0001752724-20-174274.txt : 20200826
0001752724-20-174274.hdr.sgml : 20200826
20200826160916
ACCESSION NUMBER: 0001752724-20-174274
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200826
PERIOD START: 20201231
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: 201137306
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
C000154485
C000154487
C000154486
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
2020-12-31
2020-06-30
N
15472590949.00
640303536.00
14832287413.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
620536560.00000000
0.00000000
0.00000000
98211490.00000000
USD
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAL4
975000.00000000
PA
USD
980873.07000000
0.006613093737
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AP0
1675000.00000000
PA
USD
1618006.70000000
0.010908679524
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc
452308AV1
1000000.00000000
PA
1157686.49000000
0.007805178377
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
1.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBK5
6962000.00000000
PA
USD
7305821.85000000
0.049256204701
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.51069000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683BX2
5000000.00000000
PA
USD
5150135.00000000
0.034722459568
Long
ABS-O
CORP
US
N
2
2024-07-15
Fixed
2.39000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335B5H5
14779553.58000000
PA
USD
16147775.78000000
0.108869086273
Long
ABS-MBS
MUN
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
DARTMOUTH-HITCH HEALTH
N/A
Dartmouth-Hitchcock Health
23745QAA2
4105000.00000000
PA
USD
4452378.89000000
0.030018154085
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
4.17800000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
5400000.00000000
PA
USD
5618592.00000000
0.037880819347
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
5250000.00000000
PA
USD
5394375.00000000
0.036369137475
Long
DBT
CORP
CL
Y
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
ILLUMINATE BUYER LLC
N/A
Illuminate Buyer LLC
45232UAB4
1000000.00000000
PA
USD
983500.00000000
0.006630804626
Long
LON
CORP
US
N
2
2027-06-18
Variable
5.00000000
N
N
N
N
N
N
VIRGINIA ST PORT AUTH PORT FAC
N/A
Virginia Port Authority
928077KC9
2160000.00000000
PA
USD
2339668.80000000
0.015774160349
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.22800000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V68
2320000.00000000
PA
USD
2320000.00000000
0.015641552347
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
2.25800000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAC4
20500000.00000000
PA
USD
21024076.35000000
0.141745340853
Long
ABS-O
CORP
US
Y
2
2022-10-20
Fixed
2.16000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KF7
400000.00000000
PA
432741.64000000
0.002917565092
Long
DBT
CORP
US
N
2
2032-02-11
Fixed
0.65000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAA2
2000000.00000000
PA
USD
2063991.90000000
0.013915533339
Long
DBT
CORP
IN
Y
2
2025-06-10
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAR6
7175000.00000000
PA
USD
8330614.76000000
0.056165408126
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V84
2750000.00000000
PA
USD
2866077.50000000
0.019323233296
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
2.50800000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBH8
5000000.00000000
PA
USD
5340115.00000000
0.036003313927
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.02800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYF7
359548.44000000
PA
USD
408999.24000000
0.002757492682
Long
ABS-MBS
USGSE
US
N
2
2044-10-20
Fixed
4.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
7400000.00000000
PA
USD
7871849.16000000
0.053072388235
Long
ABS-MBS
USGSE
US
Y
2
2032-11-10
Variable
3.85409900
N
Y
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd
23330JAB7
1450000.00000000
PA
USD
1580500.00000000
0.010655807536
Long
DBT
CORP
AE
Y
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
4000000.00000000
PA
USD
6230241.92000000
0.042004592727
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
AX1032579
2825000.00000000
PA
802703.06000000
0.005411862901
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust
04541GKW1
1202763.09000000
PA
USD
1179230.91000000
0.007950431900
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
3.38550000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TU95
57106.10000000
PA
USD
65567.83000000
0.000442061485
Long
ABS-MBS
USGSE
US
N
2
2044-01-20
Fixed
4.50000000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
EUR200930
EUR200930
1.00000000
NC
USD
-171594.47000000
-0.00115689822
N/A
DFE
CORP
US
N
1
Toronto Dominion bank
PT3QB789TSUIDF371261
82080399.61000000
EUR
92233662.96000000
USD
2020-09-30
-171594.47000000
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co
824348BL9
8200000.00000000
PA
USD
8360646.69000000
0.056367884852
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AQ1
8475000.00000000
PA
USD
8580912.24000000
0.057852925857
Long
DBT
CORP
CH
Y
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc
88145LAB0
995000.00000000
PA
USD
946911.65000000
0.006384124199
Long
LON
CORP
US
N
2
2026-12-17
Variable
4.42825000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
8000000.00000000
PA
USD
8099840.00000000
0.054609513519
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAJ0
1750000.00000000
PA
USD
1788166.98000000
0.012055908372
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Variable
4.04700000
N
N
N
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
08861JAB5
2000000.00000000
PA
USD
2125058.78000000
0.014327249201
Long
DBT
CORP
NL
Y
2
2024-05-20
Fixed
5.35000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAS1
6000000.00000000
PA
USD
6008504.10000000
0.040509625607
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
ASHLAND SERVICES BV
549300S52OPXPKGJS029
Ashland Services BV
ZP3343545
200000.00000000
PA
208406.48000000
0.001405086580
Long
DBT
CORP
NL
Y
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
12525000.00000000
PA
USD
12520703.17000000
0.084415187093
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AR7
2500000.00000000
PA
USD
2518536.88000000
0.016980097606
Long
DBT
NUSS
JP
Y
2
2025-05-21
Fixed
1.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BN7
2900000.00000000
PA
USD
3298995.66000000
0.022241988495
Long
DBT
CORP
US
Y
2
2025-08-15
Fixed
3.87500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
5700000.00000000
PA
USD
5899500.00000000
0.039774714686
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AA4
500000.00000000
PA
591106.22000000
0.003985266759
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
4925000.00000000
PA
USD
5155406.62000000
0.034758001085
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.23600000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
3475000.00000000
PA
USD
3715277.45000000
0.025048580482
Long
DBT
CORP
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
9275000.00000000
PA
USD
10548481.06000000
0.071118370122
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings, Inc
683720AA4
550000.00000000
PA
USD
540375.00000000
0.003643234417
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GG0
12500000.00000000
PA
USD
11970750.00000000
0.080707376190
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
3.15000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12631DBD4
750000.00000000
PA
USD
795263.70000000
0.005361706376
Long
ABS-MBS
USGSE
US
N
2
2047-05-10
Fixed
4.17400000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
BK2909228
400000.00000000
PA
450177.29000000
0.003035117089
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.37500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAF2
3800000.00000000
PA
USD
4123631.18000000
0.027801721104
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAD5
10000000.00000000
PA
USD
10657316.00000000
0.071852140558
Long
ABS-MBS
USGSE
US
N
2
2050-06-10
Fixed
3.12100000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PGN9
4355000.00000000
PA
USD
4906734.95000000
0.033081444644
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.26900000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust
36250PAH8
2000000.00000000
PA
USD
2135108.40000000
0.014395004226
Long
ABS-MBS
USGSE
US
N
2
2048-07-10
Variable
4.01800000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing LLC
42806DBZ1
8056654.15000000
PA
USD
7976549.25000000
0.053778281312
Long
ABS-O
CORP
US
Y
2
2024-07-25
Fixed
4.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8C94
3041270.59000000
PA
USD
3315218.79000000
0.022351365623
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
3500000.00000000
PA
USD
4037674.83000000
0.027222199230
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0QP7
1373448.26000000
PA
USD
1373448.12000000
0.009259853735
Long
ABS-CBDO
USGSE
US
N
2
2030-03-25
Variable
0.93450000
N
Y
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BW8
4000000.00000000
PA
USD
4352960.00000000
0.029347867114
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZS6405030
25000000.00000000
PA
1024894.56000000
0.006909888754
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17.00000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust
90270RBE3
4000000.00000000
PA
USD
4115681.60000000
0.027748124651
Long
ABS-MBS
USGSE
US
N
2
2045-12-10
Fixed
2.85020000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance S.A.
13323AAB6
100000.00000000
PA
USD
99750.00000000
0.000672519330
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
10689292.46000000
PA
USD
11858373.75000000
0.079949730070
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89232HAC9
28800000.00000000
PA
USD
29495102.40000000
0.198857408697
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
1.66000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GR85
286648.23000000
PA
USD
329325.19000000
0.002220326378
Long
ABS-MBS
USGSE
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KK5
15618761.38000000
PA
USD
1719839.60000000
0.011595241867
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
3.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
5825000.00000000
PA
USD
6015315.33000000
0.040555547249
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
4764000.00000000
PA
USD
4916400.36000000
0.033146609306
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
3.78700000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
1500000.00000000
PA
USD
1636875.00000000
0.011035890516
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
3000000.00000000
PA
USD
3210000.00000000
0.021641975445
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918KAS7
1250000.00000000
PA
USD
1243125.00000000
0.008381208949
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AEK0
27606404.48000000
PA
USD
30459649.51000000
0.205360432021
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
3700000.00000000
PA
USD
3817800.90000000
0.025739798546
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AS1597283
1250000.00000000
PA
1406562.93000000
0.009483115387
Long
DBT
NUSS
IT
N
2
2021-04-15
Fixed
0.05000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
6150000.00000000
PA
USD
7281316.24000000
0.049090986691
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
2500000.00000000
PA
USD
2760445.20000000
0.018611055214
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80284NAD0
6750000.00000000
PA
USD
6882584.18000000
0.046402715834
Long
ABS-O
CORP
US
Y
2
2023-02-21
Fixed
1.86000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
AT6348532
250000.00000000
PA
290076.30000000
0.001955708461
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
1.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AA7
1910801.08000000
PA
USD
1899478.82000000
0.012806378187
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
1.10475000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
124857AT0
2500000.00000000
PA
USD
2656223.75000000
0.017908389151
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.37500000
N
N
N
N
N
N
ONTARIO TEACHERS' FINANC
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
68329AAC2
15000000.00000000
PA
USD
15532942.80000000
0.104723852548
Long
DBT
NUSS
CA
Y
2
2024-09-12
Fixed
1.62500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK8694128
900000.00000000
PA
682848.36000000
0.004603796710
Long
DBT
NUSS
N/A
N
2
2025-10-30
Fixed
2.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCA7
5750000.00000000
PA
USD
6419833.95000000
0.043282831374
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.15000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAB3
1833652.02000000
PA
USD
1821395.71000000
0.012279938078
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
3.08000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AL8
1750000.00000000
PA
USD
1664574.19000000
0.011222639796
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
EK9396947
103000000.00000000
PA
976015.34000000
0.006580342686
Long
DBT
NUSS
JP
N
2
2025-06-13
Fixed
0.48400000
N
N
N
N
N
N
Synchrony Credit Card Master N
549300G1V1M796QIYC04
Synchrony Credit Card Master Note Trust
87165LBU4
9000000.00000000
PA
USD
9336009.60000000
0.062943828824
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.62000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAA5
5224000.00000000
PA
USD
5735122.22000000
0.038666471733
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.30000000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
444772.66000000
PA
USD
420754.94000000
0.002836750180
Long
LON
CORP
CA
N
2
2026-11-19
Variable
1.92825000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AA6
5900000.00000000
PA
USD
6372605.22000000
0.042964412990
Long
DBT
CORP
CH
Y
2
2030-08-13
Fixed
3.12600000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
875000.00000000
PA
USD
866250.00000000
0.005840299448
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
156830AA9
350000.00000000
PA
USD
356566.00000000
0.002403985238
Long
DBT
CORP
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAJ5
5000000.00000000
PA
USD
4732883.50000000
0.031909329749
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
2.93475000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
ZQ5585729
425000.00000000
PA
457856.82000000
0.003086892852
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.87500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087K60
1550000.00000000
PA
1164269.67000000
0.007849562495
Long
DBT
NUSS
CA
N
2
2022-02-01
Fixed
1.50000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
QZ4138504
440000000.00000000
PA
4123844.96000000
0.027803162419
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.10000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058HS5
1300000.00000000
PA
1008840.60000000
0.006801652178
Long
DBT
NUSS
N/A
N
2
2025-01-16
Fixed
1.90000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AZ6770640
2725000.00000000
PA
3252147.57000000
0.021926136403
Long
DBT
NUSS
GR
Y
2
2026-07-23
Fixed
1.87500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDW5
2000000.00000000
PA
USD
1842000.00000000
0.012418853199
Long
DBT
NUSS
DO
Y
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AS6
400000.00000000
PA
457144.91000000
0.003082093120
Long
DBT
CORP
LU
N
2
2023-03-01
Fixed
1.10000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46590MAS9
7000000.00000000
PA
USD
7262487.40000000
0.048964041740
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
2.71300000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAD2
640313.40000000
PA
USD
651239.20000000
0.004390686223
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
5575000.00000000
PA
USD
6208535.75000000
0.041858248678
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVA1
60495.53000000
PA
USD
69547.23000000
0.000468890792
Long
ABS-MBS
USGSE
US
N
2
2039-02-20
Fixed
4.50000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
80874YAW0
1000000.00000000
PA
USD
923260.00000000
0.006224663629
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AX3066666
400000.00000000
PA
291367.51000000
0.001964413862
Long
DBT
NUSS
N/A
N
2
2024-02-27
Fixed
2.20000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBF5
6850000.00000000
PA
USD
7819545.78000000
0.052719756314
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
1610000.00000000
PA
USD
1646241.10000000
0.011099037216
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MQ1
13700000.00000000
PA
USD
14688520.90000000
0.099030719207
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833DN7
36100000.00000000
PA
USD
38571095.90000000
0.260048196384
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAF6
1650000.00000000
PA
USD
1980477.94000000
0.013352478177
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276EAC1
12548000.00000000
PA
USD
13436562.78000000
0.090589956935
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.25600000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
37158826.38000000
PA
USD
39564215.31000000
0.266743855538
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
11100000.00000000
PA
USD
11737942.42000000
0.079137776211
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq Government International Bond
462652AA6
2050000.00000000
PA
USD
1848321.00000000
0.012461469687
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BW8
11589000.00000000
PA
USD
12965753.96000000
0.087415741071
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAL5
1500000.00000000
PA
USD
1547460.00000000
0.010433050256
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
2.51200000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92938JAE2
4090000.00000000
PA
USD
4424403.31000000
0.029829541370
Long
ABS-MBS
USGSE
US
N
2
2046-03-15
Variable
4.07900000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814HZ9
1800000.00000000
PA
2110584.86000000
0.014229665332
Long
DBT
NUSS
CA
N
2
2045-02-15
Fixed
5.00000000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBJ3
4500000.00000000
PA
USD
4576770.00000000
0.030856804972
Long
DBT
NUSS
SE
Y
2
2021-05-29
Fixed
2.25000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
4075000.00000000
PA
USD
4376474.16000000
0.029506400719
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
526856.02000000
PA
USD
584859.52000000
0.003943151205
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAR9
4750000.00000000
PA
USD
5260213.18000000
0.035464611988
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.45690000
N
N
N
N
N
N
Social Professional Loan Progr
549300MIP15HTYPHSM46
SoFi Professional Loan Program LLC
78469PAB0
1359300.86000000
PA
USD
1366953.86000000
0.009216069119
Long
ABS-O
CORP
US
Y
2
2036-12-26
Fixed
2.76000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDX3
48650000.00000000
PA
762286.22000000
0.005139370609
Long
DBT
NUSS
DO
Y
2
2023-02-15
Fixed
8.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZU7
80270000.00000000
PA
USD
80439319.93000000
0.542325790285
Long
DBT
UST
US
N
2
2023-06-15
Fixed
0.25000000
N
N
N
N
N
N
TRUSTEES SMITH COLLEGE
549300C7SRCL4TVMZB13
Smith College
898377AA4
15000000.00000000
PA
USD
19990175.55000000
0.134774731593
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.62000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCB9
150000.00000000
PA
164055.72000000
0.001106071608
Long
DBT
CORP
US
N
2
2024-06-12
Fixed
0.80000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CF4
4375000.00000000
PA
USD
5235702.85000000
0.035299362156
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC, Inc
747262AY9
750000.00000000
PA
USD
725250.00000000
0.004889670620
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.75000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group, Inc
N/A
1625000.00000000
PA
USD
1602916.25000000
0.010806938979
Long
LON
CORP
US
N
2
2026-05-04
Variable
4.75000000
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
3992047.40000000
0.026914576887
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.04900000
N
N
N
N
N
N
REGENCY CENTERS CORP
529900053A7X7FJ97S58
Regency Centers Corp
294752AH3
2750000.00000000
PA
USD
2864323.55000000
0.019311408080
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.75000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
WR Berkley Corp
084423AR3
2400000.00000000
PA
USD
2420436.65000000
0.016318701105
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
5.37500000
N
N
N
N
N
N
New Residential Mortgage Loan
549300RCJSGOC0A85G53
New Residential Mortgage Loan Trust
64829CAD0
516707.54000000
PA
USD
551538.02000000
0.003718496039
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
3.75000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515HBA2
5000000.00000000
PA
USD
5289797.50000000
0.035664070906
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
3.22000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AW3
12150000.00000000
PA
USD
12779392.23000000
0.086159281263
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
8247675.00000000
PA
USD
8678780.97000000
0.058512761574
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
05604LAG7
2500000.00000000
PA
USD
2419511.25000000
0.016312462013
Long
ABS-MBS
USGSE
US
Y
2
2035-01-10
Fixed
3.34240000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
17450000.00000000
PA
USD
18457765.25000000
0.124443147142
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BE2
3000000.00000000
PA
USD
3082530.00000000
0.020782566533
Long
DBT
CORP
CL
Y
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
658813.79000000
PA
USD
670918.77000000
0.004523366836
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBS2
1371999.98000000
PA
USD
1237091.22000000
0.008340528912
Long
LON
CORP
US
N
2
2024-08-22
Variable
2.42825000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
2050000.00000000
PA
USD
2328221.04000000
0.015696978997
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
5161700.29000000
PA
USD
5470072.40000000
0.036879493012
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AL5168359
369000000.00000000
PA
3459367.57000000
0.023323223678
Long
DBT
NUSS
JP
N
2
2026-12-20
Fixed
0.10000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
2500000.00000000
PA
USD
3355128.00000000
0.022620435449
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BZ6
2355000.00000000
PA
USD
3037654.40000000
0.020480013064
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
4.10000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
ZP6061227
600000.00000000
PA
625447.22000000
0.004216795444
Long
DBT
NUSS
RO
Y
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
3499000.00000000
PA
USD
3538775.93000000
0.023858598687
Long
ABS-O
CORP
US
Y
2
2039-01-19
Variable
3.14800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VDY7
3000000.00000000
PA
USD
3536395.02000000
0.023842546476
Long
DBT
CORP
US
N
2
2027-03-16
Fixed
4.12500000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CU2
2750000.00000000
PA
USD
2824306.84000000
0.019041613483
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
3850000.00000000
PA
USD
4426090.90000000
0.029840919183
Long
DBT
CORP
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00180AAA7
2124000.00000000
PA
USD
2146889.29000000
0.014474431557
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
1.81900000
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
3554600.00000000
0.023965285333
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
2.08300000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc
37940XAA0
4725000.00000000
PA
USD
5014803.72000000
0.033810049524
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MP3
11000000.00000000
PA
USD
13009566.35000000
0.087711126326
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
4000000.00000000
PA
USD
4052815.00000000
0.027324274989
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours, Inc
26614NAA0
26950000.00000000
PA
USD
27455312.50000000
0.185105046413
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.16900000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
AZ2272021
1250000.00000000
PA
1310877.37000000
0.008837998708
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
6150000.00000000
PA
USD
6305015.18000000
0.042508717667
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Starfruit US Holdco LLC
N8232NAB3
432969.47000000
PA
USD
406238.63000000
0.002738880515
Long
LON
CORP
US
N
2
2025-10-01
Variable
3.18788000
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
2355075.00000000
0.015878029695
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
3.40500000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda S.A.
12686LAA7
1775000.00000000
PA
USD
1797844.25000000
0.012121152995
Long
DBT
CORP
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAL2
4767000.00000000
PA
USD
5196293.85000000
0.035033664770
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
N
SELECT MEDICAL CORP
N/A
Select Medical Corp
816194AV6
2920100.35000000
PA
USD
2768021.52000000
0.018662135130
Long
LON
CORP
US
N
2
2025-03-06
Variable
2.68000000
N
N
N
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BP5
3400000.00000000
PA
USD
3593868.00000000
0.024230032091
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
3.28700000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBB6
350000.00000000
PA
450778.15000000
0.003039168116
Long
DBT
CORP
US
N
2
2026-06-02
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CW2
79969.13000000
PA
USD
88773.73000000
0.000598516786
Long
ABS-MBS
MUN
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics, Inc
72749DAC0
164705.88000000
PA
USD
1143810.10000000
0.007711623083
Long
LON
CORP
US
N
2
2025-07-02
Variable
3.57200000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BQ3
650000.00000000
PA
USD
612820.00000000
0.004131662116
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30288LAN3
750000.00000000
PA
USD
801395.48000000
0.005403047134
Long
ABS-MBS
USGSE
US
Y
2
2049-03-25
Variable
4.15770300
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AD8
5475000.00000000
PA
USD
6252859.69000000
0.042157082828
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
7625000.00000000
PA
USD
8084827.91000000
0.054508301281
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.12500000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
5000000.00000000
PA
USD
5260392.10000000
0.035465818275
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.87500000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG.
902674XK1
5000000.00000000
PA
USD
5032011.70000000
0.033926066559
Long
DBT
CORP
CH
Y
2
2020-12-01
Fixed
2.45000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2A1
1975000.00000000
PA
USD
1953075.84000000
0.013167731892
Long
DBT
CORP
IN
Y
2
2030-02-13
Fixed
3.24900000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBB3
1700000.00000000
PA
USD
1964958.26000000
0.013247843743
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
3500000.00000000
PA
USD
3563084.00000000
0.024022484872
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
18555000.00000000
PA
USD
21692503.36000000
0.146251908124
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92935JAL9
2030000.00000000
PA
USD
2011726.14000000
0.013563155054
Long
ABS-MBS
USGSE
US
Y
2
2044-02-15
Variable
5.39200000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642EBC9
5000000.00000000
PA
USD
5273434.50000000
0.035553750767
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.99650000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc
98919VAA3
1325000.00000000
PA
USD
1257504.50000000
0.008478156234
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
HELIOS LEASING II LLC
N/A
Helios Leasing II LLC
42328EAA4
9214895.84000000
PA
USD
9594183.53000000
0.064684449962
Long
DBT
CORP
US
N
2
2025-03-18
Fixed
2.66800000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc
60855RAJ9
500000.00000000
PA
USD
501250.00000000
0.003379451773
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
AV5130316
450000.00000000
PA
578801.41000000
0.003902307134
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
1280000.00000000
PA
USD
1768217.46000000
0.011921407742
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
5.25000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BX5
1000000.00000000
PA
USD
1012075.95000000
0.006823465065
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
2.37500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
07332VBB0
5000000.00000000
PA
USD
5395795.00000000
0.036378711184
Long
ABS-MBS
USGSE
US
N
2
2050-02-15
Fixed
3.48800000
N
N
N
N
N
N
USI INC/NY
N/A
USI, Inc
90351NAE5
2487212.28000000
PA
USD
2355390.03000000
0.015880153643
Long
LON
CORP
US
N
2
2024-05-16
Variable
3.30788000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
9348853.68000000
PA
USD
10466890.48000000
0.070568282481
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
World Omni Automobile Lease Se
N/A
World Omni Auto Receivables Trust
98162HAC4
25800000.00000000
PA
USD
26320251.84000000
0.177452412477
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
1.70000000
N
N
N
N
N
N
Social Professional Loan Progr
549300E92LV3L3L4EW68
SoFi Professional Loan Program LLC
78470RAC1
6770154.89000000
PA
USD
6853476.54000000
0.046206470715
Long
ABS-O
CORP
US
Y
2
2036-01-25
Fixed
2.49000000
N
N
N
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
BCPE Rover Merger Sub, Inc
77313DAN1
994962.22000000
PA
USD
951293.33000000
0.006413665697
Long
LON
CORP
US
N
2
2025-11-28
Variable
4.42825000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCV0
3000000.00000000
PA
USD
3032933.88000000
0.020448187090
Long
DBT
NUSS
NO
Y
2
2030-06-14
Fixed
1.12500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
1725000.00000000
PA
USD
1761440.85000000
0.011875719509
Long
DBT
NUSS
EG
Y
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAD9
11050000.00000000
PA
USD
11865132.20000000
0.079995295867
Long
DBT
CORP
FR
Y
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
PRUDENTIAL FUNDING LLC
1DG4ZOS0QLU53YYD8O46
Prudential Funding LLC
744331AF6
3000000.00000000
PA
USD
3495875.55000000
0.023569362247
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
6.75000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475AP0
6000000.00000000
PA
USD
6622252.26000000
0.044647545423
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBF0
1584399.17000000
PA
USD
1665097.37000000
0.011226167101
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.88450000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785GL4
10000000.00000000
PA
USD
10172519.20000000
0.068583617056
Long
DBT
NUSS
N/A
N
2
2021-04-15
Fixed
2.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
5075000.00000000
PA
USD
5374201.70000000
0.036233128110
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
OI SA
254900YEMWCRRAGD4978
Oi S.A.
AT8014322
698000.00000000
PA
USD
581085.00000000
0.003917703209
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
Y
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAN7
5700000.00000000
PA
USD
6012731.41000000
0.040538126335
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.75000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
1250000.00000000
PA
USD
1321875.00000000
0.008912145262
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAD9
4175000.00000000
PA
USD
4553180.98000000
0.030697766657
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBE2
4000000.00000000
PA
USD
4353730.00000000
0.029353058491
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Fixed
3.20300000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DT0
2105000.00000000
PA
USD
3012645.67000000
0.020311402996
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.62500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
80875AAP6
1590585.37000000
PA
USD
1750568.53000000
0.011802417801
Long
LON
CORP
US
N
2
2024-08-14
Variable
3.05788000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBP9
4000000.00000000
PA
USD
4256482.80000000
0.028697413160
Long
DBT
CORP
NL
Y
2
2022-12-05
Fixed
3.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBK5
9131817.00000000
PA
USD
9994918.90000000
0.067386227233
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
3.91700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593FBB9
4898642.11000000
PA
USD
5138316.99000000
0.034642781972
Long
ABS-MBS
USGSE
US
N
2
2048-07-10
Fixed
3.42100000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust
95001RAX7
4710000.00000000
PA
USD
5548233.52000000
0.037406459068
Long
ABS-MBS
USGSE
US
N
2
2052-01-15
Fixed
4.30200000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160BY9
5650000.00000000
PA
USD
6186037.87000000
0.041706566881
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.45000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAL3
10000000.00000000
PA
USD
10016519.60000000
0.067531860198
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAX3
1325000.00000000
PA
USD
1488652.83000000
0.010036569468
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust
94989EAE7
1825000.00000000
PA
USD
1946379.29000000
0.013122583427
Long
ABS-MBS
USGSE
US
N
2
2050-04-15
Fixed
3.18400000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
3015764.66000000
PA
USD
3534936.45000000
0.023832712727
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
UK TSY 1 5/8% 2054
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
ZS5355715
775000.00000000
PA
1262802.20000000
0.008513873584
Long
DBT
NUSS
GB
N
2
2054-10-22
Fixed
1.62500000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital
649322AC8
5000000.00000000
PA
USD
5420382.45000000
0.036544480962
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
3.56300000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAL1
2754000.00000000
PA
USD
2884711.04000000
0.019448861525
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BZ1
7650000.00000000
PA
USD
8265208.26000000
0.055724434336
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
3.80300000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252TAP0
2250000.00000000
PA
USD
2263498.88000000
0.015260619060
Long
ABS-MBS
USGSE
US
N
2
2049-05-10
Fixed
2.63500000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA
529900QWWUI4XRVR7I03
Republic of Austria Government International Bond
AQ8502124
850000.00000000
PA
1034914.84000000
0.006977445967
Long
DBT
NUSS
AT
Y
2
2028-02-20
Fixed
0.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABK8
2000000.00000000
PA
USD
2077303.40000000
0.014005280117
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Variable
4.62156700
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56P9
878780.52000000
PA
USD
1006127.06000000
0.006783357360
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DG3
1325000.00000000
PA
USD
1604837.47000000
0.010819891937
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.45000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCP5
9000000.00000000
PA
USD
10676946.60000000
0.071984491014
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CD8
7350000.00000000
PA
USD
7811872.90000000
0.052668025385
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937UAF5
1770000.00000000
PA
USD
1809595.96000000
0.012200383592
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
3.34500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55400DAA9
14470964.88000000
PA
USD
14466800.14000000
0.097535867106
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP
150190AF3
1825000.00000000
PA
USD
1834125.00000000
0.012365759568
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
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
3669947.00000000
0.024742960393
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.73200000
N
N
N
N
N
N
PELABUHAN INDONESIA III
254900Y6SH3NRN1A8R64
Pelabuhan Indonesia III Persero PT
69370TAB9
225000.00000000
PA
USD
234843.75000000
0.001583327934
Long
DBT
CORP
ID
Y
2
2023-05-02
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
AP8870838
400000.00000000
PA
447076.44000000
0.003014211008
Long
DBT
CORP
GB
N
2
2023-11-14
Fixed
0.62500000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBJ1
3375000.00000000
PA
USD
3630474.54000000
0.024476835156
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
9725000.00000000
PA
USD
10500783.19000000
0.070796788773
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
6450000.00000000
PA
USD
7119348.75000000
0.047998994030
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
12596JAD5
2350000.00000000
PA
USD
2478141.27000000
0.016707748447
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
3.22000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
6900000.00000000
PA
USD
7251241.74000000
0.048888222956
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
2335000.00000000
PA
USD
2445912.50000000
0.016490460519
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AN9
4150000.00000000
PA
USD
4521183.18000000
0.030482035940
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AM9
6669000.00000000
PA
USD
6933991.38000000
0.046749305666
Long
DBT
CORP
LU
N
2
2022-02-03
Fixed
3.50000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXN6
3700000.00000000
PA
USD
4053054.00000000
0.027325886339
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAC8
9825000.00000000
PA
USD
10237416.17000000
0.069021155570
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.90000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46635TCG5
21182922.33000000
PA
USD
21412288.89000000
0.144362688598
Long
ABS-MBS
USGSE
US
Y
2
2046-02-15
Fixed
4.71710000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483AH2
350000.00000000
PA
USD
359021.15000000
0.002420537979
Long
DBT
CORP
KR
Y
2
2025-01-17
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
16849344.22000000
PA
USD
18417775.54000000
0.124173534581
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBJ0
1000000.00000000
PA
USD
990000.00000000
0.006674627941
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.87500000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
AR6982797
1075000.00000000
PA
1322907.06000000
0.008919103461
Long
DBT
NUSS
NL
Y
2
2028-07-15
Fixed
0.75000000
N
N
N
N
N
N
LYONDELLBASELL IND NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AD3
5672000.00000000
PA
USD
5988163.80000000
0.040372490319
Long
DBT
CORP
NL
N
2
2021-11-15
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384G94
34775000.00000000
PA
USD
34763640.05000000
0.234378144665
Long
STIV
USGSE
US
N
2
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBE1
1450084.26000000
PA
USD
1407364.78000000
0.009488521499
Long
LON
CORP
US
N
2
2024-01-19
Variable
2.17663000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320QAG4
2500000.00000000
PA
USD
2566636.50000000
0.017304387573
Long
ABS-MBS
USGSE
US
Y
2
2035-05-10
Variable
3.63483000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange S.A.
35177PAX5
3950000.00000000
PA
USD
5530384.49000000
0.037286120043
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.37500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
21575000.00000000
PA
USD
22287565.72000000
0.150263847371
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAW6
2816500.00000000
PA
USD
3028253.48000000
0.020416631606
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Fixed
3.39600000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685AF6
225000.00000000
PA
USD
221269.50000000
0.001491809684
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
BJ9478998
2350000.00000000
PA
2697827.41000000
0.018188883041
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
4000000.00000000
PA
USD
4138280.00000000
0.027900484158
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
4642492.48000000
PA
USD
4807666.93000000
0.032413523255
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AJ4
3465000.00000000
PA
USD
3148645.50000000
0.021228320435
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
5.05000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC4745393
350000000.00000000
PA
4079231.86000000
0.027502378739
Long
DBT
NUSS
JP
N
2
2031-11-20
Fixed
2.40000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
5750000.00000000
PA
USD
7014264.00000000
0.047290507557
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
Y
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
2100000.00000000
PA
USD
2317938.00000000
0.015627650243
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
BEMIS COMPANY INC
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AT2
2600000.00000000
PA
USD
2665089.41000000
0.017968161860
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
100592810.67000000
PA
USD
106615092.01000000
0.718804113225
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution, Inc
95081QAN4
400000.00000000
PA
USD
421880.00000000
0.002844335389
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
6135604.51000000
PA
USD
6272457.33000000
0.042289211066
Long
ABS-CBDO
USGSE
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410GCT8
824372.90000000
PA
USD
899290.28000000
0.006063058616
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
901876.39000000
PA
USD
1049717.83000000
0.007077248443
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MAU4
3675000.00000000
PA
USD
3841019.30000000
0.025896338124
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.77800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290YAN8
856852.85000000
PA
USD
857243.06000000
0.005779574222
Long
ABS-MBS
USGSE
US
N
2
2049-05-10
Fixed
1.50600000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VCV4
30220000.00000000
PA
USD
37413714.46000000
0.252245074668
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFL8
8000000.00000000
PA
USD
9170579.52000000
0.061828491214
Long
DBT
CORP
US
N
2
2026-10-22
Fixed
4.25000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government International Bond
LW0207677
400000.00000000
PA
308169.61000000
0.002077694433
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBJ2
4100000.00000000
PA
USD
4330417.34000000
0.029195883409
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International, Inc
438516BX3
500000.00000000
PA
554743.36000000
0.003740106596
Long
DBT
CORP
US
N
2
2024-03-10
Fixed
0.00000000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
986826.74000000
PA
USD
973831.61000000
0.006565619872
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
1.00950000
N
Y
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
6051000.00000000
PA
USD
7367092.50000000
0.049669294390
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX47
425000.00000000
PA
USD
425873.79000000
0.002871261715
Long
DBT
NUSS
EG
Y
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
6936477.04000000
PA
USD
7766020.60000000
0.052358886958
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AK0
3000000.00000000
PA
USD
3159018.72000000
0.021298257187
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAF1
22596477.94000000
PA
USD
19760290.05000000
0.133224832419
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
2.78450000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDE9
5775000.00000000
PA
USD
6444583.36000000
0.043449693095
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
Verizon Owner Trust
549300WANFF5OIMC3D47
Verizon Owner Trust
92348AAA3
20000000.00000000
PA
USD
20518198.00000000
0.138334684520
Long
ABS-O
CORP
US
N
2
2024-04-22
Fixed
1.94000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BG8
2500000.00000000
PA
USD
2660499.55000000
0.017937216802
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAK6
3600000.00000000
PA
USD
3547800.00000000
0.023919439404
Long
DBT
CORP
SG
Y
2
2029-09-11
Fixed
3.00000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
AR0149807
500000.00000000
PA
516809.80000000
0.003484356698
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.37500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV7093538
1200000.00000000
PA
1370912.69000000
0.009242759743
Long
DBT
CORP
JP
Y
2
2022-11-21
Fixed
1.12500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
26300000.00000000
PA
USD
28711781.80000000
0.193576223279
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
770952.43000000
PA
USD
757268.18000000
0.005105538740
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
3.98550000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
Gardner Denver, Inc
365556AW9
1000000.00000000
PA
USD
970000.00000000
0.006539786972
Long
LON
CORP
US
N
2
2027-03-01
Variable
2.93360000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
31617396.17000000
PA
USD
33364844.44000000
0.224947396925
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
SUNOCO LP/FINANCE CORP
N/A
Sunoco LP
86765LAJ6
525000.00000000
PA
USD
517125.00000000
0.003486481792
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
4.87500000
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
3608150.00000000
0.024326322026
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
2.50400000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
6775000.00000000
PA
USD
7234028.54000000
0.048772170728
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
2500000.00000000
PA
USD
2815000.00000000
0.018978866317
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
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
5018865.50000000
0.033837434242
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Republic Government International Bond
040114HK9
1010000.00000000
PA
USD
418645.00000000
0.002822524863
Long
DBT
NUSS
AR
N
3
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi S.A. (ADR)
670851500
147623.00000000
NS
USD
155004.15000000
0.001045045485
Long
EC
CORP
BR
N
1
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
JV5008638
1300000.00000000
PA
908564.35000000
0.006125584845
Long
DBT
NUSS
N/A
N
2
2021-01-13
Fixed
2.80000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc
75915TAD4
2325930.39000000
PA
USD
2174442.54000000
0.014660196903
Long
LON
CORP
US
N
2
2025-11-16
Variable
3.92363000
N
N
N
N
N
N
JAGUAR HOLDING CO II
N/A
Jaguar Holding Co II
47009YAK3
496083.56000000
PA
USD
489416.20000000
0.003299667720
Long
LON
CORP
US
N
2
2022-08-18
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCB8
8413560.18000000
PA
USD
8724580.05000000
0.058821541189
Long
ABS-CBDO
USGSE
US
N
2
2028-09-25
Variable
6.18450000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CV0
3375000.00000000
PA
USD
3432441.86000000
0.023141689237
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HE6
2040000.00000000
PA
USD
2218755.18000000
0.014958954867
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.60000000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
3000000.00000000
PA
USD
3177539.10000000
0.021423122486
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
3.42653300
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03066NAD6
6325000.00000000
PA
USD
6439239.62000000
0.043413665341
Long
ABS-O
CORP
US
N
2
2024-04-18
Fixed
2.06000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAJ2
5700000.00000000
PA
USD
6289849.85000000
0.042406472278
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GU94
25860000.00000000
PA
USD
28352904.00000000
0.191156651772
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
3.06300000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc
410346AR1
540000.00000000
PA
USD
528525.00000000
0.003563341144
Long
LON
CORP
US
N
2
2024-12-16
Variable
1.93363000
N
N
N
N
N
N
HNA 2015 LLC
N/A
HNA LLC
40426UAA3
10154454.16000000
PA
USD
10647084.30000000
0.071783157941
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
2.29100000
N
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Trust
76110W3U8
2790000.00000000
PA
USD
2749889.84000000
0.018539890466
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
3.07988000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc
009158BB1
1750000.00000000
PA
USD
1809663.52000000
0.012200839085
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
1.50000000
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
2578100.00000000
0.017381675045
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.70400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
4656484.32000000
PA
USD
4499707.94000000
0.030337248832
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
2.24122300
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
23000000.00000000
PA
USD
28097855.70000000
0.189437103783
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
91911UAH3
1828571.43000000
PA
USD
1764827.43000000
0.011898551995
Long
LON
CORP
US
N
2
2025-11-27
Variable
2.94000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748AV4
1600000.00000000
PA
USD
1748962.90000000
0.011791592566
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
QZ5113407
400000.00000000
PA
438313.13000000
0.002955128348
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
3.75000000
N
N
Y
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAK5
1000000.00000000
PA
USD
1048606.40000000
0.007069755128
Long
ABS-MBS
USGSE
US
N
2
2058-07-15
Variable
4.43754800
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
2400000.00000000
PA
USD
3074717.76000000
0.020729896032
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
MACY'S INC
529900NZQ81TIOW3CW52
Macy's, Inc
55616PAA2
300000.00000000
PA
USD
298500.00000000
0.002012501455
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
8.37500000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Mortgage Trust
91830MAJ5
1100000.00000000
PA
USD
1090749.33000000
0.007353884802
Long
ABS-MBS
USGSE
US
Y
2
2029-12-13
Variable
4.07873200
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBF7
5175000.00000000
PA
USD
5616871.52000000
0.037869219787
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AA5
1524369.79000000
PA
USD
1507573.37000000
0.010164132665
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.54000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
2500000.00000000
PA
USD
3011330.48000000
0.020302535921
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABD6
4000000.00000000
PA
USD
4135877.60000000
0.027884287061
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.18300000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCT9
3550433.95000000
PA
USD
3690567.45000000
0.024881984465
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
6.08450000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAD2
15000000.00000000
PA
USD
16038348.00000000
0.108131318881
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.26100000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DM6
7269149.00000000
PA
USD
7172033.90000000
0.048354199863
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.46629700
N
N
N
N
N
N
WASHINGTON DC CONVENTION & SPO
N/A
Washington Convention & Sports Authority
93878LBE6
390000.00000000
PA
USD
395744.70000000
0.002668129931
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
3.96900000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBG3
15450000.00000000
PA
USD
15986816.74000000
0.107783892631
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.45000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AM1
1575000.00000000
PA
USD
1654942.48000000
0.011157702341
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.15000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
8400000.00000000
PA
USD
9178245.47000000
0.061880175420
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investment Ltd
55377XAB2
4000000.00000000
PA
USD
4219874.36000000
0.028450597284
Long
DBT
CORP
MU
Y
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust
36258NAC6
10100000.00000000
PA
USD
10336671.28000000
0.069690338328
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
2563013.97000000
PA
USD
2628455.15000000
0.017721171905
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM Mortgage Trust
12626LBP6
1500000.00000000
PA
USD
1554063.75000000
0.010477573058
Long
ABS-MBS
USGSE
US
N
2
2050-08-10
Variable
5.27804200
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687FS0
10000000.00000000
PA
USD
13040375.50000000
0.087918843108
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond (Step Bond)
221625AK2
1909000.00000000
PA
USD
1873782.77000000
0.012633134174
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CR97
13254851.13000000
PA
USD
14129007.63000000
0.095258453646
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
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
6141360.00000000
0.041405346518
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
3.04600000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
9075000.00000000
PA
USD
9618678.53000000
0.064849596438
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023MAA2
2450000.00000000
PA
USD
2644775.00000000
0.017831201124
Long
DBT
CORP
SG
Y
2
2028-12-11
Variable
4.52000000
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
1605435.00000000
0.010823920514
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
3.38700000
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
2111940.00000000
0.014238801751
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas S.A. ESP
74348DAA5
2925000.00000000
PA
USD
2866500.00000000
0.019326081811
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
6400000.00000000
PA
USD
7443170.43000000
0.050182215478
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
EK7723647
113000000.00000000
PA
1067510.00000000
0.007197204114
Long
DBT
NUSS
JP
N
2
2025-03-14
Fixed
0.45000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAE0
2000000.00000000
PA
USD
2091478.76000000
0.014100851080
Long
DBT
NUSS
AE
Y
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
4000000.00000000
PA
USD
4262694.16000000
0.028739290449
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
2170690.43000000
PA
USD
2245770.49000000
0.015141093396
Long
ABS-CBDO
USGSE
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont, Inc
26078JAD2
4000000.00000000
PA
USD
4809399.64000000
0.032425205270
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
550000.00000000
PA
USD
517000.00000000
0.003485639036
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404LAC5
8090180.66000000
PA
USD
8205248.92000000
0.055320185562
Long
ABS-O
CORP
US
Y
2
2033-04-25
Fixed
2.34000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05529SAL3
3850000.00000000
PA
USD
3841035.66000000
0.025896448423
Long
ABS-MBS
USGSE
US
Y
2
2032-09-05
Fixed
3.82070000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJMJ4
34738901.38000000
PA
USD
36868149.04000000
0.248566846187
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83406TAA0
19250563.25000000
PA
USD
19405087.33000000
0.130830038480
Long
ABS-O
CORP
US
Y
2
2046-05-15
Fixed
2.06000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM Mortgage Trust
12625KAM7
3359721.00000000
PA
USD
3456327.43000000
0.023302726907
Long
ABS-MBS
USGSE
US
Y
2
2046-06-10
Variable
4.08390900
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
8925000.00000000
PA
USD
9971571.56000000
0.067228818336
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638CZ3
14725000.00000000
PA
4380504.60000000
0.029533574141
Long
DBT
NUSS
PE
Y
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46647SAJ9
480322.32000000
PA
USD
486023.51000000
0.003276794040
Long
ABS-CBDO
USGSE
US
Y
2
2047-08-25
Variable
3.50000000
N
Y
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Group Home Equity Loan Trust (Step Bond)
12558MAG7
246004.70000000
PA
USD
250274.68000000
0.001687364012
Long
ABS-O
CORP
US
N
2
2030-02-25
Variable
6.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748AX0
1365000.00000000
PA
USD
1510480.44000000
0.010183732272
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KY6
36375000.00000000
PA
USD
39891619.33000000
0.268951229296
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
7732106.00000000
PA
USD
8645014.88000000
0.058285108960
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
3.00000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AH4
125000.00000000
PA
USD
126250.00000000
0.000851183613
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
TAMKO BUILDING PRODUCTS INC
549300Z7I3THDPEWUY31
Tamko Building Products, Inc
87510EAB5
994987.46000000
PA
USD
955187.96000000
0.006439923481
Long
LON
CORP
US
N
2
2026-05-29
Variable
3.42825000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
AN2901261
300000.00000000
PA
356219.95000000
0.002401652153
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.77600000
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
1688784.00000000
0.011385863508
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
2.55900000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAA0
17410000.00000000
PA
USD
18669470.74000000
0.125870475808
Long
ABS-MBS
USGSE
US
Y
2
2034-10-10
Fixed
3.45200000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
92870DAB1
1642000.00000000
PA
USD
1580903.31000000
0.010658526672
Long
ABS-O
CORP
US
Y
2
2049-10-25
Variable
3.96710000
N
N
N
N
N
N
GOLONDRINA LEASING LLC
N/A
Golondrina Leasing LLC
38173NAA8
1221534.16000000
PA
USD
1246150.94000000
0.008401609983
Long
DBT
CORP
US
N
2
2025-05-03
Fixed
1.82200000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond-OFZ
BJ9620649
72000000.00000000
PA
979333.54000000
0.006602714151
Long
DBT
NUSS
RU
N
2
2025-07-16
Fixed
4.50000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
EK3155539
6825000.00000000
PA
1938672.10000000
0.013070621179
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
PORT OF MORROW OR TRANSMISSION
N/A
Port of Morrow OR
73474TAK6
7500000.00000000
PA
USD
7506375.00000000
0.050608343750
Long
DBT
MUN
US
N
2
2020-09-01
Fixed
1.58200000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
23450000.00000000
PA
USD
26964934.10000000
0.181798891493
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAH4
835000.00000000
PA
USD
835000.00000000
0.005629610435
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
1.82300000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government International Bond
AX0764347
1100000.00000000
PA
1320405.12000000
0.008902235260
Long
DBT
NUSS
FI
Y
2
2029-09-15
Fixed
0.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RDJ8
30875000.00000000
PA
USD
36230254.86000000
0.244266132735
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
465968AC9
4500000.00000000
PA
USD
4772987.10000000
0.032179710162
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
3.37850000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDFL0
821355.12000000
PA
USD
875516.57000000
0.005902775112
Long
ABS-MBS
MUN
US
N
2
2045-05-01
Fixed
4.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
4200000.00000000
PA
USD
4647092.81000000
0.031330924763
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
6975000.00000000
PA
USD
8322737.75000000
0.056112300943
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc
902494BH5
5800000.00000000
PA
USD
7539613.08000000
0.050832436495
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
442056.96000000
PA
USD
482601.63000000
0.003253723559
Long
ABS-MBS
MUN
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC
65409YBE4
533111.59000000
PA
USD
513253.18000000
0.003460377794
Long
LON
CORP
US
N
2
2023-10-04
Variable
2.18013000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust
34531MAD0
12000000.00000000
PA
USD
12198778.80000000
0.082244757402
Long
ABS-O
CORP
US
N
2
2023-03-15
Fixed
1.85000000
N
N
N
N
N
N
NACIONAL FINANCIERA SNC
549300T46KUP3OWN3O73
Nacional Financiera SNC
629598AS2
2500000.00000000
PA
USD
2500125.00000000
0.016855963819
Long
DBT
NUSS
MX
Y
2
2020-11-05
Fixed
3.37500000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S20
6460000.00000000
PA
USD
6603605.80000000
0.044521830086
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
2.40600000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBA0
9250000.00000000
PA
USD
10962850.25000000
0.073912067267
Long
ABS-MBS
USGSE
US
N
2
2051-10-15
Fixed
4.46600000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
N/A
NAK Naftogaz Ukraine via Kondor Finance plc
AZ6401204
1000000.00000000
PA
USD
992486.98000000
0.006691395280
Long
DBT
CORP
GB
N
2
2022-07-19
Fixed
7.37500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MBJ4
3750000.00000000
PA
USD
4393046.66000000
0.029618133317
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
3.75000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
1210000.00000000
PA
USD
1210000.00000000
0.008157878594
Long
RA
CORP
US
N
2
Repurchase
N
0.07
2020-07-01
1210000
USD
1234365.62
USD
UST
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAJ8
5500000.00000000
PA
USD
5637762.90000000
0.038010070483
Long
ABS-MBS
USGSE
US
Y
2
2044-08-10
Variable
5.51260600
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
AZ1511809
1000000.00000000
PA
1139363.93000000
0.007681646790
Long
DBT
NUSS
UA
Y
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
4200000.00000000
PA
USD
4103109.36000000
0.027663362000
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.20323000
N
Y
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LAY5
9650000.00000000
PA
USD
10085427.69000000
0.067996441878
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.90000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AU4
4800000.00000000
PA
USD
5226579.74000000
0.035237853707
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.60000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FK5
3680000.00000000
PA
USD
3780942.40000000
0.025491296754
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.95000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
2350000.00000000
PA
USD
2313022.54000000
0.015594509974
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
10230000.00000000
PA
USD
12417378.60000000
0.083718567839
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAE4
3700000.00000000
PA
USD
4082987.00000000
0.027527696074
Long
DBT
CORP
MX
Y
2
2047-11-10
Fixed
4.70000000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
20775000.00000000
PA
USD
21874377.06000000
0.147478109417
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MG3
5000000.00000000
PA
USD
4706525.00000000
0.031731619466
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCA2
2825000.00000000
PA
USD
3145994.50000000
0.021210447265
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding, Inc
69352PAK9
4300000.00000000
PA
USD
4659095.84000000
0.031411849772
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZM5
80266972.96000000
PA
USD
84880739.44000000
0.572270055700
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
400000.00000000
PA
539389.34000000
0.003636589050
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
1.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
4864633.17000000
PA
USD
5036405.31000000
0.033955688490
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
Y
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MM71
7470000.00000000
PA
USD
7952711.40000000
0.053617565373
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
3.01000000
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
4638994.00000000
0.031276322193
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
2.52900000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0FF1
4408550.77000000
PA
USD
4423616.11000000
0.029824234029
Long
ABS-CBDO
USGSE
US
N
2
2025-05-25
Variable
2.13450000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
4575000.00000000
PA
USD
4608209.74000000
0.031068773222
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAG2
1950000.00000000
PA
USD
2131545.00000000
0.014370979611
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAJ9
6500000.00000000
PA
USD
6285991.34000000
0.042380458016
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
3298930.78000000
PA
USD
3086236.18000000
0.020807553778
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.81388000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
1713508.22000000
PA
USD
1760917.74000000
0.011872192676
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBK1
1350000.00000000
PA
USD
1483071.16000000
0.009998937579
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.65000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAH4
5000000.00000000
PA
USD
4956282.00000000
0.033415493254
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Variable
5.71397100
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBF5
3600000.00000000
PA
USD
3685439.34000000
0.024847410499
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.95000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
8675000.00000000
PA
USD
9405226.19000000
0.063410490426
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AZ8693857
28000000000.00010000
PA
1928148.41000000
0.012999669951
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAE9
1650000.00000000
PA
USD
1846316.18000000
0.012447953094
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.10000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
AL0296213
250000.00000000
PA
275963.95000000
0.001860562314
Long
DBT
CORP
NL
Y
2
2024-11-15
Fixed
3.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JL6
8500000.00000000
PA
USD
9258308.46000000
0.062419963975
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
2198000.23000000
PA
USD
2273325.48000000
0.015326870473
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
3.50000000
N
Y
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BQ5
2440000.00000000
PA
USD
2669467.95000000
0.017997682189
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA, Inc
87901JAE5
1650000.00000000
PA
USD
1518000.00000000
0.010234429509
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W59
4000000.00000000
PA
USD
4518080.00000000
0.030461114150
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
3.00800000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
18479237.52000000
PA
USD
17894962.84000000
0.120648706040
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.34450000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
3000000.00000000
PA
USD
3561164.58000000
0.024009544049
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
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
4384232.85000000
0.029558710183
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.02900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
1994184.06000000
PA
USD
2289036.94000000
0.015432797897
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
3000000.00000000
PA
USD
3118110.00000000
0.021022448616
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKW1
19355000.00000000
PA
USD
22745415.35000000
0.153350691748
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.80700000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC
N/A
375000.00000000
PA
USD
370781.25000000
0.002499825142
Long
LON
CORP
US
N
2
2025-06-06
Variable
4.75000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F022675
228000000.00000000
PA
USD
237592030.68000000
1.601856976367
Long
ABS-O
CORP
US
N
2
2050-07-25
Fixed
2.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AK5
2300000.00000000
PA
USD
2623319.44000000
0.017686546700
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
1500000.00000000
PA
USD
1641496.95000000
0.011067051927
Long
ABS-MBS
USGSE
US
N
2
2052-08-15
Fixed
3.41880000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBL5
425000.00000000
PA
USD
426062.50000000
0.002872534007
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAJ5
1000000.00000000
PA
USD
610707.10000000
0.004117416842
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937FAF8
8000000.00000000
PA
USD
8223405.60000000
0.055442598778
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.56000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAD3
2000000.00000000
PA
USD
2223433.80000000
0.014990498350
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Fixed
3.67400000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
2631874.64000000
PA
USD
2919144.28000000
0.019681012096
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
4025000.00000000
PA
USD
4378082.94000000
0.029517247192
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CER8
6000000.00000000
PA
USD
6332220.00000000
0.042692133881
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
3.87900000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AB9
925000.00000000
PA
USD
933671.88000000
0.006294861028
Long
DBT
CORP
GB
Y
2
2022-02-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764RBL1
2640000.00000000
PA
USD
2423296.92000000
0.016337985184
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Variable
4.61033900
N
N
N
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust
78448WAB1
11033389.98000000
PA
USD
11413235.39000000
0.076948585691
Long
ABS-O
CORP
US
Y
2
2034-09-15
Fixed
2.88000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
11650000.00000000
PA
USD
11906517.97000000
0.080274320733
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
7325000.00000000
PA
USD
7553240.77000000
0.050924315041
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
7025000.00000000
PA
USD
7467809.42000000
0.050348332742
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160KAG9
2500000.00000000
PA
USD
2726993.75000000
0.018385523918
Long
ABS-MBS
USGSE
US
N
2
2072-12-15
Fixed
3.23100000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc
716768AC0
1500000.00000000
PA
USD
1502812.50000000
0.010132034649
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
1527061.00000000
NS
USD
12140134.95000000
0.081849377725
Long
EP
USGSE
US
N
1
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4199218.80000000
0.028311336499
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.29437000
N
Y
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FX0
4550000.00000000
PA
USD
5171450.38000000
0.034866168892
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
29260291.06000000
PA
USD
31955739.12000000
0.215447140621
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBS4
872111.00000000
PA
USD
980696.06000000
0.006611900327
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.63500000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HP2
59500000.00000000
PA
USD
61236055.30000000
0.412856450221
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.53000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
1282515.39000000
PA
USD
1310645.70000000
0.008836436778
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAP4
500000.00000000
PA
USD
512476.57000000
0.003455141851
Long
DBT
NUSS
SA
Y
2
2027-02-03
Fixed
2.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KA8
21485000.00000000
PA
USD
24484223.28000000
0.165073819015
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
GBP200930
GBP200930
1.00000000
NC
USD
-25476.06000000
-0.00017176083
N/A
DFE
CORP
US
N
1
Toronto Dominion bank
PT3QB789TSUIDF371261
16027096.73000000
GBP
19844286.39000000
USD
2020-09-30
-25476.06000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEE0
300000.00000000
PA
404824.18000000
0.002729344225
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
5531559.23000000
PA
USD
6045075.78000000
0.040756193644
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100GH3
9900000.00000000
PA
USD
10996128.00000000
0.074136427469
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
3.15400000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
18265000.00000000
PA
USD
20143991.42000000
0.135811765637
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CN3
9850000.00000000
PA
USD
9619048.04000000
0.064852087693
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
5400000.00000000
PA
USD
5616058.64000000
0.037863739311
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CD8
16500000.00000000
PA
USD
21907622.72000000
0.147702253266
Long
DBT
CORP
US
Y
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
DENVER CO PUBLIC SCHS COPS
N/A
Denver City & County School District No
249218BC1
7890000.00000000
PA
USD
9511316.10000000
0.064125753736
Long
DBT
MUN
US
N
2
2037-12-15
Fixed
4.24200000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
ZP2206560
1450000.00000000
PA
1704582.69000000
0.011492379041
Long
DBT
NUSS
DE
N
2
2030-02-15
Fixed
0.00000000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC
76171JAB7
349125.00000000
PA
USD
335844.29000000
0.002264278466
Long
LON
CORP
US
N
2
2027-02-04
Variable
1.92825000
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
1670871.36000000
0.011265095621
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
3.60500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652WAA6
2920892.49000000
PA
USD
2919978.25000000
0.019686634763
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.33000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W26
3250000.00000000
PA
USD
3520010.00000000
0.023732077878
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
2.70800000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAR4
9450000.00000000
PA
USD
9821210.36000000
0.066215075844
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XR63
2254698.25000000
PA
USD
2218755.65000000
0.014958958036
Long
ABS-CBDO
USGSE
US
N
2
2030-12-25
Variable
2.73450000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JS0
8250000.00000000
PA
USD
8695994.09000000
0.058628813263
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
AS1417375
1100000.00000000
PA
1110065.62000000
0.007484116165
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AC0
450000.00000000
PA
508492.63000000
0.003428281935
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RN0
81710000.00000000
PA
USD
107668883.78000000
0.725908828368
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
Ingles Markets, Inc
457030AJ3
2258000.00000000
PA
USD
2269290.00000000
0.015299663071
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.75000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
6000000.00000000
PA
USD
6374606.40000000
0.042977905042
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBJ1
1250000.00000000
PA
USD
1447351.38000000
0.009758113092
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp
11134LAH2
19975000.00000000
PA
USD
21594218.24000000
0.145589265085
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital, Inc
22411VAD0
16400000.00000000
PA
USD
18607512.49000000
0.125452750286
Long
DBT
NUSS
CA
Y
2
2027-11-02
Fixed
2.75000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZM1
4100000.00000000
PA
USD
4245509.00000000
0.028623427269
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
2.85000000
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
5149300.00000000
0.034716829957
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
1.86800000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BV3
300000.00000000
PA
369367.28000000
0.002490292088
Long
DBT
CORP
US
N
2
2029-07-24
Fixed
1.95000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
250000.00000000
PA
USD
257187.50000000
0.001733970579
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
19320704.46000000
PA
USD
24319364.85000000
0.163962335497
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
9.62440000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co
665772CR8
3600000.00000000
PA
USD
3935306.74000000
0.026532028610
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
940385.96000000
PA
USD
1079378.37000000
0.007277221240
Long
ABS-MBS
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAK7
3000000.00000000
PA
USD
3092273.28000000
0.020848256198
Long
DBT
CORP
KR
Y
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
AMAL LTD
N/A
AMAL Ltd
02265QAA6
3087487.38000000
PA
USD
3136368.51000000
0.021145548374
Long
DBT
CORP
US
N
2
2021-08-21
Fixed
3.46500000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAB7
250626.57000000
PA
USD
950717.58000000
0.006409783963
Long
LON
CORP
US
N
2
2024-05-06
Variable
4.47400000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II
47010LAA0
100000.00000000
PA
USD
102375.00000000
0.000690217207
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFE9
29589000.00000000
PA
USD
33445286.44000000
0.225489740784
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
3000000.00000000
PA
USD
3165000.00000000
0.021338583266
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CU3
2275000.00000000
PA
USD
2338521.16000000
0.015766422904
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
1.85000000
N
N
N
N
N
N
GRUPO ENERGIA BOGOTA
529900LG618OWYVHI655
Grupo Energia Bogota S.A. ESP
40053XAA7
1000000.00000000
PA
USD
1047500.00000000
0.007062295725
Long
DBT
CORP
CO
Y
2
2030-05-15
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
ZAR200731
ZAR200731
1.00000000
NC
USD
2116.31000000
0.000014268264
N/A
DFE
CORP
US
N
1
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
6680923.24000000
ZAR
385770.93000000
USD
2020-07-31
2116.31000000
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214CX9
4650000.00000000
PA
USD
5118384.74000000
0.034508397777
Long
DBT
CORP
AU
N
2
2026-05-13
Fixed
2.85000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
12637BAE1
9500000.00000000
PA
USD
9622061.70000000
0.064872405934
Long
ABS-O
CORP
US
N
2
2023-04-17
Fixed
2.17000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCD9
4231673.68000000
PA
USD
4189268.08000000
0.028244248262
Long
ABS-O
CORP
US
Y
2
2023-03-25
Fixed
3.71000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W42
3775000.00000000
PA
USD
4209691.25000000
0.028381942264
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
2.90800000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769FW9
45000000.00000000
PA
USD
45287452.35000000
0.305330196813
Long
DBT
CORP
DE
N
2
2020-10-01
Fixed
2.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591FAD6
29190.97000000
PA
USD
29480.36000000
0.000198758014
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
1000000.00000000
PA
USD
902204.00000000
0.006082703057
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAC6
1109932.47000000
PA
USD
1168852.57000000
0.007880460629
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07000000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024WT5
14595000.00000000
PA
USD
15637812.75000000
0.105430890830
Long
DBT
MUN
US
N
2
2054-04-01
Fixed
3.55200000
N
N
N
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
536878AG6
5250000.00000000
PA
USD
5714253.56000000
0.038525774217
Long
DBT
NUSS
LT
Y
2
2022-02-01
Fixed
6.62500000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AN8
5650000.00000000
PA
USD
6291551.79000000
0.042417946839
Long
DBT
CORP
GB
N
2
2027-06-12
Fixed
3.12500000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MGN3
4940000.00000000
PA
USD
5380895.00000000
0.036278254662
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
3.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
40050000.00000000
PA
USD
42133682.55000000
0.284067328098
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank
44644AAB3
13025000.00000000
PA
USD
13518475.31000000
0.091142215179
Long
DBT
CORP
US
N
2
2022-08-07
Fixed
2.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QCG2
2500000.00000000
PA
USD
2713044.50000000
0.018291477399
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
3.22941600
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AZ6944724
153000000.00000000
PA
1390562.89000000
0.009375242343
Long
DBT
NUSS
JP
N
2
2039-06-20
Fixed
0.30000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
3050000.00000000
PA
USD
2562000.00000000
0.017273128066
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCN0
18025000.00000000
PA
USD
19819505.73000000
0.133624067401
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
8200000.00000000
PA
USD
8599832.00000000
0.057980483795
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
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
2656910.25000000
0.017913017567
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.33800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
11792541.37000000
PA
USD
1381575.23000000
0.009314647104
Long
ABS-CBDO
CORP
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBD4
6425000.00000000
PA
USD
7489610.55000000
0.050495317016
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
184680.46000000
PA
USD
174701.49000000
0.001177845905
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.08450000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
19173524.33000000
PA
USD
20967027.30000000
0.141360713396
Long
ABS-CBDO
CORP
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
828833.83000000
PA
USD
905309.30000000
0.006103639140
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
4600000.00000000
PA
USD
4356570.81000000
0.029372211370
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
900000.00000000
PA
USD
991538.55000000
0.006685000919
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AF0
30000000.00000000
PA
USD
31118989.50000000
0.209805734162
Long
DBT
CORP
CA
Y
2
2021-10-22
Fixed
3.35000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769EX8
18750000.00000000
PA
USD
19438748.63000000
0.131056984595
Long
DBT
CORP
DE
N
2
2022-01-25
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CS4
546935.36000000
PA
USD
546042.21000000
0.003681443022
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.80882800
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV
62947QAZ1
5250000.00000000
PA
USD
5863383.38000000
0.039531214685
Long
DBT
CORP
NL
Y
2
2024-03-01
Fixed
4.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2J2
11000000.00000000
PA
USD
11520163.49000000
0.077669500119
Long
DBT
CORP
FR
Y
2
2025-11-19
Fixed
2.81900000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333KAA6
4491639.61000000
PA
USD
4511105.03000000
0.030414088564
Long
ABS-O
CORP
US
Y
2
2034-12-17
Fixed
2.89700000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565LAH9
2645000.00000000
PA
USD
2532406.58000000
0.017073607795
Long
ABS-CBDO
USGSE
US
Y
2
2050-03-25
Variable
3.28450000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AU8
200000.00000000
PA
USD
200250.00000000
0.001350095197
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
9.37500000
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
2077200.00000000
0.014004582989
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
3.13800000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
16022625.15000000
PA
USD
20452389.11000000
0.137890997797
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
9.54440000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
1746423.78000000
PA
USD
1784771.23000000
0.012033014061
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
Dell International LLC
24702NBE9
1417821.15000000
PA
USD
1379341.48000000
0.009299587053
Long
LON
CORP
US
N
2
2025-09-19
Variable
2.75000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co
61945CAB9
1725000.00000000
PA
USD
1695269.57000000
0.011429589535
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBQ1
12490198.05000000
PA
USD
12375796.58000000
0.083438219847
Long
ABS-O
CORP
US
Y
2
2024-02-25
Fixed
3.29000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
7100000.00000000
PA
USD
7116786.10000000
0.047981716520
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBJ4
3185000.00000000
PA
USD
3305245.53000000
0.022284125421
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.52347600
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
4357410.00000000
PA
USD
5092766.51000000
0.034335678430
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
18000000.00000000
PA
USD
22460480.64000000
0.151429648135
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust
78449GAB5
7443687.42000000
PA
USD
7606782.33000000
0.051285294831
Long
ABS-O
CORP
US
Y
2
2032-02-17
Fixed
2.43000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AW8
8075000.00000000
PA
USD
8344476.48000000
0.056258864513
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAE9
5950000.00000000
PA
USD
6163129.00000000
0.041552114170
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46590KAE4
1430000.00000000
PA
USD
1594995.83000000
0.010753539124
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Fixed
3.91400000
N
N
N
N
N
N
AMPHENOL TECH HLDS GMBH
N/A
Amphenol Technologies Holding GmbH
AU5909711
675000.00000000
PA
818788.51000000
0.005520311784
Long
DBT
CORP
DE
N
2
2028-10-08
Fixed
2.00000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution, Inc
95081QAP9
300000.00000000
PA
USD
316371.00000000
0.002132988602
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AW8928847
219000000.00000000
PA
2068482.05000000
0.013945806148
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.50000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAF9
350000.00000000
PA
USD
356074.35000000
0.002400670510
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
QZ3475089
1800000000.00000000
PA
1517328.75000000
0.010229903909
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
1.50000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AF3
5425000.00000000
PA
USD
5649444.29000000
0.038088826980
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.30000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AU3
5500000.00000000
PA
USD
6848686.08000000
0.046174173202
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
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
8644610.25000000
0.058282380925
Long
DBT
MUN
US
N
2
2024-11-15
Fixed
2.57400000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AU2700592
3500000.00000000
PA
4200974.88000000
0.028323176075
Long
DBT
NUSS
IT
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
1700000.00000000
PA
USD
1893445.30000000
0.012765699903
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBB5
3253000.00000000
PA
USD
2951038.00000000
0.019896041101
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Variable
4.77336400
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
1445000.00000000
PA
USD
1171895.00000000
0.007900972839
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122AY4
325000.00000000
PA
383208.82000000
0.002583612421
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
1.00000000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAB6
3800000.00000000
PA
USD
3855898.00000000
0.025996651039
Long
DBT
CORP
PE
Y
2
2023-01-18
Fixed
3.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141EC31
7675000.00000000
PA
USD
10005276.90000000
0.067456061370
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAC6
6000000.00000000
PA
USD
6673398.00000000
0.044992372478
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AL7
3950000.00000000
PA
USD
4074406.79000000
0.027469847883
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAB1
3728327.60000000
PA
USD
3444608.21000000
0.023223715358
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc
911365BH6
1000000.00000000
PA
USD
1005000.00000000
0.006775758667
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
5775000.00000000
PA
USD
6278463.29000000
0.042329703539
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
ZP3165708
162000000.00000000
PA
1511069.32000000
0.010187702529
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
0.10000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA
17401QAL5
7400000.00000000
PA
USD
7647530.00000000
0.051560017595
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
2.65000000
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
963423.00000000
0.006495444520
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
2.75900000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAM1
6700000.00000000
PA
USD
8077788.00000000
0.054460837867
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
14900000.00000000
PA
USD
16538326.37000000
0.111502197263
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAA5
1200000.00000000
PA
USD
1240738.20000000
0.008365117027
Long
ABS-MBS
USGSE
US
Y
2
2032-11-15
Variable
3.91674700
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBB7
600000.00000000
PA
USD
577500.00000000
0.003893532965
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAE8
597883.81000000
PA
USD
603938.46000000
0.004071782343
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
3.50000000
N
Y
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAH2
4175000.00000000
PA
USD
4255398.77000000
0.028690104577
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
2.30000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
3500000.00000000
PA
USD
5323702.58000000
0.035892660597
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
4.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
447444.68000000
PA
USD
511184.19000000
0.003446428563
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
5900000.00000000
PA
USD
6354192.56000000
0.042840273944
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
4.33800000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAD9
6587264.36000000
PA
USD
6593529.51000000
0.044453895251
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBU2
26000000.00000000
PA
USD
28449609.50000000
0.191808644936
Long
DBT
CORP
US
Y
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AX0999661
1550000.00000000
PA
2349944.16000000
0.015843437324
Long
DBT
NUSS
IT
Y
2
2049-09-01
Fixed
3.85000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
3275000.00000000
PA
USD
3517647.63000000
0.023716150665
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653EAA5
4522171.64000000
PA
USD
4610323.24000000
0.031083022541
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AG1
350000.00000000
PA
USD
347441.50000000
0.002342467418
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
700000.00000000
PA
USD
733973.44000000
0.004948484475
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AP4
450000.00000000
PA
USD
465750.00000000
0.003140109054
Long
DBT
NUSS
GT
Y
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
1350000.00000000
PA
USD
1438425.00000000
0.009697931006
Long
DBT
CORP
KY
Y
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
N/A
19350000000.00010000
PA
1323531.11000000
0.008923310836
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
48909761.91000000
PA
USD
54758579.54000000
0.369184994972
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000XAD9
10000000.00000000
PA
USD
10710207.00000000
0.072208734241
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
3.21200000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AY8
2500000.00000000
PA
USD
2840958.78000000
0.019153881669
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
124857AR4
4200000.00000000
PA
USD
4408178.63000000
0.029720153791
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
105860AA8
3120000.00000000
PA
USD
3135631.20000000
0.021140577395
Long
DBT
KY
Y
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RGQ9
22355000.00000000
PA
USD
26117576.53000000
0.176085965723
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
Ally Auto Receivables Trust
N/A
Ally Auto Receivables Trust
02007TAC9
27750000.00000000
PA
USD
28290778.13000000
0.190737796148
Long
ABS-O
CORP
US
N
2
2024-06-17
Fixed
1.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBMJ4
5835969.10000000
PA
USD
6341924.04000000
0.042757558988
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
1050390.85000000
0.007081785976
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBG3
8400000.00000000
PA
USD
9173824.63000000
0.061850369902
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAE7
5100000.00000000
PA
USD
5773239.27000000
0.038923458730
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
MUFG AMERICAS HLDGS CORP
5493004K1ECE43Q0BX47
MUFG Americas Holdings Corp
908906AC4
5700000.00000000
PA
USD
5984241.05000000
0.040346042949
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
3.50000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
1225000.00000000
PA
USD
1237250.00000000
0.008341599414
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DGJ5
4450741.25000000
PA
USD
4689343.98000000
0.031615784197
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
3050000.00000000
PA
USD
3172000.00000000
0.021385777605
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAA8
13459899.49000000
PA
USD
13464339.91000000
0.090777231691
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CM3
2561000.00000000
PA
USD
3125458.95000000
0.021071995592
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
4000000.00000000
PA
USD
4765040.00000000
0.032126130429
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754CAA7
7384922.12000000
PA
USD
7342915.94000000
0.049506294852
Long
ABS-CBDO
USGSE
US
Y
2
2040-01-25
Variable
0.98450000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
461734.65000000
PA
USD
504973.67000000
0.003404556936
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DF5
3140000.00000000
PA
USD
3516336.13000000
0.023707308468
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FS25
857964.89000000
PA
USD
986680.91000000
0.006652250475
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46640LAD4
1000000.00000000
PA
USD
1073159.10000000
0.007235290620
Long
ABS-MBS
USGSE
US
N
2
2046-08-15
Variable
4.13270000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBB2
2525000.00000000
PA
USD
2962925.09000000
0.019976184438
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.00000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
18978CAD5
31490000.00000000
PA
USD
32175247.59000000
0.216927077355
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
2.36000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AS7
14800000.00000000
PA
USD
15781461.26000000
0.106399376040
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
3175000.00000000
PA
USD
3632549.25000000
0.024490822951
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GJY9
10605000.00000000
PA
USD
11717464.50000000
0.078999713083
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
4.29400000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc
879369AG1
150000.00000000
PA
USD
153750.00000000
0.001036589945
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
836205AR5
4000000.00000000
PA
USD
4240000.00000000
0.028586285324
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
CHAMPIONX HOLDING INC
N/A
ChampionX Holding, Inc
15872EAB8
575000.00000000
PA
USD
564937.50000000
0.003808835982
Long
LON
CORP
US
N
2
2027-05-28
Variable
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHT9
10800000.00000000
PA
USD
12053675.66000000
0.081266465005
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.55900000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBC5
2377419.53000000
PA
USD
2428581.60000000
0.016373614752
Long
ABS-MBS
USGSE
US
Y
2
2046-12-15
Fixed
4.38400000
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
0.000000004989
Long
ABS-O
CORP
KY
Y
3
2035-07-26
Fixed
5.90000000
N
Y
N
N
N
N
UK TSY 0 1/2% 2022
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ0321229
1800000.00000000
PA
2257180.96000000
0.015218023337
Long
DBT
NUSS
GB
N
2
2022-07-22
Fixed
0.50000000
N
Y
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCE8
5000000.00000000
PA
USD
5148194.25000000
0.034709374937
Long
DBT
NUSS
NO
Y
2
2022-01-25
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RX8
1075000.00000000
PA
USD
1464519.53000000
0.009873861591
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937FAB4
3000000.00000000
PA
USD
2969912.49000000
0.020023293827
Long
DBT
NUSS
MN
Y
2
2022-12-05
Fixed
5.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Corp II
36250GAT2
350000.00000000
PA
USD
369228.55000000
0.002489356764
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.77700000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDC0
8700000.00000000
PA
USD
9700820.77000000
0.065403403398
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAU8
602138.92000000
PA
USD
623501.97000000
0.004203680475
Long
ABS-CBDO
USGSE
US
Y
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KA8
25850000.00000000
PA
USD
29871734.21000000
0.201396678598
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
15010000.00000000
PA
USD
14709591.36000000
0.099172777269
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.68475000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810PT9
4500000.00000000
PA
USD
7175039.04000000
0.048374460662
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc
026874DH7
9025000.00000000
PA
USD
10193710.97000000
0.068726492995
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GH8
12500000.00000000
PA
USD
11893750.00000000
0.080188238461
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
3250000.00000000
PA
USD
3326643.97000000
0.022428394740
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCQ1
2600000.00000000
PA
USD
2814718.19000000
0.018976966341
Long
DBT
NUSS
NO
Y
2
2024-02-05
Fixed
2.75000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
1600000.00000000
PA
USD
1786352.77000000
0.012043676880
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABC8
7150000.00000000
PA
USD
7711404.42000000
0.051990662028
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Fixed
3.80100000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem, Inc
036752AB9
11100000.00000000
PA
USD
12646860.48000000
0.085265745787
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CW8
750000.00000000
PA
925308.02000000
0.006238471479
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
1.37500000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust
07384YVG8
6537000.00000000
PA
USD
6435631.39000000
0.043389338480
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
0.85450000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
03523TBT4
5045000.00000000
PA
USD
5809605.47000000
0.039168641412
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDB4
450000.00000000
PA
495838.57000000
0.003342967650
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GSPD8
11090865.78000000
PA
USD
11839564.21000000
0.079822915241
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2325000.00000000
PA
USD
2179037.48000000
0.014691176211
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital, Inc
74949LAA0
500000.00000000
PA
584900.39000000
0.003943426753
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.30000000
N
N
N
N
N
N
COBALT CMBS Commercial Mortgag
N/A
COBALT CMBS Commercial Mortgage Trust
19075CAK9
377703.90000000
PA
USD
375901.08000000
0.002534343284
Long
ABS-MBS
CORP
US
N
2
2047-04-15
Variable
5.64600000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
12175000.00000000
PA
USD
12399865.55000000
0.083600494008
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
ProLogis Euro Finance LLC
ZP7362558
360000.00000000
PA
396132.97000000
0.002670747666
Long
DBT
CORP
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312VAD8
11000000.00000000
PA
USD
11453129.60000000
0.077217554387
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.75600000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHS4
3900000.00000000
PA
USD
4331468.39000000
0.029202969639
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192RAA0
4430000.00000000
PA
USD
4403623.78000000
0.029689444772
Long
ABS-MBS
CORP
US
Y
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
7000000.00000000
PA
USD
8335468.26000000
0.056198130658
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
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
10617038.00000000
0.071580584331
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.10300000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
296464AA8
3000000.00000000
PA
USD
2858922.84000000
0.019274996232
Long
DBT
CORP
ZA
Y
2
2021-01-26
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TWF9
129334.78000000
PA
USD
148728.14000000
0.001002732322
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBH2
1375000.00000000
PA
USD
1399220.76000000
0.009433614121
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.63025800
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
5925000.00000000
PA
USD
6699492.48000000
0.045168302726
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems, Inc
17275RBJ0
19750000.00000000
PA
USD
20101616.16000000
0.135526069582
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
1.85000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
74275BAA6
24000000.00000000
PA
USD
24886997.04000000
0.167789339209
Long
DBT
USGSE
US
Y
2
2021-11-08
Fixed
3.26600000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
AS1417474
125000.00000000
PA
141181.20000000
0.000951850487
Long
DBT
CORP
NL
Y
2
2023-04-15
Fixed
5.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc
29444UBH8
3825000.00000000
PA
USD
3778449.75000000
0.025474491187
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
475000.00000000
PA
USD
416494.61000000
0.002808026829
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand, Inc
431571AD0
400000.00000000
PA
USD
414000.00000000
0.002791208048
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12638EAG9
2773000.00000000
PA
USD
2725032.65000000
0.018372302087
Long
ABS-O
CORP
US
Y
2
2036-05-25
Variable
0.83450000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AJ8
2000000.00000000
PA
USD
2093100.00000000
0.014111781559
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBV7
22172000.00000000
PA
USD
23661214.31000000
0.159525052685
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
3.10000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBJ4
1805000.00000000
PA
USD
1802123.19000000
0.012150001815
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
4.24425200
N
Y
N
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642866GN1
1300000.00000000
PA
1089889.51000000
0.007348087854
Long
DBT
NUSS
CA
N
2
2028-08-14
Fixed
3.10000000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBH7
2833000.00000000
PA
USD
2975301.59000000
0.020059627400
Long
DBT
NUSS
SE
Y
2
2022-09-15
Fixed
2.62500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
22545YAL5
4689000.00000000
PA
USD
5568890.85000000
0.037545731787
Long
ABS-MBS
USGSE
US
Y
2
2049-01-15
Variable
5.89649800
N
Y
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAH0
500000.00000000
PA
USD
467180.50000000
0.003149753554
Long
ABS-MBS
USGSE
US
N
2
2050-02-10
Variable
4.71152700
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AX5
3000000.00000000
PA
USD
3224103.96000000
0.021737065027
Long
DBT
CORP
IN
Y
2
2027-11-30
Fixed
3.66700000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
6225000.00000000
PA
USD
6778124.37000000
0.045698442736
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DC1
750000.00000000
PA
USD
1124728.84000000
0.007582976304
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
7.90000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BS2
6150000.00000000
PA
USD
7099997.76000000
0.047868528719
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553AX6
1120000.00000000
PA
USD
1167790.40000000
0.007873299427
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
3.22200000
N
N
N
N
N
N
ATOTECH ALPHA 3 BV
549300RVASWYF4HCO804
Atotech Alpha 3 BV
N0287GAB9
988570.34000000
PA
USD
949768.95000000
0.006403388253
Long
LON
CORP
NL
N
2
2024-01-31
Variable
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAU0
10000000.00000000
PA
USD
10410664.00000000
0.070189200830
Long
ABS-MBS
USGSE
US
N
2
2048-07-15
Fixed
2.78800000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2A7
17400000.00000000
PA
USD
18842484.01000000
0.127036939652
Long
DBT
NUSS
NL
Y
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384ZA0
14400000.00000000
PA
USD
14399759.95000000
0.097083878899
Long
STIV
USGSE
US
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VER1
22642000.00000000
PA
USD
27257015.61000000
0.183768119178
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBF9
1054488.98000000
PA
USD
1124377.45000000
0.007580607216
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Fixed
3.65100000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
2350000.00000000
PA
USD
2624317.40000000
0.017693274994
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
3.62500000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance Trust
21872UAA2
9947912.81000000
PA
USD
9631137.34000000
0.064933594339
Long
ABS-O
CORP
US
Y
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAJ3
250000.00000000
PA
USD
252187.50000000
0.001700260337
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBF5
1100000.00000000
PA
USD
1095600.00000000
0.007386588255
Long
DBT
CORP
NL
Y
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKA9
27600000.00000000
PA
USD
28792014.47000000
0.194117155825
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
VITALITY RE X LTD
N/A
Vitality Re X Ltd
92850FAA2
3500000.00000000
PA
USD
3325000.00000000
0.022417311014
Long
DBT
CORP
KY
Y
2
2023-01-10
Variable
1.87931300
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46645LAY3
4610000.00000000
PA
USD
5092901.19000000
0.034336586449
Long
ABS-MBS
USGSE
US
N
2
2049-03-15
Fixed
3.57610000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAE8
300000.00000000
PA
USD
292500.00000000
0.001972049164
Long
DBT
CORP
MX
Y
2
2029-11-12
Fixed
5.35000000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 5.35 11/12/2029
USD
XXXX
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SD1
52015000.00000000
PA
USD
71492179.04000000
0.482003733135
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12626GAT0
500000.00000000
PA
USD
435220.45000000
0.002934277349
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
5.46333900
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RS9
67140000.00000000
PA
USD
83232618.75000000
0.561158346197
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AM5
1300000.00000000
PA
USD
1297150.78000000
0.008745453373
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
3600000.00000000
PA
USD
3864081.67000000
0.026051825739
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148RU9
22500000.00000000
PA
USD
22550400.00000000
0.152035888815
Long
DBT
NUSS
CA
N
2
2020-07-29
Fixed
3.50000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZN9
4305000.00000000
PA
USD
4464414.15000000
0.030099296390
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
2.95000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BP5
6325000.00000000
PA
USD
6639278.24000000
0.044762335404
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
3.07300000
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
1079730.00000000
0.007279591946
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
3.48700000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46639JAH3
2800000.00000000
PA
USD
2860790.80000000
0.019287590108
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.37150000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
15225000.00000000
PA
USD
16735930.22000000
0.112834451989
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
3000000.00000000
PA
USD
2889064.50000000
0.019478212763
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.29621000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GHG9
1752594.04000000
PA
USD
1708071.14000000
0.011515898340
Long
ABS-CBDO
USGSE
US
N
2
2035-02-20
Variable
3.63330000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
200000.00000000
PA
USD
217500.00000000
0.001466395532
Long
DBT
CORP
ID
Y
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AH9
4000000.00000000
PA
USD
4049141.32000000
0.027299506861
Long
DBT
NUSS
JP
Y
2
2021-04-13
Fixed
2.12500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABJ8
1000000.00000000
PA
USD
903341.70000000
0.006090373486
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
4.15886100
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754WAA3
968775.15000000
PA
USD
958390.85000000
0.006461517521
Long
ABS-CBDO
USGSE
US
Y
2
2040-01-25
Variable
0.93450000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
1500000.00000000
PA
USD
1393268.81000000
0.009393485786
Long
DBT
NUSS
OM
Y
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
375000.00000000
PA
USD
367380.00000000
0.002476893750
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XNT7
5094026.40000000
PA
USD
5115005.13000000
0.034485612283
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
2.38450000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAF0
7850000.00000000
PA
USD
8428517.92000000
0.056825475972
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FAD7
717706.13000000
PA
USD
728620.22000000
0.004912392807
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.50000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
9100000.00000000
PA
USD
9899207.96000000
0.066740939440
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448DP0
3125000.00000000
PA
USD
3607598.25000000
0.024322602101
Long
DBT
CORP
US
N
2
2046-10-06
Fixed
3.45000000
N
N
N
N
N
N
NARRAGANSETT ELECTRIC
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co
631005BJ3
2625000.00000000
PA
USD
2956040.46000000
0.019929767929
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KJ9
20825000.00000000
PA
USD
21295370.32000000
0.143574417937
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.95000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
AX8583459
1600000.00000000
PA
USD
1673662.30000000
0.011283912274
Long
DBT
CORP
IN
N
2
2024-03-29
Fixed
3.73000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
25747000.00000000
PA
USD
26500220.76000000
0.178665771651
Long
DBT
USGSE
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BR2
5350000.00000000
PA
USD
5917625.96000000
0.039896920786
Long
DBT
CORP
US
N
2
2026-09-19
Fixed
2.95000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
3325000.00000000
PA
USD
3169652.81000000
0.021369952737
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos S.A. de C.V.
82655AAC7
250000.00000000
PA
USD
261750.00000000
0.001764731175
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963N7
32120000.00000000
PA
USD
32115427.40000000
0.216523766737
Long
STIV
UST
US
N
2
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
71658995.97000000
PA
USD
78267013.09000000
0.527679992375
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
3.50000000
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
343931.10000000
0.002318800131
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
3.34600000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252722AA1
9828948.44000000
PA
USD
9871917.65000000
0.066556946849
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
PRIMA CAPITAL LTD
N/A
Prima Capital CRE Securitization Ltd
74165GAC4
615925.30000000
PA
USD
612683.01000000
0.004130738522
Long
ABS-O
CORP
KY
Y
2
2049-08-24
Fixed
2.55000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAT5
1220000.00000000
PA
USD
1318709.22000000
0.008890801420
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.54890000
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
5493007TBMWZWGZIB256
Endo Luxembourg Finance I Co Sarl
L2968EAB8
2487179.50000000
PA
USD
2458444.78000000
0.016574953758
Long
LON
CORP
IE
N
2
2024-04-29
Variable
5.00000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
JK5970583
1450000.00000000
PA
1038020.75000000
0.006998386163
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08161CAE1
1000000.00000000
PA
USD
1152666.70000000
0.007771334709
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Variable
3.88190000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
11012707.70000000
PA
USD
11320487.55000000
0.076323275262
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74331AAC6
2809000.00000000
PA
USD
2864300.22000000
0.019311250788
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
2.93700000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0YQ3
108136374.40000000
PA
USD
114756904.97000000
0.773696610473
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
3.00000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation, Inc
05329WAP7
2950000.00000000
PA
USD
3051084.97000000
0.020570562618
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
21500000.00000000
PA
USD
22835967.65000000
0.153961199740
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAL4
1925000.00000000
PA
USD
2098085.49000000
0.014145393974
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34531FAA1
12000000.00000000
PA
USD
12336741.60000000
0.083174909280
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
2.62000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co
36164QNA2
25700000.00000000
PA
USD
26091826.31000000
0.175912356492
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
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
9789292.00000000
0.065999880715
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.28000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAQ1
2675000.00000000
PA
USD
2984960.44000000
0.020124747834
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AF3
1750000.00000000
PA
USD
2050378.86000000
0.013823753564
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.20000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875BAA3
5000000.00000000
PA
USD
5073538.00000000
0.034206038884
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Fixed
2.50730000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAT2
4800000.00000000
PA
USD
5046571.06000000
0.034024226469
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.15000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFM8
5800000.00000000
PA
USD
5999687.62000000
0.040450184472
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
2.43000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
48450000.00000000
PA
USD
58287448.85000000
0.392976802747
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
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
2903177.25000000
0.019573361607
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
2.06800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II
36192HAA2
5943000.00000000
PA
USD
6012098.07000000
0.040533856327
Long
ABS-MBS
USGSE
US
Y
2
2034-04-10
Fixed
3.55100000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAA6
5725000.00000000
PA
USD
6405828.22000000
0.043188404064
Long
DBT
CORP
N/A
Y
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
38721310.04000000
PA
USD
40689468.15000000
0.274330364676
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
8455000.00000000
PA
USD
9140853.54000000
0.061628077217
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RZ3
58160000.00000000
PA
USD
76055559.23000000
0.512770263360
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
AT5365909
76000000.00000000
PA
708756.18000000
0.004778468487
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
0.10000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EB5
6150000.00000000
PA
USD
7825170.89000000
0.052757681078
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828ZR4
138785000.00000000
PA
USD
138681995.16000000
0.935000727119
Long
DBT
UST
US
N
2
2022-05-31
Fixed
0.12500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187VAA7
2321642.52000000
PA
USD
2304382.50000000
0.015536258405
Long
ABS-O
CORP
US
Y
2
2037-07-17
Variable
1.19388000
N
N
N
N
N
N
PORT OF MORROW OR TRANSMISSION
N/A
Port of Morrow OR
73474TAL4
2075000.00000000
PA
USD
2092886.50000000
0.014110342132
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
1.78200000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing Designated Activity Co
12674TAA4
3000000.00000000
PA
USD
2977500.00000000
0.020074449187
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
23700000.00000000
PA
USD
27219112.28000000
0.183512573092
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
31114080.00000000
PA
USD
32733913.23000000
0.220693628154
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AH4
3625000.00000000
PA
USD
3858812.50000000
0.026016300740
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAU3
1307235.38000000
PA
USD
1332716.01000000
0.008985235876
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
7000000.00000000
PA
USD
7464550.31000000
0.050326359664
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc
025932AK0
2700000.00000000
PA
USD
2877718.91000000
0.019401720246
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBM5
5279803.06000000
PA
USD
5532805.41000000
0.037302442003
Long
ABS-CBDO
USGSE
US
N
2
2028-08-25
Variable
6.93450000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AD0
9800000.00000000
PA
USD
10200658.99000000
0.068773336883
Long
DBT
CORP
CH
Y
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QY7
6000000.00000000
PA
USD
7683281.28000000
0.051801054456
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAN7
7734000.00000000
PA
USD
8580509.19000000
0.057850208474
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.60000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UL7
25000000.00000000
PA
USD
26826313.75000000
0.180864306381
Long
DBT
NUSS
CA
N
2
2026-06-22
Fixed
2.12500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300O5GNH0TNJ6B119
WFRBS Commercial Mortgage Trust
96221QAE3
1050000.00000000
PA
USD
1124108.58000000
0.007578794481
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Variable
4.16200000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
4000000.00000000
PA
USD
4018000.00000000
0.027089550573
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020679
49000000.00000000
PA
USD
50119726.44000000
0.337909622733
Long
ABS-O
CORP
US
N
2
2050-07-25
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
27677693.87000000
PA
USD
30538843.92000000
0.205894364568
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AQ9
10675000.00000000
PA
USD
11307570.40000000
0.076236187212
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
323303.44000000
PA
USD
334828.82000000
0.002257432118
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBQ6
1488711.93000000
PA
USD
1333335.07000000
0.008989409609
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.42825000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V92
2855000.00000000
PA
USD
3035578.75000000
0.020466018932
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
2.60800000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
1825000.00000000
PA
USD
1828708.40000000
0.012329240588
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBF2
2550000.00000000
PA
USD
2813212.79000000
0.018966816861
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257HBA3
3000000.00000000
PA
USD
3067260.00000000
0.020679615453
Long
ABS-MBS
USGSE
US
Y
2
2052-07-10
Variable
3.66801300
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AP5
11102000.00000000
PA
USD
11663466.33000000
0.078635654806
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCV5
31061544.75000000
PA
USD
32507916.26000000
0.219169945638
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF BELARUS
635400CVCOWYLHF4ZB08
Republic of Belarus International Bond
07737JAA1
1700000.00000000
PA
USD
1748004.89000000
0.011785133616
Long
DBT
NUSS
BY
Y
2
2027-06-29
Fixed
7.62500000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAL2
2350000.00000000
PA
1903333.82000000
0.012832368784
Long
DBT
NUSS
CA
N
2
2027-06-18
Fixed
2.55000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAB4
15000000.00000000
PA
USD
15572577.75000000
0.104991073301
Long
DBT
NUSS
CA
N
2
2022-10-23
Fixed
2.00000000
N
N
N
N
N
N
Preston Ridge Partners Mortgag
N/A
PRPM LLC (Step Bond)
69358XAA8
4354587.23000000
PA
USD
4387895.47000000
0.029583403744
Long
ABS-O
CORP
US
Y
2
2024-04-25
Variable
3.96700000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EY0
6150000.00000000
PA
USD
7300438.43000000
0.049219909422
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Resources, Inc
25746UCJ6
3775000.00000000
PA
USD
3829901.49000000
0.025821381310
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
17050028.44000000
PA
USD
18637109.54000000
0.125652295030
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
5750000.00000000
PA
USD
5783404.63000000
0.038991994079
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WAG2
908922.28000000
PA
USD
915532.51000000
0.006172564517
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Mortgage Trust
91830MAA4
4585000.00000000
PA
USD
4592871.99000000
0.030965365368
Long
ABS-MBS
USGSE
US
Y
2
2029-12-13
Fixed
3.80800000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAD4
4850000.00000000
PA
USD
4661381.56000000
0.031427260207
Long
DBT
CORP
IN
Y
2
2027-07-30
Fixed
4.00000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
1925000.00000000
PA
USD
2076613.00000000
0.014000625407
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
AP9713409
500000.00000000
PA
563914.77000000
0.003801940687
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
1.12500000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan, Inc
628530BK2
5750000.00000000
PA
USD
6605142.65000000
0.044532191603
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAY4
1825000.00000000
PA
USD
2021733.38000000
0.013630624351
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.60000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAZ0
1600000.00000000
PA
USD
1754560.59000000
0.011829332463
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087XW9
1000000.00000000
PA
1220219.51000000
0.008226779026
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850BAE7
4746047.81000000
PA
USD
4819585.45000000
0.032493878494
Long
ABS-CBDO
USGSE
US
Y
2
2047-03-25
Variable
3.50000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
JM Smucker Co
832696AT5
4450000.00000000
PA
USD
4589321.62000000
0.030941428602
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
3.55000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
18200000.00000000
PA
USD
20230266.42000000
0.136393435865
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAX4
1401182.33000000
PA
USD
1444299.09000000
0.009737534405
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Fixed
3.20600000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46636DAJ5
4941961.96000000
PA
USD
5037805.88000000
0.033965131201
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Fixed
4.38780000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc
98919XAB7
698250.00000000
PA
USD
661186.89000000
0.004457754030
Long
LON
CORP
US
N
2
2027-03-09
Variable
3.17825000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
BG1390940
31700000.00000000
PA
324851.14000000
0.002190162116
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GB1
12500000.00000000
PA
USD
12361375.00000000
0.083340988856
Long
DBT
MUN
US
N
2
2021-06-15
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust
17307G2R8
650000.00000000
PA
USD
638288.04000000
0.004303368875
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.93450000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc
37940XAB8
10275000.00000000
PA
USD
11004523.77000000
0.074193032157
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
3275000.00000000
PA
USD
3891113.27000000
0.026234074095
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
ICICI BANK LTD/DUBAI
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
45112EAH2
3375000.00000000
PA
USD
3359550.74000000
0.022650253777
Long
DBT
CORP
IN
Y
2
2027-12-14
Fixed
3.80000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
3675000.00000000
PA
USD
3977860.31000000
0.026818926840
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AN9
4100000.00000000
PA
USD
4719100.00000000
0.031816400724
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
AMBER CIRCLE FUNDING LTD
549300XUOOO10CM8FY85
Amber Circle Funding Ltd
EJ4615047
2500000.00000000
PA
USD
2592466.05000000
0.017478531650
Long
DBT
CORP
KY
N
2
2022-12-04
Fixed
3.25000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334CL6
1550000.00000000
PA
USD
1685120.97000000
0.011361167182
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.87500000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
23500000.00000000
PA
1049512.28000000
0.007075862614
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDP7
20500000.00000000
PA
USD
20551676.40000000
0.138560397514
Long
ABS-O
CORP
US
Y
2
2025-06-16
Fixed
1.27000000
N
N
N
N
N
N
STENA AB
213800CWLTI7WZCC2R35
Stena AB
858577AR0
350000.00000000
PA
USD
329000.00000000
0.002218133932
Long
DBT
CORP
SE
Y
2
2024-02-01
Fixed
7.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
25272KAD5
13175000.00000000
PA
USD
13542089.62000000
0.091301424001
Long
DBT
CORP
US
Y
2
2021-06-15
Fixed
4.42000000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago
91412NAJ9
21000000.00000000
PA
USD
21494139.24000000
0.144914527621
Long
DBT
MUN
US
N
2
2045-10-01
Fixed
4.15100000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFD1
10000000.00000000
PA
USD
12589007.10000000
0.084875695497
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
2538916.44000000
PA
USD
2913044.90000000
0.019639889781
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W34
2335000.00000000
PA
USD
2576345.60000000
0.017369846796
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
2.80800000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002FAA2
14810746.64000000
PA
USD
15222276.57000000
0.102629325781
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GWL4
26625000.00000000
PA
USD
29820346.66000000
0.201050221248
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAS9
5600000.00000000
PA
USD
5947007.19000000
0.040095010462
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918288AA9
4355502.53000000
PA
USD
4370025.08000000
0.029462920710
Long
ABS-O
CORP
US
Y
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
12912081.56000000
PA
USD
14203767.08000000
0.095762485478
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
6250000.00000000
PA
USD
6193812.50000000
0.041758983813
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAE7
2675000.00000000
PA
USD
2713410.57000000
0.018293945461
Long
DBT
NUSS
KR
Y
2
2021-10-11
Fixed
2.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
200474BF0
800979.00000000
PA
USD
825608.06000000
0.005566289521
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Variable
3.82900000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
7074784.10000000
PA
USD
7073700.24000000
0.047691229565
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
Peru LNG Srl
715604AA2
3050000.00000000
PA
USD
2398062.50000000
0.016167853502
Long
DBT
CORP
PE
Y
2
2030-03-22
Fixed
5.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254KAU6
1374000.00000000
PA
USD
1330100.84000000
0.008967604274
Long
ABS-MBS
USGSE
US
N
2
2050-11-10
Variable
4.48088100
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAE9
3000000.00000000
PA
USD
3164257.14000000
0.021333574868
Long
DBT
CORP
ID
Y
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
6391199.62000000
PA
USD
6622644.77000000
0.044650191744
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAL3
3000000.00000000
PA
USD
3033000.00000000
0.020448632874
Long
DBT
CORP
ID
Y
2
2030-02-05
Fixed
3.37500000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AV4
5550000.00000000
PA
USD
5762892.73000000
0.038853701856
Long
DBT
CORP
NL
N
2
2023-01-06
Fixed
2.25000000
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
1456933.50000000
0.009822716209
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.38900000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437US5
13000000.00000000
PA
USD
14098240.00000000
0.095051016794
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.43400000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31297U5N6
800443.84000000
PA
USD
867261.32000000
0.005847117817
Long
ABS-MBS
MUN
US
N
2
2034-10-01
Fixed
4.50000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TAZ8
5000000.00000000
PA
USD
5134357.70000000
0.034616088247
Long
DBT
CORP
NL
Y
2
2022-04-14
Fixed
1.87500000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals, Inc
009158BC9
1950000.00000000
PA
USD
2049065.56000000
0.013814899232
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHJ4
50870000.00000000
PA
USD
59300061.94000000
0.399803889237
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
BANCO SANTANDER MEXICO
SCRYQ25DTVRHYYMM6P89
Banco Santander Mexico S.A. Institucion de Banca Multiple Grupo Financiero Santand
05969BAD5
3225000.00000000
PA
USD
3529440.00000000
0.023795655395
Long
DBT
CORP
MX
Y
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAC3
1234645.72000000
PA
USD
1149398.37000000
0.007749299470
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
3.33000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBK1
1467000.00000000
PA
USD
1380231.79000000
0.009305589566
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.52347600
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
2105838.00000000
0.014197661772
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
4.25300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRL6
4850000.00000000
PA
USD
5111977.26000000
0.034465198237
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury Bill- When Issued
254900HROIFWPRGM1V77
United States Treasury Bill
9999B02M2
36265000.00000000
PA
USD
36264259.47000000
0.244495393463
Long
STIV
UST
US
N
2
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03067DAD7
16500000.00000000
PA
USD
16608182.25000000
0.111973168989
Long
ABS-O
CORP
US
N
2
2024-08-19
Fixed
1.11000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
5500000.00000000
PA
USD
5581397.14000000
0.037630049800
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AS7
2875000.00000000
PA
USD
3286529.80000000
0.022157943063
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
MALLINCKRODT INTERNATIONAL
549300MQQ92LN1A0B514
Mallinckrodt International Finance S.A.
N/A
161831.63000000
PA
USD
120564.56000000
0.000812852101
Long
LON
CORP
LU
N
2
2024-09-24
Variable
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBA7
9125000.00000000
PA
USD
9634948.80000000
0.064959291387
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Variable
4.77336400
N
Y
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM Technologies, Inc
87305VAH3
1500000.00000000
PA
USD
1447500.00000000
0.009759115095
Long
LON
CORP
US
N
2
2024-09-28
Variable
2.67263000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YGGZ9
493579.89000000
PA
USD
541566.95000000
0.003651270602
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
GOPHER RESOURCE LLC
549300BTDNOXC3JSII89
Gopher Resource LLC
26828KAB6
994807.32000000
PA
USD
942579.94000000
0.006354919600
Long
LON
CORP
US
N
2
2025-03-06
Variable
4.25000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAM4
2400000.00000000
PA
USD
2352240.00000000
0.015858915988
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
3750000.00000000
PA
USD
4510605.56000000
0.030410721114
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAC7
5930000.00000000
PA
USD
6300640.12000000
0.042479220800
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZT8
4575000.00000000
PA
USD
3660000.00000000
0.024675897237
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
925000.00000000
PA
USD
1070687.50000000
0.007218626973
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
12458364.39000000
PA
USD
13741669.24000000
0.092646999463
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937EAG9
2200000.00000000
PA
USD
2224109.14000000
0.014995051525
Long
ABS-MBS
USGSE
US
N
2
2045-03-15
Variable
3.71400000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust
59020U4M4
941636.05000000
PA
USD
866930.79000000
0.005844889367
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
2.27838000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
KRW200731
KRW200731
1.00000000
NC
USD
-14351.14000000
-0.00009675608
N/A
DFE
CORP
US
N
1
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
11811392488.00000000
KRW
9834631.55000000
USD
2020-07-31
-14351.14000000
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables Owner Trust
43813VAC2
22535000.00000000
PA
USD
23120725.21000000
0.155881048999
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
1.83000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
3000000.00000000
PA
USD
2678640.00000000
0.018059520594
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0TF3
919885.95000000
PA
USD
1057977.23000000
0.007132933717
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDK7
3871483.58000000
PA
USD
3955916.77000000
0.026670982430
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
4.63450000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZU5
9250000.00000000
PA
USD
7501892.17000000
0.050578120293
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TY59
591921.41000000
PA
USD
680597.62000000
0.004588622112
Long
ABS-MBS
USGSE
US
N
2
2044-12-20
Fixed
4.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
1975000.00000000
PA
USD
1990059.59000000
0.013417078125
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
2025000.00000000
PA
USD
2201721.81000000
0.014844115062
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBE4
1600000.00000000
PA
USD
1608978.56000000
0.010847811367
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
4.11800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XK29
8772582.01000000
PA
USD
8639748.45000000
0.058249602434
Long
ABS-CBDO
USGSE
US
N
2
2030-10-25
Variable
1.03450000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXXIV LLC (Step Bond)
92870FAB6
6600000.00000000
PA
USD
6382720.08000000
0.043032607866
Long
ABS-O
CORP
US
Y
2
2049-12-27
Variable
3.96710000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAF1
2425000.00000000
PA
USD
2829062.84000000
0.019073678666
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
4856329.36000000
PA
USD
5289792.01000000
0.035664033892
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
6900000.00000000
PA
USD
7789066.86000000
0.052514265959
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
3900000.00000000
PA
USD
4035218.54000000
0.027205638804
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH MT
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578JAW6
1110000.00000000
PA
USD
1137627.90000000
0.007669942392
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
3.80000000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553AW8
855000.00000000
PA
USD
874075.05000000
0.005893056314
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
3.17200000
N
N
N
N
N
N
Planet Fitness Master Issuer L
549300NX9W3U2DO53T22
Planet Fitness Master Issuer LLC
72703PAA1
14246250.00000000
PA
USD
14308363.65000000
0.096467680618
Long
ABS-O
CORP
US
Y
2
2048-09-05
Fixed
4.26200000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
74814ZFB4
1650000.00000000
PA
1355647.10000000
0.009139838396
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
2.75000000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315KZM5
20000000.00000000
PA
USD
19998933.40000000
0.134833777441
Long
STIV
USGSE
US
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JC6
6575000.00000000
PA
USD
7462743.88000000
0.050314180626
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
2100000.00000000
PA
USD
2357250.00000000
0.015892693651
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAD4
12000000.00000000
PA
USD
12877807.20000000
0.086822799757
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.23000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government International Bond
AZ4234946
19025000.00000000
PA
1243209.75000000
0.008381780337
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
15.90000000
N
N
N
N
N
N
Freddie Mac - STACR
5493005LAQ76UDHPEE03
Structured Agency Credit Risk Debt Note (STACR)
35565CAH9
3300000.00000000
PA
USD
3200817.51000000
0.021580066653
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
2.23450000
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
1410055.20000000
0.009506660441
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
3.46700000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAE9
8050000.00000000
PA
USD
8700303.96000000
0.058657870615
Long
ABS-MBS
USGSE
US
N
2
2058-07-15
Variable
3.76700000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
10000000.00000000
PA
USD
10803685.30000000
0.072838969466
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust
34528QFU3
6000000.00000000
PA
USD
6068171.40000000
0.040911905433
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.48000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAL0
3250000.00000000
PA
USD
3397356.63000000
0.022905142918
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAB1
3500000.00000000
PA
USD
3096457.77000000
0.020876468232
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
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
3119917.03000000
0.021034631699
Long
ABS-MBS
USGSE
US
N
2
2048-04-15
Fixed
3.30600000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
EK1348714
600000.00000000
PA
757067.79000000
0.005104187701
Long
DBT
CORP
FR
N
2
2026-03-25
Fixed
2.50000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust
12508GAS5
7698000.00000000
PA
USD
8342351.85000000
0.056244540155
Long
ABS-MBS
USGSE
US
N
2
2050-11-15
Variable
3.46200000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAA1
500000.00000000
PA
USD
502500.00000000
0.003387879333
Long
DBT
CORP
NL
Y
2
2023-04-15
Fixed
6.62500000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AK9
8000000.00000000
PA
USD
9621911.84000000
0.064871395571
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
3.52900000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
N/A
14300000.00000000
PA
703070.11000000
0.004740132728
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBD3
5000000.00000000
PA
USD
5071654.50000000
0.034193340236
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
1.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBT2
7500000.00000000
PA
USD
8085120.00000000
0.054510270566
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.44600000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0DW6
697962.44000000
PA
USD
708394.74000000
0.004776031641
Long
ABS-CBDO
USGSE
US
N
2
2025-01-25
Variable
4.33450000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
1395000.00000000
PA
USD
1443420.45000000
0.009731610572
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
OREGON ST
549300R5SUGZRD8KP359
State of Oregon
68609TML9
3510000.00000000
PA
USD
3648960.90000000
0.024601471090
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
1.78300000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BF5
3340000.00000000
PA
USD
3362655.25000000
0.022671184533
Long
DBT
CORP
US
N
2
2020-11-23
Fixed
2.50000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAG1
1050000.00000000
PA
USD
1189448.47000000
0.008019319184
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae Discount Notes
N/A
Federal National Mortgage Association (FNMA)
313588K87
20000000.00000000
PA
USD
19991083.40000000
0.134780852361
Long
STIV
USGSE
US
N
2
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
1867895.40000000
0.012593441240
Long
DBT
MUN
US
N
2
2026-05-15
Fixed
2.45900000
N
N
N
N
N
N
BEMIS COMPANY INC
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AS4
852000.00000000
PA
USD
899518.03000000
0.006064594117
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.10000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BB8
200000.00000000
PA
USD
204000.00000000
0.001375377878
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.87500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BW1
325000.00000000
PA
442027.62000000
0.002980171619
Long
DBT
CORP
US
N
2
2037-07-24
Fixed
2.87500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284BAC6
2018242.92000000
PA
USD
1903694.92000000
0.012834803338
Long
ABS-O
CORP
US
Y
2
2032-02-25
Fixed
4.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
2800000.00000000
PA
USD
2923378.64000000
0.019709560357
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46590KAG9
750000.00000000
PA
USD
807003.00000000
0.005440853305
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Variable
4.11870000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAB9
4400000.00000000
PA
USD
4553428.88000000
0.030699438011
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9YB1
6853127.97000000
PA
USD
7516242.46000000
0.050674870643
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc
219350BF1
2075000.00000000
PA
USD
2394322.68000000
0.016142639454
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963G2
20380000.00000000
PA
USD
20377974.64000000
0.137389291837
Long
STIV
UST
US
N
2
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
8250000.00000000
PA
USD
8416953.19000000
0.056747506002
Long
DBT
CORP
AU
Y
2
2030-07-22
Variable
2.95000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAK7
9900000.00000000
PA
USD
9877341.77000000
0.066593516528
Long
DBT
CORP
TH
Y
2
2030-06-18
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MD8
13780000.00000000
PA
USD
13900355.90000000
0.093716872610
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
3.43450000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687FL5
8225000.00000000
PA
USD
8454585.00000000
0.057001221487
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAB4
1050000.00000000
PA
USD
1085473.83000000
0.007318317126
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
3.27500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QQ4
19135000.00000000
PA
USD
30425397.41000000
0.205129502704
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAF8
4875000.00000000
PA
USD
4983371.25000000
0.033598130289
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
3.20000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BM1
4750000.00000000
PA
USD
5449599.48000000
0.036741463593
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.87500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP
92564RAC9
775000.00000000
PA
USD
728500.00000000
0.004911582278
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
AZ6421871
18900000.00000000
PA
2788137.85000000
0.018797760401
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
3750000.00000000
PA
USD
4428619.35000000
0.029857966115
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
3350000.00000000
PA
USD
3166833.49000000
0.021350944745
Long
DBT
CORP
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326FAH0
6765000.00000000
PA
USD
7337275.70000000
0.049468268080
Long
ABS-MBS
USGSE
US
N
2
2050-10-12
Fixed
3.76400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAL4
1755000.00000000
PA
USD
1500284.57000000
0.010114991223
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Variable
3.90300000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDF8
4500000.00000000
PA
USD
4778843.58000000
0.032219194834
Long
DBT
CORP
NL
Y
2
2024-07-22
Fixed
2.62500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
48800000.00000000
PA
1958378.19000000
0.013203480592
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAM9
4300000.00000000
PA
USD
4776426.24000000
0.032202897011
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AS9078385
2650000.00000000
PA
3233451.50000000
0.021800086594
Long
DBT
NUSS
FR
N
2
2028-11-25
Fixed
0.75000000
N
N
N
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
11395000.00000000
PA
USD
11780189.86000000
0.079422610498
Long
DBT
CORP
US
N
2
2030-02-20
Fixed
1.98200000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc
084670BS6
4525000.00000000
PA
USD
5069191.66000000
0.034176735650
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.12500000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
11125000.00000000
PA
USD
10511071.33000000
0.070866151911
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AY9
10380000.00000000
PA
USD
10094306.90000000
0.068056305942
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
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
21746200.00000000
0.146613933471
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
4.03500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBS7
9525000.00000000
PA
USD
11417729.61000000
0.076978885940
Long
DBT
CORP
US
Y
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653DAA7
4201354.22000000
PA
USD
4269856.46000000
0.028787579023
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148LAC0
13575000.00000000
PA
USD
14778508.59000000
0.099637420571
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624XAM0
1140000.00000000
PA
USD
1158752.66000000
0.007812366546
Long
ABS-MBS
USGSE
US
Y
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC
45672JAK6
487500.00000000
PA
USD
461145.75000000
0.003109066977
Long
LON
CORP
US
N
2
2024-03-31
Variable
2.17825000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC
25277LAA4
1675000.00000000
PA
USD
1214107.00000000
0.008185568187
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
5.37500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCS3
5475000.00000000
PA
USD
6099124.92000000
0.041120595564
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial, Inc
45685EAJ5
1000000.00000000
PA
USD
1298697.57000000
0.008755881907
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBW8
22275000.00000000
PA
USD
24771995.65000000
0.167013994269
Long
DBT
CORP
US
Y
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29134WAB3
4000000.00000000
PA
USD
4330975.52000000
0.029199646685
Long
DBT
NUSS
AE
Y
2
2026-05-03
Fixed
3.12500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAA8
7244131.12000000
PA
USD
7444239.38000000
0.050189422391
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust
759950AW8
12906.02000000
PA
USD
11983.98000000
0.000080796573
Long
ABS-O
CORP
US
N
2
2033-08-25
Variable
1.06450000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDG6
8000000.00000000
PA
USD
8025800.00000000
0.054110332253
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
3.45000000
N
N
N
N
N
N
CES MU2 LLC
N/A
CES MU2 LLC
12517LAB0
34475246.20000000
PA
USD
35694100.60000000
0.240651354751
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
1.99400000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2B7
3500000.00000000
PA
USD
3766700.00000000
0.025395273804
Long
DBT
CORP
CA
Y
2
2025-05-18
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963A5
60000000.00000000
PA
USD
59963281.20000000
0.404275345604
Long
STIV
UST
US
N
2
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CR0
3000000.00000000
PA
USD
3727195.59000000
0.025128933159
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
4807683.11000000
PA
USD
4604831.58000000
0.031045997503
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.50450000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652KAA2
7249219.61000000
PA
USD
7200496.16000000
0.048546093798
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos, Inc
071734AH0
325000.00000000
PA
USD
305984.25000000
0.002062960630
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
6038000.00000000
PA
USD
7394909.96000000
0.049856841052
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AUHV6
6299949.63000000
PA
USD
6620800.39000000
0.044637756845
Long
ABS-CBDO
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABE4
32175000.00000000
PA
USD
35861289.75000000
0.241778552096
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
2125000.00000000
PA
USD
2398631.55000000
0.016171690065
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAP7
2483405.33000000
PA
USD
2386130.32000000
0.016087406167
Long
LON
CORP
US
N
2
2024-04-01
Variable
3.75000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
92872KAA5
5124711.96000000
PA
USD
5148260.01000000
0.034709818294
Long
ABS-O
CORP
US
Y
2
2049-02-25
Variable
3.96720000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
2180882.43000000
PA
USD
2225835.65000000
0.015006691739
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
AN5751838
600000.00000000
PA
710494.70000000
0.004790189673
Long
DBT
CORP
US
N
2
2028-05-18
Fixed
1.63800000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AL7
8475000.00000000
PA
USD
9376936.45000000
0.063219759629
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.87500000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
3075000.00000000
PA
USD
3507368.34000000
0.023646847194
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
2550000.00000000
PA
USD
2715783.48000000
0.018309943735
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
CRANBERRY RE LTD
N/A
Cranberry RE Ltd
224287AB8
5665000.00000000
PA
USD
5662167.50000000
0.038174607478
Long
DBT
CORP
BM
Y
2
2020-07-13
Variable
2.01200000
N
Y
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
C9413PAZ6
1841897.61000000
PA
USD
1787340.59000000
0.012050336810
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.19000000
N
N
N
N
N
N
MSN 41079 AND 41084 LTD
N/A
MSN 41079 and 41084 Ltd
553737AB3
2545575.47000000
PA
USD
2603523.10000000
0.017553078817
Long
DBT
CORP
KY
N
2
2024-12-14
Fixed
1.63100000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
N/A
Cayuga Park CLO, Ltd.
149791AA3
27000000.00000000
PA
USD
27000000.00000000
0.182035307489
Long
ABS-O
CORP
KY
Y
3
2031-07-17
Variable
0.00000100
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZG4
3215000.00000000
PA
USD
3251586.70000000
0.021922354991
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
2.15000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
1750000.00000000
PA
USD
1432151.04000000
0.009655631664
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V76
2160000.00000000
PA
USD
2204193.60000000
0.014860779990
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
2.40800000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
617458AS3
7075000.00000000
PA
USD
7023554.85000000
0.047353146918
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Variable
5.68430900
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
15200000.00000000
PA
USD
15235472.54000000
0.102718293650
Long
DBT
CORP
NL
Y
2
2026-07-01
Variable
1.40000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government International Bond
AS9547660
3100000.00000000
PA
842985.41000000
0.005683448456
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
28700000.00000000
PA
USD
30310346.38000000
0.204353823088
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom OAO Via Gaz Capital S.A.
368266AV4
300000.00000000
PA
USD
332707.46000000
0.002243129806
Long
DBT
CORP
LU
Y
2
2027-03-23
Fixed
4.95000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
2500000.00000000
PA
USD
2940625.00000000
0.019825836151
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JW7
884784.48000000
PA
USD
970547.14000000
0.006543475817
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
ENVISION HEALTHCARE CORP
549300OL60X0LPKY8N60
Envision Healthcare Corp
29373UAC5
1028818.90000000
PA
USD
671304.33000000
0.004525966301
Long
LON
CORP
US
N
2
2025-10-10
Variable
3.92825000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AW4
2475000.00000000
PA
USD
2414681.06000000
0.016279896638
Long
DBT
NUSS
ZA
N
2
2027-09-27
Fixed
4.85000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AC2
3900000.00000000
PA
USD
4367315.51000000
0.029444652658
Long
DBT
CORP
CH
Y
2
2028-01-09
Fixed
4.28200000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
4525000.00000000
PA
USD
6195761.41000000
0.041772123459
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc
902494BG7
2700000.00000000
PA
USD
2947283.85000000
0.019870730440
Long
DBT
CORP
US
N
2
2023-09-28
Fixed
3.90000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBC2
2225000.00000000
PA
USD
2659788.70000000
0.017932424217
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.10000000
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
3830619.00000000
0.025826218797
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.98200000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017BT5
6665000.00000000
PA
USD
8252736.10000000
0.055640346429
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AS1
6000000.00000000
PA
USD
5971284.72000000
0.040258690744
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
655359.45000000
PA
USD
862355.69000000
0.005814043822
Long
LON
CORP
US
N
2
2025-08-01
Variable
3.01013000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAQ7
2000000.00000000
PA
USD
2097330.60000000
0.014140304469
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
4.94845300
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Ingersoll-Rand Global Holding Co Ltd
45687AAP7
1000000.00000000
PA
USD
1109228.86000000
0.007478474689
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
3.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429JAA8
5750000.00000000
PA
USD
5955172.65000000
0.040150062388
Long
ABS-MBS
USGSE
US
Y
2
2036-05-10
Fixed
3.34100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FRW0
815813.97000000
PA
USD
938158.87000000
0.006325112532
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc
443201AA6
275000.00000000
PA
USD
298683.21000000
0.002013736665
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556CF7
2975000.00000000
PA
USD
3397956.97000000
0.022909190439
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.13300000
N
N
N
N
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust
33766WAH7
1964597.45000000
PA
USD
2021794.74000000
0.013631038043
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
2071472.75000000
PA
USD
2117700.36000000
0.014277638377
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
UK TSY 1 3/4% 2037
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AL0832686
2450000.00000000
PA
3631271.90000000
0.024482210996
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CK8
3950000.00000000
PA
USD
4444523.96000000
0.029965195766
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.90000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
675000.00000000
PA
USD
594000.00000000
0.004004776764
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CP8
3352000.00000000
PA
USD
3055363.65000000
0.020599409685
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14315PAD7
5950000.00000000
PA
USD
6120656.71000000
0.041265763934
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
2.18000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc
718172AC3
1600000.00000000
PA
USD
2410518.18000000
0.016251830300
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TXL5
931442.86000000
PA
USD
1070307.14000000
0.007216062568
Long
ABS-MBS
USGSE
US
N
2
2044-08-20
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAS9
600000.00000000
PA
715311.34000000
0.004822663693
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.95000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317155
600000.00000000
PA
694636.72000000
0.004683274404
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAK0
13536336.72000000
PA
USD
11853024.21000000
0.079913663212
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.18450000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GQD0
6000000.00000000
PA
USD
6211140.00000000
0.041875806657
Long
DBT
MUN
US
N
2
2022-05-15
Fixed
2.57000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAA3
4000000.00000000
PA
USD
4084686.00000000
0.027539150815
Long
ABS-MBS
CORP
US
Y
2
2034-09-06
Fixed
2.93590000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
2450000.00000000
PA
USD
2487189.65000000
0.016768753063
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co
665772CS6
6225000.00000000
PA
USD
6275382.10000000
0.042308930006
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36248EAE5
5910000.00000000
PA
USD
5976426.63000000
0.040293357751
Long
ABS-MBS
USGSE
US
Y
2
2043-12-10
Variable
5.35147600
N
N
N
N
N
N
HERCULES MERGER SUB LLC
549300C1PQJLVEIUBK50
Buckeye Partners LP
11823LAH8
2000000.00000000
PA
USD
1913000.00000000
0.012897538638
Long
LON
CORP
US
N
2
2026-11-02
Variable
2.92263000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAD8
3550000.00000000
PA
USD
4685678.80000000
0.031591073376
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
6.25000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AZ4598605
122000000.00000000
PA
1140127.70000000
0.007686796164
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAK7
1750000.00000000
PA
USD
1782235.00000000
0.012015914675
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
2.26200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
4575000.00000000
PA
USD
4864957.64000000
0.032799779997
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
BH4726262
1875000.00000000
PA
2149420.88000000
0.014491499659
Long
DBT
NUSS
BE
Y
2
2027-10-22
Fixed
0.00000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
QZ4675638
450000000.00000000
PA
4129591.84000000
0.027841908163
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAG6
3100000.00000000
PA
USD
3134420.85000000
0.021132417156
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Variable
4.99800000
N
N
N
N
N
N
Pretium Mortgage Credit Partne
N/A
Pretium Mortgage Credit Partners I LLC (Step Bond)
74142NAA1
2509105.23000000
PA
USD
2491564.83000000
0.016798250739
Long
ABS-O
CORP
US
Y
2
2058-12-27
Variable
3.84410000
N
Y
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
78471HAB4
5500000.00000000
PA
USD
5765625.80000000
0.038872128347
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
3.69000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
1650000.00000000
PA
USD
1680937.50000000
0.011332962025
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
5125000.00000000
PA
USD
5298909.70000000
0.035725505799
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc
87817JAE8
940480.70000000
PA
USD
1085092.89000000
0.007315748810
Long
LON
CORP
US
N
2
2024-02-06
Variable
3.75000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252724AA7
3712885.84000000
PA
USD
3786571.40000000
0.025529247745
Long
ABS-O
CORP
US
Y
2
2031-01-21
Fixed
3.70000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AT5
6000000.00000000
PA
USD
6534751.80000000
0.044057613084
Long
DBT
NUSS
JP
N
2
2026-04-20
Fixed
2.37500000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
JK7702612
750000.00000000
PA
925482.40000000
0.006239647157
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
2000000.00000000
PA
USD
2096150.80000000
0.014132350200
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
3.14300000
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
1652332.50000000
0.011140105730
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
4.35300000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBB0
11750000.00000000
PA
USD
11792429.13000000
0.079505128249
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAQX9
2984861.26000000
PA
USD
3192861.62000000
0.021526427658
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
L8030PAF5
396765.95000000
PA
USD
368000.42000000
0.002481076652
Long
LON
CORP
LU
N
2
2025-04-25
Variable
1.92825000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAF4
5775000.00000000
PA
USD
6032471.45000000
0.040671214641
Long
DBT
NUSS
KR
Y
2
2022-10-31
Fixed
3.00000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
AM6641311
3200000.00000000
PA
1364590.55000000
0.009200135569
Long
DBT
NUSS
IL
N
2
2047-03-31
Fixed
3.75000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
3000000.00000000
PA
USD
3202500.00000000
0.021591410082
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
AT1203872
500000.00000000
PA
625849.87000000
0.004219510130
Long
DBT
CORP
GB
N
2
2023-06-27
Variable
2.17500000
N
N
N
N
N
N
Fannie Mae Discount Notes
N/A
Federal National Mortgage Association (FNMA)
313588G90
10000000.00000000
PA
USD
9996733.30000000
0.067398460005
Long
STIV
USGSE
US
N
2
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
4475000.00000000
PA
USD
5141819.75000000
0.034666397749
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
1843000.00000000
PA
USD
1950207.31000000
0.013148392123
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
15950000.00000000
PA
USD
17269548.60000000
0.116432132948
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XZU5
11800000.00000000
PA
USD
12530979.79000000
0.084484472563
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
2.55000000
N
N
N
N
N
N
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
JPY200930
JPY200930
1.00000000
NC
USD
369137.24000000
0.002488741147
N/A
DFE
CORP
US
N
1
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
4182524170.00000000
JPY
39154930.27000000
USD
2020-09-30
369137.24000000
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust
83189DAB6
11552839.80000000
PA
USD
11896335.76000000
0.080205671780
Long
ABS-O
CORP
US
Y
2
2035-10-15
Fixed
2.82000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
4000000.00000000
PA
USD
4059315.48000000
0.027368101540
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC
599191AA1
1175000.00000000
PA
USD
1177937.50000000
0.007941711667
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAK5
4350000.00000000
PA
USD
4940529.47000000
0.033309288934
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
WINDERMERE AVIATION LLC
N/A
Windermere Aviation LLC
973204AA8
5962951.21000000
PA
USD
6218943.93000000
0.041928421131
Long
DBT
CORP
US
N
2
2026-05-27
Fixed
2.35100000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573MAD5
2051000.00000000
PA
USD
1941080.14000000
0.013086856301
Long
ABS-CBDO
USGSE
US
Y
2
2059-06-25
Variable
3.58700000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BC6
5500000.00000000
PA
USD
5118032.37000000
0.034506022082
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
AR6731004
250000.00000000
PA
288756.01000000
0.001946807002
Long
DBT
CORP
CA
Y
2
2028-03-29
Fixed
2.75000000
N
N
N
N
N
N
OREGON ST DEPT OF ADMIN SVCS L
N/A
Oregon State Lottery
68607VZ73
2350000.00000000
PA
USD
2438407.00000000
0.016439858075
Long
DBT
MUN
US
N
2
2024-04-01
Fixed
2.50500000
N
N
N
N
N
N
INDUSTRIAS PENOLES SAB D
549300WA2HB7776CB324
Industrias Penoles SAB de C.V.
456472AB5
1950000.00000000
PA
USD
2023125.00000000
0.013640006720
Long
DBT
CORP
MX
Y
2
2029-09-12
Fixed
4.15000000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009R96
5000000.00000000
PA
USD
5102050.00000000
0.034398268169
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
2.25600000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HQ9
10650000.00000000
PA
USD
11248669.30000000
0.075839073143
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
11875000.00000000
PA
USD
12911673.13000000
0.087051125497
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12636FBJ1
1575000.00000000
PA
USD
1743187.32000000
0.011752653326
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.77400000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZQ2
3245000.00000000
PA
USD
3372268.90000000
0.022736000227
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SC3
24595000.00000000
PA
USD
34451254.16000000
0.232272023867
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
11400000.00000000
PA
USD
11499137.14000000
0.077527739449
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
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
3132595.80000000
0.021120112581
Long
ABS-MBS
USGSE
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AL0
2000000.00000000
PA
USD
2004940.00000000
0.013517402570
Long
DBT
NUSS
JP
Y
2
2020-09-08
Fixed
2.00000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
2890000.00000000
PA
USD
3511676.37000000
0.023675892141
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
BL3183086
2250000.00000000
PA
USD
2143687.50000000
0.014452844934
Long
LON
CORP
US
N
2
2028-01-31
Variable
2.68475000
N
N
N
N
N
N
KFC HOLDING CO
549300G2LG4YUB3MM115
YUM! Brands
72584DAE4
1690478.43000000
PA
USD
1616520.00000000
0.010898656120
Long
LON
CORP
US
N
2
2025-04-03
Variable
1.94375000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
EK0414632
400000.00000000
PA
771940.73000000
0.005204461783
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust
94989KAV5
2566000.00000000
PA
USD
2795196.40000000
0.018845349487
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
3.63700000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653EAC1
5227944.09000000
PA
USD
5065318.43000000
0.034150622145
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
3.77000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50184BAA6
3812433.95000000
PA
USD
4017383.54000000
0.027085394370
Long
ABS-MBS
USGSE
US
Y
2
2036-02-15
Fixed
3.57460000
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
1029750.00000000
0.006942624366
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
2.25900000
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
2575100.00000000
0.017361448900
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
3.28500000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AL4320316
1220000000.00000000
PA
1032648.29000000
0.006962164777
Long
DBT
NUSS
KR
N
2
2022-03-10
Fixed
1.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2K9
7300000.00000000
PA
USD
7679188.57000000
0.051773461207
Long
DBT
CORP
FR
Y
2
2031-01-13
Fixed
3.05200000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
7215000.00000000
PA
USD
8493858.75000000
0.057266007012
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZQ7656965
45000000.00000000
PA
2738896.34000000
0.018465771756
Long
STIV
NUSS
EG
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
3900000.00000000
PA
USD
2689869.00000000
0.018135227056
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
5675000.00000000
PA
USD
6989327.67000000
0.047122385613
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5P8
7575000.00000000
PA
USD
7587333.08000000
0.051154167046
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
3.32500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810FT0
42427000.00000000
PA
USD
64931540.46000000
0.437771590126
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
12355424.55000000
PA
USD
13648831.04000000
0.092021079823
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
103304BQ3
600000.00000000
PA
USD
558000.00000000
0.003762063021
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
1083794.53000000
0.007306995204
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
MERCY HEALTHCARE SYSTEM
RV2KCMRGYKSCKT5REH48
Mercy Health
58942HAA9
12500000.00000000
PA
USD
13497630.13000000
0.091001675966
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.38200000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJH2
6200000.00000000
PA
USD
7001754.74000000
0.047206169520
Long
DBT
NUSS
IL
N
2
2028-01-17
Fixed
3.25000000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust
12652VAD9
2000000.00000000
PA
USD
2093308.20000000
0.014113185253
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
3.30000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
92553PAU6
1150000.00000000
PA
USD
1359586.15000000
0.009166395661
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
44675000.00000000
PA
USD
47920159.83000000
0.323080038133
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384A66
42535000.00000000
PA
USD
42529151.44000000
0.286733598505
Long
STIV
USGSE
US
N
2
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RAZ8
2556000.00000000
PA
USD
2784947.82000000
0.018776253065
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.61080000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
2795000.00000000
PA
USD
3082174.51000000
0.020780169802
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.77900000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REU8
5625000.00000000
PA
USD
5655084.47000000
0.038126853347
Long
DBT
CORP
US
N
2
2020-11-05
Fixed
2.45000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZL3
3905000.00000000
PA
USD
4038238.60000000
0.027226000195
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
2.75000000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
1305000.00000000
PA
USD
1404276.67000000
0.009467701311
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.95000000
N
N
N
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco, Inc
84850XAG7
994871.80000000
PA
USD
949943.39000000
0.006404564336
Long
LON
CORP
US
N
2
2022-11-14
Variable
4.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
10825000.00000000
PA
USD
12711319.36000000
0.085700330677
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot, Inc
437076BL5
8850000.00000000
PA
USD
8953807.05000000
0.060367000724
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
2.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
ZP2080957
1270000000.00000000
PA
1073858.74000000
0.007240007627
Long
DBT
NUSS
KR
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BP4
4675000.00000000
PA
USD
5088106.47000000
0.034304260215
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.60000000
N
N
N
N
N
N
WEB.COM GROUP INC
254900QSA9ZIGO5F5S30
Web.com Group Inc
94732YAS2
1750000.00000000
PA
USD
1650827.50000000
0.011129958947
Long
LON
CORP
US
N
2
2025-10-10
Variable
3.94013000
N
N
N
N
N
N
UPJOHN INC
N/A
Upjohn, Inc
91533BAD2
11200000.00000000
PA
USD
11507013.62000000
0.077580843059
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc
651229BB1
375000.00000000
PA
USD
392730.00000000
0.002647804678
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80284NAE8
4950000.00000000
PA
USD
5051459.16000000
0.034057182276
Long
ABS-O
CORP
US
Y
2
2023-11-20
Fixed
1.93000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AM0
1725000.00000000
PA
USD
1877677.15000000
0.012659390272
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.37500000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
JM Smucker Co
832696AS7
1550000.00000000
PA
USD
1582183.58000000
0.010667158314
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBP0
10446659.68000000
PA
USD
10621320.52000000
0.071609457289
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
2.74900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVJ2
50444.42000000
PA
USD
57362.02000000
0.000386737516
Long
ABS-MBS
USGSE
US
N
2
2044-02-20
Fixed
4.50000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
N/A
3100000.00000000
PA
1596644.66000000
0.010764655616
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
5.50000000
N
N
N
N
N
N
ADANI TRANSMISSION LTD
549300PLH866JQ6LXE52
Adani Transmission Ltd
00652XAB4
1965125.00000000
PA
USD
1878997.19000000
0.012668290046
Long
DBT
CORP
IN
Y
2
2036-05-21
Fixed
4.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CG8
3000000.00000000
PA
USD
2535000.00000000
0.017091092758
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724PAD1
10050000.00000000
PA
USD
10851280.87000000
0.073159861104
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87265VAF5
4500000.00000000
PA
USD
4490280.00000000
0.030273685204
Long
LON
CORP
US
N
2
2027-04-01
Variable
3.17825000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERAT
N/A
Grifols Worldwide Operations USA, Inc
39843PAG8
2462625.00000000
PA
USD
2366902.77000000
0.015957773093
Long
LON
CORP
US
N
2
2027-11-15
Variable
2.10850000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
39073125.00000000
PA
USD
39908508.41000000
0.269065096291
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
3.08200000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AR7
3600000.00000000
PA
USD
4072153.28000000
0.027454654609
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128LXA59
587197.80000000
PA
USD
641375.48000000
0.004324184545
Long
ABS-MBS
MUN
US
N
2
2035-04-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
1953546.48000000
PA
USD
2025998.24000000
0.013659378244
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
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
906653.10000000
0.006112699105
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
3.40300000
N
N
N
N
N
N
LOS ANGELES CNTY CA REDEV REFU
N/A
Los Angeles County Redevelopment Agency
54465AGN6
1000000.00000000
PA
USD
1015580.00000000
0.006847089540
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754WAB1
1240000.00000000
PA
USD
1173910.48000000
0.007914561303
Long
ABS-CBDO
USGSE
US
Y
2
2040-01-25
Variable
2.18450000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BB9
3475000.00000000
PA
USD
3732704.89000000
0.025166077126
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.62500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AT2820591
845000.00000000
PA
1036845.73000000
0.006990464121
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox, Inc
897051AB4
725000.00000000
PA
USD
728625.00000000
0.004912425034
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
2225000.00000000
PA
USD
2145567.50000000
0.014465519985
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
4525000.00000000
PA
USD
5115191.13000000
0.034486866304
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
9550000.00000000
PA
USD
9908427.26000000
0.066803096407
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
10650000.00000000
PA
USD
11379399.44000000
0.076720462078
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
1934027.56000000
PA
USD
2145272.26000000
0.014463529462
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc
716768AD8
900000.00000000
PA
USD
899964.00000000
0.006067600869
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
8.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
5300000.00000000
PA
USD
5918693.12000000
0.039904115630
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
27150000.00000000
PA
USD
27542317.50000000
0.185691638336
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652YAB0
1315410.85000000
PA
USD
1305985.14000000
0.008805015056
Long
ABS-O
CORP
US
Y
2
2033-10-20
Fixed
2.63000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918VAY0
992512.50000000
PA
USD
958638.05000000
0.006463184155
Long
LON
CORP
US
N
2
2026-08-12
Variable
1.92825000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
3900000.00000000
PA
USD
3402750.00000000
0.022941505280
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EN9
9350000.00000000
PA
USD
10862596.53000000
0.073236151832
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AGEJ7
11839756.71000000
PA
USD
2684036.14000000
0.018095901631
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
5.76550000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322YAE0
3573596.82000000
PA
USD
3700046.04000000
0.024945889578
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
3.37100000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AH7
1625000.00000000
PA
USD
1691766.00000000
0.011405968296
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAD3
23978510.73000000
PA
USD
24350110.51000000
0.164169624225
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Fixed
4.53700000
N
N
N
N
N
N
DY8 LEASING LLC
549300EWT1F5HEYYL287
DY8 Leasing LLC
233383AB4
5280000.08000000
PA
USD
5534800.63000000
0.037315893873
Long
DBT
CORP
US
N
2
2026-04-29
Fixed
2.62700000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAU7
7225000.00000000
PA
USD
7733631.11000000
0.052140515448
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.90000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust
34531MAE8
8250000.00000000
PA
USD
8415966.90000000
0.056740856387
Long
ABS-O
CORP
US
N
2
2023-05-15
Fixed
1.88000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QBA6
2500000.00000000
PA
USD
2610436.25000000
0.017599687609
Long
ABS-MBS
USGSE
US
N
2
2048-09-15
Variable
3.65417700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
5226688.11000000
PA
USD
5996259.81000000
0.040427074011
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBG8
2572000.00000000
PA
USD
3012042.91000000
0.020307339159
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
3525000.00000000
PA
USD
3832127.22000000
0.025836387290
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
1500000.00000000
PA
USD
1019357.25000000
0.006872555942
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
4.40871700
N
N
N
N
N
N
PROMETRIC HOLDINGS INC
54930034OH1XQT27TX40
Prometric Holdings Inc
80358TAC0
740587.42000000
PA
USD
667454.41000000
0.004500009954
Long
LON
CORP
US
N
2
2025-01-29
Variable
4.50000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
2250000.00000000
PA
USD
3258379.71000000
0.021968153793
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
897191.68000000
PA
USD
861316.21000000
0.005807035597
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.66450000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust
78448PAB6
1616597.97000000
PA
USD
1624461.91000000
0.010952200862
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
2.49000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0A71
6907924.55000000
PA
USD
7125194.67000000
0.048038407506
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
NBCUNIVERSAL MEDIA LLC
VTBDOQJ6KOGQ6K786R46
NBC Universal Media LLC
63946BAH3
10350000.00000000
PA
USD
11052538.44000000
0.074516749387
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.87500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
7250000.00000000
PA
USD
7239702.10000000
0.048810422144
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
3.07585400
N
Y
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCU6
32000000.00000000
PA
USD
32103475.20000000
0.216443184426
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
2.97000000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No 1
13509PGU1
1300000.00000000
PA
1024420.30000000
0.006906691270
Long
DBT
NUSS
CA
Y
2
2023-12-15
Fixed
2.55000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
3325000.00000000
PA
USD
3447898.25000000
0.023245896967
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069K34
26000000.00000000
PA
USD
26715066.56000000
0.180114272439
Long
DBT
CORP
CA
Y
2
2021-06-27
Fixed
3.15000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VED2
400000.00000000
PA
490985.93000000
0.003310250916
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
1.87500000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BE6
1000000.00000000
PA
1115084.50000000
0.007517953697
Long
DBT
CORP
US
N
2
2023-06-23
Fixed
1.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
10650000.00000000
PA
USD
11860262.38000000
0.079962463305
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.41900000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust
80281GAD8
14700000.00000000
PA
USD
15018509.31000000
0.101255517047
Long
ABS-O
CORP
US
Y
2
2023-01-20
Fixed
2.30000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AH4
1000000.00000000
PA
USD
1034401.78000000
0.006973986892
Long
DBT
NUSS
JO
Y
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BZ2
8075000.00000000
PA
USD
8773461.18000000
0.059151100135
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802DAL0
4000000.00000000
PA
USD
4097295.60000000
0.027624165348
Long
DBT
NUSS
FR
Y
2
2022-02-12
Fixed
1.87500000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DJ7
5575000.00000000
PA
USD
6366265.60000000
0.042921670965
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.70000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank
500630CT3
4000000.00000000
PA
USD
3998792.92000000
0.026960055510
Long
DBT
NUSS
KR
N
2
2021-03-12
Variable
0.86838000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
UV3128575
850000.00000000
PA
994539.02000000
0.006705230233
Long
DBT
CORP
US
N
2
2023-07-27
Fixed
2.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
5500000.00000000
PA
USD
5431246.43000000
0.036617726442
Long
DBT
CORP
US
Y
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Automobile Leasing Trust
36258MAD6
9500000.00000000
PA
USD
9692691.35000000
0.065348594455
Long
ABS-O
CORP
US
N
2
2024-07-16
Fixed
1.75000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
1950000.00000000
PA
USD
2161403.42000000
0.014572286524
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV7149728
400000.00000000
PA
526361.48000000
0.003548754587
Long
DBT
CORP
JP
Y
2
2030-11-21
Fixed
3.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAC3
3000000.00000000
PA
USD
3157500.00000000
0.021288017903
Long
DBT
CORP
ID
Y
2
2027-05-15
Fixed
4.12500000
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
2357449.50000000
0.015894038689
Long
DBT
MUN
US
N
2
2021-09-01
Fixed
1.50000000
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
221083.77000000
0.001490557483
Long
ABS-MBS
USGSE
US
N
2
2047-10-15
Fixed
3.19400000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AF3
2700000.00000000
PA
USD
2726646.62000000
0.018383183551
Long
DBT
NUSS
JP
Y
2
2021-02-12
Fixed
2.12500000
N
N
N
N
N
N
GLOBO COMMUNICACOES PART
52990054HEKS017PVR75
Globo Comunicacao e Participacoes S.A.
37959DAB0
1700000.00000000
PA
USD
1534250.00000000
0.010343987796
Long
DBT
CORP
BR
Y
2
2030-01-22
Fixed
4.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650TAD4
1760089.96000000
PA
USD
1770013.52000000
0.011933516865
Long
ABS-CBDO
USGSE
US
Y
2
2049-08-25
Variable
4.00000000
N
N
N
N
N
N
MENLO PARK CA CITY SCH DIST
N/A
Menlo Park City School District
586840NM8
2000000.00000000
PA
USD
2097900.00000000
0.014144143391
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
2.96900000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
2628829.34000000
PA
USD
2631124.05000000
0.017739165758
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
1.38450000
N
N
N
N
N
N
VULCAN MATERIALS CO
549300Q8LSNHAVWBNI21
Vulcan Materials Co
929160AZ2
3000000.00000000
PA
USD
3257764.80000000
0.021964008040
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CUA0
9752411.78000000
PA
USD
10287597.81000000
0.069359482617
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
3295794.91000000
PA
USD
3395302.87000000
0.022891296368
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BQ2
7325000.00000000
PA
USD
8526581.06000000
0.057486622410
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.75000000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAA5
1292002.65000000
PA
USD
1300703.77000000
0.008769407804
Long
ABS-O
CORP
US
Y
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
6450000.00000000
PA
USD
7127585.92000000
0.048054529429
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
4.04100000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCD0
1925000.00000000
PA
USD
1930654.40000000
0.013016565457
Long
DBT
NUSS
NO
Y
2
2020-10-26
Fixed
1.37500000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
83051GAE8
13100000.00000000
PA
USD
13200863.84000000
0.089000863268
Long
DBT
CORP
SE
Y
2
2020-11-17
Fixed
2.62500000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BB9
1350000.00000000
PA
USD
1552428.69000000
0.010466549405
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
3750000.00000000
PA
USD
4080880.50000000
0.027513493949
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAA3
6091441.26000000
PA
USD
6078093.69000000
0.040978801992
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.29388000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
2150000.00000000
PA
USD
2322615.87000000
0.015659188669
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc
02376CBA2
1642871.27000000
PA
USD
1307002.66000000
0.008811875226
Long
LON
CORP
US
N
2
2023-12-14
Variable
2.18475000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
1432000.00000000
PA
USD
1602040.35000000
0.010801033619
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.87500000
N
N
N
N
N
N
Social Professional Loan Progr
549300THMTEP636GV478
SoFi Professional Loan Program LLC
83403YAB0
8165641.23000000
PA
USD
8296533.19000000
0.055935628531
Long
ABS-O
CORP
US
Y
2
2040-05-25
Fixed
2.74000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DN8
2636000.00000000
PA
USD
3015670.36000000
0.020331795602
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
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
894550.80000000
0.006031104812
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
3.75000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK0718420
500000.00000000
PA
401855.13000000
0.002709326746
Long
DBT
NUSS
N/A
N
2
2024-08-27
Fixed
4.75000000
N
N
N
N
N
N
ARAB PETROLEUM INVST
213800A54KIUYH5YD185
Arab Petroleum Investments Corp
03845EAA0
3325000.00000000
PA
USD
3593657.34000000
0.024228611811
Long
DBT
NUSS
N/A
Y
2
2023-09-18
Fixed
4.12500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
5041800.84000000
PA
USD
5128839.97000000
0.034578887444
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAV1
11000000.00000000
PA
USD
11228241.20000000
0.075701345904
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
5000000.00000000
PA
USD
5632479.60000000
0.037974450219
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
12667FGL3
1015894.85000000
PA
USD
981150.43000000
0.006614963711
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.68450000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HM8
23495000.00000000
PA
USD
28092945.42000000
0.189403998437
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDH9
350000.00000000
PA
444736.26000000
0.002998433401
Long
DBT
CORP
US
Y
2
2028-11-15
Fixed
2.62500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
90352JAE3
10157000.00000000
PA
USD
10520636.24000000
0.070930638997
Long
DBT
CORP
CH
Y
2
2023-08-15
Fixed
2.85900000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAD9
5428126.30000000
PA
USD
5548489.03000000
0.037408181728
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
Y
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384B24
9500000.00000000
PA
USD
9498535.39000000
0.064039585571
Long
STIV
USGSE
US
N
2
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
4575000.00000000
PA
USD
4684673.23000000
0.031584293774
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAU5
4750000.00000000
PA
USD
4740354.41000000
0.031959698986
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
3.25000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAR7
1000000.00000000
PA
USD
654150.10000000
0.004410311651
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
11000000.00000000
PA
USD
12361854.01000000
0.083344218364
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
7825000.00000000
PA
USD
8939831.66000000
0.060272777967
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBE4
9000000.00000000
PA
USD
9319380.30000000
0.062831713278
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
4325000.00000000
PA
USD
4304023.75000000
0.029017936547
Long
DBT
CORP
BM
Y
2
2025-06-17
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RL5
4055285.94000000
PA
USD
4040357.22000000
0.027240284033
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
2.53450000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAJ0
500000.00000000
PA
USD
503270.00000000
0.003393070711
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
2.02300000
N
N
N
N
N
N
KEB HANA BANK
6RPK2YDJN6L35AS0M510
KEB Hana Bank
482466AF6
200000.00000000
PA
USD
199790.00000000
0.001346993854
Long
DBT
CORP
KR
Y
2
2022-10-02
Variable
1.00200000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
6300000.00000000
PA
USD
6119996.40000000
0.041261312092
Long
DBT
CORP
IL
Y
2
2031-01-29
Variable
3.27500000
N
N
N
N
Y
Bank Leumi Le-Israel BM
Bank Leumi Le-Israel BM 3.275 01/29/2031
USD
XXXX
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
3645000.00000000
PA
USD
3654112.50000000
0.024636203427
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJJ8
4375000.00000000
PA
USD
5423005.00000000
0.036562162321
Long
DBT
NUSS
IL
N
2
2048-01-17
Fixed
4.12500000
N
N
N
N
N
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
3050000.00000000
PA
4268106.10000000
0.028775778011
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384C56
25000000.00000000
PA
USD
24995000.00000000
0.168517500396
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YLR37
365178.90000000
PA
USD
400681.69000000
0.002701415357
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Structured Agency Credit Risk Debt Note (STACR)
35565KAH1
3400000.00000000
PA
USD
3223554.62000000
0.021733361350
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
2.03450000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAE2
8970000.00000000
PA
USD
8990283.86000000
0.060612929143
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
3.52000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZR7746004
400000.00000000
PA
USD
177500.00000000
0.001196713595
Long
DBT
NUSS
EC
Y
3
2025-03-27
Variable
7.87500000
N
Y
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46652JBA9
9000000.00000000
PA
USD
9302522.40000000
0.062718056500
Long
ABS-MBS
USGSE
US
N
2
2053-05-13
Fixed
2.53610000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas & Electric Co
059165EJ5
6500000.00000000
PA
USD
7536700.73000000
0.050812801290
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QAY3
2975000.00000000
PA
USD
3243880.50000000
0.021870399417
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
3.68200000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc
718172CP2
6325000.00000000
PA
USD
6515575.03000000
0.043928322372
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBK0
4500000.00000000
PA
USD
4607997.80000000
0.031067344312
Long
DBT
CORP
NL
Y
2
2021-11-15
Fixed
2.12500000
N
N
N
N
N
N
DH EUROPE FINANCE SA
2221002WRBW5MJ8VL618
DH Europe Finance Sarl
23290YAE6
500000.00000000
PA
581025.34000000
0.003917300978
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
1.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
18870.28000000
PA
USD
19569.37000000
0.000131937640
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands, Inc
988498AM3
100000.00000000
PA
USD
107875.00000000
0.000727298473
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAG0
2700000.00000000
PA
USD
2636015.13000000
0.017772141656
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.84388000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AN9
3600000.00000000
PA
USD
3742200.00000000
0.025230093618
Long
DBT
NUSS
GT
Y
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
30312639.38000000
PA
USD
33516338.89000000
0.225968779843
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
1850000.00000000
PA
USD
2111405.00000000
0.014235194755
Long
DBT
CORP
VG
Y
2
2029-05-15
Fixed
6.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust
95000MBQ3
650000.00000000
PA
USD
681251.42000000
0.004593030063
Long
ABS-MBS
USGSE
US
N
2
2059-11-15
Fixed
2.93300000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services, Inc
45866EAA5
2125000.00000000
PA
USD
2125000.00000000
0.014326852904
Long
DBT
CORP
PA
Y
2
2027-10-19
Fixed
4.12500000
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
5795472.10000000
0.039073353547
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.65200000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
AXA Equitable Holdings, Inc
054561AM7
500000.00000000
PA
USD
569378.28000000
0.003838775936
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
EXPORT LEASE TEN CO LLC
N/A
Export Lease Ten Co LLC
30217TAA0
3090673.43000000
PA
USD
3139788.62000000
0.021168606922
Long
DBT
CORP
US
N
2
2025-05-07
Fixed
1.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9FM8
1689838.31000000
PA
USD
1750590.68000000
0.011802567137
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
10090287.57000000
PA
USD
2099646.17000000
0.014155916154
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
5.73525000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XZ1
4000000.00000000
PA
USD
3790800.00000000
0.025557757171
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.09600000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030678
184000000.00000000
PA
USD
193731874.08000000
1.306149676618
Long
ABS-O
CORP
US
N
2
2050-07-25
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
10200000.00000000
PA
USD
11548766.40000000
0.077862342324
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAD9
2000000.00000000
PA
USD
2190959.26000000
0.014771553429
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
3.19900000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
195382.75000000
PA
USD
202291.46000000
0.001363858819
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
470597.00000000
NS
USD
3736540.18000000
0.025191934837
Long
EP
USGSE
US
N
1
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBL1
2500000.00000000
PA
USD
2682953.25000000
0.018088600734
Long
ABS-MBS
USGSE
US
N
2
2053-02-13
Fixed
3.17310000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAX2
1932307.69000000
PA
USD
1844754.83000000
0.012437426397
Long
LON
CORP
US
N
2
2026-11-16
Variable
1.92825000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AG6
125000.00000000
PA
USD
124531.25000000
0.000839595717
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QBT4
13700000.00000000
PA
USD
13740695.03000000
0.092640431292
Long
DBT
CORP
CA
N
2
2020-09-11
Fixed
1.85000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF S.A.
984245AL4
2000000.00000000
PA
USD
1485420.00000000
0.010014773572
Long
DBT
CORP
AR
Y
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
867914BS1
5000000.00000000
PA
USD
5692429.90000000
0.038378638044
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MBM1
11050000.00000000
PA
USD
11706039.27000000
0.078922683629
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.69600000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179PAM8
375000.00000000
PA
USD
385781.25000000
0.002600955869
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.75000000
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
1443126.40000000
0.009729628072
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
3.56700000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com, Inc
47215PAE6
350000.00000000
PA
USD
375112.24000000
0.002529024887
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
3.37500000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Regency Energy Partners LP
75886AAJ7
1200000.00000000
PA
USD
1288466.45000000
0.008686903200
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AR1
7971000.00000000
PA
USD
8707411.99000000
0.058705793297
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
6275000.00000000
PA
USD
6715285.50000000
0.045274780032
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAE0
174057.37000000
PA
USD
161568.75000000
0.001089304336
Long
LON
CORP
US
N
2
2025-01-15
Variable
2.50000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAW6
375000.00000000
PA
429934.83000000
0.002898641443
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
1.10000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
11475000.00000000
PA
USD
12413904.93000000
0.083695148188
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc
65339KBM1
5725000.00000000
PA
USD
6171323.58000000
0.041607362426
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
EK7591838
500000.00000000
PA
556247.56000000
0.003750247986
Long
DBT
CORP
JE
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
4875000.00000000
PA
USD
5338594.56000000
0.035993063047
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.87500000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
JK3182835
140000000.00000000
PA
1296160.69000000
0.008738778139
Long
DBT
NUSS
JP
N
2
2026-03-13
Fixed
0.02000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119BV0
5000000.00000000
PA
USD
6086769.85000000
0.041037297083
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
PETROAMAZONAS EP
N/A
Petroamazonas EP
AQ3069400
364583.56000000
PA
USD
257031.44000000
0.001732918415
Long
DBT
CORP
EC
Y
2
2021-12-06
Fixed
4.62500000
N
Y
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TUG6
14000000.00000000
PA
USD
14117180.00000000
0.095178711192
Long
DBT
MUN
US
N
2
2049-09-01
Variable
2.98800000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
510090.80000000
PA
USD
481647.93000000
0.003247293668
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.84450000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
N/A
Costa Rica Government International Bond
221597BT3
4100000.00000000
PA
USD
3060650.00000000
0.020635050513
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BD5
3100000.00000000
PA
USD
4007734.53000000
0.027020340277
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397651
400000.00000000
PA
459517.49000000
0.003098089169
Long
DBT
CORP
IE
N
2
2023-09-27
Fixed
0.87500000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
N/A
Jamaica Government International Bond
470160CB6
2850000.00000000
PA
USD
3481275.00000000
0.023470924632
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
CP5073947
12200000.00000000
PA
803530.32000000
0.005417440328
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDG1
550000.00000000
PA
630929.06000000
0.004253754275
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
1.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
12000000.00000000
PA
USD
14066769.60000000
0.094838841834
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20300000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BY3
10000000.00000000
PA
USD
9587438.90000000
0.064638977340
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FAP6
12025000.00000000
PA
USD
13083733.79000000
0.088211166799
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
2400000.00000000
PA
USD
2592774.00000000
0.017480607864
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
4.02300000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448EX2
400000.00000000
PA
452492.15000000
0.003050723987
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
0.50000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132HT3C8
12152775.62000000
PA
USD
13344200.44000000
0.089967245566
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Fixed
3.50000000
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
1533975.00000000
0.010342133733
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
2.36800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QK7
11900000.00000000
PA
USD
17731000.00000000
0.119543260633
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
525000.00000000
PA
USD
504000.00000000
0.003397992406
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAC0
2000000.00000000
PA
USD
2072500.00000000
0.013972895361
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
07368RAD3
1488578.67000000
PA
USD
1413345.90000000
0.009528846499
Long
LON
CORP
US
N
2
2025-01-02
Variable
2.42825000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1BH6
53972386.42000000
PA
USD
56385702.31000000
0.380155135482
Long
ABS-CBDO
USGSE
US
N
2
2045-12-25
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384ZJ1
39203000.00000000
PA
USD
39201301.34000000
0.264297071978
Long
STIV
USGSE
US
N
2
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
1375000.00000000
PA
USD
1494620.01000000
0.010076800485
Long
DBT
NUSS
QA
Y
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
2000000.00000000
PA
USD
2206590.60000000
0.014876940680
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government International Bond
UV9166041
18000000.00000000
PA
760859.20000000
0.005129749571
Long
DBT
NUSS
CZ
N
2
2023-10-25
Fixed
0.45000000
N
N
N
N
N
N
HELIOS LEASING I LLC
549300H2L807705NLV88
Helios Leasing I LLC
42328BAA0
861017.99000000
PA
USD
879858.27000000
0.005932047063
Long
DBT
CORP
US
N
2
2024-05-29
Fixed
2.01800000
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
1884506.25000000
0.012705432395
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
1.88500000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBE7
3225000.00000000
PA
USD
3457326.48000000
0.023309462551
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBA4
6850000.00000000
PA
USD
6915212.00000000
0.046622694176
Long
DBT
CORP
US
N
2
2021-10-26
Fixed
3.52500000
N
N
N
N
N
N
COVIDIEN INTL FINANCE SA
549300938QUWMPITJ642
Covidien International Finance S.A.
22303QAN0
3800000.00000000
PA
USD
3985574.94000000
0.026870939249
Long
DBT
CORP
LU
N
2
2022-06-15
Fixed
3.20000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAU3
3131952.76000000
PA
USD
3111142.19000000
0.020975471303
Long
ABS-MBS
USGSE
US
Y
2
2044-05-10
Fixed
4.45200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030674
30000000.00000000
PA
USD
31775390.40000000
0.214231220817
Long
ABS-O
USGSE
US
N
2
2047-07-20
Fixed
3.00000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6A0
68700000.00000000
PA
USD
69808374.89000000
0.470651444016
Long
DBT
CORP
US
N
2
2022-09-09
Fixed
2.08200000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBF9
5800000.00000000
PA
USD
7604439.62000000
0.051269500167
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMW9
5280000.00000000
PA
USD
5432979.24000000
0.036629409131
Long
DBT
CORP
SE
N
2
2022-11-14
Fixed
1.62500000
N
N
N
N
N
N
DY9 LEASING LLC
5493000GFQWJZ2B1KN79
DY9 Leasing LLC
26818LAB6
8043140.02000000
PA
USD
8428878.24000000
0.056827905267
Long
DBT
CORP
US
N
2
2027-03-19
Fixed
2.37200000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
17580000.00000000
PA
USD
19499850.09000000
0.131468933597
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
970510.32000000
PA
USD
992168.13000000
0.006689245578
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
13245000.00000000
PA
USD
14985430.48000000
0.101032497973
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
21620000.00000000
PA
USD
24504218.05000000
0.165208624723
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medic
16876AAA2
19230000.00000000
PA
USD
23771559.29000000
0.160269003883
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.26800000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CQ2
6150000.00000000
PA
USD
7571003.56000000
0.051044072631
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.15000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BP3
670000.00000000
PA
779002.00000000
0.005252069207
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.90000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
721379.53000000
PA
USD
682865.08000000
0.004603909437
Long
LON
CORP
US
N
2
2027-04-15
Variable
2.68475000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
5600000.00000000
PA
USD
6107625.05000000
0.041177903852
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL
059895AT9
300000.00000000
PA
USD
286064.21000000
0.001928658756
Long
DBT
CORP
TH
Y
2
2034-09-25
Variable
3.73300000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456BAG6
2065000.00000000
PA
USD
2401595.74000000
0.016191674777
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
2992372.23000000
PA
USD
3318755.48000000
0.022375210158
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690GAD3
908967.25000000
PA
USD
916231.26000000
0.006177275523
Long
ABS-MBS
USGSE
US
N
2
2047-02-15
Fixed
3.66900000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
3775000.00000000
PA
USD
3407013.00000000
0.022970246632
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc
98956PAF9
3745000.00000000
PA
USD
4071696.50000000
0.027451574977
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas & Electric Co
059165EL0
5500000.00000000
PA
USD
5834036.01000000
0.039333353295
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34529SAA7
27050000.00000000
PA
USD
27834674.52000000
0.187662723523
Long
ABS-O
CORP
US
Y
2
2029-03-15
Fixed
2.36000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EE9
22300000.00000000
PA
USD
26421007.89000000
0.178131714646
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
2000000.00000000
PA
USD
2030411.48000000
0.013689132521
Long
DBT
NUSS
SN
Y
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QA9
22750000.00000000
PA
USD
32178808.48000000
0.216951085048
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo, Inc
92940PAD6
9300000.00000000
PA
USD
11097791.37000000
0.074821846833
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300O6E2WAK3IAXE34
Norway Government International Bond
BG0207897
36880000.00000000
PA
4105271.09000000
0.027677936488
Long
DBT
NUSS
NO
Y
2
2030-08-19
Fixed
1.37500000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAE2
15500000.00000000
PA
USD
16475061.60000000
0.111075663120
Long
ABS-MBS
USGSE
US
Y
2
2034-10-10
Variable
3.64766700
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAH6
3000000.00000000
PA
USD
3210915.90000000
0.021648150488
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
4.19900000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
7850000.00000000
PA
USD
7930862.77000000
0.053470260851
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZP6261280
5800000.00000000
PA
5574052.27000000
0.037580530330
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
7950000.00000000
PA
USD
8397379.49000000
0.056615539169
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos, Inc
89417EAQ2
1300000.00000000
PA
USD
1284471.12000000
0.008659966492
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAQ6
10350000.00000000
PA
USD
10227291.44000000
0.068952894150
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
7092301.43000000
PA
USD
6771635.79000000
0.045654696416
Long
ABS-CBDO
USGSE
US
Y
2
2050-06-25
Variable
3.88263300
N
N
N
N
N
N
CORP LINDLEY SA
549300XI785GPWS6HA82
Corp Lindley S.A.
21988VAD5
3000000.00000000
PA
USD
3090030.00000000
0.020833131896
Long
DBT
CORP
PE
Y
2
2023-04-12
Fixed
4.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCZ2
16500000.00000000
PA
USD
18701634.44000000
0.126087325031
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAK8
1800000.00000000
PA
USD
1928336.96000000
0.013000941165
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
SoFi Professional Loan Program LLC
83406EAC9
21000000.00000000
PA
USD
21526600.20000000
0.145133380985
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
9331305.30000000
PA
USD
10421914.67000000
0.070265053392
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DJ8
35000000.00000000
PA
USD
36932150.85000000
0.248998349490
Long
DBT
USGSE
US
N
2
2021-12-15
Fixed
4.30000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust
95000LBB8
6000000.00000000
PA
USD
6350448.00000000
0.042815027939
Long
ABS-MBS
USGSE
US
N
2
2059-03-15
Fixed
3.74900000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300QHI21JZK7YIR34
SMB Private Education Loan Trust
78449PAB5
4940512.73000000
PA
USD
5167944.79000000
0.034842534034
Long
ABS-O
CORP
US
Y
2
2036-02-15
Fixed
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust
36250GAW5
3000000.00000000
PA
USD
2731218.30000000
0.018414006039
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.21278100
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAE6
725000.00000000
PA
USD
682877.50000000
0.004603993173
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
1043625.03000000
PA
USD
1071471.35000000
0.007223911728
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAJ9
9500000.00000000
PA
USD
11619746.02000000
0.078340890359
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BW2
3175000.00000000
PA
USD
3225800.00000000
0.021748499811
Long
DBT
CORP
MX
Y
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4ZQ2
3336072.32000000
PA
USD
3561827.24000000
0.024014011735
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBH8
4500000.00000000
PA
USD
5203023.03000000
0.035079033227
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
2000000.00000000
PA
USD
1929500.00000000
0.013008782437
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust
95000HBG6
15000000.00000000
PA
USD
15640815.00000000
0.105451132144
Long
ABS-MBS
USGSE
US
N
2
2049-10-15
Fixed
2.82500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXE0
17045000.00000000
PA
USD
20333662.30000000
0.137090535895
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AT4
2175000.00000000
PA
USD
2419668.88000000
0.016313524762
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
750000.00000000
PA
USD
520950.29000000
0.003512272082
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAE6
5000000.00000000
PA
USD
4806122.50000000
0.032403110634
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.98475000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAU4
2975000.00000000
PA
USD
3334317.23000000
0.022480128230
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.35000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
2150000.00000000
PA
USD
2383982.46000000
0.016072925190
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAB0
3550000.00000000
PA
USD
3713921.61000000
0.025039439343
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.70000000
N
N
N
N
N
N
WESTERN AUST TREAS CORP
213800FKHP5ME5Y3CF47
Western Australian Treasury Corp
AX2380290
2735000.00000000
PA
2125903.34000000
0.014332943266
Long
DBT
NUSS
AU
N
2
2029-07-24
Fixed
2.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAE7
423337.47000000
PA
USD
427376.70000000
0.002881394407
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
Y
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital, Inc
22411VAA6
20200000.00000000
PA
USD
20811858.00000000
0.140314554461
Long
DBT
NUSS
CA
Y
2
2022-01-25
Fixed
2.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QS0
16434000.00000000
PA
USD
24208052.43000000
0.163211861771
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
MGM RESORTS INTL
54930066VBP7DZEGGJ87
MGM Resorts International
552953CD1
250000.00000000
PA
USD
227500.00000000
0.001533816016
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.62500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830BAA5
122602.10000000
PA
USD
130739.69000000
0.000881453321
Long
ABS-O
CORP
US
Y
2
2057-08-27
Variable
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967ML2
49250000.00000000
PA
USD
51109607.60000000
0.344583449449
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
650000.00000000
PA
USD
678275.00000000
0.004572962895
Long
DBT
CORP
ID
Y
2
2029-07-17
Fixed
3.87500000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBK4
3475000.00000000
PA
USD
4355372.07000000
0.029364129407
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.15000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZP4
4520000.00000000
PA
USD
4692212.00000000
0.031635120526
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
3.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
5589203.29000000
PA
USD
6201528.68000000
0.041811006672
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
5493006MX7HG5PC85C29
CSAIL Commercial Mortgage Trust
12637UAX7
4171000.00000000
PA
USD
4384338.31000000
0.029559421199
Long
ABS-MBS
USGSE
US
N
2
2049-11-15
Fixed
3.31430000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAD6
4515051.29000000
PA
USD
4612135.28000000
0.031095239402
Long
ABS-CBDO
USGSE
US
Y
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile-CODELCO
21987BAW8
3900000.00000000
PA
USD
4184466.00000000
0.028211872407
Long
DBT
CORP
CL
Y
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAG0
1600000.00000000
PA
USD
1664512.00000000
0.011222220508
Long
DBT
CORP
KY
Y
2
2030-06-18
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148YAA6
6075000.00000000
PA
USD
7097330.04000000
0.047850542821
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.01700000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CU8
5000000.00000000
PA
USD
4994097.20000000
0.033670445164
Long
STIV
USGSE
US
N
2
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
2775000.00000000
PA
USD
2932285.53000000
0.019769611040
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
Bear Stearns Commercial Mortga
N/A
Bear Stearns Commercial Mortgage Securities Trust
07383F4C9
864218.48000000
PA
USD
858159.36000000
0.005785751961
Long
ABS-MBS
USGSE
US
N
2
2041-02-11
Variable
5.11659300
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAB9
1782959.44000000
PA
USD
1784349.49000000
0.012030170669
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.73100000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
3700000.00000000
PA
USD
3785916.11000000
0.025524829748
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CQ6
1575000.00000000
PA
USD
1421887.65000000
0.009586435391
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.75000000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S38
4750000.00000000
PA
USD
4869842.50000000
0.032832713959
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UAH4
770011.62000000
PA
USD
458926.93000000
0.003094107585
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.46059300
N
Y
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264AAY1
2350000.00000000
PA
USD
2768182.50000000
0.018663220465
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc
68235PAE8
3500000.00000000
PA
USD
3829471.56000000
0.025818482701
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SE9
55120000.00000000
PA
USD
80951040.49000000
0.545775835081
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
Y
N
N
N
N
UNM SANDOVAL REGL MED CENTER I
N/A
UNM Sandoval Regional Medical Center
91528NAA9
11655000.00000000
PA
USD
11802668.85000000
0.079574164937
Long
DBT
MUN
US
N
2
2036-07-20
Fixed
4.50000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAE0
11400000.00000000
PA
USD
10810736.28000000
0.072886507515
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
3.48000000
N
Y
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624QAR4
3727236.36000000
PA
USD
3800589.49000000
0.025623758387
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
2.85300000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAV5
4750000.00000000
PA
USD
5055099.39000000
0.034081724883
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.60000000
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
263426.45000000
0.001776033882
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
3.26400000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
4225000.00000000
PA
USD
4610629.27000000
0.031085085810
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
BH4959673
900000.00000000
PA
1047589.62000000
0.007062899948
Long
DBT
NUSS
PT
Y
2
2027-10-15
Fixed
0.70000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
5000000.00000000
PA
USD
5342714.45000000
0.036020839545
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
EUR200818
EUR200818
1.00000000
NC
USD
-41968.62000000
-0.00028295446
N/A
DFE
CORP
US
N
1
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
990263.70000000
EUR
1071804.19000000
USD
2020-08-18
-41968.62000000
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AH8
900000.00000000
PA
USD
906651.00000000
0.006112684947
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBE3
728000.00000000
PA
USD
790179.25000000
0.005327426768
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
6250000.00000000
PA
USD
6752425.94000000
0.045525182677
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Government International Bond
91822Q2B2
3225000.00000000
PA
USD
3392816.71000000
0.022874534557
Long
DBT
NUSS
UZ
Y
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
CAD200930
CAD200930
1.00000000
NC
USD
-65753.59000000
-0.00044331388
N/A
DFE
CORP
US
N
1
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
14793238.05000000
CAD
10832783.31000000
USD
2020-09-30
-65753.59000000
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZF6
3060000.00000000
PA
USD
3060000.00000000
0.020630668182
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
2.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBL6
4650000.00000000
PA
USD
4917780.02000000
0.033155911041
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Variable
4.80084900
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384F95
40650000.00000000
PA
USD
40637985.49000000
0.273983266090
Long
STIV
USGSE
US
N
2
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AN6
6650000.00000000
PA
USD
7224518.30000000
0.048708052229
Long
DBT
NUSS
JP
Y
2
2023-09-27
Fixed
3.37500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
1275000.00000000
PA
USD
1378593.75000000
0.009294545821
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
Nova Chemicals Corp
66977WAQ2
2000000.00000000
PA
USD
1865000.00000000
0.012573920313
Long
DBT
CORP
CA
Y
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612CY7
7000000.00000000
PA
USD
7178010.00000000
0.048394491019
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
1.96600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBG4
1352000.00000000
PA
USD
1488887.70000000
0.010038152973
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.61200000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAN5
2750000.00000000
PA
USD
2949674.78000000
0.019886850206
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAA0
10000000.00000000
PA
USD
10024919.00000000
0.067588489360
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
3.36870000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAS8
6421000.00000000
PA
USD
6642705.89000000
0.044785444787
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2000000.00000000
PA
USD
1801714.00000000
0.012147243036
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DV5
1578000.00000000
PA
USD
2326981.90000000
0.015688624655
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.55000000
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
448062.12000000
0.003020856510
Long
ABS-O
CORP
US
N
2
2035-02-26
Variable
5.70000000
N
Y
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262DAD0
834973.82000000
PA
USD
854108.41000000
0.005758440260
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
62848BAA9
4568712.45000000
PA
USD
4669375.35000000
0.031481154726
Long
ABS-O
CORP
US
Y
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515BAC2
3457000.00000000
PA
USD
3701145.44000000
0.024953301786
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
2.81200000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBF2
3382775.00000000
PA
USD
3536489.31000000
0.023843182184
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
3.60300000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
035240AQ3
18600000.00000000
PA
USD
22469731.67000000
0.151492019028
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
MGM CHINA HOLDINGS LTD
529900VZFN87OS7WJM66
MGM China Holdings Ltd
55300RAE1
775000.00000000
PA
USD
790500.00000000
0.005329589280
Long
DBT
CORP
KY
Y
2
2025-06-18
Fixed
5.25000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAJ7
9600000.00000000
PA
USD
10656748.03000000
0.071848311277
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FPD4
791625.15000000
PA
USD
889545.65000000
0.005997359849
Long
ABS-MBS
USGSE
US
N
2
2045-02-20
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBE9
3212210.00000000
PA
USD
3539130.10000000
0.023860986518
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.63000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
3611729.05000000
PA
USD
3720872.61000000
0.025086303321
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp
0258M0EL9
2775000.00000000
PA
USD
3152455.64000000
0.021254008584
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.30000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBM2
2700000.00000000
PA
USD
2842388.63000000
0.019163521787
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29425AAD5
2000000.00000000
PA
USD
2214352.00000000
0.014929268415
Long
ABS-MBS
USGSE
US
N
2
2058-09-10
Fixed
3.77800000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
47290151.40000000
PA
USD
51703078.70000000
0.348584660344
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAK6
9350000.00000000
PA
USD
10379996.00000000
0.069982435688
Long
DBT
NUSS
ID
Y
2
2028-03-01
Fixed
4.40000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12653TAL5
13868178.00000000
PA
USD
14349061.23000000
0.096742065673
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AH9
2575000.00000000
PA
USD
2819440.91000000
0.019008807148
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404KAC7
10556000.00000000
PA
USD
10740052.30000000
0.072409952699
Long
ABS-O
CORP
US
Y
2
2040-11-26
Fixed
2.72000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
ZQ7314318
900000.00000000
PA
934598.38000000
0.006301107536
Long
DBT
NUSS
MA
Y
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
SANTA ROSA LEASING LLC
N/A
Santa Rosa Leasing LLC
802722AA6
2390516.74000000
PA
USD
2428161.31000000
0.016370781137
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
1.69300000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BF0
3375000.00000000
PA
USD
3557031.40000000
0.023981677949
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.60000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CB2
20175000.00000000
PA
USD
23513547.10000000
0.158529473204
Long
DBT
CORP
US
Y
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
3650000.00000000
PA
USD
3766471.50000000
0.025393733246
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
10330JAU2
323927.85000000
PA
USD
303782.81000000
0.002048118415
Long
LON
CORP
US
N
2
2023-09-15
Variable
2.35850000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83405DAC2
2901612.76000000
PA
USD
2937808.06000000
0.019806844205
Long
ABS-O
CORP
US
Y
2
2040-07-25
Fixed
2.63000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XHU1
4118172.12000000
PA
USD
3715423.95000000
0.025049568192
Long
ABS-CBDO
USGSE
US
N
2
2029-09-25
Variable
1.03450000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
6600000.00000000
PA
USD
6885155.31000000
0.046420050517
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
30098.67000000
PA
USD
33152.05000000
0.000223512726
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
11625249.23000000
PA
USD
13015466.40000000
0.087750904749
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYU4
142102.81000000
PA
USD
153297.60000000
0.001033539842
Long
ABS-MBS
USGSE
US
N
2
2044-11-20
Fixed
4.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
2571173.78000000
PA
USD
2651902.47000000
0.017879254872
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AX5
4850000.00000000
PA
USD
5548359.50000000
0.037407308431
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222AQ7
8675000.00000000
PA
USD
9441386.02000000
0.063654281751
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHV7
4045000.00000000
PA
USD
4374104.72000000
0.029490425840
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.95000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP
55303XAK1
575000.00000000
PA
USD
563546.00000000
0.003799454422
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMX7
9590000.00000000
PA
USD
10023136.57000000
0.067576472130
Long
DBT
CORP
SE
N
2
2023-12-12
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR64
25847998.01000000
PA
USD
28240803.79000000
0.190400866728
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile-CODELCO
21987BBA5
2000000.00000000
PA
USD
2039880.00000000
0.013752969742
Long
DBT
CORP
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1MS0
26139065.63000000
PA
USD
27224848.44000000
0.183551246560
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
3.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ8043700
47400000.00000000
PA
6807928.77000000
0.045899385444
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JX0
12600000.00000000
PA
USD
13178937.87000000
0.088853037316
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.85000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
20659462.50000000
PA
USD
21332134.60000000
0.143822284493
Long
ABS-O
CORP
US
Y
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
11000000.00000000
PA
USD
11299438.26000000
0.076181359930
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55400000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
233050AG8
4840000.00000000
PA
USD
4868652.80000000
0.032824692944
Long
ABS-MBS
USGSE
US
Y
2
2046-11-10
Variable
5.87613800
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767YAZ3
5250000.00000000
PA
USD
6145143.38000000
0.041430854249
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.17700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
3378333.47000000
PA
USD
3750009.88000000
0.025282748207
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FQ68
928092.09000000
PA
USD
1067592.32000000
0.007197759120
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
12596008.35000000
PA
USD
13793928.67000000
0.092999335071
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAF7
225000.00000000
PA
USD
204282.00000000
0.001377279136
Long
LON
CORP
US
N
2
2027-02-05
Variable
2.25000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBG2
2675000.00000000
PA
USD
2638780.50000000
0.017790785915
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384YW3
10480000.00000000
PA
USD
10479965.10000000
0.070656432202
Long
STIV
USGSE
US
N
2
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5U3
1000000.00000000
PA
USD
1090150.00000000
0.007349844091
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
3.65000000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust
36250VAE2
3360000.00000000
PA
USD
3534060.43000000
0.023826806557
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.27800000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384A33
41416000.00000000
PA
USD
41411858.40000000
0.279200754724
Long
STIV
USGSE
US
N
2
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437UR7
7620000.00000000
PA
USD
8115071.40000000
0.054712204355
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
3.09700000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
31275335.56000000
PA
USD
34980808.23000000
0.235842303051
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BP2
13600000.00000000
PA
USD
15651752.30000000
0.105524871951
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
3.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TX35
602396.35000000
PA
USD
692931.18000000
0.004671775571
Long
ABS-MBS
USGSE
US
N
2
2044-09-20
Fixed
4.50000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
ZR9973440
375000.00000000
PA
410779.53000000
0.002769495483
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
3.12500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDF6
4625000.00000000
PA
USD
5516657.40000000
0.037193571337
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
1925000.00000000
PA
USD
1893597.76000000
0.012766727796
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AVP86
7166081.86000000
PA
USD
7665124.93000000
0.051678643465
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Fixed
3.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12527EAH1
1000000.00000000
PA
USD
1018474.10000000
0.006866601702
Long
ABS-MBS
USGSE
US
Y
2
2044-04-15
Variable
6.29167900
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AF6
5070000.00000000
PA
USD
5458443.83000000
0.036801092629
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
5350000.00000000
PA
USD
5758258.50000000
0.038822457653
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
3.80300000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield plc
23340DAP7
1379000.00000000
PA
USD
1295570.50000000
0.008734799049
Long
LON
CORP
US
N
2
2025-08-21
Variable
2.92825000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281EAK3
1553840.33000000
PA
USD
1584412.29000000
0.010682184385
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AT7624253
2380000000.00000000
PA
2224327.66000000
0.014996524797
Long
DBT
NUSS
KR
N
2
2038-09-10
Fixed
2.37500000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
6000000.00000000
PA
USD
9232079.70000000
0.062243128405
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAG5
3670000.00000000
PA
USD
3712169.77000000
0.025027628353
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
4.50000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II
47010LAB8
125000.00000000
PA
USD
127212.50000000
0.000857672835
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12632QBC6
1843000.00000000
PA
USD
1732962.21000000
0.011683715139
Long
ABS-MBS
USGSE
US
N
2
2047-07-15
Variable
4.88209500
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300S7ENI2U7O0XH56
Wells Fargo Commercial Mortgage Trust
94989JAZ9
6200000.00000000
PA
USD
6752563.84000000
0.045526112405
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.54000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
3000000.00000000
PA
USD
3013911.12000000
0.020319934721
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
11022000.00000000
PA
USD
12823808.44000000
0.086458737502
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
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
3247124.00000000
0.021892267251
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
4.22100000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652WAB4
465110.27000000
PA
USD
463640.20000000
0.003125884680
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
4286875.10000000
PA
USD
4923972.17000000
0.033197658816
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BB8
5500000.00000000
PA
USD
5260911.15000000
0.035469317735
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200930
EUR200930
1.00000000
NC
USD
-194.30000000
-0.00000130998
N/A
DFE
CORP
US
N
1
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
367595.20000000
EUR
413640.54000000
USD
2020-09-30
-194.30000000
N
N
N
TAGUA LEASING LLC
N/A
Tagua Leasing LLC
873782AA4
21188720.27000000
PA
USD
21593743.29000000
0.145586062949
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
1.90000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAE5
3000000.00000000
PA
USD
3368528.10000000
0.022710779572
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.69390000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAU3
300000.00000000
PA
377365.76000000
0.002544218228
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
2.50000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
6500000.00000000
PA
USD
6659108.50000000
0.044896031977
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBA2
5167000.00000000
PA
USD
5360198.26000000
0.036138716239
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.62200000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAL1
5525000.00000000
PA
USD
5982307.73000000
0.040333008412
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Ameriquest Mortgage Securities
N/A
Ameriquest Mortgage Securities
03072SUQ6
1240000.00000000
PA
USD
1206524.96000000
0.008134449706
Long
ABS-O
CORP
US
N
2
2034-10-25
Variable
1.20450000
N
Y
N
N
N
N
UPJOHN INC
N/A
Upjohn, Inc
91533BAE0
2425000.00000000
PA
USD
2600764.00000000
0.017534476831
Long
DBT
CORP
US
Y
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
4450000.00000000
PA
USD
4972326.63000000
0.033523666927
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
3262.39000000
PA
USD
3445.74000000
0.000023231345
Long
ABS-MBS
MUN
US
N
2
2023-05-01
Fixed
7.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCR0
7200000.00000000
PA
USD
7990023.89000000
0.053869127987
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.70000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HR7
7925000.00000000
PA
USD
8711508.78000000
0.058733414054
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
FLORIDA ST HURRICANE CATASTROP
549300S34SOJ0RULXM35
Florida Hurricane Catastrophe Fund Finance Corp
34074GDH4
39400000.00000000
PA
USD
39400000.00000000
0.265636707966
Long
DBT
MUN
US
N
2
2020-07-01
Fixed
2.99500000
N
N
N
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
ZS1514182
6455000.00000000
PA
USD
6745475.00000000
0.045478319103
Long
DBT
NUSS
PA
Y
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAG5
29085000.00000000
PA
USD
32658113.77000000
0.220182584524
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
AW5986319
1525000.00000000
PA
1948577.17000000
0.013137401641
Long
DBT
NUSS
PT
Y
2
2029-06-15
Fixed
1.95000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384B73
28465000.00000000
PA
USD
28460018.63000000
0.191878823795
Long
STIV
USGSE
US
N
2
N
N
N
MVW Owner Trust
549300Y5CF8WQOLGBR17
MVW Owner Trust
55388PAA8
1738518.60000000
PA
USD
1723307.78000000
0.011618624504
Long
ABS-O
CORP
US
Y
2
2032-12-20
Fixed
2.52000000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
7250000.00000000
PA
USD
7874056.08000000
0.053087267396
Long
ABS-MBS
USGSE
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
MARATHON OIL CORP
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
7125000.00000000
PA
USD
6992414.37000000
0.047143196293
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.40000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc
98956PAQ5
2150000.00000000
PA
USD
2286854.57000000
0.015418084253
Long
DBT
CORP
US
N
2
2023-03-19
Fixed
3.70000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
3325000.00000000
PA
USD
3175375.00000000
0.021408532019
Long
DBT
CORP
KY
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46185HAG7
400000.00000000
PA
USD
387472.88000000
0.002612360920
Long
ABS-O
CORP
US
Y
2
2037-06-17
Variable
1.63475000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766TAD2
875000.00000000
PA
USD
945000.00000000
0.006371235762
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.87500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AQ9421480
1820000.00000000
PA
2370553.68000000
0.015982387705
Long
DBT
NUSS
FR
N
2
2034-05-25
Fixed
1.25000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AT8
7700000.00000000
PA
USD
8291360.00000000
0.055900750633
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AE4
1525000.00000000
PA
USD
1546717.95000000
0.010428047319
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
EUR200727
EUR200727
1.00000000
NC
USD
-156134.35000000
-0.00105266534
N/A
DFE
CORP
US
N
1
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
3660000.00000000
EUR
3958432.74000000
USD
2020-07-27
-156134.35000000
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
1100000.00000000
PA
USD
1124079.77000000
0.007578600243
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YAZ8
19100000.00000000
PA
USD
19138358.91000000
0.129031742556
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAB3
7592129.04000000
PA
USD
7516188.77000000
0.050674508662
Long
ABS-O
CORP
US
Y
2
2044-10-15
Fixed
3.66000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
2309105.81000000
PA
USD
2370484.61000000
0.015981922032
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.74346000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance S.A.
L2000AAC4
323375.00000000
PA
USD
312664.82000000
0.002108001357
Long
LON
CORP
LU
N
2
2026-10-28
Variable
3.17825000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AQ7062823
1225000.00000000
PA
1603371.57000000
0.010810008769
Long
DBT
NUSS
IT
Y
2
2038-09-01
Fixed
2.95000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc
00191UAA0
325000.00000000
PA
USD
317401.50000000
0.002139936283
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CZW4
5680000.00000000
PA
USD
6120881.60000000
0.041267280154
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.99800000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0JU4
4845998.99000000
PA
USD
5044263.83000000
0.034008671013
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
4.83450000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBK1
400000.00000000
PA
452852.33000000
0.003053152338
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
1.00000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health Inc
44988EAE3
2000000.00000000
PA
USD
1920000.00000000
0.012944732977
Long
LON
CORP
US
N
2
2024-08-01
Variable
1.92825000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
1175000.00000000
PA
USD
1448233.44000000
0.009764059983
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc
AQ4025203
400000.00000000
PA
451610.87000000
0.003044782355
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
554760.28000000
PA
USD
572968.84000000
0.003862983665
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
1825000.00000000
PA
USD
2163114.10000000
0.014583820012
Long
DBT
CORP
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687FP6
5500000.00000000
PA
USD
6307160.37000000
0.042523180642
Long
DBT
CORP
US
N
2
2027-03-23
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
6769695.29000000
PA
USD
7780162.89000000
0.052454234962
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBA9
2886187.31000000
PA
USD
2991830.71000000
0.020171067527
Long
ABS-MBS
USGSE
US
Y
2
2046-12-15
Fixed
3.98900000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc
026874DK0
2875000.00000000
PA
USD
3271021.56000000
0.022053385758
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FL7
3475000.00000000
PA
USD
4153700.69000000
0.028004451197
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AR0
600000.00000000
PA
USD
693900.00000000
0.004678307402
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
24703DBA8
7050000.00000000
PA
USD
7804651.25000000
0.052619336671
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MK81
4870000.00000000
PA
USD
5312244.70000000
0.035815411015
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
3.43000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCC8
7970000.00000000
PA
USD
8752780.32000000
0.059011668775
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.15000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AD6
3450000.00000000
PA
USD
3657000.00000000
0.024655671092
Long
DBT
NUSS
BM
Y
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
1554579.14000000
PA
USD
1646508.87000000
0.011100842534
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.75700000
N
N
N
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
3516000.00000000
PA
USD
4238066.22000000
0.028573247685
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796UB3
105230000.00000000
PA
USD
105229722.19000000
0.709463882811
Long
STIV
UST
US
N
2
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BJ2
8000000.00000000
PA
USD
8719276.72000000
0.058785785881
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAF7
7000000.00000000
PA
USD
7817347.30000000
0.052704934055
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.45300000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance plc
ZS0942095
350000.00000000
PA
374546.67000000
0.002525211786
Long
DBT
CORP
GB
Y
2
2026-05-01
Fixed
2.87500000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAB4
992500.00000000
PA
USD
805165.63000000
0.005428465668
Long
LON
CORP
US
N
2
2026-08-24
Variable
3.43000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
24216468.32000000
PA
USD
26373664.54000000
0.177812523487
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967LQ2
2950000.00000000
PA
USD
3080958.44000000
0.020771970999
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
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
6993373.90000000
0.047149665491
Long
DBT
MUN
US
N
2
2023-11-15
Fixed
2.52400000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
BJ7363895
850000.00000000
PA
968875.21000000
0.006532203584
Long
DBT
NUSS
MK
Y
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAH4
4150000.00000000
PA
USD
4567329.81000000
0.030793158754
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Variable
3.82600000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAQ3
5950000.00000000
PA
USD
6345377.50000000
0.042780842383
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CN2
123915.67000000
PA
USD
137496.97000000
0.000927011230
Long
ABS-MBS
MUN
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
108000.00000000
PA
USD
132738.85000000
0.000894931754
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.87500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
EK3289700
2550000.00000000
PA
3228899.15000000
0.021769394430
Long
DBT
NUSS
ES
Y
2
2024-10-31
Fixed
2.75000000
N
N
N
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
THB200731
THB200731
1.00000000
NC
USD
509.48000000
0.000003434938
N/A
DFE
CORP
US
N
1
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
30032872.21000000
THB
972116.93000000
USD
2020-07-31
509.48000000
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473QBE2
7100000.00000000
PA
USD
8027820.19000000
0.054123952472
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531YAP3
941508.02000000
PA
USD
991396.55000000
0.006684043549
Long
ABS-MBS
USGSE
US
N
2
2058-05-10
Fixed
3.12100000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652XAA4
894166.78000000
PA
USD
893122.12000000
0.006021472582
Long
ABS-O
CORP
US
Y
2
2033-03-21
Fixed
3.08000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VES9
6600000.00000000
PA
USD
7810658.99000000
0.052659841145
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
6931592.81000000
PA
USD
7116755.76000000
0.047981511966
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132DMCM5
26086705.50000000
PA
USD
27595039.07000000
0.186047089714
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613DAE3
4400000.00000000
PA
USD
4411566.72000000
0.029742996458
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
4.01100000
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
1449828.00000000
0.009774810584
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
3.52300000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
6200000.00000000
PA
USD
7339843.46000000
0.049485580043
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
92553PAP7
2250000.00000000
PA
USD
2352020.22000000
0.015857434221
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796WW5
41860000.00000000
PA
USD
41858814.10000000
0.282214151697
Long
STIV
UST
US
N
2
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAX4
150000.00000000
PA
188234.54000000
0.001269086384
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
1.70000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
3250000.00000000
PA
USD
3685044.12000000
0.024844745907
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128CUFW1
316.20000000
PA
USD
316.52000000
0.000002133993
Long
ABS-MBS
MUN
US
N
2
2020-10-01
Fixed
7.00000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
549300IDY55XMYWXSD28
Overseas Private Investment Corp (OPIC)
6903534C8
11375000.04000000
PA
USD
12943194.17000000
0.087263641875
Long
DBT
USGSE
US
N
2
2032-09-20
Fixed
3.52000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404121AJ4
4225000.00000000
PA
USD
4712607.25000000
0.031772626290
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBD6
2500000.00000000
PA
USD
2709027.50000000
0.018264394591
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.91660000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
CNY200731
CNY200731
1.00000000
NC
USD
-22067.31000000
-0.00014877887
N/A
DFE
CORP
US
N
1
Toronto Dominion bank
PT3QB789TSUIDF371261
59368000.00000000
CNY
8364664.90000000
USD
2020-07-31
-22067.31000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBN9
1185000.00000000
PA
USD
1231565.40000000
0.008303273566
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Variable
4.49000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust
36259KAD9
18750000.00000000
PA
USD
19023755.63000000
0.128259081693
Long
ABS-O
CORP
US
N
2
2022-12-20
Fixed
1.67000000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDB1
22600000.00000000
PA
USD
23239819.56000000
0.156683988874
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.74000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
6125000.00000000
PA
USD
7194373.00000000
0.048504811157
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AS8
200000.00000000
PA
USD
220900.00000000
0.001489318497
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
10780756.77000000
PA
USD
11599623.49000000
0.078205223287
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
3.70000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAE7
1000000.00000000
PA
USD
1074550.40000000
0.007244670832
Long
ABS-MBS
USGSE
US
N
2
2050-02-10
Fixed
3.45300000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
350000.00000000
PA
USD
356125.00000000
0.002401011995
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBL9
325000.00000000
PA
371658.31000000
0.002505738323
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
1.62500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ0637715
9700000.00000000
PA
1394651.65000000
0.009402808961
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEC4
400000.00000000
PA
469577.40000000
0.003165913570
Long
DBT
CORP
US
N
2
2026-10-27
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSD8
11127264.45000000
PA
USD
12347949.62000000
0.083250474294
Long
ABS-MBS
MUN
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
6075000.00000000
PA
USD
6744557.34000000
0.045472132195
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries USA, Inc
D6000EAB8
1906347.60000000
PA
USD
1813413.15000000
0.012226119272
Long
LON
CORP
US
N
2
2026-03-01
Variable
2.80788000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
5815612.17000000
PA
USD
6383040.00000000
0.043034764782
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82280RAU3
2026915.98000000
PA
USD
2087913.79000000
0.014076815880
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
11425000.00000000
PA
USD
11493678.99000000
0.077490940338
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XZL1
6857490.00000000
PA
USD
6660910.52000000
0.044908181284
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
0.63450000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
2700000.00000000
PA
USD
2623411.31000000
0.017687166092
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31417GFT8
13108784.99000000
PA
USD
14333749.95000000
0.096638836282
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
ZS0616848
700000.00000000
PA
723904.96000000
0.004880602295
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
N/A
250000.00000000
PA
286091.54000000
0.001928843016
Long
DBT
CORP
CH
Y
2
2025-07-17
Fixed
1.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
725000.00000000
PA
USD
736616.98000000
0.004966307350
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HK9
4200000.00000000
PA
USD
5954540.42000000
0.040145799863
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.90000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92939KAE8
9865000.00000000
PA
USD
10600639.96000000
0.071470027952
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
1555629.23000000
PA
USD
1433312.90000000
0.009663464980
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.26450000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
BJ9482271
1650000.00000000
PA
1903510.79000000
0.012833561924
Long
DBT
NUSS
GR
Y
2
2030-06-18
Fixed
1.50000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
3250000.00000000
PA
USD
3046875.00000000
0.020542178796
Long
DBT
CORP
US
N
2
2040-01-15
Variable
4.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
15784827.78000000
PA
USD
17285453.95000000
0.116539367588
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
2900000.00000000
PA
USD
3101102.01000000
0.020907779923
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
5575000.00000000
PA
USD
5806885.99000000
0.039150306546
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.10000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp
020002BG5
5500000.00000000
PA
USD
6588312.12000000
0.044418719355
Long
DBT
CORP
US
N
2
2049-08-10
Fixed
3.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56G9
1506379.96000000
PA
USD
1724606.69000000
0.011627381818
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBF4
1125000.00000000
PA
USD
1191729.59000000
0.008034698605
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
525246.68000000
PA
USD
313047.02000000
0.002110578168
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.46059300
N
Y
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
925000.00000000
PA
USD
1011676.96000000
0.006820775055
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAW8
7500000.00000000
PA
USD
7947402.45000000
0.053581772175
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
ZARAPITO LEASING LLC
N/A
Zarapito Leasing LLC
98913LAB9
13837811.75000000
PA
USD
14597095.80000000
0.098414326755
Long
DBT
CORP
US
N
2
2026-11-12
Fixed
2.62800000
N
Y
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
8700000.00000000
PA
USD
9219981.77000000
0.062161563575
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEN0
577000.00000000
PA
USD
640339.89000000
0.004317202547
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137BW2C7
21802701.33000000
PA
USD
22570058.30000000
0.152168426025
Long
ABS-CBDO
USGSE
US
N
2
2043-08-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV35
106974940.07000000
PA
USD
113515214.61000000
0.765325073936
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
2150000.00000000
PA
USD
2267770.77000000
0.015289420349
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613DAA1
951004.60000000
PA
USD
968203.99000000
0.006527678186
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
2.71600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
5500000.00000000
PA
USD
5289927.50000000
0.035664947372
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AS3
525000.00000000
PA
USD
542062.50000000
0.003654611624
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.87500000
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
4508302.95000000
0.030395196805
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.60400000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50190DAE6
5000000.00000000
PA
USD
5390262.50000000
0.036341410801
Long
ABS-MBS
USGSE
US
Y
2
2050-07-12
Fixed
3.35700000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZF0
101851563.65000000
PA
USD
107625408.61000000
0.725615716667
Long
ABS-MBS
MUN
US
N
2
2047-01-01
Fixed
3.00000000
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
787980.00000000
0.005312599318
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
3.45300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBF6
2000000.00000000
PA
USD
2007822.80000000
0.013536838547
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.65800000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
68371YAJ2
1984771.58000000
PA
USD
1931440.77000000
0.013021867202
Long
LON
CORP
CA
N
2
2025-05-30
Variable
1.92825000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EQ2
13650000.00000000
PA
USD
14892525.51000000
0.100406128167
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.37500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
21800000.00000000
PA
468803.32000000
0.003160694685
Long
DBT
NUSS
UY
Y
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
1675000.00000000
PA
USD
2008530.99000000
0.013541613198
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BF8
6250000.00000000
PA
USD
7090013.88000000
0.047801216916
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAU8
4780000.00000000
PA
USD
4695922.19000000
0.031660134807
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
4.94845300
N
N
N
N
N
N
PACKERS HOLDINGS LLC
549300X0L6OJNRPME518
Packers Holdings LLC
69519UAC6
596938.78000000
PA
USD
570375.00000000
0.003845495870
Long
LON
CORP
US
N
2
2024-12-04
Variable
4.00000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAG2
10350000.00000000
PA
USD
10492303.91000000
0.070739621056
Long
DBT
CORP
FR
Y
2
2026-06-16
Fixed
1.90700000
N
N
N
N
N
N
MONTEFIORE MEDICAL CENT
549300LVC84TCICWUW24
Montefiore Medical Center
61237WAB2
6525000.00000000
PA
USD
6736529.15000000
0.045418005749
Long
DBT
CORP
US
N
2
2026-10-20
Fixed
2.15200000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FZ2
12379000.00000000
PA
USD
14355936.33000000
0.096788417930
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II
36255NAT2
1000000.00000000
PA
USD
1141421.10000000
0.007695516330
Long
ABS-MBS
USGSE
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
13275000.00000000
PA
USD
14192552.34000000
0.095686875158
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BJ1
1775000.00000000
PA
USD
2203218.27000000
0.014854204268
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
NOK200930
NOK200930
1.00000000
NC
USD
-46.39000000
-0.00000031276
N/A
DFE
CORP
US
N
1
Toronto Dominion bank
PT3QB789TSUIDF371261
108602.67000000
NOK
11240.55000000
USD
2020-09-30
-46.39000000
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
QZ1706345
450000.00000000
PA
446963.37000000
0.003013448684
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAD0
2450000.00000000
PA
USD
2636322.67000000
0.017774215106
Long
DBT
CORP
N/A
Y
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
C7052BAF1
1298567.81000000
PA
USD
1485321.97000000
0.010014112649
Long
LON
CORP
CA
N
2
2025-05-30
Variable
4.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance, Inc
035242AL0
9474000.00000000
PA
USD
10019944.27000000
0.067554949489
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.30000000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
N/A
Agate Bay Mortgage Trust
00841LAN6
2206116.19000000
PA
USD
2280109.33000000
0.015372607518
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Persero Tbk PT
69367PAA4
1500000.00000000
PA
USD
1563456.72000000
0.010540900917
Long
DBT
CORP
ID
Y
2
2024-05-16
Fixed
5.12500000
N
N
N
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
AM2783869
230000.00000000
PA
253476.67000000
0.001708951983
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796XF1
43340000.00000000
PA
USD
43332475.74000000
0.292149649837
Long
STIV
UST
US
N
2
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TJU8
2560000.00000000
PA
USD
2584243.20000000
0.017423092797
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
1.94100000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Rolled Products Corp
03966VAA5
175000.00000000
PA
USD
174956.25000000
0.001179563509
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
VITALITY RE IX LTD
N/A
Vitality Re IX Ltd
92849LAA3
7750000.00000000
PA
USD
7362500.00000000
0.049638331533
Long
DBT
CORP
KY
Y
2
2022-01-10
Variable
1.72170200
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
14250000.00000000
PA
USD
17454385.67000000
0.117678313425
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.61900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
25885000.00000000
PA
USD
27485086.19000000
0.185305782073
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAA5
2077991.90000000
PA
USD
2132446.72000000
0.014377059051
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
Y
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613BAE7
7580000.00000000
PA
USD
7571855.29000000
0.051049815036
Long
ABS-O
CORP
US
Y
2
2033-11-17
Fixed
4.87800000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
4500000.00000000
PA
USD
4578122.88000000
0.030865926155
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652JAA5
1520163.80000000
PA
USD
1516736.89000000
0.010225913561
Long
ABS-O
CORP
US
Y
2
2032-09-20
Fixed
2.58000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162TBA0
830000.00000000
PA
USD
984302.15000000
0.006636212760
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.24100000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
10300000.00000000
PA
USD
12795027.20000000
0.086264692988
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
8026741.81000000
PA
USD
8920483.95000000
0.060142334770
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320DAQ1
917000.00000000
PA
USD
934763.02000000
0.006302217547
Long
ABS-MBS
USGSE
US
N
2
2046-04-10
Variable
3.73200000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AG1
1000000.00000000
PA
USD
1092074.18000000
0.007362817005
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
2375000.00000000
PA
USD
2863030.58000000
0.019302690814
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
00440EAU1
6250000.00000000
PA
USD
6569897.38000000
0.044294566286
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.87500000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAK5
750000.00000000
PA
USD
815250.00000000
0.005496454978
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1CK1
1018604.31000000
PA
USD
1018664.10000000
0.006867882691
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.72590600
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YAZ3
3500000.00000000
PA
USD
3752301.70000000
0.025298199768
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Fixed
4.10580000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
1985000.00000000
PA
USD
1905858.05000000
0.012849387265
Long
LON
CORP
US
N
2
2027-02-01
Variable
1.93000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
EK4809647
400000.00000000
PA
483794.08000000
0.003261763115
Long
DBT
NUSS
FR
N
2
2024-11-25
Fixed
1.37500000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCQ5
12000000.00000000
PA
USD
12042080.40000000
0.081188289201
Long
ABS-O
CORP
US
Y
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK8589658
375000.00000000
PA
391824.17000000
0.002641697528
Long
DBT
CORP
MX
N
2
2022-04-21
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
3652867.74000000
PA
USD
4190136.46000000
0.028250102922
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AH1
2800000.00000000
PA
USD
2867480.70000000
0.019332693738
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
2.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAE3
1976537.59000000
PA
USD
2020983.40000000
0.013625567950
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2L7
3400000.00000000
PA
USD
3473581.30000000
0.023419053334
Long
DBT
CORP
FR
Y
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBC1
2000000.00000000
PA
USD
2161470.40000000
0.014572738107
Long
ABS-MBS
USGSE
US
N
2
2050-10-15
Fixed
3.36600000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AB6
2000000.00000000
PA
USD
2460000.00000000
0.016585439126
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power & Light Co
976826BK2
4125000.00000000
PA
USD
4707162.57000000
0.031735917993
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.10000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAF1
2400000.00000000
PA
USD
2475000.00000000
0.016686569853
Long
DBT
CORP
MX
Y
2
N/A
Variable
5.95000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna, Inc
00817YAF5
1925000.00000000
PA
USD
2737007.18000000
0.018453034948
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CS0
3750000.00000000
PA
USD
4422867.75000000
0.029819188550
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162NAK2
2000000.00000000
PA
USD
2061993.60000000
0.013902060704
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Fixed
2.79100000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc
775109BP5
3800000.00000000
PA
USD
4181773.61000000
0.028193720183
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
EMBOTELLADORA ANDINA SA
254900NNPKP1J9XTSA53
Embotelladora Andina S.A.
29081PAF2
3600000.00000000
PA
USD
3601800.00000000
0.024283510019
Long
DBT
CORP
CL
Y
2
2050-01-21
Fixed
3.95000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FU6
5775000.00000000
PA
USD
7418708.62000000
0.050017292771
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCD6
7775000.00000000
PA
USD
8048104.88000000
0.054260712834
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAK5
2084000.00000000
PA
USD
2125337.60000000
0.014329129019
Long
ABS-MBS
USGSE
US
Y
2
2044-08-10
Variable
5.51260600
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAK2
13775000.00000000
PA
USD
14497568.31000000
0.097743307598
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0RU5
8456969.19000000
PA
USD
8441934.73000000
0.056915932754
Long
ABS-CBDO
USGSE
US
N
2
2030-04-25
Variable
1.13450000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCM2
4936000.00000000
PA
USD
5154909.82000000
0.034754651635
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
5000000.00000000
PA
USD
5112500.00000000
0.034468722575
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RM2
35680000.00000000
PA
USD
47890643.66000000
0.322881038686
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963Q0
25000000.00000000
PA
USD
24994843.75000000
0.168516446951
Long
STIV
UST
US
N
2
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
250000.00000000
PA
USD
261845.00000000
0.001765371669
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
3932471.50000000
PA
USD
4087294.48000000
0.027556737313
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
2.92800000
N
N
N
N
N
N
SAN JOSE CA REDEV AGY SUCCESSO
N/A
San Jose Redevelopment Agency
798170AN6
6360000.00000000
PA
USD
6891886.80000000
0.046465434548
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
3.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHW5
7500000.00000000
PA
USD
8445648.83000000
0.056940973396
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.80000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
1500000.00000000
PA
USD
1124603.70000000
0.007582132604
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92936CAJ8
30000000.00000000
PA
USD
30464502.00000000
0.205393147744
Long
ABS-MBS
USGSE
US
Y
2
2044-06-15
Variable
4.90200000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
N/A
PPL Electric Utilities Corp
69351UAP8
2000000.00000000
PA
USD
2042777.82000000
0.013772506985
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAE3
6880269.99000000
PA
USD
6985721.14000000
0.047098070213
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
Y
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
5350000.00000000
PA
USD
5550568.02000000
0.037422198380
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AJ8
3150000.00000000
PA
USD
3424836.21000000
0.023090411577
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
2549000.00000000
PA
USD
2519374.50000000
0.016985744881
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.43532400
N
N
N
N
N
N
PROVINCIA DE MENDOZA
529900FD2SD2M48A6753
Provincia de Mendoza Argentina
586805AH6
2000000.00000000
PA
USD
1040020.00000000
0.007011865203
Long
DBT
NUSS
AR
Y
3
2024-05-19
Fixed
8.37500000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
19061056.72000000
PA
USD
21615007.49000000
0.145729427216
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
8850000.00000000
PA
USD
10056327.66000000
0.067800248066
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
2875000.00000000
PA
USD
3088929.90000000
0.020825714968
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBM1
5000000.00000000
PA
USD
5440804.50000000
0.036682167412
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Variable
4.18800000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96949LAD7
5075000.00000000
PA
USD
5413299.50000000
0.036496727370
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust
78448RAB2
3569036.82000000
PA
USD
3623577.77000000
0.024430336799
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
10527740.02000000
PA
USD
11629352.73000000
0.078405659263
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AU2
17250000.00000000
PA
USD
19370209.06000000
0.130594887495
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
EK4579513
500000.00000000
PA
408756.01000000
0.002755852813
Long
DBT
NUSS
AU
N
2
2026-05-20
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBU9
2000000.00000000
PA
USD
2198614.60000000
0.014823166102
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.75700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
7141879.61000000
PA
USD
7399593.48000000
0.049888417571
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
11800000.00000000
PA
USD
13522183.80000000
0.091167217998
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
20075000.00000000
PA
USD
22330999.39000000
0.150556679278
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
5125000.00000000
PA
USD
5759486.89000000
0.038830739518
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46635TAX0
10975000.00000000
PA
USD
10037547.33000000
0.067673630172
Long
ABS-MBS
USGSE
US
Y
2
2046-02-15
Variable
5.36000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc
65339KBR0
17000000.00000000
PA
USD
17463627.40000000
0.117740621616
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAD3
1425000.00000000
PA
USD
1481817.53000000
0.009990485545
Long
DBT
CORP
ID
Y
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAD5
3800000.00000000
PA
USD
3819032.53000000
0.025748102255
Long
DBT
CORP
CL
Y
2
2021-01-08
Fixed
2.66800000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384G29
25000000.00000000
PA
USD
24992514.00000000
0.168500739664
Long
STIV
USGSE
US
N
2
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3N6
3750000.00000000
PA
USD
3939450.00000000
0.026559962670
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.61200000
N
N
N
N
N
N
Bank
N/A
BANK
06540AAC5
2000000.00000000
PA
USD
2173627.20000000
0.014654699841
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.75800000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
5850000.00000000
PA
USD
7337334.83000000
0.049468666738
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BK8
5075000.00000000
PA
USD
6461642.30000000
0.043564705295
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
553896AA9
4321392.20000000
PA
USD
4297731.28000000
0.028975512409
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
1205058.64000000
PA
USD
1336515.78000000
0.009010854110
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DB2
361000.00000000
PA
USD
390558.68000000
0.002633165533
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652YAA2
2219755.81000000
PA
USD
2214045.04000000
0.014927198876
Long
ABS-O
CORP
US
Y
2
2033-10-20
Fixed
2.43000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BC6
6650000.00000000
PA
USD
7615915.36000000
0.051346870161
Long
DBT
CORP
US
N
2
2029-05-02
Fixed
3.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAA6
5000000.00000000
PA
USD
5146672.00000000
0.034699111854
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Fixed
3.24400000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
11950000.00000000
PA
USD
12770777.27000000
0.086101198786
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RC4
56375000.00000000
PA
USD
82320713.17000000
0.555010234617
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAZ7
15000000.00000000
PA
USD
15493936.50000000
0.104460870185
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
2.51400000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFC3
25000000.00000000
PA
USD
27191422.00000000
0.183325883883
Long
DBT
NUSS
CA
N
2
2024-01-29
Fixed
3.05000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BE3
3911000.00000000
PA
USD
4178205.43000000
0.028169663340
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
4.87500000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc
524660AZ0
1600000.00000000
PA
USD
1721191.66000000
0.011604357521
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
PLN200731
PLN200731
1.00000000
NC
USD
-28974.49000000
-0.00019534741
N/A
DFE
CORP
US
N
1
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
15221266.25000000
PLN
3818763.38000000
USD
2020-07-31
-28974.49000000
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
9269000.00000000
PA
USD
9748068.17000000
0.065721947657
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
EK7289029
3000000.00000000
PA
3541336.67000000
0.023875863320
Long
DBT
NUSS
FR
N
2
2025-05-25
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCE3
9007433.76000000
PA
USD
9361636.68000000
0.063116607838
Long
ABS-CBDO
USGSE
US
N
2
2045-03-25
Fixed
3.00000000
N
N
N
N
N
N
DELEK US HOLDINGS INC
5493003O53JMENV1N385
Delek US Holdings, Inc
24664GAD3
1984838.03000000
PA
USD
1835975.18000000
0.012378233571
Long
LON
CORP
US
N
2
2025-03-31
Variable
2.42825000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer LLC
05588UAA0
4236064.73000000
PA
USD
4216081.52000000
0.028425025773
Long
ABS-O
CORP
US
Y
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
Starwood Waypoint Homes Trust
N/A
Starwood Waypoint Homes
85572MAA8
2679601.18000000
PA
USD
2668025.30000000
0.017987955773
Long
ABS-O
CORP
US
Y
2
2035-01-17
Variable
1.13475000
N
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
6250000.00000000
PA
USD
5975139.94000000
0.040284682824
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652KAB0
3341825.48000000
PA
USD
3185060.78000000
0.021473834017
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
15057446.18000000
PA
USD
16459099.58000000
0.110968046409
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
6950000.00000000
PA
USD
7556623.94000000
0.050947124537
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc
03076CAJ5
3975000.00000000
PA
USD
4136504.25000000
0.027888511965
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12594JAE5
2247000.00000000
PA
USD
2253709.54000000
0.015194618855
Long
ABS-MBS
USGSE
US
Y
2
2029-08-10
Fixed
3.08600000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
23672150.22000000
PA
USD
26282725.84000000
0.177199410368
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XD27
3229501.76000000
PA
USD
3089233.84000000
0.020827764147
Long
ABS-CBDO
USGSE
US
N
2
2030-08-25
Variable
1.08450000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578EKE6
500000.00000000
PA
USD
509970.00000000
0.003438242435
Long
DBT
MUN
US
N
2
2021-06-15
Fixed
3.70000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
AR1346840
96000000.00000000
PA
1089814.96000000
0.007347585235
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
5.87500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
3347000.00000000
PA
USD
3318460.47000000
0.022373221186
Long
ABS-O
CORP
US
Y
2
2039-01-19
Variable
3.24700000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BH1
1250000.00000000
PA
USD
1384348.74000000
0.009333346242
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.37500000
N
N
N
N
N
N
RIO OIL FINANCE TRUST
N/A
Rio Oil Finance Trust
76716XAC6
2650000.00000000
PA
USD
2659937.50000000
0.017933427433
Long
DBT
CORP
US
Y
2
2028-04-06
Fixed
8.20000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELT1
956184.17000000
PA
USD
929778.86000000
0.006268614099
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.18450000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TUF8
13330000.00000000
PA
USD
13498224.60000000
0.091005683912
Long
DBT
MUN
US
N
2
2049-09-01
Variable
2.86200000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AJ2
4800000.00000000
PA
USD
4926959.52000000
0.033217799674
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
1248788.19000000
PA
USD
1384475.85000000
0.009334203224
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BK9
8350000.00000000
PA
USD
9360437.17000000
0.063108520684
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAM6
879605.53000000
PA
USD
806793.02000000
0.005439437610
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.08450000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HH9
7125000.00000000
PA
USD
7988344.44000000
0.053857805054
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
4851190.50000000
PA
USD
4194535.29000000
0.028279760047
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAA0
5800000.00000000
PA
USD
6094167.30000000
0.041087171049
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
3.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
50500000.00000000
PA
USD
52933518.75000000
0.356880346746
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
2775000.00000000
PA
USD
2905051.24000000
0.019585996138
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CA4
3335000.00000000
PA
USD
4320511.64000000
0.029129098699
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AD2
1650000.00000000
PA
USD
1802641.50000000
0.012153496286
Long
DBT
NUSS
PY
Y
2
2027-03-27
Fixed
4.70000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83401BAB2
12846666.44000000
PA
USD
13132112.94000000
0.088537341371
Long
ABS-O
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP
030981AJ3
1050000.00000000
PA
USD
1107750.00000000
0.007468504143
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BP3
1700000.00000000
PA
USD
1742071.46000000
0.011745130144
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
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
1527123.50000000
0.010295940588
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.21800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust
94989YAZ6
3800000.00000000
PA
USD
4164657.12000000
0.028078319978
Long
ABS-MBS
USGSE
US
N
2
2059-01-15
Fixed
3.56000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co
36164Q6M5
4825000.00000000
PA
USD
5062736.44000000
0.034133214244
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc
91136EAJ4
1031625.00000000
PA
USD
997240.94000000
0.006723446709
Long
LON
CORP
US
N
2
2025-10-31
Variable
1.92825000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653GAC6
3640734.92000000
PA
USD
3475768.85000000
0.023433801902
Long
ABS-O
CORP
US
Y
2
2035-09-20
Fixed
4.17000000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBE4
8000000.00000000
PA
USD
8764749.60000000
0.059092366240
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Fixed
3.28300000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAF4
2100000.00000000
PA
USD
2143247.19000000
0.014449876342
Long
DBT
CORP
TH
Y
2
2027-06-10
Fixed
2.58700000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia Government International Bond
62987BAB8
3075000.00000000
PA
USD
3115533.76000000
0.021005079481
Long
DBT
NUSS
NA
Y
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDS0
2784369.60000000
PA
USD
2908231.72000000
0.019607439088
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
4.43450000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc
78571YBB5
96527.40000000
PA
USD
88098.63000000
0.000593965229
Long
LON
CORP
US
N
2
2024-02-22
Variable
2.17825000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
EK8221690
400000.00000000
PA
467825.89000000
0.003154104805
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
1.37500000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
NZD200930
NZD200930
1.00000000
NC
USD
-8056.23000000
-0.00005431549
N/A
DFE
CORP
US
N
1
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
4218086.58000000
NZD
2713579.46000000
USD
2020-09-30
-8056.23000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
4477766.59000000
PA
USD
5143611.20000000
0.034678475792
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
6237340.65000000
PA
USD
6475730.56000000
0.043659689026
Long
ABS-O
CORP
US
Y
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83401AAA6
0.01000000
PA
USD
0.01000000
0.000000000067
Long
ABS-O
CORP
US
Y
2
2048-02-25
Fixed
3.12000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCZ3
5300000.00000000
PA
USD
4373295.00000000
0.029484966669
Long
DBT
CORP
MX
Y
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
15000000.00000000
PA
USD
17081073.30000000
0.115161423348
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BE3
5500000.00000000
PA
USD
5822197.48000000
0.039253537353
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AM2027846
941000.00000000
PA
634382.21000000
0.004277035580
Long
DBT
NUSS
N/A
N
2
2022-01-25
Fixed
3.37500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc
80282KAS5
9350000.00000000
PA
USD
9732631.64000000
0.065617873824
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
2500000.00000000
PA
USD
2566300.25000000
0.017302120559
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
3.07585400
N
Y
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
QZ0167556
3345000.00000000
PA
3846992.77000000
0.025936611548
Long
DBT
NUSS
IT
N
2
2026-12-01
Fixed
1.25000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBD6
1700000.00000000
PA
USD
1763818.68000000
0.011891750954
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KJ8
15618761.38000000
PA
USD
14520232.98000000
0.097896113901
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
0.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0LH0
181396.49000000
PA
USD
181196.28000000
0.001221634094
Long
ABS-CBDO
USGSE
US
N
2
2029-03-25
Variable
1.48450000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAW4
286930.42000000
PA
USD
286509.69000000
0.001931662204
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
1.32100000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
13700000.00000000
PA
USD
14619103.00000000
0.098562700363
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHH8
500000.00000000
PA
611516.39000000
0.004122873114
Long
DBT
CORP
US
N
2
2029-09-05
Fixed
2.35000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBQ0
4325000.00000000
PA
USD
4915615.21000000
0.033141315787
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
5335359.88000000
PA
USD
5813164.51000000
0.039192636632
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
2099000.00000000
PA
USD
2205179.76000000
0.014867428728
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642EAY2
1350000.00000000
PA
USD
1463744.93000000
0.009868639200
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.77480000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile-CODELCO
21987BBB3
3000000.00000000
PA
USD
3118620.00000000
0.021025887060
Long
DBT
CORP
CL
Y
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AL7975124
93000000.00000000
PA
899630.73000000
0.006065353946
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
0.60000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope, Inc
203372AM9
2600000.00000000
PA
USD
2647658.00000000
0.017850638450
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
CZK200731
CZK200731
1.00000000
NC
USD
-5720.60000000
-0.00003856856
N/A
DFE
CORP
US
N
1
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
18150029.33000000
CZK
759501.25000000
USD
2020-07-31
-5720.60000000
N
N
N
AMHERST COLLEGE
549300AS419G4Y35BP63
Amherst College
898361AQ3
9820000.00000000
PA
USD
12067517.34000000
0.081359786282
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
4.10000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AU7
9642000.00000000
PA
USD
10107340.18000000
0.068144176946
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
2200000.00000000
PA
USD
2007962.00000000
0.013537777040
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
QJ9911604
250000.00000000
PA
303344.88000000
0.002045165870
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.37500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBR9
12850000.00000000
PA
USD
14903520.98000000
0.100480260158
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612CX9
13000000.00000000
PA
USD
13162630.00000000
0.088743088867
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
1.77900000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875DAA9
2000000.00000000
PA
USD
2082369.00000000
0.014039432637
Long
ABS-MBS
USGSE
US
Y
2
2038-12-15
Fixed
2.96600000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
4850000.00000000
PA
USD
5705079.83000000
0.038463924485
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BV4
2500000.00000000
PA
USD
2309250.00000000
0.015569075326
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94987MAE1
4725000.00000000
PA
USD
4737357.77000000
0.031939495494
Long
ABS-MBS
USGSE
US
Y
2
2043-11-15
Variable
5.27600000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BM0
4250000.00000000
PA
USD
4440333.96000000
0.029936946583
Long
DBT
CORP
GB
N
2
2023-11-22
Fixed
3.03300000
N
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust
92348TAA2
55800000.00000000
PA
USD
57268098.00000000
0.386104289954
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
2352153.83000000
PA
USD
2701718.87000000
0.018215119453
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
16843500.00000000
PA
USD
17201929.68000000
0.115976242915
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCA6
3750000.00000000
PA
USD
3778316.48000000
0.025473592675
Long
DBT
NUSS
NO
Y
2
2021-02-10
Fixed
1.62500000
N
N
N
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS.
90011QAC4
2400000.00000000
PA
USD
2523922.56000000
0.017016408121
Long
DBT
CORP
TR
Y
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAC7
7674000.00000000
PA
USD
8369826.06000000
0.056429772609
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR80
31516002.42000000
PA
USD
34825004.29000000
0.234791865342
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZP2414826
26500000.00000000
PA
1539539.01000000
0.010379646558
Long
STIV
NUSS
EG
N
2
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
19150000.00000000
PA
USD
22028680.28000000
0.148518429198
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384H93
14000000.00000000
PA
USD
13994633.38000000
0.094352495945
Long
STIV
USGSE
US
N
2
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AF3
225000.00000000
PA
USD
223312.50000000
0.001505583689
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
3000000.00000000
PA
USD
2645312.10000000
0.017834822278
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
2456983.74000000
PA
USD
2427398.71000000
0.016365639650
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.91950000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendys Funding LLC
95058XAD0
31687500.00000000
PA
USD
32842509.38000000
0.221425788656
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.57300000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCH0
4030282.66000000
PA
USD
3987244.88000000
0.026882198065
Long
ABS-O
CORP
US
Y
2
2025-05-25
Fixed
3.42000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBC5
2675000.00000000
PA
USD
2716955.18000000
0.018317843393
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
2.00000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
350000.00000000
PA
USD
377020.00000000
0.002541887097
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36250SAE9
3500000.00000000
PA
USD
4093087.95000000
0.027595797168
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.15500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CDL5
26930306.80000000
PA
USD
28442837.25000000
0.191762986099
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
37625000.00000000
PA
USD
41509087.07000000
0.279856275125
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co
16384YAF4
3473350.25000000
PA
USD
3269290.92000000
0.022041717699
Long
LON
CORP
US
N
2
2025-04-03
Variable
1.93000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
1833000.00000000
PA
USD
1899374.34000000
0.012805673778
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
INTEGRYS HOLDING INC
549300J4ZRR1SZF4ES33
Integrys Energy Group, Inc
45822PAA3
2725000.00000000
PA
USD
2756395.52000000
0.018583752075
Long
DBT
CORP
US
N
2
2020-11-01
Fixed
4.17000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822BN3
9000000.00000000
PA
USD
9299754.00000000
0.062699391813
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AH6
1170000.00000000
PA
USD
1194121.52000000
0.008050825113
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.37500000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
880352.88000000
PA
USD
830287.03000000
0.005597835363
Long
LON
CORP
US
N
2
2025-03-24
Variable
2.42825000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
5800000.00000000
PA
USD
6250788.53000000
0.042143118967
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
ILS200731
ILS200731
1.00000000
NC
USD
26817.24000000
0.000180803130
N/A
DFE
CORP
US
N
1
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
10330472.48000000
ILS
3011424.67000000
USD
2020-07-31
26817.24000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
6500000.00000000
PA
USD
7005204.05000000
0.047229424935
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CY3
16850000.00000000
PA
USD
19857089.42000000
0.133877458459
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding, Inc Trust
74932BAG8
2000000.00000000
PA
USD
1790221.60000000
0.012069760719
Long
ABS-MBS
USGSE
US
Y
2
2031-03-11
Fixed
3.51100000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAX7
3500000.00000000
PA
USD
3691474.47000000
0.024888099638
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust
92890FAU0
2185281.00000000
PA
USD
2355442.28000000
0.015880505915
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Fixed
3.99500000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC5650865
350000000.00000000
PA
4067194.55000000
0.027421222612
Long
DBT
NUSS
JP
N
2
2032-05-20
Fixed
2.30000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCH3
300000.00000000
PA
343233.45000000
0.002314096541
Long
DBT
CORP
US
N
2
2023-09-05
Fixed
1.30000000
N
N
N
N
N
N
ENEL CHILE SA
549300YM5CWCAUVOPB53
Enel Chile S.A.
29278DAA3
3200000.00000000
PA
USD
3568000.00000000
0.024055628782
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553AZ1
810000.00000000
PA
USD
875893.50000000
0.005905316392
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
3.44000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
3025000.00000000
PA
USD
3314230.23000000
0.022344700704
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBW1
4650000.00000000
PA
USD
4902665.19000000
0.033054006125
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.83200000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652NAA6
4280553.27000000
PA
USD
4264596.65000000
0.028752117129
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CPF5
624988.23000000
PA
USD
665091.31000000
0.004484077819
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
Y
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
5035543.90000000
0.033949880822
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410LS37
11489119.60000000
PA
USD
12558062.46000000
0.084667065236
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
Toronto Dominion bank
PT3QB789TSUIDF371261
NOK200930
NOK200930
1.00000000
NC
USD
-42639.42000000
-0.00028747703
N/A
DFE
CORP
US
N
1
Toronto Dominion bank
PT3QB789TSUIDF371261
46946452.18000000
NOK
4836444.95000000
USD
2020-09-30
-42639.42000000
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAR6
5825000.00000000
PA
USD
5901140.26000000
0.039785773398
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
1.80000000
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
2490140.00000000
0.016788644466
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
3.50500000
N
N
N
N
N
N
OSLO KOMMUNE
5967007LIEEXZXGVU850
City of Oslo Norway
ZQ2600844
7000000.00000000
PA
760532.36000000
0.005127546000
Long
DBT
NUSS
NO
N
2
2024-10-31
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754FAK8
796836.62000000
PA
USD
777361.93000000
0.005241011776
Long
ABS-CBDO
USGSE
US
Y
2
2031-07-25
Variable
2.63450000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBB4
8050000.00000000
PA
USD
8591905.71000000
0.057927044364
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAB2
2350000.00000000
PA
USD
2402875.00000000
0.016200299610
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565LAA4
858573.67000000
PA
USD
855022.09000000
0.005764600335
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-27
Variable
1.28450000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368B4Q8
12500000.00000000
PA
USD
12881907.38000000
0.086850443369
Long
DBT
CORP
CA
Y
2
2022-06-15
Fixed
2.10000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust
94989AAU9
1740030.00000000
PA
USD
1815193.38000000
0.012238121669
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.40500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BM0
5525000.00000000
PA
USD
5732980.50000000
0.038652032153
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31287NMU9
4914.34000000
PA
USD
4958.43000000
0.000033429975
Long
ABS-MBS
MUN
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GVZ73
43629822.92000000
PA
USD
48229949.01000000
0.325168651786
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592GBJ1
1500000.00000000
PA
USD
1442865.45000000
0.009727868735
Long
ABS-MBS
USGSE
US
N
2
2047-08-10
Variable
4.88778600
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
20000000.00000000
PA
USD
21284600.00000000
0.143501803918
Long
DBT
MUN
US
N
2
2032-06-20
Fixed
3.53200000
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
Banco General S.A.
059597AE4
300000.00000000
PA
USD
318378.00000000
0.002146519893
Long
DBT
CORP
PA
Y
2
2027-08-07
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
549300C72XVZH4MIKU63
COMM Mortgage Trust
12625UBF9
2000000.00000000
PA
USD
2135503.40000000
0.014397667335
Long
ABS-MBS
USGSE
US
N
2
2045-07-10
Variable
4.36209100
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
2418000.00000000
PA
USD
2689344.36000000
0.018131689908
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
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
1108590.00000000
0.007474167464
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
4.03800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94988HAE1
8200000.00000000
PA
USD
8470994.42000000
0.057111854592
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
3.53900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
1185318.79000000
PA
USD
1315302.97000000
0.008867836317
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253JAS0
6000000.00000000
PA
USD
6251663.82000000
0.042149020214
Long
DBT
CORP
AU
N
2
2022-05-19
Fixed
2.62500000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
58406LAA9
2000000.00000000
PA
USD
1701289.90000000
0.011470178891
Long
DBT
CORP
SG
Y
2
2027-01-30
Fixed
6.37500000
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC
15911AAC7
1090000.00000000
PA
USD
1402584.60000000
0.009456293294
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.50000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313312N30
10000000.00000000
PA
USD
9994050.00000000
0.067380369067
Long
STIV
USGSE
US
N
2
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAA3
4322698.67000000
PA
USD
4265945.09000000
0.028761208377
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AZ1293424
1475000.00000000
PA
1692547.88000000
0.011411239769
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
KUWAIT INTL BOND
549300FSC1YD0D9XX589
Kuwait Government International Bond
501499AC1
5750000.00000000
PA
USD
5925674.98000000
0.039951187669
Long
DBT
NUSS
KW
Y
2
2022-03-20
Fixed
2.75000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAF4
6875000.00000000
PA
USD
7725048.93000000
0.052082653975
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAM4
7075000.00000000
PA
USD
7416080.23000000
0.049999572038
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW97
500000.00000000
PA
USD
494099.36000000
0.003331241812
Long
DBT
NUSS
EG
Y
2
2023-11-20
Fixed
4.55000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
1125000.00000000
PA
USD
1111263.75000000
0.007492194016
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP
226373AP3
2375000.00000000
PA
USD
2051453.75000000
0.013831000525
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 TSQ GROUNDCO LLC
90137LAJ9
15000000.00000000
PA
USD
13401376.50000000
0.090352729331
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.20323000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384ZU6
45270000.00000000
PA
USD
45266529.15000000
0.305189131585
Long
STIV
USGSE
US
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAD8
5959237.56000000
PA
USD
6045806.81000000
0.040761122284
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
Y
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CC1
8950000.00000000
PA
USD
9933185.96000000
0.066970020762
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97300000
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
1948311.75000000
0.013135612166
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
3.57300000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254KAN2
3000000.00000000
PA
USD
3350281.80000000
0.022587762134
Long
ABS-MBS
USGSE
US
N
2
2050-11-10
Fixed
3.83700000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
6150000.00000000
PA
USD
7452584.08000000
0.050245682762
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBA6
5500000.00000000
PA
USD
5783962.03000000
0.038995752097
Long
DBT
CORP
GB
N
2
2024-10-24
Fixed
2.12500000
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204ED47
5080000.00000000
PA
USD
5620105.60000000
0.037891024111
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
3.94400000
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
743519.00000000
0.005012841103
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
2.65900000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ5541813
900000.00000000
PA
1355913.30000000
0.009141633129
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
9875000.00000000
PA
USD
10590648.76000000
0.071402666797
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179YAK3
1383282.15000000
PA
USD
1327950.86000000
0.008953109004
Long
LON
CORP
US
N
2
2026-01-30
Variable
1.92950000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397669
400000.00000000
PA
479709.87000000
0.003234227173
Long
DBT
CORP
IE
N
2
2026-09-27
Fixed
1.50000000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AA2
21300000.00000000
PA
USD
22737388.97000000
0.153296577506
Long
DBT
NUSS
CA
Y
2
2024-05-02
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384F87
29998000.00000000
PA
USD
29989250.48000000
0.202188978981
Long
STIV
USGSE
US
N
2
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CT5
3325000.00000000
PA
USD
3911384.63000000
0.026370744586
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.45000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAN1
1500000.00000000
PA
USD
1530750.00000000
0.010320390627
Long
DBT
CORP
CL
Y
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
4125000.00000000
PA
USD
4348673.79000000
0.029318969279
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
5525243.94000000
PA
USD
5646755.10000000
0.038070696331
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
Y
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46636DAS5
15000000.00000000
PA
USD
15330109.50000000
0.103356340617
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Fixed
4.80090000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc
26442EAD2
1450000.00000000
PA
USD
1571936.42000000
0.010598071465
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.80000000
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
1018820.00000000
0.006868933776
Long
DBT
MUN
US
N
2
2023-05-15
Fixed
2.03700000
N
N
N
N
N
N
PREGIS TOPCO CORP
N/A
Pregis TopCo Corp
74045BAC1
497500.00000000
PA
USD
478634.80000000
0.003226978999
Long
LON
CORP
US
N
2
2026-07-31
Variable
4.17825000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
4350000.00000000
PA
USD
5096612.82000000
0.034361610438
Long
DBT
CORP
NL
Y
2
2026-01-06
Fixed
4.62500000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
1895000.00000000
PA
USD
2451694.15000000
0.016529440683
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDA7
4745000.00000000
PA
USD
4626171.44000000
0.031189871873
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
1.15863000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AU6526555
7750000000.00000000
PA
572908.65000000
0.003862577861
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBH6
962665.31000000
PA
USD
1019390.84000000
0.006872782407
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.73450000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAG2
6000000.00000000
PA
USD
6015841.80000000
0.040559096735
Long
ABS-MBS
USGSE
US
Y
2
2032-11-15
Variable
3.91674700
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
1300000.00000000
PA
USD
1149408.00000000
0.007749364396
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
EJ7498649
15100000.00000000
PA
685624.66000000
0.004622514659
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
19200000.00000000
PA
USD
21209792.83000000
0.142997450355
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAA7
11068654.76000000
PA
USD
11378861.56000000
0.076716835665
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14315XAC2
14550000.00000000
PA
USD
14970876.21000000
0.100934372380
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCX2
20000000.00000000
PA
USD
19709341.80000000
0.132881336851
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
19725000.00000000
PA
USD
19867384.52000000
0.133946868522
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAH2
6775000.00000000
PA
USD
7980680.42000000
0.053806133860
Long
DBT
NUSS
SA
Y
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
20000000.00000000
PA
USD
20698916.00000000
0.139553094028
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AX5202350
1500000.00000000
PA
2060722.90000000
0.013893493583
Long
DBT
NUSS
GR
Y
2
2029-03-12
Fixed
3.87500000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAC6
2550000.00000000
PA
USD
2695738.75000000
0.018174801195
Long
DBT
CORP
SG
Y
2
2029-04-15
Variable
3.75000000
N
N
N
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
6975000.00000000
PA
USD
6986010.32000000
0.047100019878
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
5815978.50000000
PA
USD
6430411.74000000
0.043354147347
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
AZ1508110
450000.00000000
PA
520225.10000000
0.003507382816
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
JAPAN (2 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Two Year Bond
BG3829135
379000000.00000000
PA
3524870.20000000
0.023764845582
Long
DBT
NUSS
JP
N
2
2022-03-01
Fixed
0.10000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
7650000.00000000
PA
USD
7554375.00000000
0.050931962074
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2650000.00000000
PA
USD
2497625.00000000
0.016839108698
Long
DBT
CORP
CO
N
2
2029-12-18
Variable
4.62500000
N
N
N
N
Y
Bancolombia SA
Bancolombia SA 4.625 12/18/2029
USD
XXXX
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
68269LAA4
15400000.00000000
PA
USD
15959432.72000000
0.107599268242
Long
ABS-O
CORP
US
Y
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCH9
11000000.00000000
PA
USD
11133993.42000000
0.075065922807
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFU0
9000000.00000000
PA
USD
9250987.50000000
0.062370605709
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.72000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AJ8
1675000.00000000
PA
USD
1877644.90000000
0.012659172841
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
AR6702898
1350000.00000000
PA
1033241.98000000
0.006966167464
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
Y
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAJ1
500000.00000000
PA
USD
516073.19000000
0.003479390438
Long
DBT
CORP
CL
Y
2
2026-08-05
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9VU2
29223162.31000000
PA
USD
32035665.20000000
0.215986006122
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
EC5478622
3475000.00000000
PA
987769.26000000
0.006659588184
Long
DBT
NUSS
PL
N
2
2022-09-23
Fixed
5.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
7608455.52000000
PA
USD
7863806.70000000
0.053018165580
Long
ABS-CBDO
USGSE
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374FY45
7658.07000000
PA
USD
8414.33000000
0.000056729820
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
9.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXG4
7400000.00000000
PA
USD
7725252.42000000
0.052084025915
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble, Inc
896239AC4
650000.00000000
PA
USD
745977.75000000
0.005029418114
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.90000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
15640000.00000000
PA
USD
16942944.47000000
0.114230152088
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.87500000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AJ5
3000000.00000000
PA
USD
3156912.33000000
0.021284055804
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
Bank
N/A
BANK
06650AAK3
2500000.00000000
PA
USD
2312897.50000000
0.015593666948
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.20777100
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404FAC8
3084094.53000000
PA
USD
3117712.39000000
0.021019767910
Long
ABS-O
CORP
US
Y
2
2040-03-26
Fixed
2.40000000
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon plc
00185AAF1
12975000.00000000
PA
USD
14136224.09000000
0.095307107369
Long
DBT
CORP
IE
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
RECKITT BENCKISER TSY NL
54930007FVPKN1NNHV37
Reckitt Benckiser Treasury Services Nederland BV
BJ4447691
400000.00000000
PA
450935.49000000
0.003040228910
Long
DBT
CORP
NL
Y
2
2026-05-19
Fixed
0.37500000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ED6591066
418000000.00000000
PA
5093885.16000000
0.034343220422
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
2.50000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AC5
10250000.00000000
PA
USD
11297263.00000000
0.076166694222
Long
DBT
CORP
GG
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
EJ2182826
1000000.00000000
PA
1308944.20000000
0.008824965182
Long
DBT
CORP
GB
N
2
2022-06-08
Fixed
4.12500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZX9
2150000.00000000
PA
USD
2219376.37000000
0.014963142961
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBP5
5000000.00000000
PA
USD
6199282.55000000
0.041795863155
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FV1
3250000.00000000
PA
USD
3603529.28000000
0.024295168908
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.95000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAW9
2680000.00000000
PA
USD
3252911.85000000
0.021931289216
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBD7
1445000.00000000
PA
USD
1560239.76000000
0.010519212017
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Fixed
3.30900000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAT0
2125000.00000000
PA
USD
2425452.07000000
0.016352515309
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10300000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BZ0
2900000.00000000
PA
USD
3137183.90000000
0.021151045773
Long
DBT
CORP
US
Y
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
QZ1467617
500000.00000000
PA
576832.76000000
0.003889034401
Long
DBT
CORP
NL
N
2
2024-02-12
Fixed
1.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
35850000.00000000
PA
USD
37553749.02000000
0.253189194453
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.30100000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326CBA1
5300000.00000000
PA
USD
5663785.11000000
0.038185513483
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
3.24300000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
3050000.00000000
PA
USD
3252832.32000000
0.021930753021
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.45000000
N
N
N
N
N
N
UK TSY 4 3/4% 2030
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
EG8729493
2450000.00000000
PA
4467984.78000000
0.030123369751
Long
DBT
NUSS
GB
N
2
2030-12-07
Fixed
4.75000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
9700000.00000000
PA
USD
9600970.18000000
0.064730205885
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
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
8439640.80000000
0.056900466967
Long
DBT
MUN
US
N
2
2022-11-15
Fixed
2.45600000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
6875000.00000000
PA
USD
7274211.45000000
0.049043085853
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
2988000.00000000
PA
USD
2620177.20000000
0.017665361565
Long
DBT
CORP
MX
Y
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAN6
250000.00000000
PA
USD
282000.00000000
0.001901257656
Long
DBT
CORP
KY
Y
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AT7
8250000.00000000
PA
USD
8457341.06000000
0.057019802977
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.50000000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
2895230.83000000
PA
USD
2873485.33000000
0.019373177244
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
1.28450000
N
N
N
N
N
N
PREMIER AIRCRAFT LEASING
213800JEJ2LAKSEMUM11
Premier Aircraft Leasing
74046BAA4
2489134.02000000
PA
USD
2541371.26000000
0.017134048102
Long
DBT
CORP
IE
N
2
2022-02-06
Fixed
3.57600000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384ZH5
16175000.00000000
PA
USD
16174353.00000000
0.109048271177
Long
STIV
USGSE
US
N
2
N
N
N
PANTHER BF AGGREGATOR 2
549300474L1ZLXZY2P98
Clarios Global LP
C8000CAB9
994987.46000000
PA
USD
945238.09000000
0.006372840976
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.67825000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
5782888.26000000
PA
USD
6417160.94000000
0.043264809811
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust
34528QHA5
12000000.00000000
PA
USD
12177754.80000000
0.082103012575
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.23000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
3125000.00000000
PA
USD
3103534.94000000
0.020924182855
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
16678498.60000000
PA
USD
17447817.70000000
0.117634031853
Long
ABS-CBDO
USGSE
US
Y
2
2050-04-25
Variable
3.00000000
N
Y
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAR5
2085913.94000000
PA
USD
2142826.22000000
0.014447038142
Long
ABS-CBDO
USGSE
US
N
2
2024-11-25
Variable
5.18450000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
13193325.01000000
PA
USD
14776556.60000000
0.099624260159
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162UAW0
1445000.00000000
PA
USD
1715642.86000000
0.011566947243
Long
ABS-MBS
USGSE
US
N
2
2052-01-15
Fixed
4.23170000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEU4
10000000.00000000
PA
USD
11953311.60000000
0.080589805652
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
2500000.00000000
PA
USD
2794615.75000000
0.018841434717
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BU1
3900000.00000000
PA
USD
4377966.06000000
0.029516459181
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
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
5408707.20000000
0.036465765861
Long
DBT
MUN
US
N
2
2025-11-15
Fixed
2.67700000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBD3
1000000.00000000
PA
USD
972270.00000000
0.006555091422
Long
LON
CORP
US
N
2
2022-10-01
Variable
2.17663000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAR3
600000.00000000
PA
USD
682495.97000000
0.004601420879
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAA7
8394230.57000000
PA
USD
8394247.36000000
0.056594422197
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648CAC8
375017.92000000
PA
USD
387281.38000000
0.002611069818
Long
ABS-CBDO
USGSE
US
Y
2
2047-01-25
Variable
3.50000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
026657AR7
425000.00000000
PA
503323.23000000
0.003393429590
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAJ6
4075000.00000000
PA
USD
4770931.96000000
0.032165854309
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.20000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAW0
990000.00000000
PA
USD
1026647.92000000
0.006921709992
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.40600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GSR2
81547.35000000
PA
USD
91833.15000000
0.000619143544
Long
ABS-MBS
USGSE
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
617458AW4
3548000.00000000
PA
USD
3244776.57000000
0.021876440765
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Fixed
4.19300000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EC3680336
530000000.00000000
PA
4982791.65000000
0.033594222598
Long
DBT
NUSS
JP
N
2
2021-03-22
Fixed
1.90000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89238UAD2
11675000.00000000
PA
USD
11921424.23000000
0.080374819460
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
1.91000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
8350000.00000000
PA
USD
10861413.89000000
0.073228178416
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690KAC6
1665327.12000000
PA
USD
1689556.80000000
0.011391073763
Long
ABS-MBS
USGSE
US
N
2
2046-02-15
Fixed
2.46900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBBS6
7449855.53000000
PA
USD
7710020.35000000
0.051981330561
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
2600000.00000000
PA
USD
2907097.54000000
0.019599792392
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAX8
10000000.00000000
PA
USD
10737915.10000000
0.072395543593
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
403817.04000000
PA
USD
471395.66000000
0.003178172367
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAK7
1825000.00000000
PA
USD
2050911.57000000
0.013827345121
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
62910PAF0
1995000.00000000
PA
USD
1855350.00000000
0.012508859546
Long
LON
CORP
US
N
2
2027-02-15
Variable
3.42825000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CH0
430000.00000000
PA
490535.22000000
0.003307212207
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
1.40100000
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
1298487.50000000
0.008754465604
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
2.35900000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473PAJ4
10840000.00000000
PA
USD
12385642.75000000
0.083504603201
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar, Inc
45031UCF6
800000.00000000
PA
USD
747000.00000000
0.005036310173
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAF5
1500000.00000000
PA
USD
1396035.00000000
0.009412135573
Long
DBT
CORP
MX
Y
2
2033-01-18
Variable
5.12500000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 5.125 01/18/2033
USD
XXXX
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TJV6
3000000.00000000
PA
USD
3070950.00000000
0.020704493612
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
2.24400000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
11000000.00000000
PA
USD
11589536.53000000
0.078137216514
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
2475000.00000000
PA
USD
2857224.69000000
0.019263547222
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
TLF National Tax Lien Trust
N/A
TLF National Tax Lien Trust
87272QAA8
3424324.21000000
PA
USD
3446346.04000000
0.023235431892
Long
ABS-O
CORP
US
Y
2
2029-12-15
Fixed
3.09000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
17248157.80000000
PA
USD
18853802.78000000
0.127113251348
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAF3
1250000.00000000
PA
USD
1460187.96000000
0.009844657936
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABJ3
18900000.00000000
PA
USD
18966528.00000000
0.127873250240
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
4275000.00000000
PA
USD
4558176.00000000
0.030731443324
Long
DBT
NUSS
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
10600000.00000000
PA
USD
11020302.83000000
0.074299415343
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
AUD200930
AUD200930
1.00000000
NC
USD
-20367.66000000
-0.00013731975
N/A
DFE
CORP
US
N
1
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
7493157.07000000
AUD
5152084.99000000
USD
2020-09-30
-20367.66000000
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBK5
8700000.00000000
PA
USD
10344928.92000000
0.069746011737
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
LW2824164
4630000000.00000000
PA
3882870.08000000
0.026178498109
Long
DBT
NUSS
KR
N
2
2021-09-10
Fixed
1.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SL3
2850000.00000000
PA
USD
3262136.73000000
0.021993483804
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
AQ3876663
1080000.00000000
PA
1401806.15000000
0.009451044946
Long
DBT
NUSS
BE
N
2
2033-04-22
Fixed
1.25000000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
6974474.30000000
PA
USD
7215158.53000000
0.048644948207
Long
ABS-CBDO
USGSE
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691JAS3
6000000.00000000
PA
USD
6411672.60000000
0.043227807157
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.30400000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings, Inc
74101XAE0
175000.00000000
PA
USD
171062.50000000
0.001153311658
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
JK7745504
500000.00000000
PA
589387.92000000
0.003973681898
Long
DBT
NUSS
NO
N
2
2026-04-20
Fixed
0.62500000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
5225000.00000000
PA
USD
5334768.73000000
0.035967269116
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.37500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAZ8
8225000.00000000
PA
USD
8619053.25000000
0.058110074393
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612CW1
20000000.00000000
PA
USD
20047400.00000000
0.135160541606
Long
DBT
MUN
US
N
2
2020-11-01
Fixed
1.57900000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
3733844T0
3465000.00000000
PA
USD
3543551.55000000
0.023890796148
Long
DBT
MUN
US
N
2
2023-02-01
Fixed
1.91000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46636DAU0
6455000.00000000
PA
USD
6449625.57000000
0.043483687919
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Variable
5.52571800
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AJ3
6600000.00000000
PA
USD
7011112.15000000
0.047269257632
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AK9
3025000.00000000
PA
USD
3203264.31000000
0.021596563097
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.45000000
N
N
N
N
N
N
DA VINCI PURCHASER CORP
N/A
Da Vinci Purchaser Corp
23343FAB0
1500000.00000000
PA
USD
1456875.00000000
0.009822321799
Long
LON
CORP
US
N
2
2027-01-08
Variable
5.23825000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
625000.00000000
PA
USD
619693.75000000
0.004178005271
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
24736CBM5
475000.00000000
PA
USD
465205.50000000
0.003136438008
Long
LON
CORP
US
N
2
2023-04-27
Variable
5.51013000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
700000.00000000
PA
810208.66000000
0.005462466020
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.34200000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
2588426.13000000
PA
USD
2592311.62000000
0.017477490476
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
4.11121200
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AN6136328
1200000.00000000
PA
1860197.11000000
0.012541538996
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
2.00000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DX7
8225000.00000000
PA
USD
8665739.01000000
0.058424832048
Long
DBT
USGSE
US
N
2
2024-11-15
Fixed
1.75000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
13060000.00000000
PA
USD
15261524.20000000
0.102893935203
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
EJ4558353
1750000.00000000
PA
USD
298900.00000000
0.002015198274
Long
DBT
NUSS
LB
N
3
2027-11-29
Fixed
6.75000000
Y
Y
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
5500000.00000000
PA
USD
5275879.40000000
0.035570234402
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UD5
10000000.00000000
PA
USD
10895798.10000000
0.073459998425
Long
DBT
NUSS
CA
N
2
2024-05-14
Fixed
3.05000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
3000000.00000000
PA
USD
3045000.00000000
0.020529537455
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABL5
3000000.00000000
PA
USD
3026412.30000000
0.020404218282
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
3.89810000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
7000000.00000000
PA
USD
7769664.28000000
0.052383452825
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
2968000.00000000
PA
USD
2990650.68000000
0.020163111708
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
8911457V0
7360000.00000000
PA
USD
7456042.11000000
0.050268996968
Long
DBT
CORP
CA
Y
2
2021-03-15
Fixed
2.25000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AB3
1168880.90000000
PA
USD
1133086.61000000
0.007639324794
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.74000000
N
N
N
N
N
N
2020-06-30
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer