0.009100047508
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
6685.80000000
PA
USD
6807.62000000
0.000289807010
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
1072000.00000000
PA
USD
1297498.05000000
0.055235755170
Long
DBT
NUSS
PE
N
2
2025-07-21
Fixed
7.35000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCA6
1485000.00000000
PA
USD
1495996.59000000
0.063686031266
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
1600000.00000000
PA
USD
1623523.09000000
0.069114958525
Long
DBT
CORP
US
Y
2
2022-05-13
Fixed
2.90000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAK5
415000.00000000
PA
USD
415802.66000000
0.017701124041
Long
DBT
CORP
ES
N
2
2024-06-30
Variable
0.70100000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
867224AC1
960000.00000000
PA
USD
993811.17000000
0.042307509033
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
2.80000000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
377373AL9
445000.00000000
PA
USD
445750.15000000
0.018976017846
Long
DBT
CORP
GB
N
2
2023-10-01
Fixed
0.53400000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BA1
3270000.00000000
PA
USD
3465760.05000000
0.147540779426
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
232000.00000000
PA
USD
235766.64000000
0.010036815395
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
900000.00000000
PA
USD
920407.77000000
0.039182654833
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
161000.00000000
PA
USD
173857.60000000
0.007401287291
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
CSAIL 2015-C3 Commercial Mortgage Trust
549300ZAGI6FKGY8O078
CSAIL 2015-C3 C
12635FAZ7
240000.00000000
PA
USD
220389.60000000
0.009382199832
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.51570000
N
N
N
N
N
N
QPH Finance Co Pty Ltd
549300DAS54SITV58008
QPH FINANCE CO P
N/A
160000.00000000
PA
119898.00000000
0.005104174586
Long
DBT
CORP
AU
N
2
2023-06-07
Fixed
3.75000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAG8
2185000.00000000
PA
USD
2191970.35000000
0.093314311796
Long
DBT
CORP
GB
N
2
2023-09-02
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BCHINA)
BVN4FH8S5
665000.00000000
NC
USD
-4079.52000000
-0.00017366913
N/A
DCR
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
BANK OF CHINA/HK
Y
Receipt of notional amount upon default event with regard to reference instrument
2022-06-20
0.00000000
USD
-22.21000000
USD
665000.00000000
USD
-4057.31000000
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EAX7
600000.00000000
PA
USD
643365.01000000
0.027388674825
Long
DBT
CORP
US
N
2
2026-05-11
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MX6
855000.00000000
PA
USD
858265.52000000
0.036537198752
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.98100000
N
N
N
N
N
N
Lazard Group LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAG0
230000.00000000
PA
USD
248201.79000000
0.010566191837
Long
DBT
CORP
US
N
2
2025-02-13
Fixed
3.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148LAC0
1545000.00000000
PA
USD
1654857.32000000
0.070448887202
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
DEVON ENERGY
25179MAX1
2015000.00000000
PA
USD
2229673.08000000
0.094919353718
Long
DBT
CORP
US
Y
2
2024-09-15
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2013-LC12
549300V2DF3KW9L1CV04
WFCM 2013-LC12 A4
94988QAG6
276800.00000000
PA
USD
291550.67000000
0.012411595861
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.21800000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABZ7
1730000.00000000
PA
USD
1736383.61000000
0.073919540737
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JL2
335000.00000000
PA
USD
349859.02000000
0.014893839087
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BM0
2991000.00000000
PA
USD
3076536.62000000
0.130971159081
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
60000.00000000
PA
USD
64405.18000000
0.002741791214
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.25000000
N
N
N
N
N
N
Security Benefit Global Funding
5493003C0JW6BY7YFF93
SECURITY BENEFIT
81412DAA1
405000.00000000
PA
USD
407881.32000000
0.017363904886
Long
DBT
CORP
US
Y
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NJ0
300000.00000000
PA
USD
308629.97000000
0.013138678290
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.70000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
052528AL0
1350000.00000000
PA
USD
1403292.38000000
0.059739522794
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
220000.00000000
PA
USD
221381.45000000
0.009424423852
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
270000.00000000
PA
USD
299806.37000000
0.012763049048
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
365000.00000000
PA
USD
390884.06000000
0.016640314980
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.75000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFE9
832000.00000000
PA
USD
866718.01000000
0.036897029480
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
225000.00000000
PA
USD
236159.23000000
0.010053528334
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
35000.00000000
PA
USD
34999.40000000
0.001489958531
Long
DBT
CORP
FR
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBZ6
310000.00000000
PA
USD
302309.98000000
0.012869630163
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.55000000
N
N
N
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
INTERNATIONAL FL
459506AM3
570000.00000000
PA
USD
571567.37000000
0.024332179391
Long
DBT
CORP
US
Y
2
2022-09-15
Fixed
0.69700000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAP2
1095000.00000000
PA
USD
1165518.59000000
0.049617261069
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.50000000
N
N
N
N
N
N
Cogent Communications Group Inc
549300KFWFYF8Q1U0Y26
COGENT COMMUNICA
19240CAC7
90000.00000000
PA
USD
91604.08000000
0.003899674866
Long
DBT
CORP
US
Y
2
2026-05-01
Fixed
3.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687DK9
1300000.00000000
PA
USD
1425446.18000000
0.060682631628
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.37500000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAN1
2250000.00000000
PA
USD
2223943.00000000
0.094675418634
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
105821.96000000
PA
USD
86822.78000000
0.003696130271
Long
ABS-MBS
CORP
US
N
2
2046-09-20
Variable
3.06250000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20211027
N/A
1.00000000
NC
-18473.18000000
-0.00078642125
N/A
DFE
N/A
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
1777093.19000000
CAD
1384513.11000000
USD
2021-10-27
-18473.18000000
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385AV3
430000.00000000
PA
USD
465115.19000000
0.019800406452
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
3.90000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKM0
1350000.00000000
PA
USD
1369959.70000000
0.058320518156
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.87500000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B
N/A
MBALT 2021-B A4
58769KAE4
420000.00000000
PA
USD
419224.47000000
0.017846793824
Long
ABS-CBDO
CORP
US
N
2
2027-03-15
Fixed
0.51000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBQ7
250000.00000000
PA
USD
250993.52000000
0.010685038501
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
0.80000000
N
N
N
N
N
N
First Horizon Mortgage Pass-Through Trust 2006-AR3
N/A
FHASI 2006-AR3 1A1
32052EAA7
50772.36000000
PA
USD
39040.79000000
0.001662004438
Long
ABS-MBS
CORP
US
N
2
2036-11-25
Variable
2.54160000
N
N
N
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
N/A
393000.00000000
PA
458242.41000000
0.019507825516
Long
DBT
CORP
GB
N
2
2025-01-20
Fixed
0.19000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
ZOETIS INC
98978VAK9
1000000.00000000
PA
USD
1125248.30000000
0.047902915618
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
1690000.00000000
PA
USD
1763219.22000000
0.075061958781
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Fidelity & Guaranty Life Holdings Inc
549300WCR5QBFH98VZ75
FIDELITY & GUARA
315786AC7
715000.00000000
PA
USD
812322.13000000
0.034581343911
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBB8
875000.00000000
PA
USD
933907.79000000
0.039757363828
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
1482000.00000000
PA
USD
1532533.78000000
0.065241455015
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
310000.00000000
PA
225354.61000000
0.009593565142
Long
DBT
CORP
CH
N
2
2024-03-08
Floating
1.26070000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJH3
2030000.00000000
PA
USD
2037059.99000000
0.086719626958
Long
DBT
CORP
US
N
2
2024-10-24
Variable
0.81000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2015 Ltd
5299002Z28NLP3WPFH36
SINOPEC GRP OVER
82938BAC4
879000.00000000
PA
USD
933845.50000000
0.039754712082
Long
DBT
CORP
VG
Y
2
2025-04-28
Fixed
3.25000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCQ9
1180000.00000000
PA
USD
1176978.95000000
0.050105139751
Long
DBT
CORP
CA
N
2
2024-03-04
Fixed
0.55000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523BX7
1833000.00000000
PA
USD
1957679.08000000
0.083340304338
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CU1
1200000.00000000
PA
USD
1200882.12000000
0.051122720969
Long
DBT
CORP
GB
N
2
2024-08-17
Variable
0.73200000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Dec21
N/A
1129.00000000
NC
USD
-845006.35000000
-0.03597274297
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 5 Year US Treasury Note
2021-12-31
139420936.60000000
USD
-845006.35000000
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BD8
149000.00000000
PA
USD
141242.39000000
0.006012826049
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABD4
600000.00000000
PA
USD
644636.67000000
0.027442810629
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.37500000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TAW7
380000.00000000
PA
USD
396890.77000000
0.016896026472
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
Organon & Co / Organon Foreign Debt Co-Issuer BV
N/A
ORGANON & CO/ORG
68622TAA9
290000.00000000
PA
USD
295860.52000000
0.012595070372
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
GlaxoSmithKline Capital PLC
549300U0LV41VX7LEP38
GLAXOSMITHKLINE
377373AG0
2091000.00000000
PA
USD
2217124.33000000
0.094385141214
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AE6
400000.00000000
PA
467649.77000000
0.019908305990
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.30000000
N
N
N
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC/CDW FIN
12513GBE8
100000.00000000
PA
USD
103671.09000000
0.004413379230
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.12500000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTRM
958667AC1
180000.00000000
PA
USD
198847.57000000
0.008465134643
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
5.30000000
N
N
N
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAP4
800000.00000000
PA
USD
833349.65000000
0.035476505909
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
300000.00000000
PA
USD
305499.39000000
0.013005406451
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
190000.00000000
PA
USD
193518.80000000
0.008238283716
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
885000.00000000
PA
USD
869835.08000000
0.037029726185
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
101178.33000000
PA
USD
72249.21000000
0.003075719208
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
2.89460000
N
N
N
N
N
N
TOYOTA AUTO LOAN EXTENDED NOTE TRUST TALNT_20-1
N/A
TALNT 2021-1A A
89237MAA7
1280000.00000000
PA
USD
1277371.65000000
0.054378954728
Long
ABS-CBDO
CORP
US
Y
2
2034-02-27
Fixed
1.07000000
N
N
N
N
N
N
Kuwait International Government Bond
N/A
KUWAIT INTL BOND
N/A
939000.00000000
PA
USD
948830.86000000
0.040392653446
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
700000.00000000
PA
USD
710369.11000000
0.030241104593
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.45000000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
SBSN INDO III
71567RAA4
200000.00000000
PA
USD
206099.00000000
0.008773835078
Long
DBT
NUSS
ID
N
2
2022-11-21
Fixed
3.30000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS
92345YAC0
1200000.00000000
PA
USD
1241886.96000000
0.052868336928
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
4.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HT1
200000.00000000
PA
USD
216280.20000000
0.009207258674
Long
DBT
CORP
US
N
2
2024-06-16
Fixed
3.75000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBW4
500000.00000000
PA
USD
499575.68000000
0.021267423060
Long
DBT
CORP
US
Y
2
2026-08-12
Fixed
1.25000000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-2
N/A
GFORT 2020-2 A
361886CM4
1590000.00000000
PA
USD
1592902.39000000
0.067811405515
Long
ABS-CBDO
CORP
US
Y
2
2025-10-15
Fixed
0.69000000
N
N
N
N
N
N
Embraer SA
549300EM51WYXFHUY333
EMBRAER
29082AAA5
610000.00000000
PA
USD
625274.79000000
0.026618556547
Long
DBT
CORP
BR
N
2
2022-06-15
Fixed
5.15000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBL8
2940000.00000000
PA
USD
3085436.27000000
0.131350025846
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
770000.00000000
PA
USD
893604.97000000
0.038041633543
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
581557BE4
2300000.00000000
PA
USD
2457057.13000000
0.104599314097
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
398862.16000000
PA
USD
396269.56000000
0.016869580958
Long
ABS-CBDO
CORP
US
Y
2
2037-10-19
Fixed
1.26600000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607HVE9
2160000.00000000
PA
USD
2139016.01000000
0.091059993989
Long
DBT
CORP
CA
N
2
2026-06-22
Fixed
1.25000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214ER0
355000.00000000
PA
USD
354355.98000000
0.015085279052
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDN6
495000.00000000
PA
592050.50000000
0.025204166176
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
81129.84000000
PA
USD
81284.25000000
0.003460349656
Long
ABS-MBS
CORP
AU
Y
2
2060-06-20
Floating
1.08740000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH
035242AP1
500000.00000000
PA
USD
548507.44000000
0.023350495721
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE
22003BAK2
80000.00000000
PA
USD
89232.35000000
0.003798708011
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BF0
1920000.00000000
PA
USD
2045715.46000000
0.087088098742
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
250000.00000000
PA
180533.23000000
0.007685475359
Long
DBT
CORP
AU
N
2
2024-07-12
Floating
1.47500000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HD8
140000.00000000
PA
USD
151288.02000000
0.006440478298
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.35000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAQ9
1115000.00000000
PA
USD
1281800.02000000
0.054567474750
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
1215000.00000000
PA
USD
1218092.18000000
0.051855369978
Long
DBT
CORP
LU
N
2
2022-02-03
Fixed
3.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CF4
200000.00000000
PA
USD
216860.97000000
0.009231982618
Long
DBT
CORP
US
N
2
2026-05-20
Fixed
3.12500000
N
N
N
N
N
N
Resimac MBS Trust
N/A
RESI 2018-2A A1A
76119TAA2
36277.88000000
PA
USD
36240.28000000
0.001542784001
Long
ABS-MBS
CORP
AU
Y
2
2050-04-10
Floating
0.93480000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BD9
1000000.00000000
PA
USD
1023768.40000000
0.043582817479
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
2.75000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBH0
205000.00000000
PA
USD
220268.24000000
0.009377033419
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCB5
2000000.00000000
PA
USD
2023750.00000000
0.086153007725
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.62500000
N
N
N
N
N
N
US Airways 2001-1C Pass Through Trust
N/A
US AIRWAYS 2001
90332UAP8
94725.85000000
PA
USD
95058.55000000
0.004046735017
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
60000.00000000
PA
USD
60304.20000000
0.002567208503
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
1080000.00000000
PA
USD
1132895.44000000
0.048228461813
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
203112.21000000
PA
USD
206026.44000000
0.008770746128
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1
N/A
BACCT 2021-A1 A1
05522RDD7
410000.00000000
PA
USD
408506.33000000
0.017390512170
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH
460599AF0
55000.00000000
PA
USD
57165.83000000
0.002433605037
Long
DBT
CORP
GB
Y
2
2026-04-15
Fixed
4.12500000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2
N/A
CPART 2018-2A A4
13646AAE0
80000.00000000
PA
USD
81492.50000000
0.003469215062
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
3435000.00000000
PA
USD
3561767.13000000
0.151627894289
Long
DBT
CORP
US
N
2
2025-10-15
Variable
2.30100000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CM9
1300000.00000000
PA
USD
1292057.10000000
0.055004128631
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900000
N
N
N
N
N
N
Lanark Master Issuer PLC
213800KIOPB5OYXIVY33
LAN 2020-1A 1A
513770BE6
280000.00000000
PA
USD
286774.32000000
0.012208261992
Long
ABS-MBS
CORP
GB
Y
2
2069-12-22
Variable
2.27700000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
SBSN INDO III
71567RAD8
800000.00000000
PA
USD
887899.53000000
0.037798747408
Long
DBT
NUSS
ID
N
2
2025-05-28
Fixed
4.32500000
N
N
N
N
N
N
CD 2016-CD1 Mortgage Trust
N/A
CD 2016-CD1 A4
12514MBC8
95000.00000000
PA
USD
100618.30000000
0.004283418988
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
250000.00000000
PA
USD
261070.24000000
0.011114014282
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
100000.00000000
PA
USD
106211.00000000
0.004521505671
Long
ABS-MBS
CORP
US
N
2
2045-11-15
Fixed
4.13100000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VOLKSWAGEN LEAS
N/A
430000.00000000
PA
498996.79000000
0.021242779149
Long
DBT
CORP
DE
N
2
2026-07-20
Fixed
0.37500000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_19-1
N/A
ALLYA 2019-1 A4
02004WAD3
240000.00000000
PA
USD
245491.82000000
0.010450825776
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
2000000.00000000
PA
USD
2006801.98000000
0.085431514014
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
40000.00000000
PA
USD
41539.60000000
0.001768381212
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
100000.00000000
PA
USD
105665.63000000
0.004498288740
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CN7
700000.00000000
PA
USD
710283.67000000
0.030237467330
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
670000.00000000
PA
USD
722393.46000000
0.030752992879
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC40
N/A
GSMS 2019-GC40 A4
36257HBP0
110000.00000000
PA
USD
119121.20000000
0.005071105454
Long
ABS-MBS
CORP
US
N
2
2052-07-10
Fixed
3.16000000
N
N
N
N
N
N
COMM 2013-CCRE9 Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CR9 A4
12625UBF9
330300.00000000
PA
USD
347706.81000000
0.014802217412
Long
ABS-MBS
CORP
US
N
2
2045-07-10
Variable
4.38800000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
425000.00000000
PA
596707.17000000
0.025402405152
Long
DBT
CORP
GB
N
2
2024-01-17
Fixed
3.12500000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
KEURIG DR PEPPER
49271VAL4
1100000.00000000
PA
USD
1100740.54000000
0.046859596415
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.75000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
343564.98000000
0.014625895676
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
17116639.90000000
EUR
20181014.82000000
USD
2021-10-27
343564.98000000
N
N
N
GE Capital Funding LLC
549300XAGH9TOLX5XM67
GE CAP FUNDING
36166NAG8
605000.00000000
PA
USD
652620.09000000
0.027782672590
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.45000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
GDF SUEZ
36160BAA3
275000.00000000
PA
USD
281562.61000000
0.011986394423
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
270000.00000000
PA
USD
286086.60000000
0.012178985082
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.18890000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
N/A
GMCAR 2020-3 C
362590AF8
100000.00000000
PA
USD
101363.16000000
0.004315128403
Long
ABS-CBDO
CORP
US
N
2
2026-01-16
Fixed
1.37000000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
FIVE COR FND TRS
33829TAA4
2113000.00000000
PA
USD
2282300.00000000
0.097159732937
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
74977RDF8
1015000.00000000
PA
USD
1064925.19000000
0.045334902098
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
330000.00000000
PA
USD
343472.50000000
0.014621958713
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
10000.00000000
PA
USD
10261.76000000
0.000436853113
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
205000.00000000
PA
USD
213694.05000000
0.009097163750
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
9932.14000000
PA
USD
9947.10000000
0.000423457731
Long
ABS-CBDO
CORP
US
Y
2
2065-06-25
Floating
1.13600000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX RESOURCES CO
12653CAC2
150000.00000000
PA
USD
159665.87000000
0.006797131528
Long
DBT
CORP
US
Y
2
2027-03-14
Fixed
7.25000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABA8
1600000.00000000
PA
USD
1598538.90000000
0.068051357233
Long
DBT
CORP
DK
Y
2
2025-09-10
Variable
0.97600000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAD0
780000.00000000
PA
USD
826074.26000000
0.035166785474
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
3.00000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBJ8
60000.00000000
PA
USD
69077.14000000
0.002940681099
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
PLAINS ALL AMER
72650RBF8
850000.00000000
PA
USD
905858.18000000
0.038563264622
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
N
United Airlines Holdings Inc
98450079DA0B78DD6764
UNITED CONT HLDG
910047AK5
70000.00000000
PA
USD
72044.43000000
0.003067001524
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.87500000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
TRUIST BANK
89788JAA7
1180000.00000000
PA
USD
1201088.03000000
0.051131486758
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCJ8
15000000.00000000
PA
USD
14946093.00000000
0.636269729809
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
23329PAG5
725000.00000000
PA
USD
725388.52000000
0.030880495499
Long
DBT
CORP
NO
Y
2
2027-05-25
Variable
1.53500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CN6
1675000.00000000
PA
USD
1826235.68000000
0.077744630833
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
2730000.00000000
PA
USD
2782091.21000000
0.118436331320
Long
DBT
CORP
LU
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAC9
2510000.00000000
PA
USD
2494659.93000000
0.106200101901
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C18
549300O5GNH0TNJ6B119
WFRBS 2013-C18 B
96221QAJ2
140000.00000000
PA
USD
147064.40000000
0.006260674682
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.02600000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DIAMOND 1 FIN/DI
24703TAA4
1285000.00000000
PA
USD
1379183.15000000
0.058713169402
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-2
N/A
GMALT 2020-2 D
36259PAH9
210000.00000000
PA
USD
217326.38000000
0.009251795575
Long
ABS-CBDO
CORP
US
N
2
2024-12-20
Fixed
3.21000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7
N/A
MSBAM 2013-C7 AS
61690KAG7
60000.00000000
PA
USD
61491.00000000
0.002617731734
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
20000.00000000
PA
USD
20866.20000000
0.000888294448
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
AZ7115639
1484000.00000000
PA
1103604.99000000
0.046981538841
Long
DBT
CORP
AU
N
2
2029-07-26
Floating
2.02500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
86959LAG8
700000.00000000
PA
USD
698248.86000000
0.029725133751
Long
DBT
CORP
SE
Y
2
2024-06-11
Fixed
0.55000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A
N/A
WOLS 2021-A A4
98163JAD7
320000.00000000
PA
USD
319850.56000000
0.013616349730
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
0.50000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
364000.00000000
PA
USD
414403.35000000
0.017641554052
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corp/Sydney
5U0XI89JRFVHWIBS4F54
SUMITOMO MIT SYD
N/A
1000000.00000000
PA
731437.11000000
0.031137989864
Long
DBT
CORP
JP
N
2
2023-06-05
Floating
0.96200000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-LC22
549300XO83D3BDYP0P62
WFCM 2015-LC22 C
94989TBF0
315000.00000000
PA
USD
326431.35000000
0.013896500367
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Variable
4.70860000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE INC
203372AV9
58000.00000000
PA
USD
59208.68000000
0.002520571150
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
230000.00000000
PA
USD
247646.04000000
0.010542533019
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
270000.00000000
PA
USD
293765.72000000
0.012505892696
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
250000.00000000
PA
USD
257415.00000000
0.010958407156
Long
ABS-MBS
CORP
US
Y
2
2045-07-10
Variable
4.41170000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC19
N/A
CGCMT 2014-GC19 A4
17322AAD4
150000.00000000
PA
USD
160408.50000000
0.006828746011
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
60000.00000000
PA
USD
62957.16000000
0.002680147593
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
500000.00000000
PA
USD
511170.95000000
0.021761044993
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
300000.00000000
PA
USD
303365.67000000
0.012914571914
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
310000.00000000
PA
USD
311267.22000000
0.013250948590
Long
ABS-CBDO
CORP
US
Y
2
2024-12-20
Fixed
1.18000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT 2021-B A3
80286DAC2
1160000.00000000
PA
USD
1159027.57000000
0.049340932028
Long
ABS-CBDO
CORP
US
Y
2
2024-08-20
Fixed
0.51000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2017-C7
N/A
UBSCM 2017-C7 A4
90276WAS6
150000.00000000
PA
USD
165634.50000000
0.007051221918
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
1450000.00000000
PA
USD
1544034.14000000
0.065731036537
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
70000.00000000
PA
USD
71514.10000000
0.003044424859
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
430000.00000000
PA
USD
437686.15000000
0.018632725515
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
VEREIT Operating Partnership LP
5493005TQOUJE1LCS698
VEREIT OPERATING
92340LAD1
2275000.00000000
PA
USD
2558164.77000000
0.108903564765
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
218000.00000000
PA
USD
266825.25000000
0.011359010660
Long
DBT
NUSS
PA
N
2
2026-01-29
Fixed
7.12500000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QAB6
1500000.00000000
PA
USD
1648883.45000000
0.070194573740
Long
DBT
CORP
US
N
2
2025-09-21
Fixed
3.79600000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513ECH2
1149000.00000000
PA
USD
1261547.84000000
0.053705319731
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EURO-BOBL FUTURE Dec21
N/A
-183.00000000
NC
172243.50000000
0.007332573483
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 5 Year Euro BOBL Future
2021-12-08
-29468489.81000000
EUR
172243.50000000
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_20-1
N/A
HPEFS 2020-1A A3
40438FAC8
600000.00000000
PA
USD
603289.56000000
0.025682623902
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
1120000.00000000
PA
USD
1195835.20000000
0.050907868671
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.81700000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAM9
110000.00000000
PA
USD
120938.31000000
0.005148461596
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787AT4
1290000.00000000
PA
USD
1274220.84000000
0.054244821679
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.12500000
N
N
N
N
N
N
IE2 Holdco SAU
9598003ZG5WXDY1BBS58
IE2 HOLDCO
QJ8821929
600000.00000000
PA
725995.64000000
0.030906341189
Long
DBT
CORP
ES
N
2
2023-11-27
Fixed
2.37500000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
HARRIS CORP
413875AR6
155000.00000000
PA
USD
168496.58000000
0.007173063450
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXZ2
1025000.00000000
PA
USD
1026227.50000000
0.043687503760
Long
DBT
CORP
US
N
2
2024-03-08
Variable
0.67300000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1
N/A
SDART 2021-1 D
80286NAG1
550000.00000000
PA
USD
552059.64000000
0.023501716333
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
1.13000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHINA)
BVN61DLK6
-295000.00000000
NC
USD
6214.01000000
0.000264536455
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
3693.02000000
USD
0.00000000
USD
-295000.00000000
USD
2520.99000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBL4
800000.00000000
PA
USD
861111.04000000
0.036658335309
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCG4
35000000.00000000
PA
USD
34803125.00000000
1.481602913903
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C21
5493000F7E2NMQ4HIO61
WFRBS 2014-C21 A4
92939FAT6
28228.28000000
PA
USD
29796.08000000
0.001268448133
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.41000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38145GAH3
845000.00000000
PA
USD
914181.56000000
0.038917599012
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
90000.00000000
PA
USD
102419.10000000
0.004360080797
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
1010000.00000000
PA
USD
1049280.39000000
0.044668887731
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
250000.00000000
PA
USD
264348.56000000
0.011253575556
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
2.85000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EB2
725000.00000000
PA
USD
717045.29000000
0.030525316076
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
0.70000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELEC CAP CRP
36962GT95
960000.00000000
PA
USD
1123236.11000000
0.047817254731
Long
DBT
CORP
US
N
2
2026-01-05
Fixed
5.55000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-LC14
549300QGM7D5K3CV2643
WFRBS 2014-LC14 A5
96221TAE7
902500.00000000
PA
USD
964158.80000000
0.041045178774
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
4.04500000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863BW7
455000.00000000
PA
USD
485037.62000000
0.020648523692
Long
DBT
NUSS
CL
N
2
2025-03-27
Fixed
3.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LG4
591000.00000000
PA
USD
598086.04000000
0.025461104990
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.75000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAM1
810000.00000000
PA
USD
865804.02000000
0.036858120036
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC28
5493002EPQ51IPGGFX73
GSMS 2015-GC28 A5
36251FAW6
676500.00000000
PA
USD
724768.28000000
0.030854091279
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
2645000.00000000
PA
USD
2668905.64000000
0.113617911413
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
200000.00000000
PA
USD
205052.00000000
0.008729263268
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
269921.59000000
PA
USD
284886.04000000
0.012127876074
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
50000.00000000
PA
USD
51628.00000000
0.002197854222
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.34500000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BU3
515000.00000000
PA
USD
532017.88000000
0.022648519098
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
985000.00000000
PA
728016.22000000
0.030992359247
Long
DBT
CORP
JP
N
2
2024-10-16
Floating
1.27420000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RHS4
55000.00000000
PA
USD
59710.47000000
0.002541932839
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAJ9
430000.00000000
PA
USD
479940.33000000
0.020431527094
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAV9
2254000.00000000
PA
USD
2457388.34000000
0.104613414029
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
-1218.35000000
-0.00005186634
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
93934.91000000
USD
80000.00000000
EUR
2021-10-27
-1218.35000000
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBF1
500000.00000000
PA
USD
536348.76000000
0.022832888876
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
70000.00000000
PA
USD
69879.87000000
0.002974854097
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
1.04000000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAA1
300000.00000000
PA
USD
317124.53000000
0.013500299979
Long
DBT
CORP
US
Y
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC
125581HA9
250000.00000000
PA
USD
261343.94000000
0.011125665957
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
300000.00000000
PA
USD
308054.04000000
0.013114160389
Long
ABS-CBDO
CORP
US
N
2
2025-02-18
Fixed
1.99000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Dec21
N/A
-3.00000000
NC
USD
20734.48000000
0.000882686999
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CME Ultra Long Term US Treasury Bond Future
2021-12-21
-593921.98000000
USD
20734.48000000
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C24
N/A
JPMBB 2014-C24 A5
46643GAE0
1204300.00000000
PA
USD
1292250.03000000
0.055012341849
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
657000.00000000
PA
477145.31000000
0.020312540372
Long
DBT
CORP
US
N
2
2022-04-27
Floating
1.12490000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-C30
N/A
WFCM 2015-C30 A3
94989NBD8
452735.34000000
PA
USD
485825.77000000
0.020682076005
Long
ABS-MBS
CORP
US
N
2
2058-09-15
Fixed
3.41100000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAF0
2035000.00000000
PA
USD
2171257.17000000
0.092432531558
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
860000.00000000
PA
USD
881621.96000000
0.037531505142
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.90000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AV4
500000.00000000
PA
USD
557605.72000000
0.023737818358
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.75000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BJ1
1365000.00000000
PA
USD
1517601.81000000
0.064605786516
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-4
N/A
DRIVE 2019-4 D
26209AAG6
180000.00000000
PA
USD
184744.87000000
0.007864768974
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
1160000.00000000
PA
USD
1215342.86000000
0.051738328749
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.87500000
N
N
N
N
N
N
NIBC Bank NV
B64D6Y3LBJS4ANNPCU93
NIBC BANK NV
N/A
300000.00000000
PA
421276.57000000
0.017934153719
Long
DBT
CORP
NL
N
2
2023-11-15
Fixed
3.12500000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913R2H9
925000.00000000
PA
USD
918255.69000000
0.039091038692
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
300000.00000000
PA
USD
319156.07000000
0.013586784614
Long
DBT
CORP
US
N
2
2025-03-15
Variable
3.45800000
N
N
N
N
N
N
N/A
N/A
AUST 3YR BOND FUT Dec21
N/A
-31.00000000
NC
5941.79000000
0.000252947784
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
SFE 3 Year Australian Bond Future
2021-12-15
-2659985.93000000
AUD
5941.79000000
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BD4
885000.00000000
PA
USD
1013087.63000000
0.043128126702
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAT8
230000.00000000
PA
USD
246908.39000000
0.010511130540
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.40000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AD3
30000.00000000
PA
USD
32204.46000000
0.001370975214
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81200000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18
N/A
MSBAM 2014-C18 A4
61763XAE6
490000.00000000
PA
USD
528313.10000000
0.022490803007
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
3380000.00000000
PA
USD
3471375.39000000
0.147779829916
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAL3
485000.00000000
PA
USD
498531.42000000
0.021222967895
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.45000000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOM INC
92553PAX0
1555000.00000000
PA
USD
1659467.47000000
0.070645145775
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC20
N/A
GSMS 2014-GC20 AS
36252WBB3
20000.00000000
PA
USD
21204.80000000
0.000902708979
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
240000.00000000
PA
USD
262406.40000000
0.011170895914
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
4.19200000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XBA1
90000.00000000
PA
USD
94981.94000000
0.004043473655
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
110000.00000000
PA
USD
113216.56000000
0.004819739181
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.40000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAJ7
405000.00000000
PA
USD
398392.47000000
0.016959955303
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GC13
549300WF5YRKNHB1FX69
GSMS 2013-GC13 A5
36198EAE5
543000.00000000
PA
USD
572039.64000000
0.024352284385
Long
ABS-MBS
CORP
US
N
2
2046-07-10
Variable
4.18460000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RAS3
330000.00000000
PA
USD
348571.41000000
0.014839024276
Long
DBT
CORP
CA
N
2
2025-02-01
Fixed
2.90000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAE6
430000.00000000
PA
USD
495093.06000000
0.021076593563
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJS9
3080000.00000000
PA
USD
3095934.81000000
0.131796958915
Long
DBT
CORP
US
N
2
2027-07-22
Variable
1.73400000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL
12592BAL8
1027000.00000000
PA
USD
1041721.52000000
0.044347099276
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.87500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AS9
1305000.00000000
PA
USD
1401061.48000000
0.059644551209
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.45000000
N
N
N
N
N
N
Logicor Financing Sarl
254900IS16Q1A2TQFN22
LOGICOR FIN
N/A
145000.00000000
PA
179348.28000000
0.007635030884
Long
DBT
CORP
LU
N
2
2025-05-13
Fixed
2.25000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDA3
355000.00000000
PA
USD
384549.39000000
0.016370641911
Long
DBT
CORP
GB
N
2
2025-03-17
Fixed
3.50600000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C12
N/A
JPMBB 2013-C12 A5
46639NAQ4
39000.00000000
PA
USD
40600.17000000
0.001728388763
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
50000.00000000
PA
USD
53924.16000000
0.002295603989
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
235000.00000000
NC
USD
-389.39000000
-0.00001657671
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
SOCIETE GENERALE
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
0.00000000
USD
-63.45000000
USD
235000.00000000
USD
-325.94000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2R3
1680000.00000000
PA
USD
1713314.32000000
0.072937458603
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
300000.00000000
PA
USD
323041.48000000
0.013752190301
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
230000.00000000
PA
USD
229167.93000000
0.009755901887
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
230000.00000000
PA
USD
237753.23000000
0.010121386466
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
50000.00000000
PA
USD
51135.79000000
0.002176900363
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225433AT8
830000.00000000
PA
USD
873937.48000000
0.037204369347
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
Southern Gas Corridor CJSC
213800DG58KG59XY6318
STHRN GAS CRIDOR
N/A
400000.00000000
PA
USD
471940.00000000
0.020090945258
Long
DBT
CORP
AZ
N
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
63861VAC1
950000.00000000
PA
USD
1011109.38000000
0.043043910674
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
1480000.00000000
PA
USD
1530277.29000000
0.065145394039
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
300000.00000000
PA
USD
322446.75000000
0.013726872066
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
385000.00000000
PA
USD
411031.80000000
0.017498023886
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
1202000.00000000
PA
USD
1255478.49000000
0.053446941592
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
950000.00000000
PA
USD
975824.42000000
0.041541795575
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
150000.00000000
PA
USD
165148.23000000
0.007030520931
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AV6
675000.00000000
PA
USD
735514.31000000
0.031311560238
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 A4
17322VAT3
570000.00000000
PA
USD
609991.20000000
0.025967919242
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
1263364.78000000
PA
USD
1334732.26000000
0.056820851739
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
625000.00000000
PA
USD
670758.38000000
0.028554837254
Long
DBT
NUSS
CO
N
2
2026-01-28
Fixed
4.50000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AL1
872000.00000000
PA
USD
888313.25000000
0.037816359871
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS
8426EPAA6
155000.00000000
PA
USD
160419.08000000
0.006829196411
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANS
019736AE7
120000.00000000
PA
USD
125026.54000000
0.005322501527
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
100000.00000000
PA
USD
99903.39000000
0.004252984573
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.90000000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1
N/A
GMREV 2021-1 B
36263HAB4
60000.00000000
PA
USD
59457.12000000
0.002531147483
Long
ABS-CBDO
CORP
US
Y
2
2034-06-12
Fixed
1.49000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AG3
2370000.00000000
PA
USD
2502835.16000000
0.106548129401
Long
DBT
CORP
CH
Y
2
2024-06-12
Variable
4.20700000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VCR3
700000.00000000
PA
USD
754249.85000000
0.032109150415
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
1360000.00000000
PA
USD
1460548.17000000
0.062176957516
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
100000.00000000
PA
USD
101170.90000000
0.004306943708
Long
ABS-CBDO
CORP
US
Y
2
2029-09-20
Fixed
2.49000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAN9
1305000.00000000
PA
USD
1395782.98000000
0.059419840325
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
320000.00000000
PA
USD
328398.43000000
0.013980240878
Long
DBT
CORP
GB
N
2
2024-05-22
Variable
2.35900000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP FUNDIN
90351DAB3
257000.00000000
PA
USD
283765.35000000
0.012080167209
Long
DBT
CORP
CH
Y
2
2025-09-24
Fixed
4.12500000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BJ8
75000.00000000
PA
USD
79415.94000000
0.003380813881
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
250000.00000000
PA
USD
267792.93000000
0.011400205740
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
3.30000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AY8
1550000.00000000
PA
USD
1679518.48000000
0.071498736792
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.62500000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-3
N/A
GMALT 2021-3 B
36262XAE4
270000.00000000
PA
USD
269294.60000000
0.011464133294
Long
ABS-CBDO
CORP
US
N
2
2025-07-21
Fixed
0.76000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAM3
2725000.00000000
PA
USD
2814012.07000000
0.119795233407
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
TWITTER INC
90184LAG7
60000.00000000
PA
USD
63753.18000000
0.002714034939
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY COR
049560AU9
1190000.00000000
PA
USD
1190037.46000000
0.050661053235
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
0.62500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
N/A
400000.00000000
PA
530413.68000000
0.022580226742
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
1.12500000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816BM0
300000.00000000
PA
USD
305154.33000000
0.012990716911
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (TURKEY)
N/A
175000.00000000
NC
USD
26066.86000000
0.001109691607
N/A
DCR
N/A
N
2
HSBC Bank PLC
MP6I5ZYZBEU3UXPYFY54
N/A
TURKEY REP OF
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-12-20
26346.49000000
USD
0.00000000
USD
175000.00000000
USD
-279.63000000
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017DB2
308000.00000000
PA
USD
324091.85000000
0.013796905574
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CW5
280000.00000000
PA
USD
303181.19000000
0.012906718420
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.30000000
N
N
N
N
N
N
INVITATION HOMES TRUST IHSFR_18-SFR1
N/A
IHSFR 2018-SFR1 B
46185JAC2
259962.71000000
PA
USD
259874.32000000
0.011063102803
Long
ABS-CBDO
CORP
US
Y
2
2037-03-17
Floating
1.03400000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAU9
1035000.00000000
PA
USD
1105015.30000000
0.047041577110
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.40000000
N
N
N
N
N
N
Pension Insurance Corp PLC
M31AVDIX8NY21MAUQF46
PENSION INS
EK3445401
595000.00000000
PA
904266.35000000
0.038495498869
Long
DBT
CORP
GB
N
2
2024-07-03
Fixed
6.50000000
N
N
N
N
N
N
Healthcare Realty Trust Inc
549300CB86LH2IOKHH22
HEALTHCARE RLTY
421946AJ3
200000.00000000
PA
USD
215868.27000000
0.009189722412
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468C6
2157000.00000000
PA
USD
2377176.66000000
0.101198724721
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
430000.00000000
PA
USD
452686.36000000
0.019271299058
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCX5
1647000.00000000
PA
USD
1789181.57000000
0.076167201296
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYA6
1830000.00000000
PA
USD
1824587.72000000
0.077674475571
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
N/A
N/A
SCDS: (VZ)
BVN53YK54
-835000.00000000
NC
USD
7878.97000000
0.000335415423
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
3519.28000000
USD
0.00000000
USD
-835000.00000000
USD
4359.69000000
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
KINDER MORGAN EN
494550BV7
155000.00000000
PA
USD
168608.38000000
0.007177822885
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RAS8
75000.00000000
PA
USD
77303.96000000
0.003290904836
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DOWDUPONT
26078JAC4
2040000.00000000
PA
USD
2293830.12000000
0.097650581371
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBR0
990000.00000000
PA
USD
985244.58000000
0.041942820957
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAL9
750000.00000000
PA
USD
759394.52000000
0.032328164026
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
PRICELINE GROUP
741503AZ9
500000.00000000
PA
USD
550204.98000000
0.023422761651
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
539439AM1
1075000.00000000
PA
USD
1200790.16000000
0.051118806142
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
1005000.00000000
PA
USD
1080892.93000000
0.046014664335
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HB0
60000.00000000
PA
USD
69254.08000000
0.002948213608
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCB0
1700000.00000000
PA
USD
1703152.75000000
0.072504870675
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.57800000
N
N
N
N
N
N
Cadent Finance PLC
5493005M8TJ0J6IMUF67
CADENT FINANCE P
N/A
430000.00000000
PA
507487.74000000
0.021604247157
Long
DBT
CORP
GB
N
2
2024-09-22
Fixed
0.62500000
N
N
N
N
N
N
Hyatt Hotels Corp
T27JQIMTYSH41TCD5186
HYATT HOTELS
448579AL6
1200000.00000000
PA
USD
1201586.77000000
0.051152718606
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DT2
1470000.00000000
PA
USD
1470219.43000000
0.062588672470
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
320000.00000000
PA
USD
372887.59000000
0.015874187731
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.87500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION RES
25746UBP3
1245000.00000000
PA
USD
1266568.39000000
0.053919049432
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.75000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGM0
3000.00000000
PA
USD
2970.20000000
0.000126444305
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
BANK 2018-BNK14
N/A
BANK 2018-BN14 ASB
06035RAQ9
485000.00000000
PA
USD
541264.85000000
0.023042171613
Long
ABS-MBS
CORP
US
N
2
2060-09-15
Fixed
4.18500000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
654744AB7
3040000.00000000
PA
USD
3233184.00000000
0.137639790552
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
686000.00000000
PA
499668.36000000
0.021271368538
Long
DBT
CORP
GB
N
2
2024-02-16
Floating
1.11570000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAD3
635000.00000000
PA
USD
677646.23000000
0.028848059734
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
1215000.00000000
PA
USD
1355483.80000000
0.057704265000
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.45000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BK2
215000.00000000
PA
USD
228986.60000000
0.009748182492
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
700000.00000000
NC
USD
-1408.20000000
-0.00005994844
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
CVS HEALTH CORP
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
0.00000000
USD
-890.51000000
USD
700000.00000000
USD
-517.69000000
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLD
80282KAT3
524000.00000000
PA
USD
530796.41000000
0.022596519931
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20211027
N/A
1.00000000
NC
7.36000000
0.000000313322
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1122.38000000
USD
1430.98000000
CAD
2021-10-27
7.36000000
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
69346VAA7
150000.00000000
PA
USD
156980.74000000
0.006682822930
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
2600000.00000000
PA
USD
3047390.87000000
0.129730396129
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
480000.00000000
PA
USD
507427.92000000
0.021601700561
Long
DBT
CORP
US
N
2
2024-07-23
Variable
3.79700000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DH7
447000.00000000
PA
USD
495266.27000000
0.021083967281
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-2
N/A
COPAR 2019-2 A3
14043TAF3
1076909.43000000
PA
USD
1086513.31000000
0.046253929383
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
1.92000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AY3
30000.00000000
PA
USD
32439.95000000
0.001381000253
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
315000.00000000
PA
USD
317757.73000000
0.013527255919
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.40000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL
256677AC9
2950000.00000000
PA
USD
3058795.79000000
0.130215914677
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-1
N/A
GMALT 2020-1 B
36259KAF4
460000.00000000
PA
USD
465228.04000000
0.019805210586
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
675000.00000000
PA
USD
727003.75000000
0.030949257413
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
1000000.00000000
PA
USD
1026241.91000000
0.043688117208
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
2.30000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAS4
200000.00000000
PA
USD
201749.22000000
0.008588660708
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.68400000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523CP3
700000.00000000
PA
USD
698239.72000000
0.029724744653
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-3
N/A
CARMX 2019-3 B
14315PAF2
350000.00000000
PA
USD
361761.26000000
0.015400529031
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.50000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HDGS
05401AAM3
950000.00000000
PA
USD
941104.55000000
0.040063736907
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
220000.00000000
PA
USD
224484.66000000
0.009556530523
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAM6
860000.00000000
PA
USD
863886.46000000
0.036776487640
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
310000.00000000
PA
USD
325924.70000000
0.013874931783
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.80280000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
BRANCH BKG & TR
07330MAB3
635000.00000000
PA
USD
693137.93000000
0.029507556485
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (MPC)
N/A
-100000.00000000
NC
USD
1698.15000000
0.000072291898
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MARATHON PETRO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
775.15000000
USD
0.00000000
USD
-100000.00000000
USD
923.00000000
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBP3
1140000.00000000
PA
USD
1121820.99000000
0.047757011695
Long
DBT
CORP
JP
N
2
2027-05-22
Variable
1.23400000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2T9
840000.00000000
PA
USD
842253.99000000
0.035855572332
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.80500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
-3732.02000000
-0.00015887572
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
326584.69000000
USD
278571.74000000
EUR
2021-10-27
-3732.02000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGH7
3050000.00000000
PA
USD
3233781.72000000
0.137665236075
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
70000.00000000
PA
USD
71505.70000000
0.003044067263
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
156000.00000000
PA
USD
160875.00000000
0.006848605370
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
588000.00000000
PA
USD
636998.04000000
0.027117626713
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
800000.00000000
PA
USD
856434.40000000
0.036459246191
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
743000.00000000
PA
USD
793873.57000000
0.033795970752
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
2260000.00000000
PA
USD
2262064.96000000
0.096298307585
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
333929.39000000
PA
USD
345472.39000000
0.014707095977
Long
DBT
CORP
US
N
2
2024-01-02
Fixed
6.63600000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBW0
1500000.00000000
PA
USD
1571141.16000000
0.066885008768
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
478375AG3
303000.00000000
PA
USD
323439.95000000
0.013769153557
Long
DBT
CORP
IE
N
2
2024-07-02
Variable
3.62500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DN7
2091000.00000000
PA
USD
2177625.13000000
0.092703621815
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641594A1
1625000.00000000
PA
USD
1624653.50000000
0.069163081179
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
N/A
N/A
SCDS: (IBM)
N/A
-100000.00000000
NC
USD
2887.09000000
0.000122906232
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
IBM CORP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
2582.92000000
USD
0.00000000
USD
-100000.00000000
USD
304.17000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBS9
1550000.00000000
PA
USD
1674831.34000000
0.071299200679
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDE7
20000.00000000
PA
USD
21235.44000000
0.000904013354
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114TZG0
1500000.00000000
PA
USD
1489966.73000000
0.063429334256
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAH9
2667000.00000000
PA
USD
2817725.42000000
0.119953314331
Long
DBT
CORP
US
N
2
2025-03-01
Variable
3.22000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRAZIL)
N/A
240000.00000000
NC
USD
9605.58000000
0.000408918892
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
BRAZIL REP OF
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-06-20
8916.07000000
USD
0.00000000
USD
240000.00000000
USD
689.51000000
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_19-2
N/A
DRIVE 2019-2 D
26208RAG0
500000.00000000
PA
USD
516703.80000000
0.021996583804
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
3.69000000
N
N
N
N
N
N
Entegris Inc
IYX6OWO7BT5DKO3BYG52
ENTEGRIS INC
29362UAD6
65000.00000000
PA
USD
66344.12000000
0.002824333777
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
3.62500000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BC7
140000.00000000
PA
USD
148311.47000000
0.006313763666
Long
DBT
CORP
US
Y
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AQ7
235000.00000000
PA
USD
253682.22000000
0.010799499078
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.87500000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448AY9
290000.00000000
PA
USD
310391.08000000
0.013213650457
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.25000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE INC
203372AX5
65000.00000000
PA
USD
64884.30000000
0.002762187819
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
4.75000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AL3
1829000.00000000
PA
USD
1977213.31000000
0.084171895526
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
3.45000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AL2
2000000.00000000
PA
USD
2181016.82000000
0.092848009360
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.37500000
N
N
N
N
N
N
UBS Commercial Mortgage Trust 2019-C16
N/A
UBSCM 2019-C16 ASB
90276YAC7
167000.00000000
PA
USD
181986.58000000
0.007747345884
Long
ABS-MBS
CORP
US
N
2
2052-04-15
Fixed
3.46030000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
N/A
310000.00000000
PA
231362.44000000
0.009849324314
Long
DBT
CORP
CA
N
2
2024-07-10
Fixed
2.05000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2017-C40
N/A
WFCM 2017-C40 A4
95000YAY1
75000.00000000
PA
USD
82489.50000000
0.003511658322
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.58100000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAN1
250000.00000000
PA
USD
270194.62000000
0.011502448021
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEB4
960000.00000000
PA
USD
959523.59000000
0.040847853372
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.55000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
PUGET ENERGY INC
745310AF9
1175000.00000000
PA
USD
1206852.43000000
0.051376882878
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.62500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAX1
2215000.00000000
PA
USD
2217450.01000000
0.094399005728
Long
DBT
CORP
NL
Y
2
2024-03-11
Fixed
0.65000000
N
N
N
N
N
N
DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1
N/A
DCENT 2021-A1 A1
254683CP8
1170000.00000000
PA
USD
1167003.98000000
0.049680495567
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
0.58000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34
N/A
MSBAM 2017-C34 A4
61767EAE4
75000.00000000
PA
USD
82447.50000000
0.003509870341
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
700000.00000000
PA
USD
745835.55000000
0.031750945473
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
137912.59000000
PA
USD
140741.66000000
0.005991509485
Long
ABS-CBDO
CORP
US
Y
2
2042-11-25
Fixed
2.81000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
TOLL BR FIN CORP
88947EAT7
75000.00000000
PA
USD
82380.67000000
0.003507025323
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.35000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AS9
300000.00000000
PA
USD
328505.78000000
0.013984810872
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
885000.00000000
PA
USD
876834.41000000
0.037327694477
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
0.90000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HB2
1565000.00000000
PA
USD
1680155.22000000
0.071525843433
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.40000000
N
N
N
N
N
N
Blackstone Mortgage Trust Inc
549300OLDJ20R2Y2UW20
BLACKSTONE MTGE
09257WAD2
95000.00000000
PA
USD
94141.33000000
0.004007688069
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
3.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 A5
36253GAE2
806600.00000000
PA
USD
871474.84000000
0.037099532364
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
692533.87000000
PA
USD
715297.46000000
0.030450909251
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
630000.00000000
PA
USD
635472.94000000
0.027052701721
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
240000.00000000
PA
USD
257685.00000000
0.010969901319
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
3286000.00000000
PA
USD
3489177.72000000
0.148537692436
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
40000.00000000
PA
USD
40917.60000000
0.001741902067
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
200000.00000000
PA
USD
223766.26000000
0.009525947536
Long
DBT
CORP
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
KIMCO REALTY
948741AJ2
410000.00000000
PA
USD
425128.36000000
0.018098128169
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
650000.00000000
PA
USD
694967.00000000
0.029585421776
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.17400000
N
N
N
N
N
N
N/A
N/A
SCDS: (GM)
N/A
-100000.00000000
NC
USD
686.54000000
0.000029226676
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
GENERAL MOTORS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
0.00000000
USD
-85.41000000
USD
-100000.00000000
USD
771.95000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CE7
1084000.00000000
PA
USD
1130401.09000000
0.048122274905
Long
DBT
CORP
GB
N
2
2025-11-07
Variable
2.63300000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PKG FIN
03969AAN0
155000.00000000
PA
USD
160529.70000000
0.006833905613
Long
DBT
CORP
N/A
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5
N/A
DRIVE 2018-5 D
26208MAG1
660000.00000000
PA
USD
683124.29000000
0.029081266082
Long
ABS-CBDO
CORP
US
N
2
2026-04-15
Fixed
4.30000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAG4
437000.00000000
PA
USD
467972.79000000
0.019922057266
Long
DBT
CORP
FR
N
2
2024-01-15
Fixed
3.70000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBZ1
6517000.00000000
PA
USD
6850444.85000000
0.291630106529
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
180000.00000000
PA
USD
191956.75000000
0.008171785727
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCS6
2345000.00000000
PA
USD
2366061.99000000
0.100725562398
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
N/A
985000.00000000
PA
1150501.80000000
0.048977981699
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
47370.55000000
PA
USD
48009.92000000
0.002043829034
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
690000.00000000
PA
USD
733900.28000000
0.031242849409
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
4300.15000000
PA
USD
4486.90000000
0.000191011701
Long
ABS-MBS
CORP
US
N
2
2033-08-25
Variable
2.36360000
N
N
N
N
N
N
Kojamo Oyj
7437007YPUOQZ8OV1R42
KOJAMO OYJ
AN7912800
150000.00000000
PA
179857.07000000
0.007656690570
Long
DBT
CORP
FI
N
2
2024-06-19
Fixed
1.50000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_18-A
N/A
MMAF 2018-A A4
60700DAD0
200000.00000000
PA
USD
203786.10000000
0.008675372673
Long
ABS-CBDO
CORP
US
Y
2
2025-01-10
Fixed
3.39000000
N
N
N
N
N
N
N/A
N/A
SCDS: (SPG)
N/A
-100000.00000000
NC
USD
2012.65000000
0.000085680469
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
SIMON PROP GP LP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1190.05000000
USD
0.00000000
USD
-100000.00000000
USD
822.60000000
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAC5
300000.00000000
PA
USD
300025.43000000
0.012772374645
Long
DBT
CORP
US
N
2
2022-12-21
Fixed
0.44500000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-3
N/A
DRIVE 2018-3 D
26208KAG5
332049.45000000
PA
USD
337855.73000000
0.014382847346
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
46000.00000000
PA
USD
48351.29000000
0.002058361487
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
270000.00000000
PA
USD
292053.83000000
0.012433015872
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
2695000.00000000
PA
USD
2694153.04000000
0.114692717810
Long
DBT
CORP
US
N
2
2026-06-19
Variable
1.31900000
N
N
N
N
N
N
N/A
N/A
SCDS: (LNC)
N/A
-100000.00000000
NC
USD
1967.89000000
0.000083774993
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
LINCOLN NATL CRP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1106.80000000
USD
0.00000000
USD
-100000.00000000
USD
861.09000000
N
N
N
DBNGP Finance Co Pty Ltd
213800Q5H1Q4B99WAX06
DBNGP FINANCE CO
N/A
240000.00000000
PA
189419.83000000
0.008063786573
Long
DBT
CORP
AU
N
2
2025-05-28
Fixed
4.22500000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-5
N/A
SDART 2018-5 D
80286AAG9
1091363.07000000
PA
USD
1107551.80000000
0.047149558385
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
660000.00000000
PA
USD
682453.20000000
0.029052697127
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.49220000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LBC9
735000.00000000
PA
USD
801908.64000000
0.034138031504
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
2205000.00000000
PA
USD
2282289.22000000
0.097159274022
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
535000.00000000
PA
USD
543528.74000000
0.023138547615
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
100000.00000000
PA
USD
101181.80000000
0.004307407731
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
280000.00000000
PA
USD
295185.97000000
0.012566354121
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
-415000.00000000
NC
USD
4618.76000000
0.000196625109
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
1712.38000000
USD
0.00000000
USD
-415000.00000000
USD
2906.38000000
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAZ7
380000.00000000
PA
USD
403548.49000000
0.017179452094
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-2
N/A
AMCAR 2020-2 C
03066EAF1
250000.00000000
PA
USD
253136.28000000
0.010776257880
Long
ABS-CBDO
CORP
US
N
2
2026-02-18
Fixed
1.48000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2013-C17
N/A
JPMBB 2013-C17 A4
46640UAD4
100000.00000000
PA
USD
106830.00000000
0.004547857104
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
1000000.00000000
PA
USD
1020098.89000000
0.043426602866
Long
DBT
CORP
US
N
2
2022-07-20
Fixed
3.50000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AU7
950000.00000000
PA
USD
1041842.16000000
0.044352235038
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
3.25000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP FINANCE USA
055451AQ1
40000.00000000
PA
USD
40408.49000000
0.001720228759
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
1100000.00000000
PA
USD
1166177.99000000
0.049645332369
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAK3
290000.00000000
PA
USD
310864.35000000
0.013233798022
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.25000000
N
N
N
N
N
N
Harley-Davidson Financial Services Inc
RLUFFFFW4GRYU77BTS24
HARLEY-DAVIDSON
41283LAY1
500000.00000000
PA
USD
530228.51000000
0.022572343875
Long
DBT
CORP
US
Y
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BC5
15000.00000000
PA
USD
16746.61000000
0.000712919491
Long
DBT
CORP
PA
Y
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A
N/A
WOLS 2021-A A3
98163JAC9
810000.00000000
PA
USD
809918.27000000
0.034479009251
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
0.42000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32
N/A
MSBAM 2016-C32 A4
61691GAS9
1304000.00000000
PA
USD
1436838.48000000
0.061167612930
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.72000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
N/A
1000000.00000000
PA
1163341.01000000
0.049524559368
Long
DBT
CORP
US
N
2
2022-12-03
Fixed
0.12500000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAN3
840000.00000000
PA
USD
906026.65000000
0.038570436554
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
4495000.00000000
PA
USD
4761362.06000000
0.202695818327
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.20000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBJ3
156000.00000000
PA
USD
166303.09000000
0.007079684446
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
380000.00000000
PA
USD
408378.40000000
0.017385066065
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
375000.00000000
PA
USD
382734.33000000
0.016293373039
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
CAN 5YR BOND FUT Dec21
N/A
-7.00000000
NC
6069.10000000
0.000258367495
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Montreal Exchange 5 Year Canadian Bond Future
2021-12-20
-693424.07000000
CAD
6069.10000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DH0
1000000.00000000
PA
USD
1103130.06000000
0.046961320608
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
Slovenia Government International Bond
N/A
SLOVENIA
831594AG1
300000.00000000
PA
USD
333132.11000000
0.014181758244
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
200000.00000000
PA
USD
201654.98000000
0.008584648820
Long
ABS-CBDO
CORP
US
Y
2
2025-10-15
Fixed
1.31000000
N
N
N
N
N
N
Paraguay Government International Bond
N/A
PARAGUAY
N/A
400000.00000000
PA
USD
444644.00000000
0.018928927964
Long
DBT
NUSS
PY
N
2
2026-04-15
Fixed
5.00000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2
N/A
GMALT 2021-2 A4
380144AD7
200000.00000000
PA
USD
199428.36000000
0.008489859439
Long
ABS-CBDO
CORP
US
N
2
2025-05-20
Fixed
0.41000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
ENTERGY ARKANSAS
29364DAS9
320000.00000000
PA
USD
342473.54000000
0.014579432013
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
750000.00000000
PA
USD
799702.50000000
0.034044113976
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
5210000.00000000
PA
USD
5467099.90000000
0.232739765249
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
1605000.00000000
PA
USD
1745767.30000000
0.074319013556
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
683000.00000000
PA
USD
724469.44000000
0.030841369369
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
390000.00000000
PA
USD
406910.92000000
0.017322594013
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAQ1
962000.00000000
PA
USD
1009524.76000000
0.042976451858
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
750000.00000000
PA
USD
764450.79000000
0.032543414362
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.37500000
N
N
N
N
N
N
Marvell Technology Inc
N/A
MARVELL TECH INC
573874AK0
750000.00000000
PA
USD
791390.24000000
0.033690252976
Long
DBT
CORP
US
Y
2
2023-06-22
Fixed
4.20000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B
N/A
MBALT 2021-B A3
58769KAD6
790000.00000000
PA
USD
789964.06000000
0.033629539105
Long
ABS-CBDO
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP FINANCIAL
125094AQ5
670000.00000000
PA
USD
717265.85000000
0.030534705530
Long
DBT
NUSS
CA
Y
2
2024-07-24
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MET)
N/A
-100000.00000000
NC
USD
2445.16000000
0.000104092841
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
METLIFE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1903.00000000
USD
0.00000000
USD
-100000.00000000
USD
542.16000000
N
N
N
WFRBS Commercial Mortgage Trust 2012-C9
N/A
WFRBS 2012-C9 AS
92930RAC6
70000.00000000
PA
USD
71644.30000000
0.003049967600
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
260000.00000000
PA
USD
267663.92000000
0.011394713659
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
25000.00000000
PA
USD
26260.45000000
0.001117932922
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
170000.00000000
PA
USD
178961.37000000
0.007618559749
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641598K5
500000.00000000
PA
USD
496428.96000000
0.021133464126
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.30000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBR5
1559000.00000000
PA
USD
1604335.41000000
0.068298120307
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.62500000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-4
N/A
CARMX 2021-4 C
14317JAG2
260000.00000000
PA
USD
258451.73000000
0.011002541762
Long
ABS-CBDO
CORP
US
N
2
2027-07-15
Fixed
1.38000000
N
N
N
N
N
N
Hudsons Bay Simon JV Trust 2015-HBS
N/A
HBCT 2015-HB7 A7
44422PAU6
500000.00000000
PA
USD
455790.00000000
0.019403424035
Long
ABS-MBS
CORP
US
Y
2
2034-08-05
Fixed
3.91410000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
74977RDK7
750000.00000000
PA
USD
739492.76000000
0.031480926727
Long
DBT
CORP
NL
Y
2
2027-02-24
Variable
1.10600000
N
N
N
N
N
N
Fidelity National Financial Inc
549300CAZYIH39SYQ287
FIDELITY NATL FI
31620RAF2
80000.00000000
PA
USD
83697.95000000
0.003563103215
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (KR)
N/A
-100000.00000000
NC
USD
2692.42000000
0.000114618940
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
KROGER CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1987.51000000
USD
0.00000000
USD
-100000.00000000
USD
704.91000000
N
N
N
Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2
N/A
MLMI 2003-A2 2A2
589929M96
7898.36000000
PA
USD
7569.95000000
0.000322260141
Long
ABS-MBS
CORP
US
N
2
2033-02-25
Floating
1.65480000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-B D
80286RAG2
600000.00000000
PA
USD
609671.82000000
0.025954322924
Long
ABS-CBDO
CORP
US
Y
2
2025-10-20
Fixed
1.98000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BJ2
660000.00000000
PA
USD
695245.13000000
0.029597262041
Long
DBT
CORP
JP
N
2
2024-07-18
Fixed
2.80100000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT 2021-B D
80286DAG3
470000.00000000
PA
USD
469357.98000000
0.019981026153
Long
ABS-CBDO
CORP
US
Y
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCR0
2437000.00000000
PA
USD
2620767.93000000
0.111568642234
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
2084000.00000000
PA
USD
2257472.68000000
0.096102809754
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
100000.00000000
PA
USD
106345.22000000
0.004527219548
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.12500000
N
N
N
N
N
N
Brixmor Operating Partnership LP
549300CJHBL7JBUA6503
BRIXMOR OPERATIN
11120VAA1
1041000.00000000
PA
USD
1125223.06000000
0.047901841127
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE
68902VAH0
3410000.00000000
PA
USD
3521887.49000000
0.149930179190
Long
DBT
CORP
US
N
2
2025-04-05
Fixed
2.05600000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAH9
341000.00000000
PA
USD
364399.62000000
0.015512846585
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.87500000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C C
98164CAF6
70000.00000000
PA
USD
69346.03000000
0.002952128009
Long
ABS-CBDO
CORP
US
N
2
2028-04-17
Fixed
1.06000000
N
N
N
N
N
N
Tyco Electronics Group SA
C33G1C5SYE2YM95EE712
TYCO ELECTRONICS
902133AU1
700000.00000000
PA
USD
766714.20000000
0.032639769930
Long
DBT
CORP
LU
N
2
2027-08-15
Fixed
3.12500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GVM3
690000.00000000
PA
USD
743619.73000000
0.031656615858
Long
DBT
CORP
US
N
2
2024-03-03
Fixed
4.00000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-B
N/A
SOFI 2017-B A2FX
83403YAB0
76414.63000000
PA
USD
77259.24000000
0.003289001062
Long
ABS-CBDO
CORP
US
Y
2
2040-05-25
Fixed
2.74000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
ARES CAPITAL COR
04010LBA0
1000000.00000000
PA
USD
1002137.70000000
0.042661977522
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
PENNSYLVANIA HIGHER EDUCATION ASSISTANCE AGENCY PHEAA_16-2A
N/A
PHEAA 2016-2A A
69343VAA0
292148.98000000
PA
USD
296144.47000000
0.012607158399
Long
ABS-CBDO
CORP
US
Y
2
2065-11-25
Floating
1.03600000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CP7
180000.00000000
PA
USD
188377.88000000
0.008019429747
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.37500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-UB11
N/A
MSC 2016-UB11 A4
61767FBA8
154000.00000000
PA
USD
162972.04000000
0.006937878404
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.78200000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B
N/A
WOART 2021-B A3
98163LAC4
720000.00000000
PA
USD
718637.98000000
0.030593118440
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
N/A
445000.00000000
PA
USD
450451.96000000
0.019176178475
Long
DBT
NUSS
QA
N
2
2022-01-20
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
21913.14000000
0.000932863703
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
914000.00000000
EUR
1081199.85000000
USD
2021-10-27
21913.14000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFU8
1271000.00000000
PA
USD
1423562.21000000
0.060602429191
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
4.45000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3
N/A
HAROT 2021-3 A4
43815EAD6
350000.00000000
PA
USD
348597.17000000
0.014840120904
Long
ABS-CBDO
CORP
US
N
2
2027-12-20
Fixed
0.60000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TRST
133131AU6
1518000.00000000
PA
USD
1622802.33000000
0.069084275070
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
1625000.00000000
PA
USD
1745567.67000000
0.074310515112
Long
DBT
CORP
GB
N
2
2024-03-14
Fixed
4.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CG3
959000.00000000
PA
USD
1010826.22000000
0.043031856277
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
450000.00000000
PA
USD
480532.50000000
0.020456736348
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
1100000.00000000
PA
USD
1109692.98000000
0.047240710502
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
6.75000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAA0
735000.00000000
PA
USD
740857.08000000
0.031539007158
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
935000.00000000
PA
USD
958182.96000000
0.040790781448
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
7280.81000000
PA
USD
7289.62000000
0.000310326220
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
250000.00000000
PA
USD
241047.50000000
0.010261626747
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.95640000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBV1
1020000.00000000
PA
USD
1059102.01000000
0.045087003656
Long
DBT
CORP
JP
N
2
2025-01-15
Fixed
2.34800000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XBL3
2020000.00000000
PA
USD
2029206.23000000
0.086385284748
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759AU4
40000.00000000
PA
USD
41899.52000000
0.001783703357
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
1300000.00000000
PA
USD
1389439.60000000
0.059149796463
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CB)
N/A
-100000.00000000
NC
USD
3453.61000000
0.000147023539
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ACE INA HOLDINGS
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
3141.79000000
USD
0.00000000
USD
-100000.00000000
USD
311.82000000
N
N
N
VeriSign Inc
LMPL4N8ZOJRMF0KOF759
VERISIGN INC
92343EAH5
830000.00000000
PA
USD
934693.69000000
0.039790820356
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
Morocco Government International Bond
N/A
MOROCCO KINGDOM
N/A
1500000.00000000
PA
1740961.86000000
0.074114441297
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
330000.00000000
PA
USD
347284.11000000
0.014784222661
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B A3
44934KAC8
1450000.00000000
PA
USD
1452726.15000000
0.061843966510
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
0.38000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL
12592BAG9
230000.00000000
PA
USD
230248.63000000
0.009801908338
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.87500000
N
N
N
N
N
N
INEOS Quattro Finance 2 Plc
213800V48W4Y5MT5Q131
INEOS QUATTRO FI
45674GAA2
50000.00000000
PA
USD
50523.40000000
0.002150830325
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
150000.00000000
PA
USD
150536.59000000
0.006408489191
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
6.75000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BQ6
2496000.00000000
PA
USD
2699853.54000000
0.114935393645
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903AP8
500000.00000000
PA
USD
538984.19000000
0.022945081697
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.75000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867AW1
80000.00000000
PA
USD
92801.25000000
0.003950639559
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
1300000.00000000
PA
1528482.31000000
0.065068979993
Long
DBT
CORP
LU
N
2
2025-07-09
Fixed
0.62500000
N
N
N
N
N
N
Aurizon Network Pty Ltd
549300FNL9A7DVZKZ444
AURIZON NETWORK
N/A
600000.00000000
PA
462864.62000000
0.019704597496
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
787000.00000000
PA
USD
824295.58000000
0.035091065335
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDL1
78000.00000000
PA
USD
79220.65000000
0.003372500195
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust 2006-8AR
N/A
MSM 2006-8AR 5A1
61749LAL5
49006.00000000
PA
USD
45939.38000000
0.001955684130
Long
ABS-MBS
CORP
US
N
2
2036-06-25
Variable
2.03820000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153BC5
20000.00000000
PA
USD
21748.92000000
0.000925872698
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
100000.00000000
PA
USD
108760.03000000
0.004630020360
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
1550000.00000000
PA
USD
1701339.74000000
0.072427689074
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
90913.67000000
PA
USD
90680.93000000
0.003860375472
Long
ABS-MBS
CORP
US
Y
2
2043-11-15
Variable
5.87220000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
INVESCO FIN PLC
46132FAB6
1370000.00000000
PA
USD
1473668.83000000
0.062735516786
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
680000.00000000
PA
USD
699049.83000000
0.029759231824
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
1928000.00000000
PA
USD
2117148.73000000
0.090129082590
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BV6
1330000.00000000
PA
USD
1439521.02000000
0.061281811270
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (AIG)
N/A
-100000.00000000
NC
USD
2310.91000000
0.000098377688
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
AMER INTL GROUP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1190.05000000
USD
0.00000000
USD
-100000.00000000
USD
1120.86000000
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAH8
775000.00000000
PA
USD
826148.42000000
0.035169942537
Long
DBT
CORP
CA
N
2
2024-06-10
Fixed
3.50000000
N
N
N
N
N
N
BANK 2017-BNK7
N/A
BANK 2017-BNK7 A5
06541XAF7
270000.00000000
PA
USD
295509.60000000
0.012580131365
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
1120000.00000000
PA
USD
1189430.55000000
0.050635216486
Long
DBT
CORP
US
Y
2
2023-09-19
Fixed
3.85000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JL6
795000.00000000
PA
USD
863874.71000000
0.036775987431
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
170000.00000000
PA
USD
173268.68000000
0.007376216393
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
155000.00000000
PA
USD
171676.67000000
0.007308442978
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
860000.00000000
PA
USD
863949.09000000
0.036779153860
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.35000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAZ4
1660000.00000000
PA
USD
1847743.84000000
0.078660254143
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468Q5
3547000.00000000
PA
USD
3662439.07000000
0.155913596784
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
1861000.00000000
PA
USD
1946211.62000000
0.082852123401
Long
DBT
CORP
US
N
2
2025-11-01
Variable
2.35400000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_18-D
N/A
WOART 2018-D A4
98162WAE7
130000.00000000
PA
USD
133786.95000000
0.005695440710
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
3.44000000
N
N
N
N
N
N
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
N/A
ROCKET MTGE LLC
77313LAA1
200000.00000000
PA
USD
195744.98000000
0.008333054366
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
MSBAM Commercial Mortgage Securities Trust 2012-CKSV
N/A
MSBAM 2012-CKSV A2
553514AC4
585000.00000000
PA
USD
582911.55000000
0.024815112178
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
350000.00000000
PA
USD
382225.48000000
0.016271710799
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
115000.00000000
PA
USD
123557.32000000
0.005259955401
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
1244000.00000000
PA
USD
1324140.17000000
0.056369936156
Long
DBT
CORP
CA
N
2
2023-10-05
Fixed
3.70000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MEY6
400000.00000000
PA
USD
439850.97000000
0.018724884010
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
3.70000000
N
N
N
N
N
N
CNO Financial Group Inc
11XPYHB76MPM4Y4P2897
CNO FINANCIAL
12621EAK9
750000.00000000
PA
USD
843649.43000000
0.035914977571
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDW9
340000.00000000
PA
USD
342476.56000000
0.014579560577
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.25000000
N
N
N
N
N
N
John Deere Cash Management SARL
54930045CRYTH0OUOH72
JOHN DEERE CASH
N/A
495000.00000000
PA
597109.80000000
0.025419545503
Long
DBT
CORP
LU
N
2
2024-04-02
Fixed
1.37500000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_20-B
N/A
HART 2020-B B
44933FAE6
130000.00000000
PA
USD
130765.67000000
0.005566821879
Long
ABS-CBDO
CORP
US
N
2
2025-12-15
Fixed
0.94000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368FAC3
1500000.00000000
PA
USD
1489581.20000000
0.063412921868
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
DR PEPPER SNAPPL
26138EAW9
680000.00000000
PA
USD
716557.15000000
0.030504535481
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
885000.00000000
PA
USD
921541.07000000
0.039230900518
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
587561.67000000
PA
USD
636787.59000000
0.027108667652
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
3.80140000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2
N/A
HAROT 2021-2 A4
43811JAD9
400000.00000000
PA
USD
398243.72000000
0.016953622871
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.55000000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HDGS
05401AAG6
40000.00000000
PA
USD
43214.31000000
0.001839675248
Long
DBT
CORP
KY
Y
2
2026-05-01
Fixed
4.37500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BN8
2729000.00000000
PA
USD
2993231.17000000
0.127424764973
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
120000.00000000
PA
USD
127695.10000000
0.005436104724
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.90000000
N
N
N
N
N
N
7-Eleven Inc
549300K23JPL0SS3LB18
7-ELEVEN INC
817826AB6
3224000.00000000
PA
USD
3222175.96000000
0.137171167573
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
1060000.00000000
PA
USD
1156221.44000000
0.049221472342
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Emera US Finance LP
N/A
EMERA US FINANCE
29103DAN6
200000.00000000
PA
USD
199104.70000000
0.008476080917
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
Bear Stearns ARM Trust 2006-4
N/A
BSARM 2006-4 2A1
073882AC6
131888.23000000
PA
USD
121777.70000000
0.005184195245
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
2.85770000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
D.R. HORTON
23331ABN8
1200000.00000000
PA
USD
1260547.85000000
0.053662749183
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CBC7
820000.00000000
PA
USD
827832.48000000
0.035241634611
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
1.61800000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAN4
3464000.00000000
PA
USD
3589205.21000000
0.152795960067
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
50000.00000000
PA
USD
53448.51000000
0.002275355105
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBC8
150000.00000000
PA
USD
159082.78000000
0.006772308819
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2015-LC22
549300XO83D3BDYP0P62
WFCM 2015-LC22 A4
94989TAZ7
899000.00000000
PA
USD
984081.36000000
0.041893301549
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
370000.00000000
PA
USD
395687.26000000
0.016844791880
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
390000.00000000
PA
USD
392577.03000000
0.016712386361
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.62500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
235000.00000000
PA
259842.99000000
0.011061769054
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851EC4
2000000.00000000
PA
USD
2009565.26000000
0.085549149534
Long
DBT
CORP
US
Y
2
2026-03-02
Fixed
1.45000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GA
636180BQ3
295000.00000000
PA
USD
339987.31000000
0.014473590782
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LM1
1440000.00000000
PA
USD
1468073.12000000
0.062497301963
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
390000.00000000
PA
USD
408839.98000000
0.017404715975
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
669000.00000000
PA
USD
714532.28000000
0.030418334793
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
710000.00000000
PA
USD
785581.97000000
0.033442989267
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
1840000.00000000
PA
USD
1988185.54000000
0.084638994039
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
40000.00000000
PA
USD
42744.52000000
0.001819675830
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
210000.00000000
PA
USD
209977.82000000
0.008938960221
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
1180000.00000000
PA
USD
1258442.66000000
0.053573129195
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
510000.00000000
PA
USD
501118.97000000
0.021333122418
Long
DBT
CORP
US
Y
2
2026-01-14
Fixed
0.80000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_21-1
N/A
VZMT 2021-1 C
92348KAC7
390000.00000000
PA
USD
390224.99000000
0.016612257728
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.89000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BN2
50000.00000000
PA
USD
51499.04000000
0.002192364269
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
155725.19000000
PA
USD
155928.99000000
0.006638048909
Long
ABS-CBDO
CORP
US
Y
2
2046-05-15
Fixed
2.06000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743756AB4
200000.00000000
PA
USD
212156.20000000
0.009031695979
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.74600000
N
N
N
N
N
N
WEA Finance LLC / Westfield UK & Europe Finance PLC
N/A
WEA FINANCE LLC/
92890HAC6
210000.00000000
PA
USD
223371.67000000
0.009509149455
Long
DBT
CORP
US
Y
2
2024-09-17
Fixed
3.75000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AK1
130000.00000000
PA
USD
136828.66000000
0.005824929266
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.70000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DC2
470000.00000000
PA
USD
514139.54000000
0.021887420759
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.50000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_19-A
N/A
HDMOT 2019-A A3
41284WAC4
85395.16000000
PA
USD
86013.96000000
0.003661698016
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
2.34000000
N
N
N
N
N
N
Republic of Uzbekistan International Bond
N/A
REPUB UZBEKISTAN
N/A
260000.00000000
PA
USD
272216.10000000
0.011588504393
Long
DBT
NUSS
UZ
N
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
N/A
400000.00000000
PA
290568.05000000
0.012369764771
Long
DBT
CORP
AU
N
2
2022-12-15
Variable
3.25000000
N
N
N
N
N
N
SA Global Sukuk Ltd
5493007DFAVKU7UOGR47
SA GLOBAL SUKU
78397PAB7
292000.00000000
PA
USD
290672.86000000
0.012374226635
Long
DBT
CORP
KY
Y
2
2026-06-17
Fixed
1.60200000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_17-C
N/A
SOFI 2017-C A1
83405DAA6
9195.60000000
PA
USD
9200.78000000
0.000391686162
Long
ABS-CBDO
CORP
US
Y
2
2040-07-25
Floating
0.68600000
N
N
N
N
N
N
Federal Realty Investment Trust
549300LI6XZ51GOCJ427
FED RLTY INVS TR
313747AU1
724000.00000000
PA
USD
771972.25000000
0.032863610237
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
1030000.00000000
PA
USD
1108948.15000000
0.047209002364
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.30000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE E
74456QBL9
275000.00000000
PA
USD
292272.27000000
0.012442315076
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
110000.00000000
PA
USD
114373.60000000
0.004868995500
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.44310000
N
N
N
N
N
N
Morocco Government International Bond
N/A
MOROCCO KINGDOM
N/A
1009000.00000000
PA
USD
1044746.25000000
0.044475864977
Long
DBT
NUSS
MA
N
2
2022-12-11
Fixed
4.25000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAD2
700000.00000000
PA
USD
713139.18000000
0.030359029170
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.40000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RML3
5760000.00000000
PA
USD
5834614.87000000
0.248385235317
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96950FAJ3
270000.00000000
PA
USD
274945.75000000
0.011704708251
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
500000.00000000
PA
587913.83000000
0.025028064107
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
140000.00000000
PA
101582.28000000
0.004324456555
Long
DBT
CORP
GB
N
2
2022-12-13
Floating
1.06160000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516BX3
200000.00000000
PA
232804.52000000
0.009910715063
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
240000.00000000
PA
USD
247502.11000000
0.010536405778
Long
ABS-CBDO
CORP
US
N
2
2024-02-15
Fixed
3.48000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-1005000.00000000
NC
USD
6314.34000000
0.000268807601
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2026-12-20
5809.24000000
USD
0.00000000
USD
-1005000.00000000
USD
505.10000000
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL
03938LBA1
670000.00000000
PA
USD
747704.43000000
0.031830505514
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BY5
1070000.00000000
PA
USD
1164360.67000000
0.049567967287
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_18-5
N/A
DRIVE 2018-5 C
26208MAF3
295132.34000000
PA
USD
297513.08000000
0.012665421460
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
270000.00000000
PA
USD
276558.11000000
0.011773347986
Long
ABS-CBDO
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AH9
310000.00000000
PA
USD
341973.44000000
0.014558142269
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468T9
820000.00000000
PA
USD
821247.34000000
0.034961298790
Long
DBT
CORP
US
N
2
2023-11-10
Variable
0.56000000
N
N
N
N
N
N
Affiliated Managers Group Inc
2JE75BUE3T1BLCYYGK54
AFFIL MANAGERS
008252AN8
300000.00000000
PA
USD
324240.48000000
0.013803232898
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.50000000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAB7
410000.00000000
PA
USD
446566.04000000
0.019010751078
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
880000.00000000
PA
USD
929911.23000000
0.039587226378
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
1200000.00000000
PA
USD
1246777.58000000
0.053076535383
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
110000.00000000
PA
USD
118986.16000000
0.005065356670
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
460000.00000000
PA
USD
465980.52000000
0.019837244392
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
255000.00000000
PA
USD
267339.88000000
0.011380918960
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
588800.00000000
PA
USD
630392.83000000
0.026836436493
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.67800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAB9
975000.00000000
PA
USD
977804.48000000
0.041626088657
Long
DBT
CORP
US
N
2
2027-05-04
Variable
1.59300000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BH0
2700000.00000000
PA
USD
2874321.99000000
0.122362685416
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75000000
N
N
N
N
N
N
Canadian Natural Resources Ltd
549300T15RIMIKZC5Q38
CANADIAN NATL RE
136385AZ4
620000.00000000
PA
USD
635062.56000000
0.027035231445
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
1120000.00000000
PA
USD
1140902.31000000
0.048569322064
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
21684AAC0
750000.00000000
PA
USD
831060.19000000
0.035379041368
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
160000.00000000
PA
USD
176510.40000000
0.007514219570
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Variable
3.87800000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GZ0
870000.00000000
PA
USD
872257.49000000
0.037132850537
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.70000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP INC
40434LAA3
2670000.00000000
PA
USD
2756431.69000000
0.117343980572
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YAU4
455000.00000000
PA
USD
489798.57000000
0.020851201969
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_21-B
N/A
TESLA 2021-B B
88161KAE5
340000.00000000
PA
USD
339089.14000000
0.014435354810
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
0.91000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
STRYKER CORP
863667BA8
1500000.00000000
PA
USD
1512175.49000000
0.064374782790
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.15000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBH2
104000.00000000
PA
USD
111719.44000000
0.004756005325
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAC0
2060000.00000000
PA
USD
2396057.34000000
0.102002493650
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAA3
565000.00000000
PA
657806.14000000
0.028003447788
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
33000.00000000
PA
USD
35129.30000000
0.001495488501
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.85000000
N
N
N
N
N
N
National Securities Clearing Corp
549300RYC9NELN2ICA34
NATIONAL SECS CL
637639AE5
500000.00000000
PA
USD
491956.89000000
0.020943083752
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
991000.00000000
PA
USD
1005900.56000000
0.042822166135
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
N/A
256000.00000000
PA
295460.72000000
0.012578050496
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.40000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DD6
340000.00000000
PA
USD
351087.07000000
0.014946118371
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAS5
205000.00000000
PA
USD
235960.71000000
0.010045077144
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
VEREIT Operating Partnership LP
5493005TQOUJE1LCS698
ARC PROPERTIES
03879QAF1
1305000.00000000
PA
USD
1408159.34000000
0.059946714020
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.60000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAG0
300000.00000000
PA
USD
327488.67000000
0.013941511509
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
125987.61000000
PA
USD
128971.21000000
0.005490429969
Long
ABS-CBDO
CORP
US
Y
2
2031-05-15
Fixed
2.70000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2F7
2500000.00000000
PA
USD
2502621.80000000
0.106539046458
Long
DBT
CORP
CH
N
2
2023-08-09
Fixed
0.52000000
N
N
N
N
N
N
HARLEY MARINE FINANCING LLC BARGE_18-1A
N/A
BARGE 2018-1A A2
41284LAA2
259397.08000000
PA
USD
253522.75000000
0.010792710285
Long
ABS-CBDO
CORP
US
Y
2
2043-05-15
Fixed
5.68200000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055BK7
565000.00000000
PA
USD
564763.55000000
0.024042534150
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
Ovintiv Exploration Inc
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPLOR
651290AQ1
230000.00000000
PA
USD
254897.90000000
0.010851251759
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJR1
2615000.00000000
PA
USD
2628452.79000000
0.111895794205
Long
DBT
CORP
US
N
2
2025-04-22
Variable
0.97600000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP5
N/A
JPMCC 2017-JP5 A5
46647TAS7
200000.00000000
PA
USD
220722.00000000
0.009396350424
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
1000000.00000000
PA
USD
1069033.45000000
0.045509794726
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
1000000.00000000
PA
USD
1018355.86000000
0.043352400382
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
1950000.00000000
PA
USD
1997594.59000000
0.085039546458
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
1.95000000
N
N
N
N
N
N
N/A
N/A
SCDS: (GE)
N/A
-100000.00000000
NC
USD
1611.12000000
0.000068586946
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
GEN ELECTRIC CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
486.69000000
USD
0.00000000
USD
-100000.00000000
USD
1124.43000000
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 A5
61763MAF7
643500.00000000
PA
USD
688274.73000000
0.029300525327
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Fixed
3.89200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578QAA1
900000.00000000
PA
USD
986804.06000000
0.042009209539
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
ARAMARK SERV INC
038522AQ1
30000.00000000
PA
USD
30931.15000000
0.001316769168
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_21-1
N/A
MBART 2021-1 A4
58772WAD5
450000.00000000
PA
USD
448274.07000000
0.019083463578
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
0.73000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS
68268NAL7
825000.00000000
PA
USD
883415.95000000
0.037607877042
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
283000.00000000
PA
USD
293529.99000000
0.012495857441
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
820000.00000000
PA
USD
887849.04000000
0.037796598000
Long
DBT
CORP
GB
N
2
2024-11-15
Variable
4.79600000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
N/A
200000.00000000
PA
269272.00000000
0.011463171190
Long
DBT
CORP
GB
N
2
2031-11-28
Variable
2.10500000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust 2007-AR8
N/A
CMLTI 2007-AR8 2A1A
17313FAR3
53700.10000000
PA
USD
51469.85000000
0.002191121623
Long
ABS-MBS
CORP
US
N
2
2037-07-25
Variable
2.98380000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCC7
4110000.00000000
PA
USD
4168017.54000000
0.177436564459
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Akelius Residential Property AB
213800REBFN6T3PU8L97
AKELIUS RESIDENT
N/A
800000.00000000
PA
1121079.00000000
0.047725424458
Long
DBT
CORP
SE
N
2
2025-08-15
Fixed
2.37500000
N
N
N
N
N
N
Nissan Motor Co Ltd
353800DRBDH1LUTNAY26
NISSAN MOTOR CO
654744AA9
3815000.00000000
PA
USD
3967254.93000000
0.168889904699
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
650000.00000000
PA
USD
735404.94000000
0.031306904250
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
Black Hills Corp
3MGELCRSTNSAMJ962671
BLACK HILLS CORP
092113AU3
1000000.00000000
PA
USD
1000193.44000000
0.042579208481
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EZ7
834000.00000000
PA
USD
843265.63000000
0.035898638832
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LV1
975000.00000000
PA
USD
983172.52000000
0.041854611346
Long
DBT
CORP
US
N
2
2023-01-24
Variable
3.14200000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FK7
2560000.00000000
PA
USD
2639911.01000000
0.112383581786
Long
DBT
CORP
US
N
2
2024-08-30
Fixed
1.75000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAE7
180000.00000000
PA
USD
192256.13000000
0.008184530625
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
325000.00000000
PA
USD
321265.37000000
0.013676579569
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BB1
47000.00000000
PA
USD
47054.58000000
0.002003159280
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJY6
700000.00000000
PA
USD
699888.86000000
0.029794950148
Long
DBT
CORP
US
N
2
2024-06-14
Variable
0.52300000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AZ7
700000.00000000
PA
USD
696200.63000000
0.029637938606
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523CN8
1000000.00000000
PA
USD
997995.29000000
0.042485631095
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.61300000
N
N
N
N
N
N
BANK 2017-BNK7
N/A
BANK 2017-BNK7 A4
06541XAE0
30000.00000000
PA
USD
32206.50000000
0.001371062059
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
400000.00000000
PA
USD
403348.07000000
0.017170920020
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
200000.00000000
PA
USD
230310.58000000
0.009804545609
Long
DBT
CORP
FR
Y
2
2028-09-21
Fixed
4.50000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH
14149YBH0
495000.00000000
PA
USD
522885.08000000
0.022259726911
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761JVL0
1115000.00000000
PA
USD
1209510.97000000
0.051490059514
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
460000.00000000
PA
USD
452718.78000000
0.019272679209
Long
DBT
CORP
US
Y
2
2025-08-12
Fixed
0.90400000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.HY.37.V1)
N/A
1135000.00000000
NC
USD
-105299.63000000
-0.00448270776
N/A
DCR
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.37.V1)
2I65BRYQ7
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-12-20
0.00000000
USD
-107427.75000000
USD
1135000.00000000
USD
2128.12000000
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAE9
18000.00000000
PA
USD
18316.24000000
0.000779740168
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
373000.00000000
PA
USD
421704.97000000
0.017952391124
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.25000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
29278GAM0
1500000.00000000
PA
USD
1490123.12000000
0.063435991930
Long
DBT
CORP
NL
Y
2
2026-07-12
Fixed
1.37500000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECH IN
502431AK5
672000.00000000
PA
USD
721286.20000000
0.030705855743
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
117850579.40000000
NS
USD
117850579.40000000
5.017013898729
Long
STIV
CORP
US
N
1
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL
904764BN6
200000.00000000
PA
USD
200188.55000000
0.008522221467
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.62600000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAG2
1080000.00000000
PA
USD
1081756.29000000
0.046051418411
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
0.50000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAY5
250000.00000000
PA
USD
269479.11000000
0.011471988064
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
3.20000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XCX2
100000.00000000
PA
USD
104576.53000000
0.004451924692
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
1205000.00000000
PA
USD
1201248.09000000
0.051138300668
Long
DBT
CORP
GB
Y
2
2025-01-12
Variable
0.99100000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PCT1
20000.00000000
PA
USD
20170.92000000
0.000858695701
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
4000000.00000000
PA
USD
4103878.08000000
0.174706085204
Long
DBT
CORP
GB
N
2
2023-11-07
Variable
2.90700000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAK5
175000.00000000
PA
USD
186926.48000000
0.007957642236
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.45000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20211027
N/A
1.00000000
NC
153582.86000000
0.006538171871
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
32130086.18000000
AUD
23384790.80000000
USD
2021-10-27
153582.86000000
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDJ5
1450000.00000000
PA
USD
1456993.52000000
0.062025632605
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
Scottish Widows Ltd
549300ZT0RVWCG8T4L55
SCOTTISH WIDOWS
N/A
490000.00000000
PA
707777.10000000
0.030130760204
Long
DBT
CORP
GB
N
2
2023-06-16
Fixed
5.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CL2
725000.00000000
PA
USD
793906.21000000
0.033797360268
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
Mondelez International Holdings Netherlands BV
549300CW356R8I7N8D33
MONDELEZ INTL
60920LAR5
590000.00000000
PA
USD
585633.06000000
0.024930969508
Long
DBT
CORP
NL
Y
2
2026-09-24
Fixed
1.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFP9
2565000.00000000
PA
USD
2795340.90000000
0.119000383522
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
75000.00000000
PA
USD
78292.08000000
0.003332970067
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
2375000.00000000
PA
USD
2389406.42000000
0.101719357510
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAL5
1470000.00000000
PA
USD
1511191.84000000
0.064332907852
Long
DBT
CORP
US
Y
2
2027-04-30
Fixed
2.10000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
475000.00000000
PA
USD
493020.44000000
0.020988360111
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
1105000.00000000
PA
USD
1135323.74000000
0.048331836908
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
255000.00000000
PA
USD
272129.20000000
0.011584804975
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
75000.00000000
PA
USD
82345.50000000
0.003505528102
Long
ABS-MBS
CORP
US
N
2
2060-01-15
Fixed
3.63100000
N
N
N
N
N
N
Volkswagen Financial Services AG
529900USFSZYPS075O24
VOLKSWAGEN FIN
N/A
930000.00000000
PA
1120029.72000000
0.047680755587
Long
DBT
CORP
DE
N
2
2023-04-06
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT AH4R_15-SFR2
N/A
AH4R 2015-SFR2 A
02666BAA4
170367.11000000
PA
USD
182134.37000000
0.007753637448
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
360000.00000000
PA
USD
380906.44000000
0.016215557983
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
150000.00000000
PA
USD
154263.48000000
0.006567146527
Long
ABS-CBDO
CORP
US
N
2
2024-07-22
Fixed
2.56000000
N
N
N
N
N
N
Uniti Group LP / Uniti Group Finance Inc / CSL Capital LLC
N/A
UNITI / CSL
91327BAB6
35000.00000000
PA
USD
35799.17000000
0.001524005519
Long
DBT
CORP
US
Y
2
2028-04-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KJ9
975000.00000000
PA
USD
1102120.71000000
0.046918351596
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAM2
960000.00000000
PA
USD
960016.74000000
0.040868847248
Long
DBT
CORP
US
N
2
2023-03-02
Fixed
0.70000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2H5
3310000.00000000
PA
USD
3447809.27000000
0.146776597245
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
272925.25000000
PA
USD
282469.34000000
0.012024994802
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Fixed
2.82000000
N
N
N
N
N
N
Mizuho Financial Group Inc
353800CI5L6DDAN5XZ33
MIZUHO FINANCIAL
60687YBS7
800000.00000000
PA
USD
797959.58000000
0.033969916175
Long
DBT
CORP
JP
N
2
2027-07-09
Variable
1.55400000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AT5
1480000.00000000
PA
USD
1598200.70000000
0.068036959730
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
FRANKLIN RES INC
354613AJ0
530000.00000000
PA
USD
542723.34000000
0.023104260953
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.80000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A3A7
900000.00000000
PA
USD
898774.30000000
0.038261696954
Long
DBT
CORP
US
Y
2
2024-08-19
Fixed
0.91400000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BP7
1410000.00000000
PA
USD
1488534.08000000
0.063368344950
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
913000.00000000
PA
USD
1016770.37000000
0.043284904529
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
3123000.00000000
PA
USD
3163129.93000000
0.134657520591
Long
DBT
CORP
KY
N
2
2022-04-20
Fixed
2.89400000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-A
N/A
HART 2021-A C
44933LAF0
400000.00000000
PA
USD
399328.60000000
0.016999807269
Long
ABS-CBDO
CORP
US
N
2
2027-11-15
Fixed
1.33000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-1
N/A
FORDR 2018-1 A
34532RAA4
2230000.00000000
PA
USD
2385680.09000000
0.101560724015
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
2105000.00000000
PA
USD
2247371.76000000
0.095672803756
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.65000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HCP Inc
40414LAM1
114000.00000000
PA
USD
121616.80000000
0.005177345576
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.40000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B
N/A
WOART 2021-B A4
98163LAD2
190000.00000000
PA
USD
188936.48000000
0.008043209893
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
0.69000000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
HUNTINGTON BANCS
337915AA0
200000.00000000
PA
USD
209761.26000000
0.008929741051
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
4.35000000
N
N
N
N
N
N
Fastighets AB Balder
549300GHKJCEZOAEUU82
BALDER
N/A
300000.00000000
PA
365273.49000000
0.015550048082
Long
DBT
CORP
SE
N
2
2025-03-14
Fixed
1.87500000
N
N
N
N
N
N
GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3
N/A
GMCAR 2020-3 B
362590AE1
200000.00000000
PA
USD
200870.48000000
0.008551251891
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
929000.00000000
PA
USD
941352.71000000
0.040074301320
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
210000.00000000
PA
USD
214043.37000000
0.009112034643
Long
DBT
CORP
CH
Y
2
2023-05-23
Fixed
3.49100000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAG9
840000.00000000
PA
USD
895665.12000000
0.038129336135
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.62500000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
100000.00000000
PA
73012.63000000
0.003108218740
Long
DBT
CORP
AU
N
2
2028-02-16
Floating
1.41570000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBS4
635000.00000000
PA
USD
636439.32000000
0.027093841459
Long
DBT
CORP
US
N
2
2024-09-16
Variable
0.65300000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAY7
2886000.00000000
PA
USD
3116761.01000000
0.132683550524
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.62500000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH INDUSTRIAL N
12594KAA0
1620000.00000000
PA
USD
1731789.69000000
0.073723973090
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_19-1
N/A
CPART 2019-1A A4
13646BAJ7
140000.00000000
PA
USD
143622.61000000
0.006114154331
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
940635.60000000
PA
USD
940306.38000000
0.040029758033
Long
ABS-CBDO
CORP
US
Y
2
2037-03-17
Floating
0.78400000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH
460599AD5
15000.00000000
PA
USD
17037.29000000
0.000725294021
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Antares Holdings LP
5493008EAIGV4283RM42
ANTARES HOLDINGS
03666HAD3
700000.00000000
PA
USD
700297.08000000
0.029812328471
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
RFMSI Series 2006-SA3 Trust
N/A
RFMSI 2006-SA3 2A1
749575AB2
47722.29000000
PA
USD
38624.00000000
0.001644261282
Long
ABS-MBS
CORP
US
N
2
2036-09-25
Variable
4.45930000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR BROADC
65336YAN3
100000.00000000
PA
USD
103724.94000000
0.004415671677
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
270000.00000000
PA
USD
277058.67000000
0.011794657312
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.62500000
N
N
N
N
N
N
HERTZ VEHICLE FINANCING LLC HERTZ_21-1
N/A
HERTZ 2021-1A C
42806MAC3
200000.00000000
PA
USD
201205.32000000
0.008565506356
Long
ABS-CBDO
CORP
US
Y
2
2025-12-26
Fixed
2.05000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CE7
1675000.00000000
PA
USD
1702055.35000000
0.072458153288
Long
DBT
CORP
DE
N
2
2026-11-24
Variable
2.12900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCP9
1300000.00000000
PA
USD
1291110.21000000
0.054963818602
Long
DBT
CORP
US
N
2
2027-09-22
Variable
1.47000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAK1
525000.00000000
PA
USD
567148.81000000
0.024144076990
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
1233000.00000000
PA
USD
1259645.51000000
0.053624335691
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
372000.00000000
PA
USD
388144.43000000
0.016523686263
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.65000000
N
N
N
N
N
N
Reckitt Benckiser Treasury Services PLC
213800LAXWIUOOBZ3908
RECKITT BEN TSY
75625QAD1
4450000.00000000
PA
USD
4670884.34000000
0.198844093702
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
590000.00000000
PA
USD
598909.00000000
0.025496139199
Long
ABS-CBDO
CORP
US
Y
2
2033-05-25
Fixed
1.35000000
N
N
N
N
N
N
SSM Health Care Corp
5493000QP6H63JFPC580
SSM HEALTH CARE
784710AB1
1225000.00000000
PA
USD
1279054.19000000
0.054450582094
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.68800000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368EDC3
725000.00000000
PA
USD
713270.68000000
0.030364627253
Long
DBT
CORP
CA
N
2
2027-01-22
Variable
0.94900000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAR2
150000.00000000
PA
USD
159737.89000000
0.006800197490
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MBB5
2320000.00000000
PA
USD
2456464.60000000
0.104574089518
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
23329PAF7
1420000.00000000
PA
USD
1404818.98000000
0.059804511642
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
324000.00000000
PA
USD
333350.65000000
0.014191061704
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
280000.00000000
PA
USD
279489.28000000
0.011898130746
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
0.81000000
N
N
N
N
N
N
IIP Operating Partnership LP
N/A
IIP OP PRTNRSHP
44988FAC4
900000.00000000
PA
USD
943568.39000000
0.040168624975
Long
DBT
CORP
US
Y
2
2026-05-25
Fixed
5.50000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KK6
820000.00000000
PA
USD
852103.49000000
0.036274875136
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
Energy Transfer LP / Regency Energy Finance Corp
N/A
ENERGY TRANSFER
75886AAJ7
3253000.00000000
PA
USD
3464254.08000000
0.147476668817
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468R3
390000.00000000
PA
USD
389246.18000000
0.016570588834
Long
DBT
CORP
US
N
2
2025-10-21
Variable
0.86400000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AF2
1000000.00000000
PA
USD
1062696.52000000
0.045240025446
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
311000.00000000
PA
395292.14000000
0.016827971237
Long
DBT
NUSS
RO
N
2
2026-02-26
Fixed
2.75000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CR7
525000.00000000
PA
USD
559542.42000000
0.023820265563
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
713000.00000000
PA
822079.79000000
0.034996736997
Long
DBT
NUSS
CL
N
2
2029-01-21
Fixed
0.55500000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NAT
AS0267813
200000.00000000
PA
USD
220250.00000000
0.009376256924
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBC4
50000000.00000000
PA
USD
49000000.00000000
2.085977704049
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
700000.00000000
PA
822083.81000000
0.034996908133
Long
DBT
CORP
FR
N
2
2025-07-15
Variable
0.50000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DX9
821000.00000000
PA
USD
860596.43000000
0.036636427860
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
2.70000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LZ2
2250000.00000000
PA
USD
2379942.50000000
0.101316469222
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
375000.00000000
PA
USD
382443.20000000
0.016280979352
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.60000000
N
N
N
N
N
N
Blackstone Property Partners Europe Holdings Sarl
213800Y3B5GQFBGVHP79
BLACKSTONE PROP
N/A
150000.00000000
PA
185271.89000000
0.007887204729
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
2300000.00000000
PA
USD
2355292.23000000
0.100267083230
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
101241.01000000
PA
USD
81826.18000000
0.003483420144
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
2.84400000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2C6
2775000.00000000
PA
USD
2965824.21000000
0.126258024003
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
1870000.00000000
PA
USD
1893461.79000000
0.080606511783
Long
DBT
CORP
GB
N
2
2023-03-13
Variable
3.26200000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAT4
770000.00000000
PA
USD
759780.64000000
0.032344601530
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.10000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748AX0
882000.00000000
PA
USD
949395.48000000
0.040416689869
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.50000000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_19-A
N/A
FORDO 2019-A A4
34533FAE1
900000.00000000
PA
USD
923203.98000000
0.039301692215
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
790000.00000000
PA
USD
807756.76000000
0.034386991666
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
New York Transportation Development Corp
N/A
NEW YORK TRANSPRTN DE
650117AA2
175000.00000000
PA
USD
194483.68000000
0.008279359597
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
75000.00000000
PA
USD
81999.00000000
0.003490777260
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
135000.00000000
PA
USD
143720.83000000
0.006118335652
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
1805000.00000000
PA
USD
1924745.76000000
0.081938300843
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
SBL Holdings Inc
N/A
SBL HOLDINGS LLC
78432MAA3
455000.00000000
PA
USD
505644.59000000
0.021525782467
Long
DBT
CORP
US
Y
2
2026-11-13
Fixed
5.12500000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
WASTE MANAGEMENT
94106LBL2
700000.00000000
PA
USD
689111.63000000
0.029336152975
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
280000.00000000
PA
USD
279907.60000000
0.011915939036
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
620000.00000000
PA
USD
625223.59000000
0.026616376913
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.57100000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAS8
2195000.00000000
PA
USD
2292733.34000000
0.097603890379
Long
DBT
CORP
FR
N
2
2025-01-10
Fixed
2.43400000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC33
N/A
CGCMT 2015-GC33 C
29425AAH6
100000.00000000
PA
USD
100332.00000000
0.004271230918
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Variable
4.72610000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CU2
500000.00000000
PA
USD
532644.68000000
0.022675202584
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAM9
1260000.00000000
PA
USD
1375264.88000000
0.058546364833
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.20000000
N
N
N
N
N
N
ALLY AUTO RECEIVABLES TRUST ALLYA_19-4
N/A
ALLYA 2019-4 A4
02007TAD7
250000.00000000
PA
USD
255502.10000000
0.010876973141
Long
ABS-CBDO
CORP
US
N
2
2025-01-15
Fixed
1.92000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_21-1
N/A
VZMT 2021-1 A
92348KAA1
1540000.00000000
PA
USD
1536891.36000000
0.065426961438
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
COMM 2012-CCRE4 Mortgage Trust
N/A
COMM 2012-CR4 AM
12624QAT0
40000.00000000
PA
USD
39994.80000000
0.001702617573
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
2210000.00000000
PA
USD
2388000.03000000
0.101659486119
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJX9
735000.00000000
PA
USD
791094.44000000
0.033677660482
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
915700.00000000
PA
USD
1000759.37000000
0.042603300672
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
162000.00000000
PA
USD
172336.32000000
0.007336524920
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
6.12500000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAG5
1169000.00000000
PA
USD
1282753.20000000
0.054608052550
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
CORP ANDINA FOM
219868CD6
1665000.00000000
PA
USD
1681234.38000000
0.071571784325
Long
DBT
CORP
N/A
N
2
2025-09-23
Fixed
1.62500000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2M6
1140000.00000000
PA
USD
1137278.66000000
0.048415059756
Long
DBT
CORP
CA
N
2
2024-11-15
Variable
0.55000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397YT4
60000.00000000
PA
USD
62545.72000000
0.002662632191
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
775000.00000000
PA
904953.22000000
0.038524739594
Long
DBT
CORP
LU
N
2
2022-07-06
Fixed
1.40000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BZ2
1400000.00000000
PA
USD
1482052.87000000
0.063092433531
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAE9
2440000.00000000
PA
USD
2558354.32000000
0.108911634093
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
70000.00000000
PA
USD
73458.45000000
0.003127197732
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
1142000.00000000
PA
USD
1163597.40000000
0.049535474140
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
1480000.00000000
PA
USD
1540258.97000000
0.065570323875
Long
DBT
CORP
IE
N
2
2024-08-14
Fixed
2.87500000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS
N/A
200000.00000000
PA
USD
200000.00000000
0.008514194710
Long
LON
CORP
US
N
2
2028-09-21
Floating
2.08240000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818DR6
400000.00000000
PA
USD
425025.46000000
0.018093747616
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
150000.00000000
PA
USD
156711.81000000
0.006671374318
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
200000.00000000
PA
USD
206022.55000000
0.008770580527
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
980000.00000000
PA
USD
1037750.87000000
0.044178064840
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAM7
300000.00000000
PA
USD
338836.00000000
0.014424578394
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.00000000
N
N
N
N
N
N
Paraguay Government International Bond
N/A
PARAGUAY
N/A
1374000.00000000
PA
USD
1429127.22000000
0.060839337085
Long
DBT
NUSS
PY
N
2
2023-01-25
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (CHILE)
N/A
-185000.00000000
NC
USD
1713.27000000
0.000072935571
N/A
DCR
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
CHILE
Y
Payout of notional amount upon default event with regard to reference instrument
2026-06-20
2557.80000000
USD
0.00000000
USD
-185000.00000000
USD
-844.53000000
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869AAB3
20000.00000000
PA
USD
20354.91000000
0.000866528335
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816CA5
500000.00000000
PA
USD
562442.00000000
0.023943703506
Long
DBT
CORP
US
N
2
2025-11-06
Fixed
4.20000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFS8
1220000.00000000
PA
USD
1207840.02000000
0.051418925546
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
10000.00000000
PA
USD
11274.10000000
0.000479949412
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
970000.00000000
PA
USD
1000260.97000000
0.042582083299
Long
DBT
CORP
GB
N
2
2022-11-30
Fixed
3.12500000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
46115HBJ5
1690000.00000000
PA
USD
1787716.76000000
0.076104842908
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
755000.00000000
PA
USD
795140.86000000
0.033849920521
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
N/A
650000.00000000
PA
995167.90000000
0.042365266350
Long
DBT
CORP
FR
N
2
2023-12-18
Fixed
7.37500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RAQ2
1452000.00000000
PA
USD
1457034.58000000
0.062027380569
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
1055000.00000000
PA
USD
1080139.83000000
0.045982604135
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
2.25000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2
N/A
HAROT 2021-2 A3
43811JAC1
960000.00000000
PA
USD
958779.94000000
0.040816195467
Long
ABS-CBDO
CORP
US
N
2
2025-08-15
Fixed
0.33000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055AP7
175000.00000000
PA
USD
188213.02000000
0.008012411496
Long
DBT
CORP
US
N
2
2025-03-17
Fixed
3.25000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WCZ2
1500000.00000000
PA
USD
1567095.12000000
0.066712764907
Long
DBT
CORP
US
N
2
2024-06-27
Fixed
2.40000000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL
552081AK7
1255000.00000000
PA
USD
1394417.32000000
0.059361702850
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
200000.00000000
PA
USD
205009.98000000
0.008727474436
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
380000.00000000
PA
USD
392228.89000000
0.016697565702
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
2.03000000
N
N
N
N
N
N
Shire Acquisitions Investments Ireland DAC
549300XK5HGW68R8K327
SHIRE ACQ INV IE
82481LAD1
1620000.00000000
PA
USD
1749334.58000000
0.074470876138
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FS8
300000.00000000
PA
USD
319128.17000000
0.013585596884
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057BW3
500000.00000000
PA
USD
539864.16000000
0.022982542877
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.87500000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-A A3
80286KAC6
770000.00000000
PA
USD
778394.54000000
0.033137013375
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
19049000.00000000
NC
USD
28738.46000000
0.001223424220
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
19049000.00000000
0.60250000
USD
2023-01-13
XXXX
-52219.79000000
N
N
N
UBS-Barclays Commercial Mortgage Trust 2013-C6
549300G1IXWLFE766Q13
UBSBB 2013-C6 AS
90349GBH7
50000.00000000
PA
USD
51487.50000000
0.002191873000
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
100000.00000000
PA
USD
114034.00000000
0.004854538398
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.15500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAL7
1189000.00000000
PA
USD
1239108.51000000
0.052750055607
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325BQ7
6720000.00000000
PA
USD
7031288.48000000
0.299328795918
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AJ2
545000.00000000
PA
USD
567951.70000000
0.024178256799
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBN0
2820000.00000000
PA
USD
3056487.37000000
0.130117642990
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.37500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
155000.00000000
PA
USD
173179.60000000
0.007372424171
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
90000.00000000
PA
USD
99703.70000000
0.004244483575
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
810000.00000000
PA
USD
819889.57000000
0.034903497200
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
1780000.00000000
PA
USD
1855454.16000000
0.078988489972
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.15000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55607PAF2
855000.00000000
PA
USD
850994.80000000
0.036227677123
Long
DBT
CORP
AU
Y
2
2027-09-23
Variable
1.62900000
N
N
N
N
N
N
Cleveland-Cliffs Inc
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS
185899AH4
155000.00000000
PA
USD
160806.15000000
0.006845674358
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.87500000
N
N
N
N
N
N
CSAIL 2016-C7 Commercial Mortgage Trust
5493006MX7HG5PC85C29
CSAIL 2016-C7 A5
12637UAW9
123000.00000000
PA
USD
133597.68000000
0.005687383301
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.50200000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAY3
2215000.00000000
PA
USD
2349434.40000000
0.100017709704
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.75000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
N/A
600000.00000000
PA
446400.23000000
0.019003692384
Long
DBT
CORP
AU
N
2
2029-08-27
Floating
1.99000000
N
N
N
N
N
N
COMM 2014-CCRE15 Mortgage Trust
N/A
COMM 2014-CR15 A4
12591RBA7
400000.00000000
PA
USD
427996.00000000
0.018220206396
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
750000.00000000
PA
USD
767443.13000000
0.032670801189
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
185000.00000000
PA
USD
204015.54000000
0.008685140157
Long
DBT
NUSS
DO
N
2
2024-01-28
Fixed
6.60000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
660000.00000000
PA
483322.88000000
0.020575525541
Long
DBT
CORP
FR
N
2
2023-04-26
Floating
1.12500000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ OMX GROUP
631103AF5
100000.00000000
PA
USD
108376.53000000
0.004613694392
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468V4
1375000.00000000
PA
USD
1350856.44000000
0.057507273779
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
75705.73000000
PA
USD
77219.84000000
0.003287323766
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
640000.00000000
PA
USD
673356.80000000
0.028665454523
Long
ABS-MBS
CORP
US
Y
2
2036-10-10
Fixed
3.68000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Dec21
N/A
434.00000000
NC
USD
-53436.10000000
-0.00227482679
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 2 Year US Treasury Note Future
2021-12-31
95557170.69000000
USD
-53436.10000000
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH
071734AN7
40000.00000000
PA
USD
41477.53000000
0.001765738832
Long
DBT
CORP
CA
Y
2
2028-06-01
Fixed
4.87500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_20-C
N/A
FORDO 2020-C C
34533YAG5
170000.00000000
PA
USD
169860.02000000
0.007231106418
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
2065000.00000000
PA
USD
2088271.19000000
0.088899737598
Long
DBT
CORP
GB
N
2
2023-03-17
Variable
2.85800000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BX7
565000.00000000
PA
USD
570522.07000000
0.024287679952
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
N/A
291000.00000000
PA
217854.70000000
0.009274286671
Long
DBT
CORP
GB
N
2
2024-02-16
Variable
3.35000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DD4
200000.00000000
PA
USD
200423.12000000
0.008532207340
Long
DBT
CORP
US
N
2
2023-02-04
Fixed
1.16700000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAF9
220000.00000000
PA
USD
231975.59000000
0.009875426706
Long
DBT
CORP
US
N
2
2025-03-06
Fixed
2.70900000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
1600000.00000000
PA
USD
1754646.05000000
0.074696990587
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
D.R. HORTON
23331ABQ1
720000.00000000
PA
USD
712253.12000000
0.030321308733
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.30000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BL7
100000.00000000
PA
USD
97775.20000000
0.004162385453
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2017-P8
N/A
CGCMT 2017-P8 C
17326DAH5
40000.00000000
PA
USD
43450.00000000
0.001849708800
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Variable
4.40810000
N
N
N
N
N
N
Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer
N/A
ALLIANT HOLDINGS
01883LAB9
40000.00000000
PA
USD
40676.82000000
0.001731651828
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
1000000.00000000
PA
1447775.98000000
0.061633232953
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
370000.00000000
PA
USD
377804.60000000
0.016083509634
Long
ABS-CBDO
CORP
US
Y
2
2029-03-15
Fixed
2.75000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-3
N/A
CARMX 2021-3 A3
14317DAC4
1160000.00000000
PA
USD
1158999.73000000
0.049339746852
Long
ABS-CBDO
CORP
US
N
2
2026-06-15
Fixed
0.55000000
N
N
N
N
N
N
Corp Financiera de Desarrollo SA
254900BOM7T4MG6T0J30
COFIDE
21987DAE4
50000.00000000
PA
USD
49731.69000000
0.002117126459
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
2053000.00000000
PA
USD
2270190.26000000
0.096644209516
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
2040000.00000000
PA
USD
2147732.03000000
0.091431043445
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAP8
360000.00000000
PA
USD
377676.09000000
0.016078038838
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Toll Brothers Finance Corp
N/A
TOLL BR FIN CORP
88947EAS9
140000.00000000
PA
USD
158016.64000000
0.006726922202
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Utah Acquisition Sub Inc
254900JOFV74IJ7H9933
MYLAN NV
62854AAN4
1000000.00000000
PA
USD
1101401.44000000
0.046887731572
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC/Reynolds Gro
N/A
PACTIV EVERGREEN
76174LAA1
235000.00000000
PA
USD
232950.81000000
0.009916942771
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
Stellantis Finance US Inc
549300QZ0AI8Q7LNON33
STELLANTIS FIN
85855CAA8
355000.00000000
PA
USD
353888.27000000
0.015065368182
Long
DBT
CORP
US
Y
2
2027-01-29
Fixed
1.71100000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214DF7
95000.00000000
PA
USD
104806.74000000
0.004461724956
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
4.32200000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_18-2
N/A
FORDR 2018-2 C
34528HAC8
140000.00000000
PA
USD
147142.70000000
0.006264007990
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
1110000.00000000
PA
815097.95000000
0.034699513271
Long
DBT
CORP
CA
N
2
2024-07-10
Floating
1.02500000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531GAA9
100000.00000000
PA
USD
101418.67000000
0.004317491518
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.95000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAS8
625000.00000000
PA
USD
625005.96000000
0.026607112193
Long
DBT
CORP
US
N
2
2023-03-24
Fixed
0.90000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903AS2
190000.00000000
PA
USD
203031.01000000
0.008643227756
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.12500000
N
N
N
N
N
N
WaMu Mortgage Pass-Through Certificates Series 2003-AR9 Trust
N/A
WAMU 2003-AR9 1A7
92922FBW7
5829.75000000
PA
USD
5806.50000000
0.000247188357
Long
ABS-MBS
CORP
US
N
2
2033-09-25
Variable
2.51430000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
969457BW9
2770000.00000000
PA
USD
3022742.64000000
0.128681096982
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
1455200.00000000
PA
USD
1584421.76000000
0.067450376840
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
2729000.00000000
PA
USD
2968100.43000000
0.126354924905
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-A
N/A
WOART 2019-A A4
98162YAE3
230000.00000000
PA
USD
237274.58000000
0.010101009869
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
678000.00000000
PA
USD
695977.76000000
0.029628450813
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
900000.00000000
PA
USD
944260.53000000
0.040198090048
Long
DBT
CORP
US
N
2
2024-05-05
Fixed
2.60000000
N
N
N
N
N
N
LAUREL ROAD PRIME STUDENT LOAN TRUST LRB_18-B
N/A
LRB 2018-B A2FX
51888RAB6
221699.42000000
PA
USD
228098.57000000
0.009710378190
Long
ABS-CBDO
CORP
US
Y
2
2043-05-26
Fixed
3.54000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AZ0
195000.00000000
PA
USD
211179.17000000
0.008990102860
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HCA1
609000.00000000
PA
USD
652031.87000000
0.027757631492
Long
DBT
CORP
US
N
2
2024-01-29
Fixed
3.90000000
N
N
N
N
N
N
COMM 2012-CCRE4 Mortgage Trust
N/A
COMM 2012-CR4 A3
12624QAR4
262397.45000000
PA
USD
267403.99000000
0.011383648185
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
1060000.00000000
PA
USD
1107637.59000000
0.047153210549
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Brazilian Government International Bond
N/A
BRAZIL REP OF
105756CC2
376000.00000000
PA
USD
364736.83000000
0.015527201943
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
450000.00000000
PA
USD
495343.20000000
0.021087242266
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
387000.00000000
PA
USD
411481.09000000
0.017517150599
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
3485000.00000000
PA
USD
3500799.28000000
0.149032433559
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
192109.57000000
PA
USD
192850.44000000
0.008209830980
Long
ABS-CBDO
CORP
US
N
2
2030-02-25
Floating
0.94700000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DG9
2446000.00000000
PA
USD
2530468.62000000
0.107724512696
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
354300.00000000
PA
USD
377209.04000000
0.016058156065
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
171585.16000000
PA
USD
171971.84000000
0.007321008652
Long
ABS-MBS
CORP
AU
Y
2
2060-01-16
Floating
0.96460000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CS4
1210000.00000000
PA
USD
1294855.58000000
0.055123262649
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
101000.00000000
PA
USD
110026.25000000
0.004683924578
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.50000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680BA0
735000.00000000
PA
USD
753525.06000000
0.032078295400
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
1150000.00000000
PA
USD
1176374.81000000
0.050079420923
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.95000000
N
N
N
N
N
N
Aviva PLC
YF0Y5B0IB8SM0ZFG9G81
CGNU PLC
N/A
240000.00000000
PA
387730.86000000
0.016506080186
Long
DBT
CORP
GB
N
2
2036-11-14
Variable
6.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211001
N/A
1.00000000
NC
3529.35000000
0.000150247865
N/A
DFE
N/A
N
2
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
1440497.94000000
EUR
1672130.01000000
USD
2021-10-01
3529.35000000
N
N
N
Nomura Holdings Inc
549300B3CEAHYG7K8164
NOMURA HOLDINGS
65535HAR0
815000.00000000
PA
USD
825944.24000000
0.035161250396
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
200000.00000000
PA
USD
208582.88000000
0.008879576267
Long
DBT
NUSS
BM
Y
2
2023-01-03
Fixed
4.13800000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBL8
3577000.00000000
PA
USD
3701026.39000000
0.157556296564
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034WAA4
1500000.00000000
PA
USD
1566206.97000000
0.066674955496
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
100000.00000000
PA
122014.85000000
0.005194290952
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
300000.00000000
PA
USD
299997.90000000
0.012771202666
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
300000.00000000
PA
USD
319025.27000000
0.013581216331
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.75000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBL1
35000.00000000
PA
USD
35475.59000000
0.001510230403
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
3.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJK6
1000000.00000000
PA
USD
991591.69000000
0.042213023609
Long
DBT
CORP
US
N
2
2026-10-24
Variable
1.19700000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE ENERGY CO
233331BG1
1125000.00000000
PA
USD
1115834.91000000
0.047502178442
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
1790000.00000000
PA
USD
1847499.15000000
0.078649837452
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.16400000
N
N
N
N
N
N
Korea Western Power Co Ltd
988400RVE88N2VK8UE98
KOREA WESTERN PW
N/A
304000.00000000
PA
USD
308690.17000000
0.013141241062
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
220000.00000000
PA
USD
222519.00000000
0.009472850463
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.89000000
N
N
N
N
N
N
Luminor Bank AS/Estonia
213800JD2L89GGG7LF07
LUMINOR BANK
N/A
156000.00000000
PA
182720.45000000
0.007778587444
Long
DBT
CORP
EE
N
2
2024-12-03
Variable
0.79200000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
639057AC2
700000.00000000
PA
USD
699549.51000000
0.029780503688
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64200000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAL6
190000.00000000
PA
USD
211530.09000000
0.009005041866
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20211027
N/A
1.00000000
NC
0.10000000
0.000000004257
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3015.90000000
USD
3820.22000000
CAD
2021-10-27
0.10000000
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148YAC2
1967000.00000000
PA
USD
1970483.91000000
0.083885418417
Long
DBT
CORP
US
N
2
2022-10-31
Variable
2.87600000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2
N/A
GMCAR 2021-2 B
380149AE4
230000.00000000
PA
USD
231121.25000000
0.009839056621
Long
ABS-CBDO
CORP
US
N
2
2026-12-16
Fixed
1.09000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_19-1A
N/A
HPEFS 2019-1A D
40438DAF6
100000.00000000
PA
USD
102242.17000000
0.004352548714
Long
ABS-CBDO
CORP
US
Y
2
2029-09-20
Fixed
2.72000000
N
N
N
N
N
N
Vanguard Short-Term Corporate Bond ETF
GW69FWO1NUHCKLV98X51
VANGUARD-S/T COR
92206C409
32236.00000000
NS
USD
2656568.76000000
0.113092718421
Long
EC
RF
US
N
1
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDY4
685000.00000000
PA
USD
684908.21000000
0.029157209293
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.75000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBU8
500000.00000000
PA
USD
501253.99000000
0.021338870351
Long
DBT
CORP
US
Y
2
2024-08-12
Fixed
0.75000000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC
77578JAB4
90000.00000000
PA
USD
91335.38000000
0.003888236046
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
200000.00000000
PA
USD
214255.64000000
0.009121071183
Long
DBT
CORP
NL
N
2
2024-04-09
Fixed
3.55000000
N
N
N
N
N
N
Gosforth Funding 2018-1 plc
213800GD24WOLHNGMP34
GFUND 2018-1A A1
38312RAA1
112414.62000000
PA
USD
112549.78000000
0.004791353707
Long
ABS-MBS
CORP
GB
Y
2
2060-08-25
Floating
0.57920000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
N/A
641000.00000000
PA
468821.85000000
0.019958202576
Long
DBT
CORP
JP
N
2
2023-03-07
Floating
1.21160000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BF9
1220000.00000000
PA
USD
1336242.56000000
0.056885146680
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
N
Spectra Energy Partners LP
2HKVXE7U4NF5B6UGSU72
SPECTRA PARTNERS
84756NAH2
596000.00000000
PA
USD
645746.11000000
0.027490040570
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC25
N/A
CGCMT 2014-GC25 A4
17322YAD2
651200.00000000
PA
USD
700313.50000000
0.029813027486
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.63500000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3
N/A
GMCAR 2021-3 A3
380140AC7
780000.00000000
PA
USD
779034.83000000
0.033164271144
Long
ABS-CBDO
CORP
US
N
2
2026-06-16
Fixed
0.48000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DN5
1500000.00000000
PA
USD
1484822.57000000
0.063210342356
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.75000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINE
00253XAA9
240000.00000000
PA
USD
252222.82000000
0.010737370999
Long
DBT
CORP
N/A
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
445545AH9
3074000.00000000
PA
USD
3277990.73000000
0.139547256670
Long
DBT
NUSS
HU
N
2
2023-02-21
Fixed
5.37500000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAT3
10000.00000000
PA
USD
12252.66000000
0.000521607664
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
2814000.00000000
PA
USD
2877052.96000000
0.122478945467
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55400000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AY0
815000.00000000
PA
USD
815045.69000000
0.034697288512
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BS7
1775000.00000000
PA
USD
1869288.98000000
0.079577451728
Long
DBT
CORP
GB
N
2
2024-05-18
Variable
3.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MR9
1345000.00000000
PA
USD
1371354.39000000
0.058379891467
Long
DBT
CORP
US
N
2
2024-05-15
Variable
1.67800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDU6
800000.00000000
PA
USD
844757.79000000
0.035962161535
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2010-C2
N/A
JPMCC 2010-C2 D
46635GAQ3
170000.00000000
PA
USD
146487.30000000
0.006236106974
Long
ABS-MBS
CORP
US
Y
2
2043-11-15
Variable
5.87220000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARAB OIL
N/A
400000.00000000
PA
USD
416500.00000000
0.017730810484
Long
DBT
CORP
SA
N
2
2024-04-16
Fixed
2.87500000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
654740BS7
1000000.00000000
PA
USD
1002187.73000000
0.042664107348
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
N/A
AH4R 2014-SFR2 A
02665UAA3
263797.57000000
PA
USD
278607.17000000
0.011860578465
Long
ABS-CBDO
CORP
US
Y
2
2036-10-17
Fixed
3.78600000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2
N/A
GMALT 2021-2 B
380144AE5
370000.00000000
PA
USD
370123.91000000
0.015756535183
Long
ABS-CBDO
CORP
US
N
2
2025-05-20
Fixed
0.69000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CG2
3051000.00000000
PA
USD
3115567.82000000
0.132632755264
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
400000.00000000
PA
USD
417837.85000000
0.017787764061
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
641300.00000000
PA
USD
688403.49000000
0.029306006765
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
550000.00000000
PA
USD
603639.39000000
0.025697516506
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
467150.46000000
PA
USD
498823.26000000
0.021235391808
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
330000.00000000
PA
USD
353360.31000000
0.015042892411
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BM4
50000.00000000
PA
USD
51587.48000000
0.002196129246
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.25000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DE2
6800000.00000000
PA
USD
6809790.23000000
0.289899399776
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
445556.76000000
0.018967785045
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
28495593.94000000
EUR
33470725.17000000
USD
2021-10-27
445556.76000000
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2
N/A
GMCAR 2021-2 A3
380149AC8
410000.00000000
PA
USD
410524.06000000
0.017476408900
Long
ABS-CBDO
CORP
US
N
2
2026-04-16
Fixed
0.51000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
SANTANDER UK PLC
80283LAJ2
1730000.00000000
PA
USD
1867788.15000000
0.079513559934
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
110000.00000000
PA
USD
120868.00000000
0.005145468431
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Fixed
3.63100000
N
N
N
N
N
N
Peruvian Government International Bond
N/A
REPUBLIC OF PERU
715638DE9
113000.00000000
PA
USD
115479.52000000
0.004916075591
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FA1
1440000.00000000
PA
USD
1525010.77000000
0.064921193156
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
350000.00000000
PA
USD
380023.00000000
0.016177949082
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
640000.00000000
PA
USD
661676.80000000
0.028168225552
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
1713000.00000000
PA
USD
1810767.13000000
0.077086119600
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
300000.00000000
PA
USD
301010.03000000
0.012814290026
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
Lithuania Government International Bond
N/A
LITHUANIA
N/A
880000.00000000
PA
USD
898143.75000000
0.038234853827
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
700000.00000000
PA
USD
716791.67000000
0.030514519225
Long
DBT
NUSS
GT
N
2
2022-06-06
Fixed
5.75000000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAP5
340000.00000000
PA
USD
363491.40000000
0.015474182775
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.25000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
654740BQ1
1000000.00000000
PA
USD
997905.57000000
0.042481811627
Long
DBT
CORP
US
Y
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT LLC AH4R_14-SFR2
N/A
AH4R 2014-SFR2 B
02665UAB1
80000.00000000
PA
USD
84653.60000000
0.003603786166
Long
ABS-CBDO
CORP
US
Y
2
2036-10-17
Fixed
4.29000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
N/A
500000.00000000
PA
590888.83000000
0.025154712754
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
1718000.00000000
PA
USD
1786464.14000000
0.076051517655
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
1065000.00000000
PA
USD
1136642.55000000
0.048387979934
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
937000.00000000
PA
USD
944974.90000000
0.040228501475
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
1505000.00000000
PA
1806804.71000000
0.076917435523
Long
DBT
CORP
US
N
2
2025-09-02
Fixed
1.12500000
N
N
N
N
N
N
Development Bank of Kazakhstan JSC
213800LCDPGJ1BI7KX98
KAZAKH DEVELOPME
N/A
1160000.00000000
PA
USD
1199960.14000000
0.051083471383
Long
DBT
CORP
KZ
N
2
2022-12-10
Fixed
4.12500000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2
N/A
GMCAR 2021-2 A4
380149AD6
330000.00000000
PA
USD
331578.69000000
0.014115627642
Long
ABS-CBDO
CORP
US
N
2
2026-10-16
Fixed
0.82000000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CROWNROCK LP/CR
228701AF5
85000.00000000
PA
USD
87168.89000000
0.003710864510
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
805000.00000000
PA
946730.75000000
0.040303249719
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
995000.00000000
PA
USD
1062710.41000000
0.045240616757
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.15000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3
N/A
CRVNA 2021-P3 A4
14687JAF6
290000.00000000
PA
USD
289068.09000000
0.012305910014
Long
ABS-CBDO
CORP
US
N
2
2027-06-10
Fixed
1.03000000
N
N
N
N
N
N
MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_19-1
N/A
MBART 2019-1 A4
58769TAE5
590000.00000000
PA
USD
604320.89000000
0.025726528625
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
2.04000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAN3
1740000.00000000
PA
USD
1743954.67000000
0.074241848132
Long
DBT
CORP
GB
N
2
2024-05-11
Variable
0.69500000
N
N
N
N
N
N
Cenovus Energy Inc/CA
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY
15135UAS8
3403000.00000000
PA
USD
3852799.86000000
0.164017440941
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
815000.00000000
PA
976132.85000000
0.041554925740
Long
DBT
CORP
US
N
2
2023-06-23
Fixed
1.87500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAW0
1060000.00000000
PA
USD
1156297.68000000
0.049224717953
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
DBGS 2018-C1 Mortgage Trust
N/A
DBGS 2018-C1 A4
23307DBA0
410000.00000000
PA
USD
476116.60000000
0.020268747186
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
N/A
430000.00000000
PA
318100.50000000
0.013541847972
Long
DBT
CORP
AU
N
2
2022-09-15
Fixed
4.00000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AC9
1750000.00000000
PA
USD
1760850.19000000
0.074961106867
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.60000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2016-BNK2
N/A
MSC 2016-BNK2 A4
61690YBU5
400000.00000000
PA
USD
428448.00000000
0.018239448476
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Fixed
3.04900000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
DOLLAR TREE
256746AF5
1211000.00000000
PA
USD
1269470.25000000
0.054042584437
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.70000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAJ8
85000.00000000
PA
USD
86279.65000000
0.003673008698
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCT4
416000.00000000
PA
USD
425050.04000000
0.018094794011
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
230000.00000000
PA
USD
230031.74000000
0.009792675119
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
479200.00000000
PA
USD
518010.41000000
0.022052207463
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.91700000
N
N
N
N
N
N
Dover Corp
549300FMC2ALGA7N9E80
DOVER CORP
260003AM0
210000.00000000
PA
USD
225491.10000000
0.009599375654
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABF4
175000.00000000
PA
USD
183737.56000000
0.007821886807
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCO INC
96145DAB1
1235000.00000000
PA
USD
1307451.67000000
0.055659490464
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
2340000.00000000
PA
USD
2454919.72000000
0.104508322472
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 AS
46641JBA3
300000.00000000
PA
USD
320178.00000000
0.013630289169
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
599900.00000000
PA
USD
640915.16000000
0.027284382325
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
470000.00000000
PA
USD
480750.45000000
0.020466014692
Long
ABS-CBDO
CORP
US
Y
2
2024-11-20
Fixed
2.52000000
N
N
N
N
N
N
N/A
N/A
SCDS: (INDON)
N/A
-840000.00000000
NC
USD
10428.18000000
0.000443937774
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
2026-06-20
4663.57000000
USD
0.00000000
USD
-840000.00000000
USD
5764.61000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174467X1
2095000.00000000
PA
USD
2393883.93000000
0.101909969470
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
250000.00000000
PA
USD
268552.50000000
0.011432541374
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
240000.00000000
PA
USD
262751.82000000
0.011185600779
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
1540000.00000000
PA
USD
1633360.78000000
0.069533758566
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
1410000.00000000
PA
USD
1497930.91000000
0.063768377152
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.IG.37.V1)
N/A
-46505000.00000000
NC
USD
1113269.80000000
0.047392979212
N/A
DCR
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.37.V1)
2I65BYDZ5
Y
Payout of notional amount upon default event with regard to reference instrument
2026-12-20
1168088.54000000
USD
0.00000000
USD
-46505000.00000000
USD
-54818.74000000
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAR8
3172000.00000000
PA
USD
3394462.80000000
0.144505586082
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.35000000
N
N
N
N
N
N
Benchmark 2019-B10 Mortgage Trust
N/A
BMARK 2019-B10 ASB
08162VAC2
177000.00000000
PA
USD
194921.25000000
0.008297987378
Long
ABS-MBS
CORP
US
N
2
2062-03-15
Fixed
3.61500000
N
N
N
N
N
N
RESIMAC Bastille Trust Series 2018-1NC
N/A
RESI 2018-1NCA A1
76118VAA8
240570.87000000
PA
USD
240971.11000000
0.010258374750
Long
ABS-MBS
CORP
AU
Y
2
2059-12-05
Floating
0.93290000
N
N
N
N
N
N
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C13
N/A
JPMCC 2013-C13 A4
46640JAR8
77100.23000000
PA
USD
80798.73000000
0.003439680597
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
897000.00000000
PA
USD
970754.12000000
0.041325947968
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
661000.00000000
PA
USD
669456.62000000
0.028499420064
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
1120000.00000000
PA
USD
1218462.07000000
0.051871116556
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAM1
50000.00000000
PA
USD
51231.42000000
0.002180971425
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023BP9
348000.00000000
PA
USD
360558.00000000
0.015349305081
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.60000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
581557AZ8
1900000.00000000
PA
USD
1941732.46000000
0.082661441199
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
1100000.00000000
PA
USD
1180768.63000000
0.050266470118
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
185000.00000000
PA
USD
202632.35000000
0.008626256412
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
440000.00000000
PA
USD
454208.66000000
0.019336104851
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
420000.00000000
PA
USD
446323.11000000
0.019000409311
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAA4
435000.00000000
PA
USD
443261.60000000
0.018870077850
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
2856000.00000000
PA
USD
3066713.77000000
0.130552990794
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
210000.00000000
PA
USD
210282.58000000
0.008951934151
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
1340000.00000000
PA
USD
1339990.24000000
0.057044689067
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAM5
900000.00000000
PA
USD
887421.85000000
0.037778412105
Long
DBT
CORP
US
N
2
2027-01-28
Variable
1.12200000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
PACKAGING CORP
695156AR0
11000.00000000
PA
USD
11821.80000000
0.000503265535
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
105000.00000000
PA
USD
106039.39000000
0.004514200067
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDS7
3400000.00000000
PA
USD
3382224.90000000
0.143984606764
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
0.55000000
N
N
N
N
N
N
AUSTRALIAN GAS NETWORKS LTD
213800FSBEPXHNIOUB98
AGIAGN 7/1/2024
BVN09Z2C1
500000.00000000
PA
356897.19000000
0.015193460836
Long
DBT
CORP
AU
N
2
2024-07-01
Floating
0.49000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3
N/A
SDART 2020-3 C
80285WAF4
400000.00000000
PA
USD
402499.08000000
0.017134777689
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
100000.00000000
PA
120548.63000000
0.005131872539
Long
DBT
CORP
LU
N
2
2024-11-22
Fixed
2.25000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDUSTRIES
693506BU0
955000.00000000
PA
USD
949661.92000000
0.040428032479
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAM0
750000.00000000
PA
USD
792706.74000000
0.033746297663
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
1823000.00000000
PA
USD
1959320.20000000
0.083410168414
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
EnLink Midstream Partners LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTREAM
29336UAF4
85000.00000000
PA
USD
89205.83000000
0.003797579029
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.85000000
N
N
N
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
PHOENIX GRP
N/A
490000.00000000
PA
787577.83000000
0.033527954971
Long
DBT
CORP
GB
N
2
2025-12-18
Fixed
6.62500000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
JEFFERIES GROUP
472319AL6
550000.00000000
PA
USD
581656.15000000
0.024761668578
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
660000.00000000
PA
USD
657311.85000000
0.027982405381
Long
DBT
CORP
US
Y
2
2024-01-07
Fixed
0.40000000
N
N
N
N
N
N
VERIZON MASTER TRUST VZMT_21-1
N/A
VZMT 2021-1 B
92348KAB9
730000.00000000
PA
USD
728160.04000000
0.030998481804
Long
ABS-CBDO
CORP
US
N
2
2027-05-20
Fixed
0.69000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_20-1
N/A
DRIVE 2020-1 D
26208QAG2
180000.00000000
PA
USD
184852.58000000
0.007869354294
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
125000.00000000
PA
USD
141060.54000000
0.006005084517
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MMC)
N/A
-100000.00000000
NC
USD
3387.03000000
0.000144189164
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MARSH & MCLENNAN
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
3012.30000000
USD
0.00000000
USD
-100000.00000000
USD
374.73000000
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
780097BD2
510000.00000000
PA
USD
540933.12000000
0.023028049544
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
530000.00000000
PA
USD
562043.80000000
0.023926751744
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
250000.00000000
PA
USD
266811.27000000
0.011358415518
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBQ8
290000.00000000
PA
USD
289094.99000000
0.012307055173
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 A3
17322VAS5
221237.62000000
PA
USD
232047.29000000
0.009878479045
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
2860000.00000000
PA
USD
2986641.34000000
0.127144229494
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
1545000.00000000
PA
USD
1669250.63000000
0.071061624421
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.75000000
N
N
N
N
N
N
GMACM Mortgage Loan Trust 2005-AR6
N/A
GMACM 2005-AR6 3A1
36185MBL5
19205.24000000
PA
USD
17794.57000000
0.000757532168
Long
ABS-MBS
CORP
US
N
2
2035-11-19
Variable
3.00040000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C30
N/A
JPMBB 2015-C30 A4
46644UAZ1
580000.00000000
PA
USD
621580.20000000
0.026461274254
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
870000.00000000
PA
USD
931335.00000000
0.039647837653
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
269700.00000000
PA
USD
289549.92000000
0.012326421986
Long
ABS-MBS
CORP
US
N
2
2048-11-15
Fixed
3.59820000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2
N/A
GMALT 2021-2 C
380144AF2
360000.00000000
PA
USD
361376.42000000
0.015384146018
Long
ABS-CBDO
CORP
US
N
2
2025-05-20
Fixed
1.01000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816BY4
70000.00000000
PA
USD
70000.00000000
0.002979968148
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
1000000.00000000
PA
USD
1039861.65000000
0.044267922799
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
2710000.00000000
PA
USD
2864166.91000000
0.121930373774
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
Penn National Gaming Inc
N/A
PENN NATL GAMING
707569AS8
35000.00000000
PA
USD
36226.30000000
0.001542188859
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJG5
1700000.00000000
PA
USD
1702047.21000000
0.072457806761
Long
DBT
CORP
US
N
2
2025-09-25
Variable
0.98100000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS
68268NAJ2
345000.00000000
PA
USD
352230.68000000
0.014994802962
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.37500000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAM7
2013000.00000000
PA
USD
2143020.09000000
0.091230451572
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
355000.00000000
PA
USD
373637.50000000
0.015906112130
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
1605000.00000000
PA
USD
1737362.83000000
0.073961227086
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.84400000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BW2
2800000.00000000
PA
USD
2800267.93000000
0.119210131986
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
639000.00000000
PA
USD
682234.29000000
0.029043377915
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-3
N/A
CARMX 2019-3 A3
14315PAD7
1203705.85000000
PA
USD
1218835.35000000
0.051887007449
Long
ABS-CBDO
CORP
US
N
2
2024-08-15
Fixed
2.18000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAP0
900000.00000000
PA
USD
1030439.14000000
0.043866797375
Long
DBT
CORP
GB
N
2
2026-05-12
Fixed
5.20000000
N
N
N
N
N
N
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
N/A
MILEAGE PLUS HLD
599191AA1
4350500.00000000
PA
USD
4733763.21000000
0.201520908414
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
JPMCC Commercial Mortgage Securities Trust 2017-JP6
N/A
JPMCC 2017-JP6 A5
48128KAU5
75000.00000000
PA
USD
82011.75000000
0.003491320040
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.48980000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAW4
150000.00000000
PA
USD
159344.75000000
0.006783461137
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-4
N/A
CARMX 2021-4 A4
14317JAE7
210000.00000000
PA
USD
208866.59000000
0.008891654078
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
0.82000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406HCS6
230000.00000000
PA
USD
245861.95000000
0.010466582570
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
3.65000000
N
N
N
N
N
N
COMM 2014-CR14 Mortgage Trust
N/A
COMM 2014-CR14 A4
12630DAY0
470000.00000000
PA
USD
502824.80000000
0.021405741262
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.23600000
N
N
N
N
N
N
GM FINANCIAL REVOLVING RECEIVABLES TRUST GMREV_21-1
N/A
GMREV 2021-1 C
36263HAC2
100000.00000000
PA
USD
99994.44000000
0.004256860660
Long
ABS-CBDO
CORP
US
Y
3
2034-06-12
Fixed
1.67000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EAR0
400000.00000000
PA
USD
410901.76000000
0.017492487957
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
-665000.00000000
NC
USD
4416.22000000
0.000188002784
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
827.91000000
USD
0.00000000
USD
-665000.00000000
USD
3588.31000000
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C9
549300PFVBG5704L7K74
MSBAM 2013-C9 A4
61762DAW1
95000.00000000
PA
USD
97854.75000000
0.004165771974
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
980000.00000000
PA
USD
1037607.93000000
0.044171979745
Long
DBT
CORP
US
N
2
2023-10-06
Fixed
3.55000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JE1
170000.00000000
PA
USD
180332.55000000
0.007676932216
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.10000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406HCV9
620000.00000000
PA
USD
662863.42000000
0.028218741121
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
65480CAB1
1290000.00000000
PA
USD
1287784.28000000
0.054822230524
Long
DBT
CORP
US
Y
2
2024-09-16
Fixed
1.12500000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAD5
565000.00000000
PA
USD
610767.49000000
0.026000966663
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUN
05348EAY5
200000.00000000
PA
USD
214649.68000000
0.009137845850
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.90000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
VTRS 0 12/15/2021
92557MZF5
1000000.00000000
PA
USD
998816.00000000
0.042520569519
Long
DBT
CORP
US
Y
2
2021-12-15
None
0.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAH5
1075000.00000000
PA
USD
1141560.41000000
0.048597338022
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.37500000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAK2
740000.00000000
PA
USD
786077.04000000
0.033464064879
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
COMM 2014-CCRE20 Mortgage Trust
N/A
COMM 2014-CR20 A3
12592LBH4
497996.67000000
PA
USD
523593.70000000
0.022289893554
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
460000.00000000
PA
USD
473391.95000000
0.020152756183
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
390000.00000000
PA
USD
419680.51000000
0.017866207891
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.10000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
SUNTRUST BANK
86787EBC0
3661000.00000000
PA
USD
3889188.81000000
0.165566553969
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
N/A
541000.00000000
PA
654358.35000000
0.027856672011
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
1.37500000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EM1
1831000.00000000
PA
USD
1895951.03000000
0.080712481154
Long
DBT
CORP
AU
N
2
2030-02-04
Variable
2.89400000
N
N
N
N
N
N
CTR Partnership LP / CareTrust Capital Corp
N/A
CTR PARTNERSHIP
126458AE8
108000.00000000
PA
USD
112075.40000000
0.004771158889
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
3.87500000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XAL0
700000.00000000
PA
USD
739742.09000000
0.031491540948
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.25000000
N
N
N
N
N
N
Brandywine Operating Partnership LP
IXBXSCONLDQ1ZI73YU71
BRANDYWINE OPER
105340AM5
390000.00000000
PA
USD
404884.77000000
0.017236338835
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.95000000
N
N
N
N
N
N
COPART_20-1-A1
N/A
COPAR 2020-1 A4
14043MAD3
790000.00000000
PA
USD
810251.26000000
0.034493184959
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
700000.00000000
PA
USD
726823.02000000
0.030941563561
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
198000.00000000
PA
USD
205202.14000000
0.008735654874
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
2748000.00000000
PA
USD
2932390.44000000
0.124834715865
Long
DBT
CORP
CA
N
2
2028-10-05
Variable
4.33800000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
VOYA FINANCIAL
929089AD2
1005000.00000000
PA
USD
1065493.17000000
0.045359081559
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.12500000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599CH6
35000.00000000
PA
USD
35927.06000000
0.001529449921
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
N/A
N/A
SCDS: (DOW)
N/A
-100000.00000000
NC
USD
2046.09000000
0.000087104043
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
DOW CHEMICAL CO
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1608.26000000
USD
0.00000000
USD
-100000.00000000
USD
437.83000000
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
085770AA3
195000.00000000
PA
USD
204678.43000000
0.008713360030
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DA0
280000.00000000
PA
USD
291434.01000000
0.012406629531
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
2.75000000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
INGEVITY CORP
45688CAB3
70000.00000000
PA
USD
69810.49000000
0.002971900523
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
630000.00000000
PA
503666.88000000
0.021441589427
Long
DBT
CORP
US
N
2
2024-08-27
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC26
549300V3F4KBEWHAZP46
GSMS 2014-GC26 A5
36250HAE3
330000.00000000
PA
USD
354901.80000000
0.015108515141
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
900000.00000000
PA
USD
936467.35000000
0.039866326789
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
3015000.00000000
PA
USD
2967183.73000000
0.126315900093
Long
DBT
CORP
US
N
2
2026-11-19
Variable
1.04500000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
CBS CORP
124857AP8
300000.00000000
PA
USD
321283.10000000
0.013677334352
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05583JAG7
1000000.00000000
PA
USD
1032955.11000000
0.043973904668
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
667918.61000000
PA
USD
704874.55000000
0.030007195825
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
160000.00000000
PA
USD
172249.60000000
0.007332833165
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.52500000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
MERITAGE HOMES
59001ABD3
55000.00000000
PA
USD
57739.97000000
0.002458046735
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCG8
270000.00000000
PA
USD
282159.41000000
0.012011800780
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAA5
4473000.00000000
PA
USD
5019980.85000000
0.213705471997
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
1332000.00000000
PA
USD
1354593.38000000
0.057666358953
Long
DBT
CORP
VG
N
2
2022-09-13
Fixed
2.50000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199BH7
710000.00000000
PA
USD
751707.23000000
0.032000908607
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20211027
N/A
1.00000000
NC
50.47000000
0.000002148557
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
470675.00000000
JPY
4280.33000000
USD
2021-10-27
50.47000000
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAV0
1491000.00000000
PA
USD
1523014.90000000
0.064836227027
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAN0
3140000.00000000
PA
USD
3141572.67000000
0.133739807046
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-C
N/A
SRT 2021-C A4
80286CAD2
270000.00000000
PA
USD
269003.16000000
0.011451726409
Long
ABS-CBDO
CORP
US
Y
2
2026-03-20
Fixed
0.59000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALT GAS & ELEC
059165EE6
70000.00000000
PA
USD
71043.97000000
0.003024410967
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.80000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CR8
200000.00000000
PA
268806.20000000
0.011443341630
Long
DBT
CORP
GB
N
2
2027-07-24
Variable
1.75000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14
N/A
MSBAM 2014-C14 AS
61690GAH4
450000.00000000
PA
USD
480339.00000000
0.020448498865
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
430000.00000000
PA
USD
463458.66000000
0.019729886357
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AJ4
2460000.00000000
PA
USD
2449150.42000000
0.104262717754
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2J3
1330000.00000000
PA
USD
1359691.56000000
0.057883393439
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
2.10000000
N
N
N
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
QUANTA SERVICES
74762EAG7
350000.00000000
PA
USD
350060.40000000
0.014902412030
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.95000000
N
N
N
N
N
N
MUFG Americas Holdings Corp
5493004K1ECE43Q0BX47
MUFG AMERICAS HL
553794AC2
285000.00000000
PA
USD
302284.63000000
0.012868550988
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
3.00000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZU5
70000.00000000
PA
USD
71728.50000000
0.003053552076
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCS8
1645000.00000000
PA
USD
1825413.58000000
0.077709633235
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
100000.00000000
PA
USD
102579.24000000
0.004366898113
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
2385000.00000000
PA
USD
2642725.03000000
0.112503377357
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
80281LAH8
2017000.00000000
PA
USD
2084590.68000000
0.088743054705
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
530000.00000000
PA
USD
569437.30000000
0.024241500237
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
400000.00000000
PA
USD
430921.49000000
0.018344747353
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
65000.00000000
PA
USD
65741.15000000
0.002798664757
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
200000.00000000
PA
USD
208200.83000000
0.008863312027
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B
N/A
WOART 2021-B C
98163LAF7
130000.00000000
PA
USD
130397.55000000
0.005551150652
Long
ABS-CBDO
CORP
US
N
2
2027-12-15
Fixed
1.29000000
N
N
N
N
N
N
Hastings Group Finance PLC
6354002VILB9PBA8GH72
HASTINGS GRP FIN
N/A
570000.00000000
PA
808518.78000000
0.034419431599
Long
DBT
CORP
JE
N
2
2025-05-24
Fixed
3.00000000
N
N
N
N
N
N
CD 2017-CD6 Mortgage Trust
N/A
CD 2017-CD6 A5
125039AF4
165000.00000000
PA
USD
180468.75000000
0.007682730383
Long
ABS-MBS
CORP
US
N
2
2050-11-13
Fixed
3.45600000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
INVESCO FIN PLC
46132FAD2
90000.00000000
PA
USD
98742.66000000
0.004203571167
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AD7
4554000.00000000
PA
USD
5074616.97000000
0.216031384816
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.50000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAJ4
200000.00000000
PA
USD
217227.19000000
0.009247572960
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDD3
570000.00000000
PA
USD
603165.02000000
0.025677322113
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.62500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDE6
1540000.00000000
PA
USD
1648212.72000000
0.070166020111
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
99000.00000000
PA
USD
107972.37000000
0.004596488907
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
7889000.00000000
PA
USD
8088797.21000000
0.344347972094
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Dec21
N/A
-14.00000000
NC
USD
34949.80000000
0.001487847011
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Ultra 10-Year US Treasury Note Futures
2021-12-21
-2068449.80000000
USD
34949.80000000
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AB1
1833000.00000000
PA
USD
1870964.66000000
0.079648787057
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AS7
5290000.00000000
PA
USD
5570252.09000000
0.237131054401
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
350000.00000000
PA
USD
372092.00000000
0.015840318690
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
170000.00000000
PA
USD
177940.33000000
0.007575093082
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
HOST HOTELS&RES
44107TAV8
227000.00000000
PA
USD
243412.57000000
0.010362310079
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
CK Hutchison Europe Finance 18 Ltd
2549003J58N9TB141B68
CK HUTCHISON E F
N/A
155000.00000000
PA
186768.16000000
0.007950902399
Long
DBT
CORP
KY
N
2
2025-04-13
Fixed
1.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHG8
1139000.00000000
PA
USD
1217822.91000000
0.051843906892
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
1280000.00000000
PA
USD
1278510.12000000
0.054427420504
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
155000.00000000
PA
USD
158214.79000000
0.006735357640
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.20000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DBL8
790000.00000000
PA
USD
854065.11000000
0.036358383209
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
4.55000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_18-4
N/A
SDART 2018-4 D
80285MAH2
780000.00000000
PA
USD
799457.88000000
0.034033700265
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
822000.00000000
PA
USD
890168.46000000
0.037895337967
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
2384000.00000000
PA
USD
2565625.52000000
0.109221176156
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
1285000.00000000
PA
USD
1293157.21000000
0.055050961385
Long
DBT
CORP
CH
Y
2
2024-07-30
Variable
1.00800000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABE7
35000.00000000
PA
USD
37188.39000000
0.001583145967
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
180000.00000000
PA
USD
180747.52000000
0.007694597893
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
380000.00000000
PA
USD
388223.19000000
0.016527039153
Long
DBT
CORP
US
Y
2
2023-01-21
Fixed
2.15000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BQ2
150000.00000000
PA
USD
168189.00000000
0.007159969470
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20211001
N/A
1.00000000
NC
-7.36000000
-0.00000031332
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1430.98000000
CAD
1122.42000000
USD
2021-10-01
-7.36000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJQ3
585000.00000000
PA
USD
587973.03000000
0.025030584309
Long
DBT
CORP
US
N
2
2027-03-11
Variable
1.65800000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
ASBURY AUTO GRP
043436AU8
225000.00000000
PA
USD
231520.17000000
0.009856039033
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2019-GC38
N/A
GSMS 2019-GC38 A4
36252SAV9
200000.00000000
PA
USD
227134.00000000
0.009669315506
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-B
N/A
WOART 2019-B B
98162VAF6
170000.00000000
PA
USD
175380.28000000
0.007466109261
Long
ABS-CBDO
CORP
US
N
2
2025-06-16
Fixed
2.86000000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLD
80282KAE6
560000.00000000
PA
USD
616845.93000000
0.026259731771
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.50000000
N
N
N
N
N
N
Banc of America Commercial Mortgage Trust 2015-UBS7
N/A
BACM 2015-UBS7 C
06054ABD0
40000.00000000
PA
USD
39712.80000000
0.001690612558
Long
ABS-MBS
CORP
US
N
2
2048-09-15
Variable
4.50370000
N
N
N
N
N
N
Pattern Energy Operations LP / Pattern Energy Operations Inc
N/A
PATTERN ENERGY
70339PAA7
70000.00000000
PA
USD
72961.35000000
0.003106035701
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
775000.00000000
PA
USD
788466.88000000
0.033565802695
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
200000.00000000
PA
148301.43000000
0.006313336254
Long
DBT
CORP
US
N
2
2023-10-27
Floating
1.74490000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
110000.00000000
PA
USD
133283.57000000
0.005674011333
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
1401000.00000000
PA
USD
1514059.00000000
0.064454965645
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
2Y RTR 0.630000 03-FEB-2023
N/A
19119000.00000000
NC
USD
30943.91000000
0.001317312374
N/A
DIR
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
Call
Purchased
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
N/A
N/A
SWAP2YR
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DIR
US
ICE LIBOR USD 3 Month
US0003M
2025-02-07
0.00000000
USD
0.00000000
USD
0.00000000
USD
19119000.00000000
0.63000000
USD
2023-02-03
XXXX
-56047.54000000
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BN3
2950000.00000000
PA
USD
3047465.91000000
0.129733590655
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBE9
1080000.00000000
PA
USD
1177333.44000000
0.050120230736
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
3.41000000
N
N
N
N
N
N
COMM 2014-CR14 Mortgage Trust
N/A
COMM 2014-CR14 A3
12630DAX2
50000.00000000
PA
USD
52839.50000000
0.002249428957
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
1425000.00000000
PA
USD
1485582.51000000
0.063242693742
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Dec21
N/A
-120.00000000
NC
USD
228982.55000000
0.009748010079
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 10 Year US Treasury Note
2021-12-21
-16022107.55000000
USD
228982.55000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGZ6
978000.00000000
PA
USD
1045005.55000000
0.044486903630
Long
DBT
CORP
US
N
2
2026-01-23
Variable
3.36600000
N
N
N
N
N
N
Volkswagen Financial Services NV
529900ZTQC8D1TW6BL41
VOLKSWAGEN FIN
N/A
800000.00000000
PA
1080594.15000000
0.046001944980
Long
DBT
CORP
NL
N
2
2023-09-18
Fixed
1.12500000
N
N
N
N
N
N
N/A
N/A
SCDS: (LOW)
N/A
-100000.00000000
NC
USD
3074.40000000
0.000130880201
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
LOWE'S COS INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
2582.92000000
USD
0.00000000
USD
-100000.00000000
USD
491.48000000
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
BRIT SKY BROADCA
111013AK4
1330000.00000000
PA
USD
1371559.68000000
0.058388630862
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.12500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAY1
710000.00000000
PA
USD
739395.53000000
0.031476787552
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
2.50000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B
N/A
WOART 2021-B B
98163LAE0
140000.00000000
PA
USD
139892.61000000
0.005955364600
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
1.04000000
N
N
N
N
N
N
Swedbank AB
M312WZV08Y7LYUC71685
SWEDBANK AB
87020PAL1
1070000.00000000
PA
USD
1071806.09000000
0.045627828710
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
570000.00000000
PA
USD
565160.73000000
0.024059442489
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
740000.00000000
PA
USD
753532.31000000
0.032078604039
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
1061000.00000000
PA
USD
1147089.17000000
0.048832702717
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
3.53500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BT8
1000000.00000000
PA
USD
1077507.97000000
0.045870563292
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.87500000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
AETNA INC
00817YAQ1
330000.00000000
PA
USD
354839.14000000
0.015105847644
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
3971.48000000
PA
USD
3984.80000000
0.000169636815
Long
ABS-MBS
CORP
US
N
2
2033-01-25
Variable
2.57180000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CB0
950000.00000000
PA
USD
964109.22000000
0.041043068105
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
2100000.00000000
PA
USD
2284173.19000000
0.097239476459
Long
DBT
CORP
JP
N
2
2025-03-02
Fixed
3.77700000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHV5
706000.00000000
PA
USD
750162.89000000
0.031935164549
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
498000.00000000
PA
USD
540488.44000000
0.023009119084
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBH7
1965000.00000000
PA
USD
2108278.92000000
0.089751486143
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
580000.00000000
PA
USD
621656.20000000
0.026464509648
Long
DBT
CORP
US
N
2
2024-12-03
Variable
3.77600000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAB2
845000.00000000
PA
USD
914183.56000000
0.038917684154
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KAW0
105000.00000000
PA
USD
108007.36000000
0.004597978465
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
10000.00000000
PA
USD
10736.51000000
0.000457063683
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.37500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAE5
1487000.00000000
PA
USD
1600021.00000000
0.068114451673
Long
DBT
CORP
GB
N
2
2025-03-16
Fixed
3.65000000
N
N
N
N
N
N
N/A
N/A
SCDS: (CVS)
BVN4388G4
160000.00000000
NC
USD
-321.87000000
-0.00001370231
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
CVS HEALTH CORP
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
0.00000000
USD
-226.88000000
USD
160000.00000000
USD
-94.99000000
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBF6
150000.00000000
PA
USD
171469.78000000
0.007299635469
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
5.75000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XAX2
245000.00000000
PA
USD
251493.73000000
0.010706332928
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851DY7
175000.00000000
PA
USD
178169.52000000
0.007584849923
Long
DBT
CORP
US
Y
2
2023-03-10
Fixed
1.75000000
N
N
N
N
N
N
Quest Diagnostics Inc
8MCWUBXQ0WE04KMXBX50
QUEST DIAGNOSTIC
74834LAX8
345000.00000000
PA
USD
371391.14000000
0.015810482398
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
3.50000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WCQ2
3000000.00000000
PA
USD
3189005.04000000
0.135759049215
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
604053.44000000
PA
USD
634395.04000000
0.027006814469
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.19000000
N
N
N
N
N
N
DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1
N/A
DRIVE 2021-1 C
262108AE3
510000.00000000
PA
USD
511816.52000000
0.021788527536
Long
ABS-CBDO
CORP
US
N
2
2027-06-15
Fixed
1.02000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887CM9
1000000.00000000
PA
1161434.82000000
0.049443411004
Long
DBT
CORP
US
N
2
2023-08-13
None
0.00000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BE1
500000.00000000
PA
USD
534687.68000000
0.022762175083
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
950000.00000000
PA
USD
965908.38000000
0.041119660098
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
490000.00000000
PA
USD
505313.32000000
0.021511679981
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.25000000
N
N
N
N
N
N
Santander UK Group Holdings PLC
549300F5XIFGNNW4CF72
SANTANDER UK GRP
80281LAQ8
1500000.00000000
PA
USD
1494010.49000000
0.063601481056
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.67300000
N
N
N
N
N
N
N/A
N/A
SCDS: (PRU)
N/A
-100000.00000000
NC
USD
2481.63000000
0.000105645405
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
PRUDENTIAL FIN
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1903.00000000
USD
0.00000000
USD
-100000.00000000
USD
578.63000000
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBM2
745000.00000000
PA
USD
786301.76000000
0.033473631428
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
480000.00000000
PA
USD
485307.70000000
0.020660021261
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAK4
276000.00000000
PA
USD
287366.97000000
0.012233491679
Long
DBT
CORP
CA
N
2
2023-06-01
Fixed
3.50000000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-3
N/A
GMALT 2021-3 A4
36262XAD6
300000.00000000
PA
USD
299230.32000000
0.012738526038
Long
ABS-CBDO
CORP
US
N
2
2025-07-21
Fixed
0.50000000
N
N
N
N
N
N
H&E Equipment Services Inc
254900KVLRCDMQRYY541
H&E EQUIPMENT
404030AJ7
140000.00000000
PA
USD
139671.37000000
0.005945946198
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Newmont Corp
549300VSP3RIX7FGDZ51
NEWMONT GOLDCORP
651639AN6
2000.00000000
PA
USD
2011.91000000
0.000085648967
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
440000.00000000
PA
USD
459579.83000000
0.019564760787
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
72471.64000000
PA
USD
75479.94000000
0.003213254529
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
900000.00000000
PA
USD
959934.61000000
0.040865350893
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
3.65000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
-3468.70000000
-0.00014766593
N/A
DFE
N/A
N
2
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
1672943.89000000
USD
1440497.94000000
EUR
2021-10-27
-3468.70000000
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NJ ECON-SER A
645913AA2
425000.00000000
PA
USD
544512.34000000
0.023180420424
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
28570.50000000
PA
USD
28815.97000000
0.001226723896
Long
ABS-CBDO
CORP
US
Y
2
2032-10-25
Fixed
2.74000000
N
N
N
N
N
N
N/A
N/A
SCDS: (RUSSIA)
N/A
-640000.00000000
NC
USD
3747.22000000
0.000159522803
N/A
DCR
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
RUSSIA-EUROBOND
Y
Payout of notional amount upon default event with regard to reference instrument
2026-12-20
4022.09000000
USD
0.00000000
USD
-640000.00000000
USD
-274.87000000
N
N
N
State Grid Overseas Investment 2014 Ltd
N/A
STATE GRID OSEAS
N/A
250000.00000000
PA
USD
271153.00000000
0.011543247191
Long
DBT
CORP
VG
N
2
2024-05-07
Fixed
4.12500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BY5
550000.00000000
PA
USD
586859.80000000
0.024983193024
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
150000.00000000
PA
USD
160381.22000000
0.006827584674
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
3.93600000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
SUNTRUST BANK
86787EAY3
1000000.00000000
PA
USD
1059406.54000000
0.045099967795
Long
DBT
CORP
US
N
2
2024-08-02
Variable
3.68900000
N
N
N
N
N
N
N/A
N/A
EURO-SCHATZ FUT Dec21
N/A
-88.00000000
NC
8607.37000000
0.000366424120
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 2 Year Euro SCHATZ Future
2021-12-08
-11733260.89000000
EUR
8607.37000000
N
N
N
United Airlines 2020-1 Class B Pass Through Trust
N/A
UNTD AIR 20-1 B
90932VAA3
280275.00000000
PA
USD
296541.47000000
0.012624059076
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Serbia International Bond
N/A
SERBIA REPUBLIC
N/A
1764000.00000000
PA
2245250.82000000
0.095582513275
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448AW3
60000.00000000
PA
USD
63782.04000000
0.002715263537
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
210000.00000000
PA
USD
212927.59000000
0.009064534802
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
240000.00000000
PA
USD
245090.74000000
0.010433751410
Long
ABS-CBDO
CORP
US
N
2
2027-04-15
Fixed
1.93000000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_18-BA
N/A
NAVSL 2018-BA A2A
63940QAB9
350367.87000000
PA
USD
362086.45000000
0.015414372686
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
3.61000000
N
N
N
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BB5
527000.00000000
PA
USD
573324.50000000
0.024406982126
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
170000.00000000
PA
USD
175083.48000000
0.007453474196
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.62500000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367TQW3
1075000.00000000
PA
USD
1073336.13000000
0.045692964002
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
WELLPOINT INC
94973VBJ5
350000.00000000
PA
USD
374891.05000000
0.015959476974
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CH8
250000.00000000
PA
USD
264771.40000000
0.011271576266
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G GLOBAL FUND
30321L2B7
900000.00000000
PA
USD
898474.49000000
0.038248933750
Long
DBT
CORP
US
Y
2
2024-09-20
Fixed
0.90000000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
KINDER MORGAN EN
494550BJ4
115000.00000000
PA
USD
116795.05000000
0.004972078984
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
1885000.00000000
PA
USD
2099030.21000000
0.089357759554
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
5.75000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_21-2
N/A
EFF 2021-2 A2
29374YAB8
760000.00000000
PA
USD
758187.10000000
0.032276762981
Long
ABS-CBDO
CORP
US
Y
2
2027-05-20
Fixed
0.48000000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.IG.37.V1)
N/A
-3945000.00000000
NC
USD
85632.17000000
0.003645444844
N/A
DCR
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.37.V1)
2I65BYDZ5
Y
Payout of notional amount upon default event with regard to reference instrument
2024-12-20
88440.29000000
USD
0.00000000
USD
-3945000.00000000
USD
-2808.12000000
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
N/A
315000.00000000
PA
USD
329587.65000000
0.014030867131
Long
DBT
CORP
MY
N
2
2022-05-22
Fixed
7.87500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2013-C18
549300O5GNH0TNJ6B119
WFRBS 2013-C18 A5
96221QAE3
165000.00000000
PA
USD
176455.95000000
0.007511901580
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
450000.00000000
PA
USD
465603.25000000
0.019821183641
Long
DBT
CORP
NL
Y
2
2023-09-19
Fixed
2.48500000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_21-B
N/A
TESLA 2021-B A4
88161KAD7
230000.00000000
PA
USD
229373.25000000
0.009764642559
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
0.63000000
N
N
N
N
N
N
Kemper Corp
549300FNI1JKTRY2PV09
KEMPER
488401AB6
500000.00000000
PA
USD
543431.31000000
0.023134399925
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.35000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RDD1
245000.00000000
PA
USD
267491.77000000
0.011387385066
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.95000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AU8
775000.00000000
PA
USD
811678.08000000
0.034553926076
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
1820000.00000000
PA
USD
1948045.15000000
0.082930178558
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
3.79000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAF2
1763000.00000000
PA
USD
1781524.28000000
0.075841223006
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
1040000.00000000
PA
USD
1182250.88000000
0.050329570944
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
N
Viatris Inc
254900ZZTSW7NL773X71
UPJOHN INC
91533BAA8
2200000.00000000
PA
USD
2211668.80000000
0.094152893990
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
1760000.00000000
PA
USD
1793937.06000000
0.076369647135
Long
DBT
CORP
US
N
2
2024-02-12
Variable
1.91200000
N
N
N
N
N
N
Brazilian Government International Bond
N/A
BRAZIL REP OF
105756CB4
200000.00000000
PA
USD
177129.31000000
0.007540567171
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBQ8
940000.00000000
PA
USD
939052.56000000
0.039976381695
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAP0
1795000.00000000
PA
USD
1912779.09000000
0.081428868051
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BD3
460000.00000000
PA
USD
497426.70000000
0.021175938889
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.85000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBE8
210000.00000000
PA
USD
228893.79000000
0.009744231480
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
270000.00000000
PA
USD
276470.96000000
0.011769637926
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
350000.00000000
PA
USD
353732.35000000
0.015058730516
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
1988000.00000000
PA
USD
2128342.66000000
0.090605619088
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
338000.00000000
PA
USD
333686.33000000
0.014205351929
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.75000000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
SOUTHWESTN EL PR
845437BS0
1030000.00000000
PA
USD
1039469.96000000
0.044251248175
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NAY6
385000.00000000
PA
USD
390125.55000000
0.016608024471
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.12500000
N
N
N
N
N
N
Clarivate Science Holdings Corp
N/A
CLAR SCI HLD CRP
18064PAC3
125000.00000000
PA
USD
125019.22000000
0.005322189908
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
3.87500000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_16-4
N/A
CARMX 2018-4 B
14315EAE0
210000.00000000
PA
USD
217705.32000000
0.009267927419
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
3.67000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBH7
900000.00000000
PA
USD
903774.80000000
0.038474573107
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
1.60000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B C
44934KAF1
250000.00000000
PA
USD
250601.75000000
0.010668360471
Long
ABS-CBDO
CORP
US
N
2
2028-02-15
Fixed
1.12000000
N
N
N
N
N
N
IE2 Holdco SAU
9598003ZG5WXDY1BBS58
IE2 HOLDCO
LW1558128
300000.00000000
PA
385073.53000000
0.016392955061
Long
DBT
CORP
ES
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057BZ6
100000.00000000
PA
USD
108194.54000000
0.004605946900
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
BUNGE LTD FIN CP
120568BB5
220000.00000000
PA
USD
222481.31000000
0.009471245963
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCH7
3408000.00000000
PA
USD
3405694.01000000
0.144983709626
Long
DBT
CORP
US
N
2
2025-06-01
Variable
0.82400000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
LLOYDS BK GR PLC
53944YAH6
500000.00000000
PA
USD
537529.80000000
0.022883166899
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
500000.00000000
PA
USD
505401.35000000
0.021515427504
Long
ABS-CBDO
CORP
US
N
2
2026-01-15
Fixed
1.19000000
N
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C
N/A
TAOT 2021-C A4
89239BAD3
570000.00000000
PA
USD
567958.43000000
0.024178543302
Long
ABS-CBDO
CORP
US
N
2
2027-01-15
Fixed
0.72000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDZ1
500000.00000000
PA
USD
499375.86000000
0.021258916528
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
1.30000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
N/A
295000.00000000
PA
404762.88000000
0.017231149859
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
2.12500000
N
N
N
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
SYNCHRONY BANK
87166FAA1
400000.00000000
PA
USD
406476.12000000
0.017304084154
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_21-3
N/A
CARMX 2021-3 C
14317DAF7
240000.00000000
PA
USD
237909.00000000
0.010128017746
Long
ABS-CBDO
CORP
US
N
2
2027-05-17
Fixed
1.25000000
N
N
N
N
N
N
Pepper Residential Securities Trust No. 23
N/A
PEPAU 23A A1U
71338BAA7
69497.62000000
PA
USD
69720.42000000
0.002968066155
Long
ABS-MBS
CORP
AU
Y
2
2060-08-18
Floating
1.03740000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
853254BZ2
375000.00000000
PA
USD
369008.69000000
0.015709059182
Long
DBT
CORP
GB
Y
2
2027-01-14
Variable
1.45600000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
VALEANT PHARMA
91831AAC5
321000.00000000
PA
USD
327871.83000000
0.013957823003
Long
DBT
CORP
CA
Y
2
2025-04-15
Fixed
6.12500000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT 2021-B A4
80286DAD0
290000.00000000
PA
USD
288877.21000000
0.012297784066
Long
ABS-CBDO
CORP
US
Y
2
2025-06-20
Fixed
0.54000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C
N/A
WOART 2020-C B
98163CAG5
300000.00000000
PA
USD
301377.27000000
0.012829923790
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
1445000.00000000
PA
USD
1464004.52000000
0.062324097700
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2018-C43
549300RVQJTKIK3XGD11
WFCM 2018-C43 C
95001LAZ5
80000.00000000
PA
USD
83061.60000000
0.003536013176
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
183247.80000000
PA
USD
184896.90000000
0.007871241039
Long
ABS-CBDO
CORP
US
N
2
2023-11-15
Fixed
2.51000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BQ4
110000.00000000
PA
USD
111151.95000000
0.004731846723
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
Empresa Nacional del Petroleo
549300YP3P0JZBLIV197
EMPRESA NACIONAL
N/A
771000.00000000
PA
USD
832369.83000000
0.035434794018
Long
DBT
CORP
CL
N
2
2024-10-30
Fixed
4.37500000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AB0
70000.00000000
PA
USD
71768.80000000
0.003055267686
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAA2
630000.00000000
PA
USD
673526.46000000
0.028672677115
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MDLZ)
N/A
-100000.00000000
NC
USD
2945.69000000
0.000125400891
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MONDELEZ INT INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
2326.93000000
USD
0.00000000
USD
-100000.00000000
USD
618.76000000
N
N
N
INVITATION HOMES TRUST IHSFR_17-SFR2
N/A
IHSFR 2017-SFR2 A
46187BAA1
217404.71000000
PA
USD
217265.57000000
0.009249206834
Long
ABS-CBDO
CORP
US
Y
2
2036-12-17
Floating
0.93400000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
ENLINK MIDSTREA
29336TAC4
30000.00000000
PA
USD
31949.12000000
0.001360105142
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
N/A
1485000.00000000
PA
1802710.26000000
0.076743130800
Long
DBT
CORP
GB
N
2
2029-07-25
Variable
2.00000000
N
N
N
N
N
N
Scripps Escrow II Inc
N/A
SCRIPPS ESCROW
81105DAA3
35000.00000000
PA
USD
35113.48000000
0.001494815028
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.87500000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2B0
865000.00000000
PA
USD
868849.01000000
0.036987748225
Long
DBT
CORP
US
Y
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBQ2
440000.00000000
PA
USD
464251.05000000
0.019763619171
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
1490000.00000000
PA
USD
1481529.53000000
0.063070154438
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.20000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
SOUTHWEST AIR
844741BC1
200000.00000000
PA
USD
212827.86000000
0.009060289199
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.00000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B
N/A
HALST 2021-B A4
44891VAD3
220000.00000000
PA
USD
219301.96000000
0.009335897939
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
0.38000000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2014-GC23
N/A
CGCMT 2014-GC23 AS
17322VAV8
310000.00000000
PA
USD
332087.50000000
0.014137288179
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
4815000.00000000
PA
USD
5119179.87000000
0.217928470853
Long
DBT
CORP
CA
N
2
2024-02-05
Fixed
3.30000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYE8
5530000.00000000
PA
USD
5531887.22000000
0.235497824535
Long
DBT
CORP
US
N
2
2024-09-10
Variable
0.65700000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19
N/A
MSBAM 2014-C19 A4
61764PBU5
440000.00000000
PA
USD
470694.40000000
0.020037918853
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
2621000.00000000
PA
USD
2621970.29000000
0.111619827869
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G GLOBAL FUND
30321L2A9
1000000.00000000
PA
USD
1006095.84000000
0.042830479395
Long
DBT
CORP
US
Y
2
2026-06-30
Fixed
1.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468J1
4058000.00000000
PA
USD
4250494.72000000
0.180947698308
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000000
N
N
N
N
N
N
Cargo Aircraft Management Inc
549300GH5J7LOMV44F11
CARGO AIRCRAFT M
14180LAA4
85000.00000000
PA
USD
87878.53000000
0.003741074576
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
230000.00000000
PA
USD
245435.30000000
0.010448419665
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Fixed
4.09400000
N
N
N
N
N
N
easyJet PLC
2138001S47XKWIB7TH90
EASYJET PLC
ZS9903676
425000.00000000
PA
497689.43000000
0.021187123561
Long
DBT
CORP
GB
N
2
2025-06-11
Fixed
0.87500000
N
N
N
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
HILL-ROM HLDGS
431475AD4
155000.00000000
PA
USD
162053.59000000
0.006898779093
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.37500000
N
N
N
N
N
N
ETSA Utilities Finance Pty Ltd
254900XBG17MF5UNCY48
ETSA UTILITIES
N/A
200000.00000000
PA
145900.98000000
0.006211146760
Long
DBT
CORP
AU
N
2
2023-12-13
Floating
1.05160000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494AT0
90000.00000000
PA
USD
91682.92000000
0.003903031162
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
900000.00000000
PA
USD
890202.38000000
0.037896781974
Long
DBT
CORP
US
N
2
2025-08-12
Fixed
0.68700000
N
N
N
N
N
N
GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-3
N/A
GMALT 2021-3 A3
36262XAC8
1330000.00000000
PA
USD
1326052.96000000
0.056451365488
Long
ABS-CBDO
CORP
US
N
2
2024-10-21
Fixed
0.39000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DE7
1400000.00000000
PA
USD
1470954.62000000
0.062619970224
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
87545.19000000
PA
USD
84115.54000000
0.003580880428
Long
ABS-MBS
CORP
US
N
2
2036-03-20
Variable
2.64170000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10
549300P1YQ48837ZOI22
MSBAM 2013-C10 A4
61762MBW0
683000.00000000
PA
USD
715954.75000000
0.030478890726
Long
ABS-MBS
CORP
US
N
2
2046-07-15
Variable
4.21620000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674YK0
900000.00000000
PA
USD
897987.97000000
0.038228222120
Long
DBT
CORP
CH
Y
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2013-GCJ12
549300SSCQUZ3RRV2T53
GSMS 2013-GC12 A4
36197XAK0
306000.00000000
PA
USD
316863.00000000
0.013489166392
Long
ABS-MBS
CORP
US
N
2
2046-06-10
Fixed
3.13500000
N
N
N
N
N
N
COMM 2013-CCRE9 Mortgage Trust
549300C72XVZH4MIKU63
COMM 2013-CR9 C
12625UAG8
280000.00000000
PA
USD
253906.80000000
0.010809059667
Long
ABS-MBS
CORP
US
Y
2
2045-07-10
Variable
4.41170000
N
N
N
N
N
N
Kinder Morgan Energy Partners LP
549300PDHUGWPWGOT525
EL PASO PIPELINE
28370TAG4
505000.00000000
PA
USD
545163.97000000
0.023208160948
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.30000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AF7
1253000.00000000
PA
USD
1324315.71000000
0.056377409064
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
585000.00000000
NC
USD
-1261.41000000
-0.00005369945
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
RAYTHEON CO
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
0.00000000
USD
-935.30000000
USD
585000.00000000
USD
-326.11000000
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
19123MAD5
500000.00000000
PA
USD
499447.34000000
0.021261959501
Long
DBT
CORP
GB
Y
2
2023-05-05
Fixed
0.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC26
549300V3F4KBEWHAZP46
GSMS 2014-GC26 A4
36250HAD5
494936.30000000
PA
USD
521712.35000000
0.022209802653
Long
ABS-MBS
CORP
US
N
2
2047-11-10
Fixed
3.36400000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AM9
100000.00000000
PA
USD
106362.87000000
0.004527970925
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
581557BR5
1000000.00000000
PA
USD
991941.50000000
0.042227915361
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_20-3
N/A
CARMX 2020-3 B
14315FAF4
260000.00000000
PA
USD
262256.38000000
0.011164509416
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
20000.00000000
PA
USD
22377.83000000
0.000952646009
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
222000.00000000
PA
USD
232659.90000000
0.009904558449
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.87500000
N
N
N
N
N
N
JPMDB Commercial Mortgage Securities Trust 2016-C4
N/A
JPMDB 2016-C4 A3
46646RAJ2
220000.00000000
PA
USD
237545.00000000
0.010112521912
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Fixed
3.14130000
N
N
N
N
N
N
FAIR SQUARE ISSUANCE TRUST_20-A
N/A
FSIT 2020-AA A
303394AA8
440000.00000000
PA
USD
442949.80000000
0.018856804220
Long
ABS-CBDO
CORP
US
Y
2
2024-09-20
Fixed
2.90000000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
300000.00000000
PA
414929.91000000
0.017663970224
Long
DBT
CORP
JE
N
2
2022-04-03
Fixed
6.00000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAJ0
1560000.00000000
PA
USD
1595810.10000000
0.067935189561
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
80000.00000000
PA
USD
86912.27000000
0.003699939947
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
1650000.00000000
PA
USD
1646008.82000000
0.070072197942
Long
DBT
CORP
US
N
2
2024-01-11
Fixed
0.45000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBJ3
1435000.00000000
PA
USD
1422085.59000000
0.060539568040
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
657000.00000000
PA
USD
680883.62000000
0.028985878579
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
2500000.00000000
PA
USD
2467989.40000000
0.105064711474
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
628000.00000000
PA
USD
639112.99000000
0.027207662194
Long
DBT
CORP
US
Y
2
2025-12-02
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
6684.64000000
0.000284571632
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
435000.00000000
EUR
510830.94000000
USD
2021-10-27
6684.64000000
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
VAIL RESORTS
91879QAL3
245000.00000000
PA
USD
258930.96000000
0.011022943049
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
250000.00000000
PA
USD
255091.62000000
0.010859498608
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
120000.00000000
PA
USD
123657.43000000
0.005264217182
Long
ABS-CBDO
CORP
US
N
2
2025-04-15
Fixed
2.21000000
N
N
N
N
N
N
Highmark Inc
549300B6868ZXXEB2Y57
HIGHMARK INC
431116AD4
1490000.00000000
PA
USD
1478435.74000000
0.062938448785
Long
DBT
CORP
US
Y
2
2026-05-10
Fixed
1.45000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAE0
670000.00000000
PA
USD
730418.51000000
0.031094627071
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
1100000.00000000
PA
USD
1222248.29000000
0.052032299627
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.41700000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDR_21-1
N/A
FORDR 2021-1 C
345340AC7
200000.00000000
PA
USD
200086.02000000
0.008517856665
Long
ABS-CBDO
CORP
US
Y
2
2033-10-17
Fixed
1.91000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAR6
410000.00000000
PA
USD
433949.99000000
0.018473673547
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
825000.00000000
PA
USD
851667.16000000
0.036256300143
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
2745.51000000
PA
USD
2572.12000000
0.000109497652
Long
ABS-MBS
CORP
US
N
2
2034-04-25
Variable
1.87520000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887BV0
876000.00000000
PA
USD
931211.93000000
0.039642598443
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
900000.00000000
PA
1162080.74000000
0.049470908447
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.37500000
N
N
N
N
N
N
Cenovus Energy Inc/CA
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY
448055AK9
200000.00000000
PA
USD
213765.80000000
0.009100218218
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST TESLA_21-B
N/A
TESLA 2021-B A3
88161KAC9
470000.00000000
PA
USD
468728.18000000
0.019954214953
Long
ABS-CBDO
CORP
US
Y
2
2025-09-22
Fixed
0.60000000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR ESCROW
65343HAA9
120000.00000000
PA
USD
127099.55000000
0.005410751581
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PBJ3
160000.00000000
PA
USD
169340.52000000
0.007208990798
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
600000.00000000
PA
782545.54000000
0.033313725486
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
2.87500000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543CN1
790000.00000000
PA
USD
888413.71000000
0.037820636551
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
1872000.00000000
PA
USD
1910916.56000000
0.081349578335
Long
DBT
CORP
CH
Y
2
2023-08-15
Variable
2.85900000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GN7
400000.00000000
PA
USD
434862.28000000
0.018512510620
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Martin Marietta Materials Inc
5299005MZ4WZECVATV08
MARTIN MAR MTLS
573284AY2
500000.00000000
PA
USD
500860.03000000
0.021322099090
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAG1
550000.00000000
PA
USD
598806.10000000
0.025491758645
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
580000.00000000
PA
USD
610740.00000000
0.025999796387
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Variable
4.29660000
N
N
N
N
N
N
Sinopec Group Overseas Development 2013 Ltd
529900F9XKMFEV9DNO17
SINOPEC OVERSEAS
N/A
1140000.00000000
PA
USD
1221419.94000000
0.051997035961
Long
DBT
CORP
VG
N
2
2023-10-17
Fixed
4.37500000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAA1
20000.00000000
PA
USD
20953.93000000
0.000892029199
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAH6
1205000.00000000
PA
USD
1303847.74000000
0.055506067655
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
4.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
AM9233876
800000.00000000
PA
USD
836765.04000000
0.035621902387
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
2746000.00000000
PA
USD
2975589.96000000
0.126673761488
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CH0
1000000.00000000
PA
USD
1054735.20000000
0.044901104303
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
500000.00000000
PA
USD
515517.88000000
0.021946098035
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Skyworks Solutions Inc
549300WZ3ORQ2BVKBD96
SKYWORKS SOLUT
83088MAK8
7875000.00000000
PA
USD
7969367.62000000
0.339263738177
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477BL6
405000.00000000
PA
USD
410039.29000000
0.017455771769
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
242907.32000000
PA
USD
244074.98000000
0.010390509518
Long
ABS-CBDO
CORP
US
Y
2
2056-10-25
Floating
0.88600000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEB7
1800000.00000000
PA
USD
1801172.61000000
0.076677671542
Long
DBT
CORP
US
N
2
2025-01-22
Variable
0.79100000
N
N
N
N
N
N
Office Properties Income Trust
N/A
OFFICE PPTY INCO
67623CAD1
400000.00000000
PA
USD
403340.86000000
0.017170613083
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2014-C18
N/A
JPMBB 2014-C18 B
46641JBB1
300000.00000000
PA
USD
317820.00000000
0.013529906814
Long
ABS-MBS
CORP
US
N
2
2047-02-15
Variable
4.95640000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_18-2
N/A
AMCAR 2019-1 D
03066GAG4
560000.00000000
PA
USD
583483.26000000
0.024839450429
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
715000.00000000
PA
USD
779218.53000000
0.033172091431
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
Digital Euro Finco LLC
635400OUEAPTXSW3SC91
DIGITAL EURO FIN
N/A
399000.00000000
PA
491709.42000000
0.020932548714
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
2.62500000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MCCT_21-1A
N/A
MCCT 2021-1A A
576339CJ2
1420000.00000000
PA
USD
1416603.08000000
0.060306172252
Long
ABS-CBDO
CORP
CA
Y
2
2025-11-21
Fixed
0.53000000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14913R2Q9
600000.00000000
PA
USD
598830.51000000
0.025492797803
Long
DBT
CORP
US
N
2
2026-09-14
Fixed
1.15000000
N
N
N
N
N
N
Volkswagen Financial Services Australia Pty Ltd
529900VBZRQG6COX9X61
VOLKSWAGEN AUST
N/A
680000.00000000
PA
508685.74000000
0.021655247183
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
300000.00000000
PA
USD
302957.13000000
0.012897179968
Long
ABS-CBDO
CORP
US
Y
2
2030-02-20
Fixed
1.89000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HMN7
1230000.00000000
PA
USD
1344181.36000000
0.057223109125
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
2000000.00000000
PA
USD
1963919.66000000
0.083605971904
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
20000000.00000000
PA
USD
20006250.00000000
0.851685539625
Long
DBT
UST
US
N
2
2022-09-30
Fixed
0.12500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BT5
900000.00000000
PA
USD
1032877.67000000
0.043970607972
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
AETNA INC
00817YAV0
1466000.00000000
PA
USD
1518166.45000000
0.064629823790
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES
90932LAG2
230000.00000000
PA
USD
236464.34000000
0.010066517164
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
FORD CREDIT AUTO OWNER TRUST FORDO_20-B
N/A
FORDO 2020-B C
34533GAG4
300000.00000000
PA
USD
308138.40000000
0.013117751676
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
490000.00000000
PA
593244.77000000
0.025255007413
Long
DBT
CORP
US
N
2
2024-03-30
Fixed
1.70000000
N
N
N
N
N
N
Viterra Finance BV
213800HBZGEIZLKJBI17
VITERRA FINANCE
92852LAA7
250000.00000000
PA
USD
251791.67000000
0.010719016524
Long
DBT
CORP
NL
Y
2
2026-04-21
Fixed
2.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHK9
490000.00000000
PA
USD
530533.31000000
0.022585319508
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.60000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAH3
223000.00000000
PA
USD
228935.05000000
0.009745987958
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgage Trust 2019-C49
N/A
WFCM 2019-C49 ASB
95001WAZ1
210000.00000000
PA
USD
233992.50000000
0.009961288528
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
584700.00000000
PA
USD
634294.25000000
0.027002523740
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
15000.00000000
PA
USD
15656.35000000
0.000666506061
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
17974.29000000
PA
USD
17993.98000000
0.000766021246
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
130000.00000000
PA
USD
141757.20000000
0.006034742012
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
748300.00000000
PA
USD
801975.56000000
0.034140880354
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
190000.00000000
PA
USD
195500.50000000
0.008322646614
Long
ABS-CBDO
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
SOCIAL PROFESSIONAL LOAN PROGRAM SOFI_16-C
N/A
SOFI 2016-C A2B
83402DAC5
29305.75000000
PA
USD
29510.37000000
0.001256285180
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
150000.00000000
PA
USD
151564.07000000
0.006452230015
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
595000.00000000
PA
USD
652190.63000000
0.027764390060
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
200000.00000000
PA
USD
220452.38000000
0.009384872438
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
390000.00000000
PA
USD
399855.42000000
0.017022234509
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
500000.00000000
PA
USD
523725.12000000
0.022295488232
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
1197000.00000000
PA
USD
1311333.97000000
0.055824763754
Long
DBT
NUSS
SA
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
HONDA AUTO RECEIVABLES OWNER TRUST HAROT_19-3
N/A
HAROT 2019-3 A4
43815NAD6
190000.00000000
PA
USD
193378.11000000
0.008232294406
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
1385000.00000000
PA
USD
1481672.63000000
0.063076246344
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
100000.00000000
PA
USD
101256.21000000
0.004310575437
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
224000.00000000
PA
USD
243256.22000000
0.010355654107
Long
DBT
NUSS
RO
N
2
2024-01-22
Fixed
4.87500000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAQ4
210000.00000000
PA
USD
223348.08000000
0.009508145206
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAX7
100000.00000000
PA
USD
103452.83000000
0.004404087689
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
Williams Scotsman International Inc
549300V3TCHCBOBTGH07
WILLIAMS SCOTSM
96950GAE2
86000.00000000
PA
USD
89654.19000000
0.003816666151
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
165000.00000000
PA
USD
178657.39000000
0.007605619024
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAF2
1015000.00000000
PA
USD
1074366.41000000
0.045736824025
Long
DBT
CORP
CA
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16
N/A
MSBAM 2014-C16 C
61763MAL4
300000.00000000
PA
USD
298338.00000000
0.012700539107
Long
ABS-MBS
CORP
US
N
2
2047-06-15
Variable
4.92520000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668AP7
1785000.00000000
PA
USD
1792064.85000000
0.076289945332
Long
DBT
CORP
US
Y
2
2021-11-12
Fixed
4.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MAC4
400000.00000000
PA
USD
441151.28000000
0.018780239473
Long
DBT
CORP
JP
N
2
2026-03-09
Fixed
3.78400000
N
N
N
N
N
N
Allied Universal Holdco LLC/Allied Universal Finance Corp/Atlas Luxco 4 Sarl
N/A
ATLAS LUXCO 4
019579AA9
35000.00000000
PA
USD
34918.80000000
0.001486527311
Long
DBT
CORP
N/A
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
PACIFIC LIFE GF
6944PL2B4
560000.00000000
PA
USD
561208.85000000
0.023891207110
Long
DBT
CORP
US
Y
2
2025-06-24
Fixed
1.20000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023BH7
245000.00000000
PA
USD
256651.44000000
0.010925901664
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
40000.00000000
PA
USD
41315.68000000
0.001758848720
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFB0
1732000.00000000
PA
USD
1872361.56000000
0.079708254450
Long
DBT
CORP
US
N
2
2024-01-22
Fixed
4.12500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCU1
200000.00000000
PA
USD
205472.62000000
0.008747169471
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAP1
1215000.00000000
PA
USD
1271688.50000000
0.054137017499
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
220000.00000000
PA
USD
221845.18000000
0.009444165290
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
295000.00000000
PA
USD
313768.01000000
0.013357409655
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
5472.24000000
PA
USD
5638.62000000
0.000240041542
Long
ABS-MBS
CORP
US
N
2
2033-07-25
Variable
2.44490000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GCY4
195000.00000000
PA
USD
201817.99000000
0.008591588314
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
1380000.00000000
PA
USD
1519069.82000000
0.064668281130
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CG5
250000.00000000
PA
USD
250000.20000000
0.010642751902
Long
DBT
CORP
US
N
2
2023-08-11
Fixed
0.50000000
N
N
N
N
N
N
Credit Suisse AG/Sydney
ANGGYXNX0JLX3X63JN86
CREDIT SUISSE/SY
N/A
1000000.00000000
PA
732836.31000000
0.031197555170
Long
DBT
CORP
CH
N
2
2023-05-26
Floating
1.16340000
N
N
N
N
N
N
Citigroup Commercial Mortgage Trust 2015-GC31
N/A
CGCMT 2015-GC31 A4
17323YAD1
335000.00000000
PA
USD
365394.55000000
0.015555201724
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
438500.00000000
PA
USD
467550.63000000
0.019904085503
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.18300000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLD
80282KBB1
865000.00000000
PA
USD
925907.21000000
0.039416771348
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHZ6
1200000.00000000
PA
USD
1219591.67000000
0.051919204727
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.45000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641593U8
1355000.00000000
PA
USD
1338611.09000000
0.056985977308
Long
DBT
CORP
CA
N
2
2026-03-02
Fixed
1.05000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CR6
1060000.00000000
PA
USD
1128995.18000000
0.048062423948
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
375000.00000000
PA
USD
415289.28000000
0.017679268955
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL
277432AR1
670000.00000000
PA
USD
724663.95000000
0.030849649849
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
HYUNDAI AUTO RECEIVABLES TRUST HART_21-B
N/A
HART 2021-B B
44934KAE4
230000.00000000
PA
USD
229661.97000000
0.009776933650
Long
ABS-CBDO
CORP
US
N
2
2027-02-16
Fixed
0.91000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DQ7
2459000.00000000
PA
USD
2574868.23000000
0.109614647319
Long
DBT
CORP
US
N
2
2025-06-30
Fixed
2.50000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3
N/A
CRVNA 2021-P3 A3
14687JAE9
600000.00000000
PA
USD
598752.84000000
0.025489491315
Long
ABS-CBDO
CORP
US
N
2
2026-11-10
Fixed
0.70000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C17
N/A
MSBAM 2014-C17 AS
61763UBB7
160000.00000000
PA
USD
170865.60000000
0.007273914938
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
4.01100000
N
N
N
N
N
N
N/A
N/A
SCDS: (VZ)
N/A
-100000.00000000
NC
USD
2339.09000000
0.000099577338
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
2025-12-20
1903.00000000
USD
0.00000000
USD
-100000.00000000
USD
436.09000000
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_18-B
N/A
NAROT 2018-B A4
65479GAE9
340000.00000000
PA
USD
347090.63000000
0.014775986029
Long
ABS-CBDO
CORP
US
N
2
2024-12-16
Fixed
3.16000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAY2
2142000.00000000
PA
USD
2295439.60000000
0.097719098501
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
1200000.00000000
PA
USD
1269903.26000000
0.054061018095
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
85000.00000000
PA
USD
91598.03000000
0.003899417312
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.20000000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
SOUTHWESTN EL PR
845437BM3
360000.00000000
PA
USD
361287.18000000
0.015380346984
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
1200000.00000000
PA
USD
1269001.16000000
0.054022614819
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.15000000
N
N
N
N
N
N
FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2
N/A
FORDF 2020-2 A
34528QHQ0
70000.00000000
PA
USD
69791.46000000
0.002971090397
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
1.06000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
BH6207386
1815000.00000000
PA
USD
1957406.17000000
0.083328686293
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAT7
930000.00000000
PA
USD
989599.13000000
0.042128198390
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
4470000.00000000
PA
USD
4597917.72000000
0.195737833652
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
153000.00000000
PA
USD
161705.70000000
0.006883969077
Long
ABS-MBS
CORP
US
N
2
2047-07-10
Variable
4.57920000
N
N
N
N
N
N
CHESAPEAKE FUNDING II LLC CFII_19-1A
N/A
CFII 2019-1A A1
165183BY9
476199.94000000
PA
USD
478292.79000000
0.020361389713
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
390000.00000000
PA
USD
413912.43000000
0.017620655110
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
153008.69000000
PA
USD
158439.60000000
0.006744928021
Long
ABS-CBDO
CORP
US
Y
2
2038-11-25
Variable
3.58000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABG2
60000.00000000
PA
USD
63228.70000000
0.002691707315
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
6.75000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD
67077MAJ7
414000.00000000
PA
USD
422596.08000000
0.017990326544
Long
DBT
CORP
CA
N
2
2022-10-01
Fixed
3.15000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBU3
2790000.00000000
PA
USD
2800389.40000000
0.119215303082
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAT9
1740000.00000000
PA
USD
1808214.58000000
0.076977455061
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
2.70000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RMJ8
8695000.00000000
PA
USD
8707254.21000000
0.370676288684
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.90000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBC4
1800000.00000000
PA
USD
2003404.93000000
0.085286898289
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
CNH Industrial Capital LLC
549300PNSJ5B81UMVO28
CNH INDUSTRIAL
12592BAM6
1160000.00000000
PA
USD
1154489.70000000
0.049147750484
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-LC14
549300QGM7D5K3CV2643
WFRBS 2014-LC14 A4
96221TAD9
57682.06000000
PA
USD
60717.29000000
0.002584794146
Long
ABS-MBS
CORP
US
N
2
2047-03-15
Fixed
3.76600000
N
N
N
N
N
N
Endeavor Energy Resources LP / EER Finance Inc
N/A
ENDEAVOR ENERGY
29260FAD2
50000.00000000
PA
USD
52106.24000000
0.002218213364
Long
DBT
CORP
US
Y
2
2026-01-30
Fixed
5.50000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS IN
184496AN7
240000.00000000
PA
USD
249481.83000000
0.010620684386
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
220000.00000000
PA
USD
118021.20000000
0.005024277383
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
277411.02000000
PA
USD
279749.59000000
0.011909212397
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.50740000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
N/A
1570000.00000000
PA
1904457.54000000
0.081074611566
Long
DBT
CORP
AU
N
2
2029-10-03
Variable
1.93600000
N
N
N
N
N
N
Public Service Enterprise Group Inc
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE
744573AL0
45000.00000000
PA
USD
46063.62000000
0.001960973148
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KY6
230000.00000000
PA
USD
248011.84000000
0.010558105481
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C B
98164CAE9
140000.00000000
PA
USD
138681.09000000
0.005903789014
Long
ABS-CBDO
CORP
US
N
2
2027-09-15
Fixed
0.84000000
N
N
N
N
N
N
Kraton Polymers LLC / Kraton Polymers Capital Corp
N/A
KRATON POLYMERS
50076XAC5
70000.00000000
PA
USD
72999.85000000
0.003107674683
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
431000.00000000
PA
USD
465615.90000000
0.019821722164
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
95000.00000000
PA
USD
96458.91000000
0.004106349706
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.10000000
N
N
N
N
N
N
WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C
N/A
WOART 2021-C A3
98164CAC3
650000.00000000
PA
USD
647643.56000000
0.027570816863
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
0.44000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
806000.00000000
PA
997473.51000000
0.042463418413
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
700000.00000000
PA
USD
753614.82000000
0.032082116570
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
3.37500000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XAS5
100000.00000000
PA
USD
108162.38000000
0.004604577818
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BCHINA)
BVN5K5AW0
515000.00000000
NC
USD
-6891.00000000
-0.00029335657
N/A
DCR
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
BANK OF CHINA/HK
Y
Receipt of notional amount upon default event with regard to reference instrument
2023-06-20
0.00000000
USD
-2855.94000000
USD
515000.00000000
USD
-4035.06000000
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AH1
1100000.00000000
PA
USD
1088075.93000000
0.046320451638
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.49400000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
ENTERGY ARKANSAS
29364DAR1
220000.00000000
PA
USD
227787.33000000
0.009697128400
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.05000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
N/A
1150000.00000000
PA
832864.28000000
0.035455843236
Long
DBT
CORP
AU
N
2
2022-12-15
Floating
1.16100000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDC2
100000.00000000
PA
USD
102202.50000000
0.004350859924
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
2.05000000
N
N
N
N
N
N
Volkswagen Group of America Finance LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GRP
928668BL5
2750000.00000000
PA
USD
2737184.84000000
0.116524623430
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.25000000
N
N
N
N
N
N
BANK 2017-BNK6
N/A
BANK 2017-BNK6 AS
060352AJ0
80000.00000000
PA
USD
87208.80000000
0.003712563518
Long
ABS-MBS
CORP
US
N
2
2060-07-15
Fixed
3.74100000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAB1
1390000.00000000
PA
USD
1387374.89000000
0.059061899748
Long
DBT
CORP
JP
Y
2
2024-03-01
Fixed
0.58300000
N
N
N
N
N
N
N/A
N/A
SCDS: (ENBCN)
N/A
-100000.00000000
NC
USD
1979.50000000
0.000084269242
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
ENBRIDGE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
1445.59000000
USD
0.00000000
USD
-100000.00000000
USD
533.91000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCP5
180000.00000000
PA
USD
198476.31000000
0.008449329743
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
1120000.00000000
PA
USD
1234782.94000000
0.052565911881
Long
DBT
CORP
GB
N
2
2026-09-12
Variable
4.29200000
N
N
N
N
N
N
Glencore Finance Europe Ltd
213800WHKNIC1JQQG433
GLENCORE FINANCE
N/A
214000.00000000
PA
259576.48000000
0.011050423464
Long
DBT
CORP
JE
N
2
2025-03-17
Fixed
1.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
T 0 12/14/2021
0020A2ZE5
4050000.00000000
PA
USD
4048060.05000000
0.172329857325
Long
DBT
CORP
US
Y
2
2021-12-14
None
0.00000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-C
N/A
HALST 2021-C B
44933MAE1
1030000.00000000
PA
USD
1028060.51000000
0.043765536781
Long
ABS-CBDO
CORP
US
Y
2
2026-02-17
Fixed
0.76000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TGW9
2810000.00000000
PA
USD
2919171.39000000
0.124271968037
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
026657AR7
425000.00000000
PA
523266.96000000
0.022275983914
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHX1
1268000.00000000
PA
USD
1329095.09000000
0.056580871924
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.40000000
N
N
N
N
N
N
Cheniere Corpus Christi Holdings LLC
549300I7CIEWU1BBLQ53
CHENIERE CORP CH
16412XAD7
3615000.00000000
PA
USD
4084488.36000000
0.173880645947
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
10660.60000000
PA
USD
10801.20000000
0.000459817599
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
5270000.00000000
PA
USD
5649779.97000000
0.240516633677
Long
DBT
CORP
GB
N
2
2024-01-16
Fixed
3.75000000
N
N
N
N
N
N
American Campus Communities Operating Partnership LP
RDKVCX5HITZ2GPIR7153
AMER CAMPUS COMM
024836AA6
200000.00000000
PA
USD
208180.36000000
0.008862440599
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
N/A
200000.00000000
PA
USD
212979.30000000
0.009066736147
Long
DBT
NUSS
QA
N
2
2024-03-14
Fixed
3.37500000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674YH7
800000.00000000
PA
USD
795229.78000000
0.033853705932
Long
DBT
CORP
CH
Y
2
2026-06-01
Fixed
1.25000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20211027
N/A
1.00000000
NC
311845.40000000
0.013275562275
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
11360927.06000000
GBP
15620104.53000000
USD
2021-10-27
311845.40000000
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AB4
1105000.00000000
PA
USD
1114050.27000000
0.047426204579
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
1620000.00000000
PA
USD
1783497.53000000
0.075925226179
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.80000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
570000.00000000
PA
648110.60000000
0.027590699211
Long
DBT
NUSS
CL
N
2
2027-01-26
Fixed
0.10000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST_20-A
N/A
SRT 2020-A A4
80286KAD4
340000.00000000
PA
USD
345477.54000000
0.014707315218
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
1245000.00000000
PA
USD
1326956.51000000
0.056489830491
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
955000.00000000
PA
USD
1039867.19000000
0.044268158643
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
3207000.00000000
PA
USD
3424988.29000000
0.145805085909
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAV3
2065000.00000000
PA
USD
2022796.67000000
0.086112423539
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.05000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
-8893.49000000
-0.00037860452
N/A
DFE
N/A
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
588372.00000000
USD
500000.00000000
EUR
2021-10-27
-8893.49000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578AAP3
930000.00000000
PA
USD
915464.57000000
0.038972217997
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
210000.00000000
PA
USD
210454.86000000
0.008959268278
Long
ABS-CBDO
CORP
US
N
2
2026-08-17
Fixed
1.30000000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
AXA EQUITABLE HO
054561AC9
992000.00000000
PA
USD
1040864.82000000
0.044310628723
Long
DBT
CORP
US
N
2
2023-04-20
Fixed
3.90000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20211027
N/A
1.00000000
NC
-27593.14000000
-0.00117466683
N/A
DFE
N/A
N
2
MORGAN STANLEY CAPITAL SERVICES LLC
I7331LVCZKQKX5T7XV54
3189946.13000000
USD
2728619.75000000
EUR
2021-10-27
-27593.14000000
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654AS4
400000.00000000
PA
USD
425799.10000000
0.018126682224
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
453000.00000000
PA
USD
482679.07000000
0.020548117923
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
1154000.00000000
PA
USD
1141286.46000000
0.048585675703
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DG7
11900000.00000000
PA
USD
11994451.13000000
0.510615461826
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
CNPC General Capital Ltd
N/A
CNPC GENERAL CAP
N/A
200000.00000000
PA
USD
203330.56000000
0.008655979892
Long
DBT
CORP
VG
N
2
2022-04-19
Fixed
3.95000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
N/A
MSBAM 2014-C15 C
61763KBF0
50000.00000000
PA
USD
53268.00000000
0.002267670619
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
5.06210000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAN1
550000.00000000
PA
USD
585793.55000000
0.024937801724
Long
DBT
CORP
US
N
2
2028-08-09
Variable
4.68200000
N
N
N
N
N
N
NAVIENT STUDENT LOAN TRUST NAVSL_19-B
N/A
NAVSL 2019-BA A2A
63941LAB9
477856.32000000
PA
USD
497620.51000000
0.021184189570
Long
ABS-CBDO
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
United Energy Distribution Pty Ltd
54930028EZKBY3VF2528
UNITED ENERGY D
N/A
190000.00000000
PA
143153.05000000
0.006094164705
Long
DBT
CORP
AU
N
2
2023-09-12
Fixed
3.50000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC
96949LAB1
345000.00000000
PA
USD
378101.78000000
0.016096160876
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.00000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATL BANK CANADA
63307A2P9
1000000.00000000
PA
USD
997552.04000000
0.042466761511
Long
DBT
CORP
CA
N
2
2024-08-06
Fixed
0.75000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDH9
1100000.00000000
PA
USD
1100186.71000000
0.046836019333
Long
DBT
CORP
US
N
2
2023-09-15
Floating
0.64600000
N
N
N
N
N
N
SECURITIZED TERM AUTO RECEIVABLES TRUST SSTRT_18-2A
N/A
SSTRT 2018-2A A4
81378TAE0
230000.00000000
PA
USD
231761.75000000
0.009866323329
Long
ABS-CBDO
CORP
CA
Y
2
2023-06-26
Fixed
3.54400000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AQ1
585000.00000000
PA
USD
621913.01000000
0.026475442300
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
WFLD 2014-MONT Mortgage Trust
N/A
WFLD 2014-MONT A
92939GAA5
875000.00000000
PA
USD
918128.75000000
0.039085634733
Long
ABS-MBS
CORP
US
Y
2
2031-08-10
Variable
3.88000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DT2
938000.00000000
PA
USD
916201.76000000
0.039003600893
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAL9
150000.00000000
PA
USD
163838.97000000
0.006974784458
Long
DBT
CORP
IE
N
2
2026-04-03
Fixed
4.45000000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC
00185AAK0
400000.00000000
PA
USD
440563.39000000
0.018755212423
Long
DBT
CORP
IE
N
2
2025-12-15
Fixed
3.87500000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AE4
1055000.00000000
PA
USD
1149590.10000000
0.048939169742
Long
DBT
CORP
US
Y
2
2025-09-24
Fixed
3.50000000
N
N
N
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
CUMMINS INC
231021AU0
295000.00000000
PA
USD
292379.49000000
0.012446879535
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.75000000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674YB0
740000.00000000
PA
USD
736118.68000000
0.031337288857
Long
DBT
CORP
CH
Y
2
2024-02-09
Fixed
0.45000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
ELEMENT SOLN INC
28618MAA4
120000.00000000
PA
USD
121915.39000000
0.005190056843
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
WFRBS Commercial Mortgage Trust 2014-C19
549300FCX3YXSYSLU895
WFRBS 2014-C19 A4
92938VAP0
480000.00000000
PA
USD
503620.80000000
0.021439627757
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
1600000.00000000
PA
USD
1636628.67000000
0.069672875825
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
500000.00000000
PA
USD
493007.01000000
0.020987788383
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
800000.00000000
PA
USD
783891.23000000
0.033371012820
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
450000.00000000
PA
531710.13000000
0.022635417881
Long
DBT
CORP
KY
N
2
2023-04-06
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBV2
25000000.00000000
PA
USD
24976562.50000000
1.063276581608
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.37500000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
NGLS 6.5 7/15/2027
87612BBL5
50000.00000000
PA
USD
53905.86000000
0.002294824940
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
236000.00000000
PA
USD
260139.90000000
0.011074408802
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.87500000
N
N
N
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
CITRIX SYSTEMS
177376AG5
595000.00000000
PA
USD
584663.04000000
0.024889674812
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.25000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AR7
30000.00000000
PA
USD
30510.65000000
0.001298868074
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
SCDS: (UNH)
N/A
-100000.00000000
NC
USD
3020.33000000
0.000128578388
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
UNITEDHEALTH GRP
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
2754.25000000
USD
0.00000000
USD
-100000.00000000
USD
266.08000000
N
N
N
NXP BV / NXP Funding LLC
N/A
NXP BV/NXP FUNDI
62947QAW8
3457000.00000000
PA
USD
3561183.78000000
0.151603060512
Long
DBT
CORP
N/A
Y
2
2022-09-01
Fixed
3.87500000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAJ6
58000.00000000
PA
USD
66016.84000000
0.002810401149
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
451.74000000
PA
USD
443.43000000
0.000018877246
Long
ABS-MBS
CORP
US
N
2
2032-09-25
Variable
3.38370000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RAL1
210000.00000000
PA
USD
218734.19000000
0.009311727417
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
2.10000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XBY1
100000.00000000
PA
USD
101849.32000000
0.004335824708
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
230000.00000000
PA
USD
243340.00000000
0.010359220704
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
300000.00000000
PA
USD
319583.33000000
0.013604973489
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
320000.00000000
PA
USD
336486.40000000
0.014324553635
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
1105000.00000000
PA
USD
1110291.86000000
0.047266205407
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
797000.00000000
PA
USD
818076.20000000
0.034826300273
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
540000.00000000
PA
USD
554273.76000000
0.023595973577
Long
DBT
CORP
FR
Y
2
2026-06-09
Variable
2.21900000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK PARTNERS
68268NAP8
320000.00000000
PA
USD
355154.07000000
0.015119254520
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.90000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MF5
1250000.00000000
PA
USD
1327746.41000000
0.056523457303
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
2071000.00000000
PA
USD
2199083.05000000
0.093617106360
Long
DBT
CORP
US
N
2
2025-10-01
Variable
3.09300000
N
N
N
N
N
N
N/A
N/A
SCDS: (RUSSIA)
N/A
-700000.00000000
NC
USD
6765.91000000
0.000288031375
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
2026-06-20
0.00000000
USD
-159.12000000
USD
-700000.00000000
USD
6925.03000000
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BF5
415000.00000000
PA
USD
427271.93000000
0.018189382031
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
2.90000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
MARATHON PETRO
56585ABH4
1327000.00000000
PA
USD
1481167.13000000
0.063054726717
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJD8
610000.00000000
PA
USD
611103.86000000
0.026015286261
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.40000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CU2
2476000.00000000
PA
USD
2612597.85000000
0.111220833974
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.85000000
N
N
N
N
N
N
Nissan Motor Acceptance Co LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACC
65480CAC9
1465000.00000000
PA
USD
1450489.57000000
0.061748753121
Long
DBT
CORP
US
Y
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AS5
155000.00000000
PA
USD
169421.63000000
0.007212443729
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
1070000.00000000
PA
USD
1161199.17000000
0.049433379154
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
430000.00000000
PA
USD
451809.60000000
0.019233974532
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.73200000
N
N
N
N
N
N
CC Holdings GS V LLC / Crown Castle GS III Corp
N/A
CC HOLDINGS GS V
14987BAE3
762000.00000000
PA
USD
800034.89000000
0.034058264142
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.84900000
N
N
N
N
N
N
Palisades Center Trust 2016-PLSD
N/A
PCT 2016-PLSD A
69640GAA3
200000.00000000
PA
USD
174046.00000000
0.007409307662
Long
ABS-MBS
CORP
US
Y
2
2033-04-13
Fixed
2.71300000
N
N
N
N
N
N
Ooredoo International Finance Ltd
549300BHXCDJ03WU7N77
QTEL INTL FIN
N/A
255000.00000000
PA
USD
263364.00000000
0.011211661878
Long
DBT
CORP
BM
N
2
2023-02-21
Fixed
3.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2015-GC28
5493002EPQ51IPGGFX73
GSMS 2015-GC28 A4
36251FAV8
909707.64000000
PA
USD
954610.81000000
0.040638711544
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
1469000.00000000
PA
USD
1543868.23000000
0.065723973587
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
932000.00000000
PA
USD
1006589.92000000
0.042851512862
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.95000000
N
N
N
N
N
N
Realogy Group LLC / Realogy Co-Issuer Corp
N/A
REALOGY GRP / CO
75606DAJ0
35000.00000000
PA
USD
37346.88000000
0.001589893040
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.62500000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BL0
150000.00000000
PA
USD
154355.08000000
0.006571046028
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BA9
172000.00000000
PA
USD
178525.03000000
0.007599984330
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
3.30000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBH5
955000.00000000
PA
USD
1049066.54000000
0.044659783928
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBB3
869000.00000000
PA
USD
972758.98000000
0.041411296810
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
36718.89000000
PA
USD
38971.23000000
0.001659043201
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
3.70000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Securities Trust 2015-C30
N/A
JPMBB 2015-C30 AS
46644UBE7
385000.00000000
PA
USD
420689.50000000
0.017909161578
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
1300000.00000000
PA
USD
1377103.62000000
0.058624641785
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAC7
542000.00000000
PA
USD
575572.17000000
0.024502667626
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
200000.00000000
PA
USD
203219.36000000
0.008651245999
Long
ABS-CBDO
CORP
US
Y
2
2026-09-21
Fixed
2.15000000
N
N
N
N
N
N
Global Switch Holdings Ltd
635400NTV7KC9RQ3ZL20
SWITCH HOLDINGS
N/A
600000.00000000
PA
841254.05000000
0.035813003913
Long
DBT
CORP
VG
N
2
2022-12-13
Fixed
4.37500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBP9
600000.00000000
PA
USD
677475.18000000
0.028840777969
Long
DBT
CORP
US
N
2
2027-04-02
Fixed
4.70000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAP7
125000.00000000
PA
USD
136702.43000000
0.005819555532
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
3.80000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBC9
580000.00000000
PA
681624.84000000
0.029017433036
Long
DBT
CORP
US
N
2
2023-05-21
Fixed
0.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust 2014-GC24
N/A
GSMS 2014-GC24 C
36253GAM4
410000.00000000
PA
USD
390115.00000000
0.016607575347
Long
ABS-MBS
CORP
US
N
2
2047-09-10
Variable
4.66900000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829BP1
1205000.00000000
PA
USD
1385153.65000000
0.058967339399
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.65000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMWARE INC
928563AG0
1000000.00000000
PA
USD
1001064.91000000
0.042616307807
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.60000000
N
N
N
N
N
N
COMM 2013-CCRE6 Mortgage Trust
N/A
COMM 2013-CR6 AM
12624XAM0
250000.00000000
PA
USD
255462.50000000
0.010875287331
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HAT6
875000.00000000
PA
USD
999015.82000000
0.042529076051
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062XAE3
1275000.00000000
PA
USD
1315434.02000000
0.055999306874
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAY7
1530000.00000000
PA
USD
1537354.13000000
0.065446662008
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
70000.00000000
PA
USD
72084.03000000
0.003068687334
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
340000.00000000
PA
USD
363869.56000000
0.015490281415
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
1575000.00000000
PA
USD
1655669.14000000
0.070483447169
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL ESC
085770AB1
710000.00000000
PA
USD
749226.66000000
0.031895308327
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALT GAS & ELEC
059165EF3
110000.00000000
PA
USD
114679.62000000
0.004882023069
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
3.35000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAA0
580000.00000000
PA
USD
622054.26000000
0.026481455450
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
130000.00000000
PA
USD
132887.30000000
0.005657141733
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
8375000.00000000
PA
USD
8482923.27000000
0.361126302171
Long
DBT
CORP
US
N
2
2022-03-11
Fixed
3.22700000
N
N
N
N
N
N
GOLDEN CREDIT CARD TRUST GCCT_18-4A
N/A
GCCT 2018-4A A
380881ER9
770000.00000000
PA
USD
812048.93000000
0.034569713521
Long
ABS-CBDO
CORP
CA
Y
2
2025-08-15
Fixed
3.44000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BR3
20000.00000000
PA
USD
20192.76000000
0.000859625451
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
405000.00000000
PA
USD
431313.70000000
0.018361444115
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
160000.00000000
NC
USD
-321.43000000
-0.00001368358
N/A
DCR
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
N/A
LINCOLN NATL CRP
Y
Receipt of notional amount upon default event with regard to reference instrument
2021-12-20
16.53000000
USD
0.00000000
USD
160000.00000000
USD
-337.96000000
N
N
N
N/A
N/A
CDX.NA.HY.36.V1 5YR RTP @ 105.5000
N/A
-1720000.00000000
NC
USD
-4692.93000000
-0.00019978259
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Put
Written
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
N/A
ICE: (CDX.NA.HY.36.V1)
N/A
0.00000000
NC
USD
0.00000000
0.00000000
DCR
US
ICE: (CDX.NA.HY.36.V1)
2I65BRYP9
2026-06-20
0.00000000
USD
0.00000000
USD
0.00000000
USD
-1720000.00000000
105.50000000
USD
2021-11-17
XXXX
811.07000000
N
N
N
N/A
N/A
SCDS: (MET)
BVN442EC8
-160000.00000000
NC
USD
325.86000000
0.000013872177
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
13.28000000
USD
0.00000000
USD
-160000.00000000
USD
312.58000000
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523BT6
835000.00000000
PA
USD
858712.99000000
0.036556247986
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
1020000.00000000
PA
USD
1087482.49000000
0.046295188320
Long
DBT
CORP
KY
N
2
2026-04-03
Fixed
3.85400000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PAP3
215000.00000000
PA
USD
244827.23000000
0.010422533533
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
SCDS: (MCD)
BVN4F0M72
675000.00000000
NC
USD
-4579.79000000
-0.00019496611
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
MCDONALD'S CORP
Y
Receipt of notional amount upon default event with regard to reference instrument
2022-06-20
0.00000000
USD
-3085.74000000
USD
675000.00000000
USD
-1494.05000000
N
N
N
Omega Healthcare Investors Inc
549300OJ7ENK42CZ8E73
OMEGA HEALTHCARE
681936BH2
650000.00000000
PA
USD
738142.65000000
0.031423451230
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.25000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00914AAD4
322000.00000000
PA
USD
329011.50000000
0.014006339864
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
400000.00000000
PA
USD
515892.66000000
0.021962052784
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
380000.00000000
PA
USD
401071.74000000
0.017074014436
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.80000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCD2
1000.00000000
PA
USD
1036.71000000
0.000044133753
Long
DBT
CORP
MX
N
2
2023-09-21
Fixed
4.62500000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
AIR LEASE CORP
00912XBC7
365000.00000000
PA
USD
384186.50000000
0.016355193330
Long
DBT
CORP
US
N
2
2023-07-03
Fixed
3.87500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967FT3
340000.00000000
PA
USD
344029.23000000
0.014645659251
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
1470000.00000000
PA
USD
1566434.44000000
0.066684639116
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
150000.00000000
PA
USD
141673.50000000
0.006031178821
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
905000.00000000
PA
USD
963291.86000000
0.041008272294
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
60000.00000000
PA
USD
61812.86000000
0.002631433628
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
2.70000000
N
N
N
N
N
N
N/A
N/A
LONG GILT FUTURE Dec21
N/A
-31.00000000
NC
163295.40000000
0.006951644154
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Long Gilt Future
2021-12-29
-5493754.16000000
GBP
163295.40000000
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AM7
200000.00000000
PA
USD
215272.67000000
0.009164367141
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.50000000
N
N
N
N
N
N
Enable Midstream Partners LP
549300TLGDBYE711G509
ENABLE MIDSTRM
292480AH3
210000.00000000
PA
USD
222967.56000000
0.009491946099
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.90000000
N
N
N
N
N
N
RESIMAC Premier Series 2018-1
N/A
RESI 2018-1A A1
76119HAA8
159438.23000000
PA
USD
159667.73000000
0.006797210710
Long
ABS-MBS
CORP
AU
Y
2
2049-11-10
Floating
0.88480000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBH4
2475000.00000000
PA
USD
2639904.20000000
0.112383291878
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
1200000.00000000
PA
USD
1185559.15000000
0.050470407219
Long
DBT
CORP
FI
Y
2
2025-08-28
Fixed
0.75000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
SYNCHRONY FINANC
87165BAG8
1345000.00000000
PA
USD
1484747.05000000
0.063207127397
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.50000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
ENTERGY ARKANSAS
29364DAU4
690000.00000000
PA
USD
753775.80000000
0.032088969645
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.50000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
22535WAH0
835000.00000000
PA
USD
822734.37000000
0.035024603105
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
850000.00000000
PA
USD
831570.40000000
0.035400761505
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
370000.00000000
PA
USD
394991.24000000
0.016815161631
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
1250000.00000000
PA
USD
1250166.31000000
0.053220796918
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
3420000.00000000
PA
USD
3731587.58000000
0.158857316175
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
DOM GAS HOLD LLC
257375AH8
444000.00000000
PA
USD
477505.32000000
0.020327866348
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.60000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
PHILLIPS 66 PTNR
718549AB4
565000.00000000
PA
USD
604407.76000000
0.025730226765
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.60500000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NAV2
55000.00000000
PA
USD
61586.18000000
0.002621783639
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
820000.00000000
PA
957991.39000000
0.040782626126
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
130000.00000000
PA
USD
140043.36000000
0.005961782174
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
1640000.00000000
PA
USD
1636890.95000000
0.069684041340
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
250000.00000000
PA
USD
268195.00000000
0.011417322251
Long
ABS-MBS
CORP
US
N
2
2047-02-10
Variable
4.42600000
N
N
N
N
N
N
VEREIT Operating Partnership LP
5493005TQOUJE1LCS698
VEREIT OPERATING
92340LAA7
3080000.00000000
PA
USD
3526934.77000000
0.150145046813
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.87500000
N
N
N
N
N
N
Harley-Davidson Inc
ZDNAWZWXIKMWI51R2A08
HARLEY-DAVIDSON
412822AD0
500000.00000000
PA
USD
533544.67000000
0.022713516035
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
3.50000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836BS6
905000.00000000
PA
USD
946864.35000000
0.040308937201
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
2.65000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC ROLLED P
03966VAA5
65000.00000000
PA
USD
68887.92000000
0.002932625820
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
N/A
380000.00000000
PA
USD
384324.40000000
0.016361063867
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
5200000.00000000
PA
USD
5197436.40000000
0.221259927522
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
1325000.00000000
PA
USD
1299859.26000000
0.055336274178
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
1360000.00000000
PA
USD
1345221.91000000
0.057267406352
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
295000.00000000
PA
358140.61000000
0.015246394436
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.70000000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY
257375AE5
300000.00000000
PA
USD
315769.85000000
0.013442629932
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.55000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TBA4
1130000.00000000
PA
USD
1130981.09000000
0.048146966070
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
CSX Transportation Inc
N/A
CSX TRANS
126410LM9
74564.81000000
PA
USD
79428.43000000
0.003381345592
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.25100000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE Dec21
N/A
-11.00000000
NC
32757.24000000
0.001394507597
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 10 Year Euro BUND Future
2021-12-08
-2248133.08000000
EUR
32757.24000000
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
63861VAA5
200000.00000000
PA
USD
208630.86000000
0.008881618823
Long
DBT
CORP
GB
Y
2
2024-03-08
Variable
3.76600000
N
N
N
N
N
N
Baxalta Inc
5493000JW8DCO3T45R55
BAXALTA INC
07177MAB9
200000.00000000
PA
USD
218885.98000000
0.009318189265
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.00000000
N
N
N
N
N
N
State Oil Co of the Azerbaijan Republic
2549002HARR1VE257O76
STATE OIL CO AZE
EJ5777036
225000.00000000
PA
USD
233771.24000000
0.009951869275
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
570000.00000000
PA
USD
640023.77000000
0.027246434985
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
39000.00000000
PA
USD
41208.57000000
0.001754288943
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.62500000
N
N
N
N
N
N
TOYOTA LEASE OWNER TRUST TLOT_21-A
N/A
TLOT 2021-A A4
89238EAD8
200000.00000000
PA
USD
200020.98000000
0.008515087849
Long
ABS-CBDO
CORP
US
Y
2
2025-08-20
Fixed
0.50000000
N
N
N
N
N
N
TRINITY RAIL LEASING LP TRL_18-1
N/A
TRL 2018-1A A2
89657AAB2
740000.00000000
PA
USD
765776.35000000
0.032599844742
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
3965000.00000000
PA
USD
3967267.50000000
0.168890439816
Long
DBT
CORP
US
N
2
2024-01-25
Variable
0.52900000
N
N
N
N
N
N
Boyd Gaming Corp
254900787YGRYS2A1Z35
BOYD GAMING CORP
103304BS9
190000.00000000
PA
USD
205675.00000000
0.008755784985
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.62500000
N
N
N
N
N
N
PFS FINANCING CORP PFSFC_20-A
N/A
PFSFC 2020-A A
69335PDP7
220000.00000000
PA
USD
222736.56000000
0.009482112204
Long
ABS-CBDO
CORP
US
Y
2
2025-06-15
Fixed
1.27000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAE9
410000.00000000
PA
USD
442019.27000000
0.018817190652
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.10000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JY8
1595000.00000000
PA
USD
1692251.92000000
0.072040811729
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
0641596E1
740000.00000000
PA
USD
737975.09000000
0.031416318038
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBJ9
30000.00000000
PA
USD
32168.58000000
0.001369447768
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
585000.00000000
PA
USD
615268.70000000
0.026192587555
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
721459.15000000
PA
USD
756972.83000000
0.032225070325
Long
ABS-CBDO
CORP
US
Y
2
2035-11-15
Fixed
3.63000000
N
N
N
N
N
N
PerkinElmer Inc
549300IKL1SDPFI7N655
PERKINELMER INC
714046AL3
1465000.00000000
PA
USD
1464676.89000000
0.062352721146
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.85000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
370334CE2
681000.00000000
PA
USD
722926.00000000
0.030775663626
Long
DBT
CORP
US
N
2
2023-10-17
Fixed
3.70000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABB6
1100000.00000000
PA
USD
1093132.79000000
0.046535727091
Long
DBT
CORP
DK
Y
2
2027-09-10
Fixed
1.54900000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XBG0
100000.00000000
PA
USD
114268.56000000
0.004864523845
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.25000000
N
N
N
N
N
N
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
N/A
AXALTA COAT/BV
05454NAA7
80000.00000000
PA
USD
83162.71000000
0.003540317527
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
60000.00000000
PA
USD
64288.80000000
0.002736836804
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
50000.00000000
PA
USD
53173.50000000
0.002263647662
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
86959LAH6
400000.00000000
PA
USD
398449.13000000
0.016962367375
Long
DBT
CORP
SE
Y
2
2027-06-11
Variable
1.41800000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
867224AD9
1135000.00000000
PA
USD
1207803.77000000
0.051417382348
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
1125000.00000000
PA
USD
1170104.23000000
0.049812476228
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC ENERGY GROUP
92939UAF3
1450000.00000000
PA
USD
1453767.40000000
0.061888293536
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.80000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AX1
1085000.00000000
PA
USD
1137220.83000000
0.048412597876
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
880000.00000000
PA
USD
900051.24000000
0.038316057533
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
222000.00000000
PA
USD
227808.36000000
0.009698023668
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
36877.14000000
PA
USD
36948.49000000
0.001572933190
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
1270000.00000000
PA
USD
1269631.70000000
0.054049457521
Long
DBT
CORP
US
Y
2
2021-11-16
None
0.00000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAF2
315000.00000000
PA
USD
331751.37000000
0.014122978798
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAJ2
2670000.00000000
PA
USD
2840481.80000000
0.120922075582
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
Washington Mutual Bank / Debt not acquired by JPMorgan
N/A
WASH MUT BANK FA
93933WAA4
517000.00000000
PA
USD
51.70000000
0.000002200919
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
1330000.00000000
PA
USD
1428208.30000000
0.060800217766
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.95000000
N
N
N
N
N
N
Toronto-Dominion Bank/The
PT3QB789TSUIDF371261
TORONTO DOM BANK
89114QCH9
1050000.00000000
PA
USD
1052583.65000000
0.044809510725
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828Z86
10000000.00000000
PA
USD
10165625.00000000
0.432760553014
Long
DBT
UST
US
N
2
2023-02-15
Fixed
1.37500000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
TOYOTA MTR CRED
89236TJN6
790000.00000000
PA
USD
788336.84000000
0.033560266765
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.62500000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
254900G208H6Q0L5B953
SBSN INDO III
71567RAL0
200000.00000000
PA
USD
216397.65000000
0.009212258634
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
236000.00000000
PA
USD
249868.04000000
0.010637125722
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
539000.00000000
PA
USD
542394.51000000
0.023090262339
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
2495000.00000000
PA
USD
2544605.24000000
0.108326322372
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.25000000
N
N
N
N
N
N
Indonesia Asahan Aluminium Persero PT
2549008P48EB9SN2OI80
INDONESIA ASAHAN
74445PAE2
788000.00000000
PA
USD
858961.05000000
0.036566808141
Long
DBT
CORP
ID
Y
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
902973BB1
409000.00000000
PA
486223.14000000
0.020698992433
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.85000000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29
N/A
MSBAM 2016-C29 A4
61766EBE4
779000.00000000
PA
USD
840268.35000000
0.035771041704
Long
ABS-MBS
CORP
US
N
2
2049-05-15
Fixed
3.32500000
N
N
N
N
N
N
Morgan Stanley Bank of America Merrill Lynch Trust 2014-C15
N/A
MSBAM 2014-C15 A4
61763KBA1
315000.00000000
PA
USD
337075.20000000
0.014349619424
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Fixed
4.05100000
N
N
N
N
N
N
GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3
N/A
GMCAR 2021-3 A4
380140AD5
420000.00000000
PA
USD
418625.38000000
0.017821289980
Long
ABS-CBDO
CORP
US
N
2
2027-08-16
Fixed
0.73000000
N
N
N
N
N
N
COMM 2013-CCRE12 Mortgage Trust
549300MGZ5FI5VFL1177
COMM 2013-CR12 A3
12591KAD7
171366.06000000
PA
USD
178906.17000000
0.007616209831
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
1120000.00000000
PA
USD
1233709.94000000
0.052520233226
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016EZQ3
1220000.00000000
PA
USD
1212838.60000000
0.051631719963
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
GMF FLOORPLAN OWNER REVOLVING TRUST GFORT_20-1
N/A
GFORT 2020-1 C
361886CK8
110000.00000000
PA
USD
111293.69000000
0.004737880733
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
1.48000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust 2015-UBS8
N/A
MSC 2015-UBS8 C
61691ABQ5
150000.00000000
PA
USD
145962.00000000
0.006213744441
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Variable
4.73480000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JT9
887000.00000000
PA
USD
981444.38000000
0.041781042743
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EX7
715000.00000000
PA
USD
712331.27000000
0.030324635655
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
140000.00000000
PA
USD
141129.69000000
0.006008028300
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
1.03000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B
N/A
HDMOT 2021-B A3
41285AAC1
780000.00000000
PA
USD
779913.26000000
0.033201666764
Long
ABS-CBDO
CORP
US
N
2
2026-11-16
Fixed
0.56000000
N
N
N
N
N
N
FMG Resources August 2006 Pty Ltd
549300EFD6S2NFE9D745
FMG RES AUG 2006
30251GBA4
35000.00000000
PA
USD
36997.19000000
0.001575006396
Long
DBT
CORP
AU
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MQ1
2735000.00000000
PA
USD
2903828.32000000
0.123618798610
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
63480.84000000
PA
USD
59857.14000000
0.002548176723
Long
ABS-MBS
CORP
US
N
2
2036-10-25
Variable
2.53420000
N
N
N
N
N
N
Midwest Connector Capital Co LLC
N/A
MIDWEST CONNECTO
59833CAB8
2055000.00000000
PA
USD
2079411.88000000
0.088522588147
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
800000.00000000
PA
USD
814714.33000000
0.034683182194
Long
DBT
CORP
JP
N
2
2023-07-16
Variable
2.72100000
N
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
AON PLC
00185AAF1
1250000.00000000
PA
USD
1333984.93000000
0.056789037173
Long
DBT
CORP
IE
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH
071734AD9
30000.00000000
PA
USD
30735.60000000
0.001308444414
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
565000.00000000
PA
USD
605290.15000000
0.025767790966
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
3.99500000
N
N
N
N
N
N
N/A
N/A
SCDS: (BA)
N/A
-100000.00000000
NC
USD
265.67000000
0.000011309830
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
2025-12-20
0.00000000
USD
-490.15000000
USD
-100000.00000000
USD
755.82000000
N
N
N
COMM 2014-CCRE18 Mortgage Trust
N/A
COMM 2014-CR18 A4
12632QAW3
188376.72000000
PA
USD
197584.57000000
0.008411367503
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
1250000.00000000
PA
USD
1297119.88000000
0.055219656105
Long
DBT
CORP
US
N
2
2025-01-21
Fixed
2.05000000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
GEORGIA-PACIFIC
37331NAM3
2905000.00000000
PA
USD
2902309.91000000
0.123554158418
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
0.62500000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AK3
165000.00000000
PA
USD
166554.98000000
0.007090407648
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
N/A
720000.00000000
PA
836074.53000000
0.035592506704
Long
DBT
CORP
US
N
2
2025-03-08
Fixed
0.10000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBE8
1778000.00000000
PA
USD
1784160.79000000
0.075953461803
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
1510000.00000000
PA
USD
1575206.78000000
0.067058086170
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
3.30000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703TAD8
4180000.00000000
PA
USD
4985339.57000000
0.212230758982
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_15-A
N/A
MMAF 2015-AA A5
55315GAE8
85688.31000000
PA
USD
86095.60000000
0.003665173510
Long
ABS-CBDO
CORP
US
Y
2
2036-02-19
Fixed
2.49000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDI
98919VAB1
50000.00000000
PA
USD
50688.77000000
0.002157870287
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
1836000.00000000
PA
USD
1861744.12000000
0.079256259693
Long
DBT
CORP
US
N
2
2023-04-01
Variable
3.20700000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
ALLY FINANCIAL
02005NBL3
2445000.00000000
PA
USD
2482413.41000000
0.105678755622
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABB0
7395000.00000000
PA
USD
7960822.29000000
0.338899955160
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BD5
1575000.00000000
PA
USD
1675662.68000000
0.071334591632
Long
DBT
CORP
JP
N
2
2024-03-07
Fixed
3.40700000
N
N
N
N
N
N
Square Inc
549300OHIIUWSTIZME52
SQUARE INC
852234AL7
70000.00000000
PA
USD
71042.51000000
0.003024348814
Long
DBT
CORP
US
Y
2
2026-06-01
Fixed
2.75000000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAV ENSKIL
83051GAR9
200000.00000000
PA
USD
198296.20000000
0.008441662285
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
377098.54000000
PA
USD
399464.25000000
0.017005582021
Long
ABS-MBS
CORP
US
Y
2
2050-10-12
Fixed
3.72700000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
00084DAU4
1170000.00000000
PA
USD
1161674.97000000
0.049453634423
Long
DBT
CORP
NL
Y
2
2027-06-16
Variable
1.54200000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BK CANADA
78016EZT7
1305000.00000000
PA
USD
1294513.14000000
0.055108684645
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
N
Sabine Pass Liquefaction LLC
549300KJYBG7C6WJYZ11
SABINE PASS LIQU
785592AD8
4007000.00000000
PA
USD
4258199.83000000
0.181275712342
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.62500000
N
N
N
N
N
N
Citibank NA
E57ODZWZ7FF32TWEFA76
CITIBANK NA
N/A
500000.00000000
PA
362871.83000000
0.015447807077
Long
DBT
CORP
US
N
2
2022-05-20
Floating
0.76000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBY1
800000.00000000
PA
USD
796085.38000000
0.033890129657
Long
DBT
CORP
US
N
2
2025-02-16
Variable
0.56300000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC
432833AG6
120000.00000000
PA
USD
125554.76000000
0.005344988367
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
POST HOLDINGS IN
737446AM6
20000.00000000
PA
USD
20779.85000000
0.000884618444
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
2021-11-26
VANGUARD VARIABLE INSURANCE FUNDS
Christine M. Buchanan
Christine M. Buchanan
Chief Financial Officer and Acting Treasurer
XXXX