0001752724-20-036033.txt : 20200226
0001752724-20-036033.hdr.sgml : 20200226
20200226115615
ACCESSION NUMBER: 0001752724-20-036033
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20191231
FILED AS OF DATE: 20200226
PERIOD START: 20191231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND
CENTRAL INDEX KEY: 0000777535
IRS NUMBER: 136022042
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04415
FILM NUMBER: 20654011
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129164905
MAIL ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
0000777535
S000005084
Bond Market Account
C000154485
Class R1
QCBMRX
C000154486
Class R2
QCBMPX
C000154487
Class R3
QCBMIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005084
C000154486
C000154485
C000154487
College Retirement Equities Fund
811-04415
0000777535
549300W86TWR1A52Z652
730 Third Avenue
New York
10017
212-490-9000
College Retirement Equities Fund - Bond Market Account
S000005084
549300D9S43U3EJHB803
2019-12-31
2019-12-31
N
14291546114
99433365
14192112749
0
0
0
0
0
0
0
0
0
0
88263250
0
0
105791423
USD
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
AW5623599
1725000.00000000
PA
2081658.11000000
0.014667711191
Long
DBT
NUSS
BE
Y
2
2029-06-22
Fixed
0.00900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
1295880.39000000
PA
USD
1399349.31000000
0.009860049273
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HK9
4200000.00000000
PA
USD
5563674.31000000
0.039202579689
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
0.05900000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust
94989AAU9
1350000.00000000
PA
USD
1412241.62000000
0.009950890645
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
0.03405000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MG3
5000000.00000000
PA
USD
5237500.00000000
0.036904300949
Long
DBT
CORP
US
N
2
N/A
Fixed
0.05000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAR7
1000000.00000000
PA
USD
985699.14000000
0.006945400994
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
0.06825000
N
N
N
N
N
N
AMAL LTD
N/A
AMAL Ltd
02265QAA6
4287404.01000000
PA
USD
4345523.46000000
0.030619285069
Long
DBT
CORP
US
N
2
2021-08-21
Fixed
0.03465000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCQ5
12000000.00000000
PA
USD
12200535.60000000
0.085967014325
Long
ABS-O
CORP
US
Y
2
2023-09-20
Fixed
0.03070000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAN5
2750000.00000000
PA
USD
2804354.47000000
0.019759950611
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FK5
3680000.00000000
PA
USD
3743063.98000000
0.026374254814
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
0.02950000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCB9
150000.00000000
PA
170850.56000000
0.001203841619
Long
DBT
CORP
US
N
2
2024-06-12
Fixed
0.00800000
N
N
N
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
AM2783869
230000.00000000
PA
279566.87000000
0.001969874922
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
0.02750000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5P8
7575000.00000000
PA
USD
7634337.70000000
0.053792820244
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
0.03325000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
48800000.00000000
PA
1994961.97000000
0.014056835689
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
0.03300000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
AUD200131
AUD200131
1.00000000
NC
USD
24899.89000000
0.000175448789
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
1466804.90000000
USD
2124028.03000000
AUD
2020-01-31
24899.89
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
92870DAB1
1642000.00000000
PA
USD
1634377.02000000
0.011516093825
Long
ABS-O
CORP
US
Y
2
2049-10-25
Variable
0.03967100
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YM9
4975000.00000000
PA
USD
4971938.58000000
0.035033110770
Long
DBT
CORP
US
N
2
2020-06-12
Fixed
0.02425000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300O6E2WAK3IAXE34
Norway Government International Bond
AX3516264
26500000.00000000
PA
3067544.38000000
0.021614430735
Long
DBT
NUSS
NO
Y
2
2029-09-06
Fixed
0.01750000
N
N
N
N
N
N
TAGUA LEASING LLC
N/A
Tagua Leasing LLC
873782AA4
25393097.88000000
PA
USD
25353386.88000000
0.178644204202
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
0.01900000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AL7975124
93000000.00000000
PA
910530.29000000
0.006415748705
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
0.00600000
N
Y
N
N
N
N
POTOMAC ELECTRIC POWER
N/A
Potomac Electric Power Co
737679DC1
750000.00000000
PA
USD
1162323.69000000
0.008189927113
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
0.07900000
N
N
N
N
N
N
ATOTECH ALPHA 3 BV
549300RVASWYF4HCO804
Atotech Alpha 3 BV
N0287GAB9
1000000.00000000
PA
USD
1001670.00000000
0.007057934345
Long
LON
CORP
NL
N
2
2024-01-31
Variable
0.04940000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp
084423AR3
2400000.00000000
PA
USD
2453642.69000000
0.017288776755
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
0.05375000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
650000.00000000
PA
USD
677625.00000000
0.004774659079
Long
DBT
CORP
ID
Y
2
2029-07-17
Fixed
0.03875000
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
PLN200131
PLN200131
1.00000000
NC
USD
-38679.16000000
-0.00027253983
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
10804394.89000000
PLN
2809454.46000000
USD
2020-01-31
-38679.16
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
4475000.00000000
PA
USD
5012044.75000000
0.035315705551
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
0.04125000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBW1
2650000.00000000
PA
USD
2788729.36000000
0.019649853473
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
0.03832000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAD5
10000000.00000000
PA
USD
10321728.00000000
0.072728621753
Long
ABS-MBS
USGSE
US
N
2
2050-06-10
Fixed
0.03121000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAC6
1233195.17000000
PA
USD
1263684.56000000
0.008904132755
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
0.04070000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317155
600000.00000000
PA
692940.39000000
0.004882573879
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.00625000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV
62947QAZ1
5250000.00000000
PA
USD
5721601.46000000
0.040315360800
Long
DBT
CORP
NL
Y
2
2024-03-01
Fixed
0.04875000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AM0
1725000.00000000
PA
USD
1835788.94000000
0.012935275899
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
0.04375000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAC3
3000000.00000000
PA
USD
3161250.00000000
0.022274696205
Long
DBT
CORP
ID
Y
2
2027-05-15
Fixed
0.04125000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
7950000.00000000
PA
USD
8327591.61000000
0.058677603238
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.03875000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31417GFT8
14557568.55000000
PA
USD
15394619.13000000
0.108473061074
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
0.03500000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
9000000.00000000
PA
USD
9268013.70000000
0.065303974566
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
0.03316000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PV39
3500000.00000000
PA
USD
3538220.00000000
0.024930889872
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.02504000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024WT5
14595000.00000000
PA
USD
14793200.10000000
0.104235362004
Long
DBT
MUN
US
N
2
2054-04-01
Fixed
0.03552000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAB4
15000000.00000000
PA
USD
15103142.25000000
0.106419266229
Long
DBT
NUSS
CA
N
2
2022-10-23
Fixed
0.02000000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I LLC (Step Bond)
74137YAA4
3637851.60000000
PA
USD
3644384.09000000
0.025678939805
Long
ABS-O
CORP
US
Y
2
2060-07-25
Variable
0.04213200
N
Y
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AA1
40000000.00000000
PA
USD
39994486.00000000
0.281807837263
Long
DBT
CORP
CA
N
2
2020-02-05
Fixed
0.01875000
N
N
N
N
N
N
UNION 12 LEASING LLC
N/A
Union 12 Leasing LLC
909025AA6
1345807.00000000
PA
USD
1351059.52000000
0.009519791336
Long
DBT
CORP
US
N
2
2024-02-17
Fixed
0.02164000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50184BAA6
3400000.00000000
PA
USD
3533857.66000000
0.024900152095
Long
ABS-MBS
USGSE
US
Y
2
2036-02-15
Fixed
0.03574600
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
8455000.00000000
PA
USD
8773082.76000000
0.061816608387
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
0.03450000
N
N
N
N
N
N
HNA 2015 LLC
N/A
HNA LLC
40426UAA3
10819985.75000000
PA
USD
10941221.09000000
0.077093673672
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
0.02291000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AU4
4800000.00000000
PA
USD
4916383.39000000
0.034641659610
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
0.02600000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80284NAB4
6750000.00000000
PA
USD
6736918.50000000
0.047469454471
Long
ABS-O
CORP
US
Y
2
2022-09-20
Fixed
0.01890000
N
N
N
N
N
N
DALLAS TX WTRWKS & SWR SYS REV
N/A
City of Dallas TX Waterworks & Sewer System Revenue
23542JBL8
1350000.00000000
PA
USD
1366861.50000000
0.009631134730
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.02389000
N
N
N
N
N
N
SPECTRA ENERGY PARTNERS
2HKVXE7U4NF5B6UGSU72
Spectra Energy Partners LP
84756NAF6
5950000.00000000
PA
USD
6222238.68000000
0.043842934382
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863BN7
3000000.00000000
PA
USD
3008850.00000000
0.021200860317
Long
DBT
NUSS
CL
N
2
2022-10-30
Fixed
0.02250000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8C94
3359986.01000000
PA
USD
3555315.91000000
0.025051350513
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.03500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
4275000.00000000
PA
USD
4531713.75000000
0.031931212992
Long
DBT
NUSS
ID
Y
2
2024-08-20
Fixed
0.03900000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
7000000.00000000
PA
USD
7282798.11000000
0.051315813500
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
0.04250000
N
N
N
N
N
N
UNITED TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017BT5
6665000.00000000
PA
USD
7968508.91000000
0.056147446479
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
0.04500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EQ2
13650000.00000000
PA
USD
13645677.73000000
0.096149727467
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
0.02375000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
12652VAD9
2000000.00000000
PA
USD
2056210.40000000
0.014488402370
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.03300000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust
14315PAD7
5950000.00000000
PA
USD
5962342.09000000
0.042011659542
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.02180000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
7215000.00000000
PA
USD
7740324.15000000
0.054539618497
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
0.03864000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
2335000.00000000
PA
USD
2288300.00000000
0.016123744508
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AD0
6575000.00000000
PA
USD
6881133.38000000
0.048485616635
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.03550000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
91911UAH3
1942857.14000000
PA
USD
1951852.57000000
0.013753079647
Long
LON
CORP
US
N
2
2025-11-27
Variable
0.04490000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850BAE7
6384822.44000000
PA
USD
6508279.37000000
0.045858424923
Long
ABS-CBDO
USGSE
US
Y
2
2047-03-25
Variable
0.03500000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc
716768AC0
1500000.00000000
PA
USD
1528125.00000000
0.010767424322
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
0.05875000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
17350000.00000000
PA
USD
18744980.77000000
0.132080269523
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
0.04292000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
ZR7973319
1000000.00000000
PA
1139046.44000000
0.008025911716
Long
DBT
NUSS
KZ
Y
2
2034-09-30
Fixed
0.01500000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
2875000.00000000
PA
USD
3088619.52000000
0.021762929696
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04200000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XNT7
9035815.00000000
PA
USD
9137580.14000000
0.064384917887
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
0.03992000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
26300000.00000000
PA
USD
26619294.89000000
0.187564003758
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
0.02400000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S38
4750000.00000000
PA
USD
4713045.00000000
0.033208903306
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
0.02500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
3575000.00000000
PA
USD
3802656.43000000
0.026794153183
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
0.08000000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S20
6460000.00000000
PA
USD
6424663.80000000
0.045269255632
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
0.02406000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZS2886696
16500000.00000000
PA
980739.80000000
0.006910456655
Long
STIV
NUSS
EG
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642EAY2
4500000.00000000
PA
USD
4767085.35000000
0.033589680650
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
0.03774800
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital, Inc
22411VAA6
20200000.00000000
PA
USD
20389522.86000000
0.143667988132
Long
DBT
NUSS
CA
Y
2
2022-01-25
Fixed
0.02250000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AC5
10250000.00000000
PA
USD
10839490.52000000
0.076376863062
Long
DBT
CORP
GG
N
2
2025-03-26
Fixed
0.03750000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
035240AQ3
14800000.00000000
PA
USD
17133328.78000000
0.120724300060
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
0.04750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9SN2
146014875.44000000
PA
USD
148742850.92000000
1.048067004192
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.03000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UL7
25000000.00000000
PA
USD
25055078.75000000
0.176542275227
Long
DBT
NUSS
CA
N
2
2026-06-22
Fixed
0.02125000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BF8
6250000.00000000
PA
USD
6718868.00000000
0.047342267630
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03950000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2650000.00000000
PA
USD
2686437.50000000
0.018929087920
Long
DBT
CORP
CO
N
2
2029-12-18
Variable
0.04625000
N
N
N
N
Y
Bancolombia SA
Bancolombia SA 4.625 12/18/2029
USD
XXXX
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAP8
1300000.00000000
PA
USD
1340229.02000000
0.009443477822
Long
ABS-MBS
USGSE
US
N
2
2049-12-15
Variable
0.03637800
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46636DAJ5
15597177.25000000
PA
USD
15907083.80000000
0.112083972846
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Fixed
0.04387800
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20753TAA1
3197966.61000000
PA
USD
3197964.37000000
0.022533391796
Long
ABS-CBDO
USGSE
US
Y
2
2039-06-25
Variable
0.02542000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
07737JAA1
1700000.00000000
PA
USD
1928674.77000000
0.013589764992
Long
DBT
NUSS
BY
Y
2
2027-06-29
Fixed
0.07625000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
13623865.99000000
PA
USD
14442446.31000000
0.101763892138
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03500000
N
N
N
N
N
N
LOS ANGELES CNTY CA REDEV REFU
N/A
Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy
54465AGY2
4805000.00000000
PA
USD
4873663.45000000
0.034340647768
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
0.03375000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AK9
8000000.00000000
PA
USD
8686975.76000000
0.061209884064
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
0.03529000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772ECG2
245000.00000000
PA
USD
254550.10000000
0.001793602577
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
0.03264000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAJ2
5700000.00000000
PA
USD
5786100.10000000
0.040769829005
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.02950000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AP5
11102000.00000000
PA
USD
11465205.26000000
0.080785753768
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
0.03550000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92939KAE8
1240000.00000000
PA
USD
1306418.24000000
0.009205241411
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
0.03607000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
1973649.93000000
PA
USD
2018441.92000000
0.014222279344
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.03500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80284RAG4
6000000.00000000
PA
USD
6036919.80000000
0.042537146559
Long
ABS-O
CORP
US
N
2
2022-08-15
Fixed
0.02800000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
3499000.00000000
PA
USD
3433918.25000000
0.024195962297
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
0.03148000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
1175000.00000000
PA
USD
1320113.35000000
0.009301739447
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
0.04125000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AK9
3025000.00000000
PA
USD
3203112.09000000
0.022569663493
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.04450000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366HY9
1000000.00000000
PA
USD
1000790.00000000
0.007051733717
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
0.02259000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust
90270RBE3
4000000.00000000
PA
USD
4063600.40000000
0.028632808038
Long
ABS-MBS
USGSE
US
N
2
2045-12-10
Fixed
0.02850200
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
19200000.00000000
PA
USD
20030930.30000000
0.141141284981
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
0.03250000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust
36250GAW5
3000000.00000000
PA
USD
3094701.90000000
0.021805787163
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
0.04052000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31297U5N6
1173394.04000000
PA
USD
1261785.91000000
0.008890754550
Long
ABS-MBS
MUN
US
N
2
2034-10-01
Fixed
0.04500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CD8
16500000.00000000
PA
USD
19524596.85000000
0.137573574810
Long
DBT
CORP
US
Y
2
2049-10-26
Fixed
0.04250000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55400DAA9
16236889.56000000
PA
USD
16126584.25000000
0.113630609728
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
0.02220000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAD3
2000000.00000000
PA
USD
2139500.80000000
0.015075280459
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Fixed
0.03674000
N
N
N
N
N
N
JP MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
JPMorgan Chase Bank NA
48125LRN4
46225000.00000000
PA
USD
46381329.71000000
0.326810606216
Long
DBT
CORP
US
N
2
2021-04-26
Fixed
0.03086000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc
902494BH5
5800000.00000000
PA
USD
7280641.52000000
0.051300617806
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
0.05100000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AL5168359
369000000.00000000
PA
3443560.54000000
0.024263903485
Long
DBT
NUSS
JP
N
2
2026-12-20
Fixed
0.00100000
N
Y
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELT1
992368.10000000
PA
USD
991709.47000000
0.006987750784
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
0.02792000
N
N
N
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
536878AG6
5250000.00000000
PA
USD
5748722.23000000
0.040506458281
Long
DBT
NUSS
LT
Y
2
2022-02-01
Fixed
0.06625000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBF9
1064223.55000000
PA
USD
1106770.04000000
0.007798486804
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Fixed
0.03651000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAU7
7225000.00000000
PA
USD
7691353.30000000
0.054194561697
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.03900000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KA8
42310000.00000000
PA
USD
46561015.17000000
0.328076700019
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
0.04450000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0A71
7512534.10000000
PA
USD
7644441.43000000
0.053864012816
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
0.03000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613BAE7
6980000.00000000
PA
USD
7088495.72000000
0.049946726363
Long
ABS-O
CORP
US
Y
2
2033-11-17
Fixed
0.04878000
N
N
N
N
N
N
SANTA ROSA LEASING LLC
N/A
Santa Rosa Leasing LLC
802722AA6
2671532.42000000
PA
USD
2655908.68000000
0.018713976748
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.01693000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PU97
1505000.00000000
PA
USD
1514361.10000000
0.010670441581
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
0.02218000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAU0
10000000.00000000
PA
USD
10171373.00000000
0.071669195276
Long
ABS-MBS
USGSE
US
N
2
2048-07-15
Fixed
0.02788000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
1500000.00000000
PA
USD
1695000.00000000
0.011943253481
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
0.07500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBP0
11202000.00000000
PA
USD
11287691.94000000
0.079534965227
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
0.02749000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MM71
7470000.00000000
PA
USD
7748481.60000000
0.054597097254
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
0.03010000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HH9
7125000.00000000
PA
USD
7481881.99000000
0.052718591814
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03250000
N
N
N
N
N
N
ALLERGAN FUNDING SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAS0
8700000.00000000
PA
USD
9134327.93000000
0.064362002272
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
0.03800000
N
N
N
N
N
N
FLORIDA ST HURRICANE CATASTROP
549300S34SOJ0RULXM35
Florida Hurricane Catastrophe Fund Finance Corp
34074GDH4
39400000.00000000
PA
USD
39652948.00000000
0.279401303395
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
0.02995000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141EC31
7675000.00000000
PA
USD
9279529.28000000
0.065385115268
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
0.04800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
665531.82000000
PA
USD
680626.21000000
0.004795806107
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
0.03500000
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust
759950AW8
13531.63000000
PA
USD
13508.65000000
0.000095184207
Long
ABS-O
CORP
US
N
2
2033-08-25
Variable
0.02672000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AT2820591
845000.00000000
PA
1030622.73000000
0.007261940122
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
0.01400000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
886072.45000000
PA
USD
883307.90000000
0.006223935192
Long
LON
CORP
US
N
2
2025-03-24
Variable
0.04049380
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBT2
7500000.00000000
PA
USD
7854363.75000000
0.055343160591
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
0.03446000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEN0
577000.00000000
PA
USD
610583.97000000
0.004302276770
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.03376000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
6064691.55000000
PA
USD
6416767.82000000
0.045213619236
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
0.03500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
2991016.17000000
PA
USD
3032105.55000000
0.021364722812
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
0.04000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
4000000.00000000
PA
USD
3991821.96000000
0.028127045145
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
0.02700000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBB4
8050000.00000000
PA
USD
7930430.29000000
0.055879138154
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
0.02375000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335B5H5
16045634.88000000
PA
USD
16928907.45000000
0.119283913180
Long
ABS-MBS
MUN
US
N
2
2048-11-01
Fixed
0.03500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AW3
12150000.00000000
PA
USD
13143252.05000000
0.092609552097
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04350000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AT7624253
3435000000.00000000
PA
3277422.86000000
0.023093269606
Long
DBT
NUSS
KR
N
2
2038-09-10
Fixed
0.02375000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Regency Energy Partners LP
75886AAJ7
1200000.00000000
PA
USD
1270536.25000000
0.008952410909
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.04500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CC1
8950000.00000000
PA
USD
9637833.81000000
0.067909788912
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
0.03973000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638CZ3
14725000.00000000
PA
4697937.25000000
0.033102451573
Long
DBT
NUSS
PE
Y
2
2034-08-12
Fixed
0.05400000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
AT1203872
500000.00000000
PA
673386.80000000
0.004744796013
Long
DBT
CORP
GB
N
2
2023-06-27
Variable
0.02175000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No 1
13509PGU1
1300000.00000000
PA
1023841.98000000
0.007214161824
Long
DBT
NUSS
CA
Y
2
2023-12-15
Fixed
0.02550000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
30711XAK0
14977470.72000000
PA
USD
15754665.16000000
0.111010005618
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
0.04792000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBA2
5167000.00000000
PA
USD
5222555.58000000
0.036799000066
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
0.02622000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
5963039.27000000
PA
USD
5980530.65000000
0.042139819178
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
0.03500000
N
N
N
N
N
N
STARFRUIT US HOLDCO LLC
549300K7VB5G6LULFT41
Starfruit US Holdco LLC
N/A
436344.47000000
PA
USD
435982.30000000
0.003072004201
Long
LON
CORP
US
N
2
2025-10-01
Variable
0.04960130
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
8324050.04000000
PA
USD
8352620.68000000
0.058853962251
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
0.02992000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBB6
350000.00000000
PA
455262.79000000
0.003207857759
Long
DBT
CORP
US
N
2
2026-06-02
Fixed
0.03000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
9269000.00000000
PA
USD
9885045.83000000
0.069651686150
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.04250000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AM1
1575000.00000000
PA
USD
1592241.43000000
0.011219199411
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03150000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
3000000.00000000
PA
USD
3315840.03000000
0.023363963411
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
0.03900000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6A0
53000000.00000000
PA
USD
53078944.03000000
0.374003116863
Long
DBT
CORP
US
N
2
2022-09-09
Fixed
0.02082000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404KAC7
10556000.00000000
PA
USD
10638852.99000000
0.074963137470
Long
ABS-O
CORP
US
Y
2
2040-11-26
Fixed
0.02720000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
12000000.00000000
PA
USD
13377716.40000000
0.094261627120
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
0.04203000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AZ1293424
1125000.00000000
PA
1277183.65000000
0.008999249601
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.00600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410GCT8
910279.25000000
PA
USD
986033.23000000
0.006947755048
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.04500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
3384985.81000000
PA
USD
3654787.25000000
0.025752242211
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
0.04500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBB5
3253000.00000000
PA
USD
3402545.61000000
0.023974905429
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Variable
0.04616500
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAA3
5098868.00000000
PA
USD
5118102.46000000
0.036063005914
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
0.02660000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
14600000.00000000
PA
USD
14599985.40000000
0.102873938913
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
0.03240000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290YAN8
1431581.56000000
PA
USD
1425839.92000000
0.010046706541
Long
ABS-MBS
USGSE
US
N
2
2049-05-10
Fixed
0.01506000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBMJ4
6058797.91000000
PA
USD
6248180.06000000
0.044025721684
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
0.03000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828R77
1040000.00000000
PA
USD
1036657.58000000
0.007304462685
Long
DBT
UST
US
N
2
2021-05-31
Fixed
0.01375000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
1060639.13000000
PA
USD
1170717.23000000
0.008249069400
Long
ABS-MBS
MUN
US
N
2
2039-07-01
Fixed
0.05000000
N
N
N
N
N
N
REGENCY CENTERS CORP
529900053A7X7FJ97S58
Regency Centers Corp
294752AH3
2750000.00000000
PA
USD
2862819.19000000
0.020171902807
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.03750000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W34
2335000.00000000
PA
USD
2419363.55000000
0.017047240201
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.02808000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YZ7
57800000.00000000
PA
USD
57853801.97000000
0.407647564483
Long
DBT
UST
US
N
2
2021-12-31
Fixed
0.01625000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom OAO Via Gaz Capital S.A.
368266AV4
300000.00000000
PA
USD
333619.85000000
0.002350741259
Long
DBT
CORP
LU
Y
2
2027-03-23
Fixed
0.04950000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KK5
17808198.72000000
PA
USD
2490802.48000000
0.017550610850
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
0.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
2587750.99000000
PA
USD
2852847.42000000
0.020101640047
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
0.05000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBF2
5625000.00000000
PA
USD
6133794.81000000
0.043219744082
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.03625000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AM2027846
941000.00000000
PA
656690.42000000
0.004627150528
Long
DBT
NUSS
N/A
N
2
2022-01-25
Fixed
0.03375000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
16929000.00000000
PA
USD
17321414.22000000
0.122049581527
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
0.04318000
N
N
N
N
N
N
Volkswagen Auto Lease Trust
N/A
Volkswagen Auto Lease Trust
92867XAB2
4000000.00000000
PA
USD
3999186.00000000
0.028178933402
Long
ABS-O
CORP
US
N
2
2022-03-21
Fixed
0.02000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80285AAJ4
6000000.00000000
PA
USD
6007043.40000000
0.042326632448
Long
ABS-O
CORP
US
Y
2
2022-01-20
Fixed
0.02370000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56P9
962394.55000000
PA
USD
1072269.36000000
0.007555389243
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
0.05000000
N
N
N
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
Ingles Markets, Inc
457030AJ3
2258000.00000000
PA
USD
2300337.50000000
0.016208562746
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.05750000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148RU9
22500000.00000000
PA
USD
22715157.38000000
0.160054797913
Long
DBT
NUSS
CA
N
2
2020-07-29
Fixed
0.03500000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust
78448WAB1
12526289.99000000
PA
USD
12570789.64000000
0.088575886214
Long
ABS-O
CORP
US
Y
2
2034-09-15
Fixed
0.02880000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613DAA1
953794.31000000
PA
USD
953067.71000000
0.006715474481
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
0.02716000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4ZQ2
3925765.99000000
PA
USD
4095969.18000000
0.028860883875
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
0.03500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366JB7
1600000.00000000
PA
USD
1593280.00000000
0.011226517349
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
0.02559000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
1925000.00000000
PA
USD
2170437.50000000
0.015293265621
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAB3
7658908.77000000
PA
USD
7643611.63000000
0.053858165906
Long
ABS-O
CORP
US
Y
2
2044-10-15
Fixed
0.03660000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AX5
4850000.00000000
PA
USD
5360435.19000000
0.037770522858
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
233050AG8
5625000.00000000
PA
USD
5758123.50000000
0.040572701202
Long
ABS-MBS
USGSE
US
Y
2
2046-11-10
Variable
0.05702000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAU3
300000.00000000
PA
407192.29000000
0.002869144976
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
0.02500000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
1600000.00000000
PA
USD
1680000.00000000
0.011837560972
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AM9
6669000.00000000
PA
USD
6856679.26000000
0.048313308816
Long
DBT
CORP
LU
N
2
2022-02-03
Fixed
0.03500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BQ3
600000.00000000
PA
USD
644250.00000000
0.004539493248
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBL9
325000.00000000
PA
380838.72000000
0.002683453314
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
0.01625000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
ZS5626230
1050000.00000000
PA
1197303.64000000
0.008436401691
Long
DBT
NUSS
PH
N
2
2027-05-17
Fixed
0.00875000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GA3
12500000.00000000
PA
USD
12473625.00000000
0.087891247910
Long
DBT
MUN
US
N
2
2020-06-15
Fixed
0.01930000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BV3
300000.00000000
PA
376833.55000000
0.002655232217
Long
DBT
CORP
US
N
2
2029-07-24
Fixed
0.01950000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BZ2
8075000.00000000
PA
USD
8181787.60000000
0.057650243798
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
0.02450000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
2475000.00000000
PA
USD
2555771.25000000
0.018008391669
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
0.04850000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828Y95
2931000.00000000
PA
USD
2940496.79000000
0.020719232167
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.01875000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YV6
440000.00000000
PA
USD
436010.59000000
0.003072203538
Long
DBT
UST
US
N
2
2024-11-30
Fixed
0.01500000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
EUR200131
EUR200131
1.00000000
NC
USD
6304.85000000
0.000044425027
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
751048.61000000
USD
673885.97000000
EUR
2020-01-31
6304.85
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CW2
85815.98000000
PA
USD
92634.82000000
0.000652720434
Long
ABS-MBS
MUN
US
N
2
2044-02-01
Fixed
0.04500000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAE9
3000000.00000000
PA
USD
3158464.95000000
0.022255072277
Long
DBT
CORP
ID
Y
2
2023-05-20
Fixed
0.04300000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BJ1
1775000.00000000
PA
USD
1960802.53000000
0.013816142562
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BW8
4000000.00000000
PA
USD
4202713.04000000
0.029613018965
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
0.03700000
N
N
N
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
ZS1514182
6455000.00000000
PA
USD
6793887.50000000
0.047870867573
Long
DBT
NUSS
PA
Y
2
2026-04-17
Fixed
0.03750000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHJ4
31525000.00000000
PA
USD
35025356.62000000
0.246794520586
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04350000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AZ4598605
122000000.00000000
PA
1135259.19000000
0.007999226120
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.00100000
N
Y
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276EAC1
12548000.00000000
PA
USD
12908620.74000000
0.090956300646
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
0.03256000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance S.A.
13323AAB6
100000.00000000
PA
USD
102750.00000000
0.000723993684
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
0.04500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
11000000.00000000
PA
USD
11379161.53000000
0.080179475256
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122AY4
325000.00000000
PA
381923.86000000
0.002691099392
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.01000000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries USA, Inc
D6000EAB8
1191000.00000000
PA
USD
1196621.52000000
0.008431595359
Long
LON
CORP
US
N
2
2026-03-01
Variable
0.04444630
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1MS0
27915298.34000000
PA
USD
28706222.49000000
0.202268844658
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
0.03500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
5400000.00000000
PA
USD
5222894.90000000
0.036801390972
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
0.03125000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366JD3
900000.00000000
PA
USD
899118.00000000
0.006335335801
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
0.02759000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBK0
4500000.00000000
PA
USD
4525885.53000000
0.031890146379
Long
DBT
CORP
NL
Y
2
2021-11-15
Fixed
0.02125000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384RT8
10000000.00000000
PA
USD
9995386.10000000
0.070429162146
Long
STIV
USGSE
US
N
2
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
AUD200131
AUD200131
1.00000000
NC
USD
-159099.37000000
-0.00112104076
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
10589714.07000000
AUD
7278056.33000000
USD
2020-01-31
-159099.37
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
11435000.00000000
PA
USD
12832941.79000000
0.090423054107
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05250000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBK5
8700000.00000000
PA
USD
9633996.24000000
0.067882748751
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
0.04375000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
JK5970583
1450000.00000000
PA
1044946.63000000
0.007362868717
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
0.02750000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
80875AAP6
1994923.86000000
PA
USD
1998255.38000000
0.014080041607
Long
LON
CORP
US
N
2
2024-08-14
Variable
0.04451630
N
N
N
N
N
N
NBCUNIVERSAL MEDIA LLC
VTBDOQJ6KOGQ6K786R46
NBC Universal Media LLC
63946BAH3
10350000.00000000
PA
USD
10633128.70000000
0.074922803165
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.02875000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
2802139.61000000
PA
USD
2845704.47000000
0.020051309627
Long
ABS-CBDO
USGSE
US
Y
2
2046-06-25
Variable
0.03500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
23700000.00000000
PA
USD
25497606.61000000
0.179660400540
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
0.03702000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
2275000.00000000
PA
USD
2378280.86000000
0.016757764696
Long
DBT
NUSS
EG
Y
2
2023-02-21
Fixed
0.05577000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W42
3775000.00000000
PA
USD
3931209.50000000
0.027699959615
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.02908000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283W8
27325000.00000000
PA
USD
29094437.75000000
0.205004274307
Long
DBT
UST
US
N
2
2028-02-15
Fixed
0.02750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
5804863.99000000
PA
USD
5837090.97000000
0.041129119203
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
8595268.41000000
PA
USD
8757770.55000000
0.061708715995
Long
ABS-CBDO
USGSE
US
Y
2
2049-02-25
Variable
0.04000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50190DAE6
10000000.00000000
PA
USD
10351688.00000000
0.072939724923
Long
ABS-MBS
USGSE
US
Y
2
2050-07-12
Fixed
0.03357000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAU0
7700000.00000000
PA
USD
7922835.31000000
0.055825622654
Long
DBT
CORP
US
Y
2
2030-04-01
Fixed
0.03750000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179YAK3
1390505.51000000
PA
USD
1393550.72000000
0.009819191438
Long
LON
CORP
US
N
2
2026-01-30
Variable
0.03494880
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHL6
15000000.00000000
PA
USD
15783982.95000000
0.111216583669
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
0.03864000
N
N
N
N
N
N
AMBER CIRCLE FUNDING LTD
549300XUOOO10CM8FY85
Amber Circle Funding Ltd
EJ4615047
2500000.00000000
PA
USD
2554645.78000000
0.018000461419
Long
DBT
CORP
KY
N
2
2022-12-04
Fixed
0.03250000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM Mortgage Trust
12625KAM7
3359721.00000000
PA
USD
3485070.17000000
0.024556387280
Long
ABS-MBS
USGSE
US
Y
2
2046-06-10
Variable
0.03954200
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
4226.05000000
PA
USD
4459.01000000
0.000031418930
Long
ABS-MBS
MUN
US
N
2
2023-05-01
Fixed
0.07000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZQ2
3245000.00000000
PA
USD
3297828.60000000
0.023237051863
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
0.03150000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HE6
2040000.00000000
PA
USD
2072646.67000000
0.014604215078
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.02600000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
10330JAU2
335019.93000000
PA
USD
337020.00000000
0.002374699285
Long
LON
CORP
US
N
2
2023-09-15
Variable
0.03852500
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
N/A
3100000.00000000
PA
1540547.80000000
0.010854957448
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
0.05500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HF3
5175000.00000000
PA
USD
5409596.10000000
0.038116918852
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
0.03800000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
NZD200131
NZD200131
1.00000000
NC
USD
-62257.37000000
-0.00043867584
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
1582753.44000000
NZD
1003742.66000000
USD
2020-01-31
-62257.37
N
N
N
Residential Asset Securities C
N/A
RASC Trust
76110W3U8
2790000.00000000
PA
USD
2793170.56000000
0.019681146911
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
0.03079900
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UD5
10000000.00000000
PA
USD
10453881.30000000
0.073659796007
Long
DBT
NUSS
CA
N
2
2024-05-14
Fixed
0.03050000
N
N
N
N
N
N
Verizon Owner Trust
549300DBBHVB9QKK8Q94
Verizon Owner Trust
92348XAA3
49400000.00000000
PA
USD
50230320.14000000
0.353931236514
Long
ABS-O
CORP
US
N
2
2023-04-20
Fixed
0.03230000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DDN9
5167366.23000000
PA
USD
5527484.84000000
0.038947582630
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.05000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC
45672JAK6
490000.00000000
PA
USD
489666.80000000
0.003450274167
Long
LON
CORP
US
N
2
2024-03-31
Variable
0.03799380
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61763QAN1
2000000.00000000
PA
USD
2010380.40000000
0.014165476525
Long
ABS-MBS
USGSE
US
Y
2
2029-07-13
Variable
0.03445500
N
N
N
N
N
N
LOS ANGELES CNTY CA REDEV REFU
N/A
Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy
54465AGM8
2350000.00000000
PA
USD
2333691.00000000
0.016443577085
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
0.01500000
N
N
N
N
N
N
CINEMARK USA INC
54930008H2137JSCPQ09
Cinemark USA, Inc
172441AZ0
1500000.00000000
PA
USD
1524375.00000000
0.010741001195
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.04875000
N
N
N
N
N
N
AUSTIN TX ELEC UTILITY SYS REV
N/A
City of Austin TX Electric Utility Revenue
052414RR2
4940000.00000000
PA
USD
5061919.20000000
0.035667129267
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
0.02677000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAA3
4000000.00000000
PA
USD
4024732.00000000
0.028358934791
Long
ABS-MBS
CORP
US
Y
2
2034-09-06
Fixed
0.02935900
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC5650865
350000000.00000000
PA
4102825.24000000
0.028909192821
Long
DBT
NUSS
JP
N
2
2032-05-20
Fixed
0.02300000
N
Y
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAB2
6985000.00000000
PA
USD
6953299.56000000
0.048994111609
Long
DBT
CORP
US
N
2
2026-10-20
Fixed
0.02152000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications, Inc
85208EAD2
498740.55000000
PA
USD
496246.85000000
0.003496638300
Long
LON
CORP
US
N
2
2024-02-02
Variable
0.04812500
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
62944BAR5
5000000.00000000
PA
USD
5056796.15000000
0.035631031400
Long
DBT
CORP
NL
Y
2
2021-04-28
Fixed
0.02625000
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EUR200131
EUR200131
1.00000000
NC
USD
-20087.43000000
-0.00014153939
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
4000000.00000000
EUR
4475352.40000000
USD
2020-01-31
-20087.43
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBC5
2397940.02000000
PA
USD
2534649.22000000
0.017859562313
Long
ABS-MBS
USGSE
US
Y
2
2046-12-15
Fixed
0.04384000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
3649000.00000000
PA
USD
3823519.63000000
0.026941158780
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
0.04249700
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
AR6982797
1075000.00000000
PA
1296612.93000000
0.009136151557
Long
DBT
NUSS
NL
Y
2
2028-07-15
Fixed
0.00750000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
EK7289029
3000000.00000000
PA
3509973.15000000
0.024731857842
Long
DBT
NUSS
FR
N
2
2025-05-25
Fixed
0.00500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
14900000.00000000
PA
USD
15736571.23000000
0.110882512761
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
0.03559000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
1956016.31000000
PA
USD
2111634.68000000
0.014878931117
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622BR4
6650000.00000000
PA
USD
6651416.45000000
0.046866992727
Long
DBT
CORP
JP
N
2
2020-01-16
Fixed
0.02450000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
8500000.00000000
PA
USD
8584876.75000000
0.060490477364
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
0.03263000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652KAA2
8843110.55000000
PA
USD
8904436.64000000
0.062742149794
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
0.02910000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
2400000.00000000
PA
USD
2549906.64000000
0.017967068646
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
0.04023000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CXQ2
14565553.64000000
PA
USD
15579560.00000000
0.109776185375
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
0.05000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XHU1
4765000.00000000
PA
USD
4712740.82000000
0.033206760003
Long
ABS-CBDO
USGSE
US
N
2
2029-09-25
Variable
0.02642000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653EAC1
6540666.82000000
PA
USD
6643691.48000000
0.046812561297
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
0.03770000
N
N
N
N
N
N
SAN ANTONIO TX CUSTOMER FAC CH
N/A
City of San Antonio TX Customer Facility Charge Revenue
796246AF3
1575000.00000000
PA
USD
1716513.75000000
0.012094842962
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.04353000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBD2
5000000.00000000
PA
USD
5148775.50000000
0.036279133283
Long
ABS-MBS
USGSE
US
N
2
2052-11-10
Fixed
0.03038000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
5675000.00000000
PA
USD
6498412.20000000
0.045788899193
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
0.05875000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DV5
1578000.00000000
PA
USD
2224388.96000000
0.015673416631
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
0.06550000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GR85
302006.10000000
PA
USD
338547.11000000
0.002385459557
Long
ABS-MBS
USGSE
US
N
2
2041-09-20
Fixed
0.04500000
N
N
N
N
N
N
HERCULES MERGER SUB LLC
549300C1PQJLVEIUBK50
Buckeye Partners LP
11823LAH8
2000000.00000000
PA
USD
2015840.00000000
0.014203945780
Long
LON
CORP
US
N
2
2026-11-02
Variable
0.04441130
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
296464AA8
3000000.00000000
PA
USD
3003580.47000000
0.021163730327
Long
DBT
CORP
ZA
Y
2
2021-01-26
Fixed
0.05750000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
6871567.95000000
PA
USD
7080001.85000000
0.049886877135
Long
ABS-O
CORP
US
Y
2
2048-12-15
Fixed
0.03820000
N
N
N
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
AT5365909
76000000.00000000
PA
705130.42000000
0.004968466869
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
0.00100000
N
Y
N
N
N
N
Verizon Owner Trust
549300WANFF5OIMC3D47
Verizon Owner Trust
92348AAA3
20000000.00000000
PA
USD
19973880.00000000
0.140739299026
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
0.01940000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BB8
200000.00000000
PA
USD
200752.00000000
0.001414532166
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
0.03875000
N
N
N
N
N
N
TURKIYE IS BANKASI A.S
789000FIRX9MDN0KTM91
Turkiye Is Bankasi
90016BAE8
3000000.00000000
PA
USD
2992369.47000000
0.021084735746
Long
DBT
CORP
TR
Y
2
2024-04-25
Fixed
0.06125000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624QAR4
3727236.36000000
PA
USD
3771844.30000000
0.026577045762
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
0.02853000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJJ8
4375000.00000000
PA
USD
5053825.00000000
0.035610096180
Long
DBT
NUSS
IL
N
2
2048-01-17
Fixed
0.04125000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation, Inc
05329WAP7
2950000.00000000
PA
USD
2994859.23000000
0.021102279012
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03800000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
3475000.00000000
PA
USD
3636030.32000000
0.025620077745
Long
DBT
CORP
KZ
Y
2
2027-09-26
Fixed
0.04375000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AJ8
2000000.00000000
PA
USD
2357500.00000000
0.016611339281
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
0.05875000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SH2
7142000.00000000
PA
USD
7863239.51000000
0.055405700680
Long
DBT
UST
US
N
2
2049-05-15
Fixed
0.02875000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medic
16876AAA2
19230000.00000000
PA
USD
21890740.68000000
0.154245819964
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
0.04268000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan, Inc
628530BK2
5750000.00000000
PA
USD
6182818.43000000
0.043565172707
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.04550000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56G9
1635965.48000000
PA
USD
1822124.40000000
0.012838993264
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
0.05000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAE9
10550000.00000000
PA
USD
11265783.74000000
0.079380596386
Long
ABS-MBS
USGSE
US
N
2
2058-07-15
Variable
0.03767000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
JK7745504
500000.00000000
PA
582667.62000000
0.004105573499
Long
DBT
NUSS
NO
N
2
2026-04-20
Fixed
0.00625000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBC6
16850000.00000000
PA
USD
983723.22000000
0.006931478331
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Variable
0.00756300
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
12596JAD5
2350000.00000000
PA
USD
2431774.83000000
0.017134692156
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
0.03220000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
4200000.00000000
PA
USD
4492601.69000000
0.031655622876
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
0.04200000
N
N
N
N
N
N
New Residential Mortgage Loan
549300RCJSGOC0A85G53
New Residential Mortgage Loan Trust
64829CAD0
52577.15000000
PA
USD
54185.27000000
0.000381798474
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
0.03750000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBH8
9000000.00000000
PA
USD
9770721.66000000
0.068846138928
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03375000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
1350000.00000000
PA
USD
1429312.50000000
0.010071174921
Long
DBT
CORP
KY
Y
2
2036-04-05
Fixed
0.04350000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bills
ZQ7656965
45000000.00000000
PA
2557543.68000000
0.018020880507
Long
STIV
NUSS
EG
N
2
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92935JAL9
2030000.00000000
PA
USD
2074334.79000000
0.014616109854
Long
ABS-MBS
USGSE
US
Y
2
2044-02-15
Variable
0.05392000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
4000000.00000000
PA
USD
4074283.92000000
0.028708085906
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
0.02950000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJMJ4
39752981.30000000
PA
USD
41316031.95000000
0.291119671050
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
0.03500000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AA3
7375000.00000000
PA
USD
7907720.51000000
0.055719121246
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.03700000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAR3
600000.00000000
PA
USD
653444.92000000
0.004604282192
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03700000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QBT4
13700000.00000000
PA
USD
13698146.66000000
0.096519432323
Long
DBT
CORP
CA
N
2
2020-09-11
Fixed
0.01850000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAJ7
9600000.00000000
PA
USD
10081373.28000000
0.071035042197
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.03000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
QZ5113407
400000.00000000
PA
473447.12000000
0.003335987589
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
0.03750000
N
N
Y
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAU3
3193375.24000000
PA
USD
3259565.93000000
0.022967446691
Long
ABS-MBS
USGSE
US
Y
2
2044-05-10
Fixed
0.04452000
N
N
N
N
N
N
WINDERMERE AVIATION LLC
N/A
Windermere Aviation LLC
973204AA8
6423766.56000000
PA
USD
6500605.60000000
0.045804354256
Long
DBT
CORP
US
N
2
2026-05-27
Fixed
0.02351000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
1610000.00000000
PA
USD
1807225.00000000
0.012734009600
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
0.06500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QAB6
13000000.00000000
PA
USD
14055891.98000000
0.099040165679
Long
DBT
CORP
US
N
2
2025-09-21
Fixed
0.03796000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PV54
2500000.00000000
PA
USD
2525675.00000000
0.017796328458
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
0.02704000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC
55316EAB8
4250000.00000000
PA
USD
4250315.78000000
0.029948435833
Long
ABS-O
CORP
US
Y
2
2022-10-12
Fixed
0.02070000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TU95
61385.94000000
PA
USD
67798.41000000
0.000477718935
Long
ABS-MBS
USGSE
US
N
2
2044-01-20
Fixed
0.04500000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
7250000.00000000
PA
USD
7650449.40000000
0.053906345977
Long
ABS-MBS
USGSE
US
Y
2
2036-02-10
Fixed
0.03597000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GVZ73
47400797.13000000
PA
USD
50711638.05000000
0.357322683006
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
0.04000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBE8
9700000.00000000
PA
USD
10109935.10000000
0.071236293558
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03150000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
11344029.60000000
PA
USD
1916427.35000000
0.013503467622
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.04180300
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QAZ3
7500000.00000000
PA
USD
8021092.95000000
0.056517962419
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
0.03588000
N
N
N
N
N
N
SANTA ANA CA CMNTY REDEV AGY S
N/A
Santa Ana Community Redevelopment Agency Successor Agency
801096AQ1
1340000.00000000
PA
USD
1389941.80000000
0.009793762384
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
0.03467000
N
N
N
N
N
N
ARCHROCK PARTNERS LP/FIN
N/A
Archrock Partners LP
30227CAD9
2250000.00000000
PA
USD
2266875.00000000
0.015972780375
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.06000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
8200000.00000000
PA
USD
8174306.37000000
0.057597529801
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.02450000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
5140000.00000000
PA
USD
4875259.62000000
0.034351894648
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.04150000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc
026874DK0
2875000.00000000
PA
USD
3160724.31000000
0.022270992105
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04200000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCQ1
2600000.00000000
PA
USD
2694226.44000000
0.018983970094
Long
DBT
NUSS
NO
Y
2
2024-02-05
Fixed
0.02750000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515HBB0
1720000.00000000
PA
USD
1805393.53000000
0.012721104756
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Variable
0.03684000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
18158836.29000000
PA
USD
21311368.25000000
0.150163464925
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
0.07056400
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBG3
7250000.00000000
PA
USD
7753495.10000000
0.054632423213
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.03450000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XD27
8887281.06000000
PA
USD
8877657.02000000
0.062553456113
Long
ABS-CBDO
USGSE
US
N
2
2030-08-25
Variable
0.02692000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JL6
8500000.00000000
PA
USD
8983844.99000000
0.063301674309
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
0.03875000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AS7
2875000.00000000
PA
USD
3079315.58000000
0.021697372579
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.03750000
N
N
N
N
N
N
INGERSOLL-RAND LUX FINAN
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
8125000.00000000
PA
USD
8714057.46000000
0.061400706252
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
0.03800000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
JV5008638
1300000.00000000
PA
927487.70000000
0.006535233452
Long
DBT
NUSS
N/A
N
2
2021-01-13
Fixed
0.02800000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652WAA6
3628647.39000000
PA
USD
3619392.16000000
0.025502842487
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
0.02330000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABL5
3000000.00000000
PA
USD
3110353.80000000
0.021916073068
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
0.03898100
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBG8
2572000.00000000
PA
USD
2870501.18000000
0.020226031393
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
0.04569000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100GH3
9900000.00000000
PA
USD
10277091.00000000
0.072414101985
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
0.03154000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46635TAX0
10975000.00000000
PA
USD
11083510.92000000
0.078096271612
Long
ABS-MBS
USGSE
US
Y
2
2046-02-15
Variable
0.05360000
N
N
N
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Persero Tbk PT
69367PAA4
1500000.00000000
PA
USD
1626530.19000000
0.011460803749
Long
DBT
CORP
ID
Y
2
2024-05-16
Fixed
0.05125000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
1163435.04000000
0.008197757871
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
0.05875000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVJ2
57724.42000000
PA
USD
62758.32000000
0.000442205618
Long
ABS-MBS
USGSE
US
N
2
2044-02-20
Fixed
0.04500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
1527061.00000000
NS
USD
18248378.95000000
0.128581130045
Long
EP
USGSE
US
N
1
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
03523TBX5
6600000.00000000
PA
USD
7180405.52000000
0.050594338186
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.04150000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MAU4
3675000.00000000
PA
USD
3743391.31000000
0.026376561236
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
0.02778000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government International Bond
AZ4234946
19025000.00000000
PA
1271679.65000000
0.008960467496
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
0.15900000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc
775109BP5
3800000.00000000
PA
USD
3823235.21000000
0.026939154709
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
0.03700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179TQP3
38753693.87000000
PA
USD
40187553.03000000
0.283168219846
Long
ABS-MBS
USGSE
US
N
2
2048-01-20
Fixed
0.03500000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2A7
17400000.00000000
PA
USD
18170580.23000000
0.128032947252
Long
DBT
CORP
NL
Y
2
2023-09-20
Fixed
0.03000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
21424548.31000000
PA
USD
25722134.88000000
0.181242464282
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
0.07136400
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAW6
375000.00000000
PA
435189.30000000
0.003066416591
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.01100000
N
N
N
N
N
N
ONTARIO TEACHERS' FINANC
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
68329AAC2
15000000.00000000
PA
USD
14772299.70000000
0.104088094290
Long
DBT
NUSS
CA
Y
2
2024-09-12
Fixed
0.01625000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
6125000.00000000
PA
USD
6663800.02000000
0.046954249433
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
0.04250000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AJ5
3000000.00000000
PA
USD
3148099.47000000
0.022182035371
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.03600000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DJ7
5575000.00000000
PA
USD
5963368.21000000
0.042018889755
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.03700000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co
61945CAB9
1725000.00000000
PA
USD
1803665.74000000
0.012708930459
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
0.04875000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687FL5
8225000.00000000
PA
USD
7972702.73000000
0.056176996836
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.02000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HR7
7925000.00000000
PA
USD
7789480.99000000
0.054885985813
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03350000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764XBJ3
2500000.00000000
PA
USD
2602138.25000000
0.018335101306
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
0.03338000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
92872KAA5
6295693.92000000
PA
USD
6313524.58000000
0.044486150100
Long
ABS-O
CORP
US
Y
2
2049-02-25
Variable
0.03967200
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CA4
3335000.00000000
PA
USD
4252969.12000000
0.029967131710
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
0.05450000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BV4
2500000.00000000
PA
USD
2612500.00000000
0.018408111929
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
0.05450000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBM6
8600000.00000000
PA
USD
8788628.70000000
0.061926147681
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02650000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AH6
1170000.00000000
PA
USD
1197551.16000000
0.008438145758
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
0.03375000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5PX1
34279276.63000000
PA
USD
33936932.92000000
0.239125305162
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
0.02039800
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
THB200131
THB200131
1.00000000
NC
USD
-16247.37000000
-0.00011448168
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
55217229.51000000
THB
1828554.62000000
USD
2020-01-31
-16247.37
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BP5
3400000.00000000
PA
USD
3523726.00000000
0.024828762724
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
0.03287000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAG6
3100000.00000000
PA
USD
3196697.06000000
0.022524462118
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Variable
0.04998000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
6000000.00000000
PA
USD
6034507.20000000
0.042520146976
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Fixed
0.02835000
N
N
N
N
N
N
OREGON ST DEPT OF ADMIN SVCS L
N/A
Oregon State Lottery
68607VZ73
2350000.00000000
PA
USD
2376625.50000000
0.016746100753
Long
DBT
MUN
US
N
2
2024-04-01
Fixed
0.02505000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAC7
5930000.00000000
PA
USD
6222756.57000000
0.043846583521
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.04200000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P2R8
3730000.00000000
PA
USD
3906056.00000000
0.027522723847
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
0.03732000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
6075000.00000000
PA
USD
6473795.68000000
0.045615447076
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
0.03900000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BF5
8350000.00000000
PA
USD
8393553.85000000
0.059142384213
Long
DBT
CORP
US
N
2
2020-11-23
Fixed
0.02500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABK8
2000000.00000000
PA
USD
2140471.00000000
0.015082116650
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Variable
0.04468900
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128284J6
51445000.00000000
PA
USD
51569593.62000000
0.363367981441
Long
DBT
UST
US
N
2
2020-04-30
Fixed
0.02375000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FL7
3475000.00000000
PA
USD
3863257.41000000
0.027221157824
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
0.04150000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCE3
9812942.88000000
PA
USD
10051713.37000000
0.070826053511
Long
ABS-CBDO
USGSE
US
N
2
2045-03-25
Fixed
0.03000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
6900000.00000000
PA
USD
6791153.74000000
0.047851605043
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
0.03125000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
26850000.00000000
PA
USD
30203183.19000000
0.212816680110
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04150000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
900000.00000000
PA
USD
967824.23000000
0.006819451389
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03900000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAW4
403039.99000000
PA
USD
400068.01000000
0.002818946108
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
0.01321000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BW1
325000.00000000
PA
438481.13000000
0.003089611376
Long
DBT
CORP
US
N
2
2037-07-24
Fixed
0.02875000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
4000000.00000000
PA
USD
4255213.84000000
0.029982948383
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
0.04000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBE4
2500000.00000000
PA
USD
2616308.50000000
0.018434947257
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
0.04118000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
2125000.00000000
PA
USD
2310948.70000000
0.016283331036
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
0.04400000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937UAF5
750000.00000000
PA
USD
770371.43000000
0.005428165937
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
0.03345000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
EK8221690
400000.00000000
PA
474272.24000000
0.003341801523
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
0.01375000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBG3
8400000.00000000
PA
USD
9087610.56000000
0.064032823870
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.04750000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764XBL8
5500000.00000000
PA
USD
5723560.70000000
0.040329165933
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
0.03652000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAB9
2000000.00000000
PA
USD
1987928.02000000
0.014007273301
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
0.01731000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CB2
18425000.00000000
PA
USD
19689798.87000000
0.138737615873
Long
DBT
CORP
US
Y
2
2029-07-26
Fixed
0.03400000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBC8
54630000.00000000
PA
USD
2989298.97000000
0.021063100490
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Variable
0.00767800
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAH4
4000000.00000000
PA
USD
4253927.20000000
0.029973882502
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Variable
0.03826000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
750000.00000000
PA
USD
795000.00000000
0.005601702960
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.04625000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc
02376CBA2
1642871.26000000
PA
USD
1647668.44000000
0.011609747393
Long
LON
CORP
US
N
2
2023-12-14
Variable
0.03739750
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
124857AY9
1750000.00000000
PA
USD
1785211.68000000
0.012578900066
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.02900000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BGY2
15000000.00000000
PA
USD
15029423.85000000
0.105899834054
Long
DBT
NUSS
CA
N
2
2020-11-30
Fixed
0.02000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
EK3289700
2550000.00000000
PA
3248878.75000000
0.022892143033
Long
DBT
NUSS
ES
Y
2
2024-10-31
Fixed
0.02750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAQX9
3454705.28000000
PA
USD
3602733.25000000
0.025385461021
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
7300000.00000000
PA
USD
7655451.31000000
0.053941590271
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
0.03419000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZM5
88422053.40000000
PA
USD
90557677.66000000
0.638084542179
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
0.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
21178853.17000000
PA
USD
23352246.99000000
0.164543837855
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.05000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AN8
5650000.00000000
PA
USD
5886714.83000000
0.041478777220
Long
DBT
CORP
GB
N
2
2027-06-12
Fixed
0.03125000
N
N
N
N
N
N
MEDTRONIC INC
D56MRZY2INAN94ZONZ37
Medtronic, Inc
585055BU9
525000.00000000
PA
USD
659273.53000000
0.004645351553
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04625000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
21650000.00000000
PA
USD
24019053.85000000
0.169242270511
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
0.04250000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
1895000.00000000
PA
USD
2358189.83000000
0.016616199939
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
0.06625000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
1569382.02000000
PA
USD
1677546.34000000
0.011820272074
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
0.04763700
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAH2
4175000.00000000
PA
USD
4195526.05000000
0.029562378232
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.02300000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MGN3
4940000.00000000
PA
USD
5178206.80000000
0.036486511145
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
0.03200000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PGN9
4355000.00000000
PA
USD
4762279.60000000
0.033555818532
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
0.04269000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAD3
23978510.73000000
PA
USD
24481891.61000000
0.172503502776
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Fixed
0.04537000
N
N
N
N
N
N
DALLAS TX WTRWKS & SWR SYS REV
N/A
City of Dallas TX Waterworks & Sewer System Revenue
23542JBJ3
2775000.00000000
PA
USD
2784601.50000000
0.019620767881
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
0.02068000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283Y4
14075000.00000000
PA
USD
14087912.55000000
0.099265787970
Long
DBT
UST
US
N
2
2020-02-29
Fixed
0.02250000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSD8
12807274.20000000
PA
USD
13921777.80000000
0.098095174736
Long
ABS-MBS
MUN
US
N
2
2048-10-01
Fixed
0.04500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CZJ6
5213432.25000000
PA
USD
5501382.31000000
0.038763659839
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04500000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
1925000.00000000
PA
USD
2087382.64000000
0.014708047187
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
0.05400000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CZW4
5680000.00000000
PA
USD
6036476.80000000
0.042534025107
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
0.03998000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
AM6641311
3200000.00000000
PA
1296701.79000000
0.009136777680
Long
DBT
NUSS
IL
N
2
2047-03-31
Fixed
0.03750000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128285X4
6375000.00000000
PA
USD
6432862.88000000
0.045327027721
Long
DBT
UST
US
N
2
2021-01-31
Fixed
0.02500000
N
N
N
N
N
N
Irwin Home Equity
N/A
Irwin Home Equity Corp
464187CB7
605895.44000000
PA
USD
603422.84000000
0.004251818250
Long
ABS-O
CORP
US
N
2
2034-02-25
Variable
0.02552000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
10650000.00000000
PA
USD
10628681.04000000
0.074891464209
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02350000
N
N
N
N
N
N
DENVER CO PUBLIC SCHS COPS
N/A
Denver City & County School District No
249218BC1
7890000.00000000
PA
USD
8780938.80000000
0.061871963359
Long
DBT
MUN
US
N
2
2037-12-15
Fixed
0.04242000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652YAB0
1581911.39000000
PA
USD
1575639.27000000
0.011102217815
Long
ABS-O
CORP
US
Y
2
2033-10-20
Fixed
0.02630000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
3220000.00000000
PA
USD
3203900.00000000
0.022575215238
Long
DBT
CORP
PE
Y
2
2025-01-11
Fixed
0.02700000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200131
EUR200131
1.00000000
NC
USD
-7008.01000000
-0.00004937961
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
399500.00000000
EUR
441974.04000000
USD
2020-01-31
-7008.01
N
N
N
HELIOS LEASING I LLC
549300H2L807705NLV88
Helios Leasing I LLC
42328BAA0
963894.07000000
PA
USD
965637.46000000
0.006804043041
Long
DBT
CORP
US
N
2
2024-05-29
Fixed
0.02018000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc
91136EAJ4
1036875.00000000
PA
USD
1042619.29000000
0.007346469890
Long
LON
CORP
US
N
2
2025-10-31
Variable
0.03549380
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
14900000.00000000
PA
USD
15552311.57000000
0.109584188380
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03200000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZN9
4305000.00000000
PA
USD
4359113.85000000
0.030715045230
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.02950000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312VAD8
11000000.00000000
PA
USD
11168991.90000000
0.078698584893
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
0.02756000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAZ0
1600000.00000000
PA
USD
1656104.10000000
0.011669186464
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
0.03250000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830BAA5
133453.47000000
PA
USD
138522.79000000
0.000976054745
Long
ABS-O
CORP
US
Y
2
2057-08-27
Variable
0.04000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBA7
9125000.00000000
PA
USD
9839264.85000000
0.069329105708
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Variable
0.04616500
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
13949853.95000000
PA
USD
14919317.46000000
0.105124006015
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont, Inc
26078JAE0
7225000.00000000
PA
USD
8604342.38000000
0.060627635449
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
0.05319000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
1180153.66000000
0.008315560064
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
0.04750000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
8350000.00000000
PA
USD
9865367.27000000
0.069513027725
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
0.05050000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
18225000.00000000
PA
USD
18365373.32000000
0.129405491943
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02625000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust
94989YAZ6
3800000.00000000
PA
USD
4024180.24000000
0.028355046998
Long
ABS-MBS
USGSE
US
N
2
2059-01-15
Fixed
0.03560000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government International Bond
LW0207677
400000.00000000
PA
301121.77000000
0.002121754352
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
0.02250000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCR0
7200000.00000000
PA
USD
7671167.57000000
0.054052329668
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.03700000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AF3
5425000.00000000
PA
USD
5581497.63000000
0.039328165782
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.03300000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
6950000.00000000
PA
USD
8187270.55000000
0.057688877581
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
0.06600000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAJ3
1400000.00000000
PA
USD
1414370.26000000
0.009965889399
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
0.04300000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
3000000.00000000
PA
USD
3103778.01000000
0.021869738952
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
0.04625000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAC6
2385525.19000000
PA
USD
2447933.87000000
0.017248551454
Long
ABS-O
CORP
US
Y
2
2032-02-25
Fixed
0.04000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AK0
3000000.00000000
PA
USD
3106684.89000000
0.021890221314
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03625000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAG1
5750000.00000000
PA
USD
6272477.32000000
0.044196924241
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.03750000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087XW9
1000000.00000000
PA
1142489.70000000
0.008050173502
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
0.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418C4X9
37348357.13000000
PA
USD
39292651.72000000
0.276862595548
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
0.04500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZU5
9250000.00000000
PA
USD
9253977.50000000
0.065205073153
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
0.02900000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAE8
300000.00000000
PA
USD
303003.00000000
0.002135009813
Long
DBT
CORP
MX
Y
2
2029-11-12
Fixed
0.05350000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 5.35 11/12/2029
USD
XXXX
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764RBL1
2500000.00000000
PA
USD
2614127.50000000
0.018419579566
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Variable
0.04461600
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
2795000.00000000
PA
USD
2977829.89000000
0.020982287434
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
0.03779000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing Designated Activity Co
12674TAA4
3000000.00000000
PA
USD
3207990.00000000
0.022604034062
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
0.06875000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CG0
1000000.00000000
PA
USD
1099347.97000000
0.007746189657
Long
DBT
NUSS
PH
N
2
2029-01-14
Fixed
0.03750000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAW0
990000.00000000
PA
USD
1021830.28000000
0.007199987049
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
0.03406000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAA1
5500000.00000000
PA
USD
5722198.13000000
0.040319565037
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
0.04200000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust
07384YVG8
6537000.00000000
PA
USD
6536526.07000000
0.046057455895
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
0.02462000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AZ6770640
1125000.00000000
PA
1331851.95000000
0.009384451586
Long
DBT
NUSS
GR
Y
2
2026-07-23
Fixed
0.01875000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AX5
3000000.00000000
PA
USD
3105720.00000000
0.021883422538
Long
DBT
CORP
IN
Y
2
2027-11-30
Fixed
0.03667000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBB3
1700000.00000000
PA
USD
1855763.81000000
0.013076022173
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04400000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2J2
11000000.00000000
PA
USD
11120156.63000000
0.078354483413
Long
DBT
CORP
FR
Y
2
2025-11-19
Fixed
0.02819000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
15640000.00000000
PA
USD
16232573.01000000
0.114377424257
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
0.02875000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DG2
10825000.00000000
PA
USD
10986144.52000000
0.077410211673
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03250000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust
34528QHA5
12000000.00000000
PA
USD
12023976.00000000
0.084722945854
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
0.02230000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
6202726.97000000
PA
USD
6695530.71000000
0.047177829181
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
0.04500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648CAC8
485217.38000000
PA
USD
492779.98000000
0.003472210154
Long
ABS-CBDO
USGSE
US
Y
2
2047-01-25
Variable
0.03500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822BM5
5700000.00000000
PA
USD
5899365.82000000
0.041567918211
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
0.03195000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2B8
9950000.00000000
PA
USD
10093676.61000000
0.071121733518
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
0.02625000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
8268450.00000000
PA
USD
8471027.03000000
0.059688273196
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
0.04021000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust
36254MAE8
6000000.00000000
PA
USD
6005786.40000000
0.042317775416
Long
ABS-O
CORP
US
Y
2
2023-03-16
Fixed
0.02130000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590MAS9
7000000.00000000
PA
USD
7106529.50000000
0.050073795393
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
0.02713000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAM1
7125000.00000000
PA
USD
7203783.98000000
0.050759066725
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03250000
N
N
N
N
N
N
JAGUAR HOLDING CO II
N/A
Jaguar Holding Co II
47009YAK3
498694.52000000
PA
USD
501018.44000000
0.003530259721
Long
LON
CORP
US
N
2
2022-08-18
Variable
0.04300000
N
N
N
N
N
N
STENA AB
213800CWLTI7WZCC2R35
Stena AB
858577AR0
350000.00000000
PA
USD
362250.00000000
0.002552474084
Long
DBT
CORP
SE
Y
2
2024-02-01
Fixed
0.07000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
617458AS3
3450000.00000000
PA
USD
3535368.18000000
0.024910795471
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Variable
0.05374700
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCU6
32000000.00000000
PA
USD
32541702.40000000
0.229294277571
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
0.02970000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAE6
5000000.00000000
PA
USD
4999994.00000000
0.035230793951
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
0.03540000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CW8
750000.00000000
PA
918090.24000000
0.006469017377
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
0.01375000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
SGD200131
SGD200131
1.00000000
NC
USD
-12879.03000000
-0.00009074779
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
1394760.41000000
SGD
1024402.91000000
USD
2020-01-31
-12879.03
N
N
N
Nigeria OMO Bill
549300GSBZD84TNEQ285
Nigeria OMO Bill
AW6387590
450000000.00000000
PA
1236954.43000000
0.008715787789
Long
STIV
NUSS
NG
N
2
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EY0
6150000.00000000
PA
USD
6786471.06000000
0.047818610097
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
0.03950000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DM6
4995000.00000000
PA
USD
5010329.66000000
0.035303620740
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
0.04459400
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAQ4
3650000.00000000
PA
USD
3754937.50000000
0.026457917622
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
549300KEVMSOSY8T8R35
South Africa Government International Bond
CP5073947
12200000.00000000
PA
974061.88000000
0.006863402914
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
0.10500000
N
Y
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust
17307G2R8
650000.00000000
PA
USD
648676.93000000
0.004570686137
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.02542000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBD6
2500000.00000000
PA
USD
2634345.50000000
0.018562038976
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
0.03916600
N
N
N
N
N
N
BEMIS COMPANY INC
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AP0
852000.00000000
PA
USD
833660.10000000
0.005874108490
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
0.03100000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34531BAA0
16500000.00000000
PA
USD
16499772.30000000
0.116260155142
Long
ABS-O
CORP
US
Y
2
2027-12-15
Fixed
0.02030000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GH8
12500000.00000000
PA
USD
12421500.00000000
0.087523966443
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
0.03250000
N
N
N
N
N
N
AUSTIN TX ELEC UTILITY SYS REV
N/A
City of Austin TX Electric Utility Revenue
052414RP6
6590000.00000000
PA
USD
6706313.50000000
0.047253806523
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
0.02524000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc
37940XAB8
10275000.00000000
PA
USD
10479364.92000000
0.073839357855
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03200000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
15950000.00000000
PA
USD
16184363.56000000
0.114037732409
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.02875000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
124857AR4
4200000.00000000
PA
USD
4206267.87000000
0.029638066892
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02900000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
AV5128641
500000.00000000
PA
627415.38000000
0.004420873700
Long
DBT
CORP
US
N
2
2027-11-30
Fixed
0.02125000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
21495187.78000000
PA
USD
22501637.61000000
0.158550301903
Long
ABS-CBDO
CORP
US
N
2
2049-01-20
Fixed
0.03500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBJ1
1250000.00000000
PA
USD
1462284.28000000
0.010303499597
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
0.04900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
7196953.80000000
PA
USD
7930980.26000000
0.055883013334
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
0.05000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAF4
6875000.00000000
PA
USD
7329999.53000000
0.051648402599
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.03600000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690FAM5
2925000.00000000
PA
USD
3044161.87000000
0.021449673659
Long
ABS-MBS
USGSE
US
N
2
2048-04-15
Fixed
0.03306000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHW5
7500000.00000000
PA
USD
7986624.90000000
0.056275094774
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03800000
N
N
N
N
N
N
UNM SANDOVAL REGL MED CENTER I
N/A
UNM Sandoval Regional Medical Center
91528NAA9
11885000.00000000
PA
USD
12123413.10000000
0.085423596291
Long
DBT
MUN
US
N
2
2036-07-20
Fixed
0.04500000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAL5
7400000.00000000
PA
USD
7488746.79000000
0.052766962343
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
0.02650000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAW9
2680000.00000000
PA
USD
2862068.80000000
0.020166615433
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
0.04450000
N
N
N
N
N
N
APT PIPELINES LTD
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAD9
1575000.00000000
PA
USD
1691428.08000000
0.011918085135
Long
DBT
CORP
AU
Y
2
2027-07-15
Fixed
0.04250000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5 Year Index
N/A
1.00000000
NC
USD
-196987.19000000
-0.00138800468
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5Y
2I65BRRZ5
Y
Credit Event as Specified in Contract
2024-06-20
0
USD
150647.56
USD
1960000
USD
-52585.72
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAX4
150000.00000000
PA
201156.42000000
0.001417381777
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
0.01700000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
C7052BAF1
1920126.58000000
PA
USD
1921489.87000000
0.013539138985
Long
LON
CORP
CA
N
2
2025-05-30
Variable
0.04799380
N
N
N
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
3637000.00000000
PA
USD
4054273.66000000
0.028567090268
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
0.04500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595VAC1
1000000.00000000
PA
USD
1090561.60000000
0.007684279425
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Fixed
0.03961000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FF0
6125000.00000000
PA
USD
6190625.76000000
0.043620184460
Long
DBT
CORP
US
Y
2
2060-03-20
Fixed
0.03839000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc
219350BF1
2075000.00000000
PA
USD
2131452.47000000
0.015018570579
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
0.04375000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAG5
3670000.00000000
PA
USD
3740532.01000000
0.026356414130
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
0.04500000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683BX2
5000000.00000000
PA
USD
5047818.00000000
0.035567769854
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.02390000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1BH6
60713443.59000000
PA
USD
62098426.52000000
0.437555898957
Long
ABS-CBDO
USGSE
US
N
2
2045-12-25
Fixed
0.03000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar, Inc
45031UCF6
800000.00000000
PA
USD
829000.00000000
0.005841272646
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04750000
N
N
N
N
N
N
Hyundai Auto Lease Securitizat
N/A
Hyundai Auto Lease Securitization Trust
44891QAE2
3750000.00000000
PA
USD
3751838.25000000
0.026436079788
Long
ABS-O
CORP
US
Y
2
2021-09-15
Fixed
0.02210000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EC3680336
530000000.00000000
PA
4998513.19000000
0.035220359916
Long
DBT
NUSS
JP
N
2
2021-03-22
Fixed
0.01900000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Securitized Term
36257PAD0
7800000.00000000
PA
USD
7833572.76000000
0.055196663798
Long
ABS-O
CORP
US
N
2
2024-04-16
Fixed
0.02180000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833DN7
27500000.00000000
PA
USD
27273706.08000000
0.192175094451
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
0.02050000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAE0
3000000.00000000
PA
USD
2983879.05000000
0.021024910827
Long
DBT
NUSS
AE
Y
2
2029-09-30
Fixed
0.02500000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
EK7723647
113000000.00000000
PA
1063799.01000000
0.007495705740
Long
DBT
NUSS
JP
N
2
2025-03-14
Fixed
0.00450000
N
N
N
N
N
N
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
EUR200131
EUR200131
1.00000000
NC
USD
4929.83000000
0.000034736406
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
1720764.43000000
USD
1535506.49000000
EUR
2020-01-31
4929.83
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABD6
4000000.00000000
PA
USD
4235938.80000000
0.029847133227
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
0.04183000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
553502.51000000
PA
USD
596949.43000000
0.004206205521
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
0.04500000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCD0
1925000.00000000
PA
USD
1918581.97000000
0.013518649435
Long
DBT
NUSS
NO
Y
2
2020-10-26
Fixed
0.01375000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZT8
4575000.00000000
PA
USD
4567725.75000000
0.032184959567
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
0.03750000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
EK9396947
103000000.00000000
PA
972351.04000000
0.006851348049
Long
DBT
NUSS
JP
N
2
2025-06-13
Fixed
0.00484000
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
Banco General S.A.
059597AE4
300000.00000000
PA
USD
315003.00000000
0.002219563820
Long
DBT
CORP
PA
Y
2
2027-08-07
Fixed
0.04125000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital, Inc
74949LAA0
500000.00000000
PA
588051.90000000
0.004143512036
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
0.01300000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3N6
3750000.00000000
PA
USD
4003125.00000000
0.028206688255
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
0.03612000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAE2
15500000.00000000
PA
USD
16068536.90000000
0.113221598391
Long
ABS-MBS
USGSE
US
Y
2
2034-10-10
Variable
0.03530000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GU94
25860000.00000000
PA
USD
27079299.00000000
0.190805269651
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.03063000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
KRW200131
KRW200131
1.00000000
NC
USD
-145203.95000000
-0.00102313131
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
11942105659.00000000
KRW
10194729.09000000
USD
2020-01-31
-145203.95
N
N
N
UK TSY 1 3/4% 2037
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AL0832686
2450000.00000000
PA
3495450.66000000
0.024629529949
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
0.01750000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAB3
2214705.56000000
PA
USD
2216474.22000000
0.015617648050
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
0.03080000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi S.A. (ADR)
670851500
147623.00000000
NS
USD
137525.59000000
0.000969028307
Long
EC
CORP
BR
N
1
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZS5615316
22325000.00000000
PA
1319741.39000000
0.009299118555
Long
STIV
NUSS
EG
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RAZ8
2556000.00000000
PA
USD
2702372.66000000
0.019041369722
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
0.03610800
N
N
N
N
N
N
REPUBLIC OF AUSTRIA
529900QWWUI4XRVR7I03
Republic of Austria Government International Bond
AQ8502124
850000.00000000
PA
1015177.15000000
0.007153107982
Long
DBT
NUSS
AT
Y
2
2028-02-20
Fixed
0.00750000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
4075000.00000000
PA
USD
4155195.80000000
0.029278204545
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
0.04500000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBA6
5500000.00000000
PA
USD
5496442.22000000
0.038728851138
Long
DBT
CORP
GB
N
2
2024-10-24
Fixed
0.02125000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBK5
8212000.00000000
PA
USD
8804364.41000000
0.062037024125
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
0.04359600
N
N
N
N
N
N
UNITED TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CU1
500000.00000000
PA
580541.42000000
0.004090591938
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
0.01150000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBV7
23750000.00000000
PA
USD
23698339.00000000
0.166982460040
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
0.03100000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448DP0
3125000.00000000
PA
USD
3306827.88000000
0.023300462295
Long
DBT
CORP
US
N
2
2046-10-06
Fixed
0.03450000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374FY45
9185.52000000
PA
USD
9947.73000000
0.000070093369
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
0.09000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
7400000.00000000
PA
USD
7753335.94000000
0.054631301745
Long
ABS-MBS
USGSE
US
Y
2
2032-11-10
Variable
0.03728200
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690FAP8
3000000.00000000
PA
USD
3096862.50000000
0.021821011112
Long
ABS-MBS
USGSE
US
N
2
2048-04-15
Fixed
0.03561000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCA2
2825000.00000000
PA
USD
2844680.93000000
0.020044097593
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
0.03200000
N
N
N
N
N
N
MUFG AMERICAS HLDGS CORP
5493004K1ECE43Q0BX47
MUFG Americas Holdings Corp
908906AC4
5700000.00000000
PA
USD
5893833.86000000
0.041528939096
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
0.03500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV7093538
1200000.00000000
PA
1385908.78000000
0.009765345051
Long
DBT
CORP
JP
Y
2
2022-11-21
Fixed
0.01125000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748AX0
1365000.00000000
PA
USD
1439744.62000000
0.010144681383
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
0.03500000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
9725000.00000000
PA
USD
10200464.39000000
0.071874178076
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.03850000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
8850000.00000000
PA
USD
9448472.40000000
0.066575516747
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03800000
N
N
N
N
N
N
LIBERTY PROPERTY LP
549300N6GNCW2Y4RH795
Liberty Property LP
53117CAT9
2700000.00000000
PA
USD
3069640.10000000
0.021629197528
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04375000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
5000000.00000000
PA
USD
5444857.70000000
0.038365377983
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.05875000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDB1
22600000.00000000
PA
USD
22521055.94000000
0.158687126704
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
0.01740000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SJ8
66615000.00000000
PA
USD
64543686.51000000
0.454785609806
Long
DBT
UST
US
N
2
2049-08-15
Fixed
0.02250000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
7732106.00000000
PA
USD
7986238.67000000
0.056272373333
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
0.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
5915049.29000000
PA
USD
6382340.61000000
0.044971039357
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
0.04500000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAR4
9450000.00000000
PA
USD
9695686.68000000
0.068317429909
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.03400000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FX0
4550000.00000000
PA
USD
4585929.39000000
0.032313225459
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
0.03150000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MBM1
11050000.00000000
PA
USD
11198961.85000000
0.078909758173
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
0.02696000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
Dell International LLC
24702NBE9
1435768.25000000
PA
USD
1444569.51000000
0.010178678365
Long
LON
CORP
US
N
2
2025-09-19
Variable
0.03800000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AL0
2000000.00000000
PA
USD
2001458.90000000
0.014102614144
Long
DBT
NUSS
JP
Y
2
2020-09-08
Fixed
0.02000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
EK6943477
500000.00000000
PA
887114.66000000
0.006250758260
Long
DBT
NUSS
PT
Y
2
2045-02-15
Fixed
0.04100000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAK5
750000.00000000
PA
USD
909750.00000000
0.006410250651
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
0.07250000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAS9
600000.00000000
PA
723411.87000000
0.005097281023
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
0.01950000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
108000.00000000
PA
USD
143671.74000000
0.001012335108
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
0.06875000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
CGMS Commercial Mortgage Trust
17326CBA1
5300000.00000000
PA
USD
5499257.21000000
0.038748686029
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
0.03243000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAV5
4750000.00000000
PA
USD
4979481.95000000
0.035086262616
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.03600000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
925000.00000000
PA
USD
1067218.75000000
0.007519801800
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
0.05400000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBD4
6425000.00000000
PA
USD
7152412.93000000
0.050397097715
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
0.04800000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBB7
600000.00000000
PA
USD
622500.00000000
0.004386239110
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05125000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DU3
27750000.00000000
PA
USD
27778704.88000000
0.195733400454
Long
DBT
USGSE
US
N
2
2020-03-15
Fixed
0.02250000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XYS7
7452371.48000000
PA
USD
7450399.58000000
0.052496761488
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
0.02392000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
78654645.24000000
PA
USD
83222992.77000000
0.586403125749
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
0.03500000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH MT
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578JAW6
1110000.00000000
PA
USD
1140125.40000000
0.008033514249
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.03800000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AVP86
7914610.57000000
PA
USD
8080147.02000000
0.056934067273
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Fixed
0.03000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMW9
5280000.00000000
PA
USD
5259733.04000000
0.037060958667
Long
DBT
CORP
SE
N
2
2022-11-14
Fixed
0.01625000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZL3
3905000.00000000
PA
USD
3959865.25000000
0.027901872822
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
0.02750000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
L8030PAF5
1262493.06000000
PA
USD
1255132.73000000
0.008843875131
Long
LON
CORP
LU
N
2
2025-04-25
Variable
0.03549380
N
N
N
N
N
N
ALLERGAN FUNDING SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
018489AB0
550000.00000000
PA
641884.40000000
0.004522824834
Long
DBT
CORP
LU
N
2
2024-06-01
Fixed
0.01250000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83401BAB2
13500000.00000000
PA
USD
13601630.70000000
0.095839364727
Long
ABS-O
CORP
US
Y
2
2041-01-25
Fixed
0.02840000
N
N
N
N
N
N
Social Professional Loan Progr
549300MIP15HTYPHSM46
SoFi Professional Loan Program LLC
78469PAB0
1763100.97000000
PA
USD
1768577.51000000
0.012461692922
Long
ABS-O
CORP
US
Y
2
2036-12-26
Fixed
0.02760000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DGN6
65906396.41000000
PA
USD
68797393.67000000
0.484757941870
Long
ABS-MBS
USGSE
US
N
2
2049-10-01
Fixed
0.04000000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital, Inc
22411VAD0
16400000.00000000
PA
USD
17064311.36000000
0.120237991776
Long
DBT
NUSS
CA
Y
2
2027-11-02
Fixed
0.02750000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AR5
3250000.00000000
PA
USD
3362710.98000000
0.023694223964
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.03500000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AF3
2700000.00000000
PA
USD
2704605.44000000
0.019057102264
Long
DBT
NUSS
JP
Y
2
2021-02-12
Fixed
0.02125000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAD4
12000000.00000000
PA
USD
12432289.20000000
0.087599988950
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03230000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
55706281.17000000
PA
USD
60529334.89000000
0.426499816908
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
0.04500000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBJ3
4500000.00000000
PA
USD
4532574.60000000
0.031937278685
Long
DBT
NUSS
SE
Y
2
2021-05-29
Fixed
0.02250000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175AY0
11675000.00000000
PA
USD
12851338.21000000
0.090552678359
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
0.04908000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281EAK3
2040733.88000000
PA
USD
2061403.45000000
0.014524993469
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
0.03500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc
084670BS6
4525000.00000000
PA
USD
4764780.34000000
0.033573439164
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.03125000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
7919092.18000000
PA
USD
8604767.41000000
0.060630630281
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAF5
1500000.00000000
PA
USD
1513140.00000000
0.010661837506
Long
DBT
CORP
MX
Y
2
2033-01-18
Variable
0.05125000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 5.125 01/18/2033
USD
XXXX
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBH6
1350000.00000000
PA
USD
1502831.21000000
0.010589200047
Long
DBT
CORP
US
Y
2
2049-06-15
Fixed
0.04500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
2250000.00000000
PA
USD
2950958.66000000
0.020792948253
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
0.05300000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AD6
3450000.00000000
PA
USD
3622534.50000000
0.025524983940
Long
DBT
NUSS
BM
Y
2
2027-01-25
Fixed
0.03717000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
13155493.83000000
PA
USD
14021129.93000000
0.098795226461
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
0.03500000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2000000.00000000
PA
USD
1862176.40000000
0.013121206355
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
0.02996800
N
N
N
N
N
N
AUSTIN TX ELEC UTILITY SYS REV
N/A
City of Austin TX Electric Utility Revenue
052414RN1
8080000.00000000
PA
USD
8209684.00000000
0.057846806498
Long
DBT
MUN
US
N
2
2022-11-15
Fixed
0.02456000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AJ4
7575000.00000000
PA
USD
8433683.74000000
0.059425146129
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
0.05050000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746DAD2
3261294.39000000
PA
USD
3328431.40000000
0.023452684310
Long
ABS-CBDO
USGSE
US
Y
2
2047-08-25
Variable
0.03500000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
817344.11000000
PA
USD
820307.47000000
0.005780023626
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
0.03985500
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46635TCG5
22288252.75000000
PA
USD
22661014.86000000
0.159673300661
Long
ABS-MBS
USGSE
US
Y
2
2046-02-15
Fixed
0.04717100
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CZH0
19377180.26000000
PA
USD
20131296.90000000
0.141848484831
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
0.04000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
6150000.00000000
PA
USD
6884795.85000000
0.048511423011
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
0.04000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
2696161.43000000
PA
USD
2910423.87000000
0.020507333344
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
0.04500000
N
N
N
N
N
N
DTZ US BORROWER LLC
N/A
DTZ US Borrower LLC
23340DAN2
1382500.00000000
PA
USD
1382928.58000000
0.009744346063
Long
LON
CORP
US
N
2
2025-08-21
Variable
0.05049380
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CK1
1865036.37000000
PA
USD
1871049.81000000
0.013183729886
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03736300
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
3250000.00000000
PA
USD
3289244.43000000
0.023176566365
Long
DBT
CORP
US
N
2
2040-01-15
Variable
0.04900000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03065HAD0
2346333.71000000
PA
USD
2344196.20000000
0.016517598482
Long
ABS-O
CORP
US
N
2
2022-03-18
Fixed
0.01900000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AH9
2575000.00000000
PA
USD
2760116.31000000
0.019448241137
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
3000000.00000000
PA
USD
3214500.00000000
0.022649904611
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
0.04150000
N
N
N
N
N
N
Wachovia Bank Commercial Mortg
N/A
Wachovia Bank Commercial Mortgage Trust
92979FAJ9
2749201.74000000
PA
USD
2762947.75000000
0.019468191937
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Variable
0.06169100
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
AQ6084745
3220000.00000000
PA
967751.30000000
0.006818937512
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
0.10000000
N
N
N
N
N
N
Starwood Waypoint Homes Trust
N/A
Starwood Waypoint Homes
85572MAA8
2745519.88000000
PA
USD
2740187.26000000
0.019307817718
Long
ABS-O
CORP
US
Y
2
2035-01-17
Variable
0.02689800
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AUHV6
6982988.73000000
PA
USD
7122989.27000000
0.050189773686
Long
ABS-CBDO
USGSE
US
N
2
2043-04-25
Fixed
0.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JW7
971764.22000000
PA
USD
1041154.95000000
0.007336151906
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
0.04000000
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government International Bond
AS3039433
1300000.00000000
PA
1034591.77000000
0.007289906642
Long
DBT
NUSS
SG
N
2
2028-05-01
Fixed
0.02625000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VCV4
30220000.00000000
PA
USD
34121741.37000000
0.240427496409
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
0.04272000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0QP7
11218061.95000000
PA
USD
11225745.20000000
0.079098478137
Long
ABS-CBDO
USGSE
US
N
2
2030-03-25
Variable
0.02542000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
1500000.00000000
PA
USD
1362164.55000000
0.009598039235
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
0.04266500
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFC3
25000000.00000000
PA
USD
26109972.50000000
0.183975233016
Long
DBT
NUSS
CA
N
2
2024-01-29
Fixed
0.03050000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456BAG6
2065000.00000000
PA
USD
2428302.95000000
0.017110228709
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
0.05300000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAJ9
9950000.00000000
PA
USD
9950069.75000000
0.070109855565
Long
DBT
CORP
US
N
2
2020-02-06
Fixed
0.02100000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
6150000.00000000
PA
USD
6248560.64000000
0.044028403314
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
0.04700000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFU0
9000000.00000000
PA
USD
8968523.40000000
0.063193715823
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
0.01720000
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAC8
9825000.00000000
PA
USD
10132911.96000000
0.071398192356
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
0.03900000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
4807683.11000000
PA
USD
4721425.10000000
0.033267950892
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.02112000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
03523TBT4
5045000.00000000
PA
USD
5653313.69000000
0.039834193752
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
0.04439000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBF2
2000000.00000000
PA
USD
2126215.20000000
0.014981667899
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Fixed
0.03696000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
BL3183086
2250000.00000000
PA
USD
2262667.50000000
0.015943133626
Long
LON
CORP
US
N
2
2028-01-31
Variable
0.04239750
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EB5
6150000.00000000
PA
USD
7112203.05000000
0.050113772176
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
0.03950000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AX0999661
1550000.00000000
PA
2248091.48000000
0.015840428551
Long
DBT
NUSS
IT
Y
2
2049-09-01
Fixed
0.03850000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
2809886.92000000
PA
USD
3099464.00000000
0.021839341716
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
0.05000000
N
N
N
N
N
N
SIMON INTL FINANCE SCA
549300KMCOJGU910PF77
Simon International Finance S.C.A
LW0764925
330000.00000000
PA
388309.91000000
0.002736096569
Long
DBT
CORP
LU
N
2
2025-05-13
Fixed
0.01250000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128284C1
5340000.00000000
PA
USD
5347509.38000000
0.037679445439
Long
DBT
UST
US
N
2
2020-03-31
Fixed
0.02250000
N
N
N
N
N
N
COBALT CMBS Commercial Mortgag
N/A
COBALT CMBS Commercial Mortgage Trust
19075CAK9
461615.88000000
PA
USD
463862.01000000
0.003268449301
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
0.05646000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAN7
5700000.00000000
PA
USD
5797192.18000000
0.040847985656
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.02750000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBQ1
15500000.00000000
PA
USD
15855120.50000000
0.111717830744
Long
ABS-O
CORP
US
Y
2
2024-02-25
Fixed
0.03290000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772EBK4
2000000.00000000
PA
USD
2078400.00000000
0.014644754003
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
1000000.00000000
PA
USD
992761.69000000
0.006995164902
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
0.08627000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BH1
3825000.00000000
PA
USD
4140113.06000000
0.029171929037
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
0.04375000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
4525000.00000000
PA
USD
5660529.20000000
0.039885035442
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
0.04650000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
3075000.00000000
PA
USD
3254837.19000000
0.022934127198
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03700000
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
GBP200131
GBP200131
1.00000000
NC
USD
-514073.59000000
-0.00362224849
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
16120260.81000000
GBP
20857842.65000000
USD
2020-01-31
-514073.59
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V92
2855000.00000000
PA
USD
2925832.55000000
0.020615905480
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.02608000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GSR2
82773.91000000
PA
USD
90900.55000000
0.000640500478
Long
ABS-MBS
USGSE
US
N
2
2041-08-20
Fixed
0.04500000
N
N
N
N
N
N
AMHERST COLLEGE
549300AS419G4Y35BP63
Amherst College
898361AQ3
9820000.00000000
PA
USD
11030597.91000000
0.077723437694
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
0.04100000
N
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
4125000.00000000
PA
USD
4140465.49000000
0.029174412317
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02500000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAA1
500000.00000000
PA
USD
521239.65000000
0.003672741749
Long
DBT
CORP
NL
Y
2
2023-04-15
Fixed
0.06625000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WAG2
2304155.62000000
PA
USD
2317531.24000000
0.016329712714
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.04000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BB9
3475000.00000000
PA
USD
3564854.60000000
0.025118561718
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.02625000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
2900000.00000000
PA
USD
3101964.24000000
0.021856958825
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04125000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4084703.60000000
0.028781504714
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
0.03188100
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBM5
1378894.46000000
PA
USD
1382148.65000000
0.009738850546
Long
LON
CORP
US
N
2
2024-08-22
Variable
0.04299380
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHV7
4045000.00000000
PA
USD
4119382.66000000
0.029025859171
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.02950000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DKU5
25200000.00000000
PA
USD
25984095.48000000
0.183088282481
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
AN2901261
300000.00000000
PA
362907.70000000
0.002557108348
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
0.01776000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
200000.00000000
PA
USD
216500.00000000
0.001525495208
Long
DBT
CORP
ID
Y
2
2049-07-17
Fixed
0.04875000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46645LAY3
2610000.00000000
PA
USD
2768937.26000000
0.019510395026
Long
ABS-MBS
USGSE
US
N
2
2049-03-15
Fixed
0.03576100
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
875000.00000000
PA
USD
899377.50000000
0.006337164282
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
0.04625000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
4759708.68000000
PA
USD
4819947.55000000
0.033962156553
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
0.04000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAA7
1500000.00000000
PA
USD
1504617.36000000
0.010601785559
Long
DBT
NUSS
SA
Y
2
2021-10-26
Fixed
0.02375000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
20712300.00000000
PA
USD
20984045.38000000
0.147857093239
Long
ABS-O
CORP
US
Y
2
2047-11-20
Fixed
0.03629000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
9100000.00000000
PA
USD
9196221.67000000
0.064798115915
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.03000000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AJ2
4800000.00000000
PA
USD
4913922.53000000
0.034624319979
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.03500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YT4
12925000.00000000
PA
USD
12519024.20000000
0.088211138266
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
0.03815000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612CY7
7000000.00000000
PA
USD
7040180.00000000
0.049606285720
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
0.01966000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAD2
15000000.00000000
PA
USD
15575680.50000000
0.109748849769
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
0.03261000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1RK2
28451375.68000000
PA
USD
29548383.91000000
0.208202854871
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
0.03500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810PT9
4500000.00000000
PA
USD
6185385.18000000
0.043583258457
Long
DBT
UST
US
N
2
2037-02-15
Fixed
0.04750000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03066NAD6
6325000.00000000
PA
USD
6327473.71000000
0.044584438003
Long
ABS-O
CORP
US
N
2
2024-04-18
Fixed
0.02060000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
AW5986319
1525000.00000000
PA
1948549.04000000
0.013729802422
Long
DBT
NUSS
PT
Y
2
2029-06-15
Fixed
0.01950000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP
23283PAQ7
5350000.00000000
PA
USD
5370544.00000000
0.037841751224
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.02900000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AT7
8250000.00000000
PA
USD
8332566.74000000
0.058712658836
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.02500000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAK7
1750000.00000000
PA
USD
1759625.00000000
0.012398612039
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.02262000
N
N
N
N
N
N
LOS ANGELES CA WSTWTR SYS REVE
N/A
City of Los Angeles CA Wastewater System Revenue
53945CHK9
3995000.00000000
PA
USD
4287513.90000000
0.030210540007
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
0.04029000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
UV3128575
850000.00000000
PA
1012303.10000000
0.007132856945
Long
DBT
CORP
US
N
2
2023-07-27
Fixed
0.02000000
N
N
N
N
N
N
OREGON ST DEPT OF ADMIN SVCS C
N/A
State of Oregon Department of Administrative Services
68608VEE0
9700000.00000000
PA
USD
10376478.00000000
0.073114399409
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
0.04103000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAS8
6421000.00000000
PA
USD
6573382.14000000
0.046317149928
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAA6
5000000.00000000
PA
USD
5148852.00000000
0.036279672315
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Fixed
0.03244000
N
N
N
N
N
N
PALM BEACH CNTY FL SOL WST AUT
N/A
Palm Beach County Solid Waste Authority
696560LC3
3500000.00000000
PA
USD
3513475.00000000
0.024756532463
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
0.02083000
N
N
N
N
N
N
DH EUROPE FINANCE SA
2221002WRBW5MJ8VL618
DH Europe Finance Sarl
23290YAE6
500000.00000000
PA
590641.05000000
0.004161755620
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
0.01200000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685AF6
225000.00000000
PA
USD
231750.00000000
0.001632949259
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
0.04500000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMJ8
4000000.00000000
PA
USD
3999077.40000000
0.028178168189
Long
DBT
CORP
SE
N
2
2021-03-10
Fixed
0.01750000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AZ8693857
28000000000.00010000
PA
1995617.45000000
0.014061454311
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
0.07000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
2400000.00000000
PA
USD
2838173.83000000
0.019998247478
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
0.04250000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos, Inc
071734AH0
325000.00000000
PA
USD
333576.75000000
0.002350437569
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
2600000.00000000
PA
USD
2885733.37000000
0.020333359951
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
0.05000000
N
N
N
N
N
N
VIRGINIA ST PORT AUTH PORT FAC
N/A
Virginia Port Authority
928077KC9
2160000.00000000
PA
USD
2292688.80000000
0.016154668727
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
0.04228000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
ZR9973440
375000.00000000
PA
437484.02000000
0.003082585572
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
0.03125000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAA2
2000000.00000000
PA
USD
2034783.24000000
0.014337423017
Long
DBT
CORP
IN
Y
2
2025-06-10
Fixed
0.04375000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PV21
1500000.00000000
PA
USD
1512150.00000000
0.010654861800
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
0.02368000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDFL0
830484.42000000
PA
USD
860380.07000000
0.006062381868
Long
ABS-MBS
MUN
US
N
2
2045-05-01
Fixed
0.04500000
N
N
N
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BN0
2000000.00000000
PA
USD
2050340.00000000
0.014447038550
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
0.03138000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AJ8
1675000.00000000
PA
USD
1801811.03000000
0.012695861862
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03950000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAF1
2425000.00000000
PA
USD
2657111.03000000
0.018722448707
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
0.03700000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc
902494BC6
4600000.00000000
PA
USD
4889518.43000000
0.034452364608
Long
DBT
CORP
US
N
2
2027-06-02
Fixed
0.03550000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CS0
11275000.00000000
PA
USD
11967732.73000000
0.084326646368
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.04350000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV7149728
400000.00000000
PA
532271.55000000
0.003750474361
Long
DBT
CORP
JP
Y
2
2030-11-21
Fixed
0.03000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AR1
7971000.00000000
PA
USD
8157413.07000000
0.057478496783
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.02900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828C57
25300000.00000000
PA
USD
25489754.05000000
0.179605070089
Long
DBT
UST
US
N
2
2021-03-31
Fixed
0.02250000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
2500000.00000000
PA
USD
2755397.08000000
0.019414988654
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
0.03734000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FAB7
4500000.00000000
PA
USD
4920386.09000000
0.034669863303
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
0.04750000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services, Inc
45866EAA5
2125000.00000000
PA
USD
2167500.00000000
0.015272567505
Long
DBT
CORP
PA
Y
2
2027-10-19
Fixed
0.04125000
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
2550000.00000000
PA
USD
2681897.27000000
0.018897096700
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
0.04000000
N
N
N
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS.
90011QAC4
2400000.00000000
PA
USD
2562142.42000000
0.018053283998
Long
DBT
CORP
TR
Y
2
2025-02-28
Fixed
0.06875000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
90352JAE3
10157000.00000000
PA
USD
10315342.96000000
0.072683631693
Long
DBT
CORP
CH
Y
2
2023-08-15
Fixed
0.02859000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP
030981AJ3
1050000.00000000
PA
USD
1157625.00000000
0.008156819357
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
0.05875000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
1026329.39000000
PA
USD
1177111.00000000
0.008294120972
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
0.07000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAU4
2975000.00000000
PA
USD
3119460.73000000
0.021980242020
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03350000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAK5
2084000.00000000
PA
USD
2156426.09000000
0.015194538883
Long
ABS-MBS
USGSE
US
Y
2
2044-08-10
Variable
0.05334300
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc
203372AM9
2600000.00000000
PA
USD
2632552.00000000
0.018549401675
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
0.05500000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AC0
450000.00000000
PA
513764.73000000
0.003620072212
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.00875000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814HZ9
1800000.00000000
PA
2018500.64000000
0.014222693095
Long
DBT
NUSS
CA
N
2
2045-02-15
Fixed
0.05000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBC2
2225000.00000000
PA
USD
2493390.09000000
0.017568843583
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
0.04100000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
2100000.00000000
PA
USD
2367078.00000000
0.016678827471
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
0.05400000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200131
EUR200131
1.00000000
NC
USD
5303.08000000
0.000037366388
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
2949600.42000000
USD
2629245.29000000
EUR
2020-01-31
5303.08
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDE9
5775000.00000000
PA
USD
5999668.35000000
0.042274666613
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.02950000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
4350000.00000000
PA
USD
4834225.60000000
0.034062762081
Long
DBT
CORP
NL
Y
2
2026-01-06
Fixed
0.04625000
N
N
N
N
N
N
VGROUP LTD
N/A
Vouvray US Finance, LLC
L0001LAC3
538568.06000000
PA
USD
457109.64000000
0.003220870973
Long
LON
CORP
LU
N
2
2024-03-11
Variable
0.04799380
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
40050000.00000000
PA
USD
40280165.75000000
0.283820784561
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
0.02456000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government International Bond
EJ0857460
12000000.00000000
PA
1576679.40000000
0.011109546745
Long
DBT
NUSS
SE
N
2
2032-06-01
Fixed
0.02250000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BR2
5350000.00000000
PA
USD
5496172.65000000
0.038726951703
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
0.02950000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
N/A
Agate Bay Mortgage Trust
00841LAN6
2697238.56000000
PA
USD
2738953.78000000
0.019299126412
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
0.03500000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAE7
2675000.00000000
PA
USD
2664713.15000000
0.018776014516
Long
DBT
NUSS
KR
Y
2
2021-10-11
Fixed
0.02000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq Government International Bond
462652AA6
2050000.00000000
PA
USD
2002587.60000000
0.014110567153
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
0.05800000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333KAA6
4491639.61000000
PA
USD
4494967.47000000
0.031672292557
Long
ABS-O
CORP
US
Y
2
2034-12-17
Fixed
0.02897000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAF1
24795067.27000000
PA
USD
25819517.63000000
0.181928639425
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
0.04392000
N
N
N
N
N
N
PORT OF MORROW OR TRANSMISSION
N/A
Port of Morrow OR
73474TAL4
2075000.00000000
PA
USD
2073153.25000000
0.014607784525
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
0.01782000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653DAA7
3956083.67000000
PA
USD
4017338.88000000
0.028306841631
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
0.03500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
5125000.00000000
PA
USD
5451177.40000000
0.038409907646
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03700000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
NOK200131
N/A
1.00000000
NC
USD
-189648.16000000
-0.00133629265
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
34411289.49000000
NOK
3730503.75000000
USD
2020-01-31
-189648.16
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCH0
5000000.00000000
PA
USD
5149627.00000000
0.036285133095
Long
ABS-O
CORP
US
Y
2
2025-05-25
Fixed
0.03420000
N
N
N
N
N
N
UK TSY 4 3/4% 2030
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
EG8729493
2450000.00000000
PA
4552557.35000000
0.032078080483
Long
DBT
NUSS
GB
N
2
2030-12-07
Fixed
0.04750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
11875404.77000000
PA
USD
12817203.34000000
0.090312158356
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.04500000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAD9
2000000.00000000
PA
USD
2024382.44000000
0.014264137241
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
0.03199000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BP4
4675000.00000000
PA
USD
4932238.28000000
0.034753375816
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.03600000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAL5
1500000.00000000
PA
USD
1518630.00000000
0.010700520964
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
0.02512000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc
911365BH6
1000000.00000000
PA
USD
1028100.00000000
0.007244164545
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04625000
N
N
N
N
N
N
SAN FRANCISCO CALIF CITY &CNTY
54930055TIDYHNDP4F84
San Francisco City & County Airport Comm-San Francisco International Airport
79766DLR8
6000000.00000000
PA
USD
6164100.00000000
0.043433279519
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
0.03046000
N
N
N
N
N
N
UK TSY 1.75% 2057
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AM0645441
975000.00000000
PA
1476685.45000000
0.010404972650
Long
DBT
NUSS
GB
N
2
2057-07-22
Fixed
0.01750000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAE3
2848729.96000000
PA
USD
2887717.68000000
0.020347341731
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
0.03500000
N
N
N
N
N
N
PORT OF MORROW OR TRANSMISSION
N/A
Port of Morrow OR
73474TAK6
7500000.00000000
PA
USD
7486725.00000000
0.052752716472
Long
DBT
MUN
US
N
2
2020-09-01
Fixed
0.01582000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc
718172AC3
1600000.00000000
PA
USD
2207357.10000000
0.015553407297
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
0.06375000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCD9
5250000.00000000
PA
USD
5385091.95000000
0.037944258513
Long
ABS-O
CORP
US
Y
2
2023-03-25
Fixed
0.03710000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
13275127.55000000
PA
USD
13912388.23000000
0.098029014256
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
0.03700000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785GL4
10000000.00000000
PA
USD
10099848.20000000
0.071165219573
Long
DBT
NUSS
N/A
N
2
2021-04-15
Fixed
0.02500000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3L0
2250000.00000000
PA
USD
2349787.50000000
0.016556995716
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
0.03405000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBW8
9075000.00000000
PA
USD
9226320.18000000
0.065010195051
Long
DBT
CORP
US
Y
2
2029-11-21
Fixed
0.03200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
5796287.55000000
PA
USD
6387598.08000000
0.045008084370
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
0.05000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AS9078385
2650000.00000000
PA
3161801.52000000
0.022278582307
Long
DBT
NUSS
FR
N
2
2028-11-25
Fixed
0.00750000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397669
400000.00000000
PA
484842.41000000
0.003416280708
Long
DBT
CORP
IE
N
2
2026-09-27
Fixed
0.01500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
700000.00000000
PA
822099.62000000
0.005792651415
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
0.01342000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust
04541GKW1
1316119.15000000
PA
USD
1305921.86000000
0.009201743835
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.03385500
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
EJ6781532
2855000.00000000
PA
787470.31000000
0.005548647505
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
0.02750000
N
N
N
N
N
N
LOS ANGELES CNTY CA REDEV REFU
N/A
Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy
54465AGN6
1000000.00000000
PA
USD
1000230.00000000
0.007047787864
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
0.02000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc
98956PAQ5
2150000.00000000
PA
USD
2239541.95000000
0.015780187133
Long
DBT
CORP
US
N
2
2023-03-19
Fixed
0.03700000
N
N
N
N
N
N
TEXTRON INC
3PPKBHUG1HD6BO7RNR87
Textron, Inc
883203BV2
2075000.00000000
PA
USD
2197766.96000000
0.015485833567
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.03875000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CZ98
28490733.53000000
PA
USD
29670000.32000000
0.209059784436
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.04000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust
95000HBG6
15000000.00000000
PA
USD
15273894.00000000
0.107622411617
Long
ABS-MBS
USGSE
US
N
2
2049-10-15
Fixed
0.02825000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
6200000.00000000
PA
USD
7260856.27000000
0.051161207625
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
0.04800000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
3938825.90000000
PA
USD
3964642.93000000
0.027935537154
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
0.02928000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBK1
400000.00000000
PA
458271.08000000
0.003229054673
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
0.01000000
N
N
N
N
N
N
GOLONDRINA LEASING LLC
N/A
Golondrina Leasing LLC
38173NAA8
1337998.06000000
PA
USD
1333068.63000000
0.009393024517
Long
DBT
CORP
US
N
2
2025-05-03
Fixed
0.01822000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR64
28075814.13000000
PA
USD
29634916.31000000
0.208812576634
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
0.03500000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc
03076CAJ5
3975000.00000000
PA
USD
4064357.64000000
0.028638143677
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
0.03000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
92553PAU6
1150000.00000000
PA
USD
1437115.62000000
0.010126157010
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
0.05850000
N
N
N
N
N
N
Asset Backed Funding Corporati
N/A
Asset Backed Funding Corp NIM Trust
045442AA8
74236.46000000
PA
USD
0.74000000
0.000000005214
Long
ABS-O
CORP
KY
Y
3
2035-07-26
Fixed
0.05900000
N
Y
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300O5GNH0TNJ6B119
WFRBS Commercial Mortgage Trust
96221QAE3
1050000.00000000
PA
USD
1120729.47000000
0.007896847282
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Variable
0.04162000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148YAA6
6075000.00000000
PA
USD
6586179.60000000
0.046407322972
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
0.04017000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government International Bond
AX0764347
1100000.00000000
PA
1286534.25000000
0.009065135492
Long
DBT
NUSS
FI
Y
2
2029-09-15
Fixed
0.00500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
5610678.29000000
PA
USD
5989621.03000000
0.042203871516
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
0.04000000
N
N
N
N
N
N
ADANI TRANSMISSION LTD
549300PLH866JQ6LXE52
Adani Transmission Ltd
00652XAB4
1975000.00000000
PA
USD
1987142.79000000
0.014001740439
Long
DBT
CORP
IN
Y
2
2036-05-21
Fixed
0.04250000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
2418000.00000000
PA
USD
2511517.99000000
0.017696575798
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
0.03375000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG.
902674XK1
5000000.00000000
PA
USD
5017327.00000000
0.035352925168
Long
DBT
CORP
CH
Y
2
2020-12-01
Fixed
0.02450000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P5G9
4700000.00000000
PA
USD
4558906.00000000
0.032122814133
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
0.02529000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAA5
1560271.79000000
PA
USD
1573299.12000000
0.011085728727
Long
ABS-O
CORP
US
Y
2
2030-11-08
Fixed
0.03100000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83405DAC2
3892054.47000000
PA
USD
3884473.53000000
0.027370650154
Long
ABS-O
CORP
US
Y
2
2040-07-25
Fixed
0.02630000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AR3918646
600000.00000000
PA
891112.54000000
0.006278927991
Long
DBT
NUSS
ES
Y
2
2048-10-31
Fixed
0.02700000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653GAC6
4541650.49000000
PA
USD
4637127.34000000
0.032673974777
Long
ABS-O
CORP
US
Y
2
2035-09-20
Fixed
0.04170000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCA6
3750000.00000000
PA
USD
3743089.95000000
0.026374437803
Long
DBT
NUSS
NO
Y
2
2021-02-10
Fixed
0.01625000
N
N
N
N
N
N
ZARAPITO LEASING LLC
N/A
Zarapito Leasing LLC
98913LAB9
14810132.13000000
PA
USD
15136286.78000000
0.106652808131
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
0.02628000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92938JAE2
4000000.00000000
PA
USD
4249277.20000000
0.029941117824
Long
ABS-MBS
USGSE
US
N
2
2046-03-15
Variable
0.04079000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAF4
5775000.00000000
PA
USD
5900004.84000000
0.041572420853
Long
DBT
NUSS
KR
Y
2
2022-10-31
Fixed
0.03000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR80
34947800.23000000
PA
USD
37399374.79000000
0.263522249656
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
0.04000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AA5
1792827.60000000
PA
USD
1788568.74000000
0.012602554472
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
0.02540000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
6450000.00000000
PA
USD
6893602.68000000
0.048573477409
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
0.04041000
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EUR200131
EUR200131
1.00000000
NC
USD
-1812.10000000
-0.00001276835
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
331779.64000000
EUR
371061.75000000
USD
2020-01-31
-1812.1
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAB2
2350000.00000000
PA
USD
2486300.00000000
0.017518885623
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
0.05250000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
1384657.03000000
PA
USD
1495017.84000000
0.010534145736
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
12682138.39000000
PA
USD
12895160.27000000
0.090861455923
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
0.03500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YG9
30400000.00000000
PA
USD
30001760.30000000
0.211397420740
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.01625000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AH7
1625000.00000000
PA
USD
1676953.51000000
0.011816094894
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.03750000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZS6405030
25000000.00000000
PA
1134333.45000000
0.007992703201
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
0.17000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXE0
17045000.00000000
PA
USD
18279910.25000000
0.128803304858
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
0.03931000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile-CODELCO
21987BBA5
2000000.00000000
PA
USD
1898272.06000000
0.013375542412
Long
DBT
CORP
CL
Y
2
2050-01-30
Fixed
0.03700000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co
665772CR8
3600000.00000000
PA
USD
3429093.24000000
0.024161964470
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.02900000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918VAX2
997500.00000000
PA
USD
1004442.60000000
0.007077470548
Long
LON
CORP
US
N
2
2026-08-12
Variable
0.04050000
N
N
N
N
N
N
DARTMOUTH-HITCH HEALTH
N/A
Dartmouth-Hitchcock Health
23745QAA2
4105000.00000000
PA
USD
4565155.19000000
0.032166846971
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
0.04178000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc
80282KAS5
9350000.00000000
PA
USD
9581223.26000000
0.067510901508
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
0.03400000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAL3
10000000.00000000
PA
USD
10107345.00000000
0.071218043280
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
0.02875000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAY4
4500000.00000000
PA
USD
4755890.84000000
0.033510802261
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03600000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80284TAM7
8000000.00000000
PA
USD
8067528.80000000
0.056845157184
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
0.03170000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BU1
3900000.00000000
PA
USD
4070998.46000000
0.028684936006
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.03400000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
8925000.00000000
PA
USD
8891713.59000000
0.062652501056
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
0.02750000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBK5
12131817.00000000
PA
USD
12852038.09000000
0.090557609830
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
0.03917000
N
N
N
N
N
N
ALLERGAN FUNDING SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
018489AG9
350000.00000000
PA
450902.98000000
0.003177137808
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
0.02625000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
4875000.00000000
PA
USD
5046759.07000000
0.035560308456
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
0.02875000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
750000.00000000
PA
USD
758355.23000000
0.005343497782
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
0.06850000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TXL5
943617.12000000
PA
USD
1058014.72000000
0.007454948665
Long
ABS-MBS
USGSE
US
N
2
2044-08-20
Fixed
0.04500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAU8
669376.58000000
PA
USD
669189.82000000
0.004715223390
Long
ABS-CBDO
USGSE
US
Y
2
2047-02-25
Variable
0.03500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
11022000.00000000
PA
USD
12035311.65000000
0.084802818740
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
0.03750000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087J39
1250000.00000000
PA
1008365.10000000
0.007105109139
Long
DBT
NUSS
CA
N
2
2029-06-01
Fixed
0.02250000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RW3
13850000.00000000
PA
USD
14227128.44000000
0.100246726415
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
0.03000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
725000.00000000
PA
USD
791237.97000000
0.005575195067
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
0.07600300
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
6875000.00000000
PA
USD
7184541.72000000
0.050623482543
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
0.03950000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
8675000.00000000
PA
USD
8708135.81000000
0.061358981315
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.02650000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AW8928847
219000000.00000000
PA
2098999.38000000
0.014789900680
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.00500000
N
Y
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZS5615381
25000000.00000000
PA
1534589.17000000
0.010812971945
Long
STIV
NUSS
EG
N
2
N
N
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
3050000.00000000
PA
4334766.36000000
0.030543488743
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
0.01625000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
2196897.52000000
PA
USD
2421939.99000000
0.017065394228
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
0.05000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12527EAH1
1000000.00000000
PA
USD
1037317.60000000
0.007309113296
Long
ABS-MBS
USGSE
US
Y
2
2044-04-15
Variable
0.06088700
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
8000000.00000000
PA
USD
7676406.40000000
0.054089243340
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
0.03040800
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473QBE2
7100000.00000000
PA
USD
7460983.53000000
0.052571337770
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.03490000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
8400000.00000000
PA
USD
8872175.34000000
0.062514831279
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
0.03750000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAD8
3550000.00000000
PA
USD
4391252.59000000
0.030941500167
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
0.06250000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
2100000.00000000
PA
USD
2439150.00000000
0.017186658837
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
0.05000000
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial, Inc
125094AR3
19500000.00000000
PA
USD
19898312.85000000
0.140206840249
Long
DBT
NUSS
CA
Y
2
2022-03-07
Fixed
0.02750000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC
25277LAA4
1675000.00000000
PA
USD
1694349.60000000
0.011938670654
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
3000000.00000000
PA
USD
3030080.34000000
0.021350452843
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
0.04700000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
4000000.00000000
PA
USD
5870730.12000000
0.041366146280
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
0.08750000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JC6
6575000.00000000
PA
USD
7151444.52000000
0.050390274136
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
0.04300000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
18978CAD5
31490000.00000000
PA
USD
31649276.42000000
0.223006094862
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.02360000
N
N
N
N
N
N
DY9 LEASING LLC
5493000GFQWJZ2B1KN79
DY9 Leasing LLC
26818LAB6
8643793.45000000
PA
USD
8760665.92000000
0.061729117256
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
0.02372000
N
N
N
N
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
2812446.22000000
PA
USD
2800872.44000000
0.019735415646
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.02527000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9FM8
1997326.59000000
PA
USD
2008439.82000000
0.014151802874
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
0.03000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
25747000.00000000
PA
USD
25933943.30000000
0.182734901833
Long
DBT
USGSE
US
N
2
2022-11-15
Fixed
0.02050000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP
030981AH7
2375000.00000000
PA
USD
2565000.00000000
0.018073418985
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
0.05625000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80286HAD1
6940000.00000000
PA
USD
6950060.92000000
0.048971291610
Long
ABS-O
CORP
US
N
2
2022-11-15
Fixed
0.02160000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AS1597283
1250000.00000000
PA
1405994.82000000
0.009906874648
Long
DBT
NUSS
IT
N
2
2021-04-15
Fixed
0.00050000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AQ9421480
1250000.00000000
PA
1567558.43000000
0.011045278865
Long
DBT
NUSS
FR
N
2
2034-05-25
Fixed
0.01250000
N
N
N
N
N
N
RIO OIL FINANCE TRUST
N/A
Rio Oil Finance Trust
76716XAC6
2650000.00000000
PA
USD
3060776.50000000
0.021566743120
Long
DBT
CORP
US
Y
2
2028-04-06
Fixed
0.08200000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
92553PAP7
2250000.00000000
PA
USD
2379513.17000000
0.016766447759
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.04375000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254KAN2
3000000.00000000
PA
USD
3214740.60000000
0.022651599919
Long
ABS-MBS
USGSE
US
N
2
2050-11-10
Fixed
0.03837000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GG0
12500000.00000000
PA
USD
12487250.00000000
0.087987251939
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
0.03150000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
QZ1706345
650000.00000000
PA
688936.16000000
0.004854359405
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
0.03500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92936CAJ8
30000000.00000000
PA
USD
30811647.00000000
0.217104017879
Long
ABS-MBS
USGSE
US
Y
2
2044-06-15
Variable
0.04902000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
N/A
OCP S.A.
67091TAC9
3000000.00000000
PA
USD
3202379.67000000
0.022564502739
Long
DBT
CORP
MA
Y
2
2025-10-22
Fixed
0.04500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBR9
12850000.00000000
PA
USD
13579998.22000000
0.095686938655
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
0.04050000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61763XAB2
221202.33000000
PA
USD
220973.65000000
0.001557017294
Long
ABS-MBS
USGSE
US
N
2
2047-10-15
Fixed
0.03194000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AEK0
29905177.97000000
PA
USD
31891915.91000000
0.224715773289
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
0.03500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796WU9
16000000.00000000
PA
USD
15964300.00000000
0.112487127761
Long
STIV
UST
US
N
2
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAJ5
5000000.00000000
PA
USD
4999990.50000000
0.035230769290
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
0.04490000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
529526.51000000
PA
USD
328306.44000000
0.002313302084
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
0.06250800
N
Y
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
2000000.00000000
PA
USD
2001808.70000000
0.014105078894
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
0.06750000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TX35
611761.76000000
PA
USD
686457.67000000
0.004836895549
Long
ABS-MBS
USGSE
US
N
2
2044-09-20
Fixed
0.04500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
2000000.00000000
PA
USD
2094702.56000000
0.014759624567
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
0.06250000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
EK4579513
500000.00000000
PA
404617.98000000
0.002851005957
Long
DBT
NUSS
AU
N
2
2026-05-20
Fixed
0.04000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AB9
1610000.00000000
PA
USD
1698550.00000000
0.011968267375
Long
DBT
CORP
GB
Y
2
2022-02-15
Fixed
0.06250000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
2750000.00000000
PA
USD
2872693.20000000
0.020241476732
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
0.03737000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAX6
2000000.00000000
PA
USD
2122984.60000000
0.014958904551
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Variable
0.03875600
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
525000.00000000
PA
USD
544026.31000000
0.003833300366
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
0.05250000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago
91412NAJ9
21000000.00000000
PA
USD
21432782.91000000
0.151018972925
Long
DBT
MUN
US
N
2
2045-10-01
Fixed
0.04151000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
9075000.00000000
PA
USD
9541435.13000000
0.067230547690
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.03800000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
9825000.00000000
PA
USD
10673835.39000000
0.075209629311
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.04400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
5306847.05000000
PA
USD
5648436.69000000
0.039799829594
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
0.04000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal
03938LAX2
5520000.00000000
PA
USD
5949989.07000000
0.041924618097
Long
DBT
CORP
LU
N
2
2022-02-25
Fixed
0.06250000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P2S6
3900000.00000000
PA
USD
4069182.00000000
0.028672136925
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
0.03982000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAR6
7175000.00000000
PA
USD
7573818.21000000
0.053366389796
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
0.03750000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0TF3
929923.62000000
PA
USD
1036564.86000000
0.007303809364
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
0.04500000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
4000000.00000000
PA
USD
4164407.20000000
0.029343109610
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
0.03875000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc
035242AL0
17999000.00000000
PA
USD
18634177.15000000
0.131299528685
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
0.03300000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PU89
1875000.00000000
PA
USD
1875881.25000000
0.013217773020
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
0.01885000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MD8
14780000.00000000
PA
USD
15533502.14000000
0.109451653990
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
0.05042000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
91833JAA8
4715030.85000000
PA
USD
4742933.93000000
0.033419505706
Long
ABS-O
CORP
US
Y
2
2049-01-25
Variable
0.04335700
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P4L9
3940000.00000000
PA
USD
4049413.80000000
0.028532846882
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
0.03049000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128287F1
6525000.00000000
PA
USD
6539477.80000000
0.046078254278
Long
DBT
UST
US
N
2
2021-07-31
Fixed
0.01750000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAE0
313860.73000000
PA
USD
315690.54000000
0.002224408342
Long
LON
CORP
US
N
2
2025-01-15
Variable
0.03514630
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46636DAU0
6455000.00000000
PA
USD
6670899.74000000
0.047004275247
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Variable
0.05395800
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
13060000.00000000
PA
USD
14470480.00000000
0.101961422206
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
0.04600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
1390692.69000000
PA
USD
1501409.99000000
0.010579185893
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.04500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HQ9
10650000.00000000
PA
USD
10406504.58000000
0.073325971714
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
9881725.92000000
PA
USD
10724568.56000000
0.075567103712
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
0.04500000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
14318750.00000000
PA
USD
14556727.63000000
0.102569137431
Long
ABS-O
CORP
US
Y
2
2048-09-05
Fixed
0.04262000
N
N
N
N
N
N
World Financial Network Credit
N/A
World Financial Network Credit Card Master Trust
981464FJ4
3000000.00000000
PA
USD
2996544.00000000
0.021114150183
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
0.02030000
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Group Home Equity Loan Trust (Step Bond)
12558MAG7
304952.34000000
PA
USD
307475.12000000
0.002166521119
Long
ABS-O
CORP
US
N
2
2030-02-25
Variable
0.06200000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
5750000.00000000
PA
USD
6020718.11000000
0.042422986742
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03150000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404121AJ4
4225000.00000000
PA
USD
4814810.00000000
0.033925956516
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05625000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
2335000.00000000
PA
USD
2662483.75000000
0.018760305791
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
0.05999000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192RAA0
4430000.00000000
PA
USD
4486163.54000000
0.031610258594
Long
ABS-MBS
CORP
US
Y
2
2034-11-05
Fixed
0.02954000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
3175000.00000000
PA
USD
3421443.50000000
0.024108063122
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
0.04250000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
1833000.00000000
PA
USD
1917636.67000000
0.013511988693
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.03950000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
5825000.00000000
PA
USD
6112851.70000000
0.043072175426
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03850000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
1445000.00000000
PA
USD
1538029.10000000
0.010837210267
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
0.07124600
N
N
N
N
N
N
MVW Owner Trust
549300Y5CF8WQOLGBR17
MVW Owner Trust
55388PAA8
2109241.22000000
PA
USD
2107831.83000000
0.014852135600
Long
ABS-O
CORP
US
Y
2
2032-12-20
Fixed
0.02520000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
3543019.93000000
PA
USD
3824602.82000000
0.026948791118
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967HB0
6610000.00000000
PA
USD
7550868.72000000
0.053204683851
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
0.05500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
25272KAD5
13175000.00000000
PA
USD
13555613.50000000
0.095515119839
Long
DBT
CORP
US
Y
2
2021-06-15
Fixed
0.04420000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132WK6Q6
27309958.39000000
PA
USD
28352832.03000000
0.199778796374
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
0.03500000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co
36164QNA2
17400000.00000000
PA
USD
18527100.14000000
0.130545046165
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
0.04418000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
1000000.00000000
PA
USD
1011619.40000000
0.007128039481
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
0.03143000
N
N
N
N
N
N
BERRY PLASTICS GROUP INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBE1
1458458.52000000
PA
USD
1462717.22000000
0.010306550165
Long
LON
CORP
US
N
2
2024-01-19
Variable
0.03715130
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653EAA5
5657676.80000000
PA
USD
5706954.03000000
0.040212152559
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
0.03200000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
34803907.67000000
PA
USD
37391833.32000000
0.263469111197
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
0.04000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BZ0
2900000.00000000
PA
USD
2992003.98000000
0.021082160443
Long
DBT
CORP
US
Y
2
2024-07-26
Fixed
0.02900000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDA7
4745000.00000000
PA
USD
4696598.15000000
0.033093016050
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
0.02454800
N
N
N
N
N
N
MENLO PARK CA CITY SCH DIST
N/A
Menlo Park City School District
586840NM8
2000000.00000000
PA
USD
1957480.00000000
0.013792731460
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
0.02969000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29425AAD5
2000000.00000000
PA
USD
2136443.80000000
0.015053740325
Long
ABS-MBS
USGSE
US
N
2
2058-09-10
Fixed
0.03778000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
2375000.00000000
PA
USD
2575709.16000000
0.018148877517
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
0.04000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179TNR2
66140081.53000000
PA
USD
68697211.19000000
0.484052039361
Long
ABS-MBS
USGSE
US
N
2
2047-12-20
Fixed
0.03500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AX3066666
400000.00000000
PA
289463.22000000
0.002039606259
Long
DBT
NUSS
N/A
N
2
2024-02-27
Fixed
0.02200000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076BL5
8850000.00000000
PA
USD
8867283.96000000
0.062480365797
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
0.02000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
74814ZFB4
1650000.00000000
PA
1316721.73000000
0.009277841525
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
0.02750000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
5750000.00000000
PA
USD
5998448.30000000
0.042266069936
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
0.03879000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AC2
3900000.00000000
PA
USD
4239007.46000000
0.029868755519
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
0.04282000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCZ5
37848.21000000
PA
USD
37864.04000000
0.000266796358
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
0.03242000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAE8
920963.41000000
PA
USD
924908.73000000
0.006517061598
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
0.03500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABJ8
1000000.00000000
PA
USD
1025734.80000000
0.007227498950
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
0.04028000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAM1
6700000.00000000
PA
USD
7230421.38000000
0.050946758300
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
0.04400000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
35850000.00000000
PA
USD
35781608.60000000
0.252123198517
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.02301000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
3675000.00000000
PA
USD
3857167.84000000
0.027178249695
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
0.03750000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
5700000.00000000
PA
USD
6438150.00000000
0.045364281653
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
0.05625000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748AV4
1600000.00000000
PA
USD
1679549.68000000
0.011834387942
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
0.03500000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
AV5130316
450000.00000000
PA
591874.58000000
0.004170447279
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
0.02625000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERAT
N/A
Grifols Worldwide Operations USA, Inc
39843PAG8
475000.00000000
PA
USD
478709.75000000
0.003373068960
Long
LON
CORP
US
N
2
2027-11-15
Variable
0.03739750
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29134WAB3
4000000.00000000
PA
USD
4160433.04000000
0.029315107014
Long
DBT
NUSS
AE
Y
2
2026-05-03
Fixed
0.03125000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government International Bond
QZ5429456
2500000.00000000
PA
2118074.34000000
0.014924306038
Long
DBT
NUSS
AU
N
2
2047-03-21
Fixed
0.03000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404FAC8
4139554.98000000
PA
USD
4146465.14000000
0.029216686855
Long
ABS-O
CORP
US
Y
2
2040-03-26
Fixed
0.02400000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A.
N/A
162667.97000000
PA
USD
132393.83000000
0.000932869068
Long
LON
CORP
LU
N
2
2024-09-24
Variable
0.04694630
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBU2
24300000.00000000
PA
USD
24663383.42000000
0.173782324423
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
0.02950000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AT8
7700000.00000000
PA
USD
8056341.91000000
0.056766332486
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
0.03800000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
23835000.00000000
PA
USD
24123640.66000000
0.169979206666
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
0.02720000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200131
EUR200131
1.00000000
NC
USD
-172.32000000
-0.00000121419
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
14455.28000000
EUR
16073.39000000
USD
2020-01-31
-172.32
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
6975000.00000000
PA
USD
7617063.89000000
0.053671106090
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.03650000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764RBH0
1600000.00000000
PA
USD
1665036.48000000
0.011732125508
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
0.03605000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AR0
600000.00000000
PA
USD
707256.00000000
0.004983444061
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
0.06125000
N
N
N
N
N
N
SANTA ANA CA CMNTY REDEV AGY S
N/A
Santa Ana Community Redevelopment Agency Successor Agency
801096AR9
1340000.00000000
PA
USD
1406584.60000000
0.009911030336
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
0.03567000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
6051000.00000000
PA
USD
7866300.00000000
0.055427265405
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
0.06050000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAG2
5400000.00000000
PA
USD
5525764.38000000
0.038935459982
Long
ABS-MBS
USGSE
US
Y
2
2032-11-15
Variable
0.03790400
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404LAC5
11020881.90000000
PA
USD
11022490.95000000
0.077666314698
Long
ABS-O
CORP
US
Y
2
2033-04-25
Fixed
0.02340000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust
34528QFU3
6000000.00000000
PA
USD
6060805.80000000
0.042705451310
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
0.02480000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087J21
1960000.00000000
PA
1509255.09000000
0.010634463780
Long
DBT
NUSS
CA
N
2
2020-08-01
Fixed
0.01750000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652NAA6
5666926.19000000
PA
USD
5653150.74000000
0.039833045579
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
0.02340000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FS25
976340.76000000
PA
USD
1094871.36000000
0.007714646715
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
0.04500000
N
N
N
N
N
N
SANTA ANA CA CMNTY REDEV AGY S
N/A
Santa Ana Community Redevelopment Agency Successor Agency
801096AP3
335000.00000000
PA
USD
342510.70000000
0.002413387675
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
0.03346000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DJ8
35000000.00000000
PA
USD
36712820.90000000
0.258684676124
Long
DBT
USGSE
US
N
2
2021-12-15
Fixed
0.04300000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBE3
728000.00000000
PA
USD
773127.32000000
0.005447584398
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
0.04250000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAB1
4397773.66000000
PA
USD
4412800.41000000
0.031093329710
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
0.02960000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DJT0
37651839.26000000
PA
USD
39234915.36000000
0.276455775499
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.04000000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5S8
1360000.00000000
PA
USD
1420751.20000000
0.010010850569
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
0.03523000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0CG2
1691064.04000000
PA
USD
1710870.80000000
0.012055081792
Long
ABS-CBDO
USGSE
US
N
2
2024-09-25
Variable
0.03992000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
723187.50000000
PA
USD
725595.71000000
0.005112668725
Long
LON
CORP
US
N
2
2027-04-15
Variable
0.04239750
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
37625000.00000000
PA
USD
38808369.84000000
0.273450264427
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
0.03125000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AJ6
614000.00000000
PA
USD
615019.16000000
0.004333527860
Long
DBT
CORP
US
N
2
2020-01-15
Fixed
0.07500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34530WAA5
17400000.00000000
PA
USD
17437008.06000000
0.122864075056
Long
ABS-O
CORP
US
Y
2
2027-01-15
Fixed
0.02440000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
2700000.00000000
PA
USD
2982640.75000000
0.021016185558
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
0.08500000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
14250000.00000000
PA
USD
15319448.68000000
0.107943397511
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
0.03619000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
7250000.00000000
PA
USD
7208018.15000000
0.050788901395
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
0.02976600
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
1432000.00000000
PA
USD
1732515.05000000
0.012207590798
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
0.05875000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAD4
4850000.00000000
PA
USD
4903689.50000000
0.034552216338
Long
DBT
CORP
IN
Y
2
2027-07-30
Fixed
0.04000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding, Inc
69352PAK9
4300000.00000000
PA
USD
4525363.77000000
0.031886469971
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.03950000
N
N
N
N
N
N
PELABUHAN INDONESIA III
254900Y6SH3NRN1A8R64
Pelabuhan Indonesia III Persero PT
69370TAB9
225000.00000000
PA
USD
237712.50000000
0.001674962031
Long
DBT
CORP
ID
Y
2
2023-05-02
Fixed
0.04500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
8000000.00000000
PA
USD
8718092.80000000
0.061429139932
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
0.04250000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252722AA1
12217658.29000000
PA
USD
12223676.71000000
0.086130070456
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
0.02890000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAA0
10000000.00000000
PA
USD
10106244.00000000
0.071210285450
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
0.03368700
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK0718420
500000.00000000
PA
402794.11000000
0.002838154664
Long
DBT
NUSS
N/A
N
2
2024-08-27
Fixed
0.04750000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642EBC9
5000000.00000000
PA
USD
5259091.00000000
0.037056434746
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
0.03996500
N
N
N
N
N
N
WESTERN AUST TREAS CORP
213800FKHP5ME5Y3CF47
Western Australian Treasury Corp
AX2380290
2735000.00000000
PA
2067447.80000000
0.014567582970
Long
DBT
NUSS
AU
N
2
2029-07-24
Fixed
0.02750000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
3279635.95000000
PA
USD
3788641.39000000
0.026695400868
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
0.07000000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AA2
21300000.00000000
PA
USD
21773317.95000000
0.153418439770
Long
DBT
NUSS
CA
Y
2
2024-05-02
Fixed
0.02500000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
74275BAA6
24000000.00000000
PA
USD
24616755.36000000
0.173453775314
Long
DBT
USGSE
US
Y
2
2021-11-08
Fixed
0.03266000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
00440EAU1
6250000.00000000
PA
USD
6409628.50000000
0.045163314394
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
0.02875000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd
23330JAB7
3450000.00000000
PA
USD
3960603.31000000
0.027907073316
Long
DBT
CORP
AE
Y
2
2048-09-25
Fixed
0.05625000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AR7
3600000.00000000
PA
USD
3763603.15000000
0.026518977241
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
0.03750000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
31220874.00000000
PA
USD
31723910.03000000
0.223531975760
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.00500000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
447007.70000000
PA
USD
447450.24000000
0.003152809225
Long
LON
CORP
CA
N
2
2026-11-19
Variable
0.03549830
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust
59020U4M4
1023599.15000000
PA
USD
986622.24000000
0.006951905311
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
0.02278400
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BS2
6150000.00000000
PA
USD
6673748.27000000
0.047024346466
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.05125000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0JU4
5971655.54000000
PA
USD
6430761.20000000
0.045312218932
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
0.06442000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
3525000.00000000
PA
USD
3764462.31000000
0.026525031026
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
0.03950000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AT4
2175000.00000000
PA
USD
2298163.27000000
0.016193242758
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
0.03700000
N
N
N
N
N
N
CRANBERRY RE LTD
N/A
Cranberry RE Ltd
224287AB8
5665000.00000000
PA
USD
5619680.00000000
0.039597205147
Long
DBT
CORP
BM
Y
2
2020-07-13
Variable
0.03468300
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
5350000.00000000
PA
USD
5579782.50000000
0.039316080689
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
0.03803000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069K34
26000000.00000000
PA
USD
26494687.70000000
0.186686000658
Long
DBT
CORP
CA
Y
2
2021-06-27
Fixed
0.03150000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2325000.00000000
PA
USD
2360715.63000000
0.016633997148
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
0.08125000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
18644220.80000000
PA
USD
19715322.15000000
0.138917457172
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03500000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
8000000.00000000
PA
USD
7578580.96000000
0.053399948929
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
0.04000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBA4
6850000.00000000
PA
USD
6932661.83000000
0.048848694712
Long
DBT
CORP
US
N
2
2021-10-26
Fixed
0.03525000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BP3
670000.00000000
PA
802645.29000000
0.005655572952
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.01900000
N
N
N
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642866GN1
1300000.00000000
PA
1056918.87000000
0.007447227123
Long
DBT
NUSS
CA
N
2
2028-08-14
Fixed
0.03100000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos S.A. de C.V.
82655AAC7
250000.00000000
PA
USD
261565.00000000
0.001843030735
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
0.04125000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp
0258M0EL9
2775000.00000000
PA
USD
2944553.83000000
0.020747818750
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
0.03300000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
AW5616437
7000000.00000000
PA
786439.78000000
0.005541386218
Long
DBT
NUSS
N/A
N
2
2024-01-16
Fixed
0.01683000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
19698.54000000
PA
USD
20374.37000000
0.000143561218
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
0.08000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAF2
3800000.00000000
PA
USD
3995712.58000000
0.028154459104
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
0.03800000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152BJ9
7160000.00000000
PA
USD
7176826.00000000
0.050569116289
Long
DBT
MUN
US
N
2
2020-02-01
Fixed
0.05463000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DS9
10000000.00000000
PA
USD
10184775.30000000
0.071763630124
Long
DBT
CORP
AU
N
2
2023-01-11
Fixed
0.02750000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BM3
1050000.00000000
PA
USD
1116672.04000000
0.007868257952
Long
DBT
NUSS
UA
Y
2
2032-09-25
Fixed
0.07375000
N
N
N
N
N
N
SPRINT COMMUNICATIONS
549300JKU50UT08ZWD77
Sprint Communications, Inc
85208EAB6
1994871.79000000
PA
USD
1975421.79000000
0.013919152313
Long
LON
CORP
US
N
2
2024-02-02
Variable
0.04312500
N
N
N
N
N
N
CarMax Auto Owner Trust
5493003IB59OF448TR74
CarMax Auto Owner Trust
14314RAD4
4100000.00000000
PA
USD
4115261.43000000
0.028996820295
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
0.02330000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW97
500000.00000000
PA
USD
510158.35000000
0.003594661055
Long
DBT
NUSS
EG
Y
2
2023-11-20
Fixed
0.04550000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BJ5
45000000.00000000
PA
896891.54000000
0.006319647792
Long
DBT
NUSS
PH
N
2
2021-01-15
Fixed
0.04950000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YLR37
371885.11000000
PA
USD
395735.14000000
0.002788415981
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAH4
835000.00000000
PA
USD
834615.90000000
0.005880843217
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
0.01823000
N
N
N
N
N
N
EXPORT LEASE TEN CO LLC
N/A
Export Lease Ten Co LLC
30217TAA0
3385566.15000000
PA
USD
3353740.95000000
0.023631019632
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
0.01650000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RC4
56375000.00000000
PA
USD
69051671.36000000
0.486549625001
Long
DBT
UST
US
N
2
2043-08-15
Fixed
0.03625000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QA9
58750000.00000000
PA
USD
70325947.84000000
0.495528390196
Long
DBT
UST
US
N
2
2039-02-15
Fixed
0.03500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBE4
9000000.00000000
PA
USD
9041715.00000000
0.063709436078
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
0.02926000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5R0
750000.00000000
PA
USD
780082.50000000
0.005496591760
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
0.03453000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
1662063.05000000
PA
USD
1627413.02000000
0.011467024316
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.01872000
N
N
N
N
N
N
WI TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YS3
106055000.00000000
PA
USD
104370963.26000000
0.735415262730
Long
DBT
UST
US
N
2
2029-11-15
Fixed
0.01750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YGGZ9
544106.01000000
PA
USD
579002.27000000
0.004079746830
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
0.03500000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
EJ2182826
1000000.00000000
PA
1414978.73000000
0.009970176780
Long
DBT
CORP
GB
N
2
2022-06-08
Fixed
0.04125000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDN5
6575000.00000000
PA
USD
6910681.96000000
0.048693820872
Long
DBT
CORP
GB
N
2
2027-09-19
Fixed
0.03279000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
4000000.00000000
PA
USD
4160000.00000000
0.029312055742
Long
DBT
CORP
US
N
2
N/A
Fixed
0.05000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822BA1
12500000.00000000
PA
USD
13159342.50000000
0.092722928099
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
0.03761000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AP0
1675000.00000000
PA
USD
1767844.25000000
0.012456526249
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03850000
N
N
N
N
N
N
AUSTIN TX ELEC UTILITY SYS REV
N/A
City of Austin TX Electric Utility Revenue
052414RQ4
8025000.00000000
PA
USD
8182450.50000000
0.057654914703
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
0.02574000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBF9
5800000.00000000
PA
USD
7012491.04000000
0.049411184677
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
0.05950000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
6543000.77000000
PA
USD
6966780.98000000
0.049089103949
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
0.03500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
EJ4558353
1750000.00000000
PA
USD
777568.37000000
0.005478876780
Long
DBT
NUSS
LB
N
3
2027-11-29
Fixed
0.06750000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AN6136328
1200000.00000000
PA
1722920.56000000
0.012139986416
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
0.02000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAL4
1755000.00000000
PA
USD
1777236.55000000
0.012522705966
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Variable
0.03903000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AA6
5900000.00000000
PA
USD
6001930.05000000
0.042290602929
Long
DBT
CORP
CH
Y
2
2030-08-13
Fixed
0.03126000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc
40414LAR0
9200000.00000000
PA
USD
9583208.98000000
0.067524893224
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
38775000.00000000
PA
USD
39054951.23000000
0.275187718141
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
0.02884000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBE9
2472210.00000000
PA
USD
2617524.03000000
0.018443512085
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
0.03630000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAB1
3500000.00000000
PA
USD
3602469.85000000
0.025383605060
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
0.03650000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC
65409YBE4
535859.59000000
PA
USD
537258.18000000
0.003785610990
Long
LON
CORP
US
N
2
2023-10-04
Variable
0.03710130
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590KAE4
1430000.00000000
PA
USD
1541165.77000000
0.010859311768
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Fixed
0.03914000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBS7
4525000.00000000
PA
USD
4762305.75000000
0.033556002789
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
0.04250000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAZ7
15000000.00000000
PA
USD
15157156.50000000
0.106799859669
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
0.02514000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
10230000.00000000
PA
USD
11690434.80000000
0.082372758776
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
0.04601000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GB1
12500000.00000000
PA
USD
12438625.00000000
0.087644632057
Long
DBT
MUN
US
N
2
2021-06-15
Fixed
0.02250000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAD3
1425000.00000000
PA
USD
1488166.82000000
0.010485872303
Long
DBT
CORP
ID
Y
2
2029-07-30
Fixed
0.03650000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RGQ9
21900000.00000000
PA
USD
24330228.77000000
0.171434861040
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04300000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LAY5
9650000.00000000
PA
USD
9869087.62000000
0.069539241933
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
0.02900000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875BAA3
5000000.00000000
PA
USD
4964771.50000000
0.034982610325
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Fixed
0.02507300
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CS2
13350000.00000000
PA
USD
13609326.95000000
0.095893593791
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591FAD6
62768.13000000
PA
USD
63145.05000000
0.000444930583
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
0.04000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc
896239AC4
650000.00000000
PA
USD
709233.77000000
0.004997379759
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RM2
35680000.00000000
PA
USD
39784221.88000000
0.280326281108
Long
DBT
UST
US
N
2
2045-05-15
Fixed
0.03000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3W6
9160000.00000000
PA
USD
9807154.00000000
0.069102847288
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
0.04280000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VER1
2542000.00000000
PA
USD
2881177.43000000
0.020301258036
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
0.04329000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AX5202350
1500000.00000000
PA
2026956.17000000
0.014282272173
Long
DBT
NUSS
GR
Y
2
2029-03-12
Fixed
0.03875000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBK0
4150000.00000000
PA
USD
4139121.69000000
0.029164943678
Long
DBT
NUSS
SE
Y
2
2022-10-24
Fixed
0.01625000
N
N
N
N
N
N
WEB.COM GROUP INC
254900QSA9ZIGO5F5S30
Web.com Group Inc
94732YAS2
1500000.00000000
PA
USD
1497780.00000000
0.010553608377
Long
LON
CORP
US
N
2
2025-10-10
Variable
0.05494880
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BX5
1000000.00000000
PA
USD
978522.51000000
0.006894833259
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
0.02375000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAB6
3800000.00000000
PA
USD
3833250.00000000
0.027009720594
Long
DBT
CORP
PE
Y
2
2023-01-18
Fixed
0.03375000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAC6
2550000.00000000
PA
USD
2646029.40000000
0.018644365689
Long
DBT
CORP
SG
Y
2
2029-04-15
Variable
0.03750000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAH6
3000000.00000000
PA
USD
3154409.70000000
0.022226498307
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
0.04199000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9YB1
7511249.06000000
PA
USD
8041579.15000000
0.056662311610
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
0.04000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772ECR8
1000000.00000000
PA
USD
1073150.00000000
0.007561594379
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
0.04038000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CER8
6000000.00000000
PA
USD
6203280.00000000
0.043709348352
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
0.03879000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QK7
11900000.00000000
PA
USD
14980856.09000000
0.105557617494
Long
DBT
UST
US
N
2
2040-08-15
Fixed
0.03875000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust
92890FAU0
2185281.00000000
PA
USD
2326192.73000000
0.016390743021
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Fixed
0.03995000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CQ2
6150000.00000000
PA
USD
6939544.87000000
0.048897193763
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
0.04150000
N
N
N
N
N
N
Social Professional Loan Progr
549300E92LV3L3L4EW68
SoFi Professional Loan Program LLC
78470RAC1
9946682.62000000
PA
USD
9944600.78000000
0.070071320288
Long
ABS-O
CORP
US
Y
2
2036-01-25
Fixed
0.02490000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
52218539.27000000
PA
USD
55051846.19000000
0.387904515442
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
0.03500000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital
649322AC8
5000000.00000000
PA
USD
5107170.25000000
0.035985975734
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
0.03563000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc
37940XAA0
4725000.00000000
PA
USD
4741883.80000000
0.033412106314
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.02650000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBH7
2833000.00000000
PA
USD
2898533.35000000
0.020423550751
Long
DBT
NUSS
SE
Y
2
2022-09-15
Fixed
0.02625000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
3050000.00000000
PA
USD
3034750.00000000
0.021383356049
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
0.05350000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
507353.30000000
PA
USD
565086.94000000
0.003981697087
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
0.05000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
2775000.00000000
PA
USD
2658647.50000000
0.018733274932
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
AR6731004
250000.00000000
PA
302498.90000000
0.002131457841
Long
DBT
CORP
CA
Y
2
2028-03-29
Fixed
0.02750000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Republic Government International Bond
040114HK9
2475000.00000000
PA
USD
1280812.50000000
0.009024819085
Long
DBT
NUSS
AR
N
3
2022-01-26
Fixed
0.05625000
N
N
N
N
N
N
Chase Funding Mortgage Loan As
N/A
Chase Funding Mortgage Loan Asset-Backed Certificates
161546JL1
428194.37000000
PA
USD
434445.28000000
0.003061174102
Long
ABS-O
CORP
US
N
2
2035-02-26
Variable
0.05700000
N
Y
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AH8
900000.00000000
PA
USD
950591.13000000
0.006698024084
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.03900000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power & Light Co
976826BK2
4125000.00000000
PA
USD
4485926.45000000
0.031608588018
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
0.04100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
9990000.00000000
PA
USD
10606332.15000000
0.074733990192
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
0.03700000
N
N
N
N
N
N
GCCFC Commercial Mortgage Trus
N/A
Greenwich Capital Commercial Funding Corp
20173MAG5
1547753.10000000
PA
USD
1556355.20000000
0.010966339032
Long
ABS-MBS
USGSE
US
N
2
2038-07-10
Variable
0.05619300
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAX8
10000000.00000000
PA
USD
9977795.00000000
0.070305212313
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.02750000
N
N
N
N
N
N
ENEL CHILE SA
549300YM5CWCAUVOPB53
Enel Chile S.A.
29278DAA3
3200000.00000000
PA
USD
3536000.00000000
0.024915247380
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
0.04875000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
2500000.00000000
PA
USD
2515114.25000000
0.017721915647
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
0.02976600
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCM2
4936000.00000000
PA
USD
5043253.95000000
0.035535610794
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
0.03000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAA7
9499183.15000000
PA
USD
9483408.81000000
0.066821684535
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
0.02340000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AV4
5550000.00000000
PA
USD
5592718.96000000
0.039407233150
Long
DBT
CORP
NL
N
2
2023-01-06
Fixed
0.02250000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBF5
3600000.00000000
PA
USD
3717333.94000000
0.026192956649
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.02950000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust
34528QFJ8
3500000.00000000
PA
USD
3500564.90000000
0.024665565740
Long
ABS-O
CORP
US
N
2
2022-05-15
Fixed
0.02070000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAX7
3500000.00000000
PA
USD
3567744.04000000
0.025138921195
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
0.02850000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAM9
4300000.00000000
PA
USD
4650094.95000000
0.032765346726
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc
026874DH7
9025000.00000000
PA
USD
9664408.71000000
0.068097040101
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.03900000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
5737123.44000000
PA
USD
5802561.07000000
0.040885815752
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-25
Variable
0.04000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP
226373AP3
2375000.00000000
PA
USD
2428437.50000000
0.017111176770
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810FT0
66677000.00000000
PA
USD
88320227.51000000
0.622319094218
Long
DBT
UST
US
N
2
2036-02-15
Fixed
0.04500000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust
83189DAB6
13535112.56000000
PA
USD
13555955.28000000
0.095517528078
Long
ABS-O
CORP
US
Y
2
2035-10-15
Fixed
0.02820000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34529SAA7
27050000.00000000
PA
USD
27210522.82000000
0.191729894634
Long
ABS-O
CORP
US
Y
2
2029-03-15
Fixed
0.02360000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14314PAD8
2850000.00000000
PA
USD
2856452.69000000
0.020127043383
Long
ABS-O
CORP
US
N
2
2022-09-15
Fixed
0.02250000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
3050000.00000000
PA
USD
3174952.34000000
0.022371245184
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.03450000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
92872LAA3
4731906.63000000
PA
USD
4756190.77000000
0.033512915618
Long
ABS-O
CORP
US
Y
2
2049-03-25
Variable
0.03967200
N
N
N
N
N
N
AON PLC
VVT2B79I2Z4U3R6BY589
Aon plc
00185AAF1
12975000.00000000
PA
USD
13597946.23000000
0.095813403335
Long
DBT
CORP
GB
N
2
2024-06-14
Fixed
0.03500000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
3347418.48000000
PA
USD
3350845.57000000
0.023610618300
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
0.02892000
N
N
N
N
N
N
YAPI VE KREDI BANKASI AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS.
984848AK7
3000000.00000000
PA
USD
3036580.11000000
0.021396251310
Long
DBT
CORP
TR
Y
2
2023-03-16
Fixed
0.06100000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
5900000.00000000
PA
USD
6216904.64000000
0.043805349844
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
0.04338000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
39273500.00000000
PA
USD
39304918.80000000
0.276949031445
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
0.03082000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
QZ0167556
3345000.00000000
PA
3835307.64000000
0.027024219070
Long
DBT
NUSS
IT
N
2
2026-12-01
Fixed
0.01250000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
QZ1467617
500000.00000000
PA
580131.56000000
0.004087703996
Long
DBT
CORP
NL
N
2
2024-02-12
Fixed
0.01125000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96949LAD7
5075000.00000000
PA
USD
5287588.91000000
0.037257235786
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.03750000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBF5
1100000.00000000
PA
USD
1178661.00000000
0.008305042532
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
0.05093000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
6850000.00000000
PA
USD
7393705.53000000
0.052097285730
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04125000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418C4G6
43968111.04000000
PA
USD
46379525.82000000
0.326797895706
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
0.04500000
N
N
N
N
N
N
ICICI BANK LTD/DUBAI
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
45112EAH2
3375000.00000000
PA
USD
3453831.53000000
0.024336274599
Long
DBT
CORP
IN
Y
2
2027-12-14
Fixed
0.03800000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
6000000.00000000
PA
USD
8638457.46000000
0.060868016008
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
0.07500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
4411371.64000000
PA
USD
4953998.54000000
0.034906702248
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
0.05500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
2000000.00000000
PA
USD
2078172.00000000
0.014643147477
Long
ABS-MBS
USGSE
US
N
2
2052-08-15
Fixed
0.03418800
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HK2
1500000.00000000
PA
USD
1699770.60000000
0.011976867927
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
0.04300000
N
N
N
N
N
N
TLF National Tax Lien Trust
N/A
TLF National Tax Lien Trust
87272QAA8
4541745.57000000
PA
USD
4552098.93000000
0.032074850379
Long
ABS-O
CORP
US
Y
2
2029-12-15
Fixed
0.03090000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAK6
9350000.00000000
PA
USD
10210574.00000000
0.071945412079
Long
DBT
NUSS
ID
Y
2
2028-03-01
Fixed
0.04400000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
3750000.00000000
PA
USD
4012402.61000000
0.028272059847
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.03400000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03065NAG0
12363216.56000000
PA
USD
12373804.42000000
0.087187895409
Long
ABS-O
CORP
US
N
2
2021-08-08
Fixed
0.03340000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200131
EUR200131
1.00000000
NC
USD
168.69000000
0.000001188617
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
10657.05000000
USD
9632.64000000
EUR
2020-01-31
168.69
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UAH4
776285.86000000
PA
USD
482037.27000000
0.003396515223
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
0.06250800
N
Y
N
N
N
N
DELEK US HOLDINGS INC
5493003O53JMENV1N385
Delek US Holdings, Inc
24664GAD3
1994946.01000000
PA
USD
1988302.84000000
0.014009914345
Long
LON
CORP
US
N
2
2025-03-31
Variable
0.04049380
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BD5
3100000.00000000
PA
USD
3674731.07000000
0.025892769702
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
0.04150000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
5500000.00000000
PA
USD
5779598.77000000
0.040724019546
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.04800000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
3250000.00000000
PA
USD
3472733.91000000
0.024469463929
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.03500000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
AR1346840
96000000.00000000
PA
1105927.30000000
0.007792548717
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
0.05875000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp
11134LAH2
14075000.00000000
PA
USD
14605022.42000000
0.102909430599
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.03875000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179UV90
33203691.02000000
PA
USD
34408019.77000000
0.242444661894
Long
ABS-MBS
USGSE
US
N
2
2049-07-20
Fixed
0.04000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3M8
2375000.00000000
PA
USD
2499782.50000000
0.017613885572
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.03505000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
QZ9387775
3800000.00000000
PA
1016545.12000000
0.007162746928
Long
DBT
NUSS
PL
N
2
2022-04-25
Fixed
0.02250000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAP7
1496173.47000000
PA
USD
1496173.47000000
0.010542288498
Long
LON
CORP
US
N
2
2024-04-01
Variable
0.04549380
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAE7
839576.39000000
PA
USD
846716.99000000
0.005966109521
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
0.04000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
150000.00000000
PA
USD
168001.50000000
0.001183766666
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
0.05375000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government International Bond
AS9547660
3100000.00000000
PA
862535.85000000
0.006077571854
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
0.04893000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000XAD9
10000000.00000000
PA
USD
10375908.00000000
0.073110383094
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
0.03212000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
1280000.00000000
PA
USD
1637603.64000000
0.011538829129
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
0.05250000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAX2
2000000.00000000
PA
USD
2006820.00000000
0.014140389352
Long
LON
CORP
US
N
2
2026-11-16
Variable
0.03549380
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
80874YAW0
1000000.00000000
PA
USD
1047500.00000000
0.007380860189
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384UD9
120000.00000000
PA
USD
119641.20000000
0.000843011904
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
9005117.75000000
PA
USD
9762096.95000000
0.068785367778
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
0.04500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429JAA8
5750000.00000000
PA
USD
5951168.93000000
0.041932931588
Long
ABS-MBS
USGSE
US
Y
2
2036-05-10
Fixed
0.03341000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DX7
8225000.00000000
PA
USD
8159565.27000000
0.057493661545
Long
DBT
USGSE
US
N
2
2024-11-15
Fixed
0.01750000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
3900000.00000000
PA
USD
3883620.00000000
0.027364636038
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
0.04500000
N
N
N
N
N
N
PRUDENTIAL FUNDING LLC
1DG4ZOS0QLU53YYD8O46
Prudential Funding LLC
744331AF6
3000000.00000000
PA
USD
3433557.30000000
0.024193418983
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
0.06750000
N
N
N
N
N
N
PROMETRIC HOLDINGS INC
54930034OH1XQT27TX40
Prometric Holdings Inc
80358TAC0
1496231.16000000
PA
USD
1490620.29000000
0.010503159863
Long
LON
CORP
US
N
2
2025-01-29
Variable
0.04799380
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCE8
5000000.00000000
PA
USD
5048107.75000000
0.035569811481
Long
DBT
NUSS
NO
Y
2
2022-01-25
Fixed
0.02250000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
966323.53000000
PA
USD
963756.49000000
0.006790789412
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.02617000
N
N
N
N
N
N
WASHINGTON DC CONVENTION & SPO
N/A
Washington Convention & Sports Authority
93878LBE6
390000.00000000
PA
USD
421383.30000000
0.002969137206
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
0.03969000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAA7
12494774.32000000
PA
USD
12728076.75000000
0.089684157497
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
0.03500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12636FBJ1
1575000.00000000
PA
USD
1683030.98000000
0.011858917764
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
0.03774000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAD6
5320010.55000000
PA
USD
5429528.29000000
0.038257364396
Long
ABS-CBDO
USGSE
US
Y
2
2047-02-25
Variable
0.03500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBF6
2000000.00000000
PA
USD
2059233.80000000
0.014509705752
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
0.03658000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5T6
1815000.00000000
PA
USD
1908363.60000000
0.013446649091
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
0.03573000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MC0
804398.75000000
PA
USD
805869.67000000
0.005678292473
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
0.02992000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust
78448PAB6
2155822.68000000
PA
USD
2159099.53000000
0.015213376388
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
0.02490000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
2340801.33000000
PA
USD
2417616.13000000
0.017034927588
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
0.03757200
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing LLC
42806DBZ1
10000000.00000000
PA
USD
10456867.00000000
0.073680833748
Long
ABS-O
CORP
US
Y
2
2024-07-25
Fixed
0.04030000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5 Year Index
N/A
1.00000000
NC
USD
-2462339.83000000
-0.01735005825
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5Y
2I65BRRZ5
Y
Credit Event as Specified in Contract
2024-06-20
0
USD
1710372.22
USD
24500000
USD
-825550.26
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RL5
5181117.65000000
PA
USD
5269806.99000000
0.037131941404
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
0.04142000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
AS1417474
125000.00000000
PA
145645.73000000
0.001026244172
Long
DBT
CORP
NL
Y
2
2023-04-15
Fixed
0.05000000
N
N
N
N
N
N
CALIFORNIA RESOURCES CRP
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAG2
699000.00000000
PA
USD
300570.00000000
0.002117866489
Long
DBT
CORP
US
Y
3
2022-12-15
Fixed
0.08000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30288LAN3
750000.00000000
PA
USD
783655.88000000
0.005521770393
Long
ABS-MBS
USGSE
US
Y
2
2049-03-25
Variable
0.04019600
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCH3
300000.00000000
PA
348413.23000000
0.002454977889
Long
DBT
CORP
US
N
2
2023-09-05
Fixed
0.01300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DGJ5
5225561.98000000
PA
USD
5346737.90000000
0.037674009462
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
0.03000000
N
N
N
N
N
N
REGIONALCARE HOSPITAL PRTNRS
N/A
RegionalCare Hospital Partners Holdings, Inc
75915TAD4
1500000.00000000
PA
USD
1510875.00000000
0.010645877937
Long
LON
CORP
US
N
2
2025-11-16
Variable
0.06201630
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CQ6
3700000.00000000
PA
USD
3921587.64000000
0.027632162380
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.03750000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank
500630CT3
4000000.00000000
PA
USD
4006847.68000000
0.028232918881
Long
DBT
NUSS
KR
N
2
2021-03-12
Variable
0.02437300
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAF7
3350000.00000000
PA
USD
3754685.49000000
0.026456141917
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
0.06250000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BE3
3911000.00000000
PA
USD
4141550.87000000
0.029182060086
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
0.04875000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBF7
48328443.72000000
PA
USD
2473005.13000000
0.017425207745
Long
ABS-MBS
USGSE
US
N
2
2052-11-10
Variable
0.00630600
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
17580000.00000000
PA
USD
18099038.95000000
0.127528855429
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
0.03200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
3000000.00000000
PA
USD
3341400.00000000
0.023544063234
Long
DBT
CORP
US
N
2
N/A
Fixed
0.06100000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160KAH7
15650000.00000000
PA
USD
1000035.00000000
0.007046413861
Long
ABS-MBS
USGSE
US
N
2
2072-12-15
Variable
0.00949000
N
N
N
N
N
N
UK TSY 1 5/8% 2054
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
ZS5355715
775000.00000000
PA
1116487.77000000
0.007866959555
Long
DBT
NUSS
GB
N
2
2054-10-22
Fixed
0.01625000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AD8
5475000.00000000
PA
USD
5878820.40000000
0.041423151746
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.03800000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023MAA2
2450000.00000000
PA
USD
2605797.46000000
0.018360884711
Long
DBT
CORP
SG
Y
2
2028-12-11
Variable
0.04520000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
ILS200131
N/A
1.00000000
NC
USD
-47927.00000000
-0.00033770165
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
9675064.06000000
ILS
2758066.06000000
USD
2020-01-31
-47927
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAJ9
6500000.00000000
PA
USD
6547717.15000000
0.046136310116
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
0.05200000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDF8
4500000.00000000
PA
USD
4549433.36000000
0.032056068327
Long
DBT
CORP
NL
Y
2
2024-07-22
Fixed
0.02625000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAH4
5000000.00000000
PA
USD
5184800.00000000
0.036532967935
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Variable
0.05529800
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
3775000.00000000
PA
USD
4007993.00000000
0.028240988997
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
0.06500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
2721894.80000000
PA
USD
2719723.54000000
0.019163626925
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
0.03500000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAL2
4767000.00000000
PA
USD
4935275.96000000
0.034774779818
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.03375000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V84
2750000.00000000
PA
USD
2801672.50000000
0.019741053002
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
0.02508000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
3580108.82000000
PA
USD
3563884.48000000
0.025111726090
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.02383900
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QY7
6000000.00000000
PA
USD
6395366.04000000
0.045062818715
Long
DBT
UST
US
N
2
2042-11-15
Fixed
0.02750000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHH8
500000.00000000
PA
625495.22000000
0.004407343931
Long
DBT
CORP
US
N
2
2029-09-05
Fixed
0.02350000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CDL5
29963712.81000000
PA
USD
30668441.06000000
0.216094964875
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
0.03000000
N
N
N
N
N
N
SPRUCE HILL MORTGAGE LOAN TRUS
N/A
Spruce Hill Mortgage Loan Trust
85211XAA1
3025130.07000000
PA
USD
3041025.92000000
0.021427577230
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-29
Variable
0.03395000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
AZ4612356
1225000.00000000
PA
1396449.62000000
0.009839617572
Long
DBT
NUSS
DE
N
2
2029-08-15
Fixed
0.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAA6
5800000.00000000
PA
USD
6145900.05000000
0.043305039627
Long
DBT
CORP
N/A
Y
2
2026-06-18
Fixed
0.03875000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
430398.48000000
PA
USD
503628.50000000
0.003548650640
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
0.06500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RU5
15668379.86000000
PA
USD
15691387.78000000
0.110564142615
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
0.02742000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
QJ9911604
250000.00000000
PA
320806.19000000
0.002260454068
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
0.04375000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBK4
3475000.00000000
PA
USD
3964023.75000000
0.027931174308
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
0.04150000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12631DBD4
750000.00000000
PA
USD
795101.48000000
0.005602418005
Long
ABS-MBS
USGSE
US
N
2
2047-05-10
Fixed
0.04174000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578EKD8
570000.00000000
PA
USD
573619.50000000
0.004041818932
Long
DBT
MUN
US
N
2
2020-06-15
Fixed
0.03500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94987MAE1
4725000.00000000
PA
USD
4795694.98000000
0.033791268888
Long
ABS-MBS
USGSE
US
Y
2
2043-11-15
Variable
0.05276000
N
N
N
N
N
N
WESTLAKE CHEMICAL CORP
GOXNEVUM0LL78B1OS344
Westlake Chemical Corp
960413AT9
1700000.00000000
PA
USD
1760622.09000000
0.012405637702
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03600000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
2350000.00000000
PA
USD
2455771.46000000
0.017303776424
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
0.03625000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366HZ6
1250000.00000000
PA
USD
1249337.50000000
0.008803040971
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
0.02359000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAL1
2754000.00000000
PA
USD
2831810.86000000
0.019953412927
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.03375000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137BW2C7
25416643.63000000
PA
USD
26359735.82000000
0.185735107141
Long
ABS-CBDO
USGSE
US
N
2
2043-08-15
Fixed
0.03500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GWV2
6600000.00000000
PA
USD
7069541.56000000
0.049813172182
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
0.03814000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
AR7769417
1000000.00000000
PA
1124777.13000000
0.007925367772
Long
DBT
NUSS
CI
Y
2
2048-03-22
Fixed
0.06625000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RQ44
20000000.00000000
PA
USD
20738600.00000000
0.146127644042
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
0.04035000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
EUR200131
EUR200131
1.00000000
NC
USD
3496.21000000
0.000024634880
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
356688.92000000
USD
320489.33000000
EUR
2020-01-31
3496.21
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust
95000LBB8
6000000.00000000
PA
USD
6290580.00000000
0.044324478752
Long
ABS-MBS
USGSE
US
N
2
2059-03-15
Fixed
0.03749000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAE4
3700000.00000000
PA
USD
3862615.00000000
0.027216631295
Long
DBT
CORP
MX
Y
2
2047-11-10
Fixed
0.04700000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366JA9
1785000.00000000
PA
USD
1780537.50000000
0.012545965012
Long
DBT
MUN
US
N
2
2026-05-15
Fixed
0.02459000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VED2
400000.00000000
PA
496255.36000000
0.003496698263
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
0.01875000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
10200000.00000000
PA
USD
10953278.57000000
0.077178632693
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.03875000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
31632393.06000000
PA
USD
33437314.00000000
0.235604906692
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BH1
2425000.00000000
PA
USD
2581967.27000000
0.018192973207
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03800000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
12637BAE1
9500000.00000000
PA
USD
9514552.10000000
0.067041125365
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
0.02170000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XEK6
1586353.76000000
PA
USD
1587814.47000000
0.011188006310
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
0.02165000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384RQ4
9900000.00000000
PA
USD
9896677.96000000
0.069733648083
Long
STIV
USGSE
US
N
2
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co
16384YAF4
3491116.75000000
PA
USD
3403838.83000000
0.023984017673
Long
LON
CORP
US
N
2
2025-04-03
Variable
0.03550000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BL7
8400000.00000000
PA
USD
9397729.57000000
0.066217974280
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
0.05375000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
27150000.00000000
PA
USD
29268514.50000000
0.206230848201
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
0.05100000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ED6591066
418000000.00000000
PA
5163342.70000000
0.036381776211
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
0.02500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
1589661.47000000
PA
USD
1621432.44000000
0.011424884149
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
0.03500000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAU3
2020238.06000000
PA
USD
2051563.47000000
0.014455659324
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
0.04000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TY59
599615.77000000
PA
USD
672747.82000000
0.004740293653
Long
ABS-MBS
USGSE
US
N
2
2044-12-20
Fixed
0.04500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDS0
3000000.00000000
PA
USD
3221937.60000000
0.022702311184
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
0.06042000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDX3
48650000.00000000
PA
911572.99000000
0.006423095744
Long
DBT
NUSS
DO
Y
2
2023-02-15
Fixed
0.08900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FQ68
940764.05000000
PA
USD
1055640.14000000
0.007438216977
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
0.04500000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
8700000.00000000
PA
USD
10470443.04000000
0.073776492796
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
0.06250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CL7
1800000.00000000
PA
USD
1744564.91000000
0.012292496126
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
0.04100000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV7119192
400000.00000000
PA
450383.26000000
0.003173475774
Long
DBT
CORP
JP
Y
2
2020-11-21
Fixed
0.00375000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust
02007TAC9
27750000.00000000
PA
USD
27692796.15000000
0.195128073175
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
0.01840000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
10000000.00000000
PA
USD
10503781.60000000
0.074011401866
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
0.03932000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612CX9
13000000.00000000
PA
USD
13025740.00000000
0.091781542539
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
0.01779000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
200474BF0
800979.00000000
PA
USD
832106.81000000
0.005863163749
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Variable
0.03829000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I LLC (Step Bond)
74142NAA1
3552632.34000000
PA
USD
3559073.26000000
0.025077825429
Long
ABS-O
CORP
US
Y
2
2058-12-25
Variable
0.03844100
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc
68235PAE8
3500000.00000000
PA
USD
3676934.45000000
0.025908295086
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.03610000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691JAS3
6000000.00000000
PA
USD
6196748.40000000
0.043663325606
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
0.03304000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAH2
11775000.00000000
PA
USD
13335987.96000000
0.093967601553
Long
DBT
NUSS
SA
Y
2
2030-04-17
Fixed
0.04500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252TAP0
2250000.00000000
PA
USD
2256913.58000000
0.015902590543
Long
ABS-MBS
USGSE
US
N
2
2049-05-10
Fixed
0.02635000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
616597.59000000
PA
USD
623183.10000000
0.004391052347
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
0.03280000
N
N
N
N
N
N
DY8 LEASING LLC
549300EWT1F5HEYYL287
DY8 Leasing LLC
233383AB4
5720000.07000000
PA
USD
5830264.05000000
0.041081015583
Long
DBT
CORP
US
N
2
2026-04-29
Fixed
0.02627000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AM5
1300000.00000000
PA
USD
1305407.27000000
0.009198117948
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03250000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
8925000.00000000
PA
USD
9303026.85000000
0.065550683076
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03250000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Mortgage Trust
91830MAJ5
1100000.00000000
PA
USD
1109457.91000000
0.007817425985
Long
ABS-MBS
USGSE
US
Y
2
2029-12-13
Variable
0.03947200
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAL2
2350000.00000000
PA
1855641.29000000
0.013075158877
Long
DBT
NUSS
CA
N
2
2027-06-18
Fixed
0.02550000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BL6
3500000.00000000
PA
USD
3473750.00000000
0.024476623469
Long
DBT
CORP
CL
Y
2
2050-01-29
Fixed
0.05150000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAF6
1650000.00000000
PA
USD
1831141.42000000
0.012902528695
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
0.04000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
4000000.00000000
PA
USD
4650000.00000000
0.032764677692
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
0.04300000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553AX6
1120000.00000000
PA
USD
1157027.20000000
0.008152607159
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
0.03222000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust
34528QEC4
5000000.00000000
PA
USD
5011271.00000000
0.035310253579
Long
ABS-O
CORP
US
N
2
2022-08-15
Fixed
0.02390000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCP5
9000000.00000000
PA
USD
10008146.16000000
0.070519071663
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
0.04500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AY9
19180000.00000000
PA
USD
19461678.44000000
0.137130241171
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.03400000
N
N
N
N
N
N
Wachovia Bank Commercial Mortg
N/A
Wachovia Bank Commercial Mortgage Trust
92979FAK6
2595000.00000000
PA
USD
2613165.00000000
0.018412797630
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Variable
0.06169100
N
Y
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TUF8
13330000.00000000
PA
USD
13478629.50000000
0.094972677700
Long
DBT
MUN
US
N
2
2049-09-01
Variable
0.02862000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V68
2320000.00000000
PA
USD
2326264.00000000
0.016391245201
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
0.02258000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
ZQ7314318
900000.00000000
PA
1007414.26000000
0.007098409361
Long
DBT
NUSS
MA
Y
2
2031-11-27
Fixed
0.01500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
9496917.35000000
PA
USD
9670530.50000000
0.068140175258
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
0.04000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK8694128
900000.00000000
PA
672970.69000000
0.004741864033
Long
DBT
NUSS
N/A
N
2
2025-10-30
Fixed
0.02750000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AD2
1650000.00000000
PA
USD
1815000.00000000
0.012788793551
Long
DBT
NUSS
PY
Y
2
2027-03-27
Fixed
0.04700000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 TSQ GROUNDCO LLC
90137LAJ9
25000000.00000000
PA
USD
24674867.50000000
0.173863243171
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
0.03099900
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
2275000.00000000
PA
USD
2281927.58000000
0.016078843371
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
0.02633000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
840634.40000000
PA
USD
894322.80000000
0.006301548020
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
0.04500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
3500000.00000000
PA
USD
3815056.46000000
0.026881525869
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.03800000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust
98161TAE5
9000000.00000000
PA
USD
9018098.10000000
0.063543027451
Long
ABS-O
CORP
US
N
2
2023-10-16
Fixed
0.02250000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer LLC
05588UAA0
4668112.09000000
PA
USD
4761061.20000000
0.033547233482
Long
ABS-O
CORP
US
Y
2
2033-09-26
Fixed
0.03280000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBG4
1352000.00000000
PA
USD
1431190.43000000
0.010084407130
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
0.03612000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CK8
8150000.00000000
PA
USD
8509547.76000000
0.059959696702
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.02900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179TNQ4
18601369.95000000
PA
USD
19122567.87000000
0.134740811380
Long
ABS-MBS
USGSE
US
N
2
2047-12-20
Fixed
0.03000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEU4
3812000.00000000
PA
USD
4257987.11000000
0.030002489307
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
0.04016000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00972BAB5
2000000.00000000
PA
USD
1949765.40000000
0.013738373098
Long
DBT
CORP
TR
Y
2
2027-03-16
Variable
0.07200000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
105860AA8
3510000.00000000
PA
USD
3762755.10000000
0.026513001739
Long
DBT
KY
Y
2
2028-02-15
Fixed
0.05333000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAL1
5525000.00000000
PA
USD
5823498.46000000
0.041033344104
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.03750000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
400616.40000000
PA
USD
406592.39000000
0.002864917980
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03500000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397651
400000.00000000
PA
462711.20000000
0.003260340501
Long
DBT
CORP
IE
N
2
2023-09-27
Fixed
0.00875000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
05604LAG7
2500000.00000000
PA
USD
2499297.75000000
0.017610469943
Long
ABS-MBS
USGSE
US
Y
2
2035-01-10
Fixed
0.03342400
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
QZ4138504
440000000.00000000
PA
4105576.36000000
0.028928577672
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.00100000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2F6
1500000.00000000
PA
USD
1472542.88000000
0.010375783409
Long
DBT
CORP
NL
Y
2
2024-10-16
Fixed
0.01500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937EAG9
2200000.00000000
PA
USD
2265889.78000000
0.015965838350
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Variable
0.03714000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVA1
61510.88000000
PA
USD
68995.05000000
0.000486150661
Long
ABS-MBS
USGSE
US
N
2
2039-02-20
Fixed
0.04500000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W26
3250000.00000000
PA
USD
3351855.00000000
0.023617730913
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.02708000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5Q2
870000.00000000
PA
USD
898623.00000000
0.006331847948
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
0.03403000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
AR0149807
500000.00000000
PA
578864.48000000
0.004078775938
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
0.03375000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMX7
9590000.00000000
PA
USD
9565135.53000000
0.067397544672
Long
DBT
CORP
SE
N
2
2023-12-12
Fixed
0.01750000
N
N
N
N
N
N
HANWHA ENERGY USA HOLDN
549300VVIE7XDIYNIT55
Hanwha Energy USA Holdings Corp
41135WAA9
3000000.00000000
PA
USD
3012800.61000000
0.021228696976
Long
DBT
CORP
CN
Y
2
2022-07-30
Fixed
0.02375000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
20300000.00000000
PA
USD
23009180.75000000
0.162126535752
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
0.04780000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
9500000.00000000
PA
USD
9532649.60000000
0.067168643376
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
0.02865000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAD9
11050000.00000000
PA
USD
11443878.24000000
0.080635480019
Long
DBT
CORP
FR
Y
2
2024-10-04
Fixed
0.03250000
N
N
N
N
N
N
KFC HOLDING CO
549300G2LG4YUB3MM115
YUM! Brands
72584DAE4
1699125.37000000
PA
USD
1703373.18000000
0.012002252308
Long
LON
CORP
US
N
2
2025-04-03
Variable
0.03494880
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
617458AW4
7548000.00000000
PA
USD
7613299.26000000
0.053644579877
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Fixed
0.04193000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
22950000.00000000
PA
USD
23074483.10000000
0.162586667031
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
0.02879000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AX4147556
1100000.00000000
PA
1409484.40000000
0.009931462812
Long
DBT
NUSS
ES
Y
2
2035-07-30
Fixed
0.01850000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TWF9
131602.13000000
PA
USD
147597.65000000
0.001039997726
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
0.04500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132DMCM5
28909377.00000000
PA
USD
29569816.05000000
0.208353869314
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
0.03000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652YAA2
2669475.48000000
PA
USD
2662713.16000000
0.018761922252
Long
ABS-O
CORP
US
Y
2
2033-10-20
Fixed
0.02430000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAR6
5825000.00000000
PA
USD
5818172.17000000
0.040995814174
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
0.01800000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
534815.66000000
PA
USD
534909.57000000
0.003769062291
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.02452000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAL3
3000000.00000000
PA
USD
2994000.00000000
0.021096224733
Long
DBT
CORP
ID
Y
2
2030-02-05
Fixed
0.03375000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
32962584.98000000
PA
USD
35418840.13000000
0.249567071206
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.04000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652WAB4
577810.09000000
PA
USD
577096.03000000
0.004066315144
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
0.02780000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAT0
2125000.00000000
PA
USD
2297800.18000000
0.016190684365
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
0.04103000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
9875000.00000000
PA
USD
10455696.51000000
0.073672586280
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04200000
N
N
N
N
N
N
CALIFORNIA RESOURCES CRP
5493003Q8F0T4F4YMR48
California Resources Corp
13057QAF4
478000.00000000
PA
USD
143400.00000000
0.001010420383
Long
DBT
CORP
US
N
3
2024-11-15
Fixed
0.06000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAC5
2275000.00000000
PA
USD
2402634.01000000
0.016929361064
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.03700000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDG6
8000000.00000000
PA
USD
8182385.60000000
0.057654457406
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
0.03450000
N
N
N
N
N
N
SMITH COLLEGE
N/A
Smith College
898377AA4
15000000.00000000
PA
USD
18092058.15000000
0.127479667544
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
0.04620000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
221597BT3
4100000.00000000
PA
USD
3802750.00000000
0.026794812493
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
0.05625000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAE3
9584016.40000000
PA
USD
9715183.25000000
0.068454806002
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
0.03500000
N
N
N
N
N
N
PREMIER AIRCRAFT LEASING
213800JEJ2LAKSEMUM11
Premier Aircraft Leasing
74046BAA4
3438786.64000000
PA
USD
3518206.72000000
0.024789872954
Long
DBT
CORP
IE
N
2
2022-02-06
Fixed
0.03576000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FAD7
1068363.79000000
PA
USD
1089288.76000000
0.007675310781
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
0.03500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
1600000.00000000
PA
USD
1679319.52000000
0.011832766196
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03600000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP
86765LAJ6
525000.00000000
PA
USD
536823.00000000
0.003782544639
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
0.04875000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
10697136.25000000
PA
USD
11623340.63000000
0.081900002033
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
0.04500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
24703DBA8
7050000.00000000
PA
USD
7938780.81000000
0.055937977314
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
0.05300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBS4
872111.00000000
PA
USD
932650.85000000
0.006571613870
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
0.03635000
N
N
N
N
N
N
OI SA
254900YEMWCRRAGD4978
Oi S.A.
AT8014322
698000.00000000
PA
USD
624710.00000000
0.004401811140
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
0.10000000
N
N
Y
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust
02007HAD3
11450000.00000000
PA
USD
11456264.30000000
0.080722754269
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
0.02100000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BE6
1000000.00000000
PA
1157919.08000000
0.008158891494
Long
DBT
CORP
US
N
2
2023-06-23
Fixed
0.01250000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBA9
2911099.19000000
PA
USD
3049085.87000000
0.021484368986
Long
ABS-MBS
USGSE
US
Y
2
2046-12-15
Fixed
0.03989000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
510867.90000000
PA
USD
549609.86000000
0.003872642993
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
0.04500000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553AZ1
810000.00000000
PA
USD
857012.40000000
0.006038652702
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
0.03440000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AL7
8475000.00000000
PA
USD
9120980.18000000
0.064267951793
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.03875000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBC1
2000000.00000000
PA
USD
2074378.60000000
0.014616418546
Long
ABS-MBS
USGSE
US
N
2
2050-10-15
Fixed
0.03366000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK8589658
375000.00000000
PA
428740.44000000
0.003020976845
Long
DBT
CORP
MX
N
2
2022-04-21
Fixed
0.01875000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05529SAL3
3850000.00000000
PA
USD
3866202.34000000
0.027241908293
Long
ABS-MBS
USGSE
US
Y
2
2032-09-05
Fixed
0.03820700
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
15225000.00000000
PA
USD
15846069.47000000
0.111654055673
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
0.03750000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
22545YAL5
4689000.00000000
PA
USD
5762504.82000000
0.040603572716
Long
ABS-MBS
USGSE
US
Y
2
2049-01-15
Variable
0.05896500
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160KAG9
6000000.00000000
PA
USD
6125124.00000000
0.043158648104
Long
ABS-MBS
USGSE
US
N
2
2072-12-15
Fixed
0.03231000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust
95000LAZ6
2600000.00000000
PA
USD
2736895.20000000
0.019284621313
Long
ABS-MBS
USGSE
US
N
2
2059-03-15
Fixed
0.03426000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
AL0296213
250000.00000000
PA
298758.38000000
0.002105101511
Long
DBT
CORP
NL
Y
2
2024-11-15
Fixed
0.03125000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJH2
6200000.00000000
PA
USD
6640880.76000000
0.046792756494
Long
DBT
NUSS
IL
N
2
2028-01-17
Fixed
0.03250000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZP4
4520000.00000000
PA
USD
4584997.60000000
0.032306659910
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
0.03050000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
1700000.00000000
PA
USD
1797005.21000000
0.012661999251
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.03650000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94988HAE1
10000000.00000000
PA
USD
10278554.00000000
0.072424410528
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
0.03539000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
2547763.91000000
PA
USD
2581943.18000000
0.018192803465
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.04000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175AX2
5225000.00000000
PA
USD
5258222.90000000
0.037050317968
Long
DBT
CORP
US
N
2
2020-07-23
Fixed
0.03579000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REU8
5625000.00000000
PA
USD
5651203.84000000
0.039819327396
Long
DBT
CORP
US
N
2
2020-11-05
Fixed
0.02450000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust
34528DAD5
7480000.00000000
PA
USD
7506459.75000000
0.052891770821
Long
ABS-O
CORP
US
N
2
2022-10-15
Fixed
0.02220000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAC0
2000000.00000000
PA
USD
2173760.00000000
0.015316676512
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
4025000.00000000
PA
USD
4311487.71000000
0.030379463482
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
0.04250000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
23500000.00000000
PA
1177516.86000000
0.008296980730
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
0.05750000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEC4
400000.00000000
PA
476015.28000000
0.003354083274
Long
DBT
CORP
US
N
2
2026-10-27
Fixed
0.01375000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCS3
5475000.00000000
PA
USD
6183292.54000000
0.043568513366
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
0.05650000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BM1
4750000.00000000
PA
USD
5168792.06000000
0.036420173313
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.03875000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BW8
11589000.00000000
PA
USD
12337063.00000000
0.086929009219
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
0.03700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XK29
10670000.00000000
PA
USD
10654778.18000000
0.075075349022
Long
ABS-CBDO
USGSE
US
N
2
2030-10-25
Variable
0.02642000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
465968AC9
4500000.00000000
PA
USD
4663788.75000000
0.032861835531
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
0.03378500
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
2588765.69000000
PA
USD
2647572.09000000
0.018655235741
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
0.03500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GQD0
6000000.00000000
PA
USD
6110580.00000000
0.043056168648
Long
DBT
MUN
US
N
2
2022-05-15
Fixed
0.02570000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Government International Bond
91822Q2B2
3225000.00000000
PA
USD
3420419.23000000
0.024100845945
Long
DBT
NUSS
UZ
Y
2
2024-02-20
Fixed
0.04750000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
488289.06000000
PA
USD
525168.68000000
0.003700426351
Long
ABS-MBS
MUN
US
N
2
2033-07-01
Fixed
0.04500000
N
N
N
N
N
N
DALLAS TX WTRWKS & SWR SYS REV
N/A
City of Dallas TX Waterworks & Sewer System Revenue
23542JBH7
5000000.00000000
PA
USD
4997900.00000000
0.035216039277
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
0.01868000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAC4
20500000.00000000
PA
USD
20461578.90000000
0.144175707041
Long
ABS-O
CORP
US
Y
2
2022-10-20
Fixed
0.02160000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
N/A
Change Healthcare Holdings LLC
15911AAC7
376789.22000000
PA
USD
377791.48000000
0.002661981952
Long
LON
CORP
US
N
2
2024-03-01
Variable
0.04299380
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YAZ3
3500000.00000000
PA
USD
3727279.15000000
0.026263032262
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Fixed
0.04105800
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
AU7867644
7120000.00000000
PA
1931725.70000000
0.013611262355
Long
DBT
NUSS
PL
N
2
2024-04-25
Fixed
0.02500000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
998193.62000000
PA
USD
986039.61000000
0.006947800002
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.02272000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BP2
13600000.00000000
PA
USD
14536982.88000000
0.102430012621
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
0.03450000
N
N
N
N
N
N
Freddie Mac - STACR
5493005LAQ76UDHPEE03
Structured Agency Credit Risk Debt Note (STACR)
35565CAH9
3300000.00000000
PA
USD
3316735.95000000
0.023370276213
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
0.03842000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652XAA4
1107571.36000000
PA
USD
1113191.73000000
0.007843735106
Long
ABS-O
CORP
US
Y
2
2033-03-21
Fixed
0.03080000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46590KAG9
750000.00000000
PA
USD
800261.18000000
0.005638774114
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Variable
0.04118700
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253JAS0
6000000.00000000
PA
USD
6091534.92000000
0.042921973829
Long
DBT
CORP
AU
N
2
2022-05-19
Fixed
0.02625000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia Government International Bond
62987BAB8
3075000.00000000
PA
USD
3184553.79000000
0.022438898607
Long
DBT
NUSS
NA
Y
2
2025-10-29
Fixed
0.05250000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics, Inc
72749DAC0
1259245.10000000
PA
USD
1229023.22000000
0.008659903157
Long
LON
CORP
US
N
2
2025-07-02
Variable
0.04299380
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FU6
5775000.00000000
PA
USD
6605509.04000000
0.046543521439
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
0.03990000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBE4
8000000.00000000
PA
USD
8188208.80000000
0.057695488647
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Fixed
0.03283000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46647SAJ9
822299.78000000
PA
USD
831004.65000000
0.005855397745
Long
ABS-CBDO
USGSE
US
Y
2
2047-08-25
Variable
0.03500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384RL5
10000000.00000000
PA
USD
9998322.20000000
0.070449850398
Long
STIV
USGSE
US
N
2
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBK7
425000.00000000
PA
USD
465375.00000000
0.003279110081
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
0.06500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
6500000.00000000
PA
USD
6388872.43000000
0.045017063653
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.04375000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAN7
3575000.00000000
PA
USD
3790137.46000000
0.026705942427
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.03600000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0LH0
1174960.44000000
PA
USD
1177308.60000000
0.008295513295
Long
ABS-CBDO
USGSE
US
N
2
2029-03-25
Variable
0.03092000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AD0
9800000.00000000
PA
USD
9977361.87000000
0.070302160407
Long
DBT
CORP
CH
Y
2
2023-12-14
Fixed
0.02997000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAJ8
5500000.00000000
PA
USD
5695891.85000000
0.040134206588
Long
ABS-MBS
USGSE
US
Y
2
2044-08-10
Variable
0.05334300
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MBJ4
3750000.00000000
PA
USD
4099881.19000000
0.028888448552
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
0.03750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CYN8
31647875.00000000
PA
USD
33323323.00000000
0.234801707042
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
0.04500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust
94989EAE7
3325000.00000000
PA
USD
3448616.19000000
0.024299526441
Long
ABS-MBS
USGSE
US
N
2
2050-04-15
Fixed
0.03184000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12653TAL5
15521770.85000000
PA
USD
15823622.73000000
0.111495892189
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03500000
N
N
N
N
N
N
CORP LINDLEY SA
549300XI785GPWS6HA82
Corp Lindley S.A.
21988VAD5
3000000.00000000
PA
USD
3105030.00000000
0.021878560683
Long
DBT
CORP
PE
Y
2
2023-04-12
Fixed
0.04625000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
7988318.36000000
PA
USD
7909662.18000000
0.055732802577
Long
ABS-CBDO
USGSE
US
Y
2
2045-09-25
Variable
0.03500000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
3275000.00000000
PA
USD
3545459.13000000
0.024981897992
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
0.04680000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
4854312.85000000
PA
USD
4837322.27000000
0.034084581736
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
0.03218900
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FV1
3250000.00000000
PA
USD
3364760.72000000
0.023708666775
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.02950000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
9084094.62000000
PA
USD
9168231.50000000
0.064600892496
Long
ABS-CBDO
USGSE
US
Y
2
2045-10-25
Variable
0.03500000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile-CODELCO
21987BAW8
3900000.00000000
PA
USD
4049586.26000000
0.028534062064
Long
DBT
CORP
CL
Y
2
2027-08-01
Fixed
0.03625000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
600000.00000000
PA
USD
637609.25000000
0.004492701412
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
0.07000000
N
N
N
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BR1
1000000.00000000
PA
USD
1050050.00000000
0.007398827916
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
0.03487000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAD8
8529366.37000000
PA
USD
8683628.49000000
0.061186298640
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
0.03500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
13336177.71000000
PA
USD
1888148.04000000
0.013304206874
Long
ABS-CBDO
CORP
US
N
3
2046-06-20
Fixed
0.04000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV35
156084664.28000000
PA
USD
163593519.75000000
1.152707300479
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.04000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAF3
1250000.00000000
PA
USD
1370944.96000000
0.009659907472
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04125000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0FF1
7073313.16000000
PA
USD
7142829.68000000
0.050329572533
Long
ABS-CBDO
USGSE
US
N
2
2025-05-25
Variable
0.03742000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
3275000.00000000
PA
USD
3606153.46000000
0.025409560393
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
AZ1511809
1000000.00000000
PA
1258244.61000000
0.008865801958
Long
DBT
NUSS
UA
Y
2
2026-06-20
Fixed
0.06750000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
ZS0616848
700000.00000000
PA
838972.35000000
0.005911539492
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
0.06375000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MBW9
2000000.00000000
PA
USD
1999905.00000000
0.014091665105
Long
DBT
NUSS
NO
Y
2
2020-01-15
Fixed
0.01625000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
N/A
2150000.00000000
PA
2671423.91000000
0.018823299654
Long
DBT
NUSS
GR
Y
2
2022-08-01
Fixed
0.04375000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
5575000.00000000
PA
USD
5903628.52000000
0.041597953908
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.04100000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
AP9713409
500000.00000000
PA
579600.32000000
0.004083960790
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.01125000
N
N
N
N
N
N
LG&E AND KU ENERGY LLC
N/A
LG&E and KU Energy LLC
50188FAD7
5000000.00000000
PA
USD
5051509.30000000
0.035593779371
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
0.03750000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc
98956PAF9
3745000.00000000
PA
USD
3945753.20000000
0.027802436957
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.03550000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384SD2
10000000.00000000
PA
USD
9991191.70000000
0.070399607702
Long
STIV
USGSE
US
N
2
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515BAC2
3457000.00000000
PA
USD
3512467.91000000
0.024749436339
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
0.02812000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDP6
3204614.90000000
PA
USD
3208859.73000000
0.022610162325
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
0.03092000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc
025932AK0
2700000.00000000
PA
USD
2778875.61000000
0.019580422303
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03500000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
7825000.00000000
PA
USD
8479720.10000000
0.059749526021
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.04150000
N
N
N
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
11900000.00000000
PA
USD
11624805.96000000
0.081910326993
Long
DBT
CORP
US
N
2
2030-02-20
Fixed
0.01982000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BB9
1350000.00000000
PA
USD
1494556.80000000
0.010530897171
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
0.04300000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZM1
4100000.00000000
PA
USD
4156334.00000000
0.029286224493
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
0.02850000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AZ6944724
153000000.00000000
PA
1411857.25000000
0.009948182310
Long
DBT
NUSS
JP
N
2
2039-06-20
Fixed
0.00300000
N
Y
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
30810924.81000000
PA
USD
33127868.77000000
0.233424503848
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
COVIDIEN INTL FINANCE SA
549300938QUWMPITJ642
Covidien International Finance S.A.
22303QAN0
3800000.00000000
PA
USD
3902290.03000000
0.027496188192
Long
DBT
CORP
LU
N
2
2022-06-15
Fixed
0.03200000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009R96
5000000.00000000
PA
USD
4969850.00000000
0.035018394286
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.02256000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
4600000.00000000
PA
USD
4686389.66000000
0.033021085323
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
0.06500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34531FAA1
12000000.00000000
PA
USD
12134546.40000000
0.085502043385
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
0.02620000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Mortgage Trust
91830MAA4
4585000.00000000
PA
USD
4630308.51000000
0.032625928160
Long
ABS-MBS
USGSE
US
Y
2
2029-12-13
Fixed
0.03808000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBH2
1375000.00000000
PA
USD
1480295.03000000
0.010430406354
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
0.04484300
N
N
N
N
N
N
CES MU2 LLC
N/A
CES MU2 LLC
12517LAB0
36743461.24000000
PA
USD
36702775.21000000
0.258613892512
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
0.01994000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAC3
1386130.82000000
PA
USD
1400347.12000000
0.009867080009
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
0.03330000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RS9
102850000.00000000
PA
USD
104874320.44000000
0.738962001604
Long
DBT
UST
US
N
2
2046-05-15
Fixed
0.02500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
7100000.00000000
PA
USD
7222194.05000000
0.050888787157
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
0.04300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322YAE0
3963921.58000000
PA
USD
4050645.84000000
0.028541528041
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
0.03371000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
4850000.00000000
PA
USD
5602170.74000000
0.039473831973
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
0.05400000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAZ8
13700000.00000000
PA
USD
13849902.11000000
0.097588726604
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
0.03125000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
3000000.00000000
PA
USD
3149774.64000000
0.022193838899
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
0.04375000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GHG9
1989946.60000000
PA
USD
2006879.85000000
0.014140811065
Long
ABS-CBDO
USGSE
US
N
2
2035-02-20
Variable
0.03832400
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas & Electric Co
059165EL0
5500000.00000000
PA
USD
5371526.16000000
0.037848671688
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
0.03200000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128LXA59
638454.90000000
PA
USD
693415.56000000
0.004885922006
Long
ABS-MBS
MUN
US
N
2
2035-04-01
Fixed
0.04500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
N/A
250000.00000000
PA
290865.03000000
0.002049483647
Long
DBT
CORP
CH
Y
2
2025-07-17
Fixed
0.01250000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
62848BAA9
5800025.42000000
PA
USD
5959578.32000000
0.041992185556
Long
ABS-O
CORP
US
Y
2
2036-01-21
Fixed
0.03450000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CS4
3003037.70000000
PA
USD
3005902.30000000
0.021180090330
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
0.03813200
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74331AAC6
2809000.00000000
PA
USD
2792677.18000000
0.019677670473
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
0.02937000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBF2
3382775.00000000
PA
USD
3525543.33000000
0.024841567935
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
0.03603000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBC5
3210000.00000000
PA
USD
3209009.84000000
0.022611220025
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
0.02000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAG5
29085000.00000000
PA
USD
30982592.95000000
0.218308531632
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.03650000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment, Inc
538034AR0
250000.00000000
PA
USD
258750.00000000
0.001823195774
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
0.04750000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AQ7062823
1225000.00000000
PA
1554746.81000000
0.010955006048
Long
DBT
NUSS
IT
Y
2
2038-09-01
Fixed
0.02950000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHS4
3900000.00000000
PA
USD
4124502.99000000
0.029061937873
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.03600000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252724AA7
4485648.28000000
PA
USD
4589072.08000000
0.032335369378
Long
ABS-O
CORP
US
Y
2
2031-01-21
Fixed
0.03700000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612CW1
20000000.00000000
PA
USD
19997400.00000000
0.140905024880
Long
DBT
MUN
US
N
2
2020-11-01
Fixed
0.01579000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust
94989KAV5
2166000.00000000
PA
USD
2298064.70000000
0.016192548217
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
0.03637000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBJ0
1000000.00000000
PA
USD
1062500.00000000
0.007486552698
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05875000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAR5
2427302.61000000
PA
USD
2622826.69000000
0.018480875514
Long
ABS-CBDO
USGSE
US
N
2
2024-11-25
Variable
0.06792000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas & Electric Co
059165EJ5
6500000.00000000
PA
USD
6919226.73000000
0.048754028750
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.03750000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
3250000.00000000
PA
USD
3233722.54000000
0.022785349843
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.03150000
N
Y
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS33V2-5 Year Index
N/A
1.00000000
NC
USD
-1940433.00000000
-0.01367261544
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS33V2-5Y
2I65BRSB7
Y
Credit Event as Specified in Contract
2024-12-20
0
USD
1455616.8
USD
19800000
USD
-505127.01
N
N
N
AMPHENOL TECH HLDS GMBH
N/A
Amphenol Technologies Holding GmbH
AU5909711
675000.00000000
PA
833822.28000000
0.005875251238
Long
DBT
CORP
DE
N
2
2028-10-08
Fixed
0.02000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAE8
13100000.00000000
PA
USD
13154670.23000000
0.092690006503
Long
DBT
CORP
SE
Y
2
2020-11-17
Fixed
0.02625000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AP4
450000.00000000
PA
USD
465750.00000000
0.003281752394
Long
DBT
NUSS
GT
Y
2
2027-06-05
Fixed
0.04375000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204ED47
5080000.00000000
PA
USD
5399328.80000000
0.038044573739
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
0.03944000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RZ3
58160000.00000000
PA
USD
62294506.00000000
0.438937507767
Long
DBT
UST
US
N
2
2047-11-15
Fixed
0.02750000
N
N
N
N
N
N
AXALTA COATING
5493007DMEBZH3CQ5E51
Axalta Coating Systems Dutch Holding B BV
QZ5560342
850000.00000000
PA
982046.63000000
0.006919664798
Long
DBT
CORP
NL
Y
2
2025-01-15
Fixed
0.03750000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYU4
143639.89000000
PA
USD
152626.48000000
0.001075431704
Long
ABS-MBS
USGSE
US
N
2
2044-11-20
Fixed
0.04500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BJ7
6575000.00000000
PA
USD
6722463.57000000
0.047367602617
Long
DBT
CORP
GB
N
2
2023-03-13
Fixed
0.03262000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
1305000.00000000
PA
USD
1374338.32000000
0.009683817654
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03950000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802DAL0
4000000.00000000
PA
USD
4009093.64000000
0.028248744291
Long
DBT
NUSS
FR
Y
2
2022-02-12
Fixed
0.01875000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
N/A
Jamaica Government International Bond
470160CB6
2850000.00000000
PA
USD
3847500.00000000
0.027110128478
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
0.07875000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
1650000.00000000
PA
USD
1654950.00000000
0.011661054483
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
0.04200000
N
N
N
N
N
N
MERCY HEALTHCARE SYSTEM
RV2KCMRGYKSCKT5REH48
Mercy Health
58942HAA9
12500000.00000000
PA
USD
12867747.50000000
0.090668300961
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.03382000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RES3
17000000.00000000
PA
USD
17055915.89000000
0.120178835890
Long
DBT
CORP
US
N
2
2020-07-21
Fixed
0.02600000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance plc
ZS0942095
350000.00000000
PA
405354.32000000
0.002856194332
Long
DBT
CORP
GB
Y
2
2026-05-01
Fixed
0.02875000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TJV6
3000000.00000000
PA
USD
3012870.00000000
0.021229185909
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
0.02244000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
7214660.22000000
PA
USD
7313299.05000000
0.051530728224
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
0.03500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257HBA3
4000000.00000000
PA
USD
4086320.00000000
0.028792894139
Long
ABS-MBS
USGSE
US
Y
2
2052-07-10
Variable
0.03549700
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAQ7
2000000.00000000
PA
USD
2145986.40000000
0.015120979081
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
0.04789100
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAQ0
2175000.00000000
PA
USD
2372737.73000000
0.016718706875
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03950000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAF0
7850000.00000000
PA
USD
8591749.33000000
0.060538902712
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04950000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128CUFW1
3520.50000000
PA
USD
3528.80000000
0.000024864514
Long
ABS-MBS
MUN
US
N
2
2020-10-01
Fixed
0.07000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475AP0
6000000.00000000
PA
USD
6379310.46000000
0.044949688413
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
0.03900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DJR4
48572249.65000000
PA
USD
49243070.30000000
0.346974909028
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAL4
1925000.00000000
PA
USD
2259537.57000000
0.015921079616
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
0.06750000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
SEK200131
SEK200131
1.00000000
NC
USD
-51702.20000000
-0.00036430234
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
15212958.33000000
SEK
1574955.51000000
USD
2020-01-31
-51702.2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAQ2
1700000.00000000
PA
USD
1792911.12000000
0.012633151608
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
0.03600000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772EBJ7
845000.00000000
PA
USD
882712.35000000
0.006219738847
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
0.03750000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co
36164Q6M5
4825000.00000000
PA
USD
5022044.41000000
0.035386164828
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
0.03373000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AB3
1374807.94000000
PA
USD
1368654.44000000
0.009643768085
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
0.02740000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda S.A.
12686LAA7
1775000.00000000
PA
USD
1869075.00000000
0.013169815044
Long
DBT
CORP
PA
Y
2
2030-01-30
Fixed
0.04500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
19350000000.00010000
PA
1376434.59000000
0.009698588323
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
0.07500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GWZ3
5000000.00000000
PA
USD
5505946.75000000
0.038795821646
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.04223000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
17889334.68000000
PA
USD
19138904.53000000
0.134855922218
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
0.04000000
N
N
N
N
N
N
HESS MIDSTREAM OPERATION
N/A
Hess Midstream Operations LP
428102AC1
1000000.00000000
PA
USD
1040885.00000000
0.007334249793
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
1995000.00000000
PA
USD
2006231.85000000
0.014136245148
Long
LON
CORP
US
N
2
2027-02-01
Variable
0.03550000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBN9
1185000.00000000
PA
USD
1253146.74000000
0.008829881513
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Variable
0.04490000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBP9
4000000.00000000
PA
USD
4147608.92000000
0.029224746120
Long
DBT
CORP
NL
Y
2
2022-12-05
Fixed
0.03125000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BG8
2500000.00000000
PA
USD
2464728.18000000
0.017366886971
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
0.02250000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QS0
16434000.00000000
PA
USD
20378212.10000000
0.143588290625
Long
DBT
UST
US
N
2
2041-08-15
Fixed
0.03750000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
N/A
14300000.00000000
PA
806797.57000000
0.005684830611
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
0.07750000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
867914BS1
5000000.00000000
PA
USD
5416203.50000000
0.038163475698
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.04000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AH1
2800000.00000000
PA
USD
2818018.90000000
0.019856232471
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
0.02875000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables Owner Trust
43813VAC2
22535000.00000000
PA
USD
22477643.92000000
0.158381238350
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
0.01830000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AJ3
6600000.00000000
PA
USD
6939973.99000000
0.048900217414
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.03875000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
5493007TBMWZWGZIB256
Endo Luxembourg Finance I Co Sarl
L2968EAB8
121875.00000000
PA
USD
116390.63000000
0.000820107844
Long
LON
CORP
IE
N
2
2024-04-29
Variable
0.06062500
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
CAD200131
CAD200131
1.00000000
NC
USD
-73843.83000000
-0.00052031597
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
14325134.60000000
CAD
10959579.31000000
USD
2020-01-31
-73843.83
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAJ9
9500000.00000000
PA
USD
11235063.28000000
0.079164134887
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
0.04900000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
17308CC53
32725000.00000000
PA
USD
33183788.46000000
0.233818523336
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
0.02976000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V76
2160000.00000000
PA
USD
2182896.00000000
0.015381050296
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
0.02408000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AA4
500000.00000000
PA
596594.17000000
0.004203702299
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.01550000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22534PAA1
5500000.00000000
PA
USD
5489357.12000000
0.038678928339
Long
DBT
CORP
FR
Y
2
2025-01-22
Fixed
0.02375000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
11800000.00000000
PA
USD
12868767.42000000
0.090675487487
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.03950000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AY8
2500000.00000000
PA
USD
2683443.85000000
0.018907994161
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
0.03905000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BM0
5525000.00000000
PA
USD
5588297.38000000
0.039376077958
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
0.02500000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAK6
3600000.00000000
PA
USD
3512904.23000000
0.024752510722
Long
DBT
CORP
SG
Y
2
2029-09-11
Fixed
0.03000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC (Step Bond)
69358XAA8
4789614.91000000
PA
USD
4800733.52000000
0.033826771284
Long
ABS-O
CORP
US
Y
2
2024-04-25
Variable
0.03967000
N
N
N
N
N
N
KEB HANA BANK
6RPK2YDJN6L35AS0M510
KEB Hana Bank
482466AF6
200000.00000000
PA
USD
200556.01000000
0.001413151188
Long
DBT
CORP
KR
Y
2
2022-10-02
Variable
0.02644600
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QQ4
19135000.00000000
PA
USD
25764123.28000000
0.181538321571
Long
DBT
UST
US
N
2
2041-05-15
Fixed
0.04375000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBL6
4650000.00000000
PA
USD
5083539.50000000
0.035819469517
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Variable
0.04646200
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3K2
2500000.00000000
PA
USD
2581325.00000000
0.018188447665
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
0.03285000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDF6
4625000.00000000
PA
USD
4962069.26000000
0.034963569890
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
0.03750000
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
Peru LNG Srl
715604AA2
3050000.00000000
PA
USD
3004280.50000000
0.021168662856
Long
DBT
CORP
PE
Y
2
2030-03-22
Fixed
0.05375000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna, Inc
00817YAF5
1925000.00000000
PA
USD
2594865.74000000
0.018283857984
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
0.06625000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AF6
2925000.00000000
PA
USD
2966974.36000000
0.020905797554
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.02900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FPD4
802752.70000000
PA
USD
879999.79000000
0.006200625696
Long
ABS-MBS
USGSE
US
N
2
2045-02-20
Fixed
0.04500000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AS6
400000.00000000
PA
460774.68000000
0.003246695457
Long
DBT
CORP
LU
N
2
2023-03-01
Fixed
0.01100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DJS2
116886362.34000000
PA
USD
120379884.15000000
0.848216796744
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
0.03500000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Resources, Inc
25746UCJ6
3775000.00000000
PA
USD
3772677.54000000
0.026582916911
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
0.02000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
EK4809647
400000.00000000
PA
483687.51000000
0.003408143090
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
0.01375000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
N/A
PPL Electric Utilities Corp
69351UAP8
2000000.00000000
PA
USD
2031748.24000000
0.014316037900
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.03000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80285HAE0
4250000.00000000
PA
USD
4285287.33000000
0.030194851223
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
0.03210000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAA8
4925000.00000000
PA
USD
5147905.50000000
0.036273003118
Long
DBT
NUSS
MX
N
2
2025-01-30
Fixed
0.03600000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
QZ2927965
1175000.00000000
PA
864573.73000000
0.006091931097
Long
DBT
NUSS
NZ
N
2
2037-04-15
Fixed
0.02750000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AK5
2300000.00000000
PA
USD
2468391.99000000
0.017392702789
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03950000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160KAK0
1500000.00000000
PA
USD
1509482.70000000
0.010636067558
Long
ABS-MBS
USGSE
US
N
2
2072-12-15
Fixed
0.03839000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAF7
7000000.00000000
PA
USD
7414654.80000000
0.052244897790
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
0.03453000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYF7
365058.10000000
PA
USD
405366.14000000
0.002856277618
Long
ABS-MBS
USGSE
US
N
2
2044-10-20
Fixed
0.04500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
1500000.00000000
PA
USD
1562498.90000000
0.011009628570
Long
DBT
NUSS
OM
Y
2
2029-08-01
Fixed
0.06000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DT0
2105000.00000000
PA
USD
2911587.06000000
0.020515529375
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
0.07625000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KY6
36375000.00000000
PA
USD
37702645.31000000
0.265659144461
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
0.03200000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754FAK8
1005000.00000000
PA
USD
1017236.18000000
0.007167616252
Long
ABS-CBDO
USGSE
US
Y
2
2031-07-25
Variable
0.04242000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc
78571YBB5
97022.42000000
PA
USD
97507.53000000
0.000687054364
Long
LON
CORP
US
N
2
2024-02-22
Variable
0.03799380
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
QZ3475089
1800000000.00000000
PA
1541976.86000000
0.010865026844
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
0.01500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAB9
4400000.00000000
PA
USD
4515606.92000000
0.031817721574
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
0.03390000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
38865.17000000
PA
USD
42737.10000000
0.000301132754
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
0.08000000
N
Y
N
N
N
N
AMC ENTERTAINMENT HLDGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc
AN9202366
425000.00000000
PA
553097.27000000
0.003897215867
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.06375000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAA0
17410000.00000000
PA
USD
18129544.85000000
0.127743805102
Long
ABS-MBS
USGSE
US
Y
2
2034-10-10
Fixed
0.03452000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp
020002BG5
5500000.00000000
PA
USD
6071086.73000000
0.042777892463
Long
DBT
CORP
US
N
2
2049-08-10
Fixed
0.03850000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp
00130HBT1
1526000.00000000
PA
USD
1548890.00000000
0.010913737985
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.04875000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAC6
6000000.00000000
PA
USD
6331899.00000000
0.044615619337
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
0.03433000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
3000000.00000000
PA
USD
3337500.00000000
0.023516583182
Long
DBT
CORP
US
N
2
N/A
Fixed
0.05875000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AU2
14250000.00000000
PA
USD
14956792.02000000
0.105388058032
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAQ3
5950000.00000000
PA
USD
6089785.37000000
0.042909646207
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.03000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
07368RAD3
1496192.89000000
PA
USD
1501803.61000000
0.010581959406
Long
LON
CORP
US
N
2
2025-01-02
Variable
0.04050000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
4200000.00000000
PA
USD
4766214.47000000
0.033583544284
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05550000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDW5
2000000.00000000
PA
USD
2205020.00000000
0.015536939700
Long
DBT
NUSS
DO
Y
2
2048-02-15
Fixed
0.06500000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ5541813
900000.00000000
PA
1233471.30000000
0.008691245072
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
0.01500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBJ4
3685000.00000000
PA
USD
3915223.69000000
0.027587320924
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
0.04378200
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AN9
4150000.00000000
PA
USD
4422105.46000000
0.031158894649
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128284Q0
73620000.00000000
PA
USD
73872691.82000000
0.520519341457
Long
DBT
UST
US
N
2
2020-05-31
Fixed
0.02500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AF3
1750000.00000000
PA
USD
1915553.43000000
0.013497309835
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04200000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange S.A.
35177PAX5
3950000.00000000
PA
USD
5074751.12000000
0.035757545122
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
0.05375000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
6250000.00000000
PA
USD
6517874.50000000
0.045926033813
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.03500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
ZR5212298
750000.00000000
PA
845830.09000000
0.005959860275
Long
DBT
CORP
GB
Y
2
2028-04-15
Fixed
0.02375000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Ingersoll-Rand Global Holding Co Ltd
45687AAP7
1000000.00000000
PA
USD
1063056.87000000
0.007490476497
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
0.03750000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
3000000.00000000
PA
USD
3121641.60000000
0.021995608794
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
0.04136200
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AH4
1000000.00000000
PA
USD
1053118.61000000
0.007420449855
Long
DBT
NUSS
JO
Y
2
2027-01-31
Fixed
0.05750000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31287NMU9
5040.21000000
PA
USD
5072.27000000
0.000035740062
Long
ABS-MBS
MUN
US
N
2
2032-01-01
Fixed
0.07000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SE9
95520000.00000000
PA
USD
115126584.21000000
0.811201166775
Long
DBT
UST
US
N
2
2048-11-15
Fixed
0.03375000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918288AA9
5045510.58000000
PA
USD
5042664.41000000
0.035531456797
Long
ABS-O
CORP
US
Y
2
2035-03-20
Fixed
0.02330000
N
N
N
N
N
N
SAN ANTONIO TX CUSTOMER FAC CH
N/A
City of San Antonio TX Customer Facility Charge Revenue
796246AE6
2025000.00000000
PA
USD
2178069.75000000
0.015347043731
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
0.04253000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
EK1348714
600000.00000000
PA
772610.45000000
0.005443942446
Long
DBT
CORP
FR
N
2
2026-03-25
Fixed
0.02500000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
AR6702898
1350000.00000000
PA
1013397.69000000
0.007140569610
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
0.03000000
N
Y
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RDJ8
14525000.00000000
PA
USD
16025232.64000000
0.112916469333
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
0.04500000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5 Year Index
N/A
1.00000000
NC
USD
-1969871.87000000
-0.01388004664
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5Y
2I65BRRZ5
Y
Credit Event as Specified in Contract
2024-06-20
0
USD
1554378
USD
19600000
USD
-520820.56
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690KAC6
2016492.36000000
PA
USD
2024643.02000000
0.014265973331
Long
ABS-MBS
USGSE
US
N
2
2046-02-15
Fixed
0.02469000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
4970238.00000000
PA
USD
4940988.15000000
0.034815028864
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
0.03425000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SC3
41095000.00000000
PA
USD
47264226.19000000
0.333031642475
Long
DBT
UST
US
N
2
2048-05-15
Fixed
0.03125000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
26827818.39000000
PA
USD
29167237.15000000
0.205517231055
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
0.04500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XZU5
11800000.00000000
PA
USD
11970962.29000000
0.084349402387
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
0.02550000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
12654480.88000000
PA
USD
13750126.59000000
0.096885691603
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.04500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
2988008.79000000
PA
USD
3023957.52000000
0.021307310429
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
0.04000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5 Year Index
N/A
1.00000000
NC
USD
-1477403.90000000
-0.01041003496
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5Y
2I65BRRZ5
Y
Credit Event as Specified in Contract
2024-06-20
0
USD
1073482.2
USD
14700000
USD
-448360.92
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBB0
12600000.00000000
PA
USD
12759941.88000000
0.089908684532
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
0.02500000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF S.A.
984245AL4
2000000.00000000
PA
USD
1880020.00000000
0.013246935345
Long
DBT
CORP
AR
Y
2
2025-07-28
Fixed
0.08500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
3500000.00000000
PA
USD
4680463.03000000
0.032979325296
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
0.04875000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
549300KEVMSOSY8T8R35
South Africa Government International Bond
EJ7498649
15100000.00000000
PA
945898.57000000
0.006664959521
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
0.08750000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GJY9
10605000.00000000
PA
USD
11555526.15000000
0.081422169865
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
0.04294000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
NZD200131
NZD200131
1.00000000
NC
USD
-148857.01000000
-0.00104887138
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
3953196.42000000
NZD
2513659.71000000
USD
2020-01-31
-148857.01
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
5750000.00000000
PA
USD
7041719.33000000
0.049617132096
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
0.05500000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
N/A
Diamond Sports Group LLC
25277BAB4
997500.00000000
PA
USD
995425.20000000
0.007013932439
Long
LON
CORP
US
N
2
2026-08-24
Variable
0.05030000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BH3
2000000.00000000
PA
USD
2040000.00000000
0.014374181181
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
0.05375000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
16055000.00000000
PA
USD
17519784.03000000
0.123447328384
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
0.04300000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TUG6
14000000.00000000
PA
USD
14341040.00000000
0.101049366317
Long
DBT
MUN
US
N
2
2049-09-01
Variable
0.02988000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
6275000.00000000
PA
USD
6438791.31000000
0.045368800430
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
0.03125000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89238UAD2
11675000.00000000
PA
USD
11678159.26000000
0.082286263268
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
0.01910000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
1850000.00000000
PA
USD
2053500.00000000
0.014469304439
Long
DBT
CORP
VG
Y
2
2029-05-15
Fixed
0.06125000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendys Funding LLC
95058XAD0
31850000.00000000
PA
USD
32182832.50000000
0.226765620236
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
0.03573000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBK1
1467000.00000000
PA
USD
1544251.19000000
0.010881052154
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
0.04378200
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
QZ4675638
450000000.00000000
PA
4261249.60000000
0.030025477357
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.00500000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAK5
4350000.00000000
PA
USD
4563651.86000000
0.032156254256
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.03400000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC4745393
350000000.00000000
PA
4112584.62000000
0.028977959044
Long
DBT
NUSS
JP
N
2
2031-11-20
Fixed
0.02400000
N
Y
N
N
N
N
ARAB PETROLEUM INVST
213800A54KIUYH5YD185
Arab Petroleum Investments Corp
03845EAA0
3325000.00000000
PA
USD
3525660.69000000
0.024842394873
Long
DBT
NUSS
N/A
Y
2
2023-09-18
Fixed
0.04125000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBBS6
11207837.77000000
PA
USD
11268584.03000000
0.079400327698
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
0.03000000
N
N
N
N
N
N
MGM GROWTH PROPERTIES
549300U6G4UOCMLQK204
MGM Growth Properties LLC
55303KAC7
1370512.88000000
PA
USD
1375076.69000000
0.009689020333
Long
LON
CORP
US
N
2
2025-03-23
Variable
0.03799380
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
EJ5266394
6125000.00000000
PA
USD
6130880.00000000
0.043199205843
Long
DBT
NUSS
CO
N
2
2023-03-15
Fixed
0.02625000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AB6
1200000.00000000
PA
USD
1471800.00000000
0.010370548952
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
0.06100000
N
N
N
N
N
N
VITALITY RE X LTD
N/A
Vitality Re X Ltd
92850FAA2
3500000.00000000
PA
USD
3503500.00000000
0.024686246945
Long
DBT
CORP
KY
Y
2
2023-01-10
Variable
0.03293600
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
1500000.00000000
PA
USD
1393071.60000000
0.009815815478
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
0.03463000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690GAD3
1483111.52000000
PA
USD
1496835.34000000
0.010546952144
Long
ABS-MBS
USGSE
US
N
2
2047-02-15
Fixed
0.03669000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
90301810.83000000
PA
USD
93616142.84000000
0.659634999352
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
0.03500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
AT6348532
250000.00000000
PA
295698.56000000
0.002083541508
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
0.01500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem, Inc
036752AB9
11100000.00000000
PA
USD
11740791.79000000
0.082727582549
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.03650000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002FAA2
17861600.48000000
PA
USD
18183055.70000000
0.128120851500
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
0.03500000
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
GBP200131
GBP200131
1.00000000
NC
USD
-13178.28000000
-0.00009285636
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
600762.98000000
GBP
783301.15000000
USD
2020-01-31
-13178.28
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
2425000.00000000
PA
USD
2555343.75000000
0.018005379432
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
0.05625000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAE7
5100000.00000000
PA
USD
5391397.68000000
0.037988689741
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.03550000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
6150000.00000000
PA
USD
6628978.36000000
0.046708890193
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
0.03650000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBE2
4000000.00000000
PA
USD
4080723.60000000
0.028753460969
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Fixed
0.03203000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12594JAE5
2247000.00000000
PA
USD
2257751.45000000
0.015908494316
Long
ABS-MBS
USGSE
US
Y
2
2029-08-10
Fixed
0.03086000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891AAK3
4500000.00000000
PA
USD
4367181.83000000
0.030771893566
Long
DBT
CORP
US
Y
2
2026-09-27
Fixed
0.02750000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W59
4000000.00000000
PA
USD
4183360.00000000
0.029476654209
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
0.03008000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
68371YAJ2
1994923.86000000
PA
USD
2000330.10000000
0.014094660431
Long
LON
CORP
CA
N
2
2025-05-30
Variable
0.03549380
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
6302328.22000000
PA
USD
6743268.41000000
0.047514196999
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
0.04000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BZ6
3750000.00000000
PA
USD
4423782.71000000
0.031170712833
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
0.04100000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RHC8
9750000.00000000
PA
USD
9891997.93000000
0.069700671809
Long
DBT
CORP
US
N
2
2022-08-08
Fixed
0.02650000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
156830AA9
350000.00000000
PA
USD
356566.00000000
0.002512423670
Long
DBT
CORP
PE
Y
2
2027-08-16
Fixed
0.04125000
N
N
N
N
N
N
CGBAM Commercial Mortgage Trus
N/A
CGBAM Commercial Mortgage Trust
12528RAJ7
2100000.00000000
PA
USD
2098806.15000000
0.014788539149
Long
ABS-MBS
USGSE
US
Y
2
2028-04-10
Fixed
0.03768000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CN3
9850000.00000000
PA
USD
10067405.65000000
0.070936623940
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02950000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652KAB0
4076594.96000000
PA
USD
4097622.44000000
0.028872533022
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
0.03200000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
AZ1508110
450000.00000000
PA
526085.85000000
0.003706888884
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.01400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128286D7
45220000.00000000
PA
USD
45656293.87000000
0.321701882429
Long
DBT
UST
US
N
2
2021-02-28
Fixed
0.02500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
5493006MX7HG5PC85C29
CSAIL Commercial Mortgage Trust
12637UAX7
4171000.00000000
PA
USD
4298801.11000000
0.030290071577
Long
ABS-MBS
USGSE
US
N
2
2049-11-15
Fixed
0.03314300
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EE9
22300000.00000000
PA
USD
24571312.53000000
0.173133577533
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
0.03700000
N
N
N
N
N
N
VITALITY RE IX LTD
N/A
Vitality Re IX Ltd
92849LAA3
7750000.00000000
PA
USD
7743025.00000000
0.054558649138
Long
DBT
CORP
KY
Y
2
2022-01-10
Variable
0.03143600
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AU6128873
1600000000.00000000
PA
1457399.95000000
0.010269083791
Long
DBT
NUSS
KR
N
2
2028-12-10
Fixed
0.02375000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
836205AR5
4000000.00000000
PA
USD
4402440.00000000
0.031020328529
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
0.05875000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AE4
1525000.00000000
PA
USD
1646469.70000000
0.011601300871
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
0.06875000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
20334775.05000000
PA
USD
20028439.80000000
0.141123736502
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.01952000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
10952987.08000000
PA
USD
11490654.10000000
0.080965070551
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
0.03700000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAD5
4400000.00000000
PA
USD
4402025.85000000
0.031017410359
Long
DBT
CORP
CL
Y
2
2021-01-08
Fixed
0.02668000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BC6
6650000.00000000
PA
USD
7117752.42000000
0.050152873965
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
0.03750000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BJ2
8000000.00000000
PA
USD
8288450.32000000
0.058401807162
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03750000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBQ0
4325000.00000000
PA
USD
4643356.33000000
0.032717865282
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.03600000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200131
EUR200131
1.00000000
NC
USD
-10634.39000000
-0.00007493169
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
836829.36000000
EUR
929844.62000000
USD
2020-01-31
-10634.39
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80286AAD6
4118354.27000000
PA
USD
4121574.00000000
0.029041299719
Long
ABS-O
CORP
US
N
2
2022-03-15
Fixed
0.03190000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFM8
5800000.00000000
PA
USD
5871353.92000000
0.041370541679
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
0.02430000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investment Ltd
55377XAB2
4000000.00000000
PA
USD
4419768.44000000
0.031142427615
Long
DBT
CORP
MU
Y
2
2026-10-13
Fixed
0.06500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769EX8
18750000.00000000
PA
USD
19108557.75000000
0.134642093731
Long
DBT
CORP
DE
N
2
2022-01-25
Fixed
0.02625000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
6500000.00000000
PA
USD
6717181.77000000
0.047330386171
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531YAP3
950199.60000000
PA
USD
974342.27000000
0.006865378589
Long
ABS-MBS
USGSE
US
N
2
2058-05-10
Fixed
0.03121000
N
N
N
N
N
N
HELIOS LEASING II LLC
N/A
Helios Leasing II LLC
42328EAA4
10115726.96000000
PA
USD
10307221.52000000
0.072626406668
Long
DBT
CORP
US
N
2
2025-03-18
Fixed
0.02668000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AL7
3950000.00000000
PA
USD
4118220.98000000
0.029017673780
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03850000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
2123266.91000000
PA
USD
2158931.42000000
0.015212191857
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
0.03500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
34675000.00000000
PA
USD
34625305.18000000
0.243975691233
Long
DBT
CORP
US
N
2
2030-10-15
Variable
0.02739000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
3645000.00000000
PA
USD
3787902.23000000
0.026690192623
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
0.04250000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
1316059.90000000
PA
USD
1336839.43000000
0.009419594204
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
0.03500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QBA7
3800000.00000000
PA
USD
3848203.53000000
0.027115085668
Long
DBT
CORP
US
N
2
2022-09-19
Fixed
0.02520000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
11875000.00000000
PA
USD
11907596.52000000
0.083902916574
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.02650000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont, Inc
26078JAD2
4000000.00000000
PA
USD
4535951.92000000
0.031961075847
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04725000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
07332VBB0
5000000.00000000
PA
USD
5229909.00000000
0.036850813494
Long
ABS-MBS
USGSE
US
N
2
2050-02-15
Fixed
0.03488000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAA7
1205165.56000000
PA
USD
1228703.65000000
0.008657651413
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
0.04000000
N
N
N
N
N
N
NEXA RESOURCES SA
549300QRMRHM7GAU7L47
Nexa Resources S.A.
91832CAA4
3000000.00000000
PA
USD
3210030.00000000
0.022618408243
Long
DBT
CORP
LU
Y
2
2027-05-04
Fixed
0.05375000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust
47788BAE4
6700000.00000000
PA
USD
6705481.94000000
0.047247947212
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
0.02110000
N
N
N
N
N
N
UNITED TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CY3
20450000.00000000
PA
USD
23017730.02000000
0.162186775338
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
0.04125000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
1300000.00000000
PA
USD
1444381.95000000
0.010177356786
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
0.06500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769FW9
45000000.00000000
PA
USD
45349958.70000000
0.319543393588
Long
DBT
CORP
DE
N
2
2020-10-01
Fixed
0.02750000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80284NAD0
6750000.00000000
PA
USD
6712096.05000000
0.047294551337
Long
ABS-O
CORP
US
Y
2
2023-02-21
Fixed
0.01860000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
AX9602415
900000.00000000
PA
1053642.28000000
0.007424139722
Long
DBT
NUSS
MX
N
2
2026-04-08
Fixed
0.01625000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AF3
225000.00000000
PA
USD
231750.00000000
0.001632949259
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05375000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BE3
5500000.00000000
PA
USD
5556179.37000000
0.039149769088
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
0.02800000
N
N
N
N
N
N
PRIMA CAPITAL LTD
N/A
Prima Capital CRE Securitization Ltd
74165GAC4
949895.09000000
PA
USD
947619.62000000
0.006677086327
Long
ABS-MBS
CORP
KY
Y
2
2049-08-24
Fixed
0.02550000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBN3
1496192.89000000
PA
USD
1499424.67000000
0.010565196997
Long
LON
CORP
US
N
2
2025-05-30
Variable
0.04299380
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding, Inc Trust
74932BAG8
2000000.00000000
PA
USD
2012775.40000000
0.014182352096
Long
ABS-MBS
USGSE
US
Y
2
2031-03-11
Fixed
0.03511000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326FAH0
6765000.00000000
PA
USD
7158148.65000000
0.050437512557
Long
ABS-MBS
USGSE
US
N
2
2050-10-12
Fixed
0.03764000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance S.A.
N/A
325000.00000000
PA
USD
326787.50000000
0.002302599378
Long
LON
CORP
LU
N
2
2026-10-28
Variable
0.05049380
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBH8
5000000.00000000
PA
USD
5326753.00000000
0.037533192514
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
0.04028000
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
20000000.00000000
PA
USD
20842000.00000000
0.146856217735
Long
DBT
MUN
US
N
2
2032-06-20
Fixed
0.03532000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
18303491.68000000
PA
USD
19340150.93000000
0.136273938010
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
0.03500000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5U3
1000000.00000000
PA
USD
1056680.00000000
0.007445544005
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
0.03650000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
1225000.00000000
PA
USD
1280360.02000000
0.009021630835
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
0.07052900
N
N
N
N
N
N
General Motors
N/A
GMF Floorplan Owner Revolving Trust
361886AW4
7000000.00000000
PA
USD
7002163.00000000
0.049338411580
Long
ABS-O
CORP
US
Y
2
2020-07-15
Fixed
0.02130000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772ECS6
2950000.00000000
PA
USD
3123253.50000000
0.022006966511
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
0.04221000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
3028805.65000000
PA
USD
3083315.07000000
0.021725553654
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
0.03500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZR7746004
400000.00000000
PA
USD
366000.00000000
0.002578897211
Long
DBT
NUSS
EC
Y
2
2025-03-27
Fixed
0.07875000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
JPY200131
JPY200131
1.00000000
NC
USD
86312.86000000
0.000608174847
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
3777886024.00000000
JPY
34914896.06000000
USD
2020-01-31
86312.86
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAB8
6150000.00000000
PA
USD
6768217.19000000
0.047689990276
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
8549342.66000000
PA
USD
8597035.17000000
0.060576147625
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
0.03000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZG4
3215000.00000000
PA
USD
3233582.70000000
0.022784364507
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
0.02150000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CUA0
14311707.82000000
PA
USD
14845798.72000000
0.104605980677
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
0.03500000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
3733844T0
3465000.00000000
PA
USD
3458208.60000000
0.024367116166
Long
DBT
MUN
US
N
2
2023-02-01
Fixed
0.01910000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKW1
19355000.00000000
PA
USD
20619075.05000000
0.145285451254
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
0.03807000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VES9
6425000.00000000
PA
USD
7085138.68000000
0.049923072098
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
0.03875000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc
87817JAE8
1431591.06000000
PA
USD
1154664.09000000
0.008135956290
Long
LON
CORP
US
N
2
2024-02-06
Variable
0.04549380
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AB5
3150000.00000000
PA
USD
3315917.27000000
0.023364507657
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
0.03850000
N
N
N
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas S.A. ESP
74348DAA5
3225000.00000000
PA
USD
3253251.00000000
0.022922950638
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
0.03750000
N
N
N
N
N
N
PROVINCIA DE MENDOZA
529900FD2SD2M48A6753
Provincia de Mendoza Argentina
586805AH6
2000000.00000000
PA
USD
1490000.00000000
0.010498789196
Long
DBT
NUSS
AR
Y
2
2024-05-19
Fixed
0.08375000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
AZ2272021
1250000.00000000
PA
1423600.24000000
0.010030925382
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
0.01500000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXXIV LLC (Step Bond)
92870FAB6
6600000.00000000
PA
USD
6590972.52000000
0.046441094688
Long
ABS-O
CORP
US
Y
2
2049-12-27
Variable
0.03967100
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust
78449GAB5
8522824.80000000
PA
USD
8471555.75000000
0.059691998646
Long
ABS-O
CORP
US
Y
2
2032-02-17
Fixed
0.02430000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAN6
250000.00000000
PA
USD
269622.99000000
0.001899808680
Long
DBT
CORP
KY
Y
2
2029-04-11
Fixed
0.03975000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAA5
1836070.96000000
PA
USD
1836892.60000000
0.012943052472
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
0.02580000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
N/A
46000000.00000000
PA
1608767.09000000
0.011335641975
Long
DBT
NUSS
TH
N
2
2021-12-17
Fixed
0.03650000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
4450000.00000000
PA
USD
4457051.38000000
0.031405129446
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
0.03200000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
5850000.00000000
PA
USD
6595989.37000000
0.046476444252
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
0.03700000
N
N
N
N
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust
33766WAH7
2586674.36000000
PA
USD
2624900.49000000
0.018495487855
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
0.03500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
12525000.00000000
PA
USD
12715870.85000000
0.089598152684
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
0.04500000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy, Inc
98212BAG8
201000.00000000
PA
USD
231150.00000000
0.001628721558
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
0.08250000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61763QAS0
9695000.00000000
PA
USD
9809940.04000000
0.069122478192
Long
ABS-MBS
USGSE
US
Y
2
2029-07-13
Variable
0.03401500
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CG8
6000000.00000000
PA
USD
6194403.78000000
0.043646805021
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03500000
N
N
N
N
N
N
SAN JOSE CA REDEV AGY SUCCESSO
N/A
San Jose Redevelopment Agency
798170AN6
6360000.00000000
PA
USD
6537253.20000000
0.046062579375
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
0.03375000
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de C.V.
456472AB5
1950000.00000000
PA
USD
2013375.00000000
0.014186576978
Long
DBT
CORP
MX
Y
2
2029-09-12
Fixed
0.04150000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
250000.00000000
PA
USD
253999.25000000
0.001789721195
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
0.03500000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TAZ8
5000000.00000000
PA
USD
5009509.25000000
0.035297839994
Long
DBT
CORP
NL
Y
2
2022-04-14
Fixed
0.01875000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366JC5
700000.00000000
PA
USD
697921.00000000
0.004917668090
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
0.02659000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80281GAD8
14700000.00000000
PA
USD
14746058.04000000
0.103903191165
Long
ABS-O
CORP
US
Y
2
2023-01-20
Fixed
0.02300000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAQ8
2000000.00000000
PA
USD
2309310.90000000
0.016271790823
Long
DBT
CORP
KZ
Y
2
2030-04-24
Fixed
0.05375000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAC7
7674000.00000000
PA
USD
8251622.21000000
0.058142310140
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
0.04625000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
16713743.93000000
PA
USD
17673902.72000000
0.124533274450
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
0.03500000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Automobile Leasing Trust
36258MAD6
9500000.00000000
PA
USD
9443228.95000000
0.066538570521
Long
ABS-O
CORP
US
N
2
2024-07-16
Fixed
0.01750000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
4093020.94000000
PA
USD
4499176.85000000
0.031701952553
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
0.05000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20753MAF5
3026000.00000000
PA
USD
3048777.31000000
0.021482194821
Long
ABS-CBDO
USGSE
US
Y
2
2031-09-25
Variable
0.03942000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc
65339KBM1
7375000.00000000
PA
USD
7403279.88000000
0.052164748201
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
0.02750000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BM4
8675000.00000000
PA
USD
9002714.95000000
0.063434635203
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.02950000
N
N
N
N
N
N
UNITED TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CN7
7681000.00000000
PA
USD
7889709.67000000
0.055592213855
Long
DBT
CORP
US
N
2
2024-05-04
Fixed
0.02800000
N
N
N
N
N
N
UNITED TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DB2
10621000.00000000
PA
USD
11188490.86000000
0.078835977827
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
0.03650000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAK5
1000000.00000000
PA
USD
1077308.20000000
0.007590893752
Long
ABS-MBS
USGSE
US
N
2
2058-07-15
Variable
0.04312900
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AY3
9775000.00000000
PA
USD
10197683.51000000
0.071854583530
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
0.02900000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
7850000.00000000
PA
USD
8019633.32000000
0.056507677622
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
0.03450000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust
95000MBQ3
650000.00000000
PA
USD
664641.71000000
0.004683176647
Long
ABS-MBS
USGSE
US
N
2
2059-11-15
Fixed
0.02933000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAA8
8776374.82000000
PA
USD
8863454.01000000
0.062453379329
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
0.03500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KA8
25850000.00000000
PA
USD
27772493.19000000
0.195689631848
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.03500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RX8
1075000.00000000
PA
USD
1206340.72000000
0.008500078468
Long
DBT
UST
US
N
2
2047-05-15
Fixed
0.03000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust
12508GAS5
7698000.00000000
PA
USD
8074145.06000000
0.056891776459
Long
ABS-MBS
USGSE
US
N
2
2050-11-15
Variable
0.03462000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
KRW200131
KRW200131
1.00000000
NC
USD
17988.46000000
0.000126749697
N/A
DFE
CORP
US
N
2
Bank of America
B4TYDEB6GKMZO031MB27
1557403.71000000
USD
1819499185.00000000
KRW
2020-01-31
17988.46
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBD3
6000000.00000000
PA
USD
5988767.16000000
0.042197855005
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
0.01950000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QAY6
3105000.00000000
PA
USD
3239258.09000000
0.022824354254
Long
DBT
CORP
US
N
2
2024-04-14
Fixed
0.03224000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767YAZ3
2250000.00000000
PA
USD
2498613.98000000
0.017605651985
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
0.04177000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EN9
9350000.00000000
PA
USD
10021202.93000000
0.070611071848
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
0.03250000
N
N
N
N
N
N
INTEGRYS HOLDING INC
549300J4ZRR1SZF4ES33
Integrys Energy Group, Inc
45822PAA3
2725000.00000000
PA
USD
2767003.94000000
0.019496772530
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
0.04170000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
550000.00000000
PA
USD
574090.00000000
0.004045134154
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05375000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAF9
350000.00000000
PA
USD
377982.36000000
0.002663326924
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.04700000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAF1
2400000.00000000
PA
USD
2544000.00000000
0.017925449473
Long
DBT
CORP
MX
Y
2
N/A
Variable
0.05950000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBJ4
1805000.00000000
PA
USD
1884869.81000000
0.013281107917
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
0.04124500
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAD9
6621277.76000000
PA
USD
6669383.99000000
0.046993595019
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
0.03870000
N
Y
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RN0
81710000.00000000
PA
USD
89212027.16000000
0.628602863701
Long
DBT
UST
US
N
2
2045-08-15
Fixed
0.02875000
N
N
N
N
N
N
PETROAMAZONAS EP
N/A
Petroamazonas EP
AQ3069400
572916.68000000
PA
USD
566463.84000000
0.003991398955
Long
DBT
CORP
EC
Y
2
2020-11-06
Fixed
0.04625000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank
44644AAB3
13025000.00000000
PA
USD
13163160.34000000
0.092749829238
Long
DBT
CORP
US
N
2
2022-08-07
Fixed
0.02500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
11539201.08000000
PA
USD
12392590.77000000
0.087320267173
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
0.04000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAJ5
1000000.00000000
PA
USD
873599.70000000
0.006155529592
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Fixed
0.03000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578EKE6
500000.00000000
PA
USD
510305.00000000
0.003595694376
Long
DBT
MUN
US
N
2
2021-06-15
Fixed
0.03700000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc
17275RBJ0
19750000.00000000
PA
USD
19758370.64000000
0.139220784032
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
0.01850000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV27
27996560.28000000
PA
USD
29038403.00000000
0.204609444087
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
0.03500000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300QHI21JZK7YIR34
SMB Private Education Loan Trust
78449PAB5
5000000.00000000
PA
USD
5179733.50000000
0.036497268529
Long
ABS-O
CORP
US
Y
2
2036-02-15
Fixed
0.03500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12638EAG9
2773000.00000000
PA
USD
2766467.09000000
0.019492989796
Long
ABS-O
CORP
US
Y
2
2036-05-25
Variable
0.02442000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03065TAG7
5500000.00000000
PA
USD
5534723.15000000
0.038998584973
Long
ABS-O
CORP
US
N
2
2022-12-08
Fixed
0.02740000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MK81
4870000.00000000
PA
USD
5154456.70000000
0.036319163969
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.03430000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc
LW1471736
325000.00000000
PA
378150.13000000
0.002664509059
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.01500000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc
902494BG7
2700000.00000000
PA
USD
2862260.50000000
0.020167966183
Long
DBT
CORP
US
N
2
2023-09-28
Fixed
0.03900000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
12667FGL3
1015894.85000000
PA
USD
1030543.44000000
0.007261381432
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.02292000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
28050000.00000000
PA
USD
29209196.54000000
0.205812883934
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
0.03248000
N
N
N
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
08861JAB5
2000000.00000000
PA
USD
2122173.44000000
0.014953188982
Long
DBT
CORP
NL
Y
2
2024-05-20
Fixed
0.05350000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AN6
6650000.00000000
PA
USD
6957645.49000000
0.049024733759
Long
DBT
NUSS
JP
Y
2
2023-09-27
Fixed
0.03375000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust
92348PAA0
1512464.33000000
PA
USD
1512299.47000000
0.010655914991
Long
ABS-O
CORP
US
Y
2
2021-12-20
Fixed
0.01920000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CN2
133062.69000000
PA
USD
143698.65000000
0.001012524720
Long
ABS-MBS
MUN
US
N
2
2043-12-01
Fixed
0.04500000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AN9
3600000.00000000
PA
USD
3780000.00000000
0.026634512188
Long
DBT
NUSS
GT
Y
2
2026-05-03
Fixed
0.04500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
21800000.00000000
PA
499528.32000000
0.003519760086
Long
DBT
NUSS
UY
Y
2
2028-03-15
Fixed
0.08500000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
5500000.00000000
PA
USD
5488673.69000000
0.038674112777
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.02950000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553AW8
855000.00000000
PA
USD
872459.10000000
0.006147492733
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
0.03172000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AS7
14800000.00000000
PA
USD
15049986.65000000
0.106044722982
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.02750000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
7625000.00000000
PA
USD
7837364.41000000
0.055223380398
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
0.03125000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
ZQ5585729
425000.00000000
PA
480174.10000000
0.003383387015
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.00875000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BE2
3000000.00000000
PA
USD
3045000.00000000
0.021455579263
Long
DBT
CORP
CL
Y
2
2029-04-30
Fixed
0.04250000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
18582385.80000000
PA
USD
19649590.06000000
0.138454297873
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
0.03500000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
400000.00000000
PA
531593.82000000
0.003745698962
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
0.01875000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SA7
6655000.00000000
PA
USD
7472644.15000000
0.052653500448
Long
DBT
UST
US
N
2
2048-02-15
Fixed
0.03000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373UAC5
1034041.34000000
PA
USD
879452.16000000
0.006196767003
Long
LON
CORP
US
N
2
2025-10-10
Variable
0.05549380
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
3347000.00000000
PA
USD
3284882.02000000
0.023145828095
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
0.03247000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
1950000.00000000
PA
USD
2028316.11000000
0.014291854538
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.03150000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515HBA2
5000000.00000000
PA
USD
5175764.50000000
0.036469302291
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
0.03220000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DB0
3447075.09000000
PA
USD
3458201.21000000
0.024367064095
Long
ABS-CBDO
USGSE
US
Y
2
2048-08-25
Variable
0.04152400
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAA0
5800000.00000000
PA
USD
6089619.75000000
0.042908479221
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
0.03900000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200131
EUR200131
1.00000000
NC
USD
-8028.47000000
-0.00005656994
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
748020.39000000
EUR
832641.69000000
USD
2020-01-31
-8028.47
N
N
N
Synchrony Credit Card Master N
549300G1V1M796QIYC04
Synchrony Credit Card Master Note Trust
87165LBU4
9000000.00000000
PA
USD
9133081.20000000
0.064353217604
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
0.02620000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119BV0
5000000.00000000
PA
USD
5731447.00000000
0.040384734122
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
0.05500000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAJ0
500000.00000000
PA
USD
500415.00000000
0.003526007782
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
0.02023000
N
N
N
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One NA
14042RFH9
20320000.00000000
PA
USD
20324019.50000000
0.143206440502
Long
DBT
CORP
US
N
2
2020-01-31
Fixed
0.02350000
N
N
N
N
N
N
UK TSY 0 1/2% 2022
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ0321229
1800000.00000000
PA
2382015.06000000
0.016784076494
Long
DBT
NUSS
GB
N
2
2022-07-22
Fixed
0.00500000
N
Y
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
1825000.00000000
PA
USD
2097704.37000000
0.014780775823
Long
DBT
CORP
AE
Y
2
2047-11-02
Fixed
0.04600000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program LLC
78471HAB4
5500000.00000000
PA
USD
5679952.30000000
0.040021893853
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
0.03690000
N
N
N
N
N
N
Social Professional Loan Progr
549300THMTEP636GV478
SoFi Professional Loan Program LLC
83403YAB0
11143147.24000000
PA
USD
11181009.43000000
0.078783262420
Long
ABS-O
CORP
US
Y
2
2040-05-25
Fixed
0.02740000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
124857AT0
2500000.00000000
PA
USD
2582736.15000000
0.018198390864
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03375000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
1850000.00000000
PA
USD
2191421.20000000
0.015441120281
Long
DBT
CORP
AZ
Y
2
2026-03-24
Fixed
0.06875000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BM0
4250000.00000000
PA
USD
4346808.37000000
0.030628338760
Long
DBT
CORP
GB
N
2
2023-11-22
Fixed
0.03033000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937FAB4
3000000.00000000
PA
USD
3062743.95000000
0.021580606102
Long
DBT
NUSS
MN
Y
2
2022-12-05
Fixed
0.05125000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
JK7702612
750000.00000000
PA
936394.72000000
0.006597993805
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
0.02750000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBD7
1445000.00000000
PA
USD
1505600.84000000
0.010608715323
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Fixed
0.03309000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
5660405.59000000
PA
USD
5728529.70000000
0.040364178338
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
0.02890000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc
524660AZ0
1600000.00000000
PA
USD
1747492.62000000
0.012313125261
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04400000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
LW2824164
4630000000.00000000
PA
4002794.52000000
0.028204359638
Long
DBT
NUSS
KR
N
2
2021-09-10
Fixed
0.01375000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties, Inc
40414LAJ8
3500000.00000000
PA
USD
3732561.77000000
0.026300254486
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04250000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust
78448RAB2
4721798.71000000
PA
USD
4743221.51000000
0.033421532043
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
0.02750000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBB2
3900000.00000000
PA
USD
4280236.94000000
0.030159265330
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
0.04050000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
5782837.80000000
PA
USD
6021608.92000000
0.042429263538
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
0.03500000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80284NAE8
4950000.00000000
PA
USD
4916330.60000000
0.034641287643
Long
ABS-O
CORP
US
Y
2
2023-11-20
Fixed
0.01930000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
5750000.00000000
PA
USD
6031898.12000000
0.042501762962
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
0.03803000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
11400000.00000000
PA
USD
11304552.13000000
0.079653764946
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03100000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200131
EUR200131
1.00000000
NC
USD
-623314.31000000
-0.00439197687
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
87128586.63000000
EUR
97297015.46000000
USD
2020-01-31
-623314.31
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc
00191UAA0
325000.00000000
PA
USD
334061.00000000
0.002353849676
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
0.04625000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593FBB9
4900000.00000000
PA
USD
5052628.63000000
0.035601666357
Long
ABS-MBS
USGSE
US
N
2
2048-07-10
Fixed
0.03421000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust
94989JAZ9
6700000.00000000
PA
USD
7070168.30000000
0.049817588297
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
0.03540000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
JK3182835
140000000.00000000
PA
1288754.43000000
0.009080779252
Long
DBT
NUSS
JP
N
2
2026-03-13
Fixed
0.00020000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
5575000.00000000
PA
USD
6048434.80000000
0.042618283175
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
0.04419000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAE6
10850000.00000000
PA
USD
11017209.35000000
0.077629099661
Long
DBT
CORP
US
N
2
2023-04-25
Fixed
0.02776000
N
N
N
N
N
N
SERVICEMASTER COMPANY LL
HZPA4EQ289DXC7NQGK91
ServiceMaster Co LLC
817610AA6
2600000.00000000
PA
USD
2697500.00000000
0.019007036145
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
0.05125000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AU2700592
3500000.00000000
PA
4227530.96000000
0.029787890180
Long
DBT
NUSS
IT
N
2
2023-10-01
Fixed
0.02450000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222AQ7
8675000.00000000
PA
USD
9122146.89000000
0.064276172627
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
0.03625000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABC8
5150000.00000000
PA
USD
5429908.68000000
0.038260044688
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Fixed
0.03801000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
7025000.00000000
PA
USD
6948618.72000000
0.048961129628
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.02800000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AH9
4000000.00000000
PA
USD
4008000.20000000
0.028241039730
Long
DBT
NUSS
JP
Y
2
2021-04-13
Fixed
0.02125000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAD3
2800000.00000000
PA
USD
2961000.00000000
0.020863701214
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AE6
3600000.00000000
PA
USD
3745593.90000000
0.026392081054
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
0.03800000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
20775000.00000000
PA
USD
21451697.01000000
0.151152244837
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.03375000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
4776000.00000000
PA
USD
4877967.60000000
0.034370975528
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
0.03787000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XZ1
4000000.00000000
PA
USD
3994449.36000000
0.028145558245
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
0.03096000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HM8
23495000.00000000
PA
USD
26431691.27000000
0.186242117276
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04250000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
553896AA9
5226362.55000000
PA
USD
5235113.05000000
0.036887482100
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
0.02420000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAA5
5224000.00000000
PA
USD
5586948.95000000
0.039366576695
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.04300000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc
AQ4025203
750000.00000000
PA
860102.70000000
0.006060427472
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.03250000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PV47
4365000.00000000
PA
USD
4408606.35000000
0.031063777662
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
0.02604000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766TAD2
1875000.00000000
PA
USD
2075043.75000000
0.014621105304
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05875000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
AQ3876663
1080000.00000000
PA
1355404.06000000
0.009550403692
Long
DBT
NUSS
BE
N
2
2033-04-22
Fixed
0.01250000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
Sofi Professional Loan Program LLC
83401AAA6
4553925.26000000
PA
USD
4578556.99000000
0.032261278295
Long
ABS-O
CORP
US
Y
2
2048-02-25
Fixed
0.03120000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
C9413PAZ6
1287520.90000000
PA
USD
1293958.50000000
0.009117448000
Long
LON
CORP
US
N
2
2025-06-02
Variable
0.04739750
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
8475000.00000000
PA
USD
8965040.18000000
0.063169172473
Long
DBT
CORP
AU
N
2
2031-11-23
Variable
0.04322000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802DAG1
5000000.00000000
PA
USD
5001684.20000000
0.035242703383
Long
DBT
NUSS
FR
Y
2
2020-04-17
Fixed
0.02000000
N
N
N
N
N
N
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
ZAR200131
ZAR200131
1.00000000
NC
USD
-23732.25000000
-0.00016722140
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
7108652.73000000
ZAR
481727.01000000
USD
2020-01-31
-23732.25
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BF0
3375000.00000000
PA
USD
3462919.76000000
0.024400311787
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
0.03600000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
5775000.00000000
PA
USD
5900112.95000000
0.041573182614
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.02950000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
Virgin Media Finance plc
EK6967278
500000.00000000
PA
575336.53000000
0.004053917412
Long
DBT
CORP
GB
Y
2
2025-01-15
Fixed
0.04500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAE7
1000000.00000000
PA
USD
1040577.60000000
0.007332083801
Long
ABS-MBS
USGSE
US
N
2
2050-02-10
Fixed
0.03453000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
2357410.00000000
PA
USD
2635584.38000000
0.018570768331
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
0.04375000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410LS37
12363897.46000000
PA
USD
13073808.84000000
0.092120243625
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
0.03500000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL
059895AT9
300000.00000000
PA
USD
303283.23000000
0.002136984361
Long
DBT
CORP
TH
Y
2
2034-09-25
Variable
0.03733000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
2890000.00000000
PA
USD
3260911.91000000
0.022976930691
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
0.04800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
5071451.48000000
PA
USD
5594177.70000000
0.039417511676
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
0.05000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
470597.00000000
NS
USD
5576574.45000000
0.039293476233
Long
EP
USGSE
US
N
1
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DG3
1325000.00000000
PA
USD
1405554.01000000
0.009903768627
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
0.04450000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAB0
3550000.00000000
PA
USD
3669513.77000000
0.025856007734
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.03700000
N
N
N
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BQ3
1500000.00000000
PA
USD
1566090.00000000
0.011034932061
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
0.03387000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBE7
3225000.00000000
PA
USD
3257340.01000000
0.022951762486
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.03150000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
SoFi Professional Loan Program LLC
83406EAC9
21000000.00000000
PA
USD
21184898.70000000
0.149272339324
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
0.02950000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
4200000.00000000
PA
USD
4260998.28000000
0.030023706514
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
0.03099900
N
N
N
N
N
N
STATE BANK INDIA/LONDON
5493001JZ37UBBZF6L49
State Bank of India
85628UAJ5
400000.00000000
PA
USD
420551.40000000
0.002963275499
Long
DBT
CORP
IN
Y
2
2024-01-24
Fixed
0.04375000
N
N
N
N
N
N
HONDURAS GOVERNMENT
N/A
Honduras Government International Bond
438180AH4
2300000.00000000
PA
USD
2509875.00000000
0.017684999015
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
0.06250000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
2000000.00000000
PA
USD
2062753.64000000
0.014534507134
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
0.03950000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5 Year Index
N/A
1.00000000
NC
USD
1969871.87000000
0.013880046648
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5Y
2I65BRRZ5
Y
Credit Event as Specified in Contract
2024-06-20
1045954
USD
0
USD
19600000
USD
973344.71
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12632QBC6
1843000.00000000
PA
USD
1938976.99000000
0.013662356157
Long
ABS-MBS
USGSE
US
N
2
2047-07-15
Variable
0.04725400
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEE0
300000.00000000
PA
406681.70000000
0.002865547273
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
0.02875000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AM1590174
2220000.00000000
PA
2534636.11000000
0.017859469938
Long
DBT
NUSS
ES
N
2
2022-04-30
Fixed
0.00400000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
3000000.00000000
PA
USD
2795026.50000000
0.019694224175
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
0.03040800
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SD1
85945000.00000000
PA
USD
96678526.66000000
0.681213067919
Long
DBT
UST
US
N
2
2048-08-15
Fixed
0.03000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BN7
2900000.00000000
PA
USD
3134941.53000000
0.022089322326
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
0.03875000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AT5
6000000.00000000
PA
USD
6067786.68000000
0.042754639758
Long
DBT
NUSS
JP
N
2
2026-04-20
Fixed
0.02375000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
269158.95000000
PA
USD
264901.02000000
0.001866536890
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
0.02692000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc
452308AV1
1000000.00000000
PA
1167318.72000000
0.008225122930
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
0.01250000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
Nova Chemicals Corp
66977WAQ2
2000000.00000000
PA
USD
2065000.00000000
0.014550335362
Long
DBT
CORP
CA
Y
2
2024-06-01
Fixed
0.04875000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GWL4
32750000.00000000
PA
USD
34765406.18000000
0.244962866310
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
0.03691000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
14910962.82000000
PA
USD
16214849.28000000
0.114252539891
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
0.04500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DK8
5925000.00000000
PA
USD
5967543.04000000
0.042048306306
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
0.04500000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0YQ3
116916769.11000000
PA
USD
120429287.91000000
0.848564903900
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
0.03000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABL8
3248975.89000000
PA
USD
3256273.09000000
0.022944244789
Long
ABS-MBS
USGSE
US
Y
2
2048-05-10
Variable
0.03684500
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
2988000.00000000
PA
USD
3186223.92000000
0.022450666622
Long
DBT
CORP
MX
Y
2
2030-01-23
Fixed
0.06840000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
5925000.00000000
PA
USD
6256667.10000000
0.044085522787
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.03250000
N
N
N
N
N
N
AXA EQUITABLE HOLDINGS I
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc
054561AM7
500000.00000000
PA
USD
536596.35000000
0.003780947625
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
0.05000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCN0
18025000.00000000
PA
USD
18879879.07000000
0.133030785506
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03400000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AF0
30000000.00000000
PA
USD
30768555.90000000
0.216800390781
Long
DBT
CORP
CA
Y
2
2021-10-22
Fixed
0.03350000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAB7
1000000.00000000
PA
USD
1004750.00000000
0.007079636540
Long
LON
CORP
US
N
2
2024-05-06
Variable
0.06140000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II
36192HAA2
5943000.00000000
PA
USD
6073782.25000000
0.042796885547
Long
ABS-MBS
USGSE
US
Y
2
2034-04-10
Fixed
0.03551000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAE9
1650000.00000000
PA
USD
1708136.81000000
0.012035817641
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.03100000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
1481694.95000000
PA
USD
1503225.46000000
0.010591977999
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
0.04000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384RG6
66218000.00000000
PA
USD
66218000.00000000
0.466583102679
Long
STIV
USGSE
US
N
2
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
2500000.00000000
PA
USD
2821875.00000000
0.019883403196
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
0.04750000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAF8
4875000.00000000
PA
USD
4959130.36000000
0.034942861910
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
0.03200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRL6
4850000.00000000
PA
USD
4946345.59000000
0.034852778282
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
0.02700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SK5
40200000.00000000
PA
USD
40019346.43000000
0.281983008011
Long
DBT
UST
US
N
2
2049-11-15
Fixed
0.02375000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
2500000.00000000
PA
USD
2934500.00000000
0.020676977782
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
0.06250000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
5300000.00000000
PA
USD
5608153.61000000
0.039515988275
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
0.03550000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
N/A
430000.00000000
PA
498763.99000000
0.003514374489
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
0.01401000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBD6
1700000.00000000
PA
USD
1749383.81000000
0.012326450902
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
0.03758000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TJU8
2560000.00000000
PA
USD
2561945.60000000
0.018051897172
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
0.01941000
N
N
N
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QAY3
2975000.00000000
PA
USD
3149959.75000000
0.022195143215
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
0.03682000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
241910.94000000
PA
USD
245369.54000000
0.001728914815
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
0.03500000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AGEJ7
13131318.57000000
PA
USD
2389184.32000000
0.016834592299
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
0.04158000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828P87
12589300.00000000
PA
USD
12514073.77000000
0.088176256709
Long
DBT
UST
US
N
2
2021-02-28
Fixed
0.01125000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46636DAS5
15000000.00000000
PA
USD
15415792.50000000
0.108622252180
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Fixed
0.04800900
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FB2M7
7479887.27000000
PA
USD
7612974.66000000
0.053642292692
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Fixed
0.03000000
N
N
N
N
N
N
MSN 41079 AND 41084 LTD
N/A
MSN 41079 and 41084 Ltd
553737AB3
2817975.22000000
PA
USD
2795451.54000000
0.019697219078
Long
DBT
CORP
KY
N
2
2024-12-14
Fixed
0.01631000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAU8
4780000.00000000
PA
USD
5065224.51000000
0.035690419034
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
0.04789100
N
N
N
N
N
N
VEON HOLDINGS BV
5493000XDKGUH5NQGE22
VEON Holdings BV
92334VAA3
2400000.00000000
PA
USD
2500944.00000000
0.017622069696
Long
DBT
CORP
NL
Y
2
2025-04-09
Fixed
0.04000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592GBJ1
1500000.00000000
PA
USD
1579846.50000000
0.011131862661
Long
ABS-MBS
USGSE
US
N
2
2047-08-10
Variable
0.04747200
N
N
N
N
N
N
Nigeria OMO Bill
549300GSBZD84TNEQ285
Nigeria OMO Bill
ZQ9300570
216980000.00000000
PA
584103.80000000
0.004115693063
Long
STIV
NUSS
NG
N
2
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
5800000.00000000
PA
USD
6314129.46000000
0.044490412186
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
0.04625000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAE2
8970000.00000000
PA
USD
9058744.70000000
0.063829430192
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
0.03520000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZF0
112970296.00000000
PA
USD
115700191.57000000
0.815242900167
Long
ABS-MBS
MUN
US
N
2
2047-01-01
Fixed
0.03000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
2968000.00000000
PA
USD
3058862.41000000
0.021553256122
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.03625000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
18200000.00000000
PA
USD
18569223.04000000
0.130841851163
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
0.03200000
N
N
N
N
N
N
OREGON ST
549300R5SUGZRD8KP359
State of Oregon
68609TML9
3510000.00000000
PA
USD
3467388.60000000
0.024431799981
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
0.01783000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BK8
5075000.00000000
PA
USD
5636146.35000000
0.039713229803
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
0.04150000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZF6
3060000.00000000
PA
USD
3065293.80000000
0.021598572772
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
0.02000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc
26442EAD2
1450000.00000000
PA
USD
1532086.15000000
0.010795335247
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.03800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
AN5751838
600000.00000000
PA
722455.83000000
0.005090544605
Long
DBT
CORP
US
N
2
2028-05-18
Fixed
0.01638000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
7979425.99000000
PA
USD
8053566.83000000
0.056746778809
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
0.04000000
N
N
N
N
N
N
KUWAIT INTL BOND
549300FSC1YD0D9XX589
Kuwait Government International Bond
501499AC1
5750000.00000000
PA
USD
5835358.52000000
0.041116912070
Long
DBT
NUSS
KW
Y
2
2022-03-20
Fixed
0.02750000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AU6526555
7750000000.00000000
PA
595180.85000000
0.004193743810
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
0.08125000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36248EAE5
5910000.00000000
PA
USD
6046297.60000000
0.042603224107
Long
ABS-MBS
USGSE
US
Y
2
2043-12-10
Variable
0.05179700
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc
15135UAM1
10150000.00000000
PA
USD
10741951.55000000
0.075689587167
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.04250000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAG2
1950000.00000000
PA
USD
2072011.50000000
0.014599739564
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
0.04125000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128284T4
22305000.00000000
PA
USD
22625144.56000000
0.159420552529
Long
DBT
UST
US
N
2
2021-06-15
Fixed
0.02625000
N
N
N
N
N
N
OVERSEAS PRIVATE INV COR
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903534C8
11839285.90000000
PA
USD
12692766.88000000
0.089435358247
Long
DBT
USGSE
US
N
2
2032-09-20
Fixed
0.03520000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABC0
2950000.00000000
PA
USD
2981341.42000000
0.021007030262
Long
DBT
CORP
US
Y
2
2022-11-01
Fixed
0.02850000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCV5
33749097.30000000
PA
USD
34554310.26000000
0.243475449153
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
0.03000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148LAC0
13575000.00000000
PA
USD
14232465.21000000
0.100284330188
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
0.03500000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AP1
1000000.00000000
PA
USD
1033882.44000000
0.007284908584
Long
DBT
NUSS
JP
Y
2
2024-03-12
Fixed
0.03000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
6225000.00000000
PA
USD
6595078.68000000
0.046470027378
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
0.04250000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FRW0
838844.09000000
PA
USD
941162.43000000
0.006631587887
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
0.04500000
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAA2
6375000.00000000
PA
USD
6383516.17000000
0.044979322549
Long
DBT
CORP
US
Y
2
2020-04-15
Fixed
0.02878000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZP6
6100000.00000000
PA
USD
6325720.56000000
0.044572085015
Long
DBT
CORP
US
N
2
2023-04-19
Fixed
0.03800000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5 Year Index
N/A
1.00000000
NC
USD
-2462339.83000000
-0.01735005825
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS32V3-5Y
2I65BRRZ5
Y
Credit Event as Specified in Contract
2024-06-20
0
USD
1702750
USD
24500000
USD
-963537.98
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBB2
2525000.00000000
PA
USD
2750118.32000000
0.019377793628
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
N/A
Federal Home Loan Bank (FHLB)
313384SK6
10000000.00000000
PA
USD
9988675.00000000
0.070381874613
Long
STIV
USGSE
US
N
2
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
11000000.00000000
PA
USD
9157500.00000000
0.064525276552
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
0.03150000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
9104526.44000000
PA
USD
9108513.31000000
0.064180108142
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
0.02590000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366HX1
1000000.00000000
PA
USD
997750.00000000
0.007030313369
Long
DBT
MUN
US
N
2
2023-05-15
Fixed
0.02037000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc
410346AR1
540000.00000000
PA
USD
541350.00000000
0.003814442638
Long
LON
CORP
US
N
2
2024-12-16
Variable
0.03554750
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXII LLC (Step Bond)
92872FAA6
4262828.53000000
PA
USD
4266828.77000000
0.030064789122
Long
ABS-O
CORP
US
Y
2
2047-09-25
Variable
0.03125000
N
N
N
N
N
N
2019-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer