0001145549-24-051659.txt : 20240827
0001145549-24-051659.hdr.sgml : 20240827
20240827104803
ACCESSION NUMBER: 0001145549-24-051659
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240827
DATE AS OF CHANGE: 20240827
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: JOHN HANCOCK VARIABLE INSURANCE TRUST
CENTRAL INDEX KEY: 0000756913
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04146
FILM NUMBER: 241244732
BUSINESS ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: 617-663-3000
MAIL ADDRESS:
STREET 1: C/O JOHN HANCOCK FUNDS
STREET 2: 200 BERKELEY STREET
CITY: BOSTON
STATE: MA
ZIP: 02116
FORMER COMPANY:
FORMER CONFORMED NAME: JOHN HANCOCK TRUST
DATE OF NAME CHANGE: 20050124
FORMER COMPANY:
FORMER CONFORMED NAME: MANUFACTURERS INVESTMENT TRUST
DATE OF NAME CHANGE: 19971022
FORMER COMPANY:
FORMER CONFORMED NAME: NASL SERIES FUND INC
DATE OF NAME CHANGE: 19881030
0000756913
S000008320
Strategic Income Opportunities Trust
C000022739
NAV
JVRNX
C000022740
Series I
JESNX
C000022741
Series II
JESPX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000756913
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S000008320
C000022740
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John Hancock Variable Insurance Trust
811-04146
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200 Berkeley Street
Boston
02116
617-543-9634
Strategic Income Opportunities Trust
S000008320
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2024-12-31
2024-06-30
N
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5602120.310000000000
397623188.770000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
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0.000000000000
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137499.600000000000
0.000000000000
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PHP
AUD
BRL
CAD
CNY
EUR
GBP
IDR
INR
JPY
MXN
MYR
NOK
NZD
SGD
USD
KRW
N
Fund's Designated Reference Portfolio is the Fund's Securities Portfolio
N/A
DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5
N/A
DELTA AIR LINES 2020-1 CLASS A PASS THRU CE 12/29 2.5
247361ZW1
344824.75
PA
USD
313161.02
0.0787582387
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.500000000000
N
N
N
N
N
N
Delta Air Lines Inc.
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC SR UNSECURED 01/26 7.375
247361ZZ4
165000
PA
USD
168302.15
0.0423270460
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.375000000000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC JR SUBORDINA 02/55 VAR
25746UDT3
200000
PA
USD
204169.8
0.0513475586
Long
DBT
CORP
US
N
2
2055-02-01
Variable
6.875000000000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC JR SUBORDINA 06/54 VAR
25746UDU0
885000
PA
USD
920810.64
0.2315787072
Long
DBT
CORP
US
N
2
2054-06-01
Variable
7.000000000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DOMINO'S PIZZA MASTER ISSUER L DPABS 2015 1A A2II 144A
25755TAE0
839387.5
PA
USD
822985.7
0.2069762839
Long
ABS-O
CORP
US
N
2
2045-10-25
Fixed
4.474000000000
N
N
N
N
N
N
Duke University
N/A
DUKE UNIVERSITY UNSECURED 10/46 3.299
26442TAE7
781000
PA
USD
583978.24
0.1468672493
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.299000000000
N
N
N
N
N
N
Durham County of
N/A
COUNTY OF DURHAM NC DURGEN 06/42 FIXED 5
266713BW5
230000
PA
USD
259601.62
0.0652883502
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
5.000000000000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 144A 05/31 3.625
26884LAN9
1860000
PA
USD
1640876.93
0.4126713372
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.625000000000
N
N
N
N
N
N
EQT Corporation
4NT01YGM4X7ZX86ISY52
EQT CORP SR UNSECURED 02/34 5.75
26884LAR0
445000
PA
USD
441095.57
0.1109330599
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.750000000000
N
N
N
N
N
N
Emera Incorporated
NQZVQT2P5IUF2PGA1Q48
EMERA INC JR SUBORDINA 06/76 VAR
290876AD3
1615000
PA
USD
1602795.61
0.4030940990
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.750000000000
N
N
N
N
N
N
ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875
N/A
ABU DHABI GOVERNMENT INTERNATI SR UNSECURED 144A 04/50 3.875
29135LAJ9
720000
PA
USD
572544
0.1439916021
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.875000000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
OVINTIV INC COMPANY GUAR 08/34 6.5
292505AD6
1270000
PA
USD
1328328.94
0.3340672721
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.500000000000
N
N
N
N
N
N
Ovintiv Inc.
N/A
OVINTIV INC COMPANY GUAR 02/38 6.5
292505AG9
540000
PA
USD
555252.06
0.1396427763
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.500000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC COMPANY GUAR 11/29 3.125
29250NAZ8
982000
PA
USD
886656.51
0.2229891352
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.125000000000
N
N
N
N
N
N
JH COLLATERAL
N/A
JH COLLATERAL
N/A
1018174.03
NS
USD
10178482.16
2.5598311284
Long
STIV
RF
US
N
1
N
N
BOUGHT JPY/SOLD USD
N/A
BOUGHT JPY/SOLD USD
N/A
1
NC
-42628.23
-0.0107207606
N/A
DFE
CORP
JP
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1719500.000000000000
USD
266631430.000000000000
JPY
2024-09-18
-42628.230000000000
N
N
N
BOUGHT CAD/SOLD USD
N/A
BOUGHT CAD/SOLD USD
N/A
1
NC
14850.24
0.0037347520
N/A
DFE
CORP
CA
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
2400314.000000000000
USD
3298031.440000000000
CAD
2024-09-18
14850.240000000000
N
N
N
Cenovus Energy Inc.
N/A
CENOVUS ENERGY INC SR UNSECURED 02/28 3.5
15135UAT6
510000
PA
359093.23
0.0903099316
Long
DBT
CORP
CA
N
2
2028-02-07
Fixed
3.500000000000
N
N
N
N
N
N
CenterPoint Energy Inc.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC SR UNSECURED 144A 08/26 4.25
15189TBC0
1310000
PA
USD
1316722.58
0.3311483377
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.250000000000
N
N
N
N
Y
CenterPoint Energy, Inc.
CenterPoint Energy, Inc.
USD
XXXX
N
N
N
CITY OF CHARLOTTE NC AIRPORT R CHAAPT 07/51 FIXED 4
N/A
CITY OF CHARLOTTE NC AIRPORT R CHAAPT 07/51 FIXED 4
161036RW0
40000
PA
USD
38883.73
0.0097790398
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/48 5.75
161175BN3
790000
PA
USD
660476.73
0.1661061901
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.750000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 07/49 5.125
161175BS2
1645000
PA
USD
1262704.42
0.3175630737
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.125000000000
N
N
N
N
N
N
Charter Communications Operating LLC/Charter Communications Operating Capital C
N/A
CHARTER COMMUNICATIONS OPT LLC SR SECURED 04/31 2.8
161175BU7
230000
PA
USD
187983.18
0.0472767146
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.800000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 05/54 FIXED 5
3140QUPL4
1104727.11
PA
USD
1071140.98
0.2693859438
Long
ABS-MBS
USGSE
US
N
2
2054-05-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED VAR
3140XJGY3
1904874.8
PA
USD
1809470.29
0.4550716208
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
Oklahoma State University
N/A
OKLAHOMA STATE UNIVERSITY OKSHGR 09/43 FIXED OID 4
679191PF7
5000
PA
USD
4966.37
0.0012490142
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
4.000000000000
N
N
N
N
N
N
OMERS Finance Trust
N/A
OMERS FINANCE TRUST COMPANY GUAR 144A 03/31 4.75
682142AL8
465000
PA
USD
463700.39
0.1166180452
Long
DBT
NUSS
CA
N
2
2031-03-26
Fixed
4.750000000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company / New Red Finance Inc.
N/A
1011778 BC ULC / NEW RED FINAN SR SECURED 144A 01/28 3.875
68245XAH2
970000
PA
USD
908497.05
0.2284819084
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.875000000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company / New Red Finance Inc.
N/A
1011778 BC ULC / NEW RED FINAN SR SECURED 144A 02/29 3.5
68245XAP4
1918000
PA
USD
1741349.71
0.4379396774
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.500000000000
N
N
N
N
N
N
MEXICAN BONOS BONDS 05/31 7.75
N/A
MEXICAN BONOS BONDS 05/31 7.75
EI8047355
45200000
PA
2201693.36
0.5537135213
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.750000000000
N
N
N
N
N
N
Nordic Investment Bank
N/A
NORDIC INVESTMENT BANK SR UNSECURED 11/26 4
EI8608073
2000000
PA
185965.36
0.0467692442
Long
DBT
NUSS
FI
N
2
2026-11-04
Fixed
4.000000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 05/33 6.625
EJ3390386
10391000000
PA
612842.01
0.1541263255
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.625000000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVERNMENT BOND BONDS 04/33 3.844
EJ6316693
6033000
PA
1275646.05
0.3208178210
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.844000000000
N
N
N
N
N
N
Treasury Corporation of Victoria
N/A
TREASURY CORP OF VICTORIA LOCAL GOVT G 12/32 4.25
EJ6963270
1385000
PA
876288
0.2203815131
Long
DBT
NUSS
AU
N
2
2032-12-20
Fixed
4.250000000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVERNMENT BOND BONDS 06/28 3.733
EJ7152766
3780000
PA
804246.7
0.2022635306
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.733000000000
N
N
N
N
N
N
Province of Ontario
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA UNSECURED 06/45 3.45
68323ACC6
1060000
PA
674338.36
0.1695923123
Long
DBT
NUSS
CA
N
2
2045-06-02
Fixed
3.450000000000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
N/A
ONTARIO TEACHERS' FINANCE TRUS COMPANY GUAR 144A 04/31 2
68329AAJ7
1340000
PA
USD
1126379.45
0.2832781090
Long
DBT
NUSS
CA
N
2
2031-04-16
Fixed
2.000000000000
N
N
N
N
N
N
Province of Ontario
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA UNSECURED 12/30 1.35
68333ZAN7
2750000
PA
1720114.4
0.4325991161
Long
DBT
NUSS
CA
N
2
2030-12-02
Fixed
1.350000000000
N
N
N
N
N
N
Oregon Health and Science University
N/A
OREGON HEALTH and SCIENCE UNIVER ORSHGR 07/51 FIXED 4
685869HF9
15000
PA
USD
14277.62
0.0035907413
Long
DBT
MUN
US
N
2
2051-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Oregon State University
N/A
OREGON STATE UNIVERSITY ORSHGR 04/44 FIXED OID 4
68608WAV4
85000
PA
USD
83951.17
0.0211132480
Long
DBT
MUN
US
N
2
2044-04-01
Fixed
4.000000000000
N
N
N
N
N
N
PT Pertamina (Persero)
N/A
PERTAMINA PERSERO PT SR UNSECURED 144A 01/30 3.1
69370PAF8
255000
PA
USD
226950
0.0570766511
Long
DBT
CORP
ID
N
2
2030-01-21
Fixed
3.100000000000
N
N
N
N
N
N
CANADIAN GOVERNMENT BOND BONDS 09/24 1.5
N/A
CANADIAN GOVERNMENT BOND BONDS 09/24 1.5
135087J96
885000
PA
643354.67
0.1618000882
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.500000000000
N
N
N
N
N
N
CEMEX S.A.B de C.V
549300RIG2CXWN6IV731
CEMEX SAB DE CV COMPANY GUAR 144A 07/31 3.875
151290BZ5
1185000
PA
USD
1044767.93
0.2627532698
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.875000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 03/31 2.5
15135BAX9
905000
PA
USD
742716.12
0.1867889351
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.500000000000
N
N
N
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP I JR SUBORDINA 05/68 VAR
026874BS5
1700000
PA
USD
1876494
0.4719277077
Long
DBT
CORP
US
N
2
2058-05-15
Variable
8.175000000000
N
N
N
N
N
N
South Australian Government Financing Authority
N/A
SOUTH AUSTRALIAN GOVERNMENT FI LOCAL GOVT G REGS 05/38 4.75
ZM9349923
870000
PA
536545.07
0.1349380733
Long
DBT
NUSS
AU
N
2
2038-05-24
Fixed
4.750000000000
N
N
N
N
N
N
Airservices Australia
N/A
AIRSERVICES AUSTRALIA SR UNSECURED 11/28 5.4
ZN2068650
890000
PA
601594.62
0.1512976700
Long
DBT
NUSS
AU
N
2
2028-11-15
Fixed
5.400000000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25
N/A
NEW ZEALAND GOVERNMENT BOND UNSECURED 05/34 4.25
ZN2715698
1490000
PA
873590.49
0.2197031045
Long
DBT
NUSS
NZ
N
2
2034-05-15
Fixed
4.250000000000
N
N
N
N
N
N
SOLD CAD/BOUGHT USD
N/A
SOLD CAD/BOUGHT USD
N/A
1
NC
USD
-2870.24
-0.0007218492
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
946150.080000000000
CAD
690000.000000000000
USD
2024-09-18
-2870.240000000000
N
N
N
BOUGHT MXN/SOLD USD
N/A
BOUGHT MXN/SOLD USD
N/A
1
NC
88811.11
0.0223354956
N/A
DFE
CORP
MX
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
3514950.000000000000
USD
66727663.170000000000
MXN
2024-09-18
88811.110000000000
N
N
N
The United Kingdom
N/A
UNITED KINGDOM GILT BONDS REGS 01/33 3.25
ZN9056328
805000
PA
953647.96
0.2398371088
Long
DBT
NUSS
GB
N
2
2033-01-31
Fixed
3.250000000000
N
N
N
N
N
N
International Finance Corporation
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP SR UNSECURED 09/25 0.375
ZO1774181
1805000
PA
1036743.86
0.2607352612
Long
DBT
NUSS
US
N
2
2025-09-10
Fixed
0.375000000000
N
N
N
N
N
N
BOUGHT MXN/SOLD USD
N/A
BOUGHT MXN/SOLD USD
N/A
1
NC
17304.86
0.0043520752
N/A
DFE
CORP
MX
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
1033000.000000000000
USD
19447567.900000000000
MXN
2024-09-18
17304.860000000000
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
13647.67
0.0034323124
N/A
DFE
CORP
DE
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
19581361.800000000000
NOK
1722083.330000000000
EUR
2024-09-18
13647.670000000000
N
N
N
American Tower Corporation
5493006ORUSIL88JOE18
AMERICAN TOWER CORP SR UNSECURED 01/28 0.5
ZO2933323
270000
PA
258059.48
0.0649005107
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.500000000000
N
N
N
N
N
N
JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375
N/A
JOHNSON CONTROLS INTERNATIONAL SR UNSECURED 09/27 0.375
ZO4141503
240000
PA
233112.8
0.0586265607
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.375000000000
N
N
N
N
N
N
VMED O2 UK Financing I plc
N/A
VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 3.25
ZO4153599
920000
PA
867041.5
0.2180560703
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
3.250000000000
N
N
N
N
N
N
The Asian Infrastructure Investment Bank
N/A
ASIAN INFRASTRUCTURE INVESTMEN SR UNSECURED REGS 12/25 0.2
ZO9323437
630000
PA
744500.37
0.1872376640
Long
DBT
NUSS
CN
N
2
2025-12-15
Fixed
0.200000000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TREASURY BOND BONDS 12/29 1.375
ZR8283619
2029580000
PA
1336295.23
0.3360707493
Long
DBT
NUSS
KR
N
2
2029-12-10
Fixed
1.375000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND BONDS 10/29 6.45
N/A
INDIA GOVERNMENT BOND BONDS 10/29 6.45
ZR8860481
33000000
PA
385978.75
0.0970714890
Long
DBT
NUSS
IN
N
2
2029-10-07
Fixed
6.450000000000
N
N
N
N
N
N
BOUGHT NZD/SOLD AUD
N/A
BOUGHT NZD/SOLD AUD
N/A
1
NC
-14756.55
-0.0037111895
N/A
DFE
CORP
NZ
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
3440583.000000000000
AUD
3751560.090000000000
NZD
2024-09-18
-14756.550000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-16659.87
-0.0041898638
N/A
DFE
CORP
NO
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
1722083.330000000000
EUR
19549262.170000000000
NOK
2024-09-18
-16659.870000000000
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 10/28 5.625
345397E33
310000
PA
392063.39
0.0986017418
Long
DBT
CORP
US
N
2
2028-10-09
Fixed
5.625000000000
N
N
N
N
N
N
FORT MILL PUBLIC FACILITIES CO FMPFAC 08/44 FIXED OID 4
N/A
FORT MILL PUBLIC FACILITIES CO FMPFAC 08/44 FIXED OID 4
34802AAL0
15000
PA
USD
14772.74
0.0037152612
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
4.000000000000
N
N
N
N
N
N
SOLD EUR/BOUGHT USD
N/A
SOLD EUR/BOUGHT USD
N/A
1
NC
USD
110476
0.0277840939
N/A
DFE
CORP
DE
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
11972806.380000000000
EUR
12980579.040000000000
USD
2024-09-18
110476.000000000000
N
N
N
Freddie Mac STACR REMIC Trust 2022-HQA3
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA3 M1B 144A
35564KE47
540000
PA
USD
570190.54
0.1433997202
Long
ABS-MBS
USGSE
US
N
2
2042-08-25
Floating
8.885350000000
N
N
N
N
N
N
SOLD CAD/BOUGHT USD
N/A
SOLD CAD/BOUGHT USD
N/A
1
NC
USD
-1294.8
-0.0003256349
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
389422.450000000000
CAD
283881.130000000000
USD
2024-09-18
-1294.800000000000
N
N
N
SOLD MXN/BOUGHT USD
N/A
SOLD MXN/BOUGHT USD
N/A
1
NC
USD
10925.17
0.0027476189
N/A
DFE
CORP
MX
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
12620155.170000000000
MXN
692501.930000000000
USD
2024-09-18
10925.170000000000
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC CANADA SR UNSECURED 09/33 4.5
748148SE4
824000
PA
USD
807878.32
0.2031768626
Long
DBT
NUSS
CA
N
2
2033-09-08
Fixed
4.500000000000
N
N
N
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
-3842.22
-0.0009662968
N/A
DFE
CORP
DE
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
19767743.570000000000
NOK
1722083.330000000000
EUR
2024-09-18
-3842.220000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-20663.89
-0.0051968523
N/A
DFE
CORP
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1721875.000000000000
EUR
19504206.740000000000
NOK
2024-09-18
-20663.890000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-4236.34
-0.0010654157
N/A
DFE
CORP
NO
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1042745.800000000000
EUR
11899710.800000000000
NOK
2024-09-18
-4236.340000000000
N
N
N
Hyatt Hotels Corporation
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP SR UNSECURED 04/30 5.75
448579AJ1
1104000
PA
USD
1122735.27
0.2823616182
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
5.750000000000
N
N
N
N
N
N
Indian Railway Finance Corporation Limited
N/A
INDIAN RAILWAY FINANCE CORP LT SR UNSECURED 144A 02/30 3.249
45434L2A1
645000
PA
USD
580073.01
0.1458851059
Long
DBT
CORP
IN
N
2
2030-02-13
Fixed
3.249000000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA GOVERNMENT INTERNATI SR UNSECURED 10/30 3.85
455780CS3
405000
PA
USD
376115.4
0.0945909119
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.850000000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/51 3.05
455780CW4
935000
PA
USD
633462.5
0.1593122629
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.050000000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 03/29 4.6
458182EL2
650000
PA
490694.05
0.1234067992
Long
DBT
NUSS
US
N
2
2029-03-01
Fixed
4.600000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/25 1.9
459058HS5
1065000
PA
767106.72
0.1929230341
Long
DBT
NUSS
US
N
2
2025-01-16
Fixed
1.900000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONST SR UNSECURED 01/27 1.8
459058KF9
625000
PA
432632.21
0.1088045723
Long
DBT
NUSS
US
N
2
2027-01-19
Fixed
1.800000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTL BK RECON + DEVELOP SR UNSECURED 09/30 4.25
459058KV4
505000
PA
377182.08
0.0948591759
Long
DBT
NUSS
US
N
2
2030-09-18
Fixed
4.250000000000
N
N
N
N
N
N
INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A
N/A
INTOWN 2022-STAY MORTGAGE TRUS TOWN 2022 STAY B 144A
46117NAC6
640000
PA
USD
641195.97
0.1612571872
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
8.615300000000
N
N
N
N
N
N
Rede D Or Finance Sarl
N/A
REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/30 4.5
75735GAA6
587000
PA
USD
529560.11
0.1331813951
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.500000000000
N
N
N
N
N
N
Rede D Or Finance Sarl
N/A
REDE D'OR FINANCE SARL COMPANY GUAR 144A 01/28 4.95
75735KAA7
310000
PA
USD
294066.4
0.0739560489
Long
DBT
CORP
LU
N
2
2028-01-17
Fixed
4.950000000000
N
N
N
N
N
N
REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25
N/A
REPUBLIC OF ITALY GOVERNMENT I SR UNSECURED 02/26 1.25
465410CA4
1032000
PA
USD
965526.82
0.2428245754
Long
DBT
NUSS
IT
N
2
2026-02-17
Fixed
1.250000000000
N
N
N
N
N
N
JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625
N/A
JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 01/32 3.625
46590XAU0
1070000
PA
USD
923707.67
0.2323072940
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
3.625000000000
N
N
N
N
N
N
Jersey Village The City of
N/A
CITY OF JERSEY VILLAGE TX JER 03/49 FIXED OID 4
476772LE6
65000
PA
USD
61231.74
0.0153994389
Long
DBT
MUN
US
N
2
2049-03-15
Fixed
4.000000000000
N
N
N
N
N
N
Kinder Morgan Inc.
549300WR7IX8XE0TBO16
KINDER MORGAN INC COMPANY GUAR 12/34 5.3
49456BAG6
230000
PA
USD
222925.03
0.0560643937
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.300000000000
N
N
N
N
N
N
Rhode Island Health and Educational Building Corporation
N/A
RHODE ISLAND HEALTH AND EDUCAT RISMED 05/46 FIXED 5
7621964G5
135000
PA
USD
146748.83
0.0369065070
Long
DBT
MUN
US
N
2
2046-05-15
Fixed
5.000000000000
N
N
N
N
N
N
Rhode Island Health and Educational Building Corporation
N/A
RHODE ISLAND HEALTH AND EDUCAT RISHGR 09/47 FIXED 4
762197VX6
20000
PA
USD
18933.82
0.0047617494
Long
DBT
MUN
US
N
2
2047-09-15
Fixed
4.000000000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA JR SUBORDINA 05/84 VAR
780082AR4
1800000
PA
USD
1856363.4
0.4668649748
Long
DBT
CORP
CA
N
2
2084-05-02
Variable
7.500000000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA JR SUBORDINA 12/99 VAR
780086UF9
615000
PA
374992.43
0.0943084912
Long
DBT
CORP
CA
N
2
2027-02-24
Variable
4.200000000000
N
N
N
N
N
N
LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A
N/A
LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 B 144A
53218DAE8
1090000
PA
USD
1061394.37
0.2669347261
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
7.122750000000
N
N
N
N
N
N
Louisiana Local Government Environmental Facilities and Community Development Auth
5493004WIZ1HV87IVF85
LOUISIANA LOCAL GOVERNMENT ENV LCDA 2023 ELL A3
54627RAT7
730000
PA
USD
733059.36
0.1843603142
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.198000000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd.
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD SR UNSECURED 144A 04/28 5.5
780153BG6
1235000
PA
USD
1219245.97
0.3066335175
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.500000000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST ASSET BACKED 144A 01/28 6.599
78403DAZ3
950000
PA
USD
969540.65
0.2438340312
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.599000000000
N
N
N
N
N
N
MC Brazil Downstream Trading S.a r.l.
N/A
MC BRAZIL DOWNSTREAM TRADING S SR SECURED 144A 06/31 7.25
55292WAA8
907966.65
PA
USD
804805.39
0.2024040380
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.250000000000
N
N
N
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL COMPANY GUAR 10/28 4.75
552953CH2
105000
PA
USD
99966.35
0.0251409759
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
SBA Communications Corporation
N/A
SBA COMMUNICATIONS CORP SR UNSECURED 02/27 3.875
78410GAD6
2400000
PA
USD
2287267.92
0.5752350428
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.875000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 04/29 3.375
87264ABV6
470000
PA
USD
434032.5
0.1091567374
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 04/31 3.5
87264ABW4
950000
PA
USD
853495.39
0.2146492997
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 09/30 3.625
55354GAK6
1530000
PA
USD
1373640.12
0.3454627795
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.625000000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 02/31 3.875
55354GAL4
765000
PA
USD
689026.63
0.1732863297
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 11/31 3.625
55354GAM2
1344000
PA
USD
1179237.83
0.2965716948
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
MSCI Inc.
549300HTIN2PD78UB763
MSCI INC COMPANY GUAR 144A 08/33 3.25
55354GAQ3
390000
PA
USD
322191.66
0.0810293939
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.250000000000
N
N
N
N
N
N
MARB Bondco PLC
N/A
MARB BONDCO PLC COMPANY GUAR 144A 01/31 3.95
566007AC4
1205000
PA
USD
1001511.29
0.2518744677
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.950000000000
N
N
N
N
N
N
Marriott Vacations Worldwide Corporation
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WORLDWIDE C COMPANY GUAR 12/27 3.25
57164YAF4
755000
PA
USD
687050
0.1727892184
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.250000000000
N
N
N
N
Y
Marriott Vacations Worldwide, Corp.
Marriott Vacations Worldwide, Corp.
USD
XXXX
N
N
N
Massachusetts Educational Financing Authority
N/A
MASSACHUSETTS EDUCATIONAL FINA MASEDU 07/44 FIXED OID 5.95
57563RTM1
870000
PA
USD
846031.15
0.2127720852
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.950000000000
N
N
N
N
N
N
BOUGHT NOK/SOLD SEK
N/A
BOUGHT NOK/SOLD SEK
N/A
1
NC
4636.1
0.0011659531
N/A
DFE
CORP
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3363939.150000000000
SEK
3445000.000000000000
NOK
2024-09-18
4636.100000000000
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
-3338.36
-0.0008395788
N/A
DFE
CORP
DE
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
9508024.370000000000
NOK
826913.000000000000
EUR
2024-09-18
-3338.360000000000
N
N
N
BOUGHT JPY/SOLD CAD
N/A
BOUGHT JPY/SOLD CAD
N/A
1
NC
-7297.63
-0.0018353130
N/A
DFE
CORP
JP
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
344000.000000000000
CAD
38895106.000000000000
JPY
2024-09-18
-7297.630000000000
N
N
N
SOLD MXN/BOUGHT USD
N/A
SOLD MXN/BOUGHT USD
N/A
1
NC
USD
-10163.84
-0.0025561487
N/A
DFE
CORP
MX
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
33349099.060000000000
MXN
1790921.050000000000
USD
2024-09-18
-10163.840000000000
N
N
N
BOUGHT AUD/SOLD NZD
N/A
BOUGHT AUD/SOLD NZD
N/A
1
NC
149134.51
0.0375064921
N/A
DFE
CORP
AU
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
14858302.190000000000
NZD
13762332.000000000000
AUD
2024-09-18
149134.510000000000
N
N
N
SOLD NZD/BOUGHT USD
N/A
SOLD NZD/BOUGHT USD
N/A
1
NC
USD
165681.4
0.0416679421
N/A
DFE
CORP
NZ
N
2
AUSTRALIAAND NEW ZEALAND BANKING GROUP
JHE42UYNWWTJB8YTTU19
18245744.420000000000
NZD
11279063.060000000000
USD
2024-09-18
165681.400000000000
N
N
N
SOLD SGD/BOUGHT USD
N/A
SOLD SGD/BOUGHT USD
N/A
1
NC
USD
91462.88
0.0230024009
N/A
DFE
CORP
SG
N
2
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
26028699.280000000000
SGD
19356726.130000000000
USD
2024-09-18
91462.880000000000
N
N
N
SOLD MXN/BOUGHT USD
N/A
SOLD MXN/BOUGHT USD
N/A
1
NC
USD
-14776.44
-0.0037161917
N/A
DFE
CORP
MX
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
32159087.100000000000
MXN
1722039.470000000000
USD
2024-09-18
-14776.440000000000
N
N
N
BOUGHT CAD/SOLD JPY
N/A
BOUGHT CAD/SOLD JPY
N/A
1
NC
5915.55
0.0014877276
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
39114864.000000000000
JPY
344000.000000000000
CAD
2024-09-18
5915.550000000000
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
1452.48
0.0003652906
N/A
DFE
CORP
DE
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
39438119.170000000000
NOK
3444166.660000000000
EUR
2024-09-18
1452.480000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
8484.69
0.0021338519
N/A
DFE
CORP
NO
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
1722500.000000000000
EUR
19821989.310000000000
NOK
2024-09-18
8484.690000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
10172.98
0.0025584474
N/A
DFE
CORP
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1722500.000000000000
EUR
19839980.650000000000
NOK
2024-09-18
10172.980000000000
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
9920.25
0.0024948872
N/A
DFE
CORP
DE
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
39347882.010000000000
NOK
3444166.660000000000
EUR
2024-09-18
9920.250000000000
N
N
N
BOUGHT MXN/SOLD USD
N/A
BOUGHT MXN/SOLD USD
N/A
1
NC
13351.58
0.0033578474
N/A
DFE
CORP
MX
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
688666.670000000000
USD
12998652.260000000000
MXN
2024-09-18
13351.580000000000
N
N
N
BOUGHT AUD/SOLD NZD
N/A
BOUGHT AUD/SOLD NZD
N/A
1
NC
11898.89
0.0029925040
N/A
DFE
CORP
AU
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1871239.120000000000
NZD
1722916.670000000000
AUD
2024-09-18
11898.890000000000
N
N
N
BOUGHT AUD/SOLD NZD
N/A
BOUGHT AUD/SOLD NZD
N/A
1
NC
13839.26
0.0034804962
N/A
DFE
CORP
AU
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1868053.440000000000
NZD
1722916.660000000000
AUD
2024-09-18
13839.260000000000
N
N
N
BOUGHT NZD/SOLD AUD
N/A
BOUGHT NZD/SOLD AUD
N/A
1
NC
-8827.41
-0.0022200441
N/A
DFE
CORP
NZ
N
2
THE BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
1720291.500000000000
AUD
1873400.880000000000
NZD
2024-09-18
-8827.410000000000
N
N
N
BOUGHT JPY/SOLD USD
N/A
BOUGHT JPY/SOLD USD
N/A
1
NC
-25131.81
-0.0063205091
N/A
DFE
CORP
JP
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
1721666.670000000000
USD
269757964.000000000000
JPY
2024-09-18
-25131.810000000000
N
N
N
SOLD MXN/BOUGHT USD
N/A
SOLD MXN/BOUGHT USD
N/A
1
NC
USD
8481.08
0.0021329440
N/A
DFE
CORP
MX
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
12665410.360000000000
MXN
692501.940000000000
USD
2024-09-18
8481.080000000000
N
N
N
FREDDIE MAC POOL FR 12/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 12/52 FIXED 4.5
3132DVME2
1623166.19
PA
USD
1546436.04
0.3889199835
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 05/53 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 05/53 FIXED 4.5
3132DVML6
3245198.72
PA
USD
3092806.14
0.7778233834
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.500000000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Limited
N/A
NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/25 2.75
LW4388663
1500000
PA
893587.62
0.2247322705
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.750000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 07/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 07/52 FIXED 4.5
3133KPQZ4
1287115.62
PA
USD
1215411.18
0.3056690893
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 4.5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 4.5
3133KPUH9
807473.84
PA
USD
762994.63
0.1918888665
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 2024 TERM LOAN B1
P2121YAV0
525000
PA
USD
525656.25
0.1321995962
Long
LON
CORP
US
N
2
2028-10-18
Floating
8.094
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 2024 TERM LOAN B2
P2121YAW8
564000
PA
USD
565765.32
0.1422868022
Long
LON
CORP
US
N
2
2027-08-08
Floating
8.094
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 11/52 FIXED VAR
3140XJVZ3
721608.36
PA
USD
704912.8
0.1772816123
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SR UNSECURED 12/28 1
31620MBM7
425000
PA
406098.84
0.1021315787
Long
DBT
CORP
US
N
2
2028-12-03
Fixed
1.000000000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5
N/A
NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/33 3.5
QJ1094474
4015000
PA
2236412.15
0.5624451021
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.500000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 05/31 8.75
UV4168299
17423000000
PA
1160442.63
0.2918448075
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.750000000000
N
N
N
N
N
N
Philippine Government Bond
N/A
PHILIPPINE GOVERNMENT BOND BONDS 09/25 3.625
UV6887441
32845000
PA
543416.56
0.1366662145
Long
DBT
NUSS
PH
N
2
2025-09-09
Fixed
3.625000000000
N
N
N
N
N
N
Philippine Government Bond
N/A
PHILIPPINE GOVERNMENT BOND BONDS 02/29 6.25
ZF9229781
55600000
PA
943638.38
0.2373197557
Long
DBT
NUSS
PH
N
2
2029-02-28
Fixed
6.250000000000
N
N
N
N
N
N
First Horizon Corporation
TF3RXI1ZB1TQ30H9JV10
FIRST HORIZON CORP PREFERRED STOCK 4.7
320517865
4450
NS
USD
75961.5
0.0191038909
Long
EP
CORP
US
N
1
N
N
N
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
N/A
FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020 SFR2 A 144A
33767JAA0
502644.46
PA
USD
476064.72
0.1197276048
Long
ABS-O
CORP
US
N
2
2037-10-19
Fixed
1.266000000000
N
N
N
N
N
N
CDP Financial Inc.
N/A
CDP FINANCIAL INC COMPANY GUAR REGS 12/30 4.2
ZG3913420
855000
PA
631776.91
0.1588883465
Long
DBT
CORP
CA
N
2
2030-12-02
Fixed
4.200000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 02/34 6.625
ZI4194448
9589000000
PA
566493.2
0.1424698599
Long
DBT
NUSS
ID
N
2
2034-02-15
Fixed
6.625000000000
N
N
N
N
N
N
Five Star Bancorp
N/A
FIVE STAR BANCORP SUBORDINATED 144A 09/32 VAR
33830TAC7
290000
PA
USD
246024.99
0.0618739040
Long
DBT
CORP
US
N
2
2032-09-01
Variable
6.000000000000
N
N
N
N
N
N
CITY OF FLORENCE SC COMBINED W FLOUTL 09/38 FIXED 3
N/A
CITY OF FLORENCE SC COMBINED W FLOUTL 09/38 FIXED 3
340333ME0
45000
PA
USD
40263.36
0.0101260090
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
3.000000000000
N
N
N
N
N
N
BOUGHT SEK/SOLD NOK
N/A
BOUGHT SEK/SOLD NOK
N/A
1
NC
-2397.56
-0.0006029729
N/A
DFE
CORP
SE
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
3445000.000000000000
NOK
3387571.850000000000
SEK
2024-09-18
-2397.560000000000
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
1481.89
0.0003726870
N/A
DFE
CORP
DE
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
39437805.870000000000
NOK
3444166.670000000000
EUR
2024-09-18
1481.890000000000
N
N
N
State Board of Administration Finance Corporation
549300S34SOJ0RULXM35
STATE BOARD OF ADMINISTRATION FLSGEN 07/30 FIXED 2.154
341271AF1
333000
PA
USD
282152.7
0.0709598202
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.154000000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA6
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA6 M1A 144A
35564KH36
503203.23
PA
USD
510052.98
0.1282754614
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
7.485350000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA7
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA7 M1A 144A
35564KL31
705380.18
PA
USD
717797.34
0.1805220018
Long
ABS-MBS
USGSE
US
N
2
2052-03-25
Floating
7.835350000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-HQA1
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 HQA1 M1B 144A
35564KTB5
365000
PA
USD
383583.35
0.0964690594
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
8.835350000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA3
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA3 M1A 144A
35564KUW7
454002.19
PA
USD
460776.31
0.1158826555
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
7.335350000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA4
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1A 144A
35564KWS4
542170
PA
USD
551449.08
0.1386863482
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
7.535350000000
N
N
N
N
N
N
BOUGHT NZD/SOLD AUD
N/A
BOUGHT NZD/SOLD AUD
N/A
1
NC
-9741.11
-0.0024498345
N/A
DFE
CORP
NZ
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1720291.500000000000
AUD
1871900.790000000000
NZD
2024-09-18
-9741.110000000000
N
N
N
BOUGHT NZD/SOLD AUD
N/A
BOUGHT NZD/SOLD AUD
N/A
1
NC
-10490.57
-0.0026383195
N/A
DFE
CORP
NZ
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
1722916.670000000000
AUD
1873551.270000000000
NZD
2024-09-18
-10490.570000000000
N
N
N
Freddie Mac STACR REMIC Trust 2022-DNA4
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2022 DNA4 M1B 144A
35564KWT2
1165000
PA
USD
1223065.46
0.3075940978
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
8.685350000000
N
N
N
N
N
N
Freddie Mac Stacr Remic Trust 2024-Hqa1
N/A
FREDDIE MAC STACR REMIC TRUST STACR 2024 HQA1 M2 144A
35564NCA9
1715000
PA
USD
1723600.73
0.4334759085
Long
ABS-MBS
USGSE
US
N
2
2044-03-25
Floating
7.335350000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 03/43 5.45
35671DBC8
2405000
PA
USD
2284339.23
0.5744984937
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 11/34 5.4
35671DBJ3
495000
PA
USD
486868.39
0.1224446671
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.400000000000
N
N
N
N
N
N
BOUGHT NZD/SOLD AUD
N/A
BOUGHT NZD/SOLD AUD
N/A
1
NC
-10203.03
-0.0025660048
N/A
DFE
CORP
NZ
N
2
AUSTRALIAAND NEW ZEALAND BANKING GROUP
JHE42UYNWWTJB8YTTU19
1722916.670000000000
AUD
1874023.350000000000
NZD
2024-09-18
-10203.030000000000
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
19746.4
0.0049661088
N/A
DFE
CORP
DE
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
19516370.490000000000
NOK
1722083.340000000000
EUR
2024-09-18
19746.400000000000
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 03/28 4.125
35671DCE3
140000
PA
USD
134116.37
0.0337295142
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.125000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 144A 08/39 7.125
42307TAH1
975000
PA
USD
1097993.57
0.2761392195
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.125000000000
N
N
N
N
N
N
SOLD MXN/BOUGHT USD
N/A
SOLD MXN/BOUGHT USD
N/A
1
NC
USD
6113.29
0.0015374581
N/A
DFE
CORP
MX
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
12709252.650000000000
MXN
692501.940000000000
USD
2024-09-18
6113.290000000000
N
N
N
BOUGHT SGD/SOLD USD
N/A
BOUGHT SGD/SOLD USD
N/A
1
NC
2740.45
0.0006892078
N/A
DFE
CORP
SG
N
2
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
4622187.500000000000
USD
6248596.620000000000
SGD
2024-09-18
2740.450000000000
N
N
N
Hilton Domestic Operating Company Inc.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO I COMPANY GUAR 01/30 4.875
432833AF8
1105000
PA
USD
1060550.88
0.2667225931
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
Hilton Domestic Operating Company Inc.
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO I COMPANY GUAR 144A 02/32 3.625
432833AN1
485000
PA
USD
419710.27
0.1055547769
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.625000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A
N/A
HOME PARTNERS OF AMERICA 2019- HPA 2019 1 B 144A
43731QAC2
324206.8
PA
USD
300582.53
0.0755948190
Long
ABS-O
CORP
US
N
2
2039-09-17
Fixed
3.157000000000
N
N
N
N
N
N
Host Hotels and Resorts L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS and RESORTS LP SR UNSECURED 12/29 3.375
44107TAY2
950000
PA
USD
847691.78
0.2131897243
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.375000000000
N
N
N
N
N
N
Host Hotels and Resorts L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS and RESORTS LP SR UNSECURED 09/30 3.5
44107TAZ9
240000
PA
USD
212080.91
0.0533371584
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.500000000000
N
N
N
N
N
N
Huntington Bancshares Incorporated
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC/OH PREFERRED STOCK 4.5
446150823
99
NS
USD
1769.13
0.0004449263
Long
EP
CORP
US
N
1
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES CORP/THE JR SUBORDINA 01/55 VAR
00130HCK9
575000
PA
USD
582108.96
0.1463971359
Long
DBT
CORP
US
N
2
2055-01-15
Variable
7.600000000000
N
N
N
N
N
N
Freeport-McMoRan Inc.
N/A
FREEPORT-MCMORAN INC COMPANY GUAR 08/30 4.625
35671DCH6
490000
PA
USD
471385.64
0.1185508424
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.625000000000
N
N
N
N
N
N
AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75
N/A
AMERICAN AIRLINES INC/AADVANTA SR SECURED 144A 04/29 5.75
00253XAB7
1960000
PA
USD
1906822.75
0.4795552181
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.750000000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 2024 TERM LOAN B
00766WAW3
1415000
PA
USD
1422372.15
0.3577186115
Long
LON
CORP
US
N
2
2031-04-17
Floating
7.219
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA SR UNSECURED 07/25 4
008911BF5
665000
PA
USD
696086.93
0.1750619556
Long
DBT
CORP
CA
N
2
2025-07-01
Fixed
4.000000000000
N
N
N
N
Y
Air Canada
Air Canada
USD
XXXX
N
N
N
Air Lease Corporation
N/A
AIR LEASE CORP JR SUBORDINA 12/99 VAR
00912XBK9
755000
PA
USD
682492.37
0.1716430000
Long
DBT
CORP
US
N
2
2026-12-15
Variable
4.125000000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA SR UNSECURED 144A 01/30 3.75
00973RAF0
955000
PA
USD
874610.6
0.2199596565
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.750000000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
ALLERGAN FUNDING SCS COMPANY GUAR 11/28 2.625
018489AG9
300000
PA
297752.6
0.0748831075
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
2.625000000000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd.
N/A
AMERICAN AIRLINES INC. 2021 TERM LOAN
02376CBJ3
484000
PA
USD
499376.68
0.1255904319
Long
LON
CORP
KY
N
2
2028-04-20
Floating
10.336
N
N
N
N
N
N
American Airlines Group Inc.
N/A
AMERICAN AIRLINES GROUP INC COMPANY GUAR 07/25 6.5
02376RAF9
1395000
PA
USD
1442709
0.3628332152
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.500000000000
N
N
N
N
Y
American Airlines Group, Inc.
American Airlines Group, Inc.
USD
XXXX
N
N
N
GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A
N/A
GCAT 2022-NQM4 TRUST GCAT 2022 NQM4 A1 144A
36170HAA8
346305.16
PA
USD
342645.3
0.0861733696
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.269000000000
N
N
N
N
N
N
Gartner Inc.
PP55B5R38BFB8O8HH686
GARTNER INC COMPANY GUAR 144A 10/30 3.75
366651AE7
690000
PA
USD
618819.32
0.1556295854
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.750000000000
N
N
N
N
N
N
American Electric Power Company Inc.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER CO INC JR SUBORDINA 12/54 VAR
025537BA8
1610000
PA
USD
1601613.51
0.4027968074
Long
DBT
CORP
US
N
2
2054-12-15
Variable
6.950000000000
N
N
N
N
N
N
Greenwood Independent School District
N/A
GREENWOOD INDEPENDENT SCHOOL D GNWSCD 02/54 FIXED OID 4
397370KJ5
105000
PA
USD
98717.08
0.0248267915
Long
DBT
MUN
US
N
2
2054-02-15
Fixed
4.000000000000
N
N
N
N
N
N
CORP FORGREER FGRDEV 09/54 FIXED OID 4.25
N/A
CORP FORGREER FGRDEV 09/54 FIXED OID 4.25
397479AC0
240000
PA
USD
238895.06
0.0600807666
Long
DBT
MUN
US
N
2
2054-09-01
Fixed
4.250000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 09/30 3.5
404119CA5
4798000
PA
USD
4327971.75
1.0884606009
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA INC COMPANY GUAR 04/34 5.6
404119CU1
1560000
PA
USD
1550593.84
0.3899656468
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.600000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-3
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 3 ES 144A
41164UAR0
2930553.66
PA
USD
49770.77
0.0125170693
Long
ABS-MBS
CORP
US
N
2
2037-05-19
Variable
0.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-4
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 4 ES
41164YAQ4
2972027.41
PA
USD
39713.72
0.0099877777
Long
ABS-MBS
CORP
US
N
2
2047-07-19
Variable
0.000000000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust 2007-6
N/A
HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2007 6 ES 144A
41165BAS9
3212917.24
PA
USD
41349.92
0.0103992728
Long
ABS-MBS
CORP
US
N
2
2037-08-19
Variable
0.000000000000
N
N
N
N
N
N
HARDIN COUNTY SCHOOL DISTRICT HAREDU 02/44 FIXED OID 4
N/A
HARDIN COUNTY SCHOOL DISTRICT HAREDU 02/44 FIXED OID 4
411873D58
70000
PA
USD
67947.21
0.0170883419
Long
DBT
MUN
US
N
2
2044-02-01
Fixed
4.000000000000
N
N
N
N
N
N
METROPOLITAN WASHINGTON AIRPOR METAPT 10/53 FIXED 5.25
N/A
METROPOLITAN WASHINGTON AIRPOR METAPT 10/53 FIXED 5.25
592647MD0
120000
PA
USD
127691.82
0.0321137760
Long
DBT
MUN
US
N
2
2053-10-01
Fixed
5.250000000000
N
N
N
N
N
N
Midland County Hospital District
N/A
MIDLAND COUNTY HOSPITAL DISTRI MIDMED 05/49 FIXED OID 4.125
597503EJ6
30000
PA
USD
28640.45
0.0072029124
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
4.125000000000
N
N
N
N
N
N
Morgan Stanley Mortgage Loan Trust 2004-9
N/A
MORGAN STANLEY MORTGAGE LOAN T MSM 2004 9 1A
61748HFT3
61857.96
PA
USD
61426.06
0.0154483093
Long
ABS-MBS
CORP
US
N
2
2034-11-25
Variable
5.255386000000
N
N
N
N
N
N
MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A
N/A
MVW OWNER TRUST 2018-1 MVWOT 2018 1A A 144A
62848BAA9
70336.18
PA
USD
70212.3
0.0176579993
Long
ABS-O
CORP
US
N
2
2036-01-21
Fixed
3.450000000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA COMPANY GUAR 07/27 VAR
63307A3A1
710000
PA
USD
709803.23
0.1785115280
Long
DBT
CORP
CA
N
2
2027-07-02
Variable
5.600000000000
N
N
N
N
N
N
New Hampshire Business Finance Authority
N/A
NEW HAMPSHIRE BUSINESS FINANCE NFAUTL 04/34 FIXED 6.89
63610HAA0
490000
PA
USD
501720.6
0.1261799146
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
6.890000000000
N
N
N
N
N
N
NEEDVILLE INDEPENDENT SCHOOL D NEESCD 08/54 FIXED OID 4
N/A
NEEDVILLE INDEPENDENT SCHOOL D NEESCD 08/54 FIXED OID 4
640065RK6
125000
PA
USD
117458.75
0.0295402163
Long
DBT
MUN
US
N
2
2054-08-15
Fixed
4.000000000000
N
N
N
N
N
N
New Jersey Infrastructure Bank
N/A
NEW JERSEY INFRASTRUCTURE BANK NJSENV 09/37 FIXED 3
64580CKU0
70000
PA
USD
64557.77
0.0162359168
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
3.000000000000
N
N
N
N
N
N
News Corporation
549300ITS31QK8VRBQ14
NEWS CORP SR UNSECURED 144A 05/29 3.875
65249BAA7
1890000
PA
USD
1739742.54
0.4375354831
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.875000000000
N
N
N
N
N
N
NextEra Energy Inc.
N/A
NEXTERA ENERGY INC PREFFERD STOCK
65339F663
19850
NS
USD
982376.5
0.2470621754
Long
EP
CORP
US
N
1
N
N
N
NextEra Energy Inc.
N/A
NEXTERA ENERGY INC PREFERRED STOCK 09/25 6.926
65339F713
47060
NS
USD
1952519.4
0.4910476690
Long
EP
CORP
US
N
1
N
N
Popular Inc.
N/A
POPULAR INC SR UNSECURED 03/28 7.25
733174AL0
750000
PA
USD
770047.5
0.1936626237
Long
DBT
CORP
PR
N
2
2028-03-13
Fixed
7.250000000000
N
N
N
N
N
N
QatarEnergy
N/A
QATARENERGY SR UNSECURED 144A 07/31 2.25
74730DAC7
935000
PA
USD
780823.18
0.1963726468
Long
DBT
CORP
QA
N
2
2031-07-12
Fixed
2.250000000000
N
N
N
N
N
N
SBA Communications Corporation
N/A
SBA COMMUNICATIONS CORP SR UNSECURED 02/29 3.125
78410GAG9
1305000
PA
USD
1163469.49
0.2926060458
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.125000000000
N
N
N
N
N
N
SACRAMENTO CITY UNIFIED SCHOOL SACSCD 08/54 FIXED OID 4
N/A
SACRAMENTO CITY UNIFIED SCHOOL SACSCD 08/54 FIXED OID 4
785870P67
105000
PA
USD
101418.22
0.0255061130
Long
DBT
MUN
US
N
2
2054-08-01
Fixed
4.000000000000
N
N
N
N
N
N
SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A
N/A
SCOTT TRUST 2023-SFS SCOTT 2023 SFS AS 144A
810064AE5
300000
PA
USD
293136.48
0.0737221793
Long
ABS-MBS
CORP
US
N
2
2040-03-10
Fixed
6.204300000000
N
N
N
N
N
N
Sealed Air Corporation
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP COMPANY GUAR 144A 04/29 5
81211KBA7
425000
PA
USD
404479.09
0.1017242207
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
Sirius XM Radio Inc.
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC COMPANY GUAR 144A 07/30 4.125
82967NBG2
1660000
PA
USD
1417833.06
0.3565770559
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
N
SOLD CAD/BOUGHT USD
N/A
SOLD CAD/BOUGHT USD
N/A
1
NC
USD
-142.7
-0.0000358882
N/A
DFE
CORP
CA
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
984305.770000000000
CAD
720669.140000000000
USD
2024-09-18
-142.700000000000
N
N
N
SOLD NOK/BOUGHT USD
N/A
SOLD NOK/BOUGHT USD
N/A
1
NC
USD
4245.17
0.0010676364
N/A
DFE
CORP
NO
N
2
BARCLAYS BANK PLC WHOLESALE
G5GSEF7VJP5I7OUK5573
42688936.300000000000
NOK
4010134.490000000000
USD
2024-09-18
4245.170000000000
N
N
N
SOLD CAD/BOUGHT USD
N/A
SOLD CAD/BOUGHT USD
N/A
1
NC
USD
873.18
0.0002195999
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
654881.560000000000
CAD
480446.090000000000
USD
2024-09-18
873.180000000000
N
N
N
Massachusetts Educational Financing Authority
N/A
MASSACHUSETTS EDUCATIONAL FINA MASEDU 07/33 FIXED 6.069
57563RTW9
715000
PA
USD
724156.86
0.1821213854
Long
DBT
MUN
US
N
2
2033-07-01
Fixed
6.069000000000
N
N
N
N
N
N
SOLD MXN/BOUGHT USD
N/A
SOLD MXN/BOUGHT USD
N/A
1
NC
USD
-733.11
-0.0001843730
N/A
DFE
CORP
MX
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
31899059.330000000000
MXN
1722039.480000000000
USD
2024-09-18
-733.110000000000
N
N
N
Massachusetts Institute of Technology
N/A
MASSACHUSETTS INSTITUTE OF TEC SR UNSECURED 07/50 2.989
575718AG6
465000
PA
USD
326798.75
0.0821880512
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.989000000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
COMMONWEALTH OF MASSACHUSETTS MAS 09/49 FIXED 2.9
57582RYY6
980000
PA
USD
680995.92
0.1712666513
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
2.900000000000
N
N
N
N
N
N
SOLD MXN/BOUGHT USD
N/A
SOLD MXN/BOUGHT USD
N/A
1
NC
USD
5791.05
0.0014564166
N/A
DFE
CORP
MX
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
11089882.230000000000
MXN
604722.350000000000
USD
2024-09-18
5791.050000000000
N
N
N
Uber Technologies Inc.
N/A
UBER TECHNOLOGIES INC SR UNSECURED 144A 12/28 0.875
90353TAL4
901000
PA
USD
1071289
0.2694231700
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.875000000000
N
N
N
N
Y
Uber Technologies, Inc.
Uber Technologies, Inc.
USD
XXXX
N
N
N
Massachusetts Development Finance Agency
549300UZSVMFXJK08K70
MASSACHUSETTS DEVELOPMENT FINA MASDEV 09/59 FIXED 5
57584YVR7
340000
PA
USD
353517.58
0.0889076870
Long
DBT
MUN
US
N
2
2059-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MASSACHUSETTS SCHOOL BUILDING MASEDU 05/43 FIXED 2.95
576000ZW6
370000
PA
USD
278394.14
0.0700145635
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
2.950000000000
N
N
N
N
N
N
Massachusetts Water Resources Authority
549300GBS2G3YGHOYO19
MASSACHUSETTS WATER RESOURCES MASWTR 08/39 FIXED 3.124
576051VR4
775000
PA
USD
624944.27
0.1571699759
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.124000000000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
MATCH GROUP HOLDINGS II LLC SR UNSECURED 144A 08/30 4.125
57665RAL0
705000
PA
USD
623770.25
0.1568747165
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.125000000000
N
N
N
N
N
N
United Airlines Inc.
N/A
UNITED AIRLINES INC SR SECURED 144A 04/29 4.625
90932LAH0
565000
PA
USD
526190.21
0.1323338842
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.625000000000
N
N
N
N
N
N
United Airlines Inc.
N/A
UNITED AIRLINES INC 2024 TERM LOAN B
90932RAM6
1130000
PA
USD
1131005.7
0.2844415849
Long
LON
CORP
US
N
2
2031-02-22
Floating
8.094
N
N
N
N
N
N
Maynard Town of
N/A
TOWN OF MAYNARD MA MAY 04/54 FIXED OID 4
578422VW4
270000
PA
USD
260060.03
0.0654036378
Long
DBT
MUN
US
N
2
2054-04-15
Fixed
4.000000000000
N
N
N
N
N
N
Medline Borrower LP
N/A
MEDLINE BORROWER LP 2024 USD ADD ON TERM LOAN B
58503UAF0
470000
PA
USD
470000
0.1182023618
Long
LON
CORP
US
N
2
2028-10-23
Floating
0
N
N
N
N
N
N
United Electric Securitization LLC
N/A
UNITED ELECTRIC SECURITIZATION SR SECURED 144A 06/33 5.109
910208AA5
151232.45
PA
USD
149440.17
0.0375833639
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.109000000000
N
N
N
N
N
N
United Rentals (North America) Inc.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA I COMPANY GUAR 02/31 3.875
911363AM1
1340000
PA
USD
1195489.17
0.3006588156
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
Mileage Plus Holdings LLC
N/A
MILEAGE PLUS HOLDINGS LLC 2020 TERM LOAN B
59921PAB2
649000.01
PA
USD
661610.08
0.1663912213
Long
LON
CORP
US
N
2
2027-06-21
Floating
10.744
N
N
N
N
N
N
Norfolk City of
N/A
CITY OF NORFOLK VA NOR 10/31 FIXED 1.804
655867L31
410000
PA
USD
339025.19
0.0852629322
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
1.804000000000
N
N
N
N
N
N
T-Mobile US Trust 2022-1
N/A
T-MOBILE US TRUST 2022-1 TMUST 2022 1A A 144A
87267WAA2
720000
PA
USD
716103.86
0.1800961011
Long
ABS-O
CORP
US
N
2
2028-05-22
Fixed
4.910000000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 05/35 0.00000
BJ3055610
625000
PA
509773.76
0.1282052391
Long
DBT
NUSS
DE
N
2
2035-05-15
Fixed
0.000000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND SR UNSECURED 06/25 5.22
N/A
INDIA GOVERNMENT BOND SR UNSECURED 06/25 5.22
BJ9441202
80250000
PA
947114.43
0.2381939627
Long
DBT
NUSS
IN
N
2
2025-06-15
Fixed
5.220000000000
N
N
N
N
N
N
Cellnex Telecom S.A.
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA SR UNSECURED REGS 06/29 1.875
BK0950067
500000
PA
487462.43
0.1225940649
Long
DBT
CORP
ES
N
2
2029-06-26
Fixed
1.875000000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE SR UNSECURED REGS 11/31 0.625
BK26CQII1
580000
PA
508164.28
0.1278004639
Long
DBT
CORP
DE
N
2
2031-11-07
Fixed
0.625000000000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
N/A
DELTA AIR LINES INC / SKYMILES SR SECURED 144A 10/28 4.75
830867AB3
3217000
PA
USD
3133061.49
0.7879473779
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
South Carolina Jobs Coalition
N/A
SOUTH CAROLINA JOBS-ECONOMIC D SCSDEV 04/52 FIXED 4
837031D42
50000
PA
USD
49002.61
0.0123238813
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
4.000000000000
N
N
N
N
N
N
BOUGHT EUR/SOLD NOK
N/A
BOUGHT EUR/SOLD NOK
N/A
1
NC
-5013.66
-0.0012609073
N/A
DFE
CORP
DE
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
18998314.690000000000
NOK
1653825.000000000000
EUR
2024-09-18
-5013.660000000000
N
N
N
SOLD AUD/BOUGHT USD
N/A
SOLD AUD/BOUGHT USD
N/A
1
NC
USD
-798.38
-0.0002007881
N/A
DFE
CORP
AU
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
235757.420000000000
AUD
156790.470000000000
USD
2024-09-18
-798.380000000000
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
SOUTH CAROLINA PUBLIC SERVICE SCSUTL 01/30 FIXED 5.74
8371477D3
245000
PA
USD
249666.91
0.0627898264
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.740000000000
N
N
N
N
N
N
The Southern Company
549300FC3G3YU2FBZD92
SOUTHERN CO/THE SR UNSECURED 144A 06/27 4.5
842587DY0
1070000
PA
USD
1084445
0.2727318302
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
4.500000000000
N
N
N
N
Y
The Southern Company
The Southern Company
USD
XXXX
N
N
N
Southwest Airlines Co.
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO SR UNSECURED 05/25 1.25
844741BG2
1100000
PA
USD
1101100
0.2769204692
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.250000000000
N
N
N
N
Y
Southwest Airlines Company
Southwest Airlines Company
USD
XXXX
N
N
N
Southwestern Energy Company
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY CO COMPANY GUAR 01/25 5.7
845467AL3
17000
PA
USD
16947.01
0.0042620779
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
5.700000000000
N
N
N
N
N
N
Webster Financial Corporation
KMRURHT0VWKYS6Z5KU67
WEBSTER FINANCIAL CORP SUBORDINATED 11/30 VAR
85917AAC4
715000
PA
USD
654637.24
0.1646375912
Long
DBT
CORP
US
N
2
2030-11-01
Variable
3.875000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 02/29 2.625
87264ABS3
690000
PA
USD
618014.44
0.1554271626
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
Temple Independent School District
N/A
TEMPLE INDEPENDENT SCHOOL DIST TEMSCD 02/49 FIXED OID 4
880081TR5
15000
PA
USD
14405.64
0.0036229376
Long
DBT
MUN
US
N
2
2049-02-01
Fixed
4.000000000000
N
N
N
N
N
N
TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169
N/A
TEXAS NATURAL GAS SECURITIZATI TNGUTL 04/41 FIXED 5.169
88258MAB1
1154000
PA
USD
1156041.43
0.2907379304
Long
ABS-O
MUN
US
N
2
2041-04-01
Fixed
5.169000000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc.
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC SR UNSECURED 03/28 0.5
883556CB6
850000
PA
821826.95
0.2066848648
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.500000000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE SR UNSECURED 09/25 2.667
89117F3M9
1422000
PA
1013137.97
0.2547985124
Long
DBT
CORP
CA
N
2
2025-09-09
Fixed
2.667000000000
N
N
N
N
N
N
TransCanada Pipelines Limited
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD SR UNSECURED 04/30 4.1
89352HBA6
1705000
PA
USD
1608692.89
0.4045772318
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.100000000000
N
N
N
N
N
N
Transcontinental Gas Pipe Line Company LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE SR UNSECURED 05/30 3.25
893574AP8
80000
PA
USD
72185.08
0.0181541424
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.250000000000
N
N
N
N
N
N
TransDigm Inc.
88Q84GB3X55CF5OC7582
TRANSDIGM INC 2024 TERM LOAN K
89364MCB8
154612.5
PA
USD
154859.88
0.0389463905
Long
LON
CORP
US
N
2
2030-03-22
Floating
8.085
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO SR SECURED 144A 12/29 4.5
894164AA0
895000
PA
USD
824571.38
0.2073750735
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.500000000000
N
N
N
N
N
N
U.S. Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP JR SUBORDINA 12/99 VAR
902973BC9
637000
PA
USD
576148.54
0.1448981237
Long
DBT
CORP
US
N
2
2027-01-15
Variable
3.700000000000
N
N
N
N
N
N
Uber Technologies Inc.
N/A
UBER TECHNOLOGIES INC COMPANY GUAR 144A 11/26 8
90353TAC4
500000
PA
USD
504336.5
0.1268377988
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.000000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 02/31 6.5
BK8407086
32929000000
PA
1944411.24
0.4890085123
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.500000000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP LOCAL GOVT G REGS 02/32 1.5
BM9713751
2750000
PA
1443231.53
0.3629646285
Long
DBT
NUSS
AU
N
2
2032-02-20
Fixed
1.500000000000
N
N
N
N
N
N
Bundesrepublik Deutschland
N/A
BUNDESREPUBLIK DEUTSCHLAND BUN BONDS REGS 02/31 0.00000
BN2612610
700000
PA
641688.03
0.1613809376
Long
DBT
NUSS
DE
N
2
2031-02-15
Fixed
0.000000000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA GOVERNMENT INTERNATI SR UNSECURED 03/33 1.1
BN3328919
261000
PA
221657.83
0.0557457000
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.100000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 01/28 0.25
BN6710287
275000
PA
263662.04
0.0663095230
Long
DBT
CORP
US
N
2
2028-01-26
Fixed
0.250000000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT BOND UNSECURED 05/26 0.5
N/A
NEW ZEALAND GOVERNMENT BOND UNSECURED 05/26 0.5
BN7879297
1360000
PA
763648.74
0.1920533715
Long
DBT
NUSS
NZ
N
2
2026-05-15
Fixed
0.500000000000
N
N
N
N
N
N
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1
N/A
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 09/31 1
BN9945377
11450000
PA
912310.95
0.2294410829
Long
DBT
NUSS
NO
N
2
2031-09-17
Fixed
1.250000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONST SR UNSECURED 03/26 1.25
BO4889347
2920000
PA
259745.17
0.0653244522
Long
DBT
NUSS
US
N
2
2026-03-16
Fixed
1.250000000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK SR UNSECURED REGS 02/27 1.25
BP2490954
8400000
PA
730652.53
0.1837550099
Long
DBT
NUSS
LU
N
2
2027-02-17
Fixed
1.250000000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Limited
N/A
NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 05/31 2.25
BP3961482
220000
PA
112148.76
0.0282047836
Long
DBT
NUSS
NZ
N
2
2031-05-15
Fixed
2.250000000000
N
N
N
N
N
N
The United Kingdom
N/A
UNITED KINGDOM GILT BONDS REGS 01/25 0.25
BQ2520402
855000
PA
1055389.68
0.2654245803
Long
DBT
NUSS
GB
N
2
2025-01-31
Fixed
0.250000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 04/27 5.125
BQ3771400
6216000000
PA
364202.07
0.0915947762
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.125000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 04/32 6.375
BQ3772713
23034000000
PA
1351209.63
0.3398216372
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.375000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1
N/A
INDIA GOVERNMENT BOND SR UNSECURED 07/31 6.1
BQ4051935
33840000
PA
383218.2
0.0963772262
Long
DBT
NUSS
IN
N
2
2031-07-12
Fixed
6.100000000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND BONDS 08/26 2.69
N/A
CHINA GOVERNMENT BOND BONDS 08/26 2.69
BQ8787179
4220000
PA
592444.52
0.1489964712
Long
DBT
NUSS
CN
N
2
2026-08-12
Fixed
2.690000000000
N
N
N
N
N
N
The United Kingdom
N/A
UNITED KINGDOM GILT BONDS REGS 01/29 0.5
BR1814184
300000
PA
323381.81
0.0813287100
Long
DBT
NUSS
GB
N
2
2029-01-31
Fixed
0.500000000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Limited
N/A
NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G REGS 05/35 3
BR9215475
1135000
PA
560174.11
0.1408806442
Long
DBT
NUSS
NZ
N
2
2035-05-15
Fixed
3.000000000000
N
N
N
N
N
N
International Development Association
N/A
INTERNATIONAL DEVELOPMENT ASSO SR UNSECURED REGS 02/27 1.75
BS0126323
2750000
PA
241584.66
0.0607571859
Long
DBT
NUSS
US
N
2
2027-02-17
Fixed
1.750000000000
N
N
N
N
N
N
SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25
N/A
SINGAPORE GOVERNMENT BOND BONDS 11/26 1.25
BS0544053
200000
PA
140449.27
0.0353222030
Long
DBT
NUSS
SG
N
2
2026-11-01
Fixed
1.250000000000
N
N
N
N
N
N
MEXICAN BONOS BONDS 03/25 5
N/A
MEXICAN BONOS BONDS 03/25 5
BS4948482
39431000
PA
2074896.08
0.5218247171
Long
DBT
NUSS
MX
N
2
2025-03-06
Fixed
5.000000000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED 01/26 2.7
BV4039590
582000
PA
376786.2
0.0947596143
Long
DBT
NUSS
US
N
2
2026-01-29
Fixed
2.700000000000
N
N
N
N
N
N
Kreditanstalt Fuer Wiederaufbau
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBA GOVT GUARANT REGS 02/27 2.875
BV6015879
2280000
PA
207033.49
0.0520677606
Long
DBT
NUSS
DE
N
2
2027-02-17
Fixed
2.875000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1
N/A
INDIA GOVERNMENT BOND SR UNSECURED 04/29 7.1
BV8654691
46920000
PA
562252.58
0.1414033678
Long
DBT
NUSS
IN
N
2
2029-04-18
Fixed
7.100000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND SR UNSECURED 06/27 7.38
N/A
INDIA GOVERNMENT BOND SR UNSECURED 06/27 7.38
BX1740881
62940000
PA
760524.76
0.1912677081
Long
DBT
NUSS
IN
N
2
2027-06-20
Fixed
7.380000000000
N
N
N
N
N
N
Nordic Investment Bank
N/A
NORDIC INVESTMENT BANK SR UNSECURED 08/27 3
BY4526319
5180000
PA
470296.77
0.1182769977
Long
DBT
NUSS
FI
N
2
2027-08-23
Fixed
3.000000000000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/30 4.7
ZI9908297
1055000
PA
699439
0.1759049823
Long
DBT
NUSS
US
N
2
2030-10-03
Fixed
4.700000000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Limited
N/A
NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 08/28 4.7
ZJ9835563
850000
PA
564619.29
0.1419985821
Long
DBT
NUSS
NZ
N
2
2028-08-01
Fixed
4.700000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND SR UNSECURED 04/28 7.06
N/A
INDIA GOVERNMENT BOND SR UNSECURED 04/28 7.06
ZK0724581
45750000
PA
547751.9
0.1377565282
Long
DBT
NUSS
IN
N
2
2028-04-10
Fixed
7.060000000000
N
N
N
N
N
N
FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3
N/A
FINLAND GOVERNMENT BOND SR UNSECURED 144A REGS 09/33 3
ZK3729587
1380000
PA
1472231.79
0.3702580311
Long
DBT
NUSS
FI
N
2
2033-09-15
Fixed
3.000000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONST SR UNSECURED 06/26 5
ZK9530807
1905000
PA
1157950.01
0.2912179276
Long
DBT
NUSS
US
N
2
2026-06-22
Fixed
5.000000000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TREASURY BOND BONDS 06/33 3.25
ZL9604048
1308000000
PA
944952.39
0.2376502218
Long
DBT
NUSS
KR
N
2
2033-06-10
Fixed
3.250000000000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2
N/A
REPUBLIC OF AUSTRIA GOVERNMENT SR UNSECURED 144A REGS 02/33 2
ZM2051344
785000
PA
837656.55
0.2106659203
Long
DBT
NUSS
AT
N
2
2033-02-20
Fixed
2.900000000000
N
N
N
N
N
N
Philippines Government International Bond
N/A
PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 05/27 0.875
ZS5626230
1465000
PA
1441465.86
0.3625205724
Long
DBT
NUSS
PH
N
2
2027-05-17
Fixed
0.875000000000
N
N
N
N
N
N
Treasury Corporation of Victoria
N/A
TREASURY CORP OF VICTORIA LOCAL GOVT G 11/34 2.25
ZS9578676
795000
PA
404301.77
0.1016796257
Long
DBT
NUSS
AU
N
2
2034-11-20
Fixed
2.250000000000
N
N
N
N
N
N
Bimbo Bakeries USA Inc.
N/A
BIMBO BAKERIES USA INC COMPANY GUAR 144A 01/36 5.375
09031WAE3
1375000
PA
USD
1339886.9
0.3369740342
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.375000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 05/50 5.805
097023CW3
850000
PA
USD
766020
0.1926497301
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
The Boeing Company
RVHJWBXLJ1RFUBSY1F30
BOEING CO/THE SR UNSECURED 05/30 5.15
097023CY9
2425000
PA
USD
2328693.57
0.5856533612
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.150000000000
N
N
N
N
N
N
Boston Properties Limited Partnership
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP SR UNSECURED 10/26 2.75
10112RAY0
134000
PA
USD
125039.2
0.0314466569
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.750000000000
N
N
N
N
N
N
The AES Corporation
2NUNNB7D43COUIRE5295
AES CORP/THE SR UNSECURED 144A 07/30 3.95
00130HCC7
160000
PA
USD
146293.23
0.0367919262
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.950000000000
N
N
N
N
N
N
Bowling Green City School District
N/A
BOWLING GREEN CITY SCHOOL DIST BOWSCD 10/53 FIXED OID 4.125
102853JE9
95000
PA
USD
92091.57
0.0231605129
Long
DBT
MUN
US
N
2
2053-10-01
Fixed
4.125000000000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
N/A
BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/30 4.5
10554TAD7
570000
PA
USD
481974.22
0.1212138109
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.500000000000
N
N
N
N
N
N
Braskem Netherlands Finance B.V.
N/A
BRASKEM NETHERLANDS FINANCE BV COMPANY GUAR 144A 01/50 5.875
10554TAE5
585000
PA
USD
432194.55
0.1086945033
Long
DBT
CORP
NL
N
2
2050-01-31
Fixed
5.875000000000
N
N
N
N
N
N
BRAZOS SECURITIZATION LLC SR SECURED 144A 03/34 5.014
N/A
BRAZOS SECURITIZATION LLC SR SECURED 144A 03/34 5.014
106230AA3
804324.12
PA
USD
796763.65
0.2003815855
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.014000000000
N
N
N
N
N
N
CPPIB Capital Inc.
N/A
CPPIB CAPITAL INC COMPANY GUAR 144A 12/31 2.25
12593CAR2
635000
PA
411504.88
0.1034911674
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
2.250000000000
N
N
N
N
N
N
CANADIAN GOVERNMENT BOND BONDS 03/25 1.25
N/A
CANADIAN GOVERNMENT BOND BONDS 03/25 1.25
135087K52
2310000
PA
1652552.1
0.4156075769
Long
DBT
NUSS
CA
N
2
2025-03-01
Fixed
1.250000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 12/29 4.625
15135BAT8
260000
PA
USD
245914.55
0.0618461289
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.625000000000
N
N
N
N
N
N
Philippine Government Bond
N/A
PHILIPPINE GOVERNMENT BOND SR UNSECURED 08/25 2.625
BK5010305
88455000
PA
1451018.9
0.3649231084
Long
DBT
NUSS
PH
N
2
2025-08-12
Fixed
2.625000000000
N
N
N
N
N
N
SOLD CAD/BOUGHT USD
N/A
SOLD CAD/BOUGHT USD
N/A
1
NC
USD
-453.63
-0.0001140854
N/A
DFE
CORP
CA
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
2296878.240000000000
CAD
1681561.320000000000
USD
2024-09-18
-453.630000000000
N
N
N
SOLD CAD/BOUGHT USD
N/A
SOLD CAD/BOUGHT USD
N/A
1
NC
USD
5320.81
0.0013381538
N/A
DFE
CORP
CA
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
3273103.860000000000
CAD
2402230.460000000000
USD
2024-09-18
5320.810000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
7960.82
0.0020021015
N/A
DFE
CORP
NO
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
1722083.330000000000
EUR
19811633.620000000000
NOK
2024-09-18
7960.820000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-15318.6
-0.0038525419
N/A
DFE
CORP
NO
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1722083.330000000000
EUR
19563555.460000000000
NOK
2024-09-18
-15318.600000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-14234.17
-0.0035798139
N/A
DFE
CORP
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1721875.000000000000
EUR
19572725.310000000000
NOK
2024-09-18
-14234.170000000000
N
N
N
BOUGHT NZD/SOLD AUD
N/A
BOUGHT NZD/SOLD AUD
N/A
1
NC
-32416.51
-0.0081525703
N/A
DFE
CORP
NZ
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
3440583.000000000000
AUD
3722566.300000000000
NZD
2024-09-18
-32416.510000000000
N
N
N
BOUGHT NZD/SOLD AUD
N/A
BOUGHT NZD/SOLD AUD
N/A
1
NC
-31944.99
-0.0080339857
N/A
DFE
CORP
NZ
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
3440583.000000000000
AUD
3723340.430000000000
NZD
2024-09-18
-31944.990000000000
N
N
N
SINGAPORE GOVERNMENT BOND BONDS 09/33 3.375
N/A
SINGAPORE GOVERNMENT BOND BONDS 09/33 3.375
EJ8015756
1250000
PA
934089.23
0.2349181980
Long
DBT
NUSS
SG
N
2
2033-09-01
Fixed
3.375000000000
N
N
N
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-16754.81
-0.0042137407
N/A
DFE
CORP
NO
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
1721875.000000000000
EUR
19545864.060000000000
NOK
2024-09-18
-16754.810000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-10979.68
-0.0027613279
N/A
DFE
CORP
NO
N
2
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
1722083.330000000000
EUR
19609793.400000000000
NOK
2024-09-18
-10979.680000000000
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 03/29 9
EJ8243903
6709000000
PA
442324.68
0.1112421741
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.000000000000
N
N
N
N
N
N
BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10
N/A
BRAZIL NOTAS DO TESOURO NACION NOTES 01/25 10
EK0169285
15610000
PA
2780806.13
0.6993571322
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.000000000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
KOMMUNALBANKEN AS SR UNSECURED 07/25 4.25
EK3777555
1070000
PA
710003
0.1785617690
Long
DBT
NUSS
NO
N
2
2025-07-16
Fixed
4.250000000000
N
N
N
N
N
N
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 03/25 1
N/A
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 03/25 1
EK7957005
10505000
PA
965816.54
0.2428974384
Long
DBT
NUSS
NO
N
2
2025-03-13
Fixed
1.750000000000
N
N
N
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-2171.7
-0.0005461704
N/A
DFE
CORP
NO
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
1042745.800000000000
EUR
11921712.730000000000
NOK
2024-09-18
-2171.700000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-14989.89
-0.0037698732
N/A
DFE
CORP
NO
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
1722083.330000000000
EUR
19567058.350000000000
NOK
2024-09-18
-14989.890000000000
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BAN SR UNSECURED REGS 10/25 2.75
EK8694128
500000
PA
325634.17
0.0818951659
Long
DBT
NUSS
US
N
2
2025-10-30
Fixed
2.750000000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/25 2.75
N/A
NEW ZEALAND GOVERNMENT BOND UNSECURED REGS 04/25 2.75
JK5970583
3760000
PA
2243251.06
0.5641650496
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.750000000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK SR UNSECURED 10/26 3
JK7101237
565000
PA
364041.86
0.0915544843
Long
DBT
NUSS
PH
N
2
2026-10-14
Fixed
3.000000000000
N
N
N
N
N
N
BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10
N/A
BRAZIL NOTAS DO TESOURO NACION NOTES 01/27 10
JV5341526
13470000
PA
2318314.2
0.5830430079
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.000000000000
N
N
N
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-12817.86
-0.0032236198
N/A
DFE
CORP
NO
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1722083.340000000000
EUR
19590204.820000000000
NOK
2024-09-18
-12817.860000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-3601.28
-0.0009057017
N/A
DFE
CORP
NO
N
2
JPMORGAN CHASE BANK N.A
7H6GLXDRUGQFU57RNE97
1042745.800000000000
EUR
11906478.320000000000
NOK
2024-09-18
-3601.280000000000
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVERNMENT BOND BONDS 11/26 3.9
LW1697165
1805000
PA
386666.51
0.0972444568
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.900000000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5
N/A
NEW ZEALAND GOVERNMENT BOND UNSECURED 05/35 4.5
ZB1410586
1525000
PA
907750.06
0.2282940446
Long
DBT
NUSS
NZ
N
2
2035-05-15
Fixed
4.500000000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2023 R06 1M2 144A
20754EAB1
450000
PA
USD
470185.2
0.1182489385
Long
ABS-MBS
USGSE
US
N
2
2043-07-25
Floating
8.035350000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2024 R02 1M1 144A
20754GAA8
1250337.71
PA
USD
1250991.64
0.3146173753
Long
ABS-MBS
USGSE
US
N
2
2044-02-25
Floating
6.435350000000
N
N
N
N
N
N
Queensland Treasury Corporation
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 08/35 4
ZM7412517
945000
PA
590659.9
0.1485476493
Long
DBT
NUSS
AU
N
2
2035-08-22
Fixed
4.500000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND SR UNSECURED 02/33 7.26
N/A
INDIA GOVERNMENT BOND SR UNSECURED 02/33 7.26
ZM7643111
60230000
PA
731007.76
0.1838443483
Long
DBT
NUSS
IN
N
2
2033-02-06
Fixed
7.260000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A
B1V7KEBTPIMZEU4LTD58
FANNIE MAE CONNECTICUT AVENUE CAS 2021 R02 2B2 144A
20754KAJ0
285000
PA
USD
301685.47
0.0758722023
Long
ABS-MBS
USGSE
US
N
2
2041-11-25
Floating
11.535350000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R01 1M1 144A
20754LAA7
154424.08
PA
USD
154592.4
0.0388791208
Long
ABS-MBS
USGSE
US
N
2
2041-12-25
Floating
6.335350000000
N
N
N
N
N
N
Philippine Government Bond
N/A
PHILIPPINE GOVERNMENT BOND BONDS 08/28 6.125
ZM8810230
61520000
PA
1038441.78
0.2611622786
Long
DBT
NUSS
PH
N
2
2028-08-22
Fixed
6.125000000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R06 1M1 144A
20754NAB1
274236.8
PA
USD
281918.58
0.0709009404
Long
ABS-MBS
USGSE
US
N
2
2042-05-25
Floating
8.085350000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2023 R01 1M1 144A
207932AA2
422448.15
PA
USD
434906.4
0.1093765183
Long
ABS-MBS
USGSE
US
N
2
2042-12-25
Floating
7.735010000000
N
N
N
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-6996.27
-0.0017595226
N/A
DFE
CORP
NO
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1722083.340000000000
EUR
19652242.870000000000
NOK
2024-09-18
-6996.270000000000
N
N
N
Korea Treasury Bond
N/A
KOREA TREASURY BOND BONDS 03/27 2.375
BT2695174
4490430000
PA
3189823.55
0.8022227174
Long
DBT
NUSS
KR
N
2
2027-03-10
Fixed
2.375000000000
N
N
N
N
N
N
Continental Resources Inc.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 01/31 5.75
212015AT8
1240000
PA
USD
1219260.37
0.3066371390
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.750000000000
N
N
N
N
N
N
Continental Resources Inc.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC/OK COMPANY GUAR 144A 04/32 2.875
212015AV3
1936000
PA
USD
1563372.08
0.3931793025
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.875000000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 11/44 4.875
21987BAU2
625000
PA
USD
525908.04
0.1322629200
Long
DBT
CORP
CL
N
2
2044-11-04
Fixed
4.875000000000
N
N
N
N
N
N
Corporacion Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CORP NACIONAL DEL COBRE DE CHI SR UNSECURED 144A 01/36 6.44
21987BBK3
602000
PA
USD
621458.1
0.1562932237
Long
DBT
CORP
CL
N
2
2036-01-26
Fixed
6.440000000000
N
N
N
N
N
N
Darling Ingredients Inc.
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC COMPANY GUAR 144A 06/30 6
237266AJ0
1485000
PA
USD
1460151.05
0.3672197928
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.000000000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35
N/A
DELL INTERNATIONAL LLC / EMC C SR UNSECURED 07/46 8.35
24703TAK2
541000
PA
USD
684139.53
0.1720572515
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.350000000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK SR UNSECURED REGS 01/32 0.25
BT4352949
1380000
PA
1212451.96
0.3049248621
Long
DBT
NUSS
LU
N
2
2032-01-20
Fixed
0.250000000000
N
N
N
N
N
N
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2
N/A
NORWAY GOVERNMENT BOND SR UNSECURED 144A REGS 05/32 2
BU3225572
25655000
PA
2155587.07
0.5421180482
Long
DBT
NUSS
NO
N
2
2032-05-18
Fixed
2.125000000000
N
N
N
N
N
N
SOLD SGD/BOUGHT USD
N/A
SOLD SGD/BOUGHT USD
N/A
1
NC
USD
21052.41
0.0052945629
N/A
DFE
CORP
SG
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
3034108.980000000000
SGD
2266762.330000000000
USD
2024-09-18
21052.410000000000
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 08/52 FIXED 4.5
3140QPZD2
1885562.76
PA
USD
1797017.86
0.4519399046
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 09/52 FIXED 5
3140QQB87
1863358.26
PA
USD
1808600.5
0.4548528735
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 04/54 FIXED 5
3140QUG26
983025.03
PA
USD
958054.03
0.2409452107
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
5.000000000000
N
N
N
N
N
N
EDP Finance BV
N/A
EDP FINANCE BV SR UNSECURED REGS 09/29 1.875
BV2249175
100000
PA
98260.56
0.0247119793
Long
DBT
CORP
NL
N
2
2029-09-21
Fixed
1.875000000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TREASURY BOND BONDS 09/27 3.125
BX3944358
874000000
PA
632827.34
0.1591525238
Long
DBT
NUSS
KR
N
2
2027-09-10
Fixed
3.125000000000
N
N
N
N
N
N
PNM Resources Inc.
5493003JOBJGLZSDDQ28
PNM RESOURCES INC JR SUBORDINA 144A 06/54 5.75
69349HAE7
735000
PA
USD
717727.5
0.1805044374
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
5.750000000000
N
N
N
N
Y
PNM Resources, Inc.
PNM Resources, Inc.
USD
XXXX
N
N
N
PT Pertamina (Persero)
N/A
PERTAMINA PERSERO PT SR UNSECURED 144A 07/29 3.65
69370PAD3
295000
PA
USD
273995.71
0.0689083830
Long
DBT
CORP
ID
N
2
2029-07-30
Fixed
3.650000000000
N
N
N
N
N
N
Perusahaan Penerbit SBSN Indonesia III
N/A
PERUSAHAAN PENERBIT SBSN INDON SR UNSECURED 144A 03/27 4.15
71567PAH3
940000
PA
USD
915096.28
0.2301415777
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.150000000000
N
N
N
N
N
N
Perusahaan Perseroan (Persero) PT Perusahaan Listrik Negara
N/A
PERUSAHAAN PERSEROAN PERSERO P SR UNSECURED 144A 05/27 4.125
71568PAC3
1440000
PA
USD
1388062.37
0.3490898945
Long
DBT
CORP
ID
N
2
2027-05-15
Fixed
4.125000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 08/28 6.375
BY4236745
31434000000
PA
1886364.32
0.4744100378
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.375000000000
N
N
N
N
N
N
American Tower Trust #1
N/A
AMERICAN TOWER TRUST #1 ASSET BACKED 144A 03/28 5.49
03027WAM4
730000
PA
USD
732894.23
0.1843187849
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.490000000000
N
N
N
N
N
N
Petrorio Luxembourg Holding Sarl
N/A
PETRORIO LUXEMBOURG HOLDING SA SR SECURED 144A 06/26 6.125
71677WAA0
505000
PA
USD
493380.25
0.1240823634
Long
DBT
CORP
LU
N
2
2026-06-09
Fixed
6.125000000000
N
N
N
N
N
N
Philippines Government International Bond
N/A
PHILIPPINE GOVERNMENT INTERNAT SR UNSECURED 01/36 6.25
718286BM8
43000000
PA
686822.05
0.1727318902
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
6.250000000000
N
N
N
N
N
N
American Water Capital Corp.
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER CAPITAL CORP COMPANY GUAR 06/26 3.625
03040WBE4
1005000
PA
USD
985905
0.2479495733
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.625000000000
N
N
N
N
Y
American Water Capital, Corp.
American Water Capital, Corp.
USD
XXXX
N
N
N
ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25
N/A
ARDAGH METAL PACKAGING FINANCE SR SECURED 144A 09/28 3.25
03969YAA6
960000
PA
USD
843455.14
0.2121242331
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.250000000000
N
N
N
N
N
N
Post Holdings Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 01/28 5.625
737446AN4
1445000
PA
USD
1422596.58
0.3577750544
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.625000000000
N
N
N
N
N
N
Post Holdings Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC COMPANY GUAR 144A 12/29 5.5
737446AP9
285000
PA
USD
275000.12
0.0691609865
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.500000000000
N
N
N
N
N
N
Arlington Higher Education Finance Corporation
N/A
ARLINGTON HIGHER EDUCATION FIN ARLEDU 02/49 FIXED OID 4
041807GU6
35000
PA
USD
33483.06
0.0084208016
Long
DBT
MUN
US
N
2
2049-02-15
Fixed
4.000000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A
N/A
ARROYO MORTGAGE TRUST 2019-1 ARRW 2019 1 A1 144A
042859AA6
206303.96
PA
USD
196242.87
0.0493539802
Long
ABS-MBS
CORP
US
N
2
2049-01-25
Variable
3.805000000000
N
N
N
N
N
N
BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA B 144A
N/A
BOCA COMMERCIAL MORTGAGE TRUST BOCA 2022 BOCA B 144A
05592LAC0
300000
PA
USD
299343.75
0.0752832728
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
7.647940000000
N
N
N
N
N
N
BX TRUST 2022-GPA BX 2022 GPA A 144A
N/A
BX TRUST 2022-GPA BX 2022 GPA A 144A
05608UAA6
783419.52
PA
USD
783662.38
0.1970866896
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Floating
7.493840000000
N
N
N
N
N
N
BX TRUST 2022-GPA BX 2022 GPA B 144A
N/A
BX TRUST 2022-GPA BX 2022 GPA B 144A
05608UAJ7
473008.01
PA
USD
473303.64
0.1190332087
Long
ABS-MBS
CORP
US
N
2
2041-08-15
Floating
7.992840000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 VOLT A 144A
05609VAA3
735000
PA
USD
725818.75
0.1825393414
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Floating
6.143320000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 02/30 3.375
15135BAV3
1765000
PA
USD
1566638
0.3940006630
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.375000000000
N
N
N
N
N
N
Centene Corporation
549300Z7JJ4TQSQGT333
CENTENE CORP SR UNSECURED 10/30 3
15135BAW1
1795000
PA
USD
1534848.68
0.3860058275
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.000000000000
N
N
N
N
N
N
Cheniere Energy Partners L.P.
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP COMPANY GUAR 03/31 4
16411QAK7
2067000
PA
USD
1879732.28
0.4727421169
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.000000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A
N/A
CITIGROUP COMMERCIAL MORTGAGE CGCMT 2023 SMRT A 144A
17291NAA9
470000
PA
USD
470505.34
0.1183294519
Long
ABS-MBS
CORP
US
N
2
2040-10-12
Variable
6.014686000000
N
N
N
N
N
N
Citizens Financial Group Inc.
N/A
CITIZENS FINANCIAL GROUP INC PREFERRED STOCK 7.375
174610600
15350
NS
USD
406007.5
0.1021086072
Long
EP
CORP
US
N
1
N
N
Civitas Resources Inc.
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC COMPANY GUAR 144A 07/31 8.75
17888HAB9
1000000
PA
USD
1070950
0.2693379134
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.750000000000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC COMPANY GUAR 144A 03/31 4.875
185899AL5
467000
PA
USD
411776.18
0.1035593978
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.875000000000
N
N
N
N
N
N
Cleveland-Cliffs Inc.
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC COMPANY GUAR 144A 04/30 6.75
185899AN1
1880000
PA
USD
1860041.73
0.4677900541
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.750000000000
N
N
N
N
N
N
COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A
N/A
COLT 2022-5 MORTGAGE LOAN TRUS COLT 2022 5 A1 144A
19688LAA0
309739.31
PA
USD
307032.34
0.0772169100
Long
ABS-MBS
CORP
US
N
2
2067-04-25
Variable
4.550000000000
N
N
N
N
N
N
Columbia Pipelines Operating Company LLC
N/A
COLUMBIA PIPELINES OPERATING C SR UNSECURED 144A 11/33 6.036
19828TAB2
240000
PA
USD
245260.18
0.0616815586
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.036000000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2023 R03 2M2 144A
20753AAA2
695000
PA
USD
744030.58
0.1871195144
Long
ABS-MBS
USGSE
US
N
2
2043-04-25
Floating
9.235350000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R09 2M1 144A
20753DAA6
522922.21
PA
USD
533283.39
0.1341177791
Long
ABS-MBS
USGSE
US
N
2
2042-09-25
Floating
7.835010000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R03 1M1 144A
20753XAA2
263787.86
PA
USD
268229.94
0.0674583243
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.435350000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R04 1M1 144A
20753YCH3
392773.74
PA
USD
399524.97
0.1004782873
Long
ABS-MBS
USGSE
US
N
2
2042-03-25
Floating
7.335350000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A
N/A
CONNECTICUT AVENUE SECURITIES CAS 2022 R05 2M2 144A
20754DAB3
1420000
PA
USD
1470190.47
0.3697446506
Long
ABS-MBS
USGSE
US
N
2
2042-04-25
Floating
8.335350000000
N
N
N
N
N
N
DB Master Finance LLC
N/A
DB MASTER FINANCE LLC DNKN 2019 1A A2II 144A
233046AK7
776287.5
PA
USD
751423.01
0.1889786691
Long
ABS-O
CORP
US
N
2
2049-05-20
Fixed
4.021000000000
N
N
N
N
N
N
DPL Inc.
N/A
DPL INC SR UNSECURED 07/25 4.125
233293AR0
1330000
PA
USD
1303266.73
0.3277642670
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.125000000000
N
N
N
N
N
N
DAE Funding LLC
N/A
DAE FUNDING LLC COMPANY GUAR 144A 03/28 3.375
23371DAG9
640000
PA
USD
587925.12
0.1478598675
Long
DBT
CORP
AE
N
2
2028-03-20
Fixed
3.375000000000
N
N
N
N
N
N
DATABANK ISSUER COLO 2023 1A A2 144A
N/A
DATABANK ISSUER COLO 2023 1A A2 144A
23802WAL5
510000
PA
USD
488298.02
0.1228042111
Long
ABS-O
CORP
US
N
2
2053-02-25
Fixed
5.116000000000
N
N
N
N
N
N
Post Holdings Inc.
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5
737446AR5
515000
PA
USD
461618.65
0.1160944993
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.500000000000
N
N
N
N
N
N
United Rentals (North America) Inc.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA I COMPANY GUAR 07/30 4
911365BN3
870000
PA
USD
786758.4
0.1978653213
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.000000000000
N
N
N
N
N
N
United Rentals (North America) Inc.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMERICA I SR SECURED 144A 12/29 6
911365BQ6
670000
PA
USD
672960.73
0.1692458461
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.000000000000
N
N
N
N
N
N
United Rentals (North America) Inc.
NGIZXNT70J2LYT3FBI09
UNITED RENTALS INC 2024 TERM LOAN B
91136EAL9
568575
PA
USD
573015.57
0.1441101994
Long
LON
CORP
US
N
2
2031-02-14
Floating
0
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 11/42 2.75
912810QY7
995000
PA
USD
762535.35
0.1917733602
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/49 3
912810SF6
5975000
PA
USD
4525829.12
1.1382206189
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/50 2
912810SL3
4548000
PA
USD
2762021.73
0.6946329611
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/42 2.375
912810TF5
2250000
PA
USD
1637929.69
0.4119301229
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.375000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/52 3
912810TJ7
960000
PA
USD
722212.5
0.1816323898
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/53 3.625
912810TN8
3295000
PA
USD
2803066.78
0.7049555607
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 01/27 1.5
912828Z78
3402000
PA
USD
3148444.69
0.7918161664
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.500000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/32 1.875
91282CDY4
1509000
PA
USD
1266734.76
0.3185766816
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/32 2.875
91282CEP2
8795000
PA
USD
7924088.85
1.9928638655
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.875000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 05/27 2.625
91282CET4
1015000
PA
USD
962584.77
0.2420846664
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.625000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 08/32 2.75
91282CFF3
4865000
PA
USD
4329279.87
1.0887895858
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.750000000000
N
N
N
N
N
N
United States Treasury Note/Bond
N/A
UNITED STATES TREASURY NOTE/BO 02/33 3.5
91282CGM7
6495000
PA
USD
6087540.2
1.5309821892
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.500000000000
N
N
N
N
N
N
The University Of Nebraska Facilities Corporation
N/A
UNIVERSITY OF NEBRASKA FACILIT UNIHGR 10/49 FIXED 3.037
914639KY4
335000
PA
USD
243168.9
0.0611556134
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.037000000000
N
N
N
N
N
N
Board of Regents of the University of Texas System
N/A
BOARD OF REGENTS OF THE UNIVER UNIHGR 08/49 FIXED 2.439
91514AKD6
1210000
PA
USD
744940.25
0.1873482913
Long
DBT
MUN
US
N
2
2049-08-15
Fixed
2.439000000000
N
N
N
N
N
N
University of Virginia
N/A
UNIVERSITY OF VIRGINIA UNIHGR 09/50 FIXED 2.256
915217XF5
1930000
PA
USD
1150810.94
0.2894224916
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
2.256000000000
N
N
N
N
N
N
Var Energi ASA
N/A
VAR ENERGI ASA SR UNSECURED 144A 01/28 7.5
92212WAD2
680000
PA
USD
715094.03
0.1798421345
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.500000000000
N
N
N
N
N
N
VERUS SECURITIZATION TR 09/67 6.13
N/A
VERUS SECURITIZATION TR 09/67 6.13
924922AC1
260269.73
PA
USD
257328.55
0.0647166859
Long
ABS-MBS
CORP
US
N
2
2067-09-25
Variable
6.127000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2022 INV1 A1 144A
92539JAA3
703391.92
PA
USD
692701.07
0.1742104308
Long
ABS-MBS
CORP
US
N
2
2067-08-25
Variable
5.041000000000
N
N
N
N
N
N
Verus Securitization Trust 2024-1
N/A
VERUS SECURITIZATION TRUST 202 VERUS 2024 1 A1 144A
92540EAA1
200122.27
PA
USD
198828.68
0.0500042969
Long
ABS-MBS
CORP
US
N
2
2069-01-25
Variable
5.712000000000
N
N
N
N
N
N
New Zealand Local Government Funding Agency Limited
N/A
NEW ZEALAND LOCAL GOVERNMENT F LOCAL GOVT G 04/33 3.5
AN1028702
1316000
PA
707001.96
0.1778070243
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.500000000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVERNMENT BOND BONDS 11/27 3.899
AN5746564
3370000
PA
721828.66
0.1815358562
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.899000000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA GOVERNMENT INTERNATI SR UNSECURED 144A 07/24 2.15
AO3129357
740000
PA
791715.28
0.1991119488
Long
DBT
NUSS
ID
N
2
2024-07-18
Fixed
2.150000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 05/38 7.5
AO6754680
5584000000
PA
350855.9
0.0882382894
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.500000000000
N
N
N
N
N
N
Kuntarahoitus Oyj
N/A
KUNTARAHOITUS OYJ LOCAL GOVT G 01/25 VAR
AQ5961935
7000000
PA
659850.15
0.1659486088
Long
DBT
NUSS
FI
N
2
2025-01-10
Floating
5.970000000000
N
N
N
N
N
N
BNG Bank N.V.
N/A
BNG BANK NV SR UNSECURED REGS 07/28 3.3
AQ6587572
1775000
PA
1121565.5
0.2820674276
Long
DBT
CORP
NL
N
2
2028-07-17
Fixed
3.300000000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVERNMENT BOND BONDS 03/25 3.882
AR6908263
2055000
PA
437445.37
0.1100150550
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.882000000000
N
N
N
N
N
N
Province of Alberta
LQPXMHHNJKIPJYE53543
PROVINCE OF ALBERTA CANADA UNSECURED REGS 04/25 0.625
AS1634318
670000
PA
701332.68
0.1763812322
Long
DBT
NUSS
CA
N
2
2025-04-18
Fixed
0.625000000000
N
N
N
N
N
N
Cenovus Energy Inc.
N/A
CENOVUS ENERGY INC SR UNSECURED 11/39 6.75
15135UAF6
2341000
PA
USD
2525908.66
0.6352518493
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.750000000000
N
N
N
N
N
N
Cenovus Energy Inc.
N/A
CENOVUS ENERGY INC SR UNSECURED 06/37 5.25
15135UAP4
73000
PA
USD
69753.86
0.0175427042
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.250000000000
N
N
N
N
N
N
Cenovus Energy Inc.
N/A
CENOVUS ENERGY INC SR UNSECURED 06/47 5.4
15135UAR0
462000
PA
USD
425228.45
0.1069425682
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.400000000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC SUBORDINATED 01/84 VAR
29250NBT1
1110000
PA
USD
1196615.52
0.3009420863
Long
DBT
CORP
CA
N
2
2084-01-15
Variable
8.500000000000
N
N
N
N
N
N
BX TRUST 2022-CLS BX 2022 CLS A 144A
N/A
BX TRUST 2022-CLS BX 2022 CLS A 144A
05609XAA9
595000
PA
USD
588437.15
0.1479886402
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.760000000000
N
N
N
N
N
N
BX TRUST 2024-BIO BX 2024 BIO D 144A
N/A
BX TRUST 2024-BIO BX 2024 BIO D 144A
05612AAL0
545000
PA
USD
540410.99
0.1359103305
Long
ABS-MBS
CORP
US
N
2
2041-02-15
Floating
8.967840000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2024 XL5 A 144A
05612GAA1
839109.74
PA
USD
834389.75
0.2098443385
Long
ABS-MBS
CORP
US
N
2
2041-03-15
Floating
6.720490000000
N
N
N
N
N
N
Ball Corporation
0BGI85ALH27ZJP15DY16
BALL CORP COMPANY GUAR 08/30 2.875
058498AW6
2670000
PA
USD
2268236.82
0.5704488280
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.875000000000
N
N
N
N
N
N
Ball Corporation
0BGI85ALH27ZJP15DY16
BALL CORP COMPANY GUAR 03/28 6.875
058498AY2
1120000
PA
USD
1149535.41
0.2891017029
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.875000000000
N
N
N
N
N
N
Bank of Hawaii Corporation
5493006Q8BQ8AD8M2U33
BANK OF HAWAII CORP PREFERRED STOCK 8
062540307
33075
NS
USD
845066.25
0.2125294183
Long
EP
CORP
US
N
1
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL JR SUBORDINA 11/82 VAR
06368D8W7
1595000
PA
1182157.27
0.2973059176
Long
DBT
CORP
CA
N
2
2082-11-26
Variable
7.325000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 12/29 4.625
92564RAB1
785000
PA
USD
742903.67
0.1868361029
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES LP / VICI NOTE COMPANY GUAR 144A 08/30 4.125
92564RAE5
895000
PA
USD
813970.19
0.2047089337
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
VICI Properties L.P.
N/A
VICI PROPERTIES LP SR UNSECURED 05/32 5.125
925650AD5
925000
PA
USD
881280.42
0.2216370787
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.125000000000
N
N
N
N
N
N
State Board of Administration Finance Corporation
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADMIN FIN FLSGEN 07/34 FIXED 5.526
341271AH7
890000
PA
USD
895425.89
0.2251945850
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.526000000000
N
N
N
N
N
N
Ford Motor Company
20S05OYHG0MQM4VUIC57
FORD MOTOR CO SR UNSECURED 02/32 3.25
345370DA5
2775000
PA
USD
2293353.24
0.5767654666
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.250000000000
N
N
N
N
N
N
Virgin Media Finance plc
N/A
VIRGIN MEDIA FINANCE PLC COMPANY GUAR 144A 07/30 5
92769VAJ8
720000
PA
USD
593672.98
0.1493054220
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.000000000000
N
N
N
N
N
N
Virgin Media Secured Finance plc
N/A
VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 05/29 5.5
92769XAP0
1161000
PA
USD
1061329.08
0.2669183061
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.500000000000
N
N
N
N
N
N
The Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA/THE JR SUBORDINA 10/82 VAR
0641598S8
1285000
PA
USD
1346213.55
0.3385651511
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.625000000000
N
N
N
N
N
N
BECLE S.A.B. DE C.V.
N/A
BECLE SAB DE CV SR UNSECURED 144A 10/31 2.5
07586PAA9
795000
PA
USD
633869.4
0.1594145960
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.500000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 11/30 4
345397B36
255000
PA
USD
227641.99
0.0572506827
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.000000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 02/28 2.9
345397B51
360000
PA
USD
325631.92
0.0818946000
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
Virgin Media Secured Finance plc
N/A
VIRGIN MEDIA SECURED FINANCE P SR SECURED 144A 08/30 4.5
92769XAR6
670000
PA
USD
568117.19
0.1428782843
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
VIRGINIA COMMONWEALTH UNIVERSI VASMED 07/54 FIXED OID 4
N/A
VIRGINIA COMMONWEALTH UNIVERSI VASMED 07/54 FIXED OID 4
92778LDK3
350000
PA
USD
333177.15
0.0837921830
Long
DBT
MUN
US
N
2
2054-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Ford Motor Credit Company LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC SR UNSECURED 06/31 3.625
345397B69
1326000
PA
USD
1142935.25
0.2874417997
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.625000000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625
N/A
PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/29 5.625
74052HAA2
210000
PA
USD
151021.46
0.0379810495
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
5.625000000000
N
N
N
N
N
N
VMED O2 UK Financing I plc
N/A
VMED O2 UK FINANCING I PLC SR SECURED 144A 01/31 4.25
92858RAA8
1685000
PA
USD
1398343.5
0.3516755409
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.250000000000
N
N
N
N
N
N
WMG Acquisition Corp.
549300NAS11NXI33CP80
WMG ACQUISITION CORP SR SECURED 144A 02/31 3
92933BAR5
1910000
PA
USD
1646584.07
0.4141066508
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.000000000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875
N/A
PREMIER ENTERTAINMENT SUB LLC COMPANY GUAR 144A 09/31 5.875
74052HAB0
503000
PA
USD
342081.3
0.0860315267
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.875000000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
PRESIDENT AND FELLOWS OF HARVA UNSECURED 10/50 2.517
740816AP8
1020000
PA
USD
644602.59
0.1621139330
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.517000000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP SR UNSECURED 02/30 4.05
958667AC1
1180000
PA
USD
1097456.75
0.2760042123
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.050000000000
N
N
N
N
N
N
The Williams Companies Inc.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC/THE SR UNSECURED 11/30 3.5
969457BX7
80000
PA
USD
72512.51
0.0182364892
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
3.500000000000
N
N
N
N
N
N
Provident Financial Services Inc.
N/A
PROVIDENT FINANCIAL SERVICES I SUBORDINATED 05/34 VAR
74386TAA3
615000
PA
USD
618295.47
0.1554978400
Long
DBT
CORP
US
N
2
2034-05-15
Variable
9.000000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED 144A 05/25 4.75
N/A
INDONESIA ASAHAN ALUMINIUM PT SR UNSECURED 144A 05/25 4.75
74445PAE2
1290000
PA
USD
1276625.28
0.3210640918
Long
DBT
CORP
ID
N
2
2025-05-15
Fixed
4.750000000000
N
N
N
N
N
N
Travel + Leisure Co.
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO 2023 TERM LOAN B
98309GAE6
375000
PA
USD
375937.5
0.0945461710
Long
LON
CORP
US
N
2
2029-12-14
Floating
0
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75
988498AL5
1773000
PA
USD
1688713.53
0.4247019736
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817
N/A
QATAR GOVERNMENT INTERNATIONAL SR UNSECURED 144A 03/49 4.817
74727PBB6
710000
PA
USD
663887.63
0.1669640123
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.817000000000
N
N
N
N
N
N
QatarEnergy
N/A
QATARENERGY SR UNSECURED 144A 07/51 3.3
74730DAD5
575000
PA
USD
402500
0.1012264906
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.300000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 03/31 3.625
988498AN1
2320000
PA
USD
2047504.17
0.5149358055
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.625000000000
N
N
N
N
N
N
YUM! Brands Inc.
549300JE8XHZZ7OHN517
YUM! BRANDS INC SR UNSECURED 01/32 4.625
988498AP6
875000
PA
USD
804721.84
0.2023830256
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.625000000000
N
N
N
N
N
N
T-Mobile USA Inc.
549300V2JRLO5DIFGE82
T-MOBILE USA INC COMPANY GUAR 02/31 2.875
87264ABT1
400000
PA
USD
346883.96
0.0872393688
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
STATE OF TEXAS TXS 10/43 FIXED 5.235
882724V20
930000
PA
USD
930183.77
0.2339359968
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
5.235000000000
N
N
N
N
N
N
TransDigm Inc.
88Q84GB3X55CF5OC7582
TRANSDIGM INC SR SECURED 144A 12/31 7.125
893647BT3
1964000
PA
USD
2023660.43
0.5089392387
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.125000000000
N
N
N
N
N
N
TransDigm Inc.
88Q84GB3X55CF5OC7582
TRANSDIGM INC. 2023 TERM LOAN J
89364MCA0
425000
PA
USD
425850
0.1070988846
Long
LON
CORP
US
N
2
2031-02-28
Floating
8.595
N
N
N
N
N
N
US 10YR NOTE CBT 0924
N/A
US 10YR NOTE CBT 0924
ADI2N2KJ6
197
NC
USD
-91972.47
-0.0231305599
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US 10yr 6%
US 10yr 6%
2024-09-19
-21544168.160000000000
USD
-91972.470000000000
N
N
N
EURO-BUND FUTURE 0924
N/A
EURO-BUND FUTURE 0924
ADI2N6SR1
21
NC
24717.140562249
0.0062162221
N/A
DIR
CORP
DE
N
1
EUREX ZURICH
529900LN3S50JPU47S06
Long
Euro-Bund 10yr 6%
Euro-Bund 10yr 6%
2024-09-06
2739050.370000000000
EUR
24717.140562249000
N
N
N
Berkshire Hathaway Finance Corporation
N/A
BERKSHIRE HATHAWAY FINANCE COR COMPANY GUAR 06/39 2.375
084664CS8
610000
PA
540117.13
0.1358364264
Long
DBT
CORP
US
N
2
2039-06-19
Fixed
2.375000000000
N
N
N
N
N
N
Berry Global Inc.
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC SECURED 144A 07/27 5.625
085770AB1
590000
PA
USD
580456.77
0.1459816194
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.625000000000
N
N
N
N
N
N
EURO-BTP FUTURE 0924
N/A
EURO-BTP FUTURE 0924
ADI2N6SS9
25
NC
38260.5087014726
0.0096223032
N/A
DIR
CORP
DE
N
1
EUREX ZURICH
529900LN3S50JPU47S06
Short
BTP 10yr 6% (EUX)
BTP 10yr 6% (EUX)
2024-09-06
-2916975.750000000000
EUR
38260.508701472600
N
N
N
US LONG BONDCBT 0924
N/A
US LONG BONDCBT 0924
ADI2NDTL8
52
NC
USD
-45991.5
-0.0115666041
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US 20yr 6%
US 20yr 6%
2024-09-19
-6080258.500000000000
USD
-45991.500000000000
N
N
N
Korea Treasury Bond
N/A
KOREA TREASURY BOND BONDS 06/27 2.125
AM6598552
1303700000
PA
917929.05
0.2308540035
Long
DBT
NUSS
KR
N
2
2027-06-10
Fixed
2.125000000000
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVERNMENT BOND BONDS 07/34 3.828
AZ4602308
1965000
PA
414874.13
0.1043385149
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.828000000000
N
N
N
N
N
N
The Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE SR UNSECURED REGS 11/28 2
AT7436534
513000
PA
516045.91
0.1297826496
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.000000000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONST SR UNSECURED 08/34 1.2
AT8524767
1940000
PA
1749663.53
0.4400305564
Long
DBT
NUSS
US
N
2
2034-08-08
Fixed
1.200000000000
N
N
N
N
N
N
BOUGHT CAD/SOLD USD
N/A
BOUGHT CAD/SOLD USD
N/A
1
NC
1707.06
0.0004293160
N/A
DFE
CORP
CA
N
2
HSBC BANKUSA
1IE8VN30JCEQV1H4R804
690000.000000000000
USD
944561.700000000000
CAD
2024-09-18
1707.060000000000
N
N
N
BOUGHT NOK/SOLD EUR
N/A
BOUGHT NOK/SOLD EUR
N/A
1
NC
-13018.29
-0.0032740269
N/A
DFE
CORP
NO
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
1721875.000000000000
EUR
19585682.420000000000
NOK
2024-09-18
-13018.290000000000
N
N
N
Ireland Government Bonds
N/A
IRELAND GOVERNMENT BOND UNSECURED REGS 05/29 1.1
AW5784847
315000
PA
311984.37
0.0784623178
Long
DBT
NUSS
IE
N
2
2029-05-15
Fixed
1.100000000000
N
N
N
N
N
N
INDIA GOVERNMENT BOND BONDS 04/26 7.27
N/A
INDIA GOVERNMENT BOND BONDS 04/26 7.27
AX9926871
15300000
PA
184202.01
0.0463257715
Long
DBT
NUSS
IN
N
2
2026-04-08
Fixed
7.270000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 06/25 6.5
AZ8693832
2777000000
PA
169316.45
0.0425821368
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.500000000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE SR UNSECURED REGS 06/30 1.625
BJ8145234
255000
PA
245472.15
0.0617348678
Long
DBT
CORP
FR
N
2
2030-06-09
Fixed
1.625000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 06/35 7.5
AZ4598522
5250000000
PA
330712.9
0.0831724380
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.500000000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP LOCAL GOVT G 03/33 2
BG3016121
765000
PA
404158.13
0.1016435010
Long
DBT
NUSS
AU
N
2
2033-03-08
Fixed
2.000000000000
N
N
N
N
N
N
Philippine Government Bond
N/A
PHILIPPINE GOVERNMENT BOND SR UNSECURED 09/32 6.75
BY9195128
49410000
PA
850087.59
0.2137922571
Long
DBT
NUSS
PH
N
2
2032-09-15
Fixed
6.750000000000
N
N
N
N
N
N
Korea Treasury Bond
N/A
KOREA TREASURY BOND BONDS 12/32 4.25
BZ4107240
893100000
PA
691717.33
0.1739630257
Long
DBT
NUSS
KR
N
2
2032-12-10
Fixed
4.250000000000
N
N
N
N
N
N
Treasury Corporation of Victoria
N/A
TREASURY CORP OF VICTORIA LOCAL GOVT G 09/36 4.75
BZ6602487
1255000
PA
787966.92
0.1981692573
Long
DBT
NUSS
AU
N
2
2036-09-15
Fixed
4.750000000000
N
N
N
N
N
N
Carnival Corporation
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP SR UNSECURED 144A 01/30 5.75
ZB4914840
470000
PA
519514.13
0.1306548875
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.750000000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC CANADA SR UNSECURED REGS 04/25 0.2
BH4726221
465000
PA
485503.83
0.1221014880
Long
DBT
NUSS
CA
N
2
2025-04-07
Fixed
0.200000000000
N
N
N
N
N
N
Province of Ontario
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA SR UNSECURED REGS 01/34 3.1
ZF5265672
550000
PA
582173.04
0.1464132517
Long
DBT
NUSS
CA
N
2
2034-01-31
Fixed
3.100000000000
N
N
N
N
N
N
International Finance Corporation
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP SR UNSECURED REGS 10/28 4.6
ZH4390733
895000
PA
596144.3
0.1499269451
Long
DBT
NUSS
US
N
2
2028-10-19
Fixed
4.600000000000
N
N
N
N
N
N
Queensland Treasury Corporation
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREASURY CORP LOCAL GOVT G 144A REGS 07/36 5
ZH5726810
2145000
PA
1415631.57
0.3560233935
Long
DBT
NUSS
AU
N
2
2036-07-21
Fixed
5.250000000000
N
N
N
N
N
N
SOLD GBP/BOUGHT USD
N/A
SOLD GBP/BOUGHT USD
N/A
1
NC
USD
34778.71
0.0087466503
N/A
DFE
CORP
GB
N
2
MORGAN STANLEY CAPITAL SERVICES INC
I7331LVCZKQKX5T7XV54
3087084.940000000000
GBP
3939385.870000000000
USD
2024-09-18
34778.710000000000
N
N
N
SOLD CAD/BOUGHT USD
N/A
SOLD CAD/BOUGHT USD
N/A
1
NC
USD
1704.69
0.0004287200
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
1278499.820000000000
CAD
937956.240000000000
USD
2024-09-18
1704.690000000000
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE JR SUBORDINA 10/82 VAR
89117F8Z5
1415000
PA
USD
1466452.23
0.3688045042
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.125000000000
N
N
N
N
N
N
BRAZOS SECURITIZATION LLC SR SECURED 144A 09/52 5.413
N/A
BRAZOS SECURITIZATION LLC SR SECURED 144A 09/52 5.413
106230AC9
1060000
PA
USD
1058812.19
0.2662853224
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.413000000000
N
N
N
N
N
N
Province of British Columbia
54930058TO7MEKUHWL16
PROVINCE OF BRITISH COLUMBIA C SR UNSECURED 07/33 4.2
11070TAM0
750000
PA
USD
718745.29
0.1807604059
Long
DBT
NUSS
CA
N
2
2033-07-06
Fixed
4.200000000000
N
N
N
N
N
N
Burlington Stores Inc.
N/A
BURLINGTON STORES INC SR UNSECURED 144A 12/27 1.25
122017AC0
730000
PA
USD
952285
0.2394943320
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
1.250000000000
N
N
N
N
Y
Burlington Stores, Inc.
Burlington Stores, Inc.
USD
XXXX
N
N
N
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A
N/A
BX COMMERCIAL MORTGAGE TRUST 2 BX 2021 CIP A 144A
12434FAA5
1140000
PA
USD
1127181.38
0.2834797899
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Floating
6.364480000000
N
N
N
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A
N/A
CAMB COMMERCIAL MORTGAGE TRUST CAMB 2019 LIFE A 144A
12482HAA2
364300
PA
USD
364694.57
0.0917186372
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Floating
6.696000000000
N
N
N
N
N
N
CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569
N/A
CDW LLC / CDW FINANCE CORP COMPANY GUAR 12/31 3.569
12513GBJ7
164000
PA
USD
143239.49
0.0360239277
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.569000000000
N
N
N
N
N
N
CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A
N/A
CSMC SERIES 2019-NQM1 CSMC 2019 NQM1 A1 144A
12655VAA2
50239.51
PA
USD
48842.01
0.0122834914
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
3.656000000000
N
N
N
N
N
N
SOLD NZD/BOUGHT USD
N/A
SOLD NZD/BOUGHT USD
N/A
1
NC
USD
165920.08
0.0417279688
N/A
DFE
CORP
NZ
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
18272030.000000000000
NZD
11295312.150000000000
USD
2024-09-18
165920.080000000000
N
N
N
BOUGHT EUR/SOLD USD
N/A
BOUGHT EUR/SOLD USD
N/A
1
NC
-11.74
-0.0000029525
N/A
DFE
CORP
DE
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
316817.250000000000
USD
294718.000000000000
EUR
2024-09-18
-11.740000000000
N
N
N
BOUGHT JPY/SOLD USD
N/A
BOUGHT JPY/SOLD USD
N/A
1
NC
-14356.37
-0.0036105465
N/A
DFE
CORP
JP
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
1721666.670000000000
USD
271471316.000000000000
JPY
2024-09-18
-14356.370000000000
N
N
N
BOUGHT SGD/SOLD USD
N/A
BOUGHT SGD/SOLD USD
N/A
1
NC
8060.31
0.0020271227
N/A
DFE
CORP
SG
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4622187.500000000000
USD
6255784.120000000000
SGD
2024-09-18
8060.310000000000
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC JR SUBORDINA 06/54 VAR
29250NCF0
805000
PA
USD
809846.27
0.2036717910
Long
DBT
CORP
CA
N
2
2054-06-27
Variable
7.200000000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP JR SUBORDINA 05/54 VAR
29273VAX8
1010000
PA
USD
1056450.91
0.2656914737
Long
DBT
CORP
US
N
2
2054-05-15
Variable
8.000000000000
N
N
N
N
N
N
EUSHI Finance Inc.
N/A
EUSHI FINANCE INC COMPANY GUAR 144A 12/54 VAR
29882DAA1
455000
PA
USD
456750.39
0.1148701592
Long
DBT
CORP
US
N
2
2054-12-15
Variable
7.625000000000
N
N
N
N
N
N
Export-Import Bank of India
N/A
EXPORT-IMPORT BANK OF INDIA SR UNSECURED 144A 02/28 3.875
30216JAC9
630000
PA
USD
602853.3
0.1516142210
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.875000000000
N
N
N
N
N
N
FAYETTEVILLE SCHOOL DISTRICT N FAYSCD 02/41 FIXED OID 4
N/A
FAYETTEVILLE SCHOOL DISTRICT N FAYSCD 02/41 FIXED OID 4
312680DU2
70000
PA
USD
69639.49
0.0175139408
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
4.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 10/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 10/52 FIXED 5
3132DN5A7
724481.25
PA
USD
707719.22
0.1779874112
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 08/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 08/52 FIXED 5
3132DNW82
490791.71
PA
USD
479436.46
0.1205755785
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/52 FIXED 5
3132DPAE8
397908.86
PA
USD
386713.06
0.0972561639
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FREDDIE MAC POOL FR 11/52 FIXED 5
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC POOL FR 11/52 FIXED 5
3132DPAX6
978898.91
PA
USD
956250.52
0.2404916381
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL FN 07/52 FIXED 4.5
3140QPRV1
1546553.57
PA
USD
1469095.36
0.3694692366
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.500000000000
N
N
N
N
N
N
JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75
N/A
JBS USA HOLDING LUX SARL/ JBS COMPANY GUAR 04/33 5.75
46590XAY2
735000
PA
USD
733244.31
0.1844068280
Long
DBT
CORP
LU
N
2
2033-04-01
Fixed
5.750000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875
50076QAR7
735000
PA
USD
816238.74
0.2052794613
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.875000000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO COMPANY GUAR 06/46 4.375
50077LAB2
1445000
PA
USD
1175186.46
0.2955527980
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
Lcpr Senior Secured Financing Designated Activity Company
N/A
LCPR SENIOR SECURED FINANCING SR SECURED 144A 07/29 5.125
50201DAD5
785000
PA
USD
651480.1
0.1638435882
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.125000000000
N
N
N
N
N
N
The School Board of Lee County
N/A
LEE COUNTY SCHOOL BOARD/THE LEEEDU 08/46 FIXED OID 4
523494RJ3
30000
PA
USD
28890.65
0.0072658363
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
4.000000000000
N
N
N
N
N
N
Liberty Broadband Corporation
N/A
LIBERTY BROADBAND CORP SR UNSECURED 144A 03/53 3.125
530307AE7
2135000
PA
USD
2042442.69
0.5136628717
Long
DBT
CORP
US
N
2
2053-03-31
Fixed
3.125000000000
N
N
N
N
N
Liberty Broadband, Corp.
Liberty Broadband, Corp.
USD
XXXX
N
N
N
Liberty Media Corporation
N/A
LIBERTY MEDIA CORP SR UNSECURED 144A 09/53 2.375
531229AR3
530000
PA
USD
566835
0.1425558207
Long
DBT
CORP
US
N
2
2053-09-30
Fixed
2.375000000000
N
N
N
N
Y
Liberty Media, Corp.
Liberty Media, Corp.
USD
XXXX
N
N
N
LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A
N/A
LIFE 2022-BMR MORTGAGE TRUST LIFE 2022 BMR2 A1 144A
53218DAA6
1155000
PA
USD
1134426.56
0.2853019120
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Floating
6.624080000000
N
N
N
N
N
N
NBM US Holdings Inc.
N/A
NBM US HOLDINGS INC COMPANY GUAR 144A 05/26 7
62877VAA9
205000
PA
USD
205132.23
0.0515896044
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.000000000000
N
N
N
N
N
N
County of Nassau New York
N/A
COUNTY OF NASSAU NY NAS 04/51 FIXED OID 4
63165T5Y7
105000
PA
USD
103733.21
0.0260883200
Long
DBT
MUN
US
N
2
2051-04-01
Fixed
4.000000000000
N
N
N
N
N
N
NORTHEAST METROPOLITAN REGIONA NREHGR 05/53 FIXED OID 4
N/A
NORTHEAST METROPOLITAN REGIONA NREHGR 05/53 FIXED OID 4
664262CL4
225000
PA
USD
217178.46
0.0546191636
Long
DBT
MUN
US
N
2
2053-05-15
Fixed
4.000000000000
N
N
N
N
N
N
OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A
N/A
OCCU AUTO RECEIVABLES TRUST 20 OCCU 2022 1A A3 144A
67115YAC0
605000
PA
USD
603565.12
0.1517932397
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSECURED 05/31 7.5
674599DD4
565000
PA
USD
623325.52
0.1567628694
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.500000000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/36 6.45
674599DF9
140000
PA
USD
146230.42
0.0367761298
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
6.450000000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSECURED 09/30 6.625
674599ED3
1340000
PA
USD
1405286.14
0.3534215759
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.625000000000
N
N
N
N
N
N
Occidental Petroleum Corporation
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP SR UNSECURED 01/31 6.125
674599EF8
955000
PA
USD
977471.15
0.2458285074
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000
N
N
N
N
N
N
Ohio Higher Educational Facility Commission
N/A
OHIO HIGHER EDUCATIONAL FACILI OHSEDU 07/44 FIXED 4
67756DUN4
230000
PA
USD
222905.95
0.0560595952
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
4.000000000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
TACO BELL FUNDING LLC BELL 2016 1A A23 144A
87342RAC8
1689375
PA
USD
1656772.43
0.4166689662
Long
ABS-O
CORP
US
N
2
2046-05-25
Fixed
4.970000000000
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778BC UNLIMTED LIABLITYCOM 2024 TERM LOAN B5
C6901LAL1
162000
PA
USD
161418.42
0.0405958265
Long
LON
CORP
CA
N
2
2030-09-20
Floating
0
N
N
N
N
N
N
1011778 B.C. Unlimited Liability Company
549300RHSHNRWI5LLA86
1011778 BC UNLIMITED LBLTY CO 2024 TERM LOAN B6
C6901LAM9
2198418.52
PA
USD
2190526.2
0.5509050432
Long
LON
CORP
CA
N
2
2030-09-20
Floating
7.093
N
N
N
N
N
N
Malaysia Government Bond
N/A
MALAYSIA GOVERNMENT BOND BONDS 04/30 4.498
EI2160261
3215000
PA
707116.81
0.1778359085
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.498000000000
N
N
N
N
N
N
Indonesia Treasury Bond
N/A
INDONESIA TREASURY BOND BONDS 09/26 8.375
EI4133860
12897000000
PA
815915.11
0.2051980702
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.375000000000
N
N
N
N
N
N
Philippine Government Bond
N/A
PHILIPPINE GOVERNMENT BOND BONDS 09/35 8
EI4159923
17600000
PA
329150.19
0.0827794252
Long
DBT
NUSS
PH
N
2
2035-09-30
Fixed
8.000000000000
N
N
N
N
N
N
2024-07-30
John Hancock Variable Insurance Trust
/s/Salvatore Schiavone
Salvatore Schiavone
Treasurer