0001752724-21-036338.txt : 20210224
0001752724-21-036338.hdr.sgml : 20210224
20210224123430
ACCESSION NUMBER: 0001752724-21-036338
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210224
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: 21670540
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129164905
MAIL ADDRESS:
STREET 1: 730 THIRD AVE
CITY: NEW YORK
STATE: NY
ZIP: 10017
0000777535
S000005084
Bond Market Account
C000154485
Class R1
QCBMRX
C000154486
Class R2
QCBMPX
C000154487
Class R3
QCBMIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005084
C000154486
C000154485
C000154487
College Retirement Equities Fund
811-04415
0000777535
549300W86TWR1A52Z652
730 Third Avenue
New York
10017
212-490-9000
College Retirement Equities Fund - Bond Market Account
S000005084
549300D9S43U3EJHB803
2020-12-31
2020-12-31
N
16833890696.00
1811756857.00
15022133839.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1808926667.00000000
0.00000000
0.00000000
100416678.00000000
USD
N
UK TSY 1 5/8% 2028
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
2850000.00000000
PA
4372263.10000000
0.029105472943
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020612
285250000.00000000
PA
USD
296269641.08000000
1.972220752759
Long
ABS-O
CORP
US
N
2
2051-01-25
Fixed
2.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HE6
2040000.00000000
PA
USD
2229910.98000000
0.014844169303
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.60000000
N
N
N
N
N
N
EMPRESA DE LOS FERROCARR
8755006LY8XNRFOGWN86
Empresa de los Ferrocarriles del Estado
292487AA3
2000000.00000000
PA
USD
1944780.00000000
0.012946096878
Long
DBT
CORP
CL
Y
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FS25
544163.57000000
PA
USD
620986.44000000
0.004133809794
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank
44644AAB3
13025000.00000000
PA
USD
13449500.51000000
0.089531225418
Long
DBT
CORP
US
N
2
2022-08-07
Fixed
2.50000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAG0
2700000.00000000
PA
USD
2693440.35000000
0.017929811961
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.80300000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
05352TAA7
1500000.00000000
PA
USD
1586250.00000000
0.010559418635
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RCV9
4504464.76000000
PA
USD
5229388.59000000
0.034811223532
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAA6
5725000.00000000
PA
USD
6553967.75000000
0.043628740232
Long
DBT
CORP
N/A
Y
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDN6
550000.00000000
PA
698311.51000000
0.004648550715
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BK9
8350000.00000000
PA
USD
9630945.61000000
0.064111701528
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46636DAS5
15000000.00000000
PA
USD
15107341.50000000
0.100567214098
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Fixed
4.80090000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAC3
3000000.00000000
PA
USD
3315000.00000000
0.022067437526
Long
DBT
CORP
ID
Y
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAG2
10350000.00000000
PA
USD
10732883.04000000
0.071447126986
Long
DBT
CORP
FR
Y
2
2026-06-16
Fixed
1.90700000
N
N
N
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding Ltd
12551MAC3
2000000.00000000
PA
USD
1983530.00000000
0.013204049579
Long
ABS-O
CORP
KY
Y
2
2030-11-16
Variable
1.81775000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CR97
9871637.30000000
PA
USD
10603194.92000000
0.070583813415
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAS4
8675000.00000000
PA
USD
9449951.20000000
0.062906849994
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
SEK210226
SEK210226
1.00000000
NC
USD
-26639.37000000
-0.00017733412
N/A
DFE
CORP
US
N
2
Toronto Dominion bank
PT3QB789TSUIDF371261
6471060.58000000
SEK
760346.12000000
USD
2021-02-26
-26639.37000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
24736CBM5
472625.00000000
PA
USD
479293.74000000
0.003190583609
Long
LON
CORP
US
N
2
2023-05-01
Variable
5.75000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBE4
9000000.00000000
PA
USD
9497984.40000000
0.063226599508
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFE9
24589000.00000000
PA
USD
27549927.47000000
0.183395566603
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08161CAE1
1000000.00000000
PA
USD
1160762.90000000
0.007727017429
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Variable
3.88190000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
68269LAA4
17005000.00000000
PA
USD
17934744.97000000
0.119388797638
Long
ABS-O
CORP
US
Y
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAE3
3115545.16000000
PA
USD
3126904.44000000
0.020815314744
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
6775000.00000000
PA
USD
7258712.30000000
0.048320114690
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
New Residential Mortgage Loan
549300RCJSGOC0A85G53
New Residential Mortgage Loan Trust
64829CAD0
432952.76000000
PA
USD
460340.31000000
0.003064413584
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
3.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QCG2
2500000.00000000
PA
USD
2757372.75000000
0.018355399968
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
3.22941600
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
9000000.00000000
PA
USD
9094978.80000000
0.060543854138
Long
ABS-O
CORP
US
Y
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BJ1
1775000.00000000
PA
USD
2141235.80000000
0.014253872472
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
AMPHENOL TECH HLDS GMBH
549300110BRSS7DV8V39
Amphenol Technologies Holding GmbH
AU5909711
675000.00000000
PA
935460.04000000
0.006227211460
Long
DBT
CORP
DE
N
2
2028-10-08
Fixed
2.00000000
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
5057215.38000000
0.033665093349
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.83200000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBK1
400000.00000000
PA
498626.18000000
0.003319276644
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
1.00000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DX7
8225000.00000000
PA
USD
8608666.64000000
0.057306550003
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.75000000
N
N
N
N
N
N
CABLE ONDA SA
5299008Q5GONPYNF9J32
Cable Onda S.A.
12686LAA7
1775000.00000000
PA
USD
1956937.50000000
0.013027027458
Long
DBT
CORP
PA
Y
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
AX1003505
600000.00000000
PA
USD
663480.00000000
0.004416682790
Long
DBT
CORP
ES
N
2
N/A
Variable
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2169
USD
XXXX
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas & Electric Co
059165EJ5
6500000.00000000
PA
USD
7952931.22000000
0.052941421673
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
EK8221690
400000.00000000
PA
517356.54000000
0.003443961727
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
1.37500000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W42
3775000.00000000
PA
USD
4220865.25000000
0.028097641089
Long
DBT
MUN
US
N
2
2026-07-01
Fixed
2.90800000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW97
500000.00000000
PA
USD
517891.67000000
0.003447524003
Long
DBT
NUSS
EG
Y
2
2023-11-20
Fixed
4.55000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ED6591066
418000000.00000000
PA
5310845.55000000
0.035353469799
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
2.50000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087XW9
1000000.00000000
PA
1269314.16000000
0.008449626222
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GR85
191727.20000000
PA
USD
218785.77000000
0.001456422718
Long
ABS-MBS
USGSE
US
N
2
2041-09-20
Fixed
4.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC5650865
350000000.00000000
PA
4234999.08000000
0.028191727789
Long
DBT
NUSS
JP
N
2
2032-05-20
Fixed
2.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
15000000.00000000
PA
USD
17290224.15000000
0.115098323149
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAQ7
9021000.00000000
PA
USD
9040108.28000000
0.060178589652
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
2.66000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VES9
6600000.00000000
PA
USD
7765290.98000000
0.051692329886
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
21620000.00000000
PA
USD
25796636.78000000
0.171724184170
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335B5H5
12440271.96000000
PA
USD
13592719.97000000
0.090484615006
Long
ABS-MBS
MUN
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West
563136AE0
1500000.00000000
PA
USD
1565940.45000000
0.010424221131
Long
ABS-MBS
USGSE
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
19150000.00000000
PA
USD
22609571.02000000
0.150508384909
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2L7
1850000.00000000
PA
USD
1935874.47000000
0.012886814155
Long
DBT
CORP
FR
Y
2
2026-06-09
Fixed
2.21900000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDW5
2000000.00000000
PA
USD
2360000.00000000
0.015710151602
Long
DBT
NUSS
DO
Y
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group plc
780097BP5
6325000.00000000
PA
USD
6862196.17000000
0.045680568709
Long
DBT
CORP
GB
N
2
2028-05-22
Variable
3.07300000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
1624450.76000000
PA
USD
1624451.41000000
0.010813719458
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
1.34800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
17250000.00000000
PA
USD
19805969.07000000
0.131845244372
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
1950000.00000000
PA
USD
2194243.88000000
0.014606738986
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
1225000.00000000
PA
USD
1341375.00000000
0.008929323985
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46185HAG7
399920.55000000
PA
USD
399052.12000000
0.002656427670
Long
ABS-O
CORP
US
Y
2
2037-06-17
Variable
1.60900000
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
4692767.85000000
0.031239023032
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.60400000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
5900000.00000000
PA
USD
6385245.44000000
0.042505582152
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
4.33800000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565AAH3
2939267.30000000
PA
USD
2934603.86000000
0.019535199802
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
2.09800000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV
62947QAV0
6750000.00000000
PA
USD
7377499.85000000
0.049110864868
Long
DBT
CORP
NL
Y
2
2023-06-01
Fixed
4.62500000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
873834.70000000
PA
USD
862513.65000000
0.005741618729
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.97300000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RME9
5127000.00000000
PA
USD
5141986.48000000
0.034229401329
Long
DBT
CORP
US
Y
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
5500000.00000000
PA
USD
5875724.20000000
0.039113778794
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAS9
5600000.00000000
PA
USD
6660992.80000000
0.044341189283
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAJ6
3175000.00000000
PA
USD
3857180.50000000
0.025676648479
Long
DBT
CORP
BM
N
2
2029-05-01
Fixed
4.25000000
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
4031645.10000000
0.026838032087
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.73200000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
1196355.49000000
PA
USD
1228504.31000000
0.008177961421
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBU9
2000000.00000000
PA
USD
2245345.80000000
0.014946916490
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.75700000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
1395000.00000000
PA
USD
1468127.27000000
0.009773094060
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
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
3178646.93000000
0.021159756423
Long
ABS-MBS
USGSE
US
N
2
2048-04-15
Fixed
3.30600000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
4500000.00000000
PA
USD
4815000.00000000
0.032052703374
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
PRIME SECURITY SERVICES BOR
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
03765VAJ9
1800578.30000000
PA
USD
1805079.75000000
0.012016134121
Long
LON
CORP
US
N
2
2026-09-23
Variable
4.25000000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur S.A.
29280LAA1
4000000.00000000
PA
USD
4150000.00000000
0.027625902181
Long
DBT
CORP
ES
Y
2
2030-12-30
Fixed
5.37500000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BP4
4675000.00000000
PA
USD
5236937.62000000
0.034861476246
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.60000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAN1
1500000.00000000
PA
USD
1680000.00000000
0.011183497750
Long
DBT
CORP
CL
Y
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BT2
40000000.00000000
PA
USD
39996622.40000000
0.266251271814
Long
STIV
USGSE
US
N
2
N
N
N
LOS ANGELES CNTY CA REDEV REFU
N/A
Los Angeles County Redevelopment Agency
54465AGN6
1000000.00000000
PA
USD
1026980.00000000
0.006836445547
Long
DBT
MUN
US
N
2
2022-09-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
16348492.37000000
PA
USD
18643862.39000000
0.124109281609
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCY0
11000000.00000000
PA
USD
12272611.67000000
0.081696860123
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
2425000.00000000
PA
USD
2558375.00000000
0.017030703010
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
3000000.00000000
PA
USD
3399150.00000000
0.022627610940
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GD0
1000000.00000000
PA
USD
1001308.21000000
0.006665552449
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc
629377CP5
8250000.00000000
PA
USD
8682569.94000000
0.057798512734
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
4570000.00000000
PA
USD
6178823.58000000
0.041131464053
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
1975000.00000000
PA
USD
1961925.50000000
0.013060231795
Long
LON
CORP
US
N
2
2027-02-01
Variable
1.90000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KJ9
20825000.00000000
PA
USD
21452821.69000000
0.142808085188
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.95000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AX5
3000000.00000000
PA
USD
3349932.78000000
0.022299979589
Long
DBT
CORP
IN
Y
2
2027-11-30
Fixed
3.66700000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABL5
3000000.00000000
PA
USD
3187269.00000000
0.021217152197
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
3.89810000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254KAN2
3000000.00000000
PA
USD
3440338.50000000
0.022901796355
Long
ABS-MBS
USGSE
US
N
2
2050-11-10
Fixed
3.83700000
N
N
N
N
N
N
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
EUR210226
EUR210226
1.00000000
NC
USD
-2843.03000000
-0.00001892560
N/A
DFE
CORP
US
N
2
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
91081.84000000
EUR
108569.19000000
USD
2021-02-26
-2843.03000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
20075000.00000000
PA
USD
22874339.10000000
0.152270904687
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
4575000.00000000
PA
USD
4839240.01000000
0.032214065337
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
Ultimate Software Group, Inc
90385KAD3
1620937.50000000
PA
USD
1628118.25000000
0.010838129039
Long
LON
CORP
US
N
2
2026-05-04
Variable
4.75000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAK5
4350000.00000000
PA
USD
4946496.58000000
0.032928055581
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAH0
500000.00000000
PA
USD
509724.00000000
0.003393153099
Long
ABS-MBS
USGSE
US
N
2
2050-02-10
Variable
4.55875000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
AUD210226
AUD210226
1.00000000
NC
USD
-238761.11000000
-0.00158939543
N/A
DFE
CORP
US
N
2
Toronto Dominion bank
PT3QB789TSUIDF371261
6447313.40000000
AUD
4734262.23000000
USD
2021-02-26
-238761.11000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAC0
2000000.00000000
PA
USD
2190000.00000000
0.014578488139
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
CAD210226
CAD210226
1.00000000
NC
USD
-150159.90000000
-0.00099959101
N/A
DFE
CORP
US
N
2
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
9048969.87000000
CAD
6959964.40000000
USD
2021-02-26
-150159.90000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
39000000.00000000
PA
USD
39492180.00000000
0.262893277501
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
TURK TELEKOMUNIKASYON AS
789000A2TXOI10JZLF90
Turk Telekomunikasyon AS.
90011QAC4
2400000.00000000
PA
USD
2646330.65000000
0.017616210042
Long
DBT
CORP
TR
Y
2
2025-02-28
Fixed
6.87500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963U1
56680000.00000000
PA
USD
56679291.50000000
0.377305195836
Long
STIV
UST
US
N
2
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AA2
21300000.00000000
PA
USD
22743895.69000000
0.151402563269
Long
DBT
NUSS
CA
Y
2
2024-05-02
Fixed
2.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BT0
5850000.00000000
PA
USD
7407151.83000000
0.049308253470
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937UAF5
1770000.00000000
PA
USD
1858394.33000000
0.012371040958
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
3.34500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
11800000.00000000
PA
USD
13553989.05000000
0.090226789318
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KK5
10348075.60000000
PA
USD
1201103.20000000
0.007995556509
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192RAA0
4430000.00000000
PA
USD
4424889.55000000
0.029455799005
Long
ABS-MBS
CORP
US
Y
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KA8
21485000.00000000
PA
USD
25330887.40000000
0.168623763251
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CW2
72328.94000000
PA
USD
80882.96000000
0.000538425238
Long
ABS-MBS
MUN
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBD3
517562.71000000
PA
USD
516693.20000000
0.003439545976
Long
LON
CORP
US
N
2
2022-10-01
Variable
2.14875000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334CL6
1550000.00000000
PA
USD
1717711.55000000
0.011434537652
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBL1
2500000.00000000
PA
USD
2787689.50000000
0.018557213841
Long
ABS-MBS
USGSE
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
C9413PAZ6
1736583.01000000
PA
USD
1728994.14000000
0.011509644092
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.14800000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDV4
6250000.00000000
PA
USD
6287298.13000000
0.041853562199
Long
ABS-O
CORP
US
Y
2
2024-08-15
Fixed
0.93000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P6P8
1060000.00000000
PA
USD
1069540.00000000
0.007119760824
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
1.88500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
AN5751838
600000.00000000
PA
802187.24000000
0.005340035234
Long
DBT
CORP
US
N
2
2028-05-18
Fixed
1.63800000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
JK3182835
140000000.00000000
PA
1356553.68000000
0.009030366088
Long
DBT
NUSS
JP
N
2
2026-03-13
Fixed
0.02000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAB1
1300000.00000000
PA
USD
1407900.00000000
0.009372170525
Long
DBT
CORP
US
N
2
2028-09-27
Fixed
6.50000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AU3
450000.00000000
PA
USD
459196.68000000
0.003056800617
Long
DBT
CORP
IT
Y
2
2026-09-22
Variable
2.56900000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VCV4
30220000.00000000
PA
USD
37439137.04000000
0.249226490998
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320DAQ1
917000.00000000
PA
USD
963409.74000000
0.006413268250
Long
ABS-MBS
USGSE
US
N
2
2046-04-10
Variable
3.73200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148YAA6
6075000.00000000
PA
USD
7404384.17000000
0.049289829589
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.01700000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AK9
2125000.00000000
PA
USD
2605420.34000000
0.017343876495
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.40000000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com, Inc
47215PAE6
350000.00000000
PA
USD
380134.16000000
0.002530493763
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
3.37500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc
37940XAB8
10275000.00000000
PA
USD
11404637.51000000
0.075918891631
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital, Inc
22411VAD0
16400000.00000000
PA
USD
18422733.69000000
0.122637262371
Long
DBT
NUSS
CA
Y
2
2027-11-02
Fixed
2.75000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613DAA1
945291.33000000
PA
USD
957301.82000000
0.006372608780
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
2.71600000
N
N
N
N
N
N
UK TSY 1 3/4% 2037
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AL0832686
2450000.00000000
PA
3973270.69000000
0.026449442752
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
6200000.00000000
PA
USD
7812777.36000000
0.052008439305
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAF6
1650000.00000000
PA
USD
2050617.36000000
0.013650639662
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BG8
2500000.00000000
PA
USD
2692478.28000000
0.017923407612
Long
DBT
CORP
US
N
2
2029-09-04
Fixed
2.25000000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
BM6039291
6500000.00000000
PA
790043.54000000
0.005259196519
Long
DBT
NUSS
SE
N
2
2045-11-24
Fixed
0.50000000
N
N
N
N
N
N
Bank
N/A
BANK
06540AAC5
2000000.00000000
PA
USD
2196985.00000000
0.014624986194
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.75800000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBE8
1100000.00000000
PA
USD
1229250.00000000
0.008182925363
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578EKE6
500000.00000000
PA
USD
504925.00000000
0.003361206905
Long
DBT
MUN
US
N
2
2021-06-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XK29
2410456.41000000
PA
USD
2395117.95000000
0.015943926313
Long
ABS-CBDO
USGSE
US
N
2
2030-10-25
Variable
0.99800000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
8350000.00000000
PA
USD
11299005.74000000
0.075215717428
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAR1
1600000.00000000
PA
USD
1817006.35000000
0.012095527635
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216DB3
400000.00000000
PA
503842.41000000
0.003354000273
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.80000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
1650000.00000000
PA
USD
1864500.00000000
0.012411685450
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
AW5986319
1525000.00000000
PA
2184471.51000000
0.014541685844
Long
DBT
NUSS
PT
Y
2
2029-06-15
Fixed
1.95000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HH9
7125000.00000000
PA
USD
8050446.30000000
0.053590564338
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.25000000
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
1134230.00000000
0.007550392055
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
4.03800000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691NAE5
1458000.00000000
PA
USD
1672780.46000000
0.011135438399
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58700000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918288AA9
3578922.38000000
PA
USD
3654312.02000000
0.024326184676
Long
ABS-O
CORP
US
Y
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AX3066666
400000.00000000
PA
326428.17000000
0.002172981372
Long
DBT
NUSS
N/A
N
2
2024-02-27
Fixed
2.20000000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
Gardner Denver, Inc
365556AW9
995000.00000000
PA
USD
994005.00000000
0.006616936120
Long
LON
CORP
US
N
2
2027-03-01
Variable
2.89675000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AX5
4850000.00000000
PA
USD
5713152.80000000
0.038031566362
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BM0
5525000.00000000
PA
USD
5700798.59000000
0.037949326314
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Aimco
549300VLRW0CEQ83RF89
AIMCO CLO Ltd
00140NAA8
7500000.00000000
PA
USD
7508812.50000000
0.049984992681
Long
ABS-O
CORP
KY
Y
2
2031-10-15
Variable
1.60461000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
2450000.00000000
PA
USD
2544645.09000000
0.016939305143
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
BG6396942
10000000.00000000
PA
1425177.71000000
0.009487185544
Long
DBT
NUSS
CN
N
2
2050-03-16
Fixed
3.39000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDT9
9000000.00000000
PA
USD
9064491.30000000
0.060340903610
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
1.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JL6
8500000.00000000
PA
USD
9486829.43000000
0.063152342614
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
YUM! BRANDS INC
549300JE8XHZZ7OHN517
Yum! Brands, Inc
988498AM3
100000.00000000
PA
USD
110750.00000000
0.000737245461
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
322982.83000000
PA
USD
366140.26000000
0.002437338556
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
5.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKE1
15575000.00000000
PA
USD
15413352.99000000
0.102604284818
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RAZ8
2556000.00000000
PA
USD
2849541.26000000
0.018968951352
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.61080000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652YAB0
1097889.65000000
PA
USD
1100297.76000000
0.007324510431
Long
ABS-O
CORP
US
Y
2
2033-10-20
Fixed
2.63000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
3275000.00000000
PA
USD
3926863.07000000
0.026140514470
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAK7
3000000.00000000
PA
USD
3132810.60000000
0.020854631130
Long
DBT
CORP
KR
Y
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAL4
1925000.00000000
PA
USD
2776905.69000000
0.018485427701
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAK8
1800000.00000000
PA
USD
1962088.31000000
0.013061315596
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
MILLICOM INTL CELLULAR
549300CTHC1CP86P2G96
Millicom International Cellular S.A.
600814AR8
1175000.00000000
PA
USD
1269000.00000000
0.008447534908
Long
DBT
CORP
LU
Y
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
Allegany Park CLO, Ltd.
N/A
Allegany Park CLO Ltd
017154AA3
2000000.00000000
PA
USD
2002962.00000000
0.013333405370
Long
ABS-O
CORP
KY
Y
2
2033-01-20
Variable
1.54838000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385DD5
34270000.00000000
PA
USD
34263831.40000000
0.228088977020
Long
STIV
USGSE
US
N
2
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
4850000.00000000
PA
USD
6040743.34000000
0.040212285449
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
ICICI BANK LTD/DUBAI
R7RX8ER1V4666J8D1I38
ICICI Bank Ltd
45112EAH2
3375000.00000000
PA
USD
3650020.21000000
0.024297614767
Long
DBT
CORP
IN
Y
2
2027-12-14
Fixed
3.80000000
N
N
N
N
N
N
Synchrony Credit Card Master N
549300G1V1M796QIYC04
Synchrony Credit Card Master Note Trust
87165LBU4
7000000.00000000
PA
USD
7282811.20000000
0.048480537306
Long
ABS-O
CORP
US
N
2
2025-10-15
Fixed
2.62000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
2549000.00000000
PA
USD
2697324.02000000
0.017955664946
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.29131400
N
N
N
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
10890000.00000000
PA
USD
11312682.61000000
0.075306762216
Long
DBT
CORP
US
N
2
2030-02-20
Fixed
1.98200000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
EI9396645
3100000.00000000
PA
1651817.31000000
0.010995889982
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
5.50000000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
ProLogis Euro Finance LLC
ZP7362558
360000.00000000
PA
448849.03000000
0.002987917927
Long
DBT
CORP
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0MD8
13246990.11000000
PA
USD
13560995.44000000
0.090273429762
Long
ABS-CBDO
USGSE
US
N
2
2029-07-25
Variable
3.39800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXG4
7400000.00000000
PA
USD
7959144.00000000
0.052982779179
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326CBA1
5300000.00000000
PA
USD
5797734.13000000
0.038594611072
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
3.24300000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141EC31
7675000.00000000
PA
USD
10601430.61000000
0.070572068679
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CM8
2900000.00000000
PA
USD
3146856.38000000
0.020948131695
Long
DBT
CORP
US
N
2
2024-07-26
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAY7
118185000.00000000
PA
USD
118111134.38000000
0.786247384332
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAF7
223875.00000000
PA
USD
222475.78000000
0.001480986538
Long
LON
CORP
US
N
2
2027-02-12
Variable
2.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
733904.17000000
PA
USD
746745.73000000
0.004970969757
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687FZ4
10900000.00000000
PA
USD
13205392.84000000
0.087906238764
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CG8
3000000.00000000
PA
USD
2897880.00000000
0.019290734798
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300NYO16WLNMVJJ46
Wells Fargo Commercial Mortgage Trust
94989KAV5
2566000.00000000
PA
USD
2865208.94000000
0.019073248652
Long
ABS-MBS
USGSE
US
N
2
2048-06-15
Fixed
3.63700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
7665722.60000000
PA
USD
8527693.78000000
0.056767526314
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAM4
6200000.00000000
PA
USD
6448062.00000000
0.042923742186
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
1775000.00000000
PA
USD
1978439.44000000
0.013170162516
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAK5
1000000.00000000
PA
USD
1080538.40000000
0.007192975455
Long
ABS-MBS
USGSE
US
N
2
2058-07-15
Variable
4.29346100
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312VAD8
11000000.00000000
PA
USD
11669399.50000000
0.077681370869
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.75600000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution, Inc
95081QAN4
400000.00000000
PA
USD
439932.00000000
0.002928558650
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
7.12500000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Starfruit US Holdco LLC
N8232NAB3
430719.47000000
PA
USD
425692.97000000
0.002833771650
Long
LON
CORP
US
N
2
2025-10-01
Variable
3.15313000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
4000000.00000000
PA
USD
4597200.00000000
0.030602842773
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
NOK210226
NOK210226
1.00000000
NC
USD
-131753.77000000
-0.00087706428
N/A
DFE
CORP
US
N
2
Toronto Dominion bank
PT3QB789TSUIDF371261
34866851.07000000
NOK
3934036.16000000
USD
2021-02-26
-131753.77000000
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
1280000.00000000
PA
USD
1820789.11000000
0.012120708878
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
5.25000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QAV0
6051000.00000000
PA
USD
8102954.61000000
0.053940103961
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
61875000.00000000
PA
USD
65679693.75000000
0.437219468644
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
Residential Asset Securities C
N/A
RASC Trust
76110W3U8
2790000.00000000
PA
USD
2785411.29000000
0.018542048152
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
3.07988000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
Encompass Health Corp
29261AAE0
875000.00000000
PA
USD
936250.00000000
0.006232470100
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
4.62500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DT0
2105000.00000000
PA
USD
3005736.26000000
0.020008717085
Long
DBT
CORP
US
N
2
2028-11-30
Fixed
7.62500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AU6526555
7750000000.00000000
PA
607968.87000000
0.004047153863
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
3000000.00000000
PA
USD
3250171.50000000
0.021635884321
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
3.31600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
9552694.47000000
PA
USD
1129821.06000000
0.007521042430
Long
ABS-CBDO
CORP
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300BSYX29G4VVM177
Wells Fargo Commercial Mortgage Trust
95000MBQ3
650000.00000000
PA
USD
690777.56000000
0.004598398386
Long
ABS-MBS
USGSE
US
N
2
2059-11-15
Fixed
2.93300000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
6150000.00000000
PA
USD
7281743.23000000
0.048473427996
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond (Step Bond)
ZO2094456
75600.00000000
PA
USD
48384.00000000
0.000322084735
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
3825000.00000000
PA
USD
4215494.25000000
0.028061887180
Long
DBT
NUSS
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252TAP0
128685.37000000
PA
USD
129084.05000000
0.000859292370
Long
ABS-MBS
USGSE
US
N
2
2049-05-10
Fixed
2.63500000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
16605098.34000000
PA
USD
16286810.15000000
0.108418752785
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.30800000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAQ1
2675000.00000000
PA
USD
3060591.11000000
0.020373877258
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CY0
29790000.00000000
PA
USD
29785010.17000000
0.198274163239
Long
STIV
USGSE
US
N
2
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TAZ8
5000000.00000000
PA
USD
5104434.60000000
0.033979424326
Long
DBT
NUSS
NL
Y
2
2022-04-14
Fixed
1.87500000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
20775000.00000000
PA
USD
21963268.09000000
0.146206047192
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
21500000.00000000
PA
USD
23327251.03000000
0.155285868705
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
23271291.46000000
PA
USD
25775997.55000000
0.171586792038
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BZ6
2355000.00000000
PA
USD
3087138.84000000
0.020550601353
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
4.10000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875DAA9
2000000.00000000
PA
USD
2094704.40000000
0.013944120205
Long
ABS-MBS
USGSE
US
Y
2
2038-12-15
Fixed
2.96600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410GCT8
695959.59000000
PA
USD
766154.18000000
0.005100168779
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAN5
2750000.00000000
PA
USD
3054667.94000000
0.020334447640
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EY0
6150000.00000000
PA
USD
7298072.71000000
0.048582130795
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAF2
3800000.00000000
PA
USD
4302088.15000000
0.028638329255
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Structured Agency Credit Risk Debt Note (STACR)
35565KAH1
3400000.00000000
PA
USD
3379135.90000000
0.022494380200
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
1.99800000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AT7624253
2380000000.00000000
PA
2370429.48000000
0.015779579022
Long
DBT
NUSS
KR
N
2
2038-09-10
Fixed
2.37500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
BJ9482271
1250000.00000000
PA
1648648.42000000
0.010974795176
Long
DBT
NUSS
GR
Y
2
2030-06-18
Fixed
1.50000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
19200000.00000000
PA
USD
21778063.10000000
0.144973166484
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
6038000.00000000
PA
USD
7747182.64000000
0.051571785493
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.45000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222AQ7
8675000.00000000
PA
USD
9502652.43000000
0.063257673855
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDS0
2232736.19000000
PA
USD
2337558.69000000
0.015560763304
Long
ABS-CBDO
USGSE
US
N
2
2029-04-25
Variable
4.39800000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust
36250VAE2
3253509.07000000
PA
USD
3440863.37000000
0.022905290332
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)
313385DL7
50029000.00000000
PA
USD
50019119.27000000
0.332969468958
Long
STIV
USGSE
US
N
2
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
2500000.00000000
PA
USD
2873388.23000000
0.019127696909
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
TLF National Tax Lien Trust
N/A
TLF National Tax Lien Trust
87272QAA8
2562204.54000000
PA
USD
2579525.81000000
0.017171500651
Long
ABS-O
CORP
US
Y
2
2029-12-15
Fixed
3.09000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAE3
768460.45000000
PA
USD
770845.52000000
0.005131398297
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80285RAG3
15420000.00000000
PA
USD
15854253.41000000
0.105539290089
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.22000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAJ9
6500000.00000000
PA
USD
7882443.27000000
0.052472194393
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
6000000.00000000
PA
USD
6367500.00000000
0.042387453528
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
ROLLS-ROYCE PLC
X57JK1U580XATGR67572
Rolls-Royce plc
77578JAC2
325000.00000000
PA
USD
359937.50000000
0.002396047750
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937FAB4
1953000.00000000
PA
USD
2026045.99000000
0.013487071888
Long
DBT
NUSS
MN
Y
2
2022-12-05
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
1105113.99000000
PA
USD
1235023.74000000
0.008221360249
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
7675000.00000000
PA
USD
7753564.68000000
0.051614269737
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
233063AZ9
5300000.00000000
PA
USD
5549915.14000000
0.036944918741
Long
ABS-MBS
USGSE
US
N
2
2053-09-15
Fixed
2.34000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
UV3128575
850000.00000000
PA
1094859.71000000
0.007288310181
Long
DBT
CORP
US
N
2
2023-07-27
Fixed
2.00000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
EK0414632
400000.00000000
PA
872452.43000000
0.005807779636
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAL1
2754000.00000000
PA
USD
2884835.21000000
0.019203897668
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.37500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
11000000.00000000
PA
USD
13339986.44000000
0.088802207349
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBG2
2675000.00000000
PA
USD
2847203.13000000
0.018953386785
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
AZ2272021
1250000.00000000
PA
1577864.23000000
0.010503595873
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZP6261280
5400000.00000000
PA
6299745.82000000
0.041936424528
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
1500000.00000000
PA
USD
1331694.00000000
0.008864879079
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AS1
6000000.00000000
PA
USD
6345114.36000000
0.042238435817
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
21575000.00000000
PA
USD
22959712.19000000
0.152839220020
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963T4
22692000.00000000
PA
USD
22691943.27000000
0.151056724119
Long
STIV
UST
US
N
2
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
ZP6061227
600000.00000000
PA
768221.38000000
0.005113929806
Long
DBT
NUSS
RO
Y
2
2032-01-28
Fixed
2.00000000
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
6003498.05000000
0.039964349368
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.65200000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796A58
53955000.00000000
PA
USD
53954992.44000000
0.359169962258
Long
STIV
UST
US
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAD6
2414042.33000000
PA
USD
2429614.83000000
0.016173566658
Long
ABS-CBDO
USGSE
US
Y
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
MEDCO BELL PTE LTD
2549003PNDCWIWGKC768
Medco Bell Pte Ltd
58406LAA9
2000000.00000000
PA
USD
2041000.00000000
0.013586618398
Long
DBT
CORP
SG
Y
2
2027-01-30
Fixed
6.37500000
N
N
N
N
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
1989689.98000000
PA
USD
1980259.45000000
0.013182278038
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.88300000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29425AAD5
2000000.00000000
PA
USD
2247985.40000000
0.014964487895
Long
ABS-MBS
USGSE
US
N
2
2058-09-10
Fixed
3.77800000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12653TAL5
10320700.11000000
PA
USD
10540707.51000000
0.070167844481
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
QZ1706345
450000.00000000
PA
547021.79000000
0.003641438665
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
15200000.00000000
PA
USD
15452220.90000000
0.102863022428
Long
DBT
CORP
NL
Y
2
2026-07-01
Variable
1.40000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AD6
3450000.00000000
PA
USD
3855409.50000000
0.025664859209
Long
DBT
NUSS
BM
Y
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313JQ2
15000000.00000000
PA
USD
14991541.65000000
0.099796352573
Long
STIV
USGSE
US
N
2
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AK9
3025000.00000000
PA
USD
3236133.84000000
0.021542437809
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.45000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor, Inc
05350NAG9
950000.00000000
PA
USD
950598.50000000
0.006327985825
Long
LON
CORP
US
N
2
2027-10-29
Variable
3.50000000
N
N
N
N
N
N
UK TSY 1 1/2% 2047
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ5541813
900000.00000000
PA
1456199.63000000
0.009693693623
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAD0
2450000.00000000
PA
USD
2776876.67000000
0.018485234519
Long
DBT
CORP
N/A
Y
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988LAG2
500000.00000000
PA
USD
500155.00000000
0.003329453760
Long
LON
CORP
US
N
2
2027-12-15
Variable
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
8850857.30000000
PA
USD
10164155.12000000
0.067661194001
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652KAA2
5916185.70000000
PA
USD
6020890.95000000
0.040080131188
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BW8
11589000.00000000
PA
USD
13294724.99000000
0.088500908942
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
3250000.00000000
PA
USD
3709242.88000000
0.024691850836
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC
N/A
2363125.00000000
PA
USD
2374444.37000000
0.015806305518
Long
LON
CORP
US
N
2
2025-06-06
Variable
4.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group, Inc
026874DR5
7450000.00000000
PA
USD
8531009.68000000
0.056789599742
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537GAG8
4000000.00000000
PA
USD
4007906.40000000
0.026680007267
Long
ABS-CBDO
USGSE
US
Y
2
2059-05-25
Variable
3.78100000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429JAA8
5750000.00000000
PA
USD
6136864.60000000
0.040852149673
Long
ABS-MBS
USGSE
US
Y
2
2036-05-10
Fixed
3.34100000
N
N
N
N
N
N
OLEODUCTO CENTRAL SA
254900W4CPYCQFVH5E92
Oleoducto Central S.A.
680617AC1
1350000.00000000
PA
USD
1465438.50000000
0.009755195338
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
THB210129
THB210129
1.00000000
NC
USD
-13389.68000000
-0.00008913300
N/A
DFE
CORP
US
N
2
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
30050352.81000000
THB
989641.09000000
USD
2021-01-29
-13389.68000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
035240AQ3
18600000.00000000
PA
USD
22936811.90000000
0.152686776364
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
7000000.00000000
PA
USD
7689281.04000000
0.051186343580
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAX8
10000000.00000000
PA
USD
10845105.70000000
0.072194175715
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AE4
1525000.00000000
PA
USD
1671704.60000000
0.011128276567
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MK81
4870000.00000000
PA
USD
5367908.80000000
0.035733330947
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
3.43000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAE7
1000000.00000000
PA
USD
1091065.00000000
0.007263049388
Long
ABS-MBS
USGSE
US
N
2
2050-02-10
Fixed
3.45300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
4298900.86000000
PA
USD
4433839.96000000
0.029515380488
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
5500000.00000000
PA
USD
6212627.91000000
0.041356494201
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
MENLO PARK CA CITY SCH DIST
N/A
Menlo Park City School District
586840NM8
2000000.00000000
PA
USD
2120780.00000000
0.014117701404
Long
DBT
MUN
US
N
2
2038-07-01
Fixed
2.96900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAU5
47150000.00000000
PA
USD
46759539.06000000
0.311270952323
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
SAN JOSE CA REDEV AGY SUCCESSO
N/A
San Jose Redevelopment Agency
798170AN6
6360000.00000000
PA
USD
6834138.00000000
0.045493789851
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
3.37500000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBB4
8050000.00000000
PA
USD
8661611.63000000
0.057658996536
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EQ2
13650000.00000000
PA
USD
14907773.79000000
0.099238723005
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.37500000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAB7
987468.65000000
PA
USD
985819.58000000
0.006562447056
Long
LON
CORP
US
N
2
2024-05-06
Variable
4.46300000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAH4
4150000.00000000
PA
USD
4634765.65000000
0.030852911441
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Variable
3.82600000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBQ0
4325000.00000000
PA
USD
4895275.90000000
0.032587087510
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
L8030PAF5
394374.03000000
PA
USD
385894.99000000
0.002568842709
Long
LON
CORP
LU
N
2
2025-04-25
Variable
1.89675000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830BAA5
109354.54000000
PA
USD
118117.16000000
0.000786287495
Long
ABS-O
CORP
US
Y
2
2057-08-27
Variable
4.00000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAK0
6100000.00000000
PA
USD
6129853.95000000
0.040805480870
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GWL4
26625000.00000000
PA
USD
30690579.99000000
0.204302400171
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
INEOS FINANCE PLC
2138002D68XDR4LZCG32
INEOS Finance plc
ZS0942095
350000.00000000
PA
432815.35000000
0.002881184222
Long
DBT
CORP
GB
Y
2
2026-05-01
Fixed
2.87500000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAE8
6000000.00000000
PA
USD
5877873.00000000
0.039128083020
Long
DBT
CORP
NL
Y
2
2051-02-08
Fixed
3.83200000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBH7
2833000.00000000
PA
USD
2947950.84000000
0.019624048564
Long
DBT
NUSS
SE
Y
2
2022-09-15
Fixed
2.62500000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
7950000.00000000
PA
USD
8787390.20000000
0.058496284843
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160KAG9
2500000.00000000
PA
USD
2798263.50000000
0.018627603308
Long
ABS-MBS
USGSE
US
N
2
2072-12-15
Fixed
3.23100000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
7850000.00000000
PA
USD
8039373.95000000
0.053516857432
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748AX0
1365000.00000000
PA
USD
1513697.18000000
0.010076445838
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.50000000
N
N
N
N
N
N
KLABIN FINANCE SA
222100T4G34Y3B3OF390
Klabin Finance S.A.
49835LAB7
1300000.00000000
PA
USD
1449513.00000000
0.009649181770
Long
DBT
CORP
LU
Y
2
2027-09-19
Fixed
4.87500000
N
N
N
N
N
N
Bear Stearns Asset Backed Secu
N/A
Bear Stearns Asset Backed Securities Trust
07384YVG8
4742778.61000000
PA
USD
4719681.75000000
0.031418184663
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
1.15300000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
1175000.00000000
PA
USD
1475492.20000000
0.009822121249
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
OKLAHOMA CITY OK ECON DEV TRUS
N/A
Oklahoma City Economic Development Trust
678553AZ1
810000.00000000
PA
USD
897852.60000000
0.005976864602
Long
DBT
MUN
US
N
2
2024-09-01
Fixed
3.44000000
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
3385231.20000000
0.022534955661
Long
DBT
KY
Y
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74331AAC6
2809000.00000000
PA
USD
2906709.94000000
0.019349514331
Long
ABS-O
CORP
US
Y
2
2036-10-17
Fixed
2.93700000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
2400000.00000000
PA
USD
3182636.38000000
0.021186313569
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
3350000.00000000
PA
USD
3574308.50000000
0.023793613732
Long
DBT
CORP
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem, Inc
036752AB9
11100000.00000000
PA
USD
12795098.32000000
0.085174972191
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CC5
3000000.00000000
PA
USD
3039437.88000000
0.020233063508
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QS0
16434000.00000000
PA
USD
23317021.32000000
0.155217771122
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
90352JAE3
10157000.00000000
PA
USD
10529139.68000000
0.070090839243
Long
DBT
CORP
CH
Y
2
2023-08-15
Fixed
2.85900000
N
N
N
N
N
N
KFC HOLDING CO
549300G2LG4YUB3MM115
YUM! Brands
72584DAE4
1686154.96000000
PA
USD
1671704.61000000
0.011128276634
Long
LON
CORP
US
N
2
2025-04-03
Variable
1.90788000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
752454.41000000
PA
USD
865340.78000000
0.005760438492
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
10200000.00000000
PA
USD
12083826.58000000
0.080440147248
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBB0
9300000.00000000
PA
USD
9609235.04000000
0.063967177652
Long
DBT
CORP
US
N
2
2050-06-24
Fixed
2.45000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
ZP2080957
1270000000.00000000
PA
1179572.01000000
0.007852226738
Long
DBT
NUSS
KR
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAW8
7500000.00000000
PA
USD
8243580.90000000
0.054876231222
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
6500000.00000000
PA
USD
7109975.47000000
0.047329996831
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AS8
200000.00000000
PA
USD
243750.00000000
0.001622605700
Long
DBT
NUSS
GT
Y
2
2032-04-24
Fixed
5.37500000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
N/A
Agate Bay Mortgage Trust
00841LAN6
1264910.62000000
PA
USD
1286113.18000000
0.008561454676
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
AL0296213
250000.00000000
PA
315433.07000000
0.002099788707
Long
DBT
CORP
NL
Y
2
2024-11-15
Fixed
3.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12631DBD4
750000.00000000
PA
USD
816999.45000000
0.005438637804
Long
ABS-MBS
USGSE
US
N
2
2047-05-10
Fixed
4.17400000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
3250000.00000000
PA
USD
3398732.97000000
0.022624834836
Long
DBT
CORP
US
N
2
2040-01-15
Variable
4.90000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS.
ZQ7313468
350000.00000000
PA
437654.64000000
0.002913398620
Long
DBT
CORP
CZ
N
2
2026-12-02
Fixed
0.87500000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313AV0
3093000.00000000
PA
USD
3092903.78000000
0.020588977658
Long
STIV
USGSE
US
N
2
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding, Inc Trust
74932BAG8
2000000.00000000
PA
USD
1899440.40000000
0.012644278238
Long
ABS-MBS
USGSE
US
Y
2
2031-03-11
Fixed
3.51100000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
7000000.00000000
PA
USD
7955246.53000000
0.052956834330
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAA8
12718918.57000000
PA
USD
13100734.15000000
0.087209542202
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAN3
2950000.00000000
PA
USD
3475225.43000000
0.023134033202
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AO6754680
19350000000.00010000
PA
1501339.74000000
0.009994184288
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
AR6731004
250000.00000000
PA
339551.54000000
0.002260341597
Long
DBT
CORP
CA
Y
2
2028-03-29
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSD8
8904835.35000000
PA
USD
9913306.17000000
0.065991331699
Long
ABS-MBS
MUN
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust
95001RAX7
4710000.00000000
PA
USD
5630666.06000000
0.037482465010
Long
ABS-MBS
USGSE
US
N
2
2052-01-15
Fixed
4.30200000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK0718420
500000.00000000
PA
446336.46000000
0.002971192140
Long
DBT
NUSS
N/A
N
2
2024-08-27
Fixed
4.75000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
8200000.00000000
PA
USD
8670778.56000000
0.057720019358
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
N/A
Cushman & Wakefield plc
23340DAP7
1372131.25000000
PA
USD
1345374.69000000
0.008955949297
Long
LON
CORP
US
N
2
2025-08-21
Variable
2.89675000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC
76171JAB7
319092.18000000
PA
USD
316698.99000000
0.002108215739
Long
LON
CORP
US
N
2
2027-02-04
Variable
1.89675000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9YB1
5689921.64000000
PA
USD
6262573.39000000
0.041688973464
Long
ABS-MBS
USGSE
US
N
2
2045-06-01
Fixed
4.00000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
2775000.00000000
PA
USD
3055163.86000000
0.020337748902
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAR7
1000000.00000000
PA
USD
570180.00000000
0.003795599254
Long
DBT
NUSS
LK
Y
2
2026-07-18
Fixed
6.82500000
N
N
N
N
N
N
Social Professional Loan Progr
549300THMTEP636GV478
SoFi Professional Loan Program LLC
83403YAB0
5744720.86000000
PA
USD
5849400.59000000
0.038938546631
Long
ABS-O
CORP
US
Y
2
2040-05-25
Fixed
2.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
2069057.03000000
PA
USD
2403761.37000000
0.016001464211
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCU6
32000000.00000000
PA
USD
33251136.00000000
0.221347621825
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
2.97000000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00688JAB3
350000.00000000
PA
USD
390250.00000000
0.002597833331
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
EK9396947
103000000.00000000
PA
1018940.26000000
0.006782926253
Long
DBT
NUSS
JP
N
2
2025-06-13
Fixed
0.48400000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
N/A
H&E Equipment Services, Inc
404030AJ7
3075000.00000000
PA
USD
3098154.75000000
0.020623932546
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
32715868.90000000
PA
USD
35134911.98000000
0.233887624465
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
2365.85000000
PA
USD
2475.02000000
0.000016475821
Long
ABS-MBS
MUN
US
N
2
2023-05-01
Fixed
7.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAG4
5600000.00000000
PA
USD
5779566.91000000
0.038473674725
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCV5
28476908.10000000
PA
USD
29737606.45000000
0.197958604075
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
6125000.00000000
PA
USD
7565522.52000000
0.050362502431
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
1062920.71000000
PA
USD
1076838.91000000
0.007168348528
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
14173997.44000000
PA
USD
15494777.72000000
0.103146316535
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Government International Bond
91822Q2B2
3225000.00000000
PA
USD
3494334.42000000
0.023261238765
Long
DBT
NUSS
UZ
Y
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL
059895AT9
300000.00000000
PA
USD
312193.17000000
0.002078221199
Long
DBT
CORP
TH
Y
2
2034-09-25
Variable
3.73300000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BE3
5500000.00000000
PA
USD
5972036.84000000
0.039754917004
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAX7
3500000.00000000
PA
USD
3680258.58000000
0.024498906875
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
2725000.00000000
PA
USD
2838815.87000000
0.018897554105
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BB8
5500000.00000000
PA
USD
5856028.81000000
0.038982669657
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCX5
8700000.00000000
PA
USD
9703900.57000000
0.064597351308
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
3000000.00000000
PA
USD
3666490.50000000
0.024407254916
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AW4
925000.00000000
PA
USD
1029062.50000000
0.006850308425
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
575187.63000000
PA
USD
585942.20000000
0.003900525759
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAG5
38872750.00000000
PA
USD
39080330.49000000
0.260151659603
Long
ABS-O
CORP
US
Y
2
2047-07-25
Fixed
3.08200000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AW8
8075000.00000000
PA
USD
8684105.41000000
0.057808734119
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LAW8
37500000.00000000
PA
USD
37498760.25000000
0.249623393399
Long
STIV
USGSE
US
N
2
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EN9
4350000.00000000
PA
USD
5060123.32000000
0.033684451052
Long
DBT
CORP
US
N
2
2029-07-08
Fixed
3.25000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance S.A.
L2000AAC4
321750.00000000
PA
USD
320006.12000000
0.002130230787
Long
LON
CORP
LU
N
2
2026-10-30
Variable
3.14675000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
AU6699071
300000.00000000
PA
426389.98000000
0.002838411537
Long
DBT
CORP
FR
N
2
2030-10-02
Fixed
2.00000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBA6
5500000.00000000
PA
USD
5804075.26000000
0.038636822985
Long
DBT
CORP
GB
N
2
2024-10-24
Fixed
2.12500000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LAL2
25000000.00000000
PA
USD
24999659.75000000
0.166418832490
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
41137917.28000000
PA
USD
45708981.23000000
0.304277552842
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
AT5365909
76000000.00000000
PA
740236.30000000
0.004927637497
Long
DBT
NUSS
JP
N
2
2023-06-20
Fixed
0.10000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GJY9
10605000.00000000
PA
USD
11834755.80000000
0.078782121946
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
4.29400000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385FM3
25000000.00000000
PA
USD
24991111.00000000
0.166361924796
Long
STIV
USGSE
US
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CP8
3352000.00000000
PA
USD
3434950.57000000
0.022865929746
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBH2
1375000.00000000
PA
USD
1514526.34000000
0.010081965426
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.47990600
N
N
N
N
N
N
ENDO INTERNATIONAL PLC
5493007TBMWZWGZIB256
Endo Luxembourg Finance I Co Sarl
L2968EAB8
2594983.96000000
PA
USD
2549571.74000000
0.016972101083
Long
LON
CORP
IE
N
2
2024-04-29
Variable
5.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YAZ8
15800000.00000000
PA
USD
15960359.10000000
0.106245619104
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
2550000.00000000
PA
USD
2747716.83000000
0.018291122016
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
814198.30000000
PA
USD
821691.94000000
0.005469874977
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
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
1055040.00000000
0.007023236587
Long
DBT
MUN
US
N
2
2024-05-15
Fixed
2.25900000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FL7
3475000.00000000
PA
USD
4401856.17000000
0.029302469390
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
6400000.00000000
PA
USD
8324213.50000000
0.055412989853
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Republic Government International Bond
040114HX1
34039.00000000
PA
USD
14721.87000000
0.000098001190
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
550000.00000000
PA
USD
618750.00000000
0.004118922162
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRL6
4850000.00000000
PA
USD
5098733.07000000
0.033941470130
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.70000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RDG6
8000000.00000000
PA
USD
8211084.80000000
0.054659909757
Long
ABS-O
CORP
US
Y
2
2023-03-20
Fixed
3.45000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
2839186.24000000
PA
USD
2784311.87000000
0.018534729485
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.77163000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
700000.00000000
PA
906720.91000000
0.006035899558
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.34200000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565LAH9
7181169.00000000
PA
USD
7230544.56000000
0.048132606442
Long
ABS-CBDO
USGSE
US
Y
2
2050-03-25
Variable
3.24800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967ML2
49250000.00000000
PA
USD
52806899.03000000
0.351527283646
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government International Bond
AS9547660
3100000.00000000
PA
908686.97000000
0.006048987312
Long
DBT
NUSS
MY
N
2
2038-06-08
Fixed
4.89300000
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
4505081.60000000
0.029989624964
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.02900000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AP0
1675000.00000000
PA
USD
1947018.84000000
0.012961000486
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
00440EAU1
6250000.00000000
PA
USD
6514881.19000000
0.043368547104
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.87500000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television, Inc
389375AL0
1975000.00000000
PA
USD
2004625.00000000
0.013344475701
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAQX9
2233346.17000000
PA
USD
2384415.85000000
0.015872684104
Long
ABS-MBS
USGSE
US
N
2
2047-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F022410
24000000.00000000
PA
USD
25028662.32000000
0.166611898071
Long
ABS-O
CORP
US
N
2
2036-01-25
Fixed
2.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BB8
200000.00000000
PA
USD
220500.00000000
0.001467834079
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.87500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAV2
5775000.00000000
PA
USD
6254682.93000000
0.041636447904
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.95000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNATIO
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
80875AAP6
1974619.30000000
PA
USD
1925747.47000000
0.012819400297
Long
LON
CORP
US
N
2
2024-08-14
Variable
2.89675000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XNT7
1290490.93000000
PA
USD
1295369.24000000
0.008623070822
Long
ABS-CBDO
USGSE
US
N
2
2030-01-25
Variable
2.34800000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
1100000.00000000
PA
USD
1142454.40000000
0.007605140602
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
4000000.00000000
PA
USD
4214000.00000000
0.028051940191
Long
DBT
CORP
US
N
2
N/A
Variable
4.80000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC
45672JAK6
485000.00000000
PA
USD
479073.30000000
0.003189116174
Long
LON
CORP
US
N
2
2024-03-31
Variable
2.14675000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
2883435.23000000
PA
USD
2879959.54000000
0.019171441093
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
1.24800000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERAT
N/A
Grifols Worldwide Operations USA, Inc
39843PAG8
2450250.00000000
PA
USD
2427291.16000000
0.016158098350
Long
LON
CORP
US
N
2
2027-11-15
Variable
2.10225000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
03523TBT4
5045000.00000000
PA
USD
6269201.74000000
0.041733097356
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAM1
6700000.00000000
PA
USD
8401343.13000000
0.055926429760
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
INGLES MARKETS INC
549300XH5RYBMYP8TF26
Ingles Markets, Inc
457030AJ3
1223000.00000000
PA
USD
1235230.00000000
0.008222733289
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.75000000
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
2459137.50000000
0.016370094464
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
3.40500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
2459890.24000000
PA
USD
2751406.17000000
0.018315681377
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc
98956PAQ5
2150000.00000000
PA
USD
2293455.85000000
0.015267177583
Long
DBT
CORP
US
N
2
2023-03-19
Fixed
3.70000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385AV8
32836000.00000000
PA
USD
32834978.47000000
0.218577326110
Long
STIV
USGSE
US
N
2
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAJ0
1750000.00000000
PA
USD
1944774.65000000
0.012946061264
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Variable
4.04700000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAF3
1325000.00000000
PA
USD
1315062.50000000
0.008754165780
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAS9
600000.00000000
PA
798662.20000000
0.005316569593
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
1.95000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AF8
3000000.00000000
PA
USD
4060794.00000000
0.027032071765
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAB4
4000000.00000000
PA
USD
4190440.00000000
0.027895104949
Long
DBT
CORP
KY
Y
2
2022-09-26
Fixed
4.75000000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services, Inc
45866EAA5
2125000.00000000
PA
USD
2252500.00000000
0.014994540883
Long
DBT
CORP
PA
Y
2
2027-10-19
Fixed
4.12500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
6450000.00000000
PA
USD
7375660.98000000
0.049098623797
Long
DBT
CORP
AU
N
2
2034-07-24
Variable
4.11000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JS0
8250000.00000000
PA
USD
8985263.84000000
0.059813498776
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
4807683.11000000
PA
USD
4741259.68000000
0.031561825575
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.46800000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAD5
975000.00000000
PA
USD
1056438.22000000
0.007032544319
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
5263132.71000000
PA
USD
5882813.43000000
0.039160970691
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC
01883LAB9
825000.00000000
PA
USD
843562.50000000
0.005615463881
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002FAA2
10391321.24000000
PA
USD
10720591.04000000
0.071365301061
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
3.50000000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc
87817JAE8
1416870.34000000
PA
USD
1258237.54000000
0.008375890891
Long
LON
CORP
US
N
2
2024-02-06
Variable
3.75000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust
36259KAD9
9750000.00000000
PA
USD
9879802.73000000
0.065768304529
Long
ABS-O
CORP
US
N
2
2022-12-20
Fixed
1.67000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448EX2
400000.00000000
PA
505595.52000000
0.003365670452
Long
DBT
CORP
US
N
2
2028-05-06
Fixed
0.50000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust
36258NAC6
10100000.00000000
PA
USD
10318494.31000000
0.068688605897
Long
ABS-O
CORP
US
N
2
2024-09-16
Fixed
1.84000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BP3
670000.00000000
PA
883977.30000000
0.005884498896
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
1.90000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AM0
1725000.00000000
PA
USD
1897936.65000000
0.012634268009
Long
DBT
CORP
KY
N
2
2024-05-14
Fixed
4.37500000
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
3234488.10000000
0.021531482375
Long
ABS-MBS
USGSE
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
BH4959673
900000.00000000
PA
1170260.65000000
0.007790242468
Long
DBT
NUSS
PT
Y
2
2027-10-15
Fixed
0.70000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724PAD1
10050000.00000000
PA
USD
10872125.38000000
0.072374041507
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GVZ73
36803676.33000000
PA
USD
40588139.11000000
0.270188906216
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AS9078385
2650000.00000000
PA
3564113.78000000
0.023725749072
Long
DBT
NUSS
FR
N
2
2028-11-25
Fixed
0.75000000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO Distribution, Inc
95081QAP9
300000.00000000
PA
USD
341187.00000000
0.002271228599
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
4000000.00000000
PA
USD
4371244.68000000
0.029098693480
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc
29444UBH8
3825000.00000000
PA
USD
3888428.94000000
0.025884664466
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
6375000.00000000
PA
USD
7298784.29000000
0.048586867672
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
1675000.00000000
PA
USD
2030407.53000000
0.013516105979
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
2200000.00000000
PA
USD
2296668.00000000
0.015288560364
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796B81
12175000.00000000
PA
USD
12173982.05000000
0.081040298139
Long
STIV
UST
US
N
2
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
ILS210129
ILS210129
1.00000000
NC
USD
-51157.47000000
-0.00034054729
N/A
DFE
CORP
US
N
2
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
4995495.68000000
ILS
1504220.19000000
USD
2021-01-29
-51157.47000000
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International, Inc
438516BX3
500000.00000000
PA
613519.60000000
0.004084104206
Long
DBT
CORP
US
N
2
2024-03-10
Fixed
0.00000000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S20
6460000.00000000
PA
USD
6842367.40000000
0.045548571683
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
2.40600000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAF9
350000.00000000
PA
USD
383086.03000000
0.002550143901
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
26253348.67000000
PA
USD
28952789.39000000
0.192734199417
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
5825000.00000000
PA
USD
6379246.30000000
0.042465646814
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642EBC9
5000000.00000000
PA
USD
5483645.50000000
0.036503772092
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.99650000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBD9
2000000.00000000
PA
USD
2011300.00000000
0.013388910134
Long
DBT
CORP
CL
Y
2
2051-01-15
Fixed
3.15000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
6670000.00000000
PA
USD
7530447.54000000
0.050129013765
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.30000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
AZ1508110
450000.00000000
PA
608844.69000000
0.004052984060
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
8400000.00000000
PA
USD
9168941.12000000
0.061036209757
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
BM0279463
91000000.00000000
PA
881323.36000000
0.005866832032
Long
DBT
NUSS
JP
N
2
2040-09-20
Fixed
0.40000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BY5
4925000.00000000
PA
USD
5267638.80000000
0.035065849209
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
2.23600000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36250SAE9
3500000.00000000
PA
USD
4103555.75000000
0.027316730059
Long
ABS-MBS
CORP
US
N
2
2051-07-10
Variable
4.15500000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179YAK3
1372447.11000000
PA
USD
1363869.32000000
0.009079065162
Long
LON
CORP
US
N
2
2026-01-30
Variable
1.89675000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XHU1
3005967.82000000
PA
USD
2934420.38000000
0.019533978404
Long
ABS-CBDO
USGSE
US
N
2
2029-09-25
Variable
0.99800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CUA0
6518751.74000000
PA
USD
6916508.24000000
0.046042115681
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
3.50000000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings, Inc
683720AA4
550000.00000000
PA
USD
585090.00000000
0.003894852797
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CJ6
6100000.00000000
PA
USD
6237601.97000000
0.041522742620
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.64500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
8206125.00000000
PA
USD
8643347.34000000
0.057537414009
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHH8
500000.00000000
PA
707486.66000000
0.004709628256
Long
DBT
CORP
US
N
2
2029-09-05
Fixed
2.35000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DF5
3140000.00000000
PA
USD
3673077.96000000
0.024451106609
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.87500000
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc
75008QAL0
1492268.04000000
PA
USD
1488910.44000000
0.009911444379
Long
LON
CORP
US
N
2
2023-11-03
Variable
4.00000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FZ2
12379000.00000000
PA
USD
14481387.71000000
0.096400337430
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TUG6
14000000.00000000
PA
USD
14921900.00000000
0.099332758980
Long
DBT
MUN
US
N
2
2049-09-01
Variable
2.98800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
5064290.30000000
PA
USD
5592180.83000000
0.037226274841
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
5575000.00000000
PA
USD
5958914.01000000
0.039667560373
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.10000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
137124.82000000
PA
USD
139779.49000000
0.000930490245
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55400DAA9
12675186.79000000
PA
USD
13037828.95000000
0.086790792105
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.22000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AG1
2650000.00000000
PA
USD
2909945.58000000
0.019371053481
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
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
4325095.60000000
0.028791486258
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.04900000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
Hudbay Minerals, Inc
443628AH5
775000.00000000
PA
USD
835062.50000000
0.005558880708
Long
DBT
CORP
CA
Y
2
2029-04-01
Fixed
6.12500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBE1
1442001.30000000
PA
USD
1437588.78000000
0.009569804099
Long
LON
CORP
US
N
2
2024-01-19
Variable
2.14875000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo, Inc
92940PAD6
11300000.00000000
PA
USD
13951494.04000000
0.092872917985
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W26
3250000.00000000
PA
USD
3516500.00000000
0.023408791571
Long
DBT
MUN
US
N
2
2024-07-01
Fixed
2.70800000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
AV5130316
450000.00000000
PA
662754.94000000
0.004411856179
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAF4
6875000.00000000
PA
USD
7824713.05000000
0.052087893330
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust
59020U4M4
886674.35000000
PA
USD
846987.78000000
0.005638265436
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
2.27838000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
Tronox, Inc
897051AB4
725000.00000000
PA
USD
775750.00000000
0.005164046654
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34531FAA1
6000000.00000000
PA
USD
6151731.60000000
0.040951116971
Long
ABS-O
CORP
US
Y
2
2028-08-15
Fixed
2.62000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCX2
20000000.00000000
PA
USD
21381812.80000000
0.142335390092
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
3650000.00000000
PA
USD
3869000.00000000
0.025755329046
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652YAA2
1852688.78000000
PA
USD
1868438.12000000
0.012437900900
Long
ABS-O
CORP
US
Y
2
2033-10-20
Fixed
2.43000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAE4
3700000.00000000
PA
USD
4590516.00000000
0.030558348429
Long
DBT
CORP
MX
Y
2
2047-11-10
Fixed
4.70000000
N
N
N
N
N
N
DARTMOUTH-HITCH HEALTH
N/A
Dartmouth-Hitchcock Health
23745QAA2
4105000.00000000
PA
USD
4837779.28000000
0.032204341486
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
4.17800000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CC1
8950000.00000000
PA
USD
10344692.37000000
0.068863002292
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97300000
N
N
N
N
N
N
UNIVERSITY OF CHICAGO
54930099Y7GU6182V326
University of Chicago
91412NAJ9
21000000.00000000
PA
USD
22079983.80000000
0.146983005454
Long
DBT
MUN
US
N
2
2045-10-01
Fixed
4.15100000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AH4
125000.00000000
PA
USD
135937.50000000
0.000904914717
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AH9
2575000.00000000
PA
USD
2902776.85000000
0.019323332364
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
699149AH3
925000.00000000
PA
USD
1170125.00000000
0.007789339467
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
17275000.00000000
PA
USD
18866709.00000000
0.125592736705
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QY7
6000000.00000000
PA
USD
7421015.64000000
0.049400542689
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF S.A.
984245AL4
2000000.00000000
PA
USD
1542520.00000000
0.010268314851
Long
DBT
CORP
AR
Y
2
2025-07-28
Fixed
8.50000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCA6
3750000.00000000
PA
USD
3755211.11000000
0.024997854168
Long
DBT
NUSS
NO
Y
2
2021-02-10
Fixed
1.62500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
4326097.49000000
PA
USD
4420306.05000000
0.029425287361
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
Social Professional Loan Progr
549300MIP15HTYPHSM46
SoFi Professional Loan Program LLC
78469PAB0
1028683.36000000
PA
USD
1044929.46000000
0.006955932300
Long
ABS-O
CORP
US
Y
2
2036-12-26
Fixed
2.76000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAU0
10000000.00000000
PA
USD
10551806.00000000
0.070241725397
Long
ABS-MBS
USGSE
US
N
2
2048-07-15
Fixed
2.78800000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BD1
15640000.00000000
PA
USD
16874202.29000000
0.112328930569
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.87500000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
3700000.00000000
PA
USD
3928660.11000000
0.026152477085
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBJ4
2000000.00000000
PA
USD
2202735.60000000
0.014663267040
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.37885800
N
N
N
N
N
N
BEMIS COMPANY INC
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AS4
852000.00000000
PA
USD
920190.59000000
0.006125565115
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.10000000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria S.A.
BK4220673
400000.00000000
PA
538747.69000000
0.003586359273
Long
DBT
CORP
ES
N
2
N/A
Variable
6.00000000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 6 10/15/2169
EUR
XXXX
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
5900000.00000000
PA
USD
6607810.73000000
0.043987164545
Long
DBT
CORP
CH
Y
2
2030-08-13
Fixed
3.12600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
6900000.00000000
PA
USD
7916854.10000000
0.052701261916
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CK3
3850000.00000000
PA
USD
3974080.19000000
0.026454831467
Long
DBT
CORP
GB
N
2
2031-08-18
Fixed
2.35700000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAE5
3000000.00000000
PA
USD
3420409.20000000
0.022769130115
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.69390000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBF9
5800000.00000000
PA
USD
8113158.03000000
0.054008026535
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
BAY AREA CA TOLL AUTH TOLL BRI
5493001FUZGUQMIP5D78
Bay Area Toll Authority
072024WT5
14595000.00000000
PA
USD
15694441.35000000
0.104475446153
Long
DBT
MUN
US
N
2
2054-04-01
Fixed
3.55200000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCE8
5000000.00000000
PA
USD
5108600.00000000
0.034007152743
Long
DBT
NUSS
NO
Y
2
2022-01-25
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
836205AS3
2800000.00000000
PA
USD
2743988.80000000
0.018266305102
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AQ9421480
1820000.00000000
PA
2647564.81000000
0.017624425653
Long
DBT
NUSS
FR
N
2
2034-05-25
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
6549216.43000000
PA
USD
7314677.32000000
0.048692665092
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473QBE2
7100000.00000000
PA
USD
8047910.85000000
0.053573686243
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
3803125.16000000
PA
USD
4421644.18000000
0.029434195084
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AL8
1750000.00000000
PA
USD
1824113.50000000
0.012142838824
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BR6
41648000.00000000
PA
USD
41644668.16000000
0.277222055177
Long
STIV
USGSE
US
N
2
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AZ6770640
2150000.00000000
PA
2867044.89000000
0.019085470284
Long
DBT
NUSS
GR
Y
2
2026-07-23
Fixed
1.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDA6
11875000.00000000
PA
USD
12971760.75000000
0.086350986411
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
2795000.00000000
PA
USD
3125432.17000000
0.020805514073
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.77900000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404FAC8
2154178.27000000
PA
USD
2181052.94000000
0.014518928957
Long
ABS-O
CORP
US
Y
2
2040-03-26
Fixed
2.40000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
BK2825317
26500000.00000000
PA
4003705.69000000
0.026652043796
Long
DBT
NUSS
CN
N
2
2023-07-02
Fixed
2.36000000
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
20000000.00000000
PA
USD
21817400.00000000
0.145235026087
Long
DBT
MUN
US
N
2
2032-06-20
Fixed
3.53200000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
15225000.00000000
PA
USD
17202497.15000000
0.114514338204
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CDL5
20093345.22000000
PA
USD
21216561.81000000
0.141235340048
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust
78448WAB1
9873105.09000000
PA
USD
10325998.24000000
0.068738558387
Long
ABS-O
CORP
US
Y
2
2034-09-15
Fixed
2.88000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46645LAY3
4610000.00000000
PA
USD
5188478.01000000
0.034538888187
Long
ABS-MBS
USGSE
US
N
2
2049-03-15
Fixed
3.57610000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2M5
7375000.00000000
PA
USD
7527713.31000000
0.050110812423
Long
DBT
CORP
FR
Y
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
ENN ENERGY HOLDINGS LTD
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd
26876FAC6
4300000.00000000
PA
USD
4321797.90000000
0.028769533984
Long
DBT
CORP
KY
Y
2
2030-09-17
Fixed
2.62500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AF3
225000.00000000
PA
USD
238500.00000000
0.001587657269
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AG1
350000.00000000
PA
USD
376855.50000000
0.002508668236
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
4200000.00000000
PA
USD
4297779.99000000
0.028609650506
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAT2
4800000.00000000
PA
USD
5086287.41000000
0.033858621315
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.15000000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
6300000.00000000
PA
USD
6528375.00000000
0.043458373290
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
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBF2
2550000.00000000
PA
USD
2861563.85000000
0.019048983857
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92938JAE2
4075308.34000000
PA
USD
4419445.31000000
0.029419557549
Long
ABS-MBS
USGSE
US
N
2
2046-03-15
Variable
4.07900000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
1900000.00000000
PA
USD
2071182.51000000
0.013787538655
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
3318979.48000000
PA
USD
3713566.05000000
0.024720629504
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MAU4
3675000.00000000
PA
USD
3829960.42000000
0.025495448656
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.77800000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187VAA7
2286269.02000000
PA
USD
2286268.56000000
0.015219332915
Long
ABS-O
CORP
US
Y
2
2037-07-17
Variable
1.15300000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
5000000.00000000
PA
USD
5402343.10000000
0.035962554706
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810FT0
42427000.00000000
PA
USD
62206931.55000000
0.414101832780
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
2202092.45000000
PA
USD
2556815.72000000
0.017020323127
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HQ9
10650000.00000000
PA
USD
11509093.11000000
0.076614236255
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
25800000.00000000
PA
USD
25937555.54000000
0.172662258358
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CL6
3750000.00000000
PA
USD
4530471.23000000
0.030158639768
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624QAR4
3727236.36000000
PA
USD
3836218.51000000
0.025537107784
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
2.85300000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
12596648.61000000
PA
USD
13843487.44000000
0.092153934909
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875BAA3
5000000.00000000
PA
USD
5143004.50000000
0.034236178129
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Fixed
2.50730000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
1200000.00000000
PA
USD
1404612.00000000
0.009350282823
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAF4
2475000.00000000
PA
USD
2500617.88000000
0.016646222878
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
717763.59000000
PA
USD
710284.49000000
0.004728252973
Long
LON
CORP
US
N
2
2027-04-15
Variable
2.65863000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AV5
2000000.00000000
PA
USD
2330907.42000000
0.015516486838
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.20000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXN6
3100000.00000000
PA
USD
3429530.00000000
0.022829845857
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBM1
5000000.00000000
PA
USD
5512130.00000000
0.036693388962
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Variable
4.18800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KY6
36375000.00000000
PA
USD
40640388.88000000
0.270536724779
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
08861JAB5
2000000.00000000
PA
USD
2205449.64000000
0.014681333981
Long
DBT
CORP
NL
Y
2
2024-05-20
Fixed
5.35000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAE9
1650000.00000000
PA
USD
1855748.24000000
0.012353426350
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.10000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
1925000.00000000
PA
USD
2168197.86000000
0.014433354696
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEF1
4500000.00000000
PA
USD
4978125.00000000
0.033138601035
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
3600000.00000000
PA
USD
4392000.00000000
0.029236858405
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BQ2
7325000.00000000
PA
USD
8484738.24000000
0.056481577989
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RHJ4
15225000.00000000
PA
USD
18145609.92000000
0.120792492694
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.35000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
2890000.00000000
PA
USD
3681737.46000000
0.024508751549
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY IN
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
073685AF6
225000.00000000
PA
USD
235687.50000000
0.001568934896
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
15950000.00000000
PA
USD
17527957.43000000
0.116680876484
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
3000000.00000000
PA
USD
3024000.00000000
0.020130295951
Long
DBT
NUSS
PE
N
2
2032-12-01
Fixed
1.86200000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAK3
4750000.00000000
PA
USD
4754437.78000000
0.031649550130
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
2988000.00000000
PA
USD
3127778.64000000
0.020821134157
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 TSQ GROUNDCO LLC
90137LAJ9
12000000.00000000
PA
USD
11398659.60000000
0.075879097617
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09990000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
2700000.00000000
PA
USD
3061066.73000000
0.020377043386
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF S.A.
10552TAH0
1500000.00000000
PA
USD
1668750.00000000
0.011108608256
Long
DBT
CORP
BR
Y
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions, Inc
29089QAC9
225000.00000000
PA
USD
232987.50000000
0.001550961417
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80286WAG1
3690000.00000000
PA
USD
3725912.93000000
0.024802820757
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCG5
3775000.00000000
PA
USD
3975792.25000000
0.026466228384
Long
DBT
CORP
MX
N
2
2027-03-13
Fixed
6.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
28150000.00000000
PA
USD
29261431.25000000
0.194788780100
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
1758842.83000000
PA
USD
1800233.50000000
0.011983873391
Long
ABS-CBDO
USGSE
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBD6
1700000.00000000
PA
USD
1807548.63000000
0.012032569070
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
6000000.00000000
PA
USD
6522103.20000000
0.043416622897
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
553896AA9
3076857.01000000
PA
USD
3151021.26000000
0.020975856651
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448DP0
3125000.00000000
PA
USD
3772064.88000000
0.025110047084
Long
DBT
CORP
US
N
2
2046-10-06
Fixed
3.45000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AR1
7971000.00000000
PA
USD
8804661.06000000
0.058611254262
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc
14880BAG6
2481060.61000000
PA
USD
2477959.28000000
0.016495388115
Long
LON
CORP
US
N
2
2026-05-18
Variable
3.25000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
3125000.00000000
PA
USD
3158004.97000000
0.021022346118
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAD9
11050000.00000000
PA
USD
11984799.50000000
0.079780939435
Long
DBT
CORP
FR
Y
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SE9
40120000.00000000
PA
USD
56243225.00000000
0.374402369215
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
AGL CLO 7 LTD
N/A
AGL CLO 7 Ltd
008511AA5
5000000.00000000
PA
USD
5017310.00000000
0.033399449464
Long
ABS-O
CORP
KY
Y
2
2031-07-15
Variable
2.04950000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
4875000.00000000
PA
USD
5390258.25000000
0.035882107746
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.87500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
07332VBB0
5000000.00000000
PA
USD
5483350.00000000
0.036501804995
Long
ABS-MBS
USGSE
US
N
2
2050-02-15
Fixed
3.48800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAW4
168087.05000000
PA
USD
168154.92000000
0.001119381053
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
1.32100000
N
N
N
N
N
N
CHAMPIONX HOLDING INC
N/A
ChampionX Holding, Inc
15872EAB8
560625.00000000
PA
USD
569034.38000000
0.003787973040
Long
LON
CORP
US
N
2
2027-06-03
Variable
6.00000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
11425000.00000000
PA
USD
11857162.96000000
0.078931282912
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
4450000.00000000
PA
USD
5149920.65000000
0.034282217860
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
JV5008638
1300000.00000000
PA
1002744.46000000
0.006675113341
Long
DBT
NUSS
N/A
N
2
2021-01-13
Fixed
2.80000000
N
N
N
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
6975000.00000000
PA
USD
7086021.49000000
0.047170538925
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TY59
507729.69000000
PA
USD
602527.09000000
0.004010928783
Long
ABS-MBS
USGSE
US
N
2
2044-12-20
Fixed
4.50000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
12850000.00000000
PA
USD
13301568.66000000
0.088546466184
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software, Inc
77313DAN1
989924.44000000
PA
USD
980163.79000000
0.006524797345
Long
LON
CORP
US
N
2
2025-11-28
Variable
4.39675000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
3775000.00000000
PA
USD
4265750.00000000
0.028396431863
Long
DBT
CORP
NL
Y
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030629
94050000.00000000
PA
USD
98612349.51000000
0.656447017227
Long
ABS-O
CORP
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638CZ3
14725000.00000000
PA
4484928.99000000
0.029855472185
Long
DBT
NUSS
PE
Y
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2650000.00000000
PA
USD
2782526.50000000
0.018522844556
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
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAR6
5825000.00000000
PA
USD
5875434.83000000
0.039111852503
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
1.80000000
N
N
N
N
N
N
ALLIANCE LAUNDRY SYSTEMS
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC
01862LAW8
1675000.00000000
PA
USD
1672906.25000000
0.011136275764
Long
LON
CORP
US
N
2
2027-10-08
Variable
4.25000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AU3
5500000.00000000
PA
USD
6995440.93000000
0.046567558277
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAT0
2125000.00000000
PA
USD
2459074.91000000
0.016369677812
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10300000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
ZS0616848
700000.00000000
PA
919643.77000000
0.006121925019
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBB0
3000000.00000000
PA
USD
3195000.00000000
0.021268616258
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
7.37500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
10230000.00000000
PA
USD
12471188.40000000
0.083018754417
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QAY3
2975000.00000000
PA
USD
3213952.00000000
0.021394776763
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
3.68200000
N
N
N
N
N
N
KOOKMIN BANK
549300XXMOJSIW8P4769
Kookmin Bank
50050GAN8
1200000.00000000
PA
USD
1222528.52000000
0.008138181520
Long
DBT
CORP
KR
Y
2
2030-11-04
Fixed
2.50000000
N
N
N
N
N
N
ENABLE MIDSTREAM PARTNER
549300TLGDBYE711G509
Enable Midstream Partners LP
292480AM2
475000.00000000
PA
USD
472392.56000000
0.003144643531
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
4.15000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust
78448RAB2
2691636.29000000
PA
USD
2730282.27000000
0.018175062872
Long
ABS-O
CORP
US
Y
2
2027-07-15
Fixed
2.75000000
N
N
N
N
N
N
LS GROUP OPCO ACQUISITIO
N/A
LS GROUP OPCO ACQUISITIO
50220KAB0
675000.00000000
PA
USD
674156.25000000
0.004487752919
Long
LON
CORP
US
N
2
2027-11-02
Variable
4.25000000
N
N
N
N
N
N
Ameriquest Mortgage Securities
N/A
Ameriquest Mortgage Securities
03072SUQ6
1230176.02000000
PA
USD
1225922.07000000
0.008160771852
Long
ABS-O
CORP
US
N
2
2034-10-25
Variable
1.16800000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc
02376CBA2
636243.72000000
PA
USD
570163.45000000
0.003795489083
Long
LON
CORP
US
N
2
2023-12-14
Variable
2.15863000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AN9
3600000.00000000
PA
USD
3996000.00000000
0.026600748221
Long
DBT
NUSS
GT
Y
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0DW6
256067.20000000
PA
USD
258591.33000000
0.001721402117
Long
ABS-CBDO
USGSE
US
N
2
2025-01-25
Variable
4.29800000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
600000.00000000
PA
USD
633000.00000000
0.004213782188
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
2968000.00000000
PA
USD
3082338.85000000
0.020518648569
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAK7
1750000.00000000
PA
USD
1786417.50000000
0.011891902436
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
2.26200000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXE0
17045000.00000000
PA
USD
20247244.15000000
0.134782743696
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDF8
4500000.00000000
PA
USD
4811442.17000000
0.032029019456
Long
DBT
CORP
NL
Y
2
2024-07-22
Fixed
2.62500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
3600000.00000000
PA
USD
3987000.00000000
0.026540836626
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B3KJ8
10348075.61000000
PA
USD
9492972.73000000
0.063193237603
Long
ABS-CBDO
USGSE
US
N
2
2048-11-25
Fixed
0.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDP1
350000.00000000
PA
505396.14000000
0.003364343211
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
466451.43000000
PA
USD
521285.11000000
0.003470113604
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CW4
30000000.00000000
PA
USD
29995125.00000000
0.199672864863
Long
STIV
USGSE
US
N
2
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications, Inc
775109BP5
3800000.00000000
PA
USD
4484168.34000000
0.029850408657
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
9395685.58000000
PA
USD
10368972.81000000
0.069024633391
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
1500000.00000000
PA
USD
1037381.10000000
0.006905684046
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
4.26650000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAH4
5000000.00000000
PA
USD
5013338.50000000
0.033373011808
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Variable
5.48736300
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FAQ4
12025000.00000000
PA
USD
13900467.34000000
0.092533241209
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AY3
1500000.00000000
PA
USD
1686870.00000000
0.011229230268
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
7.50000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
05523RAD9
4175000.00000000
PA
USD
4727278.23000000
0.031468753245
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0YQ3
95456910.87000000
PA
USD
101582189.93000000
0.676216781308
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
3.00000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
2775000.00000000
PA
USD
3018101.60000000
0.020091031223
Long
DBT
CORP
NL
Y
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc
75915TAD4
2012842.44000000
PA
USD
2005052.74000000
0.013347323099
Long
LON
CORP
US
N
2
2025-11-16
Variable
3.89679000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
5075000.00000000
PA
USD
5557468.27000000
0.036995198748
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBC5
942559.00000000
PA
USD
991839.00000000
0.006602517396
Long
ABS-MBS
USGSE
US
Y
2
2046-12-15
Fixed
4.38400000
N
N
N
N
N
N
ONTARIO TEACHERS' FINANC
635400ZZE5J8OXXBBY26
Ontario Teachers' Finance Trust
68329AAC2
15000000.00000000
PA
USD
15618313.20000000
0.103968672942
Long
DBT
NUSS
CA
Y
2
2024-09-12
Fixed
1.62500000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437UR7
7620000.00000000
PA
USD
8164601.40000000
0.054350477019
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
3.09700000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal national Mortgage Association (FNMA)
01F012619
34500000.00000000
PA
USD
34851693.69000000
0.232002284519
Long
ABS-O
CORP
US
N
2
2051-01-25
Fixed
1.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63935BAA1
8400000.00000000
PA
USD
8485446.48000000
0.056486292632
Long
ABS-O
CORP
US
Y
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP
030981AJ3
1050000.00000000
PA
USD
1181250.00000000
0.007863396855
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAD8
3550000.00000000
PA
USD
4744165.86000000
0.031581171562
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
6.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
6150000.00000000
PA
USD
6716415.00000000
0.044710126217
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing Designated Activity Co
12674TAA4
3000000.00000000
PA
USD
3236610.00000000
0.021545607532
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AS8
325000.00000000
PA
USD
345755.71000000
0.002301641788
Long
DBT
NUSS
EG
Y
2
2025-10-06
Fixed
5.25000000
N
N
N
N
N
N
PERU LNG SRL
254900F70J1LOALV5K70
Peru LNG Srl
715604AA2
2600000.00000000
PA
USD
2319200.00000000
0.015438552371
Long
DBT
CORP
PE
Y
2
2030-03-22
Fixed
5.37500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BX0
3725000.00000000
PA
USD
3749049.75000000
0.024956838956
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVA1
59380.12000000
PA
USD
70566.46000000
0.000469749908
Long
ABS-MBS
USGSE
US
N
2
2039-02-20
Fixed
4.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475AP0
6000000.00000000
PA
USD
6647113.08000000
0.044248794154
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAK5
2084000.00000000
PA
USD
2101795.90000000
0.013991327214
Long
ABS-MBS
USGSE
US
Y
2
2044-08-10
Variable
5.33532600
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
1500000.00000000
PA
USD
1548342.32000000
0.010307073126
Long
DBT
NUSS
OM
Y
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
549300I3GDJZU6IW8K79
Sequoia Mortgage Trust
81748HAU3
726769.65000000
PA
USD
737168.20000000
0.004907213634
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
15653838.84000000
PA
USD
17141917.81000000
0.114111070995
Long
ABS-CBDO
CORP
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
3395000.00000000
PA
USD
3948612.19000000
0.026285294967
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
ZQ1512842
250000.00000000
PA
359987.91000000
0.002396383322
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.75000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GHG9
1134576.26000000
PA
USD
1141690.39000000
0.007600054707
Long
ABS-CBDO
USGSE
US
N
2
2035-02-20
Variable
2.80560700
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AD0
9800000.00000000
PA
USD
10246357.86000000
0.068208404809
Long
DBT
CORP
CH
Y
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc
718172CP2
6325000.00000000
PA
USD
6593013.59000000
0.043888662294
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.10000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government International Bond
LW0207677
400000.00000000
PA
343771.56000000
0.002288433611
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
Horizon Aircraft Finance III L
N/A
Horizon Aircraft Finance III Ltd
44040JAA6
4828859.85000000
PA
USD
4666082.36000000
0.031061381891
Long
ABS-O
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
1610000.00000000
PA
USD
1800012.20000000
0.011982400232
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DTR3
80014181.23000000
PA
USD
84407687.11000000
0.561888796988
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.50000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252722AA1
8399515.19000000
PA
USD
8685123.07000000
0.057815508522
Long
ABS-O
CORP
US
Y
2
2032-02-20
Fixed
2.89000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
2000000.00000000
PA
USD
2142120.00000000
0.014259758453
Long
DBT
CORP
IN
Y
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087K60
1550000.00000000
PA
1235616.31000000
0.008225304895
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
ZP3165708
162000000.00000000
PA
1585260.77000000
0.010552833485
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
0.10000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385AQ9
13096000.00000000
PA
USD
13095719.88000000
0.087176162989
Long
STIV
USGSE
US
N
2
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BN0
2000000.00000000
PA
USD
2094180.00000000
0.013940629356
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
3.13800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
3032103.86000000
PA
USD
3518504.56000000
0.023422135614
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12636FBJ1
1575000.00000000
PA
USD
1753134.55000000
0.011670343033
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.77400000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473PAL9
13435000.00000000
PA
USD
13359549.58000000
0.088932436118
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
MVW Owner Trust
549300Y5CF8WQOLGBR17
MVW Owner Trust
55388PAA8
1390844.34000000
PA
USD
1398324.58000000
0.009308428449
Long
ABS-O
CORP
US
Y
2
2032-12-20
Fixed
2.52000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796A66
19100000.00000000
PA
USD
19099830.20000000
0.127144588143
Long
STIV
UST
US
N
2
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AF3
2700000.00000000
PA
USD
2704970.19000000
0.018006564306
Long
DBT
NUSS
JP
Y
2
2021-02-12
Fixed
2.12500000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial, Inc
45685EAJ5
1000000.00000000
PA
USD
1384975.30000000
0.009219564376
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.70000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
11875000.00000000
PA
USD
12431719.59000000
0.082756016709
Long
DBT
CORP
US
N
2
2050-10-01
Variable
4.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentina Republic Government International Bond (Step Bond)
040114HS2
979700.00000000
PA
USD
396778.50000000
0.002641292537
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767YAZ3
5250000.00000000
PA
USD
6262221.53000000
0.041686631187
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.17700000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276EAC1
12548000.00000000
PA
USD
13605542.93000000
0.090569975449
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.25600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TWF9
111753.86000000
PA
USD
132618.11000000
0.000882818056
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc
03076CAJ5
3975000.00000000
PA
USD
4104745.39000000
0.027324649307
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
Bayview Financial Acquisition
N/A
Bayview Financial Mortgage Pass-Through Trust
07325NDA7
4745000.00000000
PA
USD
4717316.25000000
0.031402437899
Long
ABS-O
CORP
US
N
2
2041-02-28
Variable
1.12300000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1MS0
22323404.24000000
PA
USD
23162023.10000000
0.154185972167
Long
ABS-CBDO
USGSE
US
N
2
2045-04-25
Fixed
3.50000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14315XAC2
7550000.00000000
PA
USD
7744981.02000000
0.051557129652
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162UAW0
1445000.00000000
PA
USD
1729933.48000000
0.011515897132
Long
ABS-MBS
USGSE
US
N
2
2052-01-15
Fixed
4.23170000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital, Inc
74949LAA0
500000.00000000
PA
646016.09000000
0.004300428267
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.30000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBK0
4500000.00000000
PA
USD
4573291.46000000
0.030443687355
Long
DBT
NUSS
NL
Y
2
2021-11-15
Fixed
2.12500000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBL9
325000.00000000
PA
433197.41000000
0.002883727535
Long
DBT
CORP
US
N
2
2027-01-11
Fixed
1.62500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AH4
1000000.00000000
PA
USD
1101553.42000000
0.007332869163
Long
DBT
NUSS
JO
Y
2
2027-01-31
Fixed
5.75000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAE8
300000.00000000
PA
USD
318750.00000000
0.002121868992
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
Cayuga Park CLO, Ltd.
N/A
Cayuga Park CLO, Ltd.
149791AA3
27000000.00000000
PA
USD
27068499.00000000
0.180190772430
Long
ABS-O
CORP
KY
Y
2
2031-07-17
Variable
1.83180000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond-OFZ
BJ9620649
72000000.00000000
PA
944801.98000000
0.006289399296
Long
DBT
NUSS
RU
N
2
2025-07-16
Fixed
4.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
4075000.00000000
PA
USD
4768450.49000000
0.031742830553
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAC7
7674000.00000000
PA
USD
8577351.82000000
0.057098092134
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAR5
1446146.46000000
PA
USD
1482108.22000000
0.009866163062
Long
ABS-CBDO
USGSE
US
N
2
2024-11-25
Variable
5.14800000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
5600000.00000000
PA
USD
6205938.54000000
0.041311964109
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
2718572.48000000
PA
USD
3174908.39000000
0.021134869546
Long
ABS-MBS
MUN
US
N
2
2033-12-01
Fixed
7.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46652JBA9
9000000.00000000
PA
USD
9594243.00000000
0.063867377982
Long
ABS-MBS
USGSE
US
N
2
2053-05-13
Fixed
2.53610000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
13100611.98000000
PA
USD
14321377.70000000
0.095335175771
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAE8
69567.96000000
PA
USD
69589.76000000
0.000463248169
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
3.50000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
QZ5113407
400000.00000000
PA
502195.92000000
0.003343039846
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
3.75000000
N
N
Y
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2325000.00000000
PA
USD
2457900.91000000
0.016361862677
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBA8
360000.00000000
PA
USD
359550.00000000
0.002393468223
Long
DBT
UST
US
N
2
2023-12-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CPF5
444083.65000000
PA
USD
476586.45000000
0.003172561602
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
3800000.00000000
PA
USD
4094500.00000000
0.027256447345
Long
DBT
CORP
PA
Y
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
3025000.00000000
PA
USD
3404259.25000000
0.022661622419
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
1925000.00000000
PA
USD
2314831.75000000
0.015409473612
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
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
1564245.00000000
0.010412934785
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
2.36800000
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
iStar, Inc
45031UCF6
800000.00000000
PA
USD
810000.00000000
0.005392043558
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
N/A
Cablevision Lightpath LLC
12687HAB3
425000.00000000
PA
USD
423805.75000000
0.002821208721
Long
LON
CORP
US
N
2
2027-11-30
Variable
3.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
6500000.00000000
PA
USD
7275565.70000000
0.048432305143
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
23700000.00000000
PA
USD
27479396.58000000
0.182926053478
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAQ7
2000000.00000000
PA
USD
2128926.80000000
0.014171933380
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
4.78916200
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
31750000.00000000
PA
USD
38203046.21000000
0.254311715096
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
16103238.80000000
PA
USD
20152720.26000000
0.134153512916
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
9.66619200
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
27490000.00000000
PA
USD
27490000.00000000
0.182996638790
Long
RA
CORP
US
N
2
Repurchase
N
0.05000000
2021-01-04
23908200.00000000
USD
28039804.97000000
USD
UST
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series
00900CAA2
3000000.00000000
PA
USD
2999775.00000000
0.019969033907
Long
ABS-O
CORP
KY
Y
2
2029-07-20
Variable
1.47838000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
464126.12000000
PA
USD
460960.08000000
0.003068539296
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.80800000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
1950000.00000000
PA
USD
2239902.23000000
0.014910679494
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR64
23766855.94000000
PA
USD
25968507.20000000
0.172868298727
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
ZP2206560
1450000.00000000
PA
1870300.33000000
0.012450297341
Long
DBT
NUSS
DE
N
2
2030-02-15
Fixed
0.00000000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
ZO2911030
2000000.00000000
PA
USD
1972192.60000000
0.013128578277
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
1432000.00000000
PA
USD
1938600.73000000
0.012904962442
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.87500000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAA3
5012853.58000000
PA
USD
5050187.31000000
0.033618308584
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.25300000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DC9
2900000.00000000
PA
USD
3310072.09000000
0.022034633198
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128LXA59
516668.10000000
PA
USD
571348.81000000
0.003803379840
Long
ABS-MBS
MUN
US
N
2
2035-04-01
Fixed
4.50000000
N
N
N
N
N
N
JAGUAR HOLDING CO II
N/A
Jaguar Holding Co II
47009YAK3
493472.60000000
PA
USD
493043.28000000
0.003282112150
Long
LON
CORP
US
N
2
2022-08-18
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
3335200.79000000
PA
USD
3406207.55000000
0.022674591948
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
25747000.00000000
PA
USD
26602661.89000000
0.177089767506
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust
92348TAA2
44800000.00000000
PA
USD
45874003.84000000
0.305376082596
Long
ABS-O
CORP
US
N
2
2024-07-22
Fixed
1.85000000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM Technologies, Inc
87305VAH3
755471.70000000
PA
USD
751694.34000000
0.005003911881
Long
LON
CORP
US
N
2
2024-09-28
Variable
2.65475000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
3300000.00000000
PA
USD
3426373.04000000
0.022808830467
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AU8
200000.00000000
PA
USD
246000.00000000
0.001637583599
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
9.37500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ8043700
47400000.00000000
PA
7243820.82000000
0.048220984432
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AW0
3775000.00000000
PA
USD
3846611.26000000
0.025606290698
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.05000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
12175000.00000000
PA
USD
12519573.56000000
0.083340846874
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
VOLKSWAGEN BANK GMBH
529900GJD3OQLRZCKW37
Volkswagen Bank GmbH
AW8992017
300000.00000000
PA
409070.21000000
0.002723116531
Long
DBT
CORP
DE
N
2
2026-07-31
Fixed
2.50000000
N
N
N
N
N
N
PRUDENTIAL FUNDING LLC
1DG4ZOS0QLU53YYD8O46
Prudential Funding LLC
744331AF6
3000000.00000000
PA
USD
3432356.52000000
0.022848661560
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
6.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
5000000.00000000
PA
USD
5547812.50000000
0.036930921794
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
1400000.00000000
PA
USD
1491000.00000000
0.009925354253
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBA7
9125000.00000000
PA
USD
10063143.08000000
0.066988772619
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Variable
4.61947600
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204ED47
5080000.00000000
PA
USD
6066028.00000000
0.040380601484
Long
DBT
MUN
US
N
2
2047-08-15
Fixed
3.94400000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAA9
5000000.00000000
PA
USD
5699374.65000000
0.037939847368
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2A7
17400000.00000000
PA
USD
18668826.62000000
0.124275464591
Long
DBT
NUSS
NL
Y
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
875000.00000000
PA
USD
923125.00000000
0.006145099024
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
2500000.00000000
PA
USD
3477515.35000000
0.023149276842
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
AS1417375
1100000.00000000
PA
1402974.89000000
0.009339384837
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS76
14460590.96000000
PA
USD
15888275.71000000
0.105765771229
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
AX8583459
1600000.00000000
PA
USD
1706645.90000000
0.011360875347
Long
DBT
CORP
IN
N
2
2024-03-29
Fixed
3.73000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
N/A
Dell International LLC
24702NBE9
2393336.89000000
PA
USD
2393624.09000000
0.015933981920
Long
LON
CORP
US
N
2
2025-09-19
Variable
2.75000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
6225000.00000000
PA
USD
6822523.37000000
0.045416473073
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Rolled Products Corp
03966VAA5
175000.00000000
PA
USD
188671.88000000
0.001255959253
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
14980798.87000000
PA
USD
16376826.41000000
0.109017976976
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
CONCHO RESOURCES INC
SYHS7HRDXLL4I0IQ8776
Concho Resources, Inc
20605PAM3
11200000.00000000
PA
USD
11715326.90000000
0.077987102402
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822BN3
9000000.00000000
PA
USD
9510307.65000000
0.063308633459
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AQ9
10675000.00000000
PA
USD
11982609.57000000
0.079766361413
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
5737982.87000000
PA
USD
6383196.72000000
0.042491944143
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAC0
3000000.00000000
PA
USD
3196716.57000000
0.021280043196
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473PAJ4
10840000.00000000
PA
USD
12537204.38000000
0.083458212490
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
6150000.00000000
PA
USD
7506066.82000000
0.049966715118
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BD5
3100000.00000000
PA
USD
4140544.45000000
0.027562958061
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
1091785.56000000
PA
USD
1117240.65000000
0.007437296604
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAA0
10000000.00000000
PA
USD
9998881.00000000
0.066560989984
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
3.36870000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc
025932AK0
2700000.00000000
PA
USD
2945142.61000000
0.019605354615
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.50000000
N
N
N
N
N
N
DA VINCI PURCHASER CORP
N/A
Da Vinci Purchaser Corp
23343FAB0
2214436.09000000
PA
USD
2218134.20000000
0.014765773117
Long
LON
CORP
US
N
2
2027-01-08
Variable
5.00000000
N
N
N
N
N
N
ARCOS DORADOS HOLDINGS I
54930023P2MIZN13DQ85
Arcos Dorados Holdings, Inc
03965UAC4
1100000.00000000
PA
USD
1157761.00000000
0.007707034249
Long
DBT
CORP
VG
Y
2
2027-04-04
Fixed
5.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591DBF5
6035870.58000000
PA
USD
6042961.52000000
0.040227051527
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
1.09800000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAX2
1806923.07000000
PA
USD
1798267.91000000
0.011970788765
Long
LON
CORP
US
N
2
2026-11-16
Variable
1.89550000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
2279813.43000000
PA
USD
2426077.37000000
0.016150018339
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.74696900
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
2900000.00000000
PA
USD
2869107.32000000
0.019099199559
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BF8
6250000.00000000
PA
USD
7190617.75000000
0.047866819900
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
2975000.00000000
PA
USD
3138625.00000000
0.020893336683
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
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
1121330.00000000
0.007464518769
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
3.48700000
N
N
N
N
N
N
RIO OIL FINANCE TRUST
N/A
Rio Oil Finance Trust
76716XAC6
2597000.00000000
PA
USD
2908665.97000000
0.019362535317
Long
DBT
CORP
US
Y
2
2028-04-06
Fixed
8.20000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BS2
6150000.00000000
PA
USD
7494417.92000000
0.049889170209
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XDK7
2899463.05000000
PA
USD
3019150.86000000
0.020098015983
Long
ABS-CBDO
USGSE
US
N
2
2029-01-25
Variable
4.59800000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385AH9
41460000.00000000
PA
USD
41459677.44000000
0.275990600831
Long
STIV
USGSE
US
N
2
N
N
N
DELEK US HOLDINGS INC
5493003O53JMENV1N385
Delek US Holdings, Inc
24664GAD3
1974730.05000000
PA
USD
1893588.39000000
0.012605322321
Long
LON
CORP
US
N
2
2025-03-31
Variable
2.39675000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
874633.15000000
PA
USD
860420.36000000
0.005727684024
Long
LON
CORP
US
N
2
2025-03-24
Variable
2.39675000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
11022000.00000000
PA
USD
12908428.86000000
0.085929395905
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.75000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
4000000.00000000
PA
USD
4405543.04000000
0.029327012308
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
8375715.97000000
PA
USD
1643924.56000000
0.010943349178
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
5.76137000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322YAE0
3169187.23000000
PA
USD
3315096.61000000
0.022068080643
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
3.37100000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
5800000.00000000
PA
USD
6077182.64000000
0.040454856181
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
Element Solutions, Inc
28618MAA4
500000.00000000
PA
USD
514375.00000000
0.003424114080
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
3750000.00000000
PA
USD
4114770.75000000
0.027391386563
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAD8
2300000.00000000
PA
USD
2315411.61000000
0.015413333650
Long
ABS-O
CORP
US
Y
2
2023-12-20
Fixed
0.78000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
2850000.00000000
PA
USD
4082625.00000000
0.027177397324
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CW8
750000.00000000
PA
1019479.96000000
0.006786518952
Long
DBT
CORP
US
N
2
2029-05-24
Fixed
1.37500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404LAC5
5900490.51000000
PA
USD
6013304.35000000
0.040029628376
Long
ABS-O
CORP
US
Y
2
2033-04-25
Fixed
2.34000000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GG0
10500000.00000000
PA
USD
10487295.00000000
0.069812285740
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
3.15000000
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
2652186.25000000
0.017655189858
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
3.50500000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
1169974.12000000
PA
USD
1309827.16000000
0.008719314939
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAD2
3500000.00000000
PA
USD
4103785.00000000
0.027318256141
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
Chase Issuance Trust
5493008SHVCX2Y068L12
Chase Issuance Trust
161571HP2
59500000.00000000
PA
USD
61076410.85000000
0.406576132955
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.53000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RZ3
30710000.00000000
PA
USD
38463075.47000000
0.256042689289
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
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
6198600.00000000
0.041263112593
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
3.04600000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
2650000.00000000
PA
USD
2705288.91000000
0.018008685976
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35565LAA4
708380.76000000
PA
USD
708828.10000000
0.004718558013
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-27
Variable
1.24800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36297GSR2
80289.98000000
PA
USD
93512.26000000
0.000622496517
Long
ABS-MBS
USGSE
US
N
2
2041-08-20
Fixed
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCP5
9000000.00000000
PA
USD
10913157.81000000
0.072647187989
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058HS5
1300000.00000000
PA
1076919.63000000
0.007168885868
Long
DBT
NUSS
N/A
N
2
2025-01-16
Fixed
1.90000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312JAD5
10000000.00000000
PA
USD
10872485.00000000
0.072376435442
Long
ABS-MBS
USGSE
US
N
2
2050-06-10
Fixed
3.12100000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AE1
18608787.50000000
PA
USD
19103222.98000000
0.127167173350
Long
ABS-O
CORP
US
Y
2
2047-11-20
Fixed
3.62900000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAJ0
500000.00000000
PA
USD
502955.00000000
0.003348092923
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
2.02300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8C94
2560219.77000000
PA
USD
2797144.25000000
0.018620152635
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAC0
7800000.00000000
PA
USD
7844566.86000000
0.052220057044
Long
ABS-O
CORP
US
Y
2
2023-12-20
Fixed
0.68000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385DF0
42184000.00000000
PA
USD
42176195.97000000
0.280760352836
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SC3
6155000.00000000
PA
USD
8246257.39000000
0.054894048198
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
CNY210129
CNY210129
1.00000000
NC
USD
-226945.85000000
-0.00151074309
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
113874456.00000000
CNY
17215390.78000000
USD
2021-01-29
-226945.85000000
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
1895000.00000000
PA
USD
2649098.18000000
0.017634633058
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAU3
3068744.94000000
PA
USD
2987495.93000000
0.019887294055
Long
ABS-MBS
USGSE
US
Y
2
2044-05-10
Fixed
4.45200000
N
N
N
N
N
N
GRACE MORTGAGE TRUST
N/A
GRACE Mortgage Trust
38406HAE2
8970000.00000000
PA
USD
8967676.77000000
0.059696424396
Long
ABS-MBS
USGSE
US
Y
2
2028-06-10
Fixed
3.52000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AL7
8475000.00000000
PA
USD
9509511.98000000
0.063303336808
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.87500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKA9
12280000.00000000
PA
USD
12835276.06000000
0.085442429135
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
4000000.00000000
PA
USD
5070000.00000000
0.033750198569
Long
DBT
NUSS
PA
N
2
2053-04-29
Fixed
4.30000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
6235000.00000000
PA
USD
7145629.67000000
0.047567341275
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
816385.50000000
PA
USD
949411.86000000
0.006320086548
Long
ABS-MBS
MUN
US
N
2
2039-07-01
Fixed
5.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RCA4
18175000.00000000
PA
USD
19174625.00000000
0.127642485451
Long
DBT
CORP
US
N
2
N/A
Variable
3.85000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AU2
23750000.00000000
PA
USD
27106017.03000000
0.180440524099
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EE9
22300000.00000000
PA
USD
26254842.11000000
0.174774385525
Long
DBT
CORP
US
N
2
2028-06-26
Fixed
3.70000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAN6
250000.00000000
PA
USD
284730.44000000
0.001895406092
Long
DBT
CORP
KY
Y
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAZ4
81500000.00000000
PA
USD
81595508.22000000
0.543168561101
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017DB2
361000.00000000
PA
USD
389194.02000000
0.002590803837
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
3.65000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
124857AR4
4200000.00000000
PA
USD
4607260.35000000
0.030669812953
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBA9
2860666.55000000
PA
USD
3004579.25000000
0.020001015050
Long
ABS-MBS
USGSE
US
Y
2
2046-12-15
Fixed
3.98900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS68
23701244.20000000
PA
USD
25857810.69000000
0.172131409339
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
5000000.00000000
PA
USD
5195679.15000000
0.034586825052
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
3325000.00000000
PA
USD
3541125.00000000
0.023572716352
Long
DBT
CORP
KY
Y
2
2030-02-04
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAD7
2000000.00000000
PA
USD
2200368.00000000
0.014647506296
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group Funding Guernsey Ltd
225433AT8
7700000.00000000
PA
USD
8292311.64000000
0.055200624151
Long
DBT
CORP
CH
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAV8
12000000.00000000
PA
USD
14340758.64000000
0.095464191663
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.20300000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer LLC
05588UAA0
3631923.58000000
PA
USD
3766882.23000000
0.025075546992
Long
ABS-O
CORP
US
Y
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AA5
1231077.55000000
PA
USD
1238229.99000000
0.008242703754
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.54000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
1825000.00000000
PA
USD
1874044.28000000
0.012475220232
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515HBA2
5000000.00000000
PA
USD
5476227.00000000
0.036454388295
Long
ABS-MBS
USGSE
US
N
2
2050-08-15
Fixed
3.22000000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAR4
9450000.00000000
PA
USD
9756243.88000000
0.064945792552
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.40000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BQ5
2440000.00000000
PA
USD
2756541.47000000
0.018349866267
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
Teleflex, Inc
879369AG1
150000.00000000
PA
USD
159000.00000000
0.001058438179
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.25000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AR7
2500000.00000000
PA
USD
2533821.20000000
0.016867252197
Long
DBT
NUSS
JP
Y
2
2025-05-21
Fixed
1.00000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAB4
1050000.00000000
PA
USD
1080532.74000000
0.007192937778
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
3.27500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300O5GNH0TNJ6B119
WFRBS Commercial Mortgage Trust
96221QAE3
1050000.00000000
PA
USD
1150458.96000000
0.007658425709
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Variable
4.16200000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AL0
8250000.00000000
PA
USD
8702768.09000000
0.057932968666
Long
DBT
CORP
AU
Y
2
2030-07-22
Variable
2.95000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAB9
4400000.00000000
PA
USD
4611738.12000000
0.030699620769
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAN7
7734000.00000000
PA
USD
8745644.09000000
0.058218387505
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.60000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAF4
1900000.00000000
PA
USD
1983070.93000000
0.013200993622
Long
DBT
CORP
TH
Y
2
2027-06-10
Fixed
2.58700000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AJ0
350000.00000000
PA
USD
399875.00000000
0.002661905454
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
346334.40000000
PA
USD
405568.83000000
0.002699808391
Long
ABS-MBS
USGSE
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
4972321.18000000
PA
USD
5067903.61000000
0.033736243228
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AZ1293424
1475000.00000000
PA
1907312.93000000
0.012696684442
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
3000000.00000000
PA
USD
3408780.00000000
0.022691716346
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
3700000.00000000
PA
USD
3885573.09000000
0.025865653519
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BM0807123
425000.00000000
PA
551829.63000000
0.003673443705
Long
DBT
NUSS
IT
Y
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
BL3183086
2250000.00000000
PA
USD
2227095.00000000
0.014825423763
Long
LON
CORP
US
N
2
2028-01-31
Variable
2.65863000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet, Inc
02079KAD9
9250000.00000000
PA
USD
9112841.93000000
0.060662766206
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust
95000HBG6
15000000.00000000
PA
USD
15879277.50000000
0.105705871550
Long
ABS-MBS
USGSE
US
N
2
2049-10-15
Fixed
2.82500000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAA0
17410000.00000000
PA
USD
18806497.88000000
0.125191920678
Long
ABS-MBS
USGSE
US
Y
2
2034-10-10
Fixed
3.45200000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AD8
5475000.00000000
PA
USD
6323282.16000000
0.042093102270
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CU3
2275000.00000000
PA
USD
2396183.47000000
0.015951019313
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
1.85000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317155
600000.00000000
PA
756905.96000000
0.005038604822
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.62500000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
12667FGL3
1010111.47000000
PA
USD
1022355.23000000
0.006805659175
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.89800000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust
78449GAB5
6602589.33000000
PA
USD
6787794.60000000
0.045185289072
Long
ABS-O
CORP
US
Y
2
2032-02-17
Fixed
2.43000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
5000000.00000000
PA
USD
5061004.15000000
0.033690314600
Long
DBT
CORP
SA
Y
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEN0
577000.00000000
PA
USD
640598.02000000
0.004264361021
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
2875000.00000000
PA
USD
3276372.66000000
0.021810301353
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754WAB1
1240000.00000000
PA
USD
1231262.22000000
0.008196320397
Long
ABS-CBDO
USGSE
US
Y
2
2040-01-25
Variable
2.14800000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5U3
1000000.00000000
PA
USD
1087430.00000000
0.007238851761
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
3.65000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305YAJ8
5500000.00000000
PA
USD
5553441.30000000
0.036968391837
Long
ABS-MBS
USGSE
US
Y
2
2044-08-10
Variable
5.33532600
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
26262268.09000000
PA
USD
28980398.92000000
0.192917991748
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
N/A
Hertz Vehicle Financing LLC
42806DBZ1
2282176.89000000
PA
USD
2284762.37000000
0.015209306443
Long
ABS-O
CORP
US
Y
2
2024-07-25
Fixed
4.03000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
8700000.00000000
PA
USD
10508406.27000000
0.069952820169
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDX0
9861000.00000000
PA
USD
9912715.03000000
0.065987396572
Long
ABS-O
CORP
US
Y
2
2026-02-15
Fixed
0.97000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963V9
43250000.00000000
PA
USD
43249080.94000000
0.287902380603
Long
STIV
UST
US
N
2
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4147979.20000000
0.027612450031
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.18810000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABE4
32175000.00000000
PA
USD
37258971.75000000
0.248027158786
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
650000.00000000
PA
USD
668005.00000000
0.004446805008
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBL5
425000.00000000
PA
USD
461125.00000000
0.003069637143
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBM0
3550000.00000000
PA
USD
3579522.87000000
0.023828324979
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group Funding Guernsey Ltd
225433AC5
10250000.00000000
PA
USD
11377483.91000000
0.075738134355
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AF3
5425000.00000000
PA
USD
5728507.27000000
0.038133778672
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.30000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82280RAU3
1378897.74000000
PA
USD
1408157.12000000
0.009373882133
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56G9
1317979.09000000
PA
USD
1519107.81000000
0.010112463557
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABJ8
1000000.00000000
PA
USD
1008893.80000000
0.006716048537
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
4.02351100
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XR63
1934642.99000000
PA
USD
1939529.70000000
0.012911146450
Long
ABS-CBDO
USGSE
US
N
2
2030-12-25
Variable
2.69800000
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
0.000000004926
Long
ABS-O
CORP
KY
Y
3
2035-07-26
Fixed
5.90000000
N
Y
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
1545501.78000000
PA
USD
1575623.30000000
0.010488678352
Long
ABS-CBDO
USGSE
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
BH4726262
1875000.00000000
PA
2378896.67000000
0.015835943784
Long
DBT
NUSS
BE
Y
2
2027-10-22
Fixed
0.00000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AH4
3625000.00000000
PA
USD
4190500.00000000
0.027895504359
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAB1
5464636.57000000
PA
USD
5533663.13000000
0.036836731647
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBD3
4000000.00000000
PA
USD
4073071.04000000
0.027113798103
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
1.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254KAU6
1374000.00000000
PA
USD
1411791.46000000
0.009398075367
Long
ABS-MBS
USGSE
US
N
2
2050-11-10
Variable
4.33597000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BW1
325000.00000000
PA
525218.93000000
0.003496300429
Long
DBT
CORP
US
N
2
2037-07-24
Fixed
2.87500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
4357410.00000000
PA
USD
5343274.01000000
0.035569340995
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust
34528QHA5
12000000.00000000
PA
USD
12374851.20000000
0.082377452714
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.23000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCK6
2650000.00000000
PA
USD
2613589.00000000
0.017398253989
Long
DBT
CORP
MX
N
2
2028-02-12
Fixed
5.35000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq Government International Bond
462652AA6
1921875.00000000
PA
USD
1791802.50000000
0.011927749540
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAZ8
8225000.00000000
PA
USD
9039126.05000000
0.060172051100
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4ZQ2
2456677.78000000
PA
USD
2623031.42000000
0.017461110705
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAG6
3100000.00000000
PA
USD
3114714.46000000
0.020734167950
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Variable
4.99800000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613DAE3
4400000.00000000
PA
USD
4478747.24000000
0.029814321240
Long
ABS-O
CORP
US
Y
2
2034-09-17
Fixed
4.01100000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
27150000.00000000
PA
USD
29219101.50000000
0.194506997562
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SD1
52015000.00000000
PA
USD
68292037.83000000
0.454609435396
Long
DBT
UST
US
N
2
2048-08-15
Fixed
3.00000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AG9
5750000.00000000
PA
USD
7170997.50000000
0.047736210959
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc
219350BF1
2075000.00000000
PA
USD
2589817.77000000
0.017240012622
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AVP86
6173827.27000000
PA
USD
6617860.04000000
0.044054061233
Long
ABS-CBDO
USGSE
US
N
2
2047-04-25
Fixed
3.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DV5
1578000.00000000
PA
USD
2313139.17000000
0.015398206371
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.55000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAB1
3129307.38000000
PA
USD
3165465.28000000
0.021072008237
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89232HAC9
16800000.00000000
PA
USD
17131541.28000000
0.114041996054
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
1.66000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM Mortgage Trust
12625KAM7
3359721.00000000
PA
USD
3510823.44000000
0.023371003597
Long
ABS-MBS
USGSE
US
Y
2
2046-06-10
Variable
3.95008600
N
N
N
N
N
N
UK TSY 4 3/4% 2030
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
EG8729493
2450000.00000000
PA
4850170.35000000
0.032286826904
Long
DBT
NUSS
GB
N
2
2030-12-07
Fixed
4.75000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
400000.00000000
PA
620512.35000000
0.004130653851
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56P9
784982.38000000
PA
USD
904880.53000000
0.006023648435
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
BJ7363895
850000.00000000
PA
1161634.48000000
0.007732819401
Long
DBT
NUSS
MK
Y
2
2026-06-03
Fixed
3.67500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
1932845.84000000
PA
USD
1977372.04000000
0.013163057001
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas & Electric Co
059165EL0
5500000.00000000
PA
USD
6130871.18000000
0.040812252411
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAB3
7389135.48000000
PA
USD
7409619.64000000
0.049324681296
Long
ABS-O
CORP
US
Y
2
2044-10-15
Fixed
3.66000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAE6
5000000.00000000
PA
USD
4925742.00000000
0.032789895582
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.95900000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127962Q1
50000000.00000000
PA
USD
49988000.00000000
0.332762312836
Long
STIV
UST
US
N
2
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
LUKOIL Securities BV
54988LAB2
4300000.00000000
PA
USD
4646709.00000000
0.030932416458
Long
DBT
CORP
NL
Y
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBP9
4000000.00000000
PA
USD
4219722.40000000
0.028090033315
Long
DBT
NUSS
NL
Y
2
2022-12-05
Fixed
3.12500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
2000000.00000000
PA
USD
2166942.20000000
0.014424995964
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
3.14300000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FK5
3680000.00000000
PA
USD
3755323.68000000
0.024998603528
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.95000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769EX8
18750000.00000000
PA
USD
19237748.06000000
0.128062685808
Long
DBT
CORP
DE
N
2
2022-01-25
Fixed
2.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
9250000.00000000
PA
USD
9987872.50000000
0.066487708118
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FZ5
925000.00000000
PA
USD
1006442.06000000
0.006699727687
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.85000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
07368RAD3
1480964.45000000
PA
USD
1468702.06000000
0.009776920347
Long
LON
CORP
US
N
2
2025-01-02
Variable
2.39675000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendys Funding LLC
95058XAD0
29585000.00000000
PA
USD
30497401.40000000
0.203016440452
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.57300000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AJ8
1230000.00000000
PA
USD
1488915.00000000
0.009911474734
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F020620
92250000.00000000
PA
USD
95644392.26000000
0.636689789114
Long
ABS-O
CORP
US
N
2
2051-02-25
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II
36192HAA2
5943000.00000000
PA
USD
6000101.53000000
0.039941739264
Long
ABS-MBS
USGSE
US
Y
2
2034-04-10
Fixed
3.55100000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687FL5
12750000.00000000
PA
USD
13318913.03000000
0.088661924948
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
617458AW4
3548000.00000000
PA
USD
3457587.74000000
0.023016621853
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Fixed
4.19300000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAE7
2675000.00000000
PA
USD
2706324.25000000
0.018015578073
Long
DBT
NUSS
KR
Y
2
2021-10-11
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAA5
1231569.63000000
PA
USD
1246885.43000000
0.008300321667
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
EMBOTELLADORA ANDINA SA
254900NNPKP1J9XTSA53
Embotelladora Andina S.A.
29081PAF2
3600000.00000000
PA
USD
4041000.00000000
0.026900306196
Long
DBT
CORP
CL
Y
2
2050-01-21
Fixed
3.95000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AT7
8250000.00000000
PA
USD
8402653.13000000
0.055935150226
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.50000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
AM6641311
3200000.00000000
PA
1390991.85000000
0.009259615610
Long
DBT
NUSS
IL
N
2
2047-03-31
Fixed
3.75000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAE7
5100000.00000000
PA
USD
5752704.73000000
0.038294857386
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC
75025KAF5
1550000.00000000
PA
USD
1550728.50000000
0.010322957554
Long
LON
CORP
US
N
2
2026-09-25
Variable
4.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
850000.00000000
PA
USD
1058250.00000000
0.007044605056
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
ENEL CHILE SA
549300YM5CWCAUVOPB53
Enel Chile S.A.
29278DAA3
3000000.00000000
PA
USD
3532500.00000000
0.023515301074
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
4500000.00000000
PA
USD
4629170.12000000
0.030815662871
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC
94767KAN1
725000.00000000
PA
USD
725362.50000000
0.004828624932
Long
LON
CORP
US
N
2
2027-10-29
Variable
4.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
6000000.00000000
PA
USD
9065114.88000000
0.060345054685
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
ZP7360719
860000.00000000
PA
1170389.65000000
0.007791101201
Long
DBT
NUSS
FR
Y
2
2052-05-25
Fixed
0.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BB4
6075000.00000000
PA
USD
6932625.61000000
0.046149406497
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DN8
2636000.00000000
PA
USD
3195665.85000000
0.021273048717
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAP4
5000000.00000000
PA
USD
5122875.40000000
0.034102181853
Long
DBT
CORP
ID
Y
2
2050-06-30
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDB9
5450000.00000000
PA
USD
6008625.00000000
0.039998478674
Long
DBT
CORP
US
N
2
N/A
Variable
5.70000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAY4
1825000.00000000
PA
USD
2083894.90000000
0.013872163051
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.60000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
3750000.00000000
PA
USD
4682632.69000000
0.031171554854
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding Ltd
12548JAC6
1500000.00000000
PA
USD
1500021.00000000
0.009985405642
Long
ABS-O
CORP
KY
Y
2
2030-07-20
Variable
1.43838000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XZU5
11800000.00000000
PA
USD
12616245.06000000
0.083984373959
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
2.55000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
4000000.00000000
PA
USD
6324970.56000000
0.042104341685
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAC7
5930000.00000000
PA
USD
6391092.07000000
0.042544502255
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
1000000.00000000
PA
USD
1023300.00000000
0.006811948362
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
26300000.00000000
PA
USD
28685976.77000000
0.190958069455
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
62848BAA9
3506414.69000000
PA
USD
3644113.70000000
0.024258296052
Long
ABS-O
CORP
US
Y
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V76
2160000.00000000
PA
USD
2183198.40000000
0.014533210949
Long
DBT
MUN
US
N
2
2021-07-01
Fixed
2.40800000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
KRW210129
KRW210129
1.00000000
NC
USD
-163856.15000000
-0.00109076481
N/A
DFE
CORP
US
N
2
Toronto Dominion bank
PT3QB789TSUIDF371261
6983098617.00000000
KRW
6254958.86000000
USD
2021-01-29
-163856.15000000
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medic
16876AAA2
19230000.00000000
PA
USD
24182378.44000000
0.160978318387
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.26800000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
5400000.00000000
PA
USD
5376784.81000000
0.035792417160
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAJ9
9500000.00000000
PA
USD
12363730.64000000
0.082303424882
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
3325000.00000000
PA
USD
3333177.94000000
0.022188445235
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537JAD9
2150000.00000000
PA
USD
2183557.85000000
0.014535603752
Long
ABS-CBDO
USGSE
US
Y
2
2059-07-25
Variable
3.13900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GSPD8
7796155.68000000
PA
USD
8384965.02000000
0.055817403238
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEA2
8000000.00000000
PA
147409.85000000
0.000981284360
Long
DBT
NUSS
DO
Y
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAD2
235536.18000000
PA
USD
235697.78000000
0.001569003328
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West
563136AG5
3000000.00000000
PA
USD
3103076.40000000
0.020656695202
Long
ABS-MBS
USGSE
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
23000000.00000000
PA
USD
28278329.34000000
0.188244424148
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RN0
81710000.00000000
PA
USD
103768508.41000000
0.690770762144
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
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
1443504.00000000
0.009609180795
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
3.52300000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd
12547LAA6
11750000.00000000
PA
USD
11800266.50000000
0.078552532060
Long
ABS-O
CORP
KY
Y
2
2032-08-24
Variable
1.93246000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
11000000.00000000
PA
USD
11424967.62000000
0.076054226000
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.55400000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc
00191UAA0
325000.00000000
PA
USD
338000.00000000
0.002250013237
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group, Inc
744573AP1
5450000.00000000
PA
USD
5450639.94000000
0.036284059231
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
19261147.11000000
PA
USD
21406630.49000000
0.142500597581
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
World Omni Automobile Lease Se
N/A
World Omni Auto Receivables Trust
98162HAC4
15800000.00000000
PA
USD
16127285.94000000
0.107356825021
Long
ABS-O
CORP
US
N
2
2023-01-17
Fixed
1.70000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAR9
4750000.00000000
PA
USD
5332686.78000000
0.035498863458
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.45690000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co
61945CAB9
1725000.00000000
PA
USD
1991491.68000000
0.013257049240
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
AX5202350
1500000.00000000
PA
2320276.34000000
0.015445717398
Long
DBT
NUSS
GR
Y
2
2029-03-12
Fixed
3.87500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00180AAA7
2121963.96000000
PA
USD
2161642.35000000
0.014389715689
Long
ABS-O
CORP
US
Y
2
2037-04-17
Fixed
1.81900000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
5575000.00000000
PA
USD
6183460.52000000
0.041162331438
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
EK4579513
500000.00000000
PA
456482.54000000
0.003038733011
Long
DBT
NUSS
AU
N
2
2026-05-20
Fixed
4.00000000
N
N
N
N
N
N
SYNEOS HEALTH INC
549300F1ZGKDS8P6GU13
Syneos Health Inc
44988EAE3
1912012.13000000
PA
USD
1893848.01000000
0.012607050571
Long
LON
CORP
US
N
2
2024-08-01
Variable
1.89550000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Upjohn, Inc
91533BAE0
2425000.00000000
PA
USD
2733357.47000000
0.018195533998
Long
DBT
CORP
US
Y
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754JAB0
1250760.50000000
PA
USD
1248449.72000000
0.008310734902
Long
ABS-CBDO
CORP
US
Y
2
2039-09-25
Variable
2.24800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BU7
5000000.00000000
PA
USD
5281853.00000000
0.035160470919
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAU8
426643.18000000
PA
USD
434860.92000000
0.002894801262
Long
ABS-CBDO
USGSE
US
Y
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJH2
6200000.00000000
PA
USD
7072377.39000000
0.047079712281
Long
DBT
NUSS
IL
N
2
2028-01-17
Fixed
3.25000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
1000000.00000000
PA
USD
1037500.00000000
0.006906475545
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
SKYMILES IP LTD
N/A
SkyMiles IP Ltd
24736CBS2
800000.00000000
PA
USD
828272.00000000
0.005513677410
Long
LON
CORP
KY
N
2
2027-10-20
Variable
4.75000000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Praxair, Inc
74005PBT0
8050000.00000000
PA
USD
7961042.43000000
0.052995416731
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.10000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBF0
1329657.37000000
PA
USD
1418702.53000000
0.009444081281
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.84800000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03066EAD6
5500000.00000000
PA
USD
5528404.20000000
0.036801723771
Long
ABS-O
CORP
US
N
2
2024-12-18
Fixed
0.66000000
N
N
N
N
N
N
Octagon Credit Partners 46, LT
N/A
Octagon Investment Partners 46 Ltd
67577VAA1
19500000.00000000
PA
USD
19551655.50000000
0.130152318635
Long
ABS-O
CORP
KY
Y
2
2033-07-15
Variable
1.89850000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAK7
1825000.00000000
PA
USD
2102504.76000000
0.013996045984
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCH0
1141414.63000000
PA
USD
1144964.09000000
0.007621847217
Long
ABS-O
CORP
US
Y
2
2025-05-25
Fixed
3.42000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
6275000.00000000
PA
USD
6952397.42000000
0.046281024350
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08576PAB7
3700000.00000000
PA
USD
3732042.00000000
0.024843621019
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83401BAB2
9612249.24000000
PA
USD
9824788.57000000
0.065402083853
Long
ABS-O
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
PROMETRIC HOLDINGS INC
54930034OH1XQT27TX40
Prometric Holdings Inc
80358TAC0
736837.62000000
PA
USD
715837.75000000
0.004765220158
Long
LON
CORP
US
N
2
2025-01-29
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G1DM6
2324970.94000000
PA
USD
2325208.78000000
0.015478551881
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.48114300
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal national Mortgage Association (FNMA)
01F022618
111000000.00000000
PA
USD
116992121.88000000
0.778798292798
Long
ABS-O
CORP
US
N
2
2051-01-25
Fixed
2.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group plc
639057AB4
8850000.00000000
PA
USD
9152758.50000000
0.060928484582
Long
DBT
CORP
GB
N
2
2035-11-28
Variable
3.03200000
N
N
N
N
N
N
KUWAIT INTL BOND
549300FSC1YD0D9XX589
Kuwait Government International Bond
501499AC1
5750000.00000000
PA
USD
5908168.18000000
0.039329753304
Long
DBT
NUSS
KW
Y
2
2022-03-20
Fixed
2.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967LQ2
2950000.00000000
PA
USD
3067949.85000000
0.020422863242
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
AP9713409
500000.00000000
PA
636052.12000000
0.004234099674
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
1.12500000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC4745393
350000000.00000000
PA
4244153.49000000
0.028252667267
Long
DBT
NUSS
JP
N
2
2031-11-20
Fixed
2.40000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAZ7
15000000.00000000
PA
USD
15727485.00000000
0.104695412572
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
2.51400000
N
N
N
N
N
N
PREGIS TOPCO LLC
549300LJXHJYHS1GM034
Pregis TopCo LLC
N/A
189000.00000000
PA
USD
187582.50000000
0.001248707420
Long
LON
CORP
US
N
2
2026-07-31
Variable
5.00000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
2500000.00000000
PA
USD
2722674.25000000
0.018124417470
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
CHANGE HEALTHCARE HOLDINGS
549300GHXFJ3EKF50583
Change Healthcare Holdings LLC
15911AAC7
1361528.96000000
PA
USD
1354040.55000000
0.009013636574
Long
LON
CORP
US
N
2
2024-03-01
Variable
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCS3
5475000.00000000
PA
USD
6797414.75000000
0.045249328909
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABM6
7800000.00000000
PA
USD
8024874.00000000
0.053420333529
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
37625000.00000000
PA
USD
42132918.98000000
0.280472264669
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust
94989AAU9
1740030.00000000
PA
USD
1909310.91000000
0.012709984683
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.40500000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63935BAB9
3500000.00000000
PA
USD
3562218.80000000
0.023713134486
Long
ABS-O
CORP
US
Y
2
2069-01-15
Fixed
2.78000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BE5
20000000.00000000
PA
USD
19999027.80000000
0.133130406201
Long
STIV
USGSE
US
N
2
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables Owner Trust
43813VAC2
11035000.00000000
PA
USD
11259278.65000000
0.074951260391
Long
ABS-O
CORP
US
N
2
2024-01-18
Fixed
1.83000000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033CAD1
3100000.00000000
PA
USD
3147695.24000000
0.020953715855
Long
DBT
CORP
SG
Y
2
2030-09-10
Variable
1.83200000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
BK6708972
2000000.00000000
PA
USD
2129945.66000000
0.014178715772
Long
DBT
CORP
IL
Y
2
2023-06-30
Fixed
5.75000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAK1
1525000.00000000
PA
USD
1598779.50000000
0.010642825560
Long
DBT
CORP
HK
Y
2
2040-09-16
Fixed
3.20000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
1400000.00000000
PA
USD
1736000.00000000
0.011556281009
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAX4
1253255.06000000
PA
USD
1318648.03000000
0.008778034093
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Fixed
3.20600000
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
Vertical US Newco, Inc
N/A
1712500.00000000
PA
USD
1718305.38000000
0.011438490685
Long
LON
CORP
US
N
2
2027-07-14
Variable
4.56663000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AK7
2500000.00000000
PA
USD
2650450.50000000
0.017643635241
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCH9
11000000.00000000
PA
USD
11229856.44000000
0.074755401332
Long
DBT
CORP
CA
N
2
2025-06-12
Fixed
1.15000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAE9
7000000.00000000
PA
USD
7824418.70000000
0.052085933888
Long
ABS-MBS
USGSE
US
N
2
2058-07-15
Variable
3.76700000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
1125000.00000000
PA
USD
1170000.00000000
0.007788507362
Long
DBT
CORP
KY
Y
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
5500000.00000000
PA
USD
5673379.80000000
0.037766803709
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
2910000.00000000
PA
USD
3084309.00000000
0.020531763550
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXXIV LLC (Step Bond)
92870FAB6
6600000.00000000
PA
USD
6598809.36000000
0.043927243830
Long
ABS-O
CORP
US
Y
2
2049-12-27
Variable
3.96710000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
14250000.00000000
PA
USD
17095037.30000000
0.113798994758
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.61900000
N
N
N
N
N
N
DBGS Mortgage Trust
N/A
DBGS Mortgage Trust
23307DBA0
9250000.00000000
PA
USD
11200266.30000000
0.074558424389
Long
ABS-MBS
USGSE
US
N
2
2051-10-15
Fixed
4.46600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAF1
18646176.26000000
PA
USD
18161616.21000000
0.120899044068
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
2.74800000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652WAA6
2373710.12000000
PA
USD
2378674.26000000
0.015834463236
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.33000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
72149227.79000000
PA
USD
76840776.78000000
0.511517056122
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
3000000.00000000
PA
USD
3229500.00000000
0.021498277372
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QK7
12050000.00000000
PA
USD
17245621.15000000
0.114801407941
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MBM1
11050000.00000000
PA
USD
11795582.95000000
0.078521354398
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.69600000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
6900000.00000000
PA
USD
7607460.93000000
0.050641679880
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
4740000.00000000
PA
USD
4857267.60000000
0.032334072190
Long
ABS-O
CORP
US
Y
2
2049-05-20
Fixed
3.78700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
1734863.93000000
PA
USD
2016098.70000000
0.013420854331
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
5.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
8950000.00000000
PA
USD
9260235.37000000
0.061643941328
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
7400000.00000000
PA
USD
7924426.16000000
0.052751667938
Long
ABS-MBS
USGSE
US
Y
2
2032-11-10
Variable
3.72816000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TXL5
880416.93000000
PA
USD
1045490.00000000
0.006959663728
Long
ABS-MBS
USGSE
US
N
2
2044-08-20
Fixed
4.50000000
N
N
N
N
N
N
MGM GROWTH/MGM FINANCE
N/A
MGM Growth Properties Operating Partnership LP
55303XAK1
575000.00000000
PA
USD
615825.00000000
0.004099450894
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FRW0
509480.73000000
PA
USD
581396.47000000
0.003870265544
Long
ABS-MBS
USGSE
US
N
2
2044-05-20
Fixed
4.50000000
N
N
N
N
N
N
Ellington Financial Mortgage T
N/A
Ellington Financial Mortgage Trust
31573MAD5
2051000.00000000
PA
USD
2060679.90000000
0.013717624420
Long
ABS-CBDO
USGSE
US
Y
2
2059-06-25
Variable
3.58700000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II
36255NAT2
6850000.00000000
PA
USD
8021032.16000000
0.053394759000
Long
ABS-MBS
USGSE
US
N
2
2051-03-10
Variable
3.99200000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
QJ9911604
250000.00000000
PA
336335.54000000
0.002238933187
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.37500000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DC1
750000.00000000
PA
USD
1244499.14000000
0.008284436507
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
7.90000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
9875000.00000000
PA
USD
11330122.23000000
0.075422855044
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBX6
22275000.00000000
PA
USD
24950853.87000000
0.166093939365
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31287NMU9
4783.05000000
PA
USD
4818.45000000
0.000032075669
Long
ABS-MBS
MUN
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
108000.00000000
PA
USD
158954.96000000
0.001058138355
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9FM8
1082905.56000000
PA
USD
1115229.68000000
0.007423909891
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515BAC2
3457000.00000000
PA
USD
3821772.61000000
0.025440943683
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
2.81200000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AC0
450000.00000000
PA
577539.12000000
0.003844587767
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.87500000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
5225000.00000000
PA
USD
5381009.72000000
0.035820541726
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.37500000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZX9
2150000.00000000
PA
USD
2481834.25000000
0.016521183186
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XYX6
2585095.28000000
PA
USD
2572124.05000000
0.017122228290
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
2.39800000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
4350000.00000000
PA
USD
5115068.56000000
0.034050212937
Long
DBT
CORP
NL
Y
2
2026-01-06
Fixed
4.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
2525000.00000000
PA
USD
2549214.55000000
0.016969723325
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76400000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
350000.00000000
PA
USD
364147.05000000
0.002424070068
Long
DBT
CORP
BM
Y
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
44675000.00000000
PA
USD
48615185.34000000
0.323623699941
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
6875000.00000000
PA
USD
7306244.76000000
0.048636530857
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAJ5
5000000.00000000
PA
USD
4839048.50000000
0.032212790485
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
2.90900000
N
N
N
N
N
N
ARAB PETROLEUM INVST
213800A54KIUYH5YD185
Arab Petroleum Investments Corp
03845EAA0
3325000.00000000
PA
USD
3590235.92000000
0.023899640080
Long
DBT
NUSS
N/A
Y
2
2023-09-18
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
836205AR5
4000000.00000000
PA
USD
4575992.00000000
0.030461664428
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
2250000.00000000
PA
USD
3308612.38000000
0.022024916136
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AE5
4000000.00000000
PA
USD
3983863.08000000
0.026519954639
Long
DBT
CORP
VG
Y
2
2025-09-28
Fixed
0.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYU4
140528.86000000
PA
USD
152026.80000000
0.001012018676
Long
ABS-MBS
USGSE
US
N
2
2044-11-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCB8
3705256.96000000
PA
USD
3929386.10000000
0.026157309887
Long
ABS-CBDO
USGSE
US
N
2
2028-09-25
Variable
6.14800000
N
N
N
N
N
N
CORP LINDLEY SA
549300XI785GPWS6HA82
Corp Lindley S.A.
21988VAD5
3000000.00000000
PA
USD
3116280.00000000
0.020744589506
Long
DBT
CORP
PE
Y
2
2023-04-12
Fixed
4.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABJ3
21500000.00000000
PA
USD
22576505.00000000
0.150288269575
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162NAK2
2000000.00000000
PA
USD
2145065.00000000
0.014279362858
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B1BH6
38401325.07000000
PA
USD
39851428.23000000
0.265284736889
Long
ABS-CBDO
USGSE
US
N
2
2045-12-25
Fixed
3.00000000
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
1453833.00000000
0.009677939336
Long
DBT
MUN
US
N
2
2023-09-01
Fixed
3.56700000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
13060000.00000000
PA
USD
15702821.60000000
0.104531232169
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12479RAD9
6435857.21000000
PA
USD
6445440.20000000
0.042906289273
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556CF7
9775000.00000000
PA
USD
11112593.41000000
0.073974799646
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.13300000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC
5493000C01ZX7D35SD85
Berkshire Hathaway, Inc
084670BS6
4525000.00000000
PA
USD
5054677.50000000
0.033648199078
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.12500000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009R96
5000000.00000000
PA
USD
5247850.00000000
0.034934118256
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
2.25600000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond (Step Bond)
221625AK2
1851500.00000000
PA
USD
1867793.20000000
0.012433607768
Long
DBT
NUSS
CI
Y
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
HERCULES MERGER SUB LLC
549300C1PQJLVEIUBK50
Buckeye Partners LP
11823LAH8
1985000.00000000
PA
USD
1980970.45000000
0.013187011054
Long
LON
CORP
US
N
2
2026-11-02
Variable
2.89675000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
2000000.00000000
PA
USD
2350840.72000000
0.015649179705
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.95000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GU94
25860000.00000000
PA
USD
28523838.60000000
0.189878740967
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
3.06300000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAY2
550000.00000000
PA
USD
330000.00000000
0.002196758486
Long
DBT
NUSS
LK
Y
2
2024-03-14
Fixed
6.85000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0TH2
943001.39000000
PA
USD
934963.62000000
0.006223906869
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
1.94800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
3071850.98000000
PA
USD
3168230.46000000
0.021090415609
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
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
10089373.60000000
0.067163385096
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.28000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264AAY1
2350000.00000000
PA
USD
2898454.75000000
0.019294560819
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50190DAE6
5000000.00000000
PA
USD
5476748.50000000
0.036457859840
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 (FHLMC)
3137BW2C7
16283232.11000000
PA
USD
16814353.69000000
0.111930527781
Long
ABS-CBDO
USGSE
US
N
2
2043-08-15
Fixed
3.50000000
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
1644810.00000000
0.010949243413
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
3.38700000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930066YOFVQE068N73
GS Mortgage Securities Trust
36250PAH8
2000000.00000000
PA
USD
2223240.60000000
0.014799765624
Long
ABS-MBS
USGSE
US
N
2
2048-07-10
Variable
4.01800000
N
N
N
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
j2 Global, Inc
48123VAF9
1625000.00000000
PA
USD
1714375.00000000
0.011412326759
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S38
4750000.00000000
PA
USD
5073332.50000000
0.033772382501
Long
DBT
MUN
US
N
2
2027-01-01
Fixed
2.50000000
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
2155880.00000000
0.014351356625
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
2633195.36000000
PA
USD
2943580.45000000
0.019594955560
Long
ABS-MBS
MUN
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2A1
1975000.00000000
PA
USD
2100682.05000000
0.013983912488
Long
DBT
CORP
IN
Y
2
2030-02-13
Fixed
3.24900000
N
N
N
N
N
N
PANAMA NOTAS DEL TESORO
549300SHS4T08CL0LP14
Panama Notas del Tesoro
ZS1514182
6455000.00000000
PA
USD
7057897.00000000
0.046983318586
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp
313400624
470597.00000000
NS
USD
4122429.72000000
0.027442371131
Long
EP
USGSE
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
2099000.00000000
PA
USD
2211336.28000000
0.014720520424
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
6250000.00000000
PA
USD
6531736.94000000
0.043480753200
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
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
3648166.00000000
0.024285271580
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
3.28700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TU95
56204.43000000
PA
USD
66802.92000000
0.000444696610
Long
ABS-MBS
USGSE
US
N
2
2044-01-20
Fixed
4.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JC6
6575000.00000000
PA
USD
7666094.95000000
0.051031997399
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132HT3C8
10020392.42000000
PA
USD
10909219.06000000
0.072620968345
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Fixed
3.50000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AG9
1375000.00000000
PA
USD
1442031.25000000
0.009599376929
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
5519000.00000000
PA
USD
6097106.31000000
0.040587484942
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH MT
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578JAW6
1110000.00000000
PA
USD
1145420.10000000
0.007624882804
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
3.80000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
2900000.00000000
PA
USD
3260504.63000000
0.021704670354
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313BE7
10000000.00000000
PA
USD
9999513.90000000
0.066565203100
Long
STIV
USGSE
US
N
2
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
5000000.00000000
PA
USD
5500050.00000000
0.036612974288
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAA2
2000000.00000000
PA
USD
2174198.58000000
0.014473300553
Long
DBT
CORP
IN
Y
2
2025-06-10
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38144GAB7
3000000.00000000
PA
USD
3173760.00000000
0.021127224893
Long
DBT
CORP
US
N
2
N/A
Variable
4.95000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
4125000.00000000
PA
USD
4412376.25000000
0.029372499921
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531YAP3
932613.70000000
PA
USD
987478.71000000
0.006573491626
Long
ABS-MBS
USGSE
US
N
2
2058-05-10
Fixed
3.12100000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
EK7591838
500000.00000000
PA
643301.74000000
0.004282359263
Long
DBT
CORP
JE
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BE2
3000000.00000000
PA
USD
3375030.00000000
0.022467047865
Long
DBT
CORP
CL
Y
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46640LAD4
1000000.00000000
PA
USD
1077885.80000000
0.007175317511
Long
ABS-MBS
USGSE
US
N
2
2046-08-15
Variable
4.13270000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31417GFT8
11382382.50000000
PA
USD
12445162.72000000
0.082845505527
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
1361117.18000000
PA
USD
1382913.70000000
0.009205840627
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAQ6
10350000.00000000
PA
USD
11158294.22000000
0.074279022804
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.75000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AL4320316
1220000000.00000000
PA
1137797.28000000
0.007574138881
Long
DBT
NUSS
KR
N
2
2022-03-10
Fixed
1.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RX8
1075000.00000000
PA
USD
1405100.58000000
0.009353535223
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBE9
3212210.00000000
PA
USD
3600383.41000000
0.023967190337
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.63000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments, Inc
37940XAA0
4725000.00000000
PA
USD
5058991.40000000
0.033676916037
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RC4
56375000.00000000
PA
USD
79484345.99000000
0.529114883690
Long
DBT
UST
US
N
2
2043-08-15
Fixed
3.62500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
48800000.00000000
PA
2023216.30000000
0.013468235083
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABK0
2525000.00000000
PA
USD
2617718.00000000
0.017425740098
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
Nova Chemicals Corp
66977WAQ2
2000000.00000000
PA
USD
2082500.00000000
0.013862877420
Long
DBT
CORP
CA
Y
2
2024-06-01
Fixed
4.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
24550000.00000000
PA
USD
26373259.76000000
0.175562673336
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AV1
3725000.00000000
PA
USD
3716377.15000000
0.024739342558
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
11042329.99000000
PA
USD
12272132.72000000
0.081693671828
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAK5
750000.00000000
PA
USD
967500.00000000
0.006440496472
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25000000
N
N
N
N
N
N
GOPHER RESOURCE LLC
549300BTDNOXC3JSII89
Gopher Resource LLC
26828KAB6
989614.64000000
PA
USD
979718.49000000
0.006521833053
Long
LON
CORP
US
N
2
2025-03-06
Variable
4.25000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics, Inc
72749DAC0
1259245.10000000
PA
USD
1229728.39000000
0.008186109930
Long
LON
CORP
US
N
2
2025-07-02
Variable
2.64550000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank
500630CT3
1200000.00000000
PA
USD
1200790.06000000
0.007993471985
Long
DBT
NUSS
KR
N
2
2021-03-12
Variable
0.76950000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos S.A. de C.V.
82655AAC7
3500000.00000000
PA
USD
3859240.00000000
0.025690358249
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483AH2
350000.00000000
PA
USD
366490.37000000
0.002439669183
Long
DBT
CORP
KR
Y
2
2025-01-17
Fixed
2.50000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II
47010LAA0
100000.00000000
PA
USD
106750.00000000
0.000710618086
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BY8
9000000.00000000
PA
USD
9024064.56000000
0.060071789112
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.65000000
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
1466073.00000000
0.009759419105
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.38900000
N
N
N
N
N
N
USI INC/NY
N/A
USI, Inc
90351NAE5
2474424.56000000
PA
USD
2436788.56000000
0.016221321059
Long
LON
CORP
US
N
2
2024-05-16
Variable
3.25388000
N
N
N
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
Airbus SE
BJ8145234
400000.00000000
PA
536277.99000000
0.003569918866
Long
DBT
CORP
NL
N
2
2030-06-09
Fixed
1.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAJ5
1000000.00000000
PA
USD
732199.40000000
0.004874137108
Long
ABS-MBS
USGSE
US
Y
2
2048-03-10
Fixed
3.00000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCC8
7970000.00000000
PA
USD
9049704.67000000
0.060242471322
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.15000000
N
N
N
N
N
N
Asset Backed Securities Corp H
N/A
Asset Backed Securities Corp Home Equity Loan Trust
04541GKW1
1842107.93000000
PA
USD
1789977.93000000
0.011915603663
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
3.38550000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAN7
5700000.00000000
PA
USD
6002482.76000000
0.039957590741
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
3347000.00000000
PA
USD
3456545.97000000
0.023009686952
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
1810796.34000000
PA
USD
1838599.85000000
0.012239272194
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AU4
4800000.00000000
PA
USD
5236466.35000000
0.034858339075
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.60000000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LBD9
10007000.00000000
PA
USD
10006532.97000000
0.066611927954
Long
STIV
USGSE
US
N
2
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
5225000.00000000
PA
USD
5442579.76000000
0.036230403871
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AJ5
3000000.00000000
PA
USD
3299441.43000000
0.021963866554
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCA5
12850000.00000000
PA
USD
15503489.15000000
0.103204307165
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B0A71
5410196.51000000
PA
USD
5572914.12000000
0.037098019360
Long
ABS-CBDO
USGSE
US
N
2
2045-02-25
Fixed
3.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AW8928847
219000000.00000000
PA
2174777.55000000
0.014477154665
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.50000000
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
4977608.33000000
0.033135161644
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Fixed
4.38780000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
5059563.40000000
PA
USD
5555876.87000000
0.036984605047
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AUHV6
4942911.49000000
PA
USD
5115649.93000000
0.034054083027
Long
ABS-CBDO
USGSE
US
N
2
2043-04-25
Fixed
3.00000000
N
N
N
N
N
N
BEMIS COMPANY INC
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AT2
2600000.00000000
PA
USD
2814112.52000000
0.018733107760
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CA4
3335000.00000000
PA
USD
4491711.40000000
0.029900621630
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BM4399226
22500000.00000000
PA
3475349.66000000
0.023134860181
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
BK4245605
500000.00000000
PA
641458.09000000
0.004270086373
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
3.87500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAC8
1833500.00000000
PA
USD
1977429.75000000
0.013163441167
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
C8000CAB9
972073.02000000
PA
USD
967008.52000000
0.006437224766
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.64675000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAL5
1500000.00000000
PA
USD
1558140.00000000
0.010372294753
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
2.51200000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAK6
9350000.00000000
PA
USD
10944268.50000000
0.072854286996
Long
DBT
NUSS
ID
Y
2
2028-03-01
Fixed
4.40000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC
1248EPCK7
5000000.00000000
PA
USD
5269300.00000000
0.035076907558
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
10829533.49000000
PA
USD
11829601.92000000
0.078747813371
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc
80282KAS5
9350000.00000000
PA
USD
9820575.31000000
0.065374036839
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange S.A.
35177PAX5
3950000.00000000
PA
USD
5595248.11000000
0.037246693245
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.37500000
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
4815103.00000000
0.032053389029
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
2.52900000
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
1734734.72000000
0.011547858237
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
3.60500000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89238UAD2
5675000.00000000
PA
USD
5764155.39000000
0.038371082642
Long
ABS-O
CORP
US
N
2
2023-09-15
Fixed
1.91000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
4575000.00000000
PA
USD
4849808.40000000
0.032284417460
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
JAGUAR HL / PPDI
N/A
Jaguar Holding Co II
47010LAB8
125000.00000000
PA
USD
131826.25000000
0.000877546768
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136B7P88
8964618.82000000
PA
USD
9634430.93000000
0.064134902759
Long
ABS-CBDO
USGSE
US
N
2
2050-01-25
Fixed
3.00000000
N
Y
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMD1
15320000.00000000
PA
USD
15238538.50000000
0.101440572047
Long
DBT
CORP
US
Y
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc
524660AZ0
1600000.00000000
PA
USD
1830779.66000000
0.012187214410
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America, Inc
91136EAJ4
1026375.00000000
PA
USD
1023080.34000000
0.006810486119
Long
LON
CORP
US
N
2
2025-10-31
Variable
1.89675000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
16425000.00000000
PA
USD
19826522.24000000
0.131982063616
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030625
150000000.00000000
PA
USD
156930139.50000000
1.044659441740
Long
ABS-O
USGSE
US
N
2
2051-02-20
Fixed
3.00000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc
98919XAB7
623552.63000000
PA
USD
618875.99000000
0.004119760858
Long
LON
CORP
US
N
2
2027-03-09
Variable
3.14675000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo S.A.
21987DAE4
1850000.00000000
PA
USD
1874050.00000000
0.012475258309
Long
DBT
NUSS
PE
Y
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CS0
3750000.00000000
PA
USD
4902951.68000000
0.032638183979
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BH4
6960000.00000000
PA
USD
7362148.80000000
0.049008675324
Long
DBT
CORP
US
N
2
2050-10-01
Variable
3.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MP3
11000000.00000000
PA
USD
13329397.07000000
0.088731715566
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41200000
N
N
N
N
N
N
MERCY HEALTHCARE SYSTEM
RV2KCMRGYKSCKT5REH48
Mercy Health
58942HAA9
12500000.00000000
PA
USD
13777944.50000000
0.091717625789
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.38200000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556BV3
300000.00000000
PA
419107.80000000
0.002789935201
Long
DBT
CORP
US
N
2
2029-07-24
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAK0
11007788.90000000
PA
USD
10683514.85000000
0.071118490651
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.14800000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BW2
2000000.00000000
PA
USD
2276000.00000000
0.015150976714
Long
DBT
CORP
MX
Y
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB Capital, Inc
22411VAA6
20200000.00000000
PA
USD
20638259.60000000
0.137385672509
Long
DBT
NUSS
CA
Y
2
2022-01-25
Fixed
2.25000000
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
1544024.65000000
0.010278331071
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.21800000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385AW6
44350000.00000000
PA
USD
44348533.79000000
0.295221266601
Long
STIV
USGSE
US
N
2
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
7325000.00000000
PA
USD
8098636.83000000
0.053911361174
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
24846008.20000000
PA
USD
26914078.86000000
0.179162821663
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653EAA5
3640549.82000000
PA
USD
3774297.43000000
0.025124908820
Long
ABS-O
CORP
US
Y
2
2036-01-20
Fixed
3.20000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BM7
6675000.00000000
PA
USD
8030425.50000000
0.053457288998
Long
DBT
NUSS
ID
Y
2
2043-04-15
Fixed
4.62500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands, Inc
651229BB1
149000.00000000
PA
USD
163944.70000000
0.001091354276
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Oi SA
254900YEMWCRRAGD4978
Oi S.A. (ADR)
670851500
52000.00000000
NS
USD
105560.00000000
0.000702696442
Long
EC
CORP
BR
N
1
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust
83189DAB6
10406669.23000000
PA
USD
10792418.44000000
0.071843444850
Long
ABS-O
CORP
US
Y
2
2035-10-15
Fixed
2.82000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
35850000.00000000
PA
USD
38049042.94000000
0.253286539367
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.30100000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
3917441.67000000
PA
USD
3977453.35000000
0.026477286067
Long
ABS-CBDO
USGSE
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
2557191.49000000
PA
USD
2681487.62000000
0.017850244504
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
4.10914400
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127964Z9
30000000.00000000
PA
USD
29991854.10000000
0.199651090993
Long
STIV
UST
US
N
2
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
1575000.00000000
PA
USD
1576118.25000000
0.010491973157
Long
LON
CORP
US
N
2
2027-10-07
Variable
4.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CW8
1275000.00000000
PA
USD
1566783.75000000
0.010429834847
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
9.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
7650000.00000000
PA
USD
8017276.50000000
0.053369758157
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BY3
10000000.00000000
PA
USD
9808816.10000000
0.065295757614
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437US5
13000000.00000000
PA
USD
14027650.00000000
0.093379876323
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.43400000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Resources, Inc
25746UCJ6
3775000.00000000
PA
USD
3806520.31000000
0.025339411503
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.00000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
EK3289700
2550000.00000000
PA
3506809.16000000
0.023344281162
Long
DBT
NUSS
ES
Y
2
2024-10-31
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAT8
4880000.00000000
PA
USD
4857887.50000000
0.032338198767
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AM1
1575000.00000000
PA
USD
1712729.12000000
0.011401370393
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
11094234.76000000
PA
USD
12252446.69000000
0.081562624999
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
PETSMART INC
N/A
PetSmart, Inc
716768AC0
750000.00000000
PA
USD
770625.00000000
0.005129930329
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Group Home Equity Loan Trust (Step Bond)
12558MAG7
199078.46000000
PA
USD
203752.94000000
0.001356351515
Long
ABS-O
CORP
US
N
2
2030-02-25
Variable
6.20000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
389750.64000000
PA
USD
430947.80000000
0.002868752233
Long
ABS-MBS
MUN
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan, Inc
49456BAG6
2065000.00000000
PA
USD
2543161.01000000
0.016929425854
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12527EAH1
1000000.00000000
PA
USD
1008066.30000000
0.006710539999
Long
ABS-MBS
USGSE
US
Y
2
2044-04-15
Variable
6.04281500
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AS7
14800000.00000000
PA
USD
15889626.17000000
0.105774761031
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MM71
7470000.00000000
PA
USD
8058934.80000000
0.053647070957
Long
DBT
MUN
US
N
2
2024-08-01
Fixed
3.01000000
N
N
N
N
N
N
Ukraine Treasury Bill
6354001WLTJXOMEXPY07
Ukraine Treasury Bill
BM2358778
16000000.00000000
PA
521173.11000000
0.003469368037
Long
STIV
NUSS
UA
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAD9
3217103.63000000
PA
USD
3249719.27000000
0.021632873896
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DD7
13600000.00000000
PA
USD
15682766.29000000
0.104397727101
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
7020111.24000000
PA
USD
7433223.02000000
0.049481805312
Long
ABS-CBDO
USGSE
US
Y
2
2050-06-25
Variable
3.88758900
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653DAA7
3189566.62000000
PA
USD
3310461.08000000
0.022037222644
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127964N6
50000000.00000000
PA
USD
49992903.00000000
0.332794951341
Long
STIV
UST
US
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H020618
121000000.00000000
PA
USD
126515742.65000000
0.842195549619
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBH6
799077.90000000
PA
USD
840545.17000000
0.005595377986
Long
ABS-CBDO
USGSE
US
N
2
2028-04-25
Variable
5.69800000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBD6
2500000.00000000
PA
USD
2757394.75000000
0.018355546419
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.91660000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
QZ3475089
1800000000.00000000
PA
1660044.49000000
0.011050657035
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
1.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CE7
3325000.00000000
PA
USD
3539003.18000000
0.023558591728
Long
DBT
CORP
GB
N
2
2025-11-07
Fixed
2.63300000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
24703DBA8
7050000.00000000
PA
USD
8633945.85000000
0.057474829758
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
AR6702898
1350000.00000000
PA
1141034.96000000
0.007595691612
Long
DBT
NUSS
NZ
N
2
2029-04-20
Fixed
3.00000000
N
Y
N
N
N
N
WEB.COM GROUP INC
254900QSA9ZIGO5F5S30
Web.com Group Inc
94732YAS2
1750000.00000000
PA
USD
1723015.00000000
0.011469841891
Long
LON
CORP
US
N
2
2025-10-10
Variable
3.89800000
N
N
N
N
N
N
Freddie Mac - STACR
5493003FQV7GR462GO02
Structured Agency Credit Risk Debt Note (STACR)
35565HAH8
1531000.00000000
PA
USD
1519482.59000000
0.010114958409
Long
ABS-CBDO
USGSE
US
Y
2
2049-12-25
Variable
1.84800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
9580574.61000000
PA
USD
10715448.47000000
0.071331067775
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
5241293.70000000
PA
USD
5864768.96000000
0.039040851471
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A.S.
ZP3178248
300000.00000000
PA
429240.38000000
0.002857386204
Long
DBT
CORP
DK
N
2
2028-01-14
Fixed
2.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBS2
1365105.50000000
PA
USD
1336806.86000000
0.008898914590
Long
LON
CORP
US
N
2
2024-08-22
Variable
2.39675000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CU8
5000000.00000000
PA
USD
4999212.50000000
0.033278977231
Long
STIV
USGSE
US
N
2
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAL1
530000.00000000
PA
USD
527020.87000000
0.003508295663
Long
ABS-O
CORP
KY
Y
2
2028-11-15
Variable
1.72100000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAU8
4780000.00000000
PA
USD
4855443.22000000
0.032321927577
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
4.78916200
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
275000.00000000
PA
USD
281531.25000000
0.001874109584
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AL5168359
369000000.00000000
PA
3615603.87000000
0.024068510564
Long
DBT
NUSS
JP
N
2
2026-12-20
Fixed
0.10000000
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
10924431.00000000
0.072722231855
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.10300000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAA7
8611354.07000000
PA
USD
8776889.27000000
0.058426381791
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAK7
5800000.00000000
PA
USD
5768845.24000000
0.038402302241
Long
DBT
CORP
TH
Y
2
2030-06-18
Fixed
2.50000000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
549300R1KUK063S4I339
Citigroup Mortgage Loan Trust
17307G2R8
650000.00000000
PA
USD
646153.04000000
0.004301339922
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.89800000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
21100000.00000000
PA
USD
22580894.64000000
0.150317490724
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LAY5
9650000.00000000
PA
USD
9999841.26000000
0.066567382285
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XZL1
6857490.00000000
PA
USD
6686898.96000000
0.044513642546
Long
ABS-CBDO
USGSE
US
N
2
2030-07-25
Variable
0.59800000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CD8
7350000.00000000
PA
USD
7905573.20000000
0.052626166726
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
4525000.00000000
PA
USD
6421831.22000000
0.042749127978
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127964C0
79715000.00000000
PA
USD
79709951.65000000
0.530616705351
Long
STIV
UST
US
N
2
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
4055000.00000000
PA
USD
4761624.30000000
0.031697389672
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
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
4230720.00000000
0.028163242621
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.98200000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBE3
728000.00000000
PA
USD
792053.07000000
0.005272573646
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAG2
4000000.00000000
PA
USD
4056377.60000000
0.027002672479
Long
ABS-MBS
USGSE
US
Y
2
2032-11-15
Variable
3.79040000
N
N
N
N
N
N
Bank
N/A
BANK
06650AAK3
2500000.00000000
PA
USD
2611745.25000000
0.017385980433
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.07125400
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46647SAJ9
119382.08000000
PA
USD
119461.05000000
0.000795233561
Long
ABS-CBDO
USGSE
US
Y
2
2047-08-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR80
26267661.09000000
PA
USD
28960367.43000000
0.192784645246
Long
ABS-MBS
MUN
US
N
2
2048-03-01
Fixed
4.00000000
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
770112.00000000
0.005126515368
Long
DBT
MUN
US
N
2
2028-05-15
Fixed
2.65900000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAJ3
250000.00000000
PA
USD
259375.00000000
0.001726618886
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
2050000.00000000
PA
USD
2045576.10000000
0.013617080781
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW30
1725000.00000000
PA
USD
1819775.83000000
0.012113963631
Long
DBT
NUSS
EG
Y
2
2023-02-21
Fixed
5.57700000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
7825000.00000000
PA
USD
8973586.83000000
0.059735766743
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
925000.00000000
PA
USD
1020078.59000000
0.006790503938
Long
DBT
NUSS
QA
Y
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
3879044.49000000
PA
USD
4560056.33000000
0.030355583160
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZN9
4305000.00000000
PA
USD
4475865.45000000
0.029795137614
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
2.95000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAD9
2000000.00000000
PA
USD
2153986.70000000
0.014338753222
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
3.19900000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AY9
10380000.00000000
PA
USD
11103385.73000000
0.073913505557
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
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
6494832.51000000
0.043235086170
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Variable
5.42608100
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon plc
00185AAF1
12975000.00000000
PA
USD
14145640.70000000
0.094165321994
Long
DBT
CORP
IE
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748AV4
1600000.00000000
PA
USD
1744764.22000000
0.011614623053
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377RCQ5
12000000.00000000
PA
USD
12392691.60000000
0.082496213472
Long
ABS-O
CORP
US
Y
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
80874YAW0
1000000.00000000
PA
USD
1031890.00000000
0.006869130651
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BH1
1250000.00000000
PA
USD
1441994.55000000
0.009599132622
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MS7
7125000.00000000
PA
USD
7590019.32000000
0.050525573805
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.57200000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AF2
4000000.00000000
PA
USD
3959720.00000000
0.026359237924
Long
DBT
CORP
VG
Y
2
2027-09-28
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
14409388.06000000
PA
USD
15752057.00000000
0.104858984541
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
68371YAJ2
1974619.30000000
PA
USD
1968043.82000000
0.013100960496
Long
LON
CORP
CA
N
2
2025-05-30
Variable
1.89675000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404KAC7
7820154.47000000
PA
USD
7955571.39000000
0.052958996872
Long
ABS-O
CORP
US
Y
2
2040-11-26
Fixed
2.72000000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
QZ1467617
500000.00000000
PA
631599.20000000
0.004204457281
Long
DBT
CORP
NL
N
2
2024-02-12
Fixed
1.12500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BK1
5003000.00000000
PA
USD
5002666.45000000
0.033301969637
Long
STIV
USGSE
US
N
2
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46635TAX0
10975000.00000000
PA
USD
9818498.40000000
0.065360211173
Long
ABS-MBS
USGSE
US
Y
2
2046-02-15
Variable
5.36000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CU2
2750000.00000000
PA
USD
2839365.46000000
0.018901212640
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BW8
4000000.00000000
PA
USD
4331278.16000000
0.028832642595
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
12541713.80000000
PA
USD
13789790.79000000
0.091796484692
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
1875000.00000000
PA
USD
1870312.50000000
0.012450378355
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
3525000.00000000
PA
USD
3896606.77000000
0.025939103004
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
AMBER CIRCLE FUNDING LTD
549300XUOOO10CM8FY85
Amber Circle Funding Ltd
EJ4615047
2500000.00000000
PA
USD
2597972.95000000
0.017294300382
Long
DBT
CORP
KY
N
2
2022-12-04
Fixed
3.25000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
650000.00000000
PA
USD
713375.00000000
0.004748826016
Long
DBT
CORP
ID
Y
2
2029-07-17
Fixed
3.87500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BT9
8950000.00000000
PA
USD
8866844.66000000
0.059025200780
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BZ2
8075000.00000000
PA
USD
8811831.48000000
0.058658986628
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co
36164QNA2
25700000.00000000
PA
USD
30645759.40000000
0.204004036500
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.41800000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
2100000.00000000
PA
USD
2457336.00000000
0.016358102160
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBL6
4650000.00000000
PA
USD
5079088.05000000
0.033810696299
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Variable
4.63943700
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAD6
16758000.00000000
PA
USD
16997471.82000000
0.113149516587
Long
ABS-O
CORP
US
Y
2
2048-11-25
Fixed
4.31800000
N
N
N
N
N
N
AMAL LTD
N/A
AMAL Ltd
02265QAA6
1867690.58000000
PA
USD
1890052.22000000
0.012581782589
Long
DBT
CORP
US
N
2
2021-08-21
Fixed
3.46500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAG6
39285000.00000000
PA
USD
39286534.47000000
0.261524327309
Long
DBT
UST
US
N
2
2022-08-31
Fixed
0.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94988HAE1
8200000.00000000
PA
USD
8513427.78000000
0.056672559779
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
3.53900000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117W59
4000000.00000000
PA
USD
4520360.00000000
0.030091330888
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
3.00800000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
890977.44000000
PA
USD
885408.83000000
0.005894028368
Long
LON
CORP
US
N
2
2025-08-01
Variable
3.00000000
N
N
N
N
N
N
BOC AVIATION LTD
254900H06V5RMEB3KE72
BOC Aviation Ltd
09681LAK6
3600000.00000000
PA
USD
3717395.53000000
0.024746121755
Long
DBT
CORP
SG
Y
2
2029-09-11
Fixed
3.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAH1
2700000.00000000
PA
USD
2727000.00000000
0.018153213313
Long
DBT
CORP
MX
Y
2
2025-09-18
Fixed
1.87500000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
1347941.32000000
0.008973034952
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAD8
2741180.32000000
PA
USD
2753363.22000000
0.018328709153
Long
ABS-CBDO
USGSE
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46642EAY2
1350000.00000000
PA
USD
1481189.90000000
0.009860049949
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.77480000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DCD9
1200786.33000000
PA
USD
1202270.74000000
0.008003328640
Long
ABS-O
CORP
US
Y
2
2023-03-25
Fixed
3.71000000
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
266224.35000000
0.001772213940
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
3.26400000
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
998766.00000000
0.006648629353
Long
DBT
MUN
US
N
2
2029-05-15
Fixed
2.75900000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace, Inc
443201AA6
275000.00000000
PA
USD
324500.00000000
0.002160145845
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBK1
1467000.00000000
PA
USD
1500343.30000000
0.009987551143
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.37885800
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
4600000.00000000
PA
USD
4952830.40000000
0.032970218832
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
Terrier Media Buyer, Inc
88145LAB0
990000.00000000
PA
USD
989693.10000000
0.006588232474
Long
LON
CORP
US
N
2
2026-12-17
Variable
4.39675000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022626
59000000.00000000
PA
USD
62076681.26000000
0.413234776931
Long
ABS-O
CORP
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
4675000.00000000
PA
USD
4722626.10000000
0.031437784742
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
5000000.00000000
PA
USD
4906250.00000000
0.032660140380
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCM2
4936000.00000000
PA
USD
5108318.62000000
0.034005279641
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410LS37
10131908.47000000
PA
USD
11074639.49000000
0.073722146325
Long
ABS-MBS
USGSE
US
N
2
2043-09-01
Fixed
3.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK8694128
900000.00000000
PA
767042.96000000
0.005106085248
Long
DBT
NUSS
N/A
N
2
2025-10-30
Fixed
2.75000000
N
N
N
N
N
N
GOLD FIELDS OROGEN HOLD
213800CLGJ2E9KGU2F20
Gold Fields Orogen Holdings BVI Ltd
38060AAC8
1850000.00000000
PA
USD
2243125.00000000
0.014932132971
Long
DBT
CORP
VG
Y
2
2029-05-15
Fixed
6.12500000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AJ3
6600000.00000000
PA
USD
7310485.71000000
0.048664762199
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Corp II
36250GAT2
1350000.00000000
PA
USD
1467843.80000000
0.009771207045
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.77700000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127962F5
135500000.00000000
PA
USD
135477416.22000000
0.901852011651
Long
STIV
UST
US
N
2
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
12525000.00000000
PA
USD
14309397.05000000
0.095255422454
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAW6
2816500.00000000
PA
USD
3078598.14000000
0.020493747246
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Fixed
3.39600000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KF7
400000.00000000
PA
504519.86000000
0.003358509952
Long
DBT
CORP
US
N
2
2032-02-11
Fixed
0.65000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDF6
4625000.00000000
PA
USD
5735204.98000000
0.038178364282
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BP3
1700000.00000000
PA
USD
1782539.57000000
0.011866087661
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
2375000.00000000
PA
USD
2464062.50000000
0.016402879420
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac Discount Notes
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
313397BH3
4792000.00000000
PA
USD
4791701.84000000
0.031897611160
Long
STIV
USGSE
US
N
2
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
3900000.00000000
PA
USD
3280485.00000000
0.021837676558
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAH6
3000000.00000000
PA
USD
3266625.00000000
0.021745412702
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
4.19900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
7732106.00000000
PA
USD
8524909.76000000
0.056748993527
Long
ABS-CBDO
USGSE
US
N
2
2033-10-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DGJ5
2804046.78000000
PA
USD
2935827.02000000
0.019543342187
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385GY6
14407000.00000000
PA
USD
14400476.80000000
0.095861726132
Long
STIV
USGSE
US
N
2
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
9100000.00000000
PA
USD
10032458.16000000
0.066784507896
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CN2
110409.91000000
PA
USD
123462.54000000
0.000821870856
Long
ABS-MBS
MUN
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GH8
12500000.00000000
PA
USD
12427250.00000000
0.082726263347
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBB2
2525000.00000000
PA
USD
2974593.02000000
0.019801401397
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
18200000.00000000
PA
USD
20654424.52000000
0.137493279858
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAH2
6775000.00000000
PA
USD
8185565.84000000
0.054490034023
Long
DBT
NUSS
SA
Y
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05529SAL3
3850000.00000000
PA
USD
3798112.40000000
0.025283441358
Long
ABS-MBS
USGSE
US
Y
2
2032-09-05
Fixed
3.82070000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
1305000.00000000
PA
USD
1446221.16000000
0.009627268505
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.95000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc
AR0149807
500000.00000000
PA
605174.91000000
0.004028554907
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.37500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AJ5
5775000.00000000
PA
USD
5899420.12000000
0.039271518834
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo plc
358070AB6
2600000.00000000
PA
USD
2853500.00000000
0.018995304066
Long
DBT
CORP
GB
Y
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CK8
3950000.00000000
PA
USD
4454895.44000000
0.029655543531
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
2.90000000
N
N
N
N
N
N
PAE INC
549300S7DE40ONNIOC81
PAE Holding Corp
69329HAB7
675000.00000000
PA
USD
675843.75000000
0.004498986344
Long
LON
CORP
US
N
2
2027-10-14
Variable
5.25000000
N
N
N
N
N
N
UBS-Barclays Commercial Mortga
N/A
UBS-Barclays Commercial Mortgage Trust
90270RBE3
4000000.00000000
PA
USD
4146106.80000000
0.027599985757
Long
ABS-MBS
USGSE
US
N
2
2045-12-10
Fixed
2.85020000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
175195.95000000
PA
USD
166884.99000000
0.001110927327
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.04800000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
1500000.00000000
PA
USD
1499999.40000000
0.009985261854
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.40300000
N
N
N
N
N
N
Verus Securitization Trust
N/A
VERUS A3 (Step Bond)
92538CAC5
3635952.62000000
PA
USD
3640929.88000000
0.024237101859
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Variable
1.73300000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAS8
6421000.00000000
PA
USD
6726464.44000000
0.044777023770
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZO2104248
24960.00000000
PA
USD
11824.80000000
0.000078715847
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XCT9
2684024.79000000
PA
USD
2820614.01000000
0.018776387164
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
6.04800000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326FAH0
6765000.00000000
PA
USD
7638045.57000000
0.050845277054
Long
ABS-MBS
USGSE
US
N
2
2050-10-12
Fixed
3.76400000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404121AJ4
4225000.00000000
PA
USD
4990781.25000000
0.033222851716
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.62500000
N
N
N
N
N
N
WISCONSIN ST GEN FUND ANNUAL A
549300VTAT608CNZ5827
State of Wisconsin
977100GH3
9900000.00000000
PA
USD
11207889.00000000
0.074609167513
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
3.15400000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918KAS7
1250000.00000000
PA
USD
1325000.00000000
0.008820318166
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
5250000.00000000
PA
USD
5545365.00000000
0.036914629169
Long
DBT
CORP
CL
Y
2
2025-01-09
Fixed
2.70400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
200474BF0
800979.00000000
PA
USD
864877.10000000
0.005757351846
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Variable
3.82900000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA, Inc
87901JAF2
975000.00000000
PA
USD
1041105.00000000
0.006930473467
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
BJ8145408
300000.00000000
PA
434816.84000000
0.002894507828
Long
DBT
CORP
CH
N
2
2028-06-09
Variable
2.25000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
QZ4675638
450000000.00000000
PA
4315609.74000000
0.028728340369
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
1975000.00000000
PA
USD
2080604.53000000
0.013850259572
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
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
2669075.00000000
0.017767615630
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
3.28500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2K9
7300000.00000000
PA
USD
7961759.97000000
0.053000193283
Long
DBT
CORP
FR
Y
2
2031-01-13
Fixed
3.05200000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AA7
1898595.63000000
PA
USD
1902135.56000000
0.012662219498
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
1.07900000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
17971.10000000
PA
USD
18484.38000000
0.000123047632
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
AX1032579
6225000.00000000
PA
1901994.69000000
0.012661281748
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZU5
9250000.00000000
PA
USD
9124763.70000000
0.060742127568
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AN9
4150000.00000000
PA
USD
4756503.08000000
0.031663298509
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652KAB0
2727308.75000000
PA
USD
2756230.22000000
0.018347794324
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
3.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
651870.78000000
PA
USD
675641.25000000
0.004497638333
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BAW8
3900000.00000000
PA
USD
4351388.96000000
0.028966517051
Long
DBT
CORP
CL
Y
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AS7
2875000.00000000
PA
USD
3285498.57000000
0.021871051111
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAE9
5950000.00000000
PA
USD
6350499.14000000
0.042274281457
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.74600000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AH6
1170000.00000000
PA
USD
1206950.06000000
0.008034478143
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.37500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AN6136328
1200000.00000000
PA
2136073.74000000
0.014219509444
Long
DBT
NUSS
FR
Y
2
2048-05-25
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BA3
25000000.00000000
PA
USD
24998979.25000000
0.166414302508
Long
STIV
USGSE
US
N
2
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAC4
10500000.00000000
PA
USD
10727611.65000000
0.071412036165
Long
ABS-O
CORP
US
Y
2
2022-10-20
Fixed
2.16000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2000000.00000000
PA
USD
1955804.80000000
0.013019487251
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
2.99680000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAK2
13775000.00000000
PA
USD
14769606.11000000
0.098318962327
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
19000000.00000000
PA
USD
20064603.44000000
0.133566933000
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AR7
3600000.00000000
PA
USD
4272359.69000000
0.028440431537
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
JPY210226
JPY210226
1.00000000
NC
USD
-388325.27000000
-0.00258502070
N/A
DFE
CORP
US
N
2
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
4017061504.00000000
JPY
38540335.72000000
USD
2021-02-26
-388325.27000000
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
3137G0JU4
4461807.13000000
PA
USD
4642466.15000000
0.030904172468
Long
ABS-CBDO
USGSE
US
N
2
2028-10-25
Variable
4.79800000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023MAA2
2450000.00000000
PA
USD
2679750.24000000
0.017838679036
Long
DBT
CORP
SG
Y
2
2028-12-11
Variable
4.52000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
3000000.00000000
PA
USD
3461250.00000000
0.023041000946
Long
DBT
NUSS
MX
N
2
2027-03-28
Fixed
4.15000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513YJJ8
4375000.00000000
PA
USD
5633250.00000000
0.037499665895
Long
DBT
NUSS
IL
N
2
2048-01-17
Fixed
4.12500000
N
N
N
N
N
N
PETROAMAZONAS EP
N/A
Petroamazonas EP
AQ3069400
364583.56000000
PA
USD
339062.71000000
0.002257087532
Long
DBT
CORP
EC
Y
2
2021-12-06
Fixed
4.62500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
3750000.00000000
PA
USD
4128486.04000000
0.027482687108
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBQ6
1481230.97000000
PA
USD
1449754.81000000
0.009650791462
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.39657000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
3850000.00000000
PA
USD
4650415.00000000
0.030957086721
Long
DBT
CORP
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAW1
79581000.00000000
PA
USD
79798604.69000000
0.531206854800
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
1341301.93000000
PA
USD
1363557.88000000
0.009076991954
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
3.50000000
N
N
N
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco, Inc
84850XAG7
989743.60000000
PA
USD
983250.88000000
0.006545347621
Long
LON
CORP
US
N
2
2022-11-14
Variable
4.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12638EAG9
2396066.96000000
PA
USD
2397138.00000000
0.015957373470
Long
ABS-O
CORP
US
Y
2
2036-05-25
Variable
0.79800000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management, Inc
94106LBC2
2225000.00000000
PA
USD
2786460.91000000
0.018549035309
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.10000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305XAD3
18715125.17000000
PA
USD
18809842.42000000
0.125214184759
Long
ABS-MBS
USGSE
US
Y
2
2044-07-10
Fixed
4.53700000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
5350000.00000000
PA
USD
5701220.65000000
0.037952135902
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PGN9
1910000.00000000
PA
USD
2288237.30000000
0.015232438510
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.26900000
N
N
N
N
N
N
Madison Park Funding Ltd
549300VE70J453FXBE45
Madison Park Funding X Ltd
55818HBG2
1000000.00000000
PA
USD
1000017.00000000
0.006656957065
Long
ABS-O
CORP
KY
Y
2
2029-01-20
Variable
2.01838000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
EK7723647
113000000.00000000
PA
1114979.66000000
0.007422245547
Long
DBT
NUSS
JP
N
2
2025-03-14
Fixed
0.45000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FU6
5775000.00000000
PA
USD
7538691.58000000
0.050183893052
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652NAA6
3483091.72000000
PA
USD
3565022.74000000
0.023731799877
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
2.34000000
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
3709580.00000000
0.024694094991
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
2.50400000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
GBP210226
GBP210226
1.00000000
NC
USD
-457810.31000000
-0.00304757176
N/A
DFE
CORP
US
N
2
Toronto Dominion bank
PT3QB789TSUIDF371261
14947463.36000000
GBP
19990251.71000000
USD
2021-02-26
-457810.31000000
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HM8
23495000.00000000
PA
USD
28449856.32000000
0.189386252478
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
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
3705073.50000000
0.024664095924
Long
DBT
CORP
MX
Y
2
2025-04-17
Fixed
5.37500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
ZQ5585729
425000.00000000
PA
519167.71000000
0.003456018403
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.87500000
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
4794526.80000000
0.031916416478
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
3.37850000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AXCE3
8161163.53000000
PA
USD
8436372.65000000
0.056159615807
Long
ABS-CBDO
USGSE
US
N
2
2045-03-25
Fixed
3.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
14018180.50000000
PA
USD
14294942.84000000
0.095159203034
Long
ABS-CBDO
USGSE
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
CCUBS Commercial Mortgage Trust
12508GAS5
7698000.00000000
PA
USD
8541696.18000000
0.056860738105
Long
ABS-MBS
USGSE
US
N
2
2050-11-15
Variable
3.46200000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
3390183.79000000
PA
USD
3480596.94000000
0.023169790505
Long
ABS-CBDO
USGSE
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond (Step Bond)
ZO2104214
198120.00000000
PA
USD
107234.43000000
0.000713842861
Long
DBT
NUSS
EC
Y
2
2035-07-31
Variable
0.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAC6
6000000.00000000
PA
USD
6762777.00000000
0.045018750814
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
549300FPK70TCB78NG05
Hertz Vehicle Financing II LP
42806DBQ1
3531002.93000000
PA
USD
3534864.43000000
0.023531040715
Long
ABS-O
CORP
US
Y
2
2024-02-25
Fixed
3.29000000
N
N
N
N
N
N
ARCONIC CORP
549300B4YFWH3U74B152
Arconic Corp
03966VAB3
250000.00000000
PA
USD
266875.00000000
0.001776545215
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Persero Tbk PT
69367PAA4
1500000.00000000
PA
USD
1657732.34000000
0.011035265414
Long
DBT
CORP
ID
Y
2
2024-05-16
Fixed
5.12500000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAE0
174057.37000000
PA
USD
172644.02000000
0.001149264291
Long
LON
CORP
US
N
2
2025-01-15
Variable
2.50000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
200000.00000000
PA
USD
227306.00000000
0.001513140559
Long
DBT
CORP
ID
Y
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
3000000.00000000
PA
USD
3000000.00000000
0.019970531697
Long
DBT
CORP
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AS3
525000.00000000
PA
USD
570034.50000000
0.003794630683
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.87500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67112FAD2
1798093.35000000
PA
USD
1793488.61000000
0.011938973711
Long
ABS-CBDO
USGSE
US
Y
2
2057-06-25
Variable
0.79800000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AQ1
8475000.00000000
PA
USD
8855019.59000000
0.058946483135
Long
DBT
CORP
CH
Y
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
Hologic, Inc
436440AP6
3500000.00000000
PA
USD
3561250.00000000
0.023706685336
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
MUFG AMERICAS HLDGS CORP
5493004K1ECE43Q0BX47
MUFG Americas Holdings Corp
908906AC4
5700000.00000000
PA
USD
5958264.32000000
0.039663235488
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
3.50000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
2350000.00000000
PA
USD
2662616.36000000
0.017724621472
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
3.62500000
N
N
N
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
536878AG6
5250000.00000000
PA
USD
5597158.35000000
0.037259409415
Long
DBT
NUSS
LT
Y
2
2022-02-01
Fixed
6.62500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
18265000.00000000
PA
USD
20434974.97000000
0.136032438460
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.24800000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
2350000.00000000
PA
USD
2588463.57000000
0.017230997924
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJQ4
6400000.00000000
PA
USD
7185289.60000000
0.047831351238
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
4475000.00000000
PA
USD
5258125.00000000
0.035002517327
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
5653827.79000000
PA
USD
5843948.49000000
0.038902252853
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELT1
896080.38000000
PA
USD
890424.05000000
0.005927413904
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.14800000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
424417.68000000
PA
USD
252952.94000000
0.001683868235
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.25917300
N
Y
N
N
N
N
GOLONDRINA LEASING LLC
N/A
Golondrina Leasing LLC
38173NAA8
399.15000000
PA
USD
410.80000000
0.000002734631
Long
DBT
CORP
US
N
2
2025-05-03
Fixed
1.82200000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CE4
25000000.00000000
PA
USD
24997277.75000000
0.166402975888
Long
STIV
USGSE
US
N
2
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50184BAA6
3608106.12000000
PA
USD
3882827.32000000
0.025847375357
Long
ABS-MBS
USGSE
US
Y
2
2036-02-15
Fixed
3.57460000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
ZP2414826
26500000.00000000
PA
1684678.96000000
0.011214644857
Long
STIV
NUSS
EG
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust
94989EAE7
1825000.00000000
PA
USD
1996244.86000000
0.013288690417
Long
ABS-MBS
USGSE
US
N
2
2050-04-15
Fixed
3.18400000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFN9
2325000.00000000
PA
USD
2314204.63000000
0.015405298972
Long
DBT
CORP
US
Y
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
Fannie Mae
N/A
Federal National Mortgage Association (FNMA)
3136AGEJ7
10116617.93000000
PA
USD
2294614.86000000
0.015274892931
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
5.80200000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AH8
900000.00000000
PA
USD
1003826.33000000
0.006682315180
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBJ3
4500000.00000000
PA
USD
4537171.22000000
0.030203240555
Long
DBT
NUSS
SE
Y
2
2021-05-29
Fixed
2.25000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AN8
5650000.00000000
PA
USD
6353935.31000000
0.042297155504
Long
DBT
CORP
GB
N
2
2027-06-12
Fixed
3.12500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2J2
11000000.00000000
PA
USD
11752096.84000000
0.078231874152
Long
DBT
CORP
FR
Y
2
2025-11-19
Fixed
2.81900000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XBM5
4108722.41000000
PA
USD
4405102.22000000
0.029324077838
Long
ABS-CBDO
USGSE
US
N
2
2028-08-25
Variable
6.89800000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
SoFi Professional Loan Program LLC
83406EAC9
18458666.91000000
PA
USD
18844381.06000000
0.125444103094
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBP5
5000000.00000000
PA
USD
6393348.60000000
0.042559523623
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
867914BS1
5000000.00000000
PA
USD
5660764.10000000
0.037682822964
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
9125000.00000000
PA
USD
9866267.82000000
0.065678204746
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918VAY0
987525.00000000
PA
USD
978094.14000000
0.006511020008
Long
LON
CORP
US
N
2
2026-08-12
Variable
1.89675000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
12786416.16000000
PA
USD
16047849.89000000
0.106828031636
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
9.58619200
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
842131.80000000
0.005605939935
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Variable
4.11870000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
21850000.00000000
PA
USD
22343417.14000000
0.148736640077
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
1105823.35000000
PA
USD
1238074.19000000
0.008241666618
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
775033.47000000
PA
USD
854108.54000000
0.005685667223
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
7759983.65000000
PA
USD
7908181.49000000
0.052643529705
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AH1
2800000.00000000
PA
USD
2882601.57000000
0.019189028675
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
2.87500000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30288LAN3
750000.00000000
PA
USD
829193.03000000
0.005519808563
Long
ABS-MBS
USGSE
US
Y
2
2049-03-25
Variable
4.02069900
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAE2
15500000.00000000
PA
USD
16669433.15000000
0.110965814368
Long
ABS-MBS
USGSE
US
Y
2
2034-10-10
Variable
3.53000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
JK7702612
750000.00000000
PA
1038445.00000000
0.006912766262
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
VITALITY RE IX LTD
N/A
Vitality Re IX Ltd
92849LAA3
7750000.00000000
PA
USD
7677150.00000000
0.051105589141
Long
DBT
CORP
KY
Y
2
2022-01-10
Variable
1.65830700
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AU7
11642000.00000000
PA
USD
13318620.07000000
0.088659974759
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
7025000.00000000
PA
USD
7744893.76000000
0.051556548776
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
19746285.39000000
PA
USD
21584033.27000000
0.143681540194
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802DAL0
4000000.00000000
PA
USD
4072348.64000000
0.027108989199
Long
DBT
NUSS
FR
Y
2
2022-02-12
Fixed
1.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust
95000LBB8
6000000.00000000
PA
USD
6631516.20000000
0.044144968158
Long
ABS-MBS
USGSE
US
N
2
2059-03-15
Fixed
3.74900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12595HAA6
5000000.00000000
PA
USD
5240873.00000000
0.034887673456
Long
ABS-MBS
USGSE
US
Y
2
2029-10-10
Fixed
3.24400000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
AT2820591
845000.00000000
PA
1156073.78000000
0.007695802689
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AC2
3275000.00000000
PA
USD
3546819.66000000
0.023610624815
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
KOREA HOUSING FINANCE CO
9884002AAOBT56QW9B80
Korea Housing Finance Corp
50065RAF4
5775000.00000000
PA
USD
6030842.78000000
0.040146378967
Long
DBT
NUSS
KR
Y
2
2022-10-31
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
2025000.00000000
PA
USD
2234160.29000000
0.014872456296
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
LIMA METRO LINE 2 FIN LT
5493009BVQNQT1UKQ352
Lima Metro Line 2 Finance Ltd
532522AB5
1350000.00000000
PA
USD
1497217.50000000
0.009966743180
Long
DBT
CORP
KY
Y
2
2036-04-05
Fixed
4.35000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
9925000.00000000
PA
USD
10005766.67000000
0.066606826814
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAA8
4491646.03000000
PA
USD
4596357.98000000
0.030597237577
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
2400000.00000000
PA
USD
2619004.08000000
0.017434301332
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
4.02300000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AY8
2500000.00000000
PA
USD
3003786.73000000
0.019995739368
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAU3
300000.00000000
PA
431358.12000000
0.002871483669
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2C0
1400000.00000000
PA
USD
1474926.92000000
0.009818358269
Long
DBT
NUSS
UZ
Y
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMF6
36093000.00000000
PA
USD
37113720.87000000
0.247060246352
Long
DBT
CORP
US
Y
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397669
400000.00000000
PA
530788.59000000
0.003533376787
Long
DBT
CORP
IE
N
2
2026-09-27
Fixed
1.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBN9
1300000.00000000
PA
USD
1426150.31000000
0.009493659990
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Variable
4.49000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAR6
7000000.00000000
PA
USD
7923633.83000000
0.052746393521
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AF6
5070000.00000000
PA
USD
5598897.33000000
0.037270985533
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
2.90000000
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
2923692.52000000
0.019462564715
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.37150000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
5125000.00000000
PA
USD
5661774.97000000
0.037689552168
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
WASHINGTON DC CONVENTION & SPO
N/A
Washington Convention & Sports Authority
93878LBE6
390000.00000000
PA
USD
409753.50000000
0.002727665086
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
3.96900000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAT5
1220000.00000000
PA
USD
1338363.55000000
0.008909277232
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.54890000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP
150190AF3
1825000.00000000
PA
USD
1902562.50000000
0.012665061571
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Front Range BidCo, Inc
98919VAA3
1325000.00000000
PA
USD
1328312.50000000
0.008842368961
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
61095323.56000000
PA
USD
66733700.39000000
0.444235826316
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBK5
8700000.00000000
PA
USD
10415151.32000000
0.069332036524
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
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
900189.00000000
0.005992417652
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
3.40300000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BQ1
2150000.00000000
PA
USD
2320263.51000000
0.015445631991
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
5000000.00000000
PA
USD
5342207.65000000
0.035562242403
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CF4
4375000.00000000
PA
USD
5473698.65000000
0.036437557464
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
1302493.01000000
0.008670492647
Long
DBT
NUSS
SN
Y
2
2028-03-13
Fixed
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QA9
22750000.00000000
PA
USD
30852910.27000000
0.205383007505
Long
DBT
UST
US
N
2
2039-02-15
Fixed
3.50000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAP5
11046000.00000000
PA
USD
11368504.54000000
0.075678360090
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc
35671DBC8
3000000.00000000
PA
USD
3735000.00000000
0.024863311963
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
EJ2182826
1000000.00000000
PA
1436452.62000000
0.009562240860
Long
DBT
CORP
GB
N
2
2022-06-08
Fixed
4.12500000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
7250000.00000000
PA
USD
8043931.55000000
0.053547196664
Long
ABS-MBS
USGSE
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
AT1203872
500000.00000000
PA
699724.18000000
0.004657954638
Long
DBT
CORP
GB
N
2
2023-06-27
Variable
2.17500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
27690953.70000000
PA
USD
29151180.48000000
0.194054857934
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EC3680336
530000000.00000000
PA
5154635.25000000
0.034313602216
Long
DBT
NUSS
JP
N
2
2021-03-22
Fixed
1.90000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
3050000.00000000
PA
USD
3278750.00000000
0.021826126934
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AB3
943904.02000000
PA
USD
938503.10000000
0.006247468635
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.74000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
3000000.00000000
PA
USD
3222962.25000000
0.021454756591
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
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
1338137.50000000
0.008907772453
Long
DBT
MUN
US
N
2
2025-05-15
Fixed
2.35900000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAW9
2680000.00000000
PA
USD
3404091.46000000
0.022660505468
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
PSEG POWER LLC
N/A
PSEG Power LLC
69362BBC5
9725000.00000000
PA
USD
10462495.47000000
0.069647199140
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAC6
945662.00000000
PA
USD
986092.36000000
0.006564262910
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YAZ0
1600000.00000000
PA
USD
1791826.06000000
0.011927906376
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
700000.00000000
PA
USD
758276.79000000
0.005047730223
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
20754FAK8
625784.81000000
PA
USD
625388.25000000
0.004163111956
Long
ABS-CBDO
USGSE
US
Y
2
2031-07-25
Variable
2.59800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
20000000.00000000
PA
USD
21003757.40000000
0.139818734309
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AK0
3000000.00000000
PA
USD
3397741.17000000
0.022618232578
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
5700000.00000000
PA
USD
6805800.00000000
0.045305148209
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMW9
5280000.00000000
PA
USD
5412433.59000000
0.036029725523
Long
DBT
CORP
SE
N
2
2022-11-14
Fixed
1.62500000
N
N
N
N
N
N
Bear Stearns Commercial Mortga
N/A
Bear Stearns Commercial Mortgage Securities Trust
07383F4C9
857474.34000000
PA
USD
851499.20000000
0.005668297254
Long
ABS-MBS
USGSE
US
N
2
2041-02-11
Variable
5.11659300
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BE6
1000000.00000000
PA
1252745.63000000
0.008339332104
Long
DBT
CORP
US
N
2
2023-06-23
Fixed
1.25000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
JK5970583
1450000.00000000
PA
1147143.51000000
0.007636355276
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Goldentree Loan Opportunities
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123HAN4
2000000.00000000
PA
USD
1998058.00000000
0.013300760207
Long
ABS-O
CORP
KY
Y
2
2029-10-29
Variable
1.32325000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
3250000.00000000
PA
USD
3379398.43000000
0.022496127821
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
1540716.40000000
PA
USD
1650552.53000000
0.010987470539
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.76644200
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BJ2
8000000.00000000
PA
USD
8966210.80000000
0.059686665663
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HAW7
500000.00000000
PA
USD
572152.11000000
0.003808727282
Long
DBT
CORP
IT
Y
2
2026-01-15
Fixed
5.71000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBP0
9676749.26000000
PA
USD
9831563.70000000
0.065447184836
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
2.74900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
23434.69000000
PA
USD
25529.37000000
0.000169945030
Long
ABS-MBS
USGSE
US
N
2
2024-07-01
Fixed
8.00000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
ZQ7314318
900000.00000000
PA
1069454.01000000
0.007119188402
Long
DBT
NUSS
MA
Y
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos, Inc
071734AH0
325000.00000000
PA
USD
334925.50000000
0.002229546771
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
5500000.00000000
PA
USD
5786168.30000000
0.038517619147
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XZ1
4000000.00000000
PA
USD
4041240.00000000
0.026901903839
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.09600000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CM3
2561000.00000000
PA
USD
3373651.04000000
0.022457868343
Long
DBT
CORP
US
N
2
2035-09-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
4662490.13000000
PA
USD
5095437.03000000
0.033919528907
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBK5
9131817.00000000
PA
USD
10075081.64000000
0.067068245749
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
3.91700000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
1757369.45000000
PA
USD
1965549.93000000
0.013084359060
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GB1
12500000.00000000
PA
USD
12501125.00000000
0.083218037690
Long
DBT
MUN
US
N
2
2021-06-15
Fixed
2.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12594JAE5
2247000.00000000
PA
USD
2255689.82000000
0.015015775016
Long
ABS-MBS
USGSE
US
Y
2
2029-08-10
Fixed
3.08600000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAE0
2000000.00000000
PA
USD
2159231.98000000
0.014373670233
Long
DBT
NUSS
AE
Y
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
ICBC STANDARD BANK PLC
F01VVKN4DRF2NWKGQ283
ICBC Standard Bank plc
85312EDG5
2000000000.00000000
PA
479129.73000000
0.003189491820
Long
DBT
CORP
GB
Y
3
2034-06-26
Fixed
14.25000000
N
N
N
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796C23
72160000.00000000
PA
USD
72150733.93000000
0.480296172988
Long
STIV
UST
US
N
2
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMX7
9590000.00000000
PA
USD
9994459.69000000
0.066531558013
Long
DBT
CORP
SE
N
2
2023-12-12
Fixed
1.75000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
SASOL Financing USA LLC
80386WAA3
1850000.00000000
PA
USD
1963775.00000000
0.013072543628
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591FAD6
7579.47000000
PA
USD
7595.81000000
0.000050564121
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAG8
4225000.00000000
PA
USD
4930741.25000000
0.032823174808
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group, Inc
74251VAS1
6000000.00000000
PA
USD
6264895.20000000
0.041704429391
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12653VAG1
1910000.00000000
PA
USD
1890836.59000000
0.012587004018
Long
ABS-MBS
USGSE
US
Y
2
2036-05-15
Variable
1.75900000
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
2725362.00000000
0.018142309402
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.33800000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850BAE7
1827635.90000000
PA
USD
1833719.37000000
0.012206783601
Long
ABS-CBDO
USGSE
US
Y
2
2047-03-25
Variable
3.50000000
N
N
N
N
N
N
MICHIGAN ST
N/A
State of Michigan
594612CX9
10500000.00000000
PA
USD
10635660.00000000
0.070799928385
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
1.77900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SQ2
10000000.00000000
PA
USD
9451562.50000000
0.062917576166
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
5500000.00000000
PA
USD
6098085.18000000
0.040594001127
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
2375000.00000000
PA
USD
2994342.53000000
0.019932870803
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAU7
7225000.00000000
PA
USD
8034554.96000000
0.053484778168
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.90000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
2500000.00000000
PA
USD
2982521.70000000
0.019854181383
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162TBA0
830000.00000000
PA
USD
974412.95000000
0.006486514901
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Fixed
4.24100000
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
1628581.96000000
0.010841215884
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Fixed
3.91400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JW7
724710.98000000
PA
USD
796125.17000000
0.005299680980
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03067DAD7
10000000.00000000
PA
USD
10091802.00000000
0.067179550576
Long
ABS-O
CORP
US
N
2
2024-08-19
Fixed
1.11000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
Chemours Co
16384YAF4
1714535.15000000
PA
USD
1678461.33000000
0.011173255064
Long
LON
CORP
US
N
2
2025-04-03
Variable
1.90000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investment Ltd
55377XAB2
4000000.00000000
PA
USD
4580788.32000000
0.030493592781
Long
DBT
CORP
MU
Y
2
2026-10-13
Fixed
6.50000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CQ2
6150000.00000000
PA
USD
7783094.49000000
0.051810845073
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.15000000
N
N
N
N
N
N
FirstKey Mortgage Trust
549300FDRDXQEPF84Y37
FirstKey Mortgage Trust
33766WAH7
1313157.44000000
PA
USD
1340396.26000000
0.008922808665
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TJU8
2560000.00000000
PA
USD
2592665.60000000
0.017258970182
Long
DBT
MUN
US
N
2
2021-11-01
Fixed
1.94100000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119BV0
5000000.00000000
PA
USD
6668507.45000000
0.044391213135
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBF9
1044527.34000000
PA
USD
1118390.78000000
0.007444952840
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Fixed
3.65100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
25710227.01000000
PA
USD
28084094.69000000
0.186951434403
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796B40
25000000.00000000
PA
USD
24989472.50000000
0.166351017557
Long
STIV
UST
US
N
2
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani LLC
17026YAH2
598500.00000000
PA
USD
596405.25000000
0.003970176649
Long
LON
CORP
US
N
2
2027-10-20
Variable
4.50000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
250000.00000000
PA
USD
287942.50000000
0.001916788274
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AT4
2175000.00000000
PA
USD
2432030.36000000
0.016189646464
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Cenovus Energy, Inc
15135UAS8
2000000.00000000
PA
USD
2254480.34000000
0.015007723697
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AG6
125000.00000000
PA
USD
132812.50000000
0.000884112080
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation, Inc
05329WAP7
2950000.00000000
PA
USD
3261783.23000000
0.021713181795
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.80000000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert LLC
04538FAC3
1745625.00000000
PA
USD
1748906.78000000
0.011642199428
Long
LON
CORP
US
N
2
2027-09-07
Variable
2.50146800
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya, Inc
053499AL3
2875000.00000000
PA
USD
3071247.50000000
0.020444815183
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
6.12500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
10300000.00000000
PA
USD
12997251.73000000
0.086520675885
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
OSLO KOMMUNE
5967007LIEEXZXGVU850
City of Oslo Norway
ZQ2600844
7000000.00000000
PA
854168.15000000
0.005686064038
Long
DBT
NUSS
NO
N
2
2024-10-31
Fixed
2.05000000
N
N
N
N
N
N
PROMIGAS/GASES PACIFICO
N/A
Promigas S.A. ESP
74348DAA5
3300000.00000000
PA
USD
3510408.00000000
0.023368238078
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
18228635.84000000
PA
USD
18568078.56000000
0.123604800483
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
CNT HOLDINGS I CORP
N/A
CNT Holdings I Corp
12656AAC3
975000.00000000
PA
USD
973323.00000000
0.006479259274
Long
LON
CORP
US
N
2
2027-11-08
Variable
4.50000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAD3
1425000.00000000
PA
USD
1592722.17000000
0.010602502860
Long
DBT
CORP
ID
Y
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc
72431HAB6
997448.98000000
PA
USD
994955.36000000
0.006623262518
Long
LON
CORP
US
N
2
2025-04-12
Variable
3.87988000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QQ4
19135000.00000000
PA
USD
29290751.81000000
0.194983962491
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
UNM SANDOVAL REGL MED CENTER I
N/A
UNM Sandoval Regional Medical Center
91528NAA9
11415000.00000000
PA
USD
11434747.95000000
0.076119332130
Long
DBT
MUN
US
N
2
2036-07-20
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAW0
990000.00000000
PA
USD
1066767.57000000
0.007101305190
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.40600000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
617458AS3
7075000.00000000
PA
USD
7078698.81000000
0.047121792988
Long
ABS-MBS
USGSE
US
Y
2
2047-09-15
Variable
5.56289500
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
5675000.00000000
PA
USD
7565417.98000000
0.050361806525
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
10000000.00000000
PA
USD
10938282.20000000
0.072814437131
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
ADANI TRANSMISSION LTD
549300PLH866JQ6LXE52
Adani Transmission Ltd
00652XAB4
1905875.00000000
PA
USD
2017579.73000000
0.013430713316
Long
DBT
CORP
IN
Y
2
2036-05-21
Fixed
4.25000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
11100000.00000000
PA
USD
12052252.79000000
0.080229965457
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RS9
52140000.00000000
PA
USD
62168803.13000000
0.413848017840
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
PRIMA CAPITAL LTD
N/A
Prima Capital CRE Securitization Ltd
74165GAC4
373038.18000000
PA
USD
370573.37000000
0.002466849077
Long
ABS-O
CORP
KY
Y
2
2049-08-24
Fixed
2.55000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648CAC8
171687.82000000
PA
USD
172106.52000000
0.001145686237
Long
ABS-CBDO
USGSE
US
Y
2
2047-01-25
Variable
3.50000000
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
Banco General S.A.
059597AE4
300000.00000000
PA
USD
339750.00000000
0.002261662714
Long
DBT
CORP
PA
Y
2
2027-08-07
Fixed
4.12500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AU2700592
3500000.00000000
PA
4605891.70000000
0.030660702063
Long
DBT
NUSS
IT
N
2
2023-10-01
Fixed
2.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
7100000.00000000
PA
USD
7249937.87000000
0.048261704679
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co
36164Q6M5
4825000.00000000
PA
USD
5368992.45000000
0.035740544635
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34529SAA7
17050000.00000000
PA
USD
17634552.43000000
0.117390462759
Long
ABS-O
CORP
US
Y
2
2029-03-15
Fixed
2.36000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
11950000.00000000
PA
USD
13030538.60000000
0.086742261383
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAR6
7175000.00000000
PA
USD
8772856.64000000
0.058399537203
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
11400000.00000000
PA
USD
12446148.13000000
0.082852065248
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
8500000.00000000
PA
USD
9636875.00000000
0.064151172551
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd
23330JAB7
1450000.00000000
PA
USD
1846430.00000000
0.012291396280
Long
DBT
CORP
AE
Y
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAA3
4000000.00000000
PA
USD
4095765.60000000
0.027264872247
Long
ABS-MBS
CORP
US
Y
2
2034-09-06
Fixed
2.93590000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBJ1
1250000.00000000
PA
USD
1588589.38000000
0.010574991522
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBBS6
3128125.88000000
PA
USD
3223813.12000000
0.021460420700
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
7000000.00000000
PA
USD
8229270.49000000
0.054780969056
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust, Inc
421946AM6
1850000.00000000
PA
USD
1857226.77000000
0.012363268693
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
4000000.00000000
PA
USD
4207317.72000000
0.028007457296
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAL1
5525000.00000000
PA
USD
6017795.63000000
0.040059526126
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Renaissance Home Equity Loan T
N/A
Renaissance Home Equity Loan Trust
759950AW8
12653.22000000
PA
USD
12207.27000000
0.000081261890
Long
ABS-O
CORP
US
N
2
2033-08-25
Variable
1.02800000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Regency Energy Partners LP
75886AAJ7
1200000.00000000
PA
USD
1298439.85000000
0.008643511394
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
4.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
3500000.00000000
PA
USD
5155392.80000000
0.034318645108
Long
DBT
NUSS
N/A
N
2
2036-02-15
Fixed
4.87500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
10600000.00000000
PA
USD
11647262.51000000
0.077534008382
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
5300000.00000000
PA
USD
5952442.08000000
0.039624477745
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
TAMKO BUILDING PRODUCTS INC
549300Z7I3THDPEWUY31
Tamko Building Products, Inc
87510EAB5
989974.92000000
PA
USD
985025.05000000
0.006557157994
Long
LON
CORP
US
N
2
2026-05-29
Variable
4.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZF0
77367901.16000000
PA
USD
81641126.08000000
0.543472232074
Long
ABS-MBS
MUN
US
N
2
2047-01-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBMJ4
5249187.45000000
PA
USD
5729437.92000000
0.038139973863
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
3852384.42000000
PA
USD
3997500.66000000
0.026610737880
Long
ABS-O
CORP
US
Y
2
2036-11-20
Fixed
2.89000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
EJ4558353
1750000.00000000
PA
USD
234395.00000000
0.001560330925
Long
DBT
NUSS
LB
N
3
2027-11-29
Fixed
6.75000000
Y
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AZ6944724
153000000.00000000
PA
1462858.27000000
0.009738019150
Long
DBT
NUSS
JP
N
2
2039-06-20
Fixed
0.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36187SB71
10605053.18000000
PA
USD
11439386.86000000
0.076150212630
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
3.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
313586752
1527061.00000000
NS
USD
13102183.38000000
0.087219189500
Long
EP
USGSE
US
N
1
N
N
N
SMB Private Education Loan Tru
549300QHI21JZK7YIR34
SMB Private Education Loan Trust
78449PAB5
4500040.62000000
PA
USD
4764920.21000000
0.031719330030
Long
ABS-O
CORP
US
Y
2
2036-02-15
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875BZ4
1445000.00000000
PA
USD
1289662.50000000
0.008585081945
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CY3
16850000.00000000
PA
USD
20079051.44000000
0.133663111081
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC
12513GBF5
600000.00000000
PA
USD
611820.00000000
0.004072790234
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
5829784.79000000
PA
USD
6778203.33000000
0.045121441485
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796B99
60000000.00000000
PA
USD
59994791.40000000
0.399375961118
Long
STIV
UST
US
N
2
N
N
N
Dryden Senior Loan Fund
5493008NBEE3C4AF3K95
Dryden 50 Senior Loan Fund
262431AB5
5920000.00000000
PA
USD
5920082.88000000
0.039409067602
Long
ABS-O
CORP
KY
Y
2
2030-07-15
Variable
1.45688000
N
N
N
N
N
N
MICHIGAN ST FIN AUTH REVENUE
54930022O46HOX5J1D14
Michigan Finance Authority
59447TJV6
3000000.00000000
PA
USD
3098340.00000000
0.020625165726
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
2.24400000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AT9
3250000.00000000
PA
USD
3313322.29000000
0.022056269272
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.60000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAL3
3000000.00000000
PA
USD
3180000.00000000
0.021168763599
Long
DBT
CORP
ID
Y
2
2030-02-05
Fixed
3.37500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
5493006MX7HG5PC85C29
CSAIL Commercial Mortgage Trust
12637UAX7
4170939.01000000
PA
USD
4431354.92000000
0.029498837964
Long
ABS-MBS
USGSE
US
N
2
2049-11-15
Fixed
3.31430000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03066PAF6
6190000.00000000
PA
USD
6211330.12000000
0.041347855015
Long
ABS-O
CORP
US
N
2
2026-09-18
Fixed
1.49000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179PAM8
375000.00000000
PA
USD
398437.50000000
0.002652336241
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TVJ2
35322.13000000
PA
USD
40246.26000000
0.000267913070
Long
ABS-MBS
USGSE
US
N
2
2044-02-20
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FPD4
662097.63000000
PA
USD
769380.06000000
0.005121642958
Long
ABS-MBS
USGSE
US
N
2
2045-02-20
Fixed
4.50000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan, Inc
628530BK2
5750000.00000000
PA
USD
6832822.58000000
0.045485033306
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBB3
3000000.00000000
PA
USD
3268830.00000000
0.021760091043
Long
DBT
CORP
CL
Y
2
2030-01-14
Fixed
3.15000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBD4
6425000.00000000
PA
USD
7704316.25000000
0.051286430626
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833DN7
36100000.00000000
PA
USD
38592641.10000000
0.256905187462
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAQ3
5950000.00000000
PA
USD
6303823.41000000
0.041963568408
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBS4
872111.00000000
PA
USD
996664.93000000
0.006634642858
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.63500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDB4
450000.00000000
PA
557831.08000000
0.003713394421
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.25000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281EAK3
720952.30000000
PA
USD
724808.39000000
0.004824936309
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
Russian Foreign Bond - Eurobond
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
AX8009109
3200000.00000000
PA
USD
4046656.00000000
0.026937957306
Long
DBT
NUSS
RU
Y
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MGN3
4940000.00000000
PA
USD
5552115.40000000
0.036959565528
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
3.20000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AT5
6000000.00000000
PA
USD
6530736.84000000
0.043474095691
Long
DBT
NUSS
JP
N
2
2026-04-20
Fixed
2.37500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
6950000.00000000
PA
USD
9504207.84000000
0.063268027976
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RGQ9
14855000.00000000
PA
USD
17744594.60000000
0.118122996307
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBJ1
3375000.00000000
PA
USD
3784747.48000000
0.025194473172
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
AM2027846
941000.00000000
PA
698434.69000000
0.004649370705
Long
DBT
NUSS
N/A
N
2
2022-01-25
Fixed
3.37500000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding, Inc
69352PAK9
4300000.00000000
PA
USD
4693116.71000000
0.031241345339
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.95000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc
718172AC3
1600000.00000000
PA
USD
2438366.05000000
0.016231822164
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.37500000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DC0
2800000.00000000
PA
USD
2792156.22000000
0.018586948098
Long
DBT
NUSS
KR
N
2
2025-09-21
Fixed
0.75000000
N
N
N
N
N
N
KAZTRANSGAS JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
3475000.00000000
PA
USD
3996623.18000000
0.026604896633
Long
DBT
CORP
KZ
Y
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
682696AA7
17350000.00000000
PA
USD
17660998.75000000
0.117566511783
Long
ABS-O
CORP
US
Y
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMG4
30978000.00000000
PA
USD
32173821.43000000
0.214176106902
Long
DBT
CORP
US
Y
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
SHEARER'S FOODS LLC
549300AQWIJSYS2CIH04
Shearer's Foods LLC
82087UAK3
997500.00000000
PA
USD
997190.78000000
0.006638143360
Long
LON
CORP
US
N
2
2027-09-15
Variable
4.75000000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AM5
1300000.00000000
PA
USD
1379445.72000000
0.009182754825
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust
92890FAU0
2185281.00000000
PA
USD
2393898.41000000
0.015935808026
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Fixed
3.99500000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BU1
3900000.00000000
PA
USD
4409145.39000000
0.029350992590
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
AZ1511809
1000000.00000000
PA
1344152.73000000
0.008947814900
Long
DBT
NUSS
UA
Y
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAG1
1050000.00000000
PA
USD
1221542.91000000
0.008131620468
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
ZAR210129
ZAR210129
1.00000000
NC
USD
-19426.43000000
-0.00012931871
N/A
DFE
CORP
US
N
2
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
6918754.28000000
ZAR
449435.41000000
USD
2021-01-29
-19426.43000000
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5T6
1815000.00000000
PA
USD
1949963.40000000
0.012980601963
Long
DBT
MUN
US
N
2
2023-11-01
Fixed
3.57300000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBE4
8000000.00000000
PA
USD
9012864.00000000
0.059997228733
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Variable
3.28300000
N
N
N
N
N
N
Australia and New Zealand Banking Group
JHE42UYNWWTJB8YTTU19
NZD210226
NZD210226
1.00000000
NC
USD
-87578.71000000
-0.00058299780
N/A
DFE
CORP
US
N
2
AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED
JHE42UYNWWTJB8YTTU19
4208282.44000000
NZD
2941130.72000000
USD
2021-02-26
-87578.71000000
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92939KAE8
3865000.00000000
PA
USD
4226525.14000000
0.028135318093
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
375000.00000000
PA
USD
392812.50000000
0.002614891494
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
10375000.00000000
PA
USD
10375661.61000000
0.069069159689
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CH0
430000.00000000
PA
541826.60000000
0.003606855096
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
1.40100000
N
N
N
N
N
N
CRESTWOOD MID PARTNER LP
N/A
Crestwood Midstream Partners LP
226373AP3
2375000.00000000
PA
USD
2416562.50000000
0.016086679335
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.75000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc
68235PAE8
3500000.00000000
PA
USD
3789173.54000000
0.025223936762
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
ASHLAND SERVICES BV
549300S52OPXPKGJS029
Ashland Services BV
ZP3343545
200000.00000000
PA
243317.81000000
0.001619728679
Long
DBT
CORP
NL
Y
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAL2
4767000.00000000
PA
USD
5239563.44000000
0.034878955920
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
3.37500000
N
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAP7
2028770.18000000
PA
USD
2021446.32000000
0.013456452602
Long
LON
CORP
US
N
2
2024-04-01
Variable
3.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
5300000.00000000
PA
USD
5286750.00000000
0.035193069484
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAM9
4300000.00000000
PA
USD
4867281.67000000
0.032400734290
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36291FQ68
795681.58000000
PA
USD
944257.43000000
0.006285774312
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAB4
987500.00000000
PA
USD
870027.00000000
0.005791633927
Long
LON
CORP
US
N
2
2026-08-24
Variable
3.40000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
JM Smucker Co
832696AS7
1550000.00000000
PA
USD
1639808.01000000
0.010915945947
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.37500000
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
785977.50000000
0.005232129525
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
3.45300000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
Molina Healthcare, Inc
60855RAJ9
500000.00000000
PA
USD
526250.00000000
0.003503164101
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SP4
2205000.00000000
PA
USD
2060296.88000000
0.013715074716
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEU4
10000000.00000000
PA
USD
11860644.40000000
0.078954458315
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBE2
3800000.00000000
PA
USD
4251258.36000000
0.028299963277
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Fixed
3.20300000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MBJ4
3750000.00000000
PA
USD
4400401.31000000
0.029292784614
Long
DBT
CORP
US
N
2
2029-05-21
Fixed
3.75000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
3499000.00000000
PA
USD
3633834.66000000
0.024189870087
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.14800000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FV1
3250000.00000000
PA
USD
3615090.60000000
0.024065093805
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRS1
14900000.00000000
PA
USD
16678499.61000000
0.111026168377
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
Boyd Gaming Corp
10330JAU2
321263.64000000
PA
USD
318083.13000000
0.002117429743
Long
LON
CORP
US
N
2
2023-09-15
Variable
2.35225000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
01881UAH8
149509.62000000
PA
USD
149416.92000000
0.000994645112
Long
LON
CORP
US
N
2
2027-11-05
Variable
4.25000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAF1
2425000.00000000
PA
USD
2860105.04000000
0.019039272786
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.70000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
472625.06000000
PA
USD
488365.46000000
0.003250972633
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AH9
4000000.00000000
PA
USD
4018953.24000000
0.026753544357
Long
DBT
NUSS
JP
Y
2
2021-04-13
Fixed
2.12500000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZS6405030
25000000.00000000
PA
935910.09000000
0.006230207372
Long
DBT
NUSS
UA
N
2
2022-05-11
Fixed
17.00000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69369EAE9
3000000.00000000
PA
USD
3217286.01000000
0.021416970747
Long
DBT
CORP
ID
Y
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBF2
3382775.00000000
PA
USD
3713064.75000000
0.024717292428
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
3.60300000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
74814ZFB4
650000.00000000
PA
571033.86000000
0.003801283267
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
2.75000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAV5
4750000.00000000
PA
USD
5218844.24000000
0.034741031440
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.60000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
QZ4138504
440000000.00000000
PA
4309381.69000000
0.028686881212
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.10000000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AK9
8000000.00000000
PA
USD
9663150.16000000
0.064326082190
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
3.52900000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
4200000.00000000
PA
USD
4925733.62000000
0.032789839797
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AJ8
3150000.00000000
PA
USD
3402259.21000000
0.022648308465
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
BG0763683
46900000.00000000
PA
2941084.75000000
0.019578342075
Long
STIV
NUSS
EG
N
2
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
525000.00000000
PA
USD
545343.75000000
0.003630268215
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp (FHLMC)
3132DMCM5
19710067.50000000
PA
USD
20715517.46000000
0.137899966023
Long
ABS-MBS
USGSE
US
N
2
2048-09-01
Fixed
3.00000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AP3
8525000.00000000
PA
USD
10022116.94000000
0.066715668009
Long
DBT
CORP
CH
Y
2
2031-04-01
Fixed
4.19400000
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
2696775.00000000
0.017952010206
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.70400000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
16955EAC4
4000000.00000000
PA
USD
3993320.00000000
0.026582907879
Long
DBT
NUSS
CN
Y
2
2030-10-21
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9VU2
24531389.57000000
PA
USD
26795890.24000000
0.178376058469
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
BM6607360
570000000.00000000
PA
804658.69000000
0.005356487291
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines, Inc
830867AA5
1275000.00000000
PA
USD
1362586.70000000
0.009070526961
Long
DBT
CORP
N/A
Y
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
15100000.00000000
PA
USD
15816257.63000000
0.105286358113
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AQ7062823
1225000.00000000
PA
1952209.11000000
0.012995551303
Long
DBT
NUSS
IT
Y
2
2038-09-01
Fixed
2.95000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
21800000.00000000
PA
538925.03000000
0.003587539798
Long
DBT
NUSS
UY
Y
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
N/A
NAK Naftogaz Ukraine via Kondor Finance plc
AZ6401204
1000000.00000000
PA
USD
1031752.41000000
0.006868214736
Long
DBT
CORP
GB
N
2
2022-07-19
Fixed
7.37500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
14025000.00000000
PA
USD
14539336.58000000
0.096786094011
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP
87612BBB7
600000.00000000
PA
USD
615000.00000000
0.004093958998
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.12500000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance Trust
21872UAA2
9835958.21000000
PA
USD
9978284.53000000
0.066423882498
Long
ABS-O
CORP
US
Y
2
2050-03-15
Fixed
1.83200000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDN8
7675000.00000000
PA
USD
7621209.84000000
0.050733204228
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251SAL2
2000000.00000000
PA
USD
1916235.00000000
0.012756077269
Long
ABS-MBS
USGSE
US
Y
2
2031-07-15
Variable
1.60863000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABC8
7150000.00000000
PA
USD
7871037.46000000
0.052396267696
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Fixed
3.80100000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBF7
5175000.00000000
PA
USD
5847397.32000000
0.038925211176
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDP3
7700000.00000000
PA
USD
7484552.69000000
0.049823498913
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
3675000.00000000
PA
USD
3965067.75000000
0.026394837061
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBC1
2000000.00000000
PA
USD
2190409.80000000
0.014581216114
Long
ABS-MBS
USGSE
US
N
2
2050-10-15
Fixed
3.36600000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
Mileage Plus Holdings LLC
599191AA1
1175000.00000000
PA
USD
1263125.00000000
0.008408425950
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
3283081.04000000
PA
USD
3352633.77000000
0.022317959658
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
9127963W7
27085000.00000000
PA
USD
27083717.25000000
0.180292077944
Long
STIV
UST
US
N
2
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H022614
226000000.00000000
PA
USD
239198158.18000000
1.592304799994
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBW1
3900000.00000000
PA
USD
3886311.00000000
0.025870565670
Long
DBT
CORP
MX
N
2
2026-01-23
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAX3
1325000.00000000
PA
USD
1564340.62000000
0.010413571312
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
PREGIS TOPCO LLC
549300LJXHJYHS1GM034
Pregis TopCo Corp
74045BAC1
495000.00000000
PA
USD
492525.00000000
0.003278662041
Long
LON
CORP
US
N
2
2026-07-31
Variable
3.89675000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government International Bond
BG0207897
26080000.00000000
PA
3158990.52000000
0.021028906770
Long
DBT
NUSS
NO
Y
2
2030-08-19
Fixed
1.37500000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings, Inc
98956PAF9
3745000.00000000
PA
USD
4135954.78000000
0.027532405344
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEE0
300000.00000000
PA
480960.24000000
0.003201677239
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
2.87500000
N
N
N
N
N
N
TRUSTEES SMITH COLLEGE
549300C7SRCL4TVMZB13
Smith College
898377AA4
15000000.00000000
PA
USD
19681514.70000000
0.131016771058
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.62000000
N
N
N
N
N
N
KKR Financial CLO Ltd
5493004Y6G18HN4CQ515
KKR Clo 32 Ltd
48254HAC8
5000000.00000000
PA
USD
5002605.00000000
0.033301560574
Long
ABS-O
CORP
KY
Y
2
2032-01-15
Variable
0.00000100
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software, Inc
44908XAT5
673278.06000000
PA
USD
674025.40000000
0.004486881871
Long
LON
CORP
US
N
2
2024-07-01
Variable
4.25000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UAH4
622196.31000000
PA
USD
370829.62000000
0.002468554893
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.25917300
N
Y
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive, Inc
398905AN9
550000.00000000
PA
USD
566929.00000000
0.003773957854
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCB3
9525000.00000000
PA
USD
11938341.82000000
0.079471677911
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
6600000.00000000
PA
USD
7006584.68000000
0.046641740481
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366JA9
1785000.00000000
PA
USD
1931102.25000000
0.012855046231
Long
DBT
MUN
US
N
2
2026-05-15
Fixed
2.45900000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
6150000.00000000
PA
USD
7741537.16000000
0.051534204414
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
92553PAU6
1150000.00000000
PA
USD
1597479.73000000
0.010634173194
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DUH3
195173045.64000000
PA
USD
205889819.97000000
1.370576391986
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SS8
49900000.00000000
PA
USD
49603718.75000000
0.330204212541
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust
94989YAZ6
3800000.00000000
PA
USD
4219463.76000000
0.028088311588
Long
ABS-MBS
USGSE
US
N
2
2059-01-15
Fixed
3.56000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17290YAN8
209693.19000000
PA
USD
209692.31000000
0.001395888974
Long
ABS-MBS
USGSE
US
N
2
2049-05-10
Fixed
1.50600000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
3500000.00000000
PA
USD
4078429.01000000
0.027149465273
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAF7
7000000.00000000
PA
USD
7940536.10000000
0.052858909294
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.45300000
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
Tyson Foods, Inc
902494BG7
2700000.00000000
PA
USD
2946457.30000000
0.019614106301
Long
DBT
CORP
US
N
2
2023-09-28
Fixed
3.90000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
13245000.00000000
PA
USD
15496827.09000000
0.103159958871
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
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
453539.07000000
0.003019138791
Long
ABS-O
CORP
US
N
2
2035-02-26
Variable
5.70000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAA5
5224000.00000000
PA
USD
5697316.29000000
0.037926145187
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.30000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBA2
5167000.00000000
PA
USD
5466446.77000000
0.036389282831
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.62200000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
9075000.00000000
PA
USD
10112601.11000000
0.067318007004
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
18000000.00000000
PA
USD
22694714.10000000
0.151075169102
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBF6
2000000.00000000
PA
USD
2088597.60000000
0.013903468191
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.65800000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAP4
3700000.00000000
PA
USD
3632493.54000000
0.024180942460
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AL7
3950000.00000000
PA
USD
4238256.23000000
0.028213410128
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
2500000.00000000
PA
USD
3043750.00000000
0.020261768618
Long
DBT
NUSS
BM
Y
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
8850000.00000000
PA
USD
10284361.98000000
0.068461392304
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABK8
2000000.00000000
PA
USD
2148651.80000000
0.014303239626
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Variable
4.47183500
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
13700000.00000000
PA
USD
14925876.69000000
0.099359231184
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AT2
3000000.00000000
PA
USD
3255000.00000000
0.021668026892
Long
DBT
CORP
CA
Y
2
2027-10-15
Fixed
6.87500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
10200000.00000000
PA
USD
11632271.86000000
0.077434217965
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAW6
375000.00000000
PA
475937.15000000
0.003168239313
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
1.10000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC
65409YBE4
530363.59000000
PA
USD
528226.22000000
0.003516319490
Long
LON
CORP
US
N
2
2023-10-04
Variable
2.14575000
N
N
N
N
N
N
COMM Mortgage Trust
549300BCCWSDWINK2593
COMM Mortgage Trust
12626LBP6
1500000.00000000
PA
USD
1629908.55000000
0.010850046787
Long
ABS-MBS
USGSE
US
N
2
2050-08-10
Variable
5.11202400
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAC8
9825000.00000000
PA
USD
10163745.27000000
0.067658465694
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RM2
35680000.00000000
PA
USD
46208387.32000000
0.307602021225
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BB9
1350000.00000000
PA
USD
1699779.55000000
0.011315167127
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.30000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CR0
3000000.00000000
PA
USD
3896351.19000000
0.025937401648
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29134WAB3
4000000.00000000
PA
USD
4438831.92000000
0.029548611186
Long
DBT
NUSS
AE
Y
2
2026-05-03
Fixed
3.12500000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAD4
4850000.00000000
PA
USD
5173017.28000000
0.034435968521
Long
DBT
CORP
IN
Y
2
2027-07-30
Fixed
4.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX47
425000.00000000
PA
USD
454948.65000000
0.003028522145
Long
DBT
NUSS
EG
Y
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
BANISTMO SA
549300E94AMW3HSSMU17
Banistmo S.A.
06034LAB6
2750000.00000000
PA
USD
2954435.00000000
0.019667212605
Long
DBT
CORP
PA
Y
2
2027-07-31
Fixed
4.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TYF7
276728.21000000
PA
USD
311920.51000000
0.002076406144
Long
ABS-MBS
USGSE
US
N
2
2044-10-20
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
6575000.00000000
PA
USD
7651209.94000000
0.050932910211
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines, Inc
247361ZT8
4575000.00000000
PA
USD
4432144.98000000
0.029504097270
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252724AA7
3203075.06000000
PA
USD
3345172.76000000
0.022268292879
Long
ABS-O
CORP
US
Y
2
2031-01-21
Fixed
3.70000000
N
N
N
N
N
N
PACKERS HOLDINGS LLC
549300X0L6OJNRPME518
Packers Holdings LLC
69519UAC6
595408.17000000
PA
USD
592431.13000000
0.003943721553
Long
LON
CORP
US
N
2
2024-12-04
Variable
4.00000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2D5
3000000.00000000
PA
USD
3153978.60000000
0.020995543201
Long
DBT
NUSS
BH
Y
2
2032-09-16
Fixed
5.45000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 7 Ltd
67098WAA9
9500000.00000000
PA
USD
9508322.00000000
0.063295415297
Long
ABS-O
CORP
KY
Y
2
2032-10-19
Variable
1.47475000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFR0
2525000.00000000
PA
USD
2510849.47000000
0.016714332976
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EB5
6150000.00000000
PA
USD
7835119.25000000
0.052157165779
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
2920100.35000000
PA
USD
2890899.35000000
0.019244265701
Long
LON
CORP
US
N
2
2025-03-06
Variable
2.53000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities
30711XAM6
650171.82000000
PA
USD
651621.12000000
0.004337740077
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.04800000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAA5
1200000.00000000
PA
USD
1235821.08000000
0.008226668016
Long
ABS-MBS
USGSE
US
Y
2
2032-11-15
Variable
3.79040000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
3445000.00000000
PA
USD
3702686.00000000
0.024648202709
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA, Inc
87901JAE5
675000.00000000
PA
USD
690187.50000000
0.004594470448
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
92872KAA5
3026285.46000000
PA
USD
3033097.02000000
0.020190853393
Long
ABS-O
CORP
US
Y
2
2049-02-25
Variable
3.96720000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
4025000.00000000
PA
USD
4711533.22000000
0.031363941171
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings plc
03512TAE1
5825000.00000000
PA
USD
6257856.27000000
0.041657572333
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
SWITCH LTD
N/A
Switch Ltd
87105NAA8
1525000.00000000
PA
USD
1547875.00000000
0.010303962250
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
3.75000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
N/A
PPL Electric Utilities Corp
69351UAP8
2000000.00000000
PA
USD
2023856.00000000
0.013472493466
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.00000000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta plc
03718NAA4
1570000.00000000
PA
USD
1573925.00000000
0.010477373034
Long
DBT
CORP
GB
Y
2
2030-10-14
Fixed
2.37500000
N
N
N
N
N
N
Social Professional Loan Progr
549300E92LV3L3L4EW68
SoFi Professional Loan Program LLC
78470RAC1
4296455.74000000
PA
USD
4350932.65000000
0.028963479467
Long
ABS-O
CORP
US
Y
2
2036-01-25
Fixed
2.49000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAA7
7185355.62000000
PA
USD
7438926.82000000
0.049519774618
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot Finance S.A.
13323AAB6
100000.00000000
PA
USD
104375.00000000
0.000694808081
Long
DBT
CORP
LU
Y
2
2026-11-01
Fixed
4.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAG5
29085000.00000000
PA
USD
32858671.14000000
0.218735044516
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
124857AT0
2500000.00000000
PA
USD
2809910.90000000
0.018705138232
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.37500000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet, Inc
02079KAF4
6100000.00000000
PA
USD
5809627.50000000
0.038673783380
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.05000000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAG2
1950000.00000000
PA
USD
2120235.00000000
0.014114073424
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796UC1
25000000.00000000
PA
USD
24999041.75000000
0.166414718560
Long
STIV
UST
US
N
2
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
16955EAD2
2000000.00000000
PA
USD
1978340.00000000
0.013169500559
Long
DBT
NUSS
CN
Y
2
2050-10-21
Fixed
2.25000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
026657AR7
425000.00000000
PA
558090.56000000
0.003715121739
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
PLN210129
PLN210129
1.00000000
NC
USD
-3269.71000000
-0.00002176594
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
3802662.52000000
PLN
1014836.26000000
USD
2021-01-29
-3269.71000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
6450000.00000000
PA
USD
7362970.99000000
0.049014148515
Long
DBT
CORP
GB
N
2
2028-03-13
Fixed
4.04100000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96949LAD7
5075000.00000000
PA
USD
5788605.75000000
0.038533844872
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
N
N
N
N
N
N
DH EUROPE FINANCE SA
2221002WRBW5MJ8VL618
DH Europe Finance Sarl
23290YAE6
500000.00000000
PA
652504.54000000
0.004343620866
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
1.20000000
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
1720719.00000000
0.011454557777
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
4.35300000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone, Inc
053332BA9
6525000.00000000
PA
USD
6479298.38000000
0.043131677892
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SN9
9930000.00000000
PA
USD
8988201.56000000
0.059833054719
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
Y
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
156830AA9
2850000.00000000
PA
USD
3070875.00000000
0.020442335509
Long
DBT
CORP
PE
Y
2
2027-08-16
Fixed
4.12500000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AN6
6650000.00000000
PA
USD
7161983.50000000
0.047676206168
Long
DBT
NUSS
JP
Y
2
2023-09-27
Fixed
3.37500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAF8
4875000.00000000
PA
USD
4946834.10000000
0.032930302399
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
3.20000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918KAT5
4325000.00000000
PA
USD
4391432.00000000
0.029233077318
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBH8
5000000.00000000
PA
USD
5544168.50000000
0.036906664255
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.02800000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
AZ1871211
200000.00000000
PA
317029.79000000
0.002110417823
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
3.00000000
N
N
N
N
N
N
UK TSY 0 5/8% 2050
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BJ7876565
950000.00000000
PA
1256654.03000000
0.008365349713
Long
DBT
NUSS
GB
N
2
2050-10-22
Fixed
0.62500000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government International Bond
AZ4234946
19025000.00000000
PA
1273449.72000000
0.008477155999
Long
DBT
NUSS
EG
N
2
2024-07-02
Fixed
15.90000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAC9
3120818.82000000
PA
USD
3169114.43000000
0.021096300059
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
2050000.00000000
PA
USD
2412273.72000000
0.016058129596
Long
DBT
NUSS
QA
Y
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
NY & PRESBYTERIAN HOSPIT
19EOSPKL8HML7MY3UE63
New York and Presbyterian Hospital
649322AC8
5000000.00000000
PA
USD
5545497.30000000
0.036915509869
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
3.56300000
N
N
N
N
N
N
Vericrest Opportunity Loan Tra
N/A
VOLT LXXV LLC (Step Bond)
92870DAB1
1642000.00000000
PA
USD
1639897.75000000
0.010916543332
Long
ABS-O
CORP
US
Y
2
2049-10-25
Variable
3.96710000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785GL4
10000000.00000000
PA
USD
10065599.30000000
0.067005123292
Long
DBT
NUSS
N/A
N
2
2021-04-15
Fixed
2.50000000
N
N
N
N
N
N
VIRGINIA ST PORT AUTH PORT FAC
N/A
Virginia Port Authority
928077KC9
2160000.00000000
PA
USD
2343988.80000000
0.015603567543
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.22800000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BF0
3375000.00000000
PA
USD
3953271.59000000
0.026316311866
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.60000000
N
N
N
N
N
N
WESTERN AUST TREAS CORP
213800FKHP5ME5Y3CF47
Western Australian Treasury Corp
AX2380290
2735000.00000000
PA
2423558.53000000
0.016133250814
Long
DBT
NUSS
AU
N
2
2029-07-24
Fixed
2.75000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
74275BAA6
24000000.00000000
PA
USD
24623660.64000000
0.163915865108
Long
DBT
CORP
US
Y
2
2021-11-08
Fixed
3.26600000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624XAM0
1140000.00000000
PA
USD
1184830.27000000
0.007887230154
Long
ABS-MBS
USGSE
US
Y
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
OI SA
254900YEMWCRRAGD4978
Oi S.A.
AT8014322
398000.00000000
PA
USD
423376.48000000
0.002818351137
Long
DBT
CORP
BR
N
2
2025-07-27
Fixed
10.00000000
N
N
Y
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055H400
178800.00000000
NS
USD
4747140.00000000
0.031600969947
Long
EP
CORP
US
N
1
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
BM7280605
100000.00000000
PA
125397.45000000
0.000834751250
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAR7
3075000.00000000
PA
USD
3532987.36000000
0.023518545353
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.70000000
N
N
N
N
N
N
MEGLOBAL CANADA ULC
635400MHHHT7LMKMQL03
MEGlobal Canada ULC
58518N2B7
3500000.00000000
PA
USD
3933300.00000000
0.026183364108
Long
DBT
CORP
CA
Y
2
2025-05-18
Fixed
5.00000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
3000000.00000000
PA
USD
2989228.20000000
0.019898825506
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09990000
N
Y
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AX0999661
1550000.00000000
PA
2990647.05000000
0.019908270569
Long
DBT
NUSS
IT
Y
2
2049-09-01
Fixed
3.85000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
6350000.00000000
PA
USD
6923945.19000000
0.046091622296
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BN1
8925000.00000000
PA
USD
10088242.73000000
0.067155857071
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
BK6709004
800000.00000000
PA
USD
878021.88000000
0.005844854595
Long
DBT
CORP
IL
Y
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAJ6
4075000.00000000
PA
USD
4906373.68000000
0.032660963699
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.20000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
CP5073947
12200000.00000000
PA
982477.03000000
0.006540196223
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BV4
2500000.00000000
PA
USD
2750025.00000000
0.018306487144
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power & Light Co
976826BK2
4125000.00000000
PA
USD
5030403.59000000
0.033486611448
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.10000000
N
N
N
N
N
N
321 Henderson Receivables LLC
N/A
JG Wentworth XXII LLC
46616MAA8
5653908.22000000
PA
USD
5930069.41000000
0.039475546374
Long
ABS-O
CORP
US
Y
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp
0258M0EL9
2775000.00000000
PA
USD
3155643.39000000
0.021006625448
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.30000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc
AQ4025203
400000.00000000
PA
493688.03000000
0.003286404150
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAJ7
9600000.00000000
PA
USD
10616590.18000000
0.070672983570
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
3.00000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
BJ9478998
2350000.00000000
PA
3177794.59000000
0.021154082529
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83406TAA0
12052118.59000000
PA
USD
12141351.27000000
0.080823080130
Long
ABS-O
CORP
US
Y
2
2046-05-15
Fixed
2.06000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214CX9
4650000.00000000
PA
USD
5161779.79000000
0.034361162304
Long
DBT
CORP
AU
N
2
2026-05-13
Fixed
2.85000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc
26442EAD2
1450000.00000000
PA
USD
1566455.78000000
0.010427651602
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.80000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAF5
1500000.00000000
PA
USD
1616250.00000000
0.010759123952
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
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31297U5N6
624407.28000000
PA
USD
688095.58000000
0.004580544863
Long
ABS-MBS
MUN
US
N
2
2034-10-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
4575000.00000000
PA
USD
5015277.92000000
0.033385922224
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc
09951LAA1
925000.00000000
PA
USD
952750.00000000
0.006342308025
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
275000.00000000
PA
USD
270875.00000000
0.001803172591
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
BANCO INTERNAC DEL PERU
5493001TRCGXJLRLHN14
Banco Internacional del Peru SAA Interbank
05968DAB6
3800000.00000000
PA
USD
3947250.00000000
0.026276227081
Long
DBT
CORP
PE
Y
2
2023-01-18
Fixed
3.37500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
7250000.00000000
PA
USD
7798640.85000000
0.051914334764
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDFL0
812065.82000000
PA
USD
873232.80000000
0.005812974437
Long
ABS-MBS
MUN
US
N
2
2045-05-01
Fixed
4.50000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
BG1390940
31700000.00000000
PA
359945.64000000
0.002396101937
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AHP6
39821056.71000000
PA
USD
43542801.56000000
0.289857632921
Long
ABS-MBS
MUN
US
N
2
2045-10-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VED2
400000.00000000
PA
557393.71000000
0.003710482917
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
1.87500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796A41
50000000.00000000
PA
USD
49982760.50000000
0.332727434302
Long
STIV
UST
US
N
2
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659T2B6
5700000.00000000
PA
USD
5823972.95000000
0.038769278801
Long
DBT
CORP
FR
Y
2
2035-08-12
Variable
2.58800000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
2600000.00000000
PA
USD
3025100.00000000
0.020137618479
Long
DBT
CORP
LU
Y
2
2049-04-02
Variable
5.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690KAC6
1361249.14000000
PA
USD
1385157.03000000
0.009220774124
Long
ABS-MBS
USGSE
US
N
2
2046-02-15
Fixed
2.46900000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000XAD9
10000000.00000000
PA
USD
10910468.00000000
0.072629282343
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
3.21200000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR210226
EUR210226
1.00000000
NC
USD
-2273539.94000000
-0.01513460047
N/A
DFE
CORP
US
N
2
Toronto Dominion bank
PT3QB789TSUIDF371261
77069074.20000000
EUR
91998124.56000000
USD
2021-02-26
-2273539.94000000
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAA0
5800000.00000000
PA
USD
5944152.50000000
0.039569295305
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
3.90000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAC8
850000.00000000
PA
USD
867160.04000000
0.005772549021
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.20000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
92553PAP7
2250000.00000000
PA
USD
2654285.58000000
0.017669164770
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
4525000.00000000
PA
USD
5219258.08000000
0.034743786308
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CV35
31879224.08000000
PA
USD
34120581.87000000
0.227135387260
Long
ABS-MBS
USGSE
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBB3
1700000.00000000
PA
USD
1973524.14000000
0.013137442131
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46640JAV9
150000.00000000
PA
USD
160017.75000000
0.001065213182
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Variable
4.07765300
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AA4
500000.00000000
PA
670494.08000000
0.004463374425
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
7175000.00000000
PA
USD
7302418.67000000
0.048611061173
Long
DBT
CORP
SA
Y
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDB1
17600000.00000000
PA
USD
18032352.80000000
0.120038557725
Long
ABS-O
CORP
US
N
2
2025-01-15
Fixed
1.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
10059663.43000000
PA
USD
11088360.19000000
0.073813482883
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
4851802.19000000
PA
USD
5324907.92000000
0.035447080801
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
5742622.35000000
PA
USD
5839243.12000000
0.038870929939
Long
ABS-CBDO
USGSE
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
AN2901261
300000.00000000
PA
398636.64000000
0.002653661885
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.77600000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216DD9
25000000.00000000
PA
USD
25075613.25000000
0.166924443083
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.00000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P3N6
3750000.00000000
PA
USD
4233000.00000000
0.028178420225
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.61200000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
ZR9973440
375000.00000000
PA
470900.30000000
0.003134709789
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
3.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFU3
11300000.00000000
PA
USD
11373827.76000000
0.075713795935
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBE4
1600000.00000000
PA
USD
1680249.12000000
0.011185156103
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
4.11800000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
Staples, Inc
855030AN2
3000000.00000000
PA
USD
3132810.00000000
0.020854627136
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ZO8080129
105000000.00000000
PA
1005233.22000000
0.006691680627
Long
DBT
NUSS
JP
N
2
2050-09-20
Fixed
0.60000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CE7
500000.00000000
PA
USD
511367.92000000
0.003404096418
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes
89613GAB2
1275000.00000000
PA
USD
1308504.71000000
0.008710511595
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.04900000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAU4
2975000.00000000
PA
USD
3355207.14000000
0.022335090180
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.35000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BH5574455
17000000.00000000
PA
2498471.53000000
0.016631934961
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
AZ6421871
18900000.00000000
PA
2929493.18000000
0.019501178803
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
3000000.00000000
PA
USD
2883780.00000000
0.019196873299
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.15000000
N
N
N
N
N
N
NOBLE ENERGY INC
02VFQXG2D1LR5ZH3K186
Noble Energy, Inc
655044AJ4
3465000.00000000
PA
USD
4863655.25000000
0.032376593779
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
5.05000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAD4
12000000.00000000
PA
USD
13040173.20000000
0.086806397411
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.23000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593FBB9
4412598.99000000
PA
USD
4671618.55000000
0.031098235444
Long
ABS-MBS
USGSE
US
N
2
2048-07-10
Fixed
3.42100000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AL7975124
93000000.00000000
PA
946320.12000000
0.006299505317
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
0.60000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AF0
950000.00000000
PA
USD
1018875.00000000
0.006782491827
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
4489470.27000000
PA
USD
4576646.80000000
0.030466023329
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
2.12437500
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
21200000.00000000
PA
USD
21293789.86000000
0.141749435121
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
VITALITY RE X LTD
N/A
Vitality Re X Ltd
92850FAA2
3500000.00000000
PA
USD
3484250.00000000
0.023194108355
Long
DBT
CORP
KY
Y
2
2023-01-10
Variable
1.80830700
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ0637715
9700000.00000000
PA
1482593.28000000
0.009869392031
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile-CODELCO
21987BBA5
2000000.00000000
PA
USD
2196397.26000000
0.014621073700
Long
DBT
CORP
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna, Inc
00817YAF5
1925000.00000000
PA
USD
2827668.88000000
0.018823350332
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
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
7405771.80000000
0.049299066826
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
2.71300000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCB9
150000.00000000
PA
186994.22000000
0.001244791332
Long
DBT
CORP
US
N
2
2024-06-12
Fixed
0.80000000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
05604LAG7
2500000.00000000
PA
USD
2460007.50000000
0.016375885918
Long
ABS-MBS
USGSE
US
Y
2
2035-01-10
Fixed
3.34240000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
EK7289029
3000000.00000000
PA
3854151.80000000
0.025656486896
Long
DBT
NUSS
FR
N
2
2025-05-25
Fixed
0.50000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
9161127.99000000
PA
USD
9228041.78000000
0.061429633625
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
1500000.00000000
PA
USD
1689847.05000000
0.011249048025
Long
ABS-MBS
USGSE
US
N
2
2052-08-15
Fixed
3.41880000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
4286443.09000000
PA
USD
4601757.23000000
0.030633179542
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAC6
2550000.00000000
PA
USD
2736593.37000000
0.018217074879
Long
DBT
CORP
SG
Y
2
2029-04-15
Variable
3.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBE7
3225000.00000000
PA
USD
3589757.98000000
0.023896458508
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DG3
1325000.00000000
PA
USD
1664805.21000000
0.011082348405
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.45000000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No 1
13509PGU1
1300000.00000000
PA
1086213.37000000
0.007230752845
Long
DBT
NUSS
CA
Y
2
2023-12-15
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
29863914.75000000
PA
USD
31345778.92000000
0.208663957171
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AEK0
24149716.74000000
PA
USD
26534462.63000000
0.176635775678
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings, Inc
737446AQ7
2050000.00000000
PA
USD
2156518.00000000
0.014355603691
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320QAG4
2500000.00000000
PA
USD
2596154.50000000
0.017282195244
Long
ABS-MBS
USGSE
US
Y
2
2035-05-10
Variable
3.51757800
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series
14576AAA0
10000000.00000000
PA
USD
9981319.00000000
0.066444082491
Long
ABS-O
CORP
US
Y
2
2050-12-15
Fixed
2.01000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAE6
725000.00000000
PA
USD
778352.75000000
0.005181372755
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
31592052.00000000
PA
USD
33858764.04000000
0.225392506836
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
ILLUMINATE BUYER LLC
549300K1Y0YC1YC1H809
Illuminate Buyer LLC
45232UAB4
2000000.00000000
PA
USD
1999160.00000000
0.013308096049
Long
LON
CORP
US
N
2
2027-06-30
Variable
4.14675000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAF0
7850000.00000000
PA
USD
9044322.08000000
0.060206640261
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.95000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBF4
1125000.00000000
PA
USD
1232092.88000000
0.008201849971
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBJ4
1805000.00000000
PA
USD
1906837.02000000
0.012693516383
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
4.10626700
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond (Step Bond)
ZO2104560
90800.00000000
PA
USD
46081.91000000
0.000306760081
Long
DBT
NUSS
EC
Y
2
2040-07-31
Variable
0.50000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
5750000.00000000
PA
USD
6171216.83000000
0.041080827105
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
9736361.76000000
PA
USD
10822540.93000000
0.072043965564
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
AMHERST COLLEGE
549300AS419G4Y35BP63
Amherst College
898361AQ3
9820000.00000000
PA
USD
12331240.61000000
0.082087143824
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
4.10000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AJ8
1675000.00000000
PA
USD
1926797.79000000
0.012826392113
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAJ2
5700000.00000000
PA
USD
6281074.07000000
0.041812129603
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAE7
27208.42000000
PA
USD
27184.86000000
0.000180965369
Long
ABS-CBDO
USGSE
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202TX35
468093.34000000
PA
USD
539494.73000000
0.003591332202
Long
ABS-MBS
USGSE
US
N
2
2044-09-20
Fixed
4.50000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AN9
4100000.00000000
PA
USD
5293100.00000000
0.035235340443
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
United States Cash Management Bill
254900HROIFWPRGM1V77
United States Cash Management Bill
912796D97
28760000.00000000
PA
USD
28753225.29000000
0.191405732355
Long
STIV
UST
US
N
2
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom OAO Via Gaz Capital S.A.
368266AV4
300000.00000000
PA
USD
339827.03000000
0.002262175491
Long
DBT
CORP
LU
Y
2
2027-03-23
Fixed
4.95000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAA3
3628182.47000000
PA
USD
3710257.40000000
0.024698604337
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co
824348BL9
8200000.00000000
PA
USD
8558472.35000000
0.056972414450
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBV0
26000000.00000000
PA
USD
28760514.64000000
0.191454256420
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAK0
1000000.00000000
PA
USD
1020000.00000000
0.006789980777
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
REYNOLDS GROUP HOLDINGS
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc
76173FAW7
1775000.00000000
PA
USD
1759468.75000000
0.011712508814
Long
LON
CORP
US
N
2
2026-02-05
Variable
3.39675000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries USA, Inc
D6000EAB8
1901521.40000000
PA
USD
1885130.29000000
0.012549018070
Long
LON
CORP
US
N
2
2026-03-01
Variable
2.75388000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DJ7
5575000.00000000
PA
USD
6407057.15000000
0.042650779301
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.70000000
N
N
N
N
N
N
OREGON ST DEPT OF ADMIN SVCS L
N/A
Oregon State Lottery
68607VZ73
2350000.00000000
PA
USD
2493115.00000000
0.016596277377
Long
DBT
MUN
US
N
2
2024-04-01
Fixed
2.50500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc
366651AE7
900000.00000000
PA
USD
945000.00000000
0.006290717484
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
7000000.00000000
PA
USD
8669947.44000000
0.057714486722
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
721152.29000000
PA
USD
725610.67000000
0.004830276961
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
1.648
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691JAS3
6000000.00000000
PA
USD
6512325.60000000
0.043351534940
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.30400000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBE4
3000000.00000000
PA
USD
3067785.00000000
0.020421765861
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.15087800
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAF3
1250000.00000000
PA
USD
1501459.61000000
0.009994982244
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
1250000.00000000
PA
USD
1409475.00000000
0.009382655054
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
EI8047355
14300000.00000000
PA
844303.27000000
0.005620395072
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.75000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAF1
2400000.00000000
PA
USD
2577024.00000000
0.017154846492
Long
DBT
CORP
MX
Y
2
N/A
Variable
5.95000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
3900000.00000000
PA
USD
4064713.93000000
0.027058166127
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385BS4
59500000.00000000
PA
USD
59495107.91000000
0.396049646126
Long
STIV
USGSE
US
N
2
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
1833000.00000000
PA
USD
2016912.66000000
0.013426272736
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374FY45
6639.91000000
PA
USD
7248.06000000
0.000048249203
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
9.00000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
C7052BAF1
1615251.52000000
PA
USD
1615526.11000000
0.010754305129
Long
LON
CORP
CA
N
2
2025-05-31
Variable
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
2418000.00000000
PA
USD
2716168.88000000
0.018081112238
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
Orange Lake Timeshare Trust
N/A
Orange Lake Timeshare Trust
68504WAA5
1045279.00000000
PA
USD
1072100.44000000
0.007136805273
Long
ABS-O
CORP
US
Y
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
15010000.00000000
PA
USD
14954279.88000000
0.099548306786
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.65900000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
10650000.00000000
PA
USD
11458498.80000000
0.076277437831
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAL3
10000000.00000000
PA
USD
10509664.50000000
0.069961196010
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
5350000.00000000
PA
USD
6061690.12000000
0.040351724894
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
3.80300000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AP4
450000.00000000
PA
USD
499455.00000000
0.003324793969
Long
DBT
NUSS
GT
Y
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652WAB4
377979.32000000
PA
USD
378621.39000000
0.002520423490
Long
ABS-O
CORP
US
Y
2
2033-07-20
Fixed
2.78000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AE1
2700000.00000000
PA
USD
2756307.26000000
0.018348307168
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.37500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BC6
5500000.00000000
PA
USD
5758048.29000000
0.038330428630
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
4000000.00000000
PA
USD
5221780.36000000
0.034760576732
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
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
1035350.00000000
0.006892163331
Long
DBT
MUN
US
N
2
2023-05-15
Fixed
2.03700000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
725000.00000000
PA
USD
832268.94000000
0.005540284415
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBC5
2140000.00000000
PA
USD
2180396.01000000
0.014514555877
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
2.00000000
N
N
N
N
N
N
TEXAS ST A & M UNIV PERM UNIV
N/A
Permanent University Fund
882117V84
2750000.00000000
PA
USD
2843390.00000000
0.018928003374
Long
DBT
MUN
US
N
2
2022-07-01
Fixed
2.50800000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FAD7
267116.77000000
PA
USD
267904.28000000
0.001783396971
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
5925000.00000000
PA
USD
6770473.03000000
0.045069982084
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
6975000.00000000
PA
USD
8280575.55000000
0.055122498832
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust
92348CAC5
440000.00000000
PA
USD
441042.14000000
0.002935948678
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.77000000
N
N
N
N
N
N
LOS ANGELES CNTY CA REDEV REFU
N/A
Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy
54465AGY2
4805000.00000000
PA
USD
5153314.45000000
0.034304809857
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967HQ7
4000000.00000000
PA
USD
4336000.00000000
0.028864075147
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
PROVINCIA DE MENDOZA
529900FD2SD2M48A6753
Provincia de Mendoza Argentina (Step Bond)
586805AJ2
2000000.00000000
PA
USD
1340000.00000000
0.008920170825
Long
DBT
NUSS
AR
Y
2
2029-03-19
Variable
2.75000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766TAD2
875000.00000000
PA
USD
975870.00000000
0.006496214255
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.87500000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
Arterra Wines Canada, Inc
N/A
350000.00000000
PA
USD
351533.00000000
0.002340100306
Long
LON
CORP
CA
N
2
2027-11-19
Variable
4.25000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020414
137000000.00000000
PA
USD
143208793.42000000
0.953318582798
Long
ABS-O
CORP
US
N
2
2036-01-25
Fixed
2.00000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCV0
3000000.00000000
PA
USD
2997466.11000000
0.019953663987
Long
DBT
NUSS
NO
Y
2
2030-06-14
Fixed
1.12500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co
842587DF1
20000000.00000000
PA
USD
21181497.20000000
0.141001920412
Long
DBT
CORP
US
N
2
2051-01-15
Variable
4.00000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKW1
19355000.00000000
PA
USD
22831932.20000000
0.151988608573
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.80700000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
Presidio Holdings, Inc
74101XAE0
175000.00000000
PA
USD
185636.50000000
0.001235753202
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXM1
3500000.00000000
PA
USD
3535145.11000000
0.023532909158
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
EJ7498649
15100000.00000000
PA
841187.36000000
0.005599652945
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
1400000.00000000
PA
USD
1960000.00000000
0.013047414042
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333P6N3
815000.00000000
PA
USD
824396.95000000
0.005487881807
Long
DBT
MUN
US
N
2
2021-10-01
Fixed
1.88500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
17450000.00000000
PA
USD
18699263.82000000
0.124478080280
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385FU5
40766000.00000000
PA
USD
40750712.75000000
0.271271133560
Long
STIV
USGSE
US
N
2
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCQ1
2600000.00000000
PA
USD
2792753.70000000
0.018590925429
Long
DBT
NUSS
NO
Y
2
2024-02-05
Fixed
2.75000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AZ4598605
122000000.00000000
PA
1195594.86000000
0.007958888349
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
ALPHA 3 BV
549300RVASWYF4HCO804
Atotech Alpha 3 BV
N0287GAB9
982871.96000000
PA
USD
978576.81000000
0.006514233067
Long
LON
CORP
NL
N
2
2024-01-31
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
400647.90000000
PA
USD
442878.84000000
0.002948175304
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAB1
3500000.00000000
PA
USD
3812874.73000000
0.025381711885
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc
410346AR1
540000.00000000
PA
USD
535950.00000000
0.003567735487
Long
LON
CORP
US
N
2
2024-12-16
Variable
1.89550000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BT3
4100000.00000000
PA
USD
3433750.00000000
0.022857937739
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
1700000.00000000
PA
USD
1918538.23000000
0.012771409511
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO Ltd
00140LAC8
8000000.00000000
PA
USD
8004072.00000000
0.053281857862
Long
ABS-O
CORP
KY
Y
2
2032-01-17
Variable
0.00000100
N
N
N
N
N
N
RETAIL PPTYS OF AMERICA
549300OVTYLM7DH6CM14
Retail Properties of America, Inc
76131VAB9
5700000.00000000
PA
USD
6048744.64000000
0.040265548854
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
COMM Mortgage Trust
549300C72XVZH4MIKU63
COMM Mortgage Trust
12625UBF9
2000000.00000000
PA
USD
2160316.00000000
0.014380886385
Long
ABS-MBS
USGSE
US
N
2
2045-07-10
Variable
4.21917500
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
5000000.00000000
PA
USD
5408822.10000000
0.036005684398
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Laurel Road Prime Student Loan
N/A
Laurel Road Prime Student Loan Trust
51889CAA0
4092104.54000000
PA
USD
4094374.84000000
0.027255614174
Long
ABS-O
CORP
US
Y
2
2050-11-25
Fixed
0.72000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBJ2
4100000.00000000
PA
USD
4900972.97000000
0.032625012015
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
3.95100000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABD6
4000000.00000000
PA
USD
4355848.00000000
0.028996200184
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.18300000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12635QBG4
1352000.00000000
PA
USD
1512242.42000000
0.010066761727
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.61200000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co
191216CV0
3375000.00000000
PA
USD
3463439.58000000
0.023055576638
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont, Inc
26078JAD2
4000000.00000000
PA
USD
4925585.24000000
0.032788852055
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
6250000.00000000
PA
USD
7076101.81000000
0.047104505164
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YGGZ9
407318.61000000
PA
USD
447142.21000000
0.002976555892
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
1327762.29000000
PA
USD
1277990.19000000
0.008507381199
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.22800000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
6275000.00000000
PA
USD
6510913.02000000
0.043342131615
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017BT5
6665000.00000000
PA
USD
8678735.11000000
0.057772984870
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
3976499.30000000
PA
USD
4351384.61000000
0.028966488094
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
AQ8505259
7500000.00000000
PA
1957518.32000000
0.013030893886
Long
DBT
NUSS
RO
N
2
2023-06-28
Fixed
4.25000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
3917392.47000000
PA
USD
4038443.03000000
0.026883284846
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
2.92800000
N
N
N
N
N
N
TULLOW OIL JERSEY LTD
213800HMZ337SNR8NF94
Tullow Oil Jersey Ltd
LW7654699
400000.00000000
PA
USD
346000.00000000
0.002303267989
Long
DBT
CORP
JE
N
2
2021-07-12
Fixed
6.62500000
N
N
N
N
N
TULLOW OIL PLC
TULLOW OIL PLC
GBP
XXXX
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
2536621.01000000
PA
USD
2628958.07000000
0.017500563489
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810PT9
4500000.00000000
PA
USD
6852832.02000000
0.045618233024
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DD8
3350000.00000000
PA
USD
3291742.66000000
0.021912617044
Long
DBT
NUSS
KR
N
2
2030-09-21
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAR2
23505000.00000000
PA
USD
23507754.55000000
0.156487452461
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.12500000
N
N
N
N
N
N
CAMELOT FINANCE SA
N/A
Camelot US Acquisition
N/A
1000000.00000000
PA
USD
999060.00000000
0.006650586465
Long
LON
CORP
LU
N
2
2026-10-31
Variable
4.00000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
QZ0167556
3345000.00000000
PA
4371854.29000000
0.029102751558
Long
DBT
NUSS
IT
N
2
2026-12-01
Fixed
1.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46635TCG5
10882252.65000000
PA
USD
10913240.95000000
0.072647741439
Long
ABS-MBS
USGSE
US
Y
2
2046-02-15
Fixed
4.71710000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAD5
5200000.00000000
PA
USD
5336968.00000000
0.035527362871
Long
DBT
CORP
GB
Y
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZP4
4520000.00000000
PA
USD
4703421.60000000
0.031309943383
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
3.05000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
2750000.00000000
PA
USD
2707626.08000000
0.018024244152
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937FAF8
8000000.00000000
PA
USD
8374052.00000000
0.055744756968
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.56000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
3600000.00000000
PA
USD
3926614.18000000
0.026138857648
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
Morgan Stanley
I7331LVCZKQKX5T7XV54
EUR210226
EUR210226
1.00000000
NC
USD
2351.95000000
0.000015656564
N/A
DFE
CORP
US
N
2
Morgan Stanley capital Services
I7331LVCZKQKX5T7XV54
485054.08000000
USD
398464.71000000
EUR
2021-02-26
2351.95000000
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
4325000.00000000
PA
USD
4498000.00000000
0.029942483858
Long
DBT
CORP
BM
Y
2
2025-06-17
Fixed
2.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
1994283.08000000
PA
USD
2056644.91000000
0.013690764122
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03066EAG9
4120000.00000000
PA
USD
4246090.54000000
0.028265561906
Long
ABS-O
CORP
US
N
2
2026-03-18
Fixed
2.13000000
N
N
N
N
N
N
NFP CORP
VO2L9FZNXDJNQNEYH039
NFP Corp
62910PAF0
1985000.00000000
PA
USD
1940694.80000000
0.012918902339
Long
LON
CORP
US
N
2
2027-02-15
Variable
3.39675000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AZ8693857
28000000000.00010000
PA
2157295.37000000
0.014360778522
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
1825000.00000000
PA
USD
2268694.00000000
0.015102341813
Long
DBT
CORP
AE
Y
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAM4
7075000.00000000
PA
USD
7562857.62000000
0.050344762608
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
Sabre GLBL, Inc
78571YBB5
96032.38000000
PA
USD
93563.39000000
0.000622836881
Long
LON
CORP
US
N
2
2024-02-22
Variable
2.14675000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AR0
600000.00000000
PA
USD
792000.00000000
0.005272220368
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
GBP210226
GBP210226
1.00000000
NC
USD
-3163.68000000
-0.00002106012
N/A
DFE
CORP
US
N
2
Toronto Dominion bank
PT3QB789TSUIDF371261
79490.35000000
GBP
105578.76000000
USD
2021-02-26
-3163.68000000
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CB0
20000000.00000000
PA
USD
19997955.60000000
0.133123268733
Long
STIV
USGSE
US
N
2
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CN3
13350000.00000000
PA
USD
13809636.76000000
0.091928596216
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
78471HAB4
5500000.00000000
PA
USD
5732351.35000000
0.038159368112
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
3.69000000
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
1746256.00000000
0.011624553600
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
2.55900000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKH4
12650000.00000000
PA
USD
12825131.28000000
0.085374896918
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
91911UAH3
1714285.72000000
PA
USD
1696525.72000000
0.011293506889
Long
LON
CORP
US
N
2
2025-11-27
Variable
2.89800000
N
N
N
N
N
N
ALERA GROUP INTERMEDIATE
549300BPCKH0Q3R2H875
Alera Group Intermediate Holdings, Inc
01449KAB8
773057.62000000
PA
USD
763394.40000000
0.005081797354
Long
LON
CORP
US
N
2
2025-08-01
Variable
4.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK8589658
375000.00000000
PA
453534.32000000
0.003019107171
Long
DBT
CORP
MX
N
2
2022-04-21
Fixed
1.87500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AK5
2300000.00000000
PA
USD
2670502.54000000
0.017777118541
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CER8
6000000.00000000
PA
USD
6404820.00000000
0.042635886942
Long
DBT
MUN
US
N
2
2046-07-01
Fixed
3.87900000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YAZ3
3500000.00000000
PA
USD
3912114.85000000
0.026042337872
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Fixed
4.10580000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Upjohn, Inc
91533BAD2
11200000.00000000
PA
USD
11878140.96000000
0.079070930184
Long
DBT
CORP
US
Y
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc
65339KBR0
17000000.00000000
PA
USD
17813249.74000000
0.118580022857
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAD3
2000000.00000000
PA
USD
2279262.40000000
0.015172694002
Long
ABS-MBS
USGSE
US
N
2
2050-03-10
Fixed
3.67400000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BB9
3475000.00000000
PA
USD
3710952.29000000
0.024703230112
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.62500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBD7
1445000.00000000
PA
USD
1588408.01000000
0.010573784170
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Fixed
3.30900000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
AS1597283
1250000.00000000
PA
1529336.82000000
0.010180556480
Long
DBT
NUSS
IT
N
2
2021-04-15
Fixed
0.05000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDE9
5775000.00000000
PA
USD
6484504.31000000
0.043166332955
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
442537.62000000
PA
USD
435762.37000000
0.002900802074
Long
LON
CORP
CA
N
2
2026-11-19
Variable
1.89675000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia Government International Bond
62987BAB8
3075000.00000000
PA
USD
3301885.40000000
0.021980135681
Long
DBT
NUSS
NA
Y
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Ingersoll-Rand Global Holding Co Ltd
45687AAP7
1000000.00000000
PA
USD
1153555.56000000
0.007679039292
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A0TF3
909607.53000000
PA
USD
1081703.78000000
0.007200733208
Long
ABS-MBS
USGSE
US
N
2
2045-08-20
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257HBA3
2000000.00000000
PA
USD
1988293.80000000
0.013235761452
Long
ABS-MBS
USGSE
US
Y
2
2052-07-10
Variable
3.54969000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
2475000.00000000
PA
USD
2927126.12000000
0.019485421654
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AB6
2000000.00000000
PA
USD
2675000.00000000
0.017807057430
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
205997.27000000
PA
USD
209943.81000000
0.001397563170
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
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
920745.80000000
0.006129261061
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
3.75000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
AR1346840
96000000.00000000
PA
1181006.77000000
0.007861777711
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
5.87500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
BK2909228
400000.00000000
PA
524116.09000000
0.003488958996
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.37500000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAB9
1438452.16000000
PA
USD
1451820.59000000
0.009664543037
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.73100000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp
11134LAH2
19975000.00000000
PA
USD
22444492.67000000
0.149409484102
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAB2
2350000.00000000
PA
USD
2508625.00000000
0.016699525026
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP
92564RAC9
775000.00000000
PA
USD
792650.63000000
0.005276551510
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
3.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AV4
5550000.00000000
PA
USD
5764060.34000000
0.038370449909
Long
DBT
CORP
NL
N
2
2023-01-06
Fixed
2.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDX3
48650000.00000000
PA
859561.56000000
0.005721967126
Long
DBT
NUSS
DO
Y
2
2023-02-15
Fixed
8.90000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
8455000.00000000
PA
USD
9453783.74000000
0.062932362614
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAV1
11000000.00000000
PA
USD
11898848.50000000
0.079208777045
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
296464AA8
3000000.00000000
PA
USD
2985000.00000000
0.019870679039
Long
DBT
CORP
ZA
Y
2
2021-01-26
Fixed
5.75000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HK9
4200000.00000000
PA
USD
6058036.91000000
0.040327406045
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.90000000
N
N
N
N
N
N
Freddie Mac - STACR
5493005LAQ76UDHPEE03
Structured Agency Credit Risk Debt Note (STACR)
35565CAH9
2945535.61000000
PA
USD
2936849.81000000
0.019550150740
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
2.19800000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBT2
7500000.00000000
PA
USD
8219493.00000000
0.054715881832
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.44600000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
2150000.00000000
PA
USD
2386414.19000000
0.015885986741
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
ZO8190688
500000.00000000
PA
687401.16000000
0.004575922218
Long
DBT
NUSS
N/A
N
2
2025-12-15
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac
N/A
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJZM5
62541377.32000000
PA
USD
66141016.96000000
0.440290425240
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
3.00000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAP4
500000.00000000
PA
USD
528022.51000000
0.003514963424
Long
DBT
NUSS
SA
Y
2
2027-02-03
Fixed
2.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
AP8870838
400000.00000000
PA
494002.06000000
0.003288494599
Long
DBT
CORP
GB
N
2
2023-11-14
Fixed
0.62500000
N
N
N
N
N
N
WEINGARTEN REALTY INVEST
549300JMKTJNB8GWHU88
Weingarten Realty Investors
948741AJ2
4800000.00000000
PA
USD
4974658.42000000
0.033115524554
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
5125000.00000000
PA
USD
5803875.23000000
0.038635491416
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385CG9
91550000.00000000
PA
USD
91539624.64000000
0.609364991825
Long
STIV
USGSE
US
N
2
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92936CAJ8
30000000.00000000
PA
USD
30170790.00000000
0.200842239347
Long
ABS-MBS
USGSE
US
Y
2
2044-06-15
Variable
4.90200000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814HZ9
1475000.00000000
PA
1806142.08000000
0.012023205886
Long
DBT
NUSS
CA
N
2
2045-02-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YLR37
358252.87000000
PA
USD
393277.78000000
0.002617988790
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AW3
12150000.00000000
PA
USD
13773069.05000000
0.091685170679
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148LAC0
13575000.00000000
PA
USD
14979583.53000000
0.099716749235
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBG3
4725000.00000000
PA
USD
5345015.30000000
0.035580932491
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS35V1-5 Year Index
N/A
1.00000000
NC
USD
-4590659.72000000
-0.03055930515
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS35V1-5Y
2I65BRYO2
Y
Credit Event as Specified in Contract
2025-12-20
0.00000000
USD
1852700.00000000
USD
48500000.00000000
USD
-2663862.50000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAD2
15000000.00000000
PA
USD
16307554.50000000
0.108556844685
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.26100000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AM9
6669000.00000000
PA
USD
6851702.79000000
0.045610715917
Long
DBT
CORP
LU
N
2
2022-02-03
Fixed
3.50000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
23500000.00000000
PA
1234111.66000000
0.008215288674
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust
78448PAB6
1177328.67000000
PA
USD
1190039.93000000
0.007921910047
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
2.49000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BM1
4750000.00000000
PA
USD
5440301.26000000
0.036215236252
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.87500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
AV7149728
400000.00000000
PA
601211.60000000
0.004002171771
Long
DBT
CORP
JP
Y
2
2030-11-21
Fixed
3.00000000
N
N
N
N
N
N
GEORGIA ST
N/A
State of Georgia
373384ZQ2
3245000.00000000
PA
USD
3379472.80000000
0.022496622891
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAN0
750000.00000000
PA
USD
703157.78000000
0.004680811578
Long
DBT
NUSS
AE
Y
2
2070-09-02
Fixed
2.70000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
233050AG8
4840000.00000000
PA
USD
4851939.80000000
0.032298605857
Long
ABS-MBS
USGSE
US
Y
2
2046-11-10
Variable
5.56488300
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QBA6
2500000.00000000
PA
USD
2666755.50000000
0.017752175080
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
3.65417700
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
23450000.00000000
PA
USD
27276384.10000000
0.181574631089
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
549300T9OLE6UGS5GU41
OBX Trust
67097XAR1
1435076.25000000
PA
USD
1432961.52000000
0.009539001152
Long
ABS-CBDO
USGSE
US
Y
2
2058-07-25
Variable
0.89800000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
721209.09000000
PA
USD
711517.12000000
0.004736458399
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.62800000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83405DAC2
2040948.29000000
PA
USD
2078746.65000000
0.013837891955
Long
ABS-O
CORP
US
Y
2
2040-07-25
Fixed
2.63000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162TBB8
5921744.00000000
PA
USD
7209834.06000000
0.047994739876
Long
ABS-MBS
USGSE
US
N
2
2053-05-15
Variable
4.51000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MG3
5000000.00000000
PA
USD
5196875.00000000
0.034594785638
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262DAD0
624511.82000000
PA
USD
637074.50000000
0.004240905498
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
4550000.00000000
PA
USD
4755237.67000000
0.031654874873
Long
DBT
CORP
GB
Y
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
N
PFS Financing Corp.
N/A
PFS Financing Corp
69335PDP7
20500000.00000000
PA
USD
20785294.40000000
0.138364460220
Long
ABS-O
CORP
US
Y
2
2025-06-15
Fixed
1.27000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CZW4
5680000.00000000
PA
USD
6288839.20000000
0.041863820861
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.99800000
N
N
N
N
N
N
2020-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer