0001752724-22-044211.txt : 20220224
0001752724-22-044211.hdr.sgml : 20220224
20220224154107
ACCESSION NUMBER: 0001752724-22-044211
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20211231
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: 22670567
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
2021-12-31
2021-12-31
N
16675545285.00
3050305702.00
13625239583.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
3030024669.00000000
0.00000000
0.00000000
103338626.00000000
USD
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030625
77550000.00000000
PA
USD
80094938.19000000
0.587842420693
Long
ABS-O
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
2850000.00000000
PA
4068061.20000000
0.029856804904
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HE6
2040000.00000000
PA
USD
2126276.27000000
0.015605422987
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
1550000.00000000
PA
USD
1329450.50000000
0.009757263289
Long
DBT
CORP
CL
Y
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
13200000.00000000
PA
USD
13130789.10000000
0.096371069440
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
05352TAA7
1500000.00000000
PA
USD
1563750.00000000
0.011476862410
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
3313770.43000000
PA
USD
3739340.70000000
0.027444219804
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
6178659.53000000
0.045347162465
Long
DBT
CORP
N/A
Y
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SB3
25571000.00000000
PA
USD
25570872.15000000
0.187672825818
Long
STIV
USGSE
US
N
2
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDN6
550000.00000000
PA
643503.38000000
0.004722877539
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.25000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAM2
4230000.00000000
PA
USD
4163236.64000000
0.030555327960
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS37V1-5 Year Index
N/A
1.00000000
NC
USD
923487.50000000
0.006777770727
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS37V1-5Y
2I65BYDZ5
Y
Credit Event as Specified in Contract
2026-12-20
770670.29000000
USD
0.00000000
USD
37500000.00000000
USD
153266.14000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAC3
3000000.00000000
PA
USD
3201120.00000000
0.023494045594
Long
DBT
CORP
ID
Y
2
2027-05-15
Fixed
4.12500000
N
N
N
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding Ltd
12551MAC3
2000000.00000000
PA
USD
2000054.00000000
0.014679037295
Long
ABS-O
CORP
KY
Y
2
2030-11-16
Variable
1.72225000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CR97
5121458.92000000
PA
USD
5484298.61000000
0.040251025140
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
8981264.20000000
0.065916376334
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBE4
9000000.00000000
PA
USD
9249687.90000000
0.067886423894
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
26013961.57000000
0.190924801076
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
68269LAA4
17005000.00000000
PA
USD
17389440.54000000
0.127626677197
Long
ABS-O
CORP
US
Y
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
New Residential Mortgage Loan
549300RCJSGOC0A85G53
New Residential Mortgage Loan Trust
64829CAD0
288871.63000000
PA
USD
298943.60000000
0.002194042887
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
2740000.00000000
PA
USD
2819948.82000000
0.020696508144
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
3.13125600
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
CAD220131
CAD220131
1.00000000
NC
USD
182357.89000000
0.001338382997
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
9325079.71000000
CAD
7554020.68000000
USD
2022-01-31
182357.89000000
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
9000000.00000000
PA
USD
8843625.00000000
0.064906198134
Long
ABS-O
CORP
US
Y
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAV2
42100000.00000000
PA
USD
41795987.48000000
0.306754147150
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
Bank
N/A
BANK
06650AAJ6
667340.00000000
PA
USD
712266.46000000
0.005227551821
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.92539700
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BJ1
1775000.00000000
PA
USD
2041585.53000000
0.014983850504
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
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
4875357.14000000
0.035781808534
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.83200000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DX7
8225000.00000000
PA
USD
8375103.12000000
0.061467565902
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
1822570.00000000
0.013376425338
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
645000.00000000
0.004733861713
Long
DBT
CORP
ES
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2170
USD
XXXX
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087H98
875000.00000000
PA
704171.11000000
0.005168137453
Long
DBT
NUSS
CA
N
2
2023-09-01
Fixed
2.00000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas & Electric Co
059165EJ5
6500000.00000000
PA
USD
7333491.30000000
0.053822842932
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
474101.84000000
0.003479585346
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
1.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967NE7
38100000.00000000
PA
USD
38054875.12000000
0.279296924565
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc
92556VAE6
2425000.00000000
PA
USD
2568260.61000000
0.018849287708
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ED6591066
418000000.00000000
PA
4673576.17000000
0.034300873327
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
1154266.97000000
0.008471535219
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC5650865
350000000.00000000
PA
3728571.63000000
0.027365182148
Long
DBT
NUSS
JP
N
2
2032-05-20
Fixed
2.30000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SA5
30000000.00000000
PA
USD
29999858.40000000
0.220178575336
Long
STIV
USGSE
US
N
2
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAQ7
9021000.00000000
PA
USD
9077455.22000000
0.066622353058
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
2.66000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
21620000.00000000
PA
USD
24206488.38000000
0.177659176064
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
BN7651852
725000.00000000
PA
782436.59000000
0.005742552894
Long
DBT
NUSS
GR
Y
2
2031-06-18
Fixed
0.75000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652QAB7
3088843.44000000
PA
USD
3041779.35000000
0.022324593497
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.34000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335B5H5
8508616.02000000
PA
USD
9159820.05000000
0.067226854942
Long
ABS-MBS
MUN
US
N
2
2048-11-01
Fixed
3.50000000
N
N
N
N
N
N
THERMO FISHER SC FNCE I
549300SM0PJC1F3RPL91
Thermo Fisher Scientific Finance I BV
BR7759565
800000.00000000
PA
915371.29000000
0.006718203261
Long
DBT
CORP
NL
N
2
2030-10-18
Fixed
0.80000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West
563136AE0
1500000.00000000
PA
USD
1493317.80000000
0.010959937921
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
21354854.02000000
0.156730117587
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
1867208.39000000
0.013704040788
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
2950000.00000000
PA
USD
3127029.50000000
0.022950271670
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
6578565.83000000
0.048282202965
Long
DBT
CORP
GB
N
2
2028-05-22
Fixed
3.07300000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G0NW5
539758.31000000
PA
USD
539758.36000000
0.003961459589
Long
ABS-CBDO
USGSE
US
N
2
2029-10-25
Variable
1.30275000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
17250000.00000000
PA
USD
18679607.38000000
0.137095625116
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
2073799.75000000
0.015220280989
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
1332187.50000000
0.009777351010
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.00000000
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
4531187.34000000
0.033255836070
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.60400000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313XH6
13750000.00000000
PA
USD
13742307.56000000
0.100859199401
Long
STIV
USGSE
US
N
2
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBB0
5900000.00000000
PA
USD
6141755.57000000
0.045076312475
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
4.33800000
N
N
N
N
N
N
Morgan Stanley Capital Inc
N/A
Morgan Stanley Capital I Trust
61744CFB7
502269.94000000
PA
USD
497778.89000000
0.003653358804
Long
ABS-O
CORP
US
N
2
2034-08-25
Variable
0.92688000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
5500000.00000000
PA
USD
5706826.18000000
0.041884226293
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
6421962.29000000
0.047132839396
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
3611562.50000000
0.026506414643
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
3973189.66000000
0.029160512266
Long
DBT
MUN
US
N
2
2037-10-01
Fixed
3.73200000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBH6
5600000.00000000
PA
USD
5758595.47000000
0.042264177704
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
473234.24000000
PA
USD
476039.10000000
0.003493803518
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
2143866.00000000
0.015734519653
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
7245000.00000000
PA
USD
7065236.05000000
0.051854031681
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAF7
2250000.00000000
PA
USD
2298775.50000000
0.016871450120
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur S.A.
29280LAA1
4000000.00000000
PA
USD
3650000.00000000
0.026788519774
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
4981162.57000000
0.036558348494
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.60000000
N
N
N
N
N
N
BHARTI AIRTEL LTD
335800KQ1FPKOQ84OR26
Bharti Airtel Ltd
08860HAC8
7225000.00000000
PA
USD
7305178.57000000
0.053615046733
Long
DBT
CORP
IN
Y
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
CNY220128
CNY220128
1.00000000
NC
USD
-169208.48000000
-0.00124187526
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
127558666.00000000
CNY
19847577.54000000
USD
2022-01-28
-169208.48000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
10201000.93000000
PA
USD
11371385.43000000
0.083458242042
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886EAY4
2425000.00000000
PA
USD
2497750.00000000
0.018331787744
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAN5
10000000.00000000
PA
USD
9818029.00000000
0.072057661373
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F022618
63034000.00000000
PA
USD
64309757.73000000
0.471989922366
Long
ABS-O
USGSE
US
N
2
2051-01-25
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
3000000.00000000
PA
USD
3251250.00000000
0.023861965730
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc
629377CP5
8250000.00000000
PA
USD
8174587.99000000
0.059995921100
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
2975000.00000000
PA
USD
2833717.25000000
0.020797559064
Long
DBT
CORP
CL
Y
2
2031-09-16
Fixed
3.45000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
BQ1812974
1895000.00000000
PA
2555661.17000000
0.018756816380
Long
DBT
CORP
GB
Y
2
2031-07-15
Fixed
4.50000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
1955000.00000000
PA
USD
1935137.20000000
0.014202592095
Long
LON
CORP
US
N
2
2027-02-01
Variable
1.86000000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470AX5
3000000.00000000
PA
USD
3203310.00000000
0.023510118706
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
3083886.00000000
0.022633627696
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
3.89810000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
25273CAC4
700513.23000000
PA
USD
697279.80000000
0.005117559920
Long
ABS-O
CORP
US
Y
2
2033-11-21
Fixed
2.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254KAN2
3000000.00000000
PA
USD
3254994.60000000
0.023889448550
Long
ABS-MBS
USGSE
US
N
2
2050-11-10
Fixed
3.83700000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
15275000.00000000
PA
USD
16490993.11000000
0.121032683568
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAP8
4575000.00000000
PA
USD
4726131.92000000
0.034686596820
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAK5
4350000.00000000
PA
USD
4654519.05000000
0.034161007016
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
505921.10000000
0.003713117093
Long
ABS-MBS
USGSE
US
N
2
2050-02-10
Variable
4.55468700
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
555000.00000000
PA
USD
552718.95000000
0.004056581512
Long
LON
CORP
CA
N
2
2028-08-09
Variable
4.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F6JS7
30379891.35000000
PA
USD
4998968.59000000
0.036689032582
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR220131
EUR220131
1.00000000
NC
USD
-776591.88000000
-0.00569965669
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
81007916.90000000
EUR
91508163.09000000
USD
2022-01-31
-776591.88000000
N
N
N
UNIVISION COMMUNICATIONS
549300YQDE2JSGTL8V47
Univision Communications, Inc
914906AV4
125000.00000000
PA
USD
126250.00000000
0.000926589211
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
EXP-IMP IMB
549300NMMHVYCBECJ059
Export-Import Bank of the United States
302155AU0
312.86000000
PA
USD
316.85000000
0.000002325463
Long
DBT
USGSE
US
N
2
2025-05-03
Fixed
1.82200000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAC0
2000000.00000000
PA
USD
2147340.00000000
0.015760016452
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust
35564KFV6
5725000.00000000
PA
USD
5735891.24000000
0.042097544083
Long
ABS-CBDO
USGSE
US
Y
2
2033-12-25
Variable
2.09967000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
39000000.00000000
PA
USD
37340821.83000000
0.274056258626
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CW3
15000000.00000000
PA
USD
20311888.05000000
0.149075456077
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAD7
980000.00000000
PA
USD
978392.21000000
0.007180733990
Long
ABS-CBDO
USGSE
US
Y
2
2059-09-25
Variable
2.98588000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AA2
21300000.00000000
PA
USD
22048056.00000000
0.161817749080
Long
DBT
NUSS
CA
Y
2
2024-05-02
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortage-Backed Securities Trust
36258FAS8
1074172.88000000
PA
USD
1089804.24000000
0.007998422584
Long
ABS-CBDO
USGSE
US
Y
2
2050-05-25
Variable
3.68724500
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937UAF5
1770000.00000000
PA
USD
1807781.00000000
0.013267884127
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
12882419.66000000
0.094548206521
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192RAA0
4430000.00000000
PA
USD
4472516.04000000
0.032825228596
Long
ABS-MBS
CORP
US
Y
2
2034-11-05
Fixed
2.95400000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAZ8
2250000.00000000
PA
USD
2343685.55000000
0.017201059370
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KA8
13835000.00000000
PA
USD
15426302.67000000
0.113218579211
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CW2
47032.12000000
PA
USD
51868.60000000
0.000380680278
Long
ABS-MBS
MUN
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills, Inc
370334CL6
1550000.00000000
PA
USD
1617611.34000000
0.011872168046
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
2645674.75000000
0.019417454892
Long
ABS-MBS
USGSE
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
WIPRO IT SERVICE
549300S6XZZ65F0EJS98
Wipro IT Services LLC
97654MAA4
4800000.00000000
PA
USD
4692252.00000000
0.034437941229
Long
DBT
CORP
US
Y
2
2026-06-23
Fixed
1.50000000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas, Inc
C9413PAZ6
1485866.75000000
PA
USD
1478065.95000000
0.010847999706
Long
LON
CORP
US
N
2
2025-06-02
Variable
3.10425000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
5912692.25000000
PA
USD
5842248.43000000
0.042878133587
Long
ABS-CBDO
USGSE
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
AN5751838
600000.00000000
PA
722766.01000000
0.005304611383
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
1217439.81000000
0.008935180938
Long
DBT
NUSS
JP
N
2
2026-03-13
Fixed
0.02000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SW7
104192000.00000000
PA
USD
104189858.86000000
0.764682765578
Long
STIV
USGSE
US
N
2
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AU3
450000.00000000
PA
USD
449128.09000000
0.003296294991
Long
DBT
CORP
IT
Y
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313UQ9
20000000.00000000
PA
USD
19997806.20000000
0.146770308721
Long
STIV
USGSE
US
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VCV4
30220000.00000000
PA
USD
35447602.17000000
0.260161312790
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities
20754KAF8
1870000.00000000
PA
USD
1883988.54000000
0.013827195687
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
3.35000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320DAQ1
1054000.00000000
PA
USD
1073512.28000000
0.007878850668
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
6948154.83000000
0.050994735084
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
2421192.38000000
0.017769906835
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
365086.09000000
0.002679483819
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
10702025.40000000
0.078545594261
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AL0832686
2450000.00000000
PA
3589671.86000000
0.026345752220
Long
DBT
NUSS
GB
N
2
2037-09-07
Fixed
1.75000000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAF6
1650000.00000000
PA
USD
1901977.24000000
0.013959220521
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government Bond
BM6039291
6500000.00000000
PA
686977.95000000
0.005041951341
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
2064699.20000000
0.015153489136
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
1144077.00000000
0.008396747763
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
5.09300000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
7500000.00000000
PA
USD
7513125.00000000
0.055141232227
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
8350000.00000000
PA
USD
10917106.13000000
0.080124140669
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
1723675.62000000
0.012650607789
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co
832696AU2
4575000.00000000
PA
USD
4424629.59000000
0.032473774593
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.12500000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
1650000.00000000
PA
USD
1761375.00000000
0.012927295621
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HH9
7125000.00000000
PA
USD
7640155.31000000
0.056073548383
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
1099646.40000000
0.008070657351
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
1581500.04000000
0.011607135642
Long
ABS-MBS
CORP
US
N
2
2050-12-15
Fixed
3.58700000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de C.V.
020564AE0
2600000.00000000
PA
USD
2593500.00000000
0.019034527680
Long
DBT
CORP
MX
Y
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918288AA9
2337931.11000000
PA
USD
2360440.01000000
0.017324025721
Long
ABS-O
CORP
US
Y
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SG2
28100000.00000000
PA
USD
28099820.44000000
0.206233587811
Long
STIV
USGSE
US
N
2
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
5120000.00000000
PA
USD
5181313.02000000
0.038027316792
Long
ABS-MBS
USGSE
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RY4
20000000.00000000
PA
USD
19999916.60000000
0.146785797623
Long
STIV
USGSE
US
N
2
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BM0
5525000.00000000
PA
USD
5581895.62000000
0.040967320875
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAQ8
2450000.00000000
PA
USD
2380326.48000000
0.017469978898
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
SA GLOBAL SUKUK LTD
5493007DFAVKU7UOGR47
S.A. Global Sukuk Ltd
78397PAA9
1700000.00000000
PA
USD
1673548.00000000
0.012282705120
Long
DBT
CORP
KY
Y
2
2024-06-17
Fixed
0.94600000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
BG6396942
10000000.00000000
PA
1555452.78000000
0.011415966453
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
8968105.80000000
0.065819802619
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
9071280.41000000
0.066577034148
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
1025000.00000000
PA
USD
1035383.27000000
0.007599009644
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
220872.01000000
PA
USD
249800.15000000
0.001833363358
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
15252420.57000000
0.111942402752
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654KBP1
9979704.14000000
PA
USD
9891992.52000000
0.072600503350
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RAZ8
2556000.00000000
PA
USD
2701895.71000000
0.019830078535
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.61080000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EBT6
6780000.00000000
PA
USD
7051236.61000000
0.051751285304
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
3275000.00000000
PA
USD
3666983.01000000
0.026913163527
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F012411
16000000.00000000
PA
USD
16042816.32000000
0.117743370472
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
6675000.00000000
PA
USD
5999156.25000000
0.044029730365
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAK7
3000000.00000000
PA
USD
3022560.00000000
0.022183536528
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
2750609.77000000
0.020187606634
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313RT7
4000000.00000000
PA
USD
3999988.88000000
0.029357200331
Long
STIV
USGSE
US
N
2
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAK8
1800000.00000000
PA
USD
1839299.00000000
0.013499204830
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
1183824.25000000
0.008688465570
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
2000318.00000000
0.014680974876
Long
ABS-O
CORP
KY
Y
2
2033-01-20
Variable
1.46150000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
4850000.00000000
PA
USD
5898340.64000000
0.043289812293
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175CD4
8625000.00000000
PA
USD
8415391.80000000
0.061763257436
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
Synchrony Credit Card Master N
549300G1V1M796QIYC04
Synchrony Credit Card Master Note Trust
87165LBU4
3500000.00000000
PA
USD
3558507.05000000
0.026117023692
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
2658889.43000000
0.019514441663
Long
ABS-MBS
USGSE
US
N
2
2048-05-10
Variable
4.28629300
N
N
N
N
N
N
LUTHERAN MEDICAL CENTER
N/A
Lutheran Medical Center
55058QAA5
9855000.00000000
PA
USD
9961910.49000000
0.073113653740
Long
DBT
CORP
US
N
2
2030-02-20
Fixed
1.98200000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SM9
5000000.00000000
PA
USD
4999961.10000000
0.036696316931
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020612
66830000.00000000
PA
USD
66624089.42000000
0.488975544350
Long
ABS-O
USGSE
US
N
2
2051-01-25
Fixed
2.00000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
EI9396645
3100000.00000000
PA
1585990.99000000
0.011640096163
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
407350.96000000
0.002989679245
Long
DBT
CORP
US
N
2
2028-02-06
Fixed
0.37500000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326CBA1
5300000.00000000
PA
USD
5559166.29000000
0.040800503038
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
9802174.30000000
0.071941298648
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BZ5
2925000.00000000
PA
USD
2914265.25000000
0.021388726651
Long
DBT
CORP
MX
Y
2
2031-07-11
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae Discount Notes
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
313589SP9
15550000.00000000
PA
USD
15549740.94000000
0.114124532235
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAY7
68855000.00000000
PA
USD
65947490.21000000
0.484009765907
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
221625.00000000
PA
USD
219574.97000000
0.001611531075
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
319845.72000000
PA
USD
322906.77000000
0.002369916272
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
12326448.12000000
0.090467753208
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAA3
15750000.00000000
PA
USD
16116678.90000000
0.118285471619
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
5033010.35000000
PA
USD
5537025.97000000
0.040638008133
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus UK DAC
BCC2QWFH4
347448.08000000
PA
469889.52000000
0.003448669780
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
1.34995000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAM4
4350000.00000000
PA
USD
4366283.49000000
0.032045553866
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
1918983.14000000
0.014084032271
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
1064056.90000000
0.007809454604
Long
ABS-MBS
USGSE
US
N
2
2058-07-15
Variable
4.28950900
N
Y
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312VAD8
10275089.63000000
PA
USD
10527412.95000000
0.077264057529
Long
ABS-MBS
USGSE
US
N
2
2049-08-10
Fixed
2.75600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46590YAB0
2111458.34000000
PA
USD
2174591.16000000
0.015960021449
Long
ABS-CBDO
USGSE
US
Y
2
2048-10-26
Variable
3.06321500
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VER1
6600000.00000000
PA
USD
7497303.46000000
0.055025112874
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
NOURYON USA LLC
549300K7VB5G6LULFT41
Starfruit US Holdco LLC
N8232NAB3
336266.88000000
PA
USD
334797.39000000
0.002457185343
Long
LON
CORP
US
N
2
2025-10-01
Variable
3.10190000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBH1
4000000.00000000
PA
USD
4236000.00000000
0.031089361579
Long
DBT
CORP
NL
N
2
2031-01-03
Fixed
5.60000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
1280000.00000000
PA
USD
1697073.48000000
0.012455366158
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
7518428.01000000
0.055180152717
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
23400000.00000000
PA
USD
23459638.64000000
0.172177806467
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
1347256.34000000
PA
USD
1347293.25000000
0.009888216950
Long
ABS-O
CORP
US
N
2
2035-08-25
Variable
3.07988000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DT0
2105000.00000000
PA
USD
2852721.43000000
0.020937036832
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
591837.84000000
0.004343687583
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
3136611.60000000
0.023020597772
Long
ABS-MBS
USGSE
US
Y
2
2039-07-11
Variable
3.31600000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
BP5739662
650000.00000000
PA
730442.92000000
0.005360954686
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.45000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
5613897.57000000
PA
USD
662405.11000000
0.004861603393
Long
ABS-CBDO
USGSE
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
6150000.00000000
PA
USD
7095431.75000000
0.052075647600
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
141600.00000000
PA
USD
117351.00000000
0.000861276598
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
5.00000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAM7
1000000.00000000
PA
USD
941300.00000000
0.006908502373
Long
DBT
CORP
KY
Y
2
2027-03-08
Fixed
2.30000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46631KAA3
11253034.96000000
PA
USD
11122469.37000000
0.081631367303
Long
ABS-O
CORP
US
N
2
2037-06-25
Variable
0.26188000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAU1
3050000.00000000
PA
USD
3002740.59000000
0.022038075526
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.87500000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAQ1
2675000.00000000
PA
USD
2889564.99000000
0.021207443527
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TAZ8
5000000.00000000
PA
USD
5022148.80000000
0.036859159572
Long
DBT
NUSS
NL
Y
2
2022-04-14
Fixed
1.87500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
1150000.00000000
PA
USD
1130369.51000000
0.008296144101
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
20775000.00000000
PA
USD
21349968.28000000
0.156694259575
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.37500000
N
N
N
N
N
N
ANADOLU EFES BIR
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS.
032523AB8
2600000.00000000
PA
USD
2522000.00000000
0.018509766266
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SE7
10000000.00000000
PA
USD
9999941.70000000
0.073392776978
Long
STIV
USGSE
US
N
2
N
N
N
LUKOIL CAPITAL DAC
984500BEC55D7EHC4M56
LUKOIL Capital DAC
549875AA0
4600000.00000000
PA
USD
4530503.20000000
0.033250814948
Long
DBT
CORP
IE
Y
2
2027-04-26
Fixed
2.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
16600000.00000000
PA
USD
16983201.54000000
0.124645158982
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
16249139.11000000
PA
USD
17883596.95000000
0.131253449460
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CP2
6850000.00000000
PA
USD
6846948.94000000
0.050251952622
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31100000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875DAA9
2000000.00000000
PA
USD
2047710.40000000
0.015028802888
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
518139.31000000
PA
USD
567977.58000000
0.004168569488
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
2907939.95000000
0.021342303247
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAF2
3800000.00000000
PA
USD
4119154.17000000
0.030231792585
Long
DBT
CORP
ES
N
2
2028-02-23
Fixed
3.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F9LG4
40275305.50000000
PA
USD
6758582.91000000
0.049603406008
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
AT7624253
2380000000.00000000
PA
2007433.55000000
0.014733198178
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
1449000.89000000
0.010634681916
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
13775000.00000000
PA
USD
14598440.02000000
0.107142629904
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
7044512.38000000
0.051701934025
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
9123807.46000000
0.066962547002
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
GS Mortgage Securities Trust
54930070360RBP384M53
GS Mortgage Securities Trust
36250VAE2
2821194.10000000
PA
USD
2919584.65000000
0.021427767432
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.27800000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
2500000.00000000
PA
USD
2696695.73000000
0.019791914216
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80285RAG3
15420000.00000000
PA
USD
15644647.81000000
0.114821084170
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
8042144.63000000
0.059023876835
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
6330840.00000000
0.046464063706
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
359417.50000000
0.002637880220
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
BN5127343
625000.00000000
PA
685547.67000000
0.005031454058
Long
DBT
NUSS
ES
Y
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGM0
9126000.00000000
PA
USD
8992012.89000000
0.065995264415
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
732285.78000000
PA
USD
804058.32000000
0.005901241700
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
233063AZ9
5300000.00000000
PA
USD
5255806.48000000
0.038574048169
Long
ABS-MBS
USGSE
US
N
2
2053-08-15
Fixed
2.34000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852EAD1
3540750.34000000
PA
USD
3508568.46000000
0.025750508375
Long
ABS-CBDO
USGSE
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
EK0414632
400000.00000000
PA
739080.43000000
0.005424348140
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
11000000.00000000
PA
USD
12636020.43000000
0.092739803605
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
2675000.03000000
0.019632682520
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
1371403.45000000
0.010065169435
Long
DBT
NUSS
RS
Y
2
2029-06-26
Fixed
1.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BO9178522
9400000.00000000
PA
1561965.46000000
0.011463765099
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZP6261280
4050000.00000000
PA
3701200.29000000
0.027164295111
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
4000000.00000000
PA
USD
3693588.80000000
0.027108431947
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
6164125.92000000
0.045240495643
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
21927297.31000000
0.160931462352
Long
DBT
CORP
US
N
2
2028-06-02
Fixed
2.39300000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
ZP6061227
600000.00000000
PA
633090.09000000
0.004646451067
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
6500000.00000000
PA
USD
6718992.15000000
0.049312836732
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.65200000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LTR9
12500000.00000000
PA
USD
12499611.13000000
0.091738652035
Long
STIV
USGSE
US
N
2
N
N
N
Fieldstone Mortgage Investment
N/A
Fieldstone Mortgage Investment Trust
31659TDV4
1333870.90000000
PA
USD
1331196.22000000
0.009770075688
Long
ABS-O
CORP
US
N
2
2035-12-25
Variable
0.83688000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29425AAD5
2000000.00000000
PA
USD
2142008.60000000
0.015720887599
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
5189839.06000000
PA
USD
5233616.91000000
0.038411191804
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS
213800VA38VCKE6M8790
Adient Global Holdings Ltd
QZ1706345
950000.00000000
PA
1095031.20000000
0.008036784919
Long
DBT
CORP
JE
Y
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AB9
6200000.00000000
PA
USD
6073535.31000000
0.044575622123
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652QAC5
1712467.61000000
PA
USD
1690556.07000000
0.012407532797
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
Goldman Sachs
W22LROWP2IHZNBB6K528
CAD220131
CAD220131
1.00000000
NC
USD
-7168.71000000
-0.00005261346
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
1776613.54000000
CAD
1397279.97000000
USD
2022-01-31
-7168.71000000
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
15200000.00000000
PA
USD
15039341.62000000
0.110378548049
Long
DBT
CORP
NL
Y
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AD6
2600000.00000000
PA
USD
2782000.00000000
0.020417989592
Long
DBT
NUSS
BM
Y
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AS1
650000.00000000
PA
USD
393256.50000000
0.002886235486
Long
DBT
NUSS
SV
Y
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Weingarten Realty Investors
948741AK9
3025000.00000000
PA
USD
3183324.54000000
0.023363439010
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.45000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AV0
1550000.00000000
PA
USD
1508613.25000000
0.011072196131
Long
DBT
CORP
KY
N
2
2027-02-23
Fixed
1.62500000
N
N
N
N
N
N
BOC AVIATION USA CORP
254900QKLTY6MF4Y3P65
BOC Aviation USA Corp
66980P2A6
4000000.00000000
PA
USD
3993952.44000000
0.029312896963
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAD0
2450000.00000000
PA
USD
2610991.14000000
0.019162900762
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
495000.00000000
PA
USD
494534.70000000
0.003629548654
Long
LON
CORP
US
N
2
2027-12-15
Variable
4.25000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Fuel Corp
70137TAP0
500000.00000000
PA
USD
527500.00000000
0.003871491556
Long
DBT
CORP
CA
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4E51
7780016.45000000
PA
USD
8655366.56000000
0.063524509108
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
3858832.74000000
PA
USD
3861397.71000000
0.028340035318
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
2.91000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
3250000.00000000
PA
USD
3501098.35000000
0.025695682844
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912796M89
10000000.00000000
PA
USD
9980354.20000000
0.073249018038
Long
STIV
UST
US
N
2
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429JAA8
5750000.00000000
PA
USD
5960759.93000000
0.043747927467
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
1342575.00000000
0.009853588201
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
26870000.00000000
PA
USD
26339639.94000000
0.193315059009
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
035240AQ3
18600000.00000000
PA
USD
21649203.28000000
0.158890441141
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
7692818.00000000
0.056460056743
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
10306790.10000000
0.075644835727
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
1610323.34000000
0.011818679078
Long
DBT
NUSS
KE
Y
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAE7
999982.70000000
PA
USD
1046652.09000000
0.007681715125
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
1873305.52000000
PA
USD
1917524.17000000
0.014073324423
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SJ6
40000000.00000000
PA
USD
39999722.40000000
0.293570782050
Long
STIV
USGSE
US
N
2
N
N
N
BXP Trust
N/A
BXP Trust
05607TAJ1
8000000.00000000
PA
USD
7373316.00000000
0.054115129169
Long
ABS-MBS
USGSE
US
Y
2
2044-01-15
Variable
2.77546000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
5500000.00000000
PA
USD
6517055.93000000
0.047830762096
Long
DBT
CORP
US
N
2
2054-09-15
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAU5
29925000.00000000
PA
USD
28477845.55000000
0.209008035246
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
6678005.72000000
0.049012024187
Long
DBT
MUN
US
N
2
2034-08-01
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAT7
6239277.71000000
PA
USD
6184440.70000000
0.045389592324
Long
ABS-CBDO
USGSE
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
BR1801132
100000.00000000
PA
112066.21000000
0.000822489830
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
0.62500000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBB4
8050000.00000000
PA
USD
8221016.21000000
0.060336672686
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EQ2
770000.00000000
PA
USD
803302.99000000
0.005895698091
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.37500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
6635000.00000000
PA
USD
6668175.00000000
0.048939873382
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAH4
4150000.00000000
PA
USD
4436306.01000000
0.032559471581
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
4663884.16000000
0.034229740560
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
389590.19000000
PA
USD
378097.28000000
0.002774977112
Long
LON
CORP
LU
N
2
2025-04-25
Variable
1.85425000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791AS4
4150000.00000000
PA
USD
4135309.00000000
0.030350358060
Long
ABS-O
CORP
KY
Y
2
2034-07-17
Variable
1.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64830BAA5
81630.05000000
PA
USD
85462.88000000
0.000627239465
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
5634459.16000000
0.041353101541
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
28670978.42000000
0.210425499275
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAH4
2462347.73000000
PA
USD
2487294.27000000
0.018255049790
Long
ABS-CBDO
USGSE
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAE8
6000000.00000000
PA
USD
5595954.18000000
0.041070501152
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
2875557.84000000
0.021104640564
Long
DBT
NUSS
SE
Y
2
2022-09-15
Fixed
2.62500000
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
7950000.00000000
PA
USD
8667910.44000000
0.063616572664
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313SX7
10000000.00000000
PA
USD
9999788.90000000
0.073391655530
Long
STIV
USGSE
US
N
2
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
7850000.00000000
PA
USD
7604755.95000000
0.055813741135
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
1444738.03000000
0.010603395420
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
1381250.00000000
0.010137436421
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
2310190.83000000
PA
USD
2308301.09000000
0.016941361478
Long
ABS-O
CORP
US
N
2
2036-04-25
Variable
1.10688000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
1175000.00000000
PA
USD
1367569.03000000
0.010037027398
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128286M7
24890000.00000000
PA
USD
25038539.54000000
0.183765866188
Long
DBT
UST
US
N
2
2022-04-15
Fixed
2.25000000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
105860AA8
2730000.00000000
PA
USD
2839227.30000000
0.020837999087
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
2837587.75000000
0.020825965904
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
2946927.96000000
0.021628448747
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
3461729.43000000
0.025406741723
Long
DBT
CORP
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
VIRGIN MONEY UK PLC
213800ZK9VGCYYR6O495
Virgin Money UK plc
AS2435533
500000.00000000
PA
698878.45000000
0.005129292925
Long
DBT
CORP
GB
N
2
2026-04-24
Fixed
3.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QS0
16434000.00000000
PA
USD
21463702.78000000
0.157528993521
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
10278769.12000000
0.075439180774
Long
DBT
CORP
CH
Y
2
2023-08-15
Fixed
2.85900000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
1075000.00000000
PA
USD
1069276.61000000
0.007847763729
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5CF5
618737.41000000
PA
USD
694890.08000000
0.005100020999
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAA7
4575000.00000000
PA
USD
4601410.10000000
0.033771223412
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
BO5191503
29100000.00000000
PA
1813190.97000000
0.013307589631
Long
STIV
NUSS
EG
N
2
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
ZP2080957
1270000000.00000000
PA
1056453.74000000
0.007753652576
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
7892425.28000000
0.057925038542
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Sunoco Logistics Partners Operations LP
86765BAU3
6500000.00000000
PA
USD
6979162.52000000
0.051222310459
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
AL0296213
250000.00000000
PA
292103.12000000
0.002143838412
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
787011.38000000
0.005776128744
Long
ABS-MBS
USGSE
US
N
2
2047-05-10
Fixed
4.17400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABL8
2525000.00000000
PA
USD
2465172.40000000
0.018092690297
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS37V1-5 Year Index
N/A
1.00000000
NC
USD
-1846975.00000000
-0.01355554145
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS37V1-5Y
2I65BYDZ5
Y
Credit Event as Specified in Contract
2026-12-20
0.00000000
USD
1698614.28000000
USD
75000000.00000000
USD
-166259.63000000
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
5250000.00000000
PA
USD
5485900.61000000
0.040262782731
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
CEZ AS
529900S5R9YHJHYKKG94
CEZ AS.
ZQ7313468
350000.00000000
PA
405837.46000000
0.002978571184
Long
DBT
CORP
CZ
N
2
2026-12-02
Fixed
0.87500000
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding, Inc Trust
74932BAG8
2000000.00000000
PA
USD
2002114.20000000
0.014694157763
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
7366117.22000000
0.054062295016
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
12315482.21000000
PA
USD
12467195.40000000
0.091500742603
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
2950000.00000000
PA
USD
3364912.01000000
0.024696167649
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
AR6731004
250000.00000000
PA
308341.91000000
0.002263020096
Long
DBT
CORP
CA
Y
2
2028-03-29
Fixed
2.75000000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No
13509PHX4
1400000.00000000
PA
1083034.11000000
0.007948734430
Long
DBT
NUSS
CA
Y
2
2026-12-15
Fixed
1.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSD8
5631547.95000000
PA
USD
6189408.53000000
0.045426052821
Long
ABS-MBS
MUN
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RS7
108627000.00000000
PA
USD
108626728.44000000
0.797246373381
Long
STIV
USGSE
US
N
2
N
N
N
Wells Fargo Commercial Mortgag
549300REQJRID6TODX95
Wells Fargo Commercial Mortgage Trust
95001RAX7
4710000.00000000
PA
USD
5344232.59000000
0.039223035730
Long
ABS-MBS
USGSE
US
N
2
2052-01-15
Fixed
4.30200000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2G0
7000000.00000000
PA
USD
7001028.93000000
0.051382795049
Long
DBT
NUSS
FR
Y
2
2024-11-29
Fixed
1.12500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
EK0718420
500000.00000000
PA
397607.72000000
0.002918170484
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
8393260.55000000
0.061600829100
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
1358306.25000000
PA
USD
1347874.46000000
0.009892482637
Long
LON
CORP
US
N
2
2025-08-21
Variable
2.85425000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC
76171JAB7
301450.77000000
PA
USD
299512.44000000
0.002198217786
Long
LON
CORP
US
N
2
2027-02-04
Variable
1.85430000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAL4
2197255.00000000
PA
USD
2294424.43000000
0.016839516222
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Variable
3.90300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9YB1
3943584.06000000
PA
USD
4323188.61000000
0.031729266730
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
2801125.32000000
0.020558356445
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAR0
6700000.00000000
PA
USD
6905353.19000000
0.050680600131
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Social Professional Loan Progr
549300THMTEP636GV478
SoFi Professional Loan Program LLC
83403YAB0
2236994.31000000
PA
USD
2259468.27000000
0.016582961761
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
1537860.71000000
PA
USD
1737715.57000000
0.012753651481
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
32649267.20000000
0.239623435618
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
371875.01000000
0.002729309879
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.00000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services, Inc
404030AJ7
3075000.00000000
PA
USD
3051937.50000000
0.022399147416
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
23183931.03000000
PA
USD
24396314.77000000
0.179052372777
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292GHJ8
1040.50000000
PA
USD
1067.21000000
0.000007832596
Long
ABS-MBS
MUN
US
N
2
2023-05-01
Fixed
7.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AC5
4838603.38000000
PA
USD
4842863.77000000
0.035543329278
Long
ABS-CBDO
USGSE
US
Y
2
2055-10-25
Variable
2.05100000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
6125000.00000000
PA
USD
7211254.91000000
0.052925710891
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
286851.85000000
PA
USD
287881.76000000
0.002112856498
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
10361591.06000000
PA
USD
11156076.00000000
0.081878017131
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBV6
2000000.00000000
PA
USD
1994166.58000000
0.014635827633
Long
DBT
NUSS
SE
Y
2
2023-07-05
Fixed
0.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan Bond
91822Q2B2
3225000.00000000
PA
USD
3352690.52000000
0.024606470217
Long
DBT
NUSS
UZ
Y
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BE3
26158000.00000000
PA
USD
27125726.20000000
0.199084398000
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAE5
825000.00000000
PA
USD
781425.96000000
0.005735135556
Long
DBT
NUSS
MN
Y
2
2031-07-07
Fixed
4.45000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
8100000.00000000
PA
USD
8035200.00000000
0.058972907970
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
Y
Bank Hapoalim BM
Bank Hapoalim BM 3.255 01/21/2032
USD
XXXX
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416518AD0
2500000.00000000
PA
USD
2463241.75000000
0.018078520638
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAX7
3500000.00000000
PA
USD
3577477.23000000
0.026256251922
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
GBP220131
GBP220131
1.00000000
NC
USD
-2396.42000000
-0.00001758809
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
700000.00000000
GBP
945019.25000000
USD
2022-01-31
-2396.42000000
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBU8
6900000.00000000
PA
USD
6632575.53000000
0.048678597463
Long
DBT
CORP
US
N
2
2050-09-25
Fixed
3.98400000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
933MFSII9
2000000.00000000
PA
USD
1991540.00000000
0.014616550320
Long
LON
CORP
NL
N
2
2026-07-21
Variable
2.38175000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCX5
8700000.00000000
PA
USD
9260947.12000000
0.067969058918
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
3395095.59000000
0.024917694616
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AW4
925000.00000000
PA
USD
1047562.50000000
0.007688396916
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
4075000.00000000
PA
USD
4149103.18000000
0.030451597968
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
183453.80000000
PA
USD
184725.54000000
0.001355759940
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020422
72650000.00000000
PA
USD
74263358.17000000
0.545042585986
Long
ABS-O
CORP
US
N
2
2037-02-25
Fixed
2.00000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AW8
8075000.00000000
PA
USD
8045907.79000000
0.059051495872
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AZ9
6775000.00000000
PA
USD
6789495.86000000
0.049830286055
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot Finance S.A.
L2000AAC4
318500.00000000
PA
USD
316044.37000000
0.002319550919
Long
LON
CORP
LU
N
2
2026-10-30
Variable
3.10425000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
AU6699071
300000.00000000
PA
377080.12000000
0.002767511849
Long
DBT
CORP
FR
N
2
2030-10-02
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
BQ3349835
425000.00000000
PA
451529.65000000
0.003313920810
Long
DBT
NUSS
CM
Y
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
350000.00000000
PA
USD
324625.00000000
0.002382526912
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
26814726.43000000
PA
USD
29495100.74000000
0.216473997101
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
5700000.00000000
PA
USD
6099118.33000000
0.044763384106
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GJY9
10605000.00000000
PA
USD
11812238.20000000
0.086693801808
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
4.29400000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CP8
3352000.00000000
PA
USD
3377626.41000000
0.024789482705
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
1875000.00000000
PA
USD
2004707.44000000
0.014713190383
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.47837300
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
250000.00000000
PA
USD
262028.00000000
0.001923107468
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313RH3
690000.00000000
PA
USD
690000.00000000
0.005064131135
Long
STIV
USGSE
US
N
2
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746NAK4
47352.58000000
PA
USD
47307.06000000
0.000347201674
Long
ABS-CBDO
USGSE
US
Y
2
2046-11-25
Variable
3.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SY3
27443000.00000000
PA
USD
27442405.58000000
0.201408609462
Long
STIV
USGSE
US
N
2
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAS4
8975000.00000000
PA
USD
8802784.92000000
0.064606459698
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FL7
3475000.00000000
PA
USD
4061371.71000000
0.029807708593
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
7933236.48000000
0.058224565019
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286BM8
17000000.00000000
PA
370457.90000000
0.002718909254
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
6.25000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030611
136820000.00000000
PA
USD
141740494.60000000
1.040278915732
Long
ABS-O
USGSE
US
N
2
2052-01-25
Fixed
3.00000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
550000.00000000
PA
USD
598012.25000000
0.004389003557
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
4960047.81000000
0.036403380504
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
4000000.00000000
PA
USD
4015713.60000000
0.029472609090
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
2200930.45000000
PA
USD
2218307.02000000
0.016280866156
Long
ABS-CBDO
USGSE
US
N
2
2045-08-19
Variable
0.72388000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
700000.00000000
PA
826548.44000000
0.006066303898
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.34200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967ML2
16750000.00000000
PA
USD
17003529.34000000
0.124794351221
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.66600000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAJ0
3425000.00000000
PA
USD
3386180.13000000
0.024852261197
Long
DBT
CORP
AE
Y
2
2028-04-29
Fixed
2.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government International Bond
AS9547660
3100000.00000000
PA
817876.17000000
0.006002655329
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
4376766.99000000
0.032122495632
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.02900000
N
N
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
BO3321805
2624000.00000000
PA
USD
2642378.05000000
0.019393259354
Long
DBT
CORP
IL
Y
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BB8
200000.00000000
PA
USD
212502.00000000
0.001559620281
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
5997143.63000000
0.044014959101
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
762410.59000000
PA
USD
759193.22000000
0.005571962352
Long
LON
CORP
US
N
2
2024-08-14
Variable
2.85430000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
CAD220131
CAD220131
1.00000000
NC
USD
18656.80000000
0.000136928234
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1366524.44000000
CAD
1098921.81000000
USD
2022-01-31
18656.80000000
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
1100000.00000000
PA
USD
1081728.81000000
0.007939154415
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAE7
7500000.00000000
PA
USD
7497757.50000000
0.055028445219
Long
ABS-MBS
USGSE
US
Y
2
2028-12-15
Variable
1.37100000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
9000000.00000000
PA
USD
9382500.00000000
0.068861174461
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
INEOS US FINANCE LLC
5493008MHJ4R367SNK31
Ineos US Finance LLC
45672JAK6
479980.31000000
PA
USD
477042.83000000
0.003501170214
Long
LON
CORP
US
N
2
2024-03-31
Variable
2.10425000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
1656513.93000000
PA
USD
1657427.00000000
0.012164387935
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
1.20188000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERAT
N/A
Grifols Worldwide Operations USA, Inc
39843PAG8
411449.49000000
PA
USD
405277.75000000
0.002974463293
Long
LON
CORP
US
N
2
2027-11-15
Variable
2.10425000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
03523TBT4
5045000.00000000
PA
USD
6029892.67000000
0.044255314802
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
7994487.84000000
0.058674108380
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
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
2375893.35000000
0.017437442736
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
3.40500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
1823880.43000000
PA
USD
2010974.10000000
0.014759183409
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
ZP8252477
7075000.00000000
PA
1558383.29000000
0.011437474405
Long
DBT
NUSS
RO
N
2
2028-01-26
Fixed
4.15000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
AZ0981300
500000.00000000
PA
580181.45000000
0.004258137601
Long
DBT
CORP
GB
Y
2
2026-06-15
Fixed
3.50000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBH3
13650000.00000000
PA
USD
13384003.54000000
0.098229491367
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.45000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAF3
1325000.00000000
PA
USD
1279141.75000000
0.009388031250
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
486661AF8
3000000.00000000
PA
USD
3683436.00000000
0.027033917294
Long
DBT
NUSS
KZ
Y
2
2044-10-14
Fixed
4.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GYU2
1500000.00000000
PA
USD
1524656.25000000
0.011189940849
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services, Inc
45866EAA5
2125000.00000000
PA
USD
2120750.00000000
0.015564863920
Long
DBT
CORP
PA
Y
2
2027-10-19
Fixed
4.12500000
N
N
N
N
N
N
HANA BANK
6RPK2YDJN6L35AS0M510
Hana Bank
482466AG4
2880000.00000000
PA
USD
2945270.39000000
0.021616283310
Long
DBT
CORP
KR
Y
2
N/A
Fixed
3.50000000
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JS0
8250000.00000000
PA
USD
8369700.57000000
0.061427914856
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFX7
2325000.00000000
PA
USD
2209054.85000000
0.016212961515
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
JP Morgan Mortgage Acquisition
N/A
JP Morgan Mortgage Acquisition Trust
46630XAB4
4625085.34000000
PA
USD
4612957.90000000
0.033855976417
Long
ABS-O
CORP
US
N
2
2037-03-25
Variable
0.42188000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385VU7
5000000.00000000
PA
USD
4998663.30000000
0.036686791960
Long
STIV
USGSE
US
N
2
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAD5
525000.00000000
PA
USD
588123.33000000
0.004316425604
Long
DBT
NUSS
OM
Y
2
2027-10-28
Fixed
6.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABHJ4
5043792.01000000
PA
USD
5635525.60000000
0.041360928486
Long
ABS-MBS
USGSE
US
N
2
2045-12-20
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949798AS1
12715494.98000000
PA
USD
12596109.20000000
0.092446882297
Long
ABS-CBDO
USGSE
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
NZD220201
NZD220201
1.00000000
NC
USD
21662.35000000
0.000158986929
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
696285.51000000
NZD
498351.04000000
USD
2022-02-01
21662.35000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
3886946.57000000
PA
USD
4287822.45000000
0.031469703148
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
825000.00000000
0.006054939401
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
3606585.08000000
PA
USD
3651012.08000000
0.026795947753
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
1402149.62000000
PA
USD
1336599.13000000
0.009809729376
Long
LON
CORP
US
N
2
2024-02-06
Variable
3.75000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc
72431HAD2
842748.61000000
PA
USD
839588.30000000
0.006162007610
Long
LON
CORP
US
N
2
2028-04-12
Variable
3.75000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust
36259KAD9
1563378.70000000
PA
USD
1566597.23000000
0.011497759143
Long
ABS-O
CORP
US
N
2
2022-12-20
Fixed
1.67000000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
5000000.00000000
PA
USD
4990600.00000000
0.036627612818
Long
ABS-MBS
USGSE
US
Y
2
2034-04-15
Variable
2.36000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust
36258NAC6
6471486.78000000
PA
USD
6524892.72000000
0.047888278809
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
815271.31000000
0.005983537427
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
1834284.18000000
0.013462399459
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
3096113.70000000
0.022723370705
Long
ABS-MBS
USGSE
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
II-VI INC
549300O5C25A0MMHHU33
II-VI, Inc
N/A
375000.00000000
PA
USD
374062.50000000
0.002745364569
Long
LON
CORP
US
N
2
2028-12-07
Variable
3.25000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724PAD1
10050000.00000000
PA
USD
10271899.28000000
0.075388760817
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
25201751.32000000
PA
USD
27559610.04000000
0.202268810556
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
DIEBOLD NIXDORF
724500XPR088XALCD170
Diebold Nixdorf Dutch Holding BV
BK4171546
500000.00000000
PA
606251.05000000
0.004449470751
Long
DBT
CORP
NL
Y
2
2025-07-15
Fixed
9.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AS9078385
1325000.00000000
PA
1598911.47000000
0.011734923707
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
328875.00000000
0.002413719024
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
4132270.64000000
0.030328058562
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
3718250.33000000
0.027289430819
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
CA MAGNUM HOLDINGS
549300ZRDHFR078MFZ78
CA Magnum Holdings
12674CAA1
200000.00000000
PA
USD
206750.00000000
0.001517404510
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
6375000.00000000
PA
USD
6815296.96000000
0.050019648597
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
1881487.43000000
0.013808839239
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
2449260.00000000
0.017975904093
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International, Inc
438516BX3
500000.00000000
PA
570628.67000000
0.004188026687
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
6652927.25000000
0.048827965258
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
2.40600000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087H23
1475000.00000000
PA
1217908.42000000
0.008938620217
Long
DBT
NUSS
CA
N
2
2028-06-01
Fixed
2.00000000
N
N
N
N
N
N
SITE CENTERS CORP
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAF9
350000.00000000
PA
USD
386817.78000000
0.002838979657
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
17563133.61000000
PA
USD
19191989.55000000
0.140856162073
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
6158620.47000000
0.045200089381
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
5237563.50000000
0.038440157092
Long
ABS-MBS
USGSE
US
N
2
2047-08-15
Fixed
3.99650000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAB9
1500000.00000000
PA
USD
1653750.00000000
0.012137401253
Long
DBT
NUSS
N/A
Y
2
2027-07-27
Fixed
5.00000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
AZ1508110
450000.00000000
PA
537124.75000000
0.003942130681
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGK4
7625000.00000000
PA
USD
7982943.96000000
0.058589384145
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAJ4
26865000.00000000
PA
USD
26104040.82000000
0.191585921561
Long
ABS-MBS
USGSE
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
4850000.00000000
PA
USD
4944138.99000000
0.036286620575
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
8400000.00000000
PA
USD
8819648.46000000
0.064730226622
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
27075000.00000000
PA
USD
28263061.83000000
0.207431668689
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313YZ5
10000000.00000000
PA
USD
9988835.20000000
0.073311262815
Long
STIV
USGSE
US
N
2
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36250SAE9
3500000.00000000
PA
USD
3939479.25000000
0.028913100764
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
1361612.07000000
PA
USD
1361612.07000000
0.009993307359
Long
LON
CORP
US
N
2
2026-01-30
Variable
0.20850000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
827936.36000000
PA
USD
834415.96000000
0.006124046149
Long
ABS-CBDO
USGSE
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BMARK A5
08163JAJ3
9500000.00000000
PA
USD
9610713.00000000
0.070536102807
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.61190000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
Open Text Holdings, Inc
683720AA4
550000.00000000
PA
USD
566500.00000000
0.004157725055
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313WR5
20000000.00000000
PA
USD
19990053.80000000
0.146713411373
Long
STIV
USGSE
US
N
2
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAK6
5947858.57000000
PA
USD
5781396.45000000
0.042431521403
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
1.44000000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile S.A.
833636AL7
4525000.00000000
PA
USD
4383639.00000000
0.032172931516
Long
DBT
CORP
CL
Y
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
8123025.00000000
PA
USD
8407948.22000000
0.061708626617
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
632065.39000000
0.004638930465
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
3493849.33000000
0.025642479963
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.87500000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FZ2
12379000.00000000
PA
USD
13548297.81000000
0.099435299669
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
3614263.30000000
PA
USD
3968106.40000000
0.029123204592
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
GBP220131
GBP220131
1.00000000
NC
USD
361552.15000000
0.002653547101
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
18187602.52000000
GBP
24977580.17000000
USD
2022-01-31
361552.15000000
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
5575000.00000000
PA
USD
5887829.03000000
0.043212664218
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
59414.59000000
PA
USD
59823.90000000
0.000439066774
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
7852972.75000000
PA
USD
7936804.02000000
0.058250748338
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
2740873.69000000
0.020116150422
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
4162888.16000000
0.030552770354
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.04900000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
BG3727990
800000.00000000
PA
USD
691951.12000000
0.005078451030
Long
DBT
NUSS
N/A
N
3
2023-02-28
Fixed
10.00000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo, Inc
92940PAD6
11300000.00000000
PA
USD
13145275.42000000
0.096477389185
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.90000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
AV5130316
450000.00000000
PA
588728.71000000
0.004320868682
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
7430716.70000000
0.054536411302
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBG6
1288577.97000000
PA
USD
1279235.78000000
0.009388721366
Long
LON
CORP
US
N
2
2026-07-01
Variable
1.86360000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust
59020U4M4
680112.44000000
PA
USD
664436.46000000
0.004876512122
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
2.27838000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
1300000.00000000
PA
USD
1272162.44000000
0.009336807857
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCX2
20000000.00000000
PA
USD
20637533.80000000
0.151465474601
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
3805125.04000000
0.027927032158
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAE4
3500000.00000000
PA
USD
4153291.94000000
0.030482340620
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
4863524.81000000
0.035694967272
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
9708493.26000000
0.071253743472
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
21956765.25000000
0.161147737008
Long
DBT
MUN
US
N
2
2045-10-01
Fixed
4.15100000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris, Inc
92556VAD8
4200000.00000000
PA
USD
4214901.94000000
0.030934516155
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AH4
125000.00000000
PA
USD
133552.50000000
0.000980184599
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
2788769.91000000
0.020467676131
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
1055656.25000000
0.007747799541
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
9375000.00000000
PA
USD
9634206.94000000
0.070708532362
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
6838125.00000000
0.050187190899
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAA2
1452388.02000000
PA
USD
1464781.68000000
0.010750502191
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
595474.82000000
PA
USD
597646.64000000
0.004386320228
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
8986990.82000000
PA
USD
9234164.52000000
0.067772492833
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
16282740.97000000
0.119504254371
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
3619051.10000000
0.026561375878
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
2126874.40000000
0.015609812855
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.37852700
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AS4
852000.00000000
PA
USD
883518.95000000
0.006484428729
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.10000000
N
N
N
N
N
N
PETRONAS ENERGY CANADA
5493001PEB90YGTDC638
Petronas Energy Canada Ltd
71675BAA8
4375000.00000000
PA
USD
4376433.34000000
0.032120046868
Long
DBT
CORP
CA
Y
2
2028-03-23
Fixed
2.11200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38144GAE1
1500000.00000000
PA
USD
1492500.00000000
0.010953935825
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46590TAE5
3000000.00000000
PA
USD
3235626.60000000
0.023747300590
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
7237998.41000000
0.053121990009
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCE8
5000000.00000000
PA
USD
5005449.85000000
0.036736600626
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
2674000.00000000
0.019625342979
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCU3
5145000.00000000
PA
USD
5099780.29000000
0.037428921957
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA, Inc
87901JAJ4
675000.00000000
PA
USD
682283.25000000
0.005007495434
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.62500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific, Inc
883556CL4
2000000.00000000
PA
USD
1970560.38000000
0.014462574166
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
4366257.88000000
PA
USD
4819868.63000000
0.035374560576
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS37V1-5 Year Index
N/A
1.00000000
NC
USD
923487.50000000
0.006777770727
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS37V1-5Y
2I65BYDZ5
Y
Credit Event as Specified in Contract
2026-12-20
770670.29000000
USD
0.00000000
USD
37500000.00000000
USD
153266.14000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
2274297.11000000
PA
USD
2561526.80000000
0.018799866119
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
1741438.79000000
0.012780977386
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
2795000.00000000
PA
USD
2972209.43000000
0.021813997558
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
780954.11000000
PA
USD
787002.68000000
0.005776064891
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
4157904.74000000
0.030516195437
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
21234668.00000000
0.155848033868
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
13125000.00000000
PA
USD
14134659.00000000
0.103738792363
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
11844140.70000000
PA
USD
12366802.85000000
0.090763929504
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
FEDERAL REALTY INVESTMEN
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BB2
3050000.00000000
PA
USD
2987303.01000000
0.021924774179
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust
78448WAB1
7432091.56000000
PA
USD
7544644.64000000
0.055372564966
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
4903386.85000000
0.035987527559
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
7000000.00000000
PA
USD
6833272.11000000
0.050151573984
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
4270836.24000000
0.031345035909
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
235956.38000000
0.001731759493
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
371875.00000000
0.002729309805
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
6200000.00000000
PA
USD
6069149.50000000
0.044543433258
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
4300000.00000000
PA
USD
4295252.50000000
0.031524234666
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.30000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AF5
725000.00000000
PA
USD
759024.25000000
0.005570722227
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
BANK LEUMI LE-ISRAEL
7JDSZWRGUQY2DSTWCR57
Bank Leumi Le-Israel BM
06326BAA7
6300000.00000000
PA
USD
6300000.00000000
0.046237719062
Long
DBT
CORP
IL
Y
2
2031-01-29
Fixed
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
2711358.90000000
0.019899531920
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
4073170.22000000
PA
USD
4247743.44000000
0.031175550449
Long
ABS-MBS
USGSE
US
N
2
2046-03-15
Variable
4.07900000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385VW3
53405000.00000000
PA
USD
53390455.68000000
0.391849665136
Long
STIV
USGSE
US
N
2
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
4600000.00000000
PA
USD
4592952.80000000
0.033709152576
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
2271303.23000000
PA
USD
2486698.23000000
0.018250675262
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
3738342.26000000
0.027436891932
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.77800000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBB9
2800000.00000000
PA
USD
2874154.61000000
0.021094341809
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
5000000.00000000
PA
USD
5154295.90000000
0.037829029490
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
1672688.55000000
PA
USD
1891286.58000000
0.013880758341
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
33500000.00000000
PA
USD
31923809.26000000
0.234299067297
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
4223227.09000000
0.030995617099
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
3767284.40000000
0.027649307574
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
2.85300000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAB5
4500000.00000000
PA
USD
4792500.00000000
0.035173693429
Long
DBT
NUSS
SA
Y
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
8012120.93000000
PA
USD
8744814.57000000
0.064180996721
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
4996120.00000000
0.036668125867
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Fixed
2.50730000
N
N
N
N
N
N
Frost CMBS
635400USRLUMX8CQN243
Frost CMBS DAC
BCC3320N6
700000.00000000
PA
948301.70000000
0.006959890093
Long
ABS-MBS
CORP
IE
Y
2
2026-11-22
Variable
0.00000100
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
1200000.00000000
PA
USD
1308000.00000000
0.009599831195
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
6600000.00000000
PA
USD
6262202.56000000
0.045960311536
Long
DBT
CORP
GB
Y
2
2031-02-15
Fixed
1.90000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313SU3
8000000.00000000
PA
USD
7999844.48000000
0.058713422477
Long
STIV
USGSE
US
N
2
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert LLC
04538FAD1
1728125.00000000
PA
USD
1719968.25000000
0.012623398212
Long
LON
CORP
US
N
2
2027-09-02
Variable
1.85430000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
710531.72000000
PA
USD
700761.91000000
0.005143116241
Long
LON
CORP
US
N
2
2027-04-15
Variable
2.60980000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXN6
3100000.00000000
PA
USD
3348173.60000000
0.024573319093
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05971KAL3
2400000.00000000
PA
USD
2402256.46000000
0.017630930049
Long
DBT
CORP
ES
N
2
2032-11-22
Fixed
3.22500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBM1
5000000.00000000
PA
USD
5287652.50000000
0.038807776316
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
38546160.09000000
0.282902622410
Long
DBT
CORP
US
N
2
2026-10-21
Fixed
3.20000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust
36250GAW5
4061000.00000000
PA
USD
4202055.18000000
0.030840229666
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.07263000
N
N
N
N
N
N
BHARTI AIRTEL INTERNATIO
724500ULW6PWKDAI7I46
Bharti Airtel International Netherlands BV
08861JAB5
2000000.00000000
PA
USD
2150349.64000000
0.015782105165
Long
DBT
CORP
NL
Y
2
2024-05-20
Fixed
5.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SW9
1950000.00000000
PA
USD
1930119.15000000
0.014165763018
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAE9
1650000.00000000
PA
USD
1740666.51000000
0.012775309376
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.10000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36254JAG0
2500000.00000000
PA
USD
2609109.00000000
0.019149087134
Long
ABS-MBS
CORP
US
Y
2
2037-09-10
Variable
3.48300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Sunoco Logistics Partners Operations LP
86765BAV1
1925000.00000000
PA
USD
2258916.53000000
0.016578912365
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBQ9
200000.00000000
PA
USD
201734.86000000
0.001480596790
Long
DBT
CORP
IT
Y
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEF1
3500000.00000000
PA
USD
3556875.00000000
0.026105045554
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CJ6
8450000.00000000
PA
USD
8746330.68000000
0.064192123938
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
1700000.00000000
PA
USD
1534250.00000000
0.011260352455
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
8054883.00000000
0.059117367815
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.75000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63942BAA2
7577963.11000000
PA
USD
7482223.12000000
0.054914433426
Long
ABS-O
CORP
US
Y
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TS7
12500000.00000000
PA
USD
12499010.75000000
0.091734245653
Long
STIV
USGSE
US
N
2
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
2890000.00000000
PA
USD
3506107.31000000
0.025732445206
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco, Inc
84850XAK8
766150.00000000
PA
USD
767958.11000000
0.005636290689
Long
LON
CORP
US
N
2
2028-03-01
Variable
4.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
3000000.00000000
PA
USD
2737530.00000000
0.020091610010
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
7400000.00000000
PA
USD
7001255.29000000
0.051384456378
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDC3
1600000.00000000
PA
USD
1655312.00000000
0.012148865272
Long
DBT
CORP
MX
N
2
2030-01-23
Fixed
7.00000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 TSQ GROUNDCO LLC
90137LAJ9
12000000.00000000
PA
USD
11552847.60000000
0.084790051063
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
2388983.98000000
0.017533519065
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
00654GAB9
1950000.00000000
PA
USD
1897213.50000000
0.013924257907
Long
DBT
CORP
IN
Y
2
2031-07-22
Fixed
3.86700000
N
N
N
N
N
N
BRF SA
254900MTXR9LUVQFU480
BRF S.A.
10552TAH0
1000000.00000000
PA
USD
995000.00000000
0.007302623883
Long
DBT
CORP
BR
Y
2
2050-09-21
Fixed
5.75000000
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80286WAG1
3690000.00000000
PA
USD
3700692.14000000
0.027160565635
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDL2
20850000.00000000
PA
USD
20086939.41000000
0.147424485915
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F022626
401760000.00000000
PA
USD
408871208.25000000
3.000836834899
Long
ABS-O
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
865915.15000000
PA
USD
872361.11000000
0.006402537765
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
1776438.12000000
0.013037848686
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
6222315.60000000
0.045667568354
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
1991085.26000000
PA
USD
2011461.43000000
0.014762760080
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AR1
7971000.00000000
PA
USD
8331845.18000000
0.061150082016
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
3125000.00000000
PA
USD
2968966.81000000
0.021790198931
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
11558626.42000000
0.084832463675
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
20120000.00000000
PA
USD
26324976.61000000
0.193207440130
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260RAD1
2178553.68000000
PA
USD
2156792.11000000
0.015829388517
Long
ABS-CBDO
USGSE
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
4875000.00000000
PA
USD
5170927.37000000
0.037951093178
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.87500000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
3334000.00000000
PA
USD
3267292.76000000
0.023979708687
Long
DBT
CORP
JE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
07332VBB0
5000000.00000000
PA
USD
5259025.50000000
0.038597673589
Long
ABS-MBS
USGSE
US
N
2
2050-02-15
Fixed
3.48800000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAD2
1500000.00000000
PA
USD
1440584.16000000
0.010572908837
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
4900000.00000000
PA
USD
4638070.65000000
0.034040286937
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
Fannie Mae Discount Notes
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
313589TT0
22500000.00000000
PA
USD
22498188.08000000
0.165121412676
Long
STIV
USGSE
US
N
2
N
N
N
CHAMPIONX HOLDING INC
N/A
ChampionX Holding, Inc
15872EAB8
539062.50000000
PA
USD
545590.55000000
0.004004263900
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
11111945.97000000
0.081554132698
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBE4
3650000.00000000
PA
USD
3699778.08000000
0.027153857056
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
3.40000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
4450000.00000000
PA
USD
4639382.88000000
0.034049917814
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
6975000.00000000
PA
USD
6885620.96000000
0.050535778971
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings plc
03512TAF8
4300000.00000000
PA
USD
4256949.22000000
0.031243114618
Long
DBT
CORP
IM
N
2
2028-11-01
Fixed
3.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
12850000.00000000
PA
USD
12469916.02000000
0.091520710105
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
BN6167926
475000.00000000
PA
485358.08000000
0.003562198499
Long
DBT
NUSS
CL
N
2
2051-01-22
Fixed
1.25000000
N
N
N
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software, Inc
77313DAN1
979848.88000000
PA
USD
972960.54000000
0.007140869223
Long
LON
CORP
US
N
2
2025-11-28
Variable
4.35425000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAC6
3000000.00000000
PA
USD
3312000.00000000
0.024307829450
Long
DBT
CORP
NL
Y
2
2028-01-17
Fixed
6.95000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
BP9627632
500000.00000000
PA
665762.41000000
0.004886243694
Long
DBT
CORP
GB
N
2
2031-12-15
Fixed
1.98500000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
28432125.00000000
PA
USD
28551795.81000000
0.209550779904
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd
00489TAA4
2919630.36000000
PA
USD
2906485.60000000
0.021331629306
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Variable
0.93388000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2D8
1975000.00000000
PA
USD
1950332.25000000
0.014314113437
Long
DBT
CORP
PE
Y
2
2031-09-30
Fixed
3.25000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2650000.00000000
PA
USD
2650000.00000000
0.019449199288
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.62500000
N
N
N
N
Y
Bancolombia SA
Bancolombia SA 4.625 12/18/2029
USD
XXXX
N
N
N
ALLIANCE LAUNDRY SYSTEMS
549300YBOGK6MBI5ND34
Alliance Laundry Systems LLC
01862LAW8
1640303.58000000
PA
USD
1639532.64000000
0.012033055492
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
6606487.69000000
0.048487130444
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
2338982.87000000
0.017166544894
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
734286.04000000
0.005389160576
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
10230000.00000000
PA
USD
11909686.21000000
0.087409003984
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
3159587.15000000
0.023189222697
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
3.68200000
N
N
N
N
N
N
OMAN SOVEREIGN SUKUK
549300KM6RUZQLK8LU36
Oman Sovereign Sukuk Co
68204LAB0
500000.00000000
PA
USD
531039.30000000
0.003897467613
Long
DBT
CORP
OM
Y
2
2030-06-15
Fixed
4.87500000
N
N
N
N
N
SMB Private Education Loan Tru
549300GD7VLLBVPDNJ81
SMB Private Education Loan Trust
78448RAB2
463256.32000000
PA
USD
464610.05000000
0.003409922058
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
669937.50000000
PA
USD
667981.28000000
0.004902528692
Long
LON
CORP
US
N
2
2027-11-02
Variable
4.00000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines, Inc
02376CBA2
629616.19000000
PA
USD
615305.01000000
0.004515920665
Long
LON
CORP
US
N
2
2023-12-14
Variable
2.10975000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AN9
1800000.00000000
PA
USD
1894518.00000000
0.013904474768
Long
DBT
NUSS
GT
Y
2
2026-05-03
Fixed
4.50000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAP8
2500000.00000000
PA
USD
2454760.45000000
0.018016273659
Long
DBT
NUSS
KR
Y
2
2026-04-27
Fixed
1.25000000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
600000.00000000
PA
USD
622500.00000000
0.004568727002
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
3107106.66000000
0.022804051562
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
1761501.00000000
0.012928220375
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
19632050.90000000
0.144085913355
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AT5
10275000.00000000
PA
USD
9925982.60000000
0.072849967441
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDF8
4500000.00000000
PA
USD
4645859.63000000
0.034097452758
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
3726036.00000000
0.027346572346
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313UJ5
11627000.00000000
PA
USD
11625821.49000000
0.085325629829
Long
STIV
USGSE
US
N
2
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333TAG4
5385000.00000000
PA
USD
5264786.34000000
0.038639954240
Long
ABS-O
CORP
US
Y
2
2038-10-17
Fixed
2.08200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
337970.78000000
PA
USD
372879.21000000
0.002736680024
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)
313385SR8
70000000.00000000
PA
USD
69998755.40000000
0.513743299511
Long
STIV
USGSE
US
N
2
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
5385000.00000000
PA
USD
5325765.05000000
0.039087496535
Long
DBT
CORP
US
N
2
N/A
Fixed
4.10000000
N
N
N
N
N
N
FIC Funding, LLC
N/A
FCI Funding LLC
30260GAA4
10240155.72000000
PA
USD
10184960.26000000
0.074750687486
Long
ABS-O
CORP
US
Y
2
2033-04-15
Fixed
1.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
6545070.29000000
PA
USD
7180268.51000000
0.052698291771
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
1250000.00000000
PA
USD
1096085.38000000
0.008044521883
Long
ABS-MBS
USGSE
US
Y
2
2038-08-05
Variable
4.26650000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FAQ4
11406000.00000000
PA
USD
12649894.68000000
0.092841631172
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
6171000.00000000
PA
USD
6011464.72000000
0.044120066171
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
RegionalCare Hospital Partners Holdings, Inc
75915TAD4
2012842.44000000
PA
USD
2009078.42000000
0.014745270406
Long
LON
CORP
US
N
2
2025-11-16
Variable
3.85190000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CJ7
5075000.00000000
PA
USD
5257328.15000000
0.038585216193
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
924990.89000000
PA
USD
965119.49000000
0.007083321244
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
15207985.50000000
0.111616279532
Long
DBT
NUSS
CA
Y
2
2024-09-12
Fixed
1.62500000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing SARL
BR9345488
1000000.00000000
PA
1147710.01000000
0.008423411588
Long
DBT
CORP
LU
Y
2
2026-10-15
Fixed
5.25000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAG9
7000000.00000000
PA
USD
6958599.90000000
0.051071394800
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
1.42956000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437UR7
7620000.00000000
PA
USD
7992083.84000000
0.058656464653
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
3.09700000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385TK2
25000000.00000000
PA
USD
24999305.75000000
0.183477916830
Long
STIV
USGSE
US
N
2
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63935BAA1
4694690.72000000
PA
USD
4675796.94000000
0.034317172270
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
1174435.50000000
0.008619558524
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDR9
4500000.00000000
PA
USD
4355936.51000000
0.031969614064
Long
DBT
CORP
US
Y
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAD8
3550000.00000000
PA
USD
4720090.86000000
0.034642259545
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
6590463.00000000
0.048369520109
Long
DBT
NUSS
SA
Y
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BH7
500000.00000000
PA
723425.08000000
0.005309448509
Long
DBT
CORP
US
N
2
2029-02-17
Fixed
3.12500000
N
Y
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing Designated Activity Co
12674TAA4
3000000.00000000
PA
USD
3120000.00000000
0.022898679916
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313C48
5461000.00000000
PA
USD
5452788.13000000
0.040019759629
Long
STIV
USGSE
US
N
2
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank
00831TAB7
2325000.00000000
PA
USD
2333245.71000000
0.017124438038
Long
DBT
NUSS
N/A
Y
2
2026-05-17
Fixed
2.63400000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BX0
3725000.00000000
PA
USD
3600333.26000000
0.026423999652
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.20000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475AP0
6000000.00000000
PA
USD
6356979.78000000
0.046655911929
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
1500000.00000000
PA
USD
1613667.63000000
0.011843223894
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
185494.87000000
PA
USD
186567.29000000
0.001369277133
Long
ABS-CBDO
USGSE
US
Y
2
2048-11-25
Variable
4.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABN4
7800000.00000000
PA
USD
7617829.91000000
0.055909695118
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38381BZT4
10794557.14000000
PA
USD
11538746.86000000
0.084686561213
Long
ABS-CBDO
USGSE
US
N
2
2049-01-20
Fixed
3.50000000
N
N
N
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
3153000.00000000
PA
USD
3601530.36000000
0.026432785552
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR220315
EUR220315
1.00000000
NC
USD
-24188.71000000
-0.00017752869
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
3342615.58000000
EUR
3787285.40000000
USD
2022-03-15
-24188.71000000
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LD47
7000000.00000000
PA
USD
6989156.23000000
0.051295657499
Long
STIV
USGSE
US
N
2
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GHG9
517339.28000000
PA
USD
521849.60000000
0.003830021459
Long
ABS-CBDO
USGSE
US
N
2
2035-02-20
Variable
2.50986600
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AD0
9800000.00000000
PA
USD
9958001.19000000
0.073084962134
Long
DBT
CORP
CH
Y
2
2023-12-14
Fixed
2.99700000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
LW0207677
400000.00000000
PA
304860.67000000
0.002237470160
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
1610000.00000000
PA
USD
1746850.00000000
0.012820691991
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252722AA1
4895303.38000000
PA
USD
4972821.98000000
0.036497134231
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
2075232.12000000
0.015230793611
Long
DBT
CORP
IN
Y
2
2027-08-04
Fixed
4.20000000
N
N
N
N
N
N
Winwater Mortgage Loan Trust
5493002CYMIHYUBDIR84
WinWater Mortgage Loan Trust
97652PAX9
374887.53000000
PA
USD
374995.65000000
0.002752213256
Long
ABS-CBDO
USGSE
US
Y
2
2044-06-20
Variable
3.90607300
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
3500000.00000000
PA
USD
3475113.50000000
0.025504971702
Long
DBT
CORP
SG
Y
2
2031-10-14
Fixed
2.00000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
ZP3165708
162000000.00000000
PA
1423038.48000000
0.010444135468
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
0.10000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BZ2
2900000.00000000
PA
USD
3026904.00000000
0.022215418536
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
BN6735318
6420000.00000000
PA
990706.65000000
0.007271113612
Long
DBT
CORP
KY
N
2
2026-02-04
Fixed
3.15000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BP5188639
3200000.00000000
PA
503847.69000000
0.003697899673
Long
DBT
NUSS
CN
N
2
2023-05-20
Fixed
2.57000000
N
N
N
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BN0
2000000.00000000
PA
USD
2044814.80000000
0.015007551151
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
3.13800000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BO9165453
1200000000.00000000
PA
994056.08000000
0.007295696152
Long
DBT
NUSS
KR
N
2
2024-06-10
Fixed
1.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
2043900.94000000
PA
USD
2314395.70000000
0.016986091774
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
1688642.55000000
0.012393488860
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
29085000.00000000
PA
USD
27153940.11000000
0.199291468928
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae Discount Notes
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
313589UH4
27500000.00000000
PA
USD
27497250.83000000
0.201811136328
Long
STIV
USGSE
US
N
2
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial, Inc
45685EAJ5
1000000.00000000
PA
USD
1360799.01000000
0.009987340051
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
12494419.12000000
0.091700546209
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767YAZ3
8750000.00000000
PA
USD
9809965.38000000
0.071998479881
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Fixed
4.17700000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
9700000.00000000
PA
USD
9427801.61000000
0.069193657495
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162CZ1
4200000.00000000
PA
USD
4066915.15000000
0.029848393675
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276EAC1
12548000.00000000
PA
USD
13084184.82000000
0.096029025693
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.25600000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
ZXLTQRYIK6IJH3R0IK66
Banco BTG Pactual S.A.
05971AAG6
6000000.00000000
PA
USD
5692560.00000000
0.041779522226
Long
DBT
CORP
BR
Y
2
2026-01-11
Fixed
2.75000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co
260543CZ4
500000.00000000
PA
566566.05000000
0.004158209817
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.50000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc
03076CAJ5
3975000.00000000
PA
USD
3997609.20000000
0.029339735097
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14315XAC2
6946922.01000000
PA
USD
7009153.23000000
0.051442421891
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
1635069.66000000
0.012000300251
Long
ABS-MBS
USGSE
US
N
2
2052-01-15
Fixed
4.23170000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BD6
7000000.00000000
PA
USD
7630000.00000000
0.055999015309
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
AIRPORT AUTHORITY HK
254900748HGC4RBR4O84
Airport Authority
00946AAA2
4350000.00000000
PA
USD
4192098.65000000
0.030767155501
Long
DBT
NUSS
HK
Y
2
2031-02-04
Fixed
1.62500000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital, Inc
74949LAA0
500000.00000000
PA
590394.85000000
0.004333097017
Long
DBT
CORP
US
N
2
2025-05-12
Fixed
1.30000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAE8
300000.00000000
PA
USD
311628.00000000
0.002287137764
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
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond-OFZ
BJ9620649
72000000.00000000
PA
851610.96000000
0.006250245764
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
4442614.19000000
0.032605769336
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXJ8
6925000.00000000
PA
USD
7322729.48000000
0.053743858486
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAC7
7674000.00000000
PA
USD
8201650.58000000
0.060194542121
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
5600000.00000000
PA
USD
5883314.25000000
0.043179528801
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
2148572.19000000
PA
USD
2438330.50000000
0.017895688990
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
9009603.90000000
0.066124370475
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
8850819.39000000
PA
USD
9529088.48000000
0.069937034295
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
IHO VERWALTUNGS GMBH
529900JL0HDVGZMUJF32
IHO Verwaltungs GmbH
QZ5113407
400000.00000000
PA
462513.19000000
0.003394532530
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
1897548.75000000
0.013926718414
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CPF5
232030.00000000
PA
USD
248447.61000000
0.001823436633
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
3809500.00000000
0.027959141391
Long
DBT
CORP
PA
Y
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RLV2
5127000.00000000
PA
USD
5177701.01000000
0.038000807093
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
3025000.00000000
PA
USD
3189781.10000000
0.023410825773
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
2228206.75000000
0.016353523447
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor, Inc
05350NAL8
942886.87000000
PA
USD
941708.26000000
0.006911498724
Long
LON
CORP
US
N
2
2027-11-08
Variable
2.75000000
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
1535014.50000000
0.011265963366
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
830000.00000000
0.006091636003
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.75000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687HAB3
420750.00000000
PA
USD
419698.13000000
0.003080299083
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
6860520.55000000
0.050351559018
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
25900589.32000000
0.190092725799
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
MX REMIT FUND FIDUC EST
54930007WQ6S3GFCM563
Mexico Remittances Funding Fiduciary Estate Management Sarl
593035AA6
3260000.00000000
PA
USD
3039982.60000000
0.022311406573
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAQ7
2000000.00000000
PA
USD
2089268.80000000
0.015333813304
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
4.89999400
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
28750000.00000000
PA
USD
32637898.73000000
0.239539998773
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
10692397.30000000
PA
USD
12193220.68000000
0.089489954328
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
9.74440000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAC5
817226.22000000
PA
USD
816376.30000000
0.005991647302
Long
LON
CORP
US
N
2
2028-04-10
Variable
3.60430000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
363150.45000000
PA
USD
371797.93000000
0.002728744164
Long
ABS-CBDO
USGSE
US
N
2
2035-03-25
Variable
0.76188000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AP4
1950000.00000000
PA
USD
2108357.24000000
0.015473909483
Long
DBT
CORP
MY
Y
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
ZO2911030
2000000.00000000
PA
USD
1912500.00000000
0.014036450429
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DC9
1366000.00000000
PA
USD
1478253.52000000
0.010849376343
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128LXA59
374284.50000000
PA
USD
412365.37000000
0.003026481607
Long
ABS-MBS
MUN
US
N
2
2035-04-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
1455151.56000000
PA
USD
1464845.05000000
0.010750967284
Long
ABS-CBDO
USGSE
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo S.p.A
01538TAA3
4000000.00000000
PA
USD
3948000.00000000
0.028975637279
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DR0
25747000.00000000
PA
USD
26098053.65000000
0.191541979801
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBF1
4025000.00000000
PA
USD
3982718.38000000
0.029230446596
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Verizon Owner Trust
549300XY7L2MRX0BQH89
Verizon Owner Trust
92348TAA2
44800000.00000000
PA
USD
45136201.60000000
0.331269049069
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
753900.32000000
0.005533116063
Long
LON
CORP
US
N
2
2024-09-28
Variable
2.59930000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
3300000.00000000
PA
USD
3223275.00000000
0.023656648239
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ8043700
47400000.00000000
PA
7600681.09000000
0.055783834432
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
3655286.26000000
0.026827317330
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.05000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
2525000.00000000
PA
USD
2623450.79000000
0.019254346127
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
BS1707949
400000.00000000
PA
450409.05000000
0.003305696367
Long
DBT
CORP
US
Y
2
2026-11-30
Fixed
1.75000000
N
N
N
N
N
N
VOLKSWAGEN BANK GMBH
529900GJD3OQLRZCKW37
Volkswagen Bank GmbH
AW8992017
300000.00000000
PA
372659.36000000
0.002735066475
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
3266190.15000000
0.023971616279
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
5381250.00000000
0.039494718366
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385A30
30000000.00000000
PA
USD
29958405.00000000
0.219874335548
Long
STIV
USGSE
US
N
2
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NuStar Logistics LP
67059TAG0
1400000.00000000
PA
USD
1506568.01000000
0.011057185459
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
9952000.00000000
PA
USD
10610296.93000000
0.077872369622
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Variable
4.62069200
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204ED47
5080000.00000000
PA
USD
5807320.87000000
0.042621789030
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
5274784.75000000
0.038713335775
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
12400000.00000000
PA
USD
12876731.02000000
0.094506455769
Long
DBT
NUSS
NL
Y
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL CENTRAL COOLING
254900E7M1Y3DXGQ1283
National Central Cooling Co PJSC
ZO9466376
300000.00000000
PA
USD
295105.36000000
0.002165872814
Long
DBT
CORP
AE
N
2
2027-10-21
Fixed
2.50000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAA5
5000000.00000000
PA
USD
4998492.50000000
0.036685538405
Long
ABS-MBS
USGSE
US
Y
2
2028-12-15
Variable
1.02100000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
875000.00000000
PA
USD
920325.00000000
0.006754560126
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
AS1417375
1100000.00000000
PA
1129274.59000000
0.008288108132
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS76
9197685.37000000
PA
USD
10035019.28000000
0.073650222580
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
6225000.00000000
PA
USD
6536739.66000000
0.047975227299
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
BN5341076
3650000.00000000
PA
4360433.30000000
0.032002617447
Long
DBT
NUSS
N/A
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial, Inc
45685EAG1
8295000.00000000
PA
USD
8574956.25000000
0.062934352073
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Republic of Guatemala
401494AU3
500000.00000000
PA
USD
499375.00000000
0.003665073167
Long
DBT
NUSS
GT
Y
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
10844947.85000000
PA
USD
11675532.80000000
0.085690477065
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group, Inc
606822BN3
9000000.00000000
PA
USD
9178187.31000000
0.067361658149
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
11211434.76000000
0.082284312813
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
3896354.35000000
PA
USD
4286521.99000000
0.031460158655
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
3112162.74000000
0.022841159753
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAD6
2070000.00000000
PA
USD
2091376.68000000
0.015349283711
Long
ABS-CBDO
USGSE
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
6150000.00000000
PA
USD
6912381.18000000
0.050732180802
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW LLC
55389TAA9
6385525.71000000
PA
USD
6262094.78000000
0.045959520504
Long
ABS-O
CORP
US
Y
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BD5
3100000.00000000
PA
USD
3867257.41000000
0.028383041534
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
20675000.00000000
PA
USD
20274344.96000000
0.148799915307
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAA9
424510.42000000
PA
USD
428262.03000000
0.003143152290
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
BP9476923
400000.00000000
PA
447398.66000000
0.003283602150
Long
DBT
CORP
DE
N
2
2029-12-14
Fixed
0.62500000
N
N
N
N
N
N
AMERICAN FINANCIAL GROUP
549300AFOM7IVKIU1G39
American Financial Group, Inc
025932AK0
2700000.00000000
PA
USD
2887928.10000000
0.021195429866
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.50000000
N
N
N
N
N
N
WCG PURCHASER CORP
254900CEZYHAWVXDTS47
Da Vinci Purchaser Corp
23343FAB0
2192180.42000000
PA
USD
2191500.84000000
0.016084127010
Long
LON
CORP
US
N
2
2027-01-08
Variable
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591DBF5
2142335.97000000
PA
USD
2151238.45000000
0.015788628426
Long
ABS-CBDO
USGSE
US
Y
2
2049-10-25
Variable
1.05188000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
2213187.53000000
PA
USD
2238038.08000000
0.016425678729
Long
ABS-CBDO
USGSE
US
Y
2
2047-09-25
Variable
3.76048600
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
5450000.00000000
PA
USD
5095007.66000000
0.037393894096
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
6830687.44000000
0.050132604262
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
2885750.00000000
0.021179444092
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
1076813.10000000
0.007903076444
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
2458670.00000000
PA
USD
2781370.44000000
0.020413369049
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
7133813.84000000
0.052357346060
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
NATURA COSMETICOS SA
N/A
Natura Cosmeticos S.A.
63883KAB1
2525000.00000000
PA
USD
2477656.25000000
0.018184313273
Long
DBT
CORP
BR
Y
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
N
DELEK US HOLDINGS INC
5493003O53JMENV1N385
Delek US Holdings, Inc
24664GAD3
1954514.05000000
PA
USD
1895878.63000000
0.013914460868
Long
LON
CORP
US
N
2
2025-03-31
Variable
2.35425000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
10225000.00000000
PA
USD
9963649.00000000
0.073126413222
Long
DBT
CORP
AE
Y
2
2027-09-15
Fixed
1.62500000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
862388.83000000
PA
USD
854127.15000000
0.006268712889
Long
LON
CORP
US
N
2
2025-03-24
Variable
2.35425000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
4000000.00000000
PA
USD
4275077.24000000
0.031376161967
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
5293316.65000000
PA
USD
910770.23000000
0.006684434607
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
5.81025000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
5800000.00000000
PA
USD
6242798.74000000
0.045817900683
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAD8
2300000.00000000
PA
USD
2300724.96000000
0.016885757831
Long
ABS-O
CORP
US
Y
2
2023-12-20
Fixed
0.78000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852FAW6
10133011.84000000
PA
USD
10063205.52000000
0.073857090429
Long
ABS-CBDO
USGSE
US
Y
2
2051-06-01
Variable
2.50000000
N
N
N
N
N
N
GOVERNMENT OF JAMAICA
529900Y93KNSXZI8KK56
Jamaica Government International Bond
470160CB6
2850000.00000000
PA
USD
3943687.50000000
0.028943986459
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404LAC5
2675750.42000000
PA
USD
2704315.39000000
0.019847837342
Long
ABS-O
CORP
US
Y
2
2033-04-25
Fixed
2.34000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAA0
5000000.00000000
PA
USD
5088911.50000000
0.037349152424
Long
ABS-MBS
USGSE
US
Y
2
2044-01-15
Fixed
2.61800000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GG0
10500000.00000000
PA
USD
11060745.15000000
0.081178353471
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
3.15000000
N
N
N
N
N
N
INTERCHILE SA
549300Y105FQQX6RCE16
Interchile S.A.
45846AAA8
2000000.00000000
PA
USD
2125000.02000000
0.015596056179
Long
DBT
CORP
CL
Y
2
2056-06-30
Fixed
4.50000000
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
2542906.80000000
0.018663207971
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
3.50500000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group, Inc
681919BD7
5400000.00000000
PA
USD
5471967.74000000
0.040160524933
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
929430.55000000
PA
USD
1026477.70000000
0.007533648812
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GYN8
3500000.00000000
PA
USD
3521898.70000000
0.025848343278
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHC1
3499189.46000000
PA
USD
3747699.94000000
0.027505570945
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAD2
3500000.00000000
PA
USD
3727535.00000000
0.027357573988
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
50500000.00000000
PA
USD
50982845.65000000
0.374179443520
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
35753157.81000000
0.262403883558
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
6054465.00000000
0.044435659007
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
3.04600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754AAF0
3070000.00000000
PA
USD
3069984.65000000
0.022531601233
Long
ABS-CBDO
USGSE
US
Y
2
2041-12-25
Variable
2.80000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DS4
2650000.00000000
PA
USD
2506819.89000000
0.018398354573
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust
23344GAE1
4000000.00000000
PA
USD
3966450.00000000
0.029111047742
Long
ABS-O
CORP
US
Y
2
2026-10-15
Fixed
0.84000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RCP5
9000000.00000000
PA
USD
10396776.06000000
0.076305271526
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
1043586.70000000
0.007659217246
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
10449328.00000000
0.076690967056
Long
ABS-MBS
USGSE
US
N
2
2050-06-10
Fixed
3.12100000
N
N
N
N
N
N
CATALENT PHARMA SOLUTION
549300HALRZ339MSTH85
Catalent Pharma Solutions, Inc
14880BAH4
2468655.31000000
PA
USD
2469272.47000000
0.018122782024
Long
LON
CORP
US
N
2
2028-02-22
Variable
2.50000000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
BR5436398
250000.00000000
PA
285236.37000000
0.002093441133
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.87500000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAC0
7800000.00000000
PA
USD
7801952.34000000
0.057261028640
Long
ABS-O
CORP
US
Y
2
2023-12-20
Fixed
0.68000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SC3
6155000.00000000
PA
USD
7692307.39000000
0.056456309213
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAK7
2800000.00000000
PA
USD
2716362.85000000
0.019936257512
Long
DBT
CORP
ID
Y
2
2026-02-09
Fixed
1.40000000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
1895000.00000000
PA
USD
2570466.38000000
0.018865476561
Long
DBT
CORP
MX
N
2
2040-01-15
Fixed
6.62500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
11000000.00000000
PA
USD
10940490.22000000
0.080295763999
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AL7
8475000.00000000
PA
USD
9105166.68000000
0.066825736344
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
4000000.00000000
PA
USD
4294040.00000000
0.031515335740
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
7337404.99000000
0.053851566758
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128MJMC1
572016.43000000
PA
USD
649060.56000000
0.004763663464
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
11820000.00000000
PA
USD
12056400.12000000
0.088485784389
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AU2
23750000.00000000
PA
USD
25541710.45000000
0.187458798756
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RK4
144446000.00000000
PA
USD
144445919.11000000
1.060134893262
Long
STIV
USGSE
US
N
2
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty, Inc
BP9627566
750000.00000000
PA
870372.13000000
0.006387940004
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
3.87500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017DB2
361000.00000000
PA
USD
375313.44000000
0.002754545618
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
4373578.57000000
0.032099094796
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.90000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BN3326749
1350000.00000000
PA
1411351.14000000
0.010358358334
Long
DBT
NUSS
IT
Y
2
2037-03-01
Fixed
0.95000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBA9
2807347.36000000
PA
USD
2931197.98000000
0.021513001383
Long
ABS-MBS
USGSE
US
Y
2
2046-12-15
Fixed
3.98900000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAG0
4581400.43000000
PA
USD
4513102.29000000
0.033123104093
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS68
14192500.89000000
PA
USD
15407608.32000000
0.113081375385
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
GBP220131
GBP220131
1.00000000
NC
USD
-874.71000000
-0.00000641977
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
94070.92000000
USD
68858.21000000
GBP
2022-01-31
-874.71000000
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
5000000.00000000
PA
USD
5101862.35000000
0.037444202862
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
3187843.75000000
0.023396606940
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
1000000.00000000
PA
USD
979100.00000000
0.007185928687
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
7977579.38000000
0.058550011773
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
13423580.88000000
0.098519962149
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
2760649.99000000
PA
USD
2840118.61000000
0.020844540697
Long
ABS-O
CORP
US
Y
2
2033-09-26
Fixed
3.28000000
N
N
N
N
N
N
ALPEK SA DE CV
549300PWKJTP62D4IQ66
Alpek SAB de C.V.
020564AD2
1925000.00000000
PA
USD
2047718.75000000
0.015028864171
Long
DBT
CORP
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AA5
734963.78000000
PA
USD
734157.60000000
0.005388217913
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
1808240.81000000
0.013271258820
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
5229429.50000000
0.038380459060
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
9479200.50000000
0.069570890421
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
2645484.97000000
0.019416062036
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AR7
2500000.00000000
PA
USD
2476440.93000000
0.018175393650
Long
DBT
NUSS
JP
Y
2
2025-05-21
Fixed
1.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBX3
25075000.00000000
PA
USD
24151312.23000000
0.177254220616
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAB4
1050000.00000000
PA
USD
1055522.27000000
0.007746816219
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
1101083.13000000
0.008081201972
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
8455092.61000000
0.062054634404
Long
DBT
CORP
AU
Y
2
2030-07-22
Fixed
2.95000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAB9
3507905.59000000
PA
USD
3613537.75000000
0.026520911635
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
KRW220204
KRW220204
1.00000000
NC
USD
8574.23000000
0.000062929021
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
7535194508.00000000
KRW
6339074.53000000
USD
2022-02-04
8574.23000000
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AN6
5475000.00000000
PA
USD
5312541.31000000
0.038990443269
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
PTTEP TREASURY CENTER CO
2549006WFOUPZX6TZG08
PTTEP Treasury Center Co Ltd
69371MAF4
1900000.00000000
PA
USD
1935462.57000000
0.014204980090
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
363128.50000000
0.002665116439
Long
DBT
NUSS
HN
Y
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAL6
3000000.00000000
PA
USD
3232500.00000000
0.023724353471
Long
DBT
CORP
CL
Y
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36202EXV6
273952.80000000
PA
USD
317464.26000000
0.002329971947
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
1969073.68000000
PA
USD
1995742.42000000
0.014647393228
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
1720055.18000000
0.012624036219
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
3307500.00000000
0.024274802507
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
3646734.58000000
0.026764553810
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CN7
2775000.00000000
PA
USD
2975150.48000000
0.021835582867
Long
DBT
CORP
US
Y
2
2027-05-03
Fixed
3.30000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BM0807123
425000.00000000
PA
451932.91000000
0.003316880464
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
2227972.50000000
0.016351804211
Long
LON
CORP
US
N
2
2028-01-31
Variable
2.60980000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAD4
3000000.00000000
PA
USD
2956367.94000000
0.021697731786
Long
DBT
CORP
SG
Y
2
2026-04-14
Fixed
1.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust
95000HBG6
13714486.70000000
PA
USD
14097319.74000000
0.103464747567
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
18100172.44000000
0.132842966391
Long
ABS-MBS
USGSE
US
Y
2
2034-10-10
Fixed
3.45200000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CU3
2275000.00000000
PA
USD
2253545.02000000
0.016539489131
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
696980.98000000
0.005115366784
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.62500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175CE2
10000000.00000000
PA
USD
9698880.40000000
0.071183191612
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Countrywide Alternative Loan T
N/A
Alternative Loan Trust
12667FGL3
482058.32000000
PA
USD
493570.31000000
0.003622470687
Long
ABS-CBDO
USGSE
US
N
2
2034-06-25
Variable
0.85188000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust
78449GAB5
4923359.99000000
PA
USD
4986983.59000000
0.036601070826
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
3000000.00000000
PA
USD
2919068.67000000
0.021423980490
Long
DBT
CORP
SA
Y
2
2050-11-24
Fixed
3.25000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AR3
2875000.00000000
PA
USD
3172601.43000000
0.023284738669
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust
85236WCE4
10000000.00000000
PA
USD
9949895.00000000
0.073025468208
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
0.92180000
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
1055950.10000000
0.007749956201
Long
DBT
MUN
US
N
2
2024-05-01
Fixed
3.65000000
N
N
N
N
N
N
FNA VI LLC
N/A
FNA VI LLC
34411YAA5
9008510.78000000
PA
USD
8911893.60000000
0.065407243268
Long
ABS-O
CORP
US
Y
3
2032-01-10
Fixed
1.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
18282481.98000000
PA
USD
20009636.65000000
0.146857136185
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAP2
875000.00000000
PA
698872.49000000
0.005129249183
Long
DBT
NUSS
CA
N
2
2031-06-02
Fixed
2.15000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29279FAA7
8700000.00000000
PA
USD
11364475.40000000
0.083407527117
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
9804746.94000000
0.071960180078
Long
ABS-O
CORP
US
Y
2
2026-02-15
Fixed
0.97000000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
4046816.80000000
0.029700885443
Long
ABS-MBS
USGSE
US
Y
2
2034-08-15
Variable
3.18810000
N
Y
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591YAG0
2500000.00000000
PA
USD
2432532.75000000
0.017853137445
Long
ABS-MBS
USGSE
US
Y
2
2047-06-10
Variable
4.76741000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385XV3
7500000.00000000
PA
USD
7493833.43000000
0.054999645212
Long
STIV
USGSE
US
N
2
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
650000.00000000
PA
USD
651625.00000000
0.004782484711
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
455600.00000000
0.003343794413
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
3377278.26000000
0.024786927520
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
10876320.10000000
0.079824798923
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82280RAU3
603028.75000000
PA
USD
603659.22000000
0.004430448479
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
974978.88000000
PA
USD
1126459.54000000
0.008267447578
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
1007414.50000000
0.007393737877
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.98290400
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
0.000000005431
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
722598.09000000
PA
USD
727624.41000000
0.005340268738
Long
ABS-CBDO
USGSE
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
ZP4466964
500000.00000000
PA
683098.79000000
0.005013480943
Long
DBT
NUSS
GB
N
2
2041-10-22
Fixed
1.25000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government International Bond
BH4726262
1875000.00000000
PA
2166394.80000000
0.015899865736
Long
DBT
NUSS
BE
Y
2
2027-10-22
Fixed
0.00000000
N
Y
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AH4
1775000.00000000
PA
USD
1917017.75000000
0.014069607644
Long
DBT
NUSS
HN
Y
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PED0
14425000.00000000
PA
USD
14676247.00000000
0.107713680266
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAB1
5218047.04000000
PA
USD
5124885.07000000
0.037613173983
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.99000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772NBN6
9310558.49000000
PA
USD
9228727.99000000
0.067732592397
Long
ABS-CBDO
USGSE
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBD3
2000000.00000000
PA
USD
2015323.48000000
0.014791104902
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
1.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBM8
11138226.65000000
PA
USD
11040332.78000000
0.081028540545
Long
ABS-CBDO
USGSE
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36254KAU6
4844000.00000000
PA
USD
5133012.90000000
0.037672826732
Long
ABS-MBS
USGSE
US
N
2
2050-11-10
Variable
4.33514200
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
8007410.00000000
PA
USD
9218610.84000000
0.067658339391
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
12142826.40000000
0.089120094557
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.23000000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq Government International Bond
462652AA6
1665625.00000000
PA
USD
1591005.00000000
0.011676895590
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAZ8
21068000.00000000
PA
USD
22062409.60000000
0.161923094750
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
Goldman Sachs
W22LROWP2IHZNBB6K528
THB220131
THB220131
1.00000000
NC
USD
1272.92000000
0.000009342367
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
26643904.88000000
THB
798702.15000000
USD
2022-01-31
1272.92000000
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
27150000.00000000
PA
USD
31382258.75000000
0.230324454545
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
51995000.00000000
PA
USD
63622787.96000000
0.466948031059
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
6340525.00000000
0.046535145025
Long
DBT
NUSS
MA
Y
2
2042-12-11
Fixed
5.50000000
N
N
N
N
N
N
TICP CLO Ltd
N/A
TICP CLO VIII Ltd
87248WAN8
7000000.00000000
PA
USD
6985300.00000000
0.051267355391
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
0.00000100
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc
219350BF1
2075000.00000000
PA
USD
2466812.68000000
0.018104728837
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DV5
1578000.00000000
PA
USD
2203771.33000000
0.016174184069
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
2075616.04000000
PA
USD
2100500.39000000
0.015416245543
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
PHOSAGRO(PHOS BOND FUND)
635400F8A3KGJIIBIK95
Phosagro OAO Via Phosagro Bond Funding DAC
71922LAD1
3175000.00000000
PA
USD
3084512.50000000
0.022638225780
Long
DBT
CORP
IE
Y
2
2028-09-16
Fixed
2.60000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM Mortgage Trust
12625KAM7
3359721.00000000
PA
USD
3456791.74000000
0.025370502433
Long
ABS-MBS
USGSE
US
Y
2
2046-06-10
Variable
3.92886800
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
400000.00000000
PA
520316.39000000
0.003818768740
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
540014.99000000
PA
USD
622491.62000000
0.004568665499
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385VE3
12500000.00000000
PA
USD
12497095.38000000
0.091720188139
Long
STIV
USGSE
US
N
2
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
2750000.00000000
PA
USD
2647806.15000000
0.019433097920
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
NORTH MACEDONIA
635400RD1N6RVNCE4958
North Macedonia Government International Bond
BJ7363895
850000.00000000
PA
1023343.35000000
0.007510644813
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
1889669.61000000
PA
USD
1883126.82000000
0.013820871248
Long
ABS-CBDO
USGSE
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR220131
EUR220131
1.00000000
NC
USD
5841.11000000
0.000042869778
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
573840.24000000
USD
508846.54000000
EUR
2022-01-31
5841.11000000
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAE6
5000000.00000000
PA
USD
4994920.00000000
0.036659318682
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.91000000
N
N
N
N
N
N
LUKOIL SECURITIES BV
724500IVNQ6LF8OFIO42
LUKOIL Securities BV
54988LAB2
5100000.00000000
PA
USD
5193330.00000000
0.038115513260
Long
DBT
CORP
NL
Y
2
2030-05-06
Fixed
3.87500000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank TAS
00971YAJ9
2000000.00000000
PA
USD
1817774.58000000
0.013341230214
Long
DBT
CORP
TR
Y
2
2031-06-22
Fixed
6.80000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251PAH7
2000000.00000000
PA
USD
2078651.00000000
0.015255885867
Long
ABS-MBS
USGSE
US
N
2
2049-10-10
Fixed
3.14300000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769EX8
18750000.00000000
PA
USD
18774562.50000000
0.137792531174
Long
DBT
CORP
DE
N
2
2022-01-25
Fixed
2.62500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
NOK220131
NOK220131
1.00000000
NC
USD
69899.13000000
0.000513012116
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
12543270.92000000
NOK
1493430.75000000
USD
2022-01-31
69899.13000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
13175000.00000000
PA
USD
13489619.00000000
0.099004637076
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CL9
180627.12000000
PA
USD
180320.25000000
0.001323428104
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.73002600
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAE8
3850000.00000000
PA
USD
3977349.65000000
0.029191043766
Long
DBT
CORP
N/A
Y
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp II
36192HAA2
5943000.00000000
PA
USD
5942734.35000000
0.043615631958
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
12682600.44000000
0.093081669226
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
6855110.69000000
PA
USD
6794861.12000000
0.049869663418
Long
ABS-CBDO
USGSE
US
Y
2
2051-10-25
Variable
2.50000000
N
Y
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313UC0
20000000.00000000
PA
USD
19998139.40000000
0.146772754182
Long
STIV
USGSE
US
N
2
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LSF6
12500000.00000000
PA
USD
12499923.63000000
0.091740945572
Long
STIV
USGSE
US
N
2
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAA5
357759.07000000
PA
USD
358117.97000000
0.002628342553
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
425000.00000000
PA
USD
438812.50000000
0.003220585570
Long
DBT
CORP
CL
Y
2
2050-01-21
Fixed
3.95000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
AM6641311
3200000.00000000
PA
1326895.42000000
0.009738510738
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
5469661.36000000
0.040143597671
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.55000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAS2
3000000.00000000
PA
USD
3276177.06000000
0.024044913412
Long
DBT
NUSS
OM
Y
2
2031-01-25
Fixed
6.25000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
5493007OZE2103TZO049
Neuberger Berman Loan Advisers CLO 31 Ltd
64132JAQ8
8600000.00000000
PA
USD
8601281.40000000
0.063127560786
Long
ABS-O
CORP
KY
Y
2
2031-04-20
Variable
1.68150000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
850000.00000000
PA
USD
1006196.00000000
0.007384794915
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
3307500.00000000
0.024274802507
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
4475088.14000000
0.032844106063
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
5450000.00000000
PA
USD
5330505.53000000
0.039122288437
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC
94767KAN1
590092.00000000
PA
USD
590581.78000000
0.004334468956
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
8378152.68000000
0.061489947600
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation, Inc
05329WAS1
2650000.00000000
PA
USD
2555958.44000000
0.018758998140
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CX5
26250000.00000000
PA
USD
26304675.34000000
0.193058442603
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25100000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France S.A.
ZR5945186
400000.00000000
PA
442558.74000000
0.003248080426
Long
DBT
CORP
FR
Y
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AA9
1775000.00000000
PA
USD
1775802.51000000
0.013033183740
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
13400000.00000000
PA
USD
14540340.80000000
0.106716221108
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
ZP7360719
860000.00000000
PA
936200.19000000
0.006871073233
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
6551655.07000000
0.048084696273
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
NZD220201
NZD220201
1.00000000
NC
USD
52826.01000000
0.000387707017
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
1667366.75000000
NZD
1194333.14000000
USD
2022-02-01
52826.01000000
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
07368RAF8
807601.13000000
PA
USD
802351.72000000
0.005888716415
Long
LON
CORP
US
N
2
2028-05-19
Variable
2.35430000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAP4
5000000.00000000
PA
USD
4853250.00000000
0.035619557149
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
6213000.00000000
0.045599198180
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CAD2
24349329.58000000
PA
USD
24157237.72000000
0.177297709686
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TT5
12500000.00000000
PA
USD
12498993.38000000
0.091734118169
Long
STIV
USGSE
US
N
2
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
3750000.00000000
PA
USD
4532306.96000000
0.033264053320
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
1500280.50000000
0.011011039408
Long
ABS-O
CORP
KY
Y
2
2030-07-20
Variable
1.35150000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013XZU5
11800000.00000000
PA
USD
12191175.07000000
0.089474940941
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
5813851.36000000
0.042669718389
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAC7
5930000.00000000
PA
USD
6192621.44000000
0.045449633397
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
790750.00000000
0.005803567674
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003KAS1
5468635.18000000
PA
USD
5536932.96000000
0.040637325503
Long
ABS-CBDO
USGSE
US
Y
2
2051-08-25
Variable
3.00000000
N
N
N
N
N
N
Bankers Healthcare Group Secur
N/A
BHG Securitization Trust
08862BAB1
4400000.00000000
PA
USD
4326849.56000000
0.031756135616
Long
ABS-O
CORP
US
Y
2
2034-10-17
Fixed
1.67000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08160JAE7
3452143.00000000
PA
USD
3875240.06000000
0.028441628761
Long
ABS-MBS
USGSE
US
N
2
2052-03-15
Fixed
4.01560000
N
N
N
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
BP4849710
500000.00000000
PA
574750.70000000
0.004218279586
Long
DBT
CORP
LU
Y
2
2029-07-15
Fixed
3.00000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
26300000.00000000
PA
USD
27522314.86000000
0.201995089277
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
2238334.74000000
PA
USD
2301310.29000000
0.016890053756
Long
ABS-O
CORP
US
Y
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma plc
78081BAN3
4900000.00000000
PA
USD
4628827.92000000
0.033972451580
Long
DBT
CORP
GB
N
2
2031-09-02
Fixed
2.15000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medic
16876AAA2
19230000.00000000
PA
USD
24288203.63000000
0.178258910473
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
5156680.00000000
0.037846527164
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
12007381.27000000
0.088126019339
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
2931185.40000000
0.021512909054
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHF4
4823588.73000000
PA
USD
5151443.14000000
0.037808092170
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537JAD9
2725000.00000000
PA
USD
2733176.64000000
0.020059659306
Long
ABS-CBDO
USGSE
US
Y
2
2059-07-25
Variable
3.13900000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
JPY220131
JPY220131
1.00000000
NC
USD
365158.60000000
0.002680015993
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
3093973873.00000000
JPY
27268811.35000000
USD
2022-01-31
365158.60000000
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP S.A.
67091TAD7
875000.00000000
PA
USD
850319.87000000
0.006240770041
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
AR7898943
5000000.00000000
PA
USD
5496168.00000000
0.040338138397
Long
DBT
NUSS
RU
Y
2
2029-03-21
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GSPD8
3997748.88000000
PA
USD
4287368.28000000
0.031466369849
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
154732.80000000
0.001135633608
Long
DBT
NUSS
DO
Y
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West
563136AG5
3000000.00000000
PA
USD
2955339.90000000
0.021690186671
Long
ABS-MBS
USGSE
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313TC2
33334000.00000000
PA
USD
33333203.65000000
0.244643064416
Long
STIV
USGSE
US
N
2
N
N
N
Atom Mortgage Securities
635400S9JQ1OOL8ZRR06
Atom Mortgage Securities DAC
BCC31RXV9
534916.17000000
PA
721639.92000000
0.005296346648
Long
ABS-MBS
CORP
IE
Y
2
2031-07-22
Variable
0.00001000
N
Y
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
23000000.00000000
PA
USD
26615795.04000000
0.195341849791
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
41710000.00000000
PA
USD
48971776.07000000
0.359419559352
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
1408941.64000000
0.010340674242
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
3.52300000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BW9
11000000.00000000
PA
USD
11093250.08000000
0.081416917569
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
336472.50000000
0.002469479512
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
12258563.06000000
PA
USD
13473060.70000000
0.098883110406
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAR9
4750000.00000000
PA
USD
4991182.20000000
0.036631885770
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.45690000
N
N
N
N
N
N
TEVA PHARMACEUTICAL INDU
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAP6
1045000.00000000
PA
USD
1035459.15000000
0.007599566552
Long
DBT
CORP
IL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co
61945CAB9
1725000.00000000
PA
USD
2009919.29000000
0.014751441820
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00180AAA7
2121963.96000000
PA
USD
2121025.20000000
0.015566883701
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
5908999.48000000
0.043368040936
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix, Inc
78392BAB3
4800000.00000000
PA
USD
4694840.11000000
0.034456936198
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
EK4579513
500000.00000000
PA
402638.91000000
0.002955096000
Long
DBT
NUSS
AU
N
2
2026-05-20
Fixed
4.00000000
N
N
N
N
N
N
BANC CREDITO INVERSIONES
549300E9E5Y3PKW24142
Banco de Credito e Inversiones S.A.
05890MAB9
8225000.00000000
PA
USD
8101625.00000000
0.059460422333
Long
DBT
CORP
CL
Y
2
2031-10-14
Fixed
2.87500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
BQ1838797
2950000.00000000
PA
3333554.18000000
0.024466022484
Long
DBT
NUSS
ES
Y
2
2031-10-31
Fixed
0.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BU7
7200000.00000000
PA
USD
7124344.42000000
0.052287846951
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
BJ7361725
1175000.00000000
PA
1304394.89000000
0.009573372138
Long
DBT
NUSS
FR
Y
2
2040-05-25
Fixed
0.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746KAU8
196833.68000000
PA
USD
197918.69000000
0.001452588696
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
6718652.32000000
0.049310342611
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
1014500.00000000
0.007445740633
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
800000.00000000
PA
USD
845000.00000000
0.006201725810
Long
LON
CORP
KY
N
2
2027-10-20
Variable
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDJ7
24400000.00000000
PA
USD
24091187.50000000
0.176812945954
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
6275000.00000000
PA
USD
6663432.92000000
0.048905069737
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83401BAB2
4894959.09000000
PA
USD
4979472.52000000
0.036545944676
Long
ABS-O
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
5700000.00000000
PA
USD
5817816.15000000
0.042698817254
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912828YF1
50000000.00000000
PA
USD
50427734.50000000
0.370105304885
Long
DBT
UST
US
N
2
2022-09-15
Fixed
1.50000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 10 Ltd
67707LAG3
6650000.00000000
PA
USD
6633687.55000000
0.048686758934
Long
ABS-O
CORP
KY
Y
2
2036-01-18
Variable
0.00000100
N
N
N
N
N
N
PROMETRIC HOLDINGS INC
54930034OH1XQT27TX40
Prometric Holdings Inc
80358TAC0
476364.94000000
PA
USD
469962.60000000
0.003449206137
Long
LON
CORP
US
N
2
2025-01-29
Variable
4.00000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group plc
639057AB4
8850000.00000000
PA
USD
8732197.74000000
0.064088397762
Long
DBT
CORP
GB
N
2
2035-11-28
Fixed
3.03200000
N
N
N
N
N
N
KUWAIT INTL BOND
549300FSC1YD0D9XX589
Kuwait Government International Bond
501499AC1
5750000.00000000
PA
USD
5778747.47000000
0.042412079690
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
2996420.64000000
0.021991691388
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAE4
5000000.00000000
PA
USD
4970423.50000000
0.036479531018
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
1.22996000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAK4
6250000.00000000
PA
USD
5843528.94000000
0.042887531660
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
EC4745393
175000000.00000000
PA
1867496.15000000
0.013706152751
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
13910106.97000000
PA
USD
14218797.28000000
0.104356310165
Long
ABS-MBS
USGSE
US
N
2
2049-08-15
Fixed
2.51400000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
2500000.00000000
PA
USD
2579562.00000000
0.018932232231
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
492010.16000000
PA
USD
491449.27000000
0.003606903695
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
6492624.18000000
0.047651449653
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
29600000.00000000
PA
USD
29467628.80000000
0.216272371729
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
31425000.00000000
PA
USD
33289208.31000000
0.244320168516
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
1828090.66000000
0.013416943231
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.40500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385A71
8000000.00000000
PA
USD
7988699.84000000
0.058631628393
Long
STIV
USGSE
US
N
2
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
3130APMG7
31000000.00000000
PA
USD
30994548.96000000
0.227478928140
Long
DBT
USGSE
US
N
2
2022-01-28
Fixed
0.04000000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC
BP3255380
250000.00000000
PA
277749.36000000
0.002038491567
Long
DBT
CORP
N/A
Y
2
2028-06-01
Fixed
3.62500000
N
N
N
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033CAD1
3100000.00000000
PA
USD
3072968.00000000
0.022553496995
Long
DBT
CORP
SG
Y
2
2030-09-10
Fixed
1.83200000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764RBL1
1250000.00000000
PA
USD
1279188.13000000
0.009388371648
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Variable
4.45174400
N
Y
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon Finance LLC
68622TAB7
750000.00000000
PA
USD
783510.00000000
0.005750430994
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
PRIME SECURITY SERVICES BOR
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
03765VAK6
2518322.91000000
PA
USD
2514595.79000000
0.018455424395
Long
LON
CORP
US
N
2
2026-09-23
Variable
3.50000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAP8
1400000.00000000
PA
USD
1620514.00000000
0.011893471598
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
5300000.00000000
PA
USD
5300701.61000000
0.038903547917
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772MAH2
772861.78000000
PA
USD
778485.90000000
0.005713557514
Long
ABS-CBDO
USGSE
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAX4
951166.46000000
PA
USD
978579.65000000
0.007182109672
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Fixed
3.20600000
N
N
N
N
N
N
ALLIANT HOLDINGS INTERMEDI
5493006Q26653NF8SI73
Alliant Holdings Intermediate LLC
01881UAJ4
150000.00000000
PA
USD
149706.00000000
0.001098740312
Long
LON
CORP
US
N
2
2027-11-05
Variable
4.00000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AK7
2500000.00000000
PA
USD
2578304.50000000
0.018923003036
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAD7
2800000.00000000
PA
USD
2803500.00000000
0.020575784982
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 10yr Ultra Fut Mar22
N/A
-1943.00000000
NC
USD
-284528062.50000000
-2.08824263798
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US 10yr Ultra Fut Mar22
2022-03-22
-279909551.50000000
USD
-4618511.00000000
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG, Inc
90385KAK7
1608780.48000000
PA
USD
1599224.32000000
0.011737219813
Long
LON
CORP
US
N
2
2026-05-04
Variable
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89114QCH9
11000000.00000000
PA
USD
10907450.29000000
0.080053273364
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
4000000.00000000
PA
USD
4268044.40000000
0.031324545700
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
1057500.00000000
0.007761331414
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
5396841.45000000
0.039609149014
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
2958044.10000000
0.021710033662
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RQ1
26548000.00000000
PA
USD
26547948.50000000
0.194843902290
Long
STIV
USGSE
US
N
2
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
14250000.00000000
PA
USD
16641941.59000000
0.122140542840
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
10568733.65000000
0.077567323389
Long
ABS-MBS
USGSE
US
N
2
2051-10-15
Fixed
4.46600000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities
30711XAF1
11705644.48000000
PA
USD
11923781.51000000
0.087512453908
Long
ABS-CBDO
USGSE
US
N
2
2024-05-25
Variable
2.70275000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
21123152.26000000
PA
USD
22470169.13000000
0.164915772622
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
3077280.00000000
0.022585144145
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
15881994.11000000
0.116563044732
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
11411050.46000000
0.083749356409
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
7100027.76000000
0.052109379191
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
1284642.92000000
PA
USD
1452391.30000000
0.010659565221
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
8859958.17000000
0.065026072503
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
7598998.58000000
0.055771485952
Long
ABS-MBS
USGSE
US
Y
2
2032-11-10
Variable
3.72816000
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
3500000.00000000
PA
USD
3396505.00000000
0.024928038727
Long
DBT
CORP
ID
Y
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KU4
7000000.00000000
PA
USD
7681843.82000000
0.056379513719
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
1970000.00000000
PA
USD
1962120.00000000
0.014400627512
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457BY5
14750000.00000000
PA
USD
14649841.16000000
0.107519879344
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SZ2
125979000.00000000
PA
USD
128419843.13000000
0.942514385510
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313RK6
15000000.00000000
PA
USD
14999991.60000000
0.110089745641
Long
STIV
USGSE
US
N
2
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
198826.22000000
0.001459249349
Long
DBT
CORP
VG
Y
2
2026-05-12
Fixed
3.37500000
N
N
N
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series
00900CAN4
7500000.00000000
PA
USD
7363162.50000000
0.054040609378
Long
ABS-O
CORP
KY
Y
2
2034-04-20
Variable
1.63150000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
QJ9911604
250000.00000000
PA
306492.07000000
0.002249443528
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
1181160.76000000
0.008668917363
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
10816789.22000000
0.079387882716
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
10150000.00000000
PA
USD
10413078.87000000
0.076424923074
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.83600000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AP4
2125000.00000000
PA
USD
2065925.00000000
0.015162485675
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
37500000.00000000
PA
USD
36641250.00000000
0.268921876762
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.04500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31287NMU9
4503.14000000
PA
USD
4519.23000000
0.000033168077
Long
ABS-MBS
MUN
US
N
2
2032-01-01
Fixed
7.00000000
N
N
N
N
N
N
SREIT Trust
N/A
SREIT Trust
85236WCG9
6930000.00000000
PA
USD
6895250.90000000
0.050606456187
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
1.27110000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9FM8
459967.28000000
PA
USD
470542.71000000
0.003453463751
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
3602935.87000000
0.026443101040
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Fixed
2.81200000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
5225000.00000000
PA
USD
5184683.22000000
0.038052051770
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
1257000.00000000
PA
USD
1437265.99000000
0.010548555724
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748KAA0
3312293.75000000
PA
USD
3350353.33000000
0.024589316830
Long
ABS-CBDO
USGSE
US
Y
2
2050-03-25
Variable
3.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
4350000.00000000
PA
USD
4833586.28000000
0.035475238806
Long
DBT
CORP
NL
Y
2
2026-01-06
Fixed
4.62500000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAW3
3800000.00000000
PA
USD
4570662.08000000
0.033545553838
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun S.A.
192714AE3
3025000.00000000
PA
USD
2993237.50000000
0.021968329303
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
350000.00000000
PA
USD
350382.20000000
0.002571567258
Long
DBT
CORP
BM
Y
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAA3
5481000.00000000
PA
USD
5535810.00000000
0.040629083740
Long
DBT
CORP
MX
Y
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAJ5
5000000.00000000
PA
USD
4992498.00000000
0.036641542848
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
2.86000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS MortSecurities Trust
36262LAD2
19907776.94000000
PA
USD
19744752.15000000
0.144913063948
Long
ABS-CBDO
USGSE
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
PARKLAND CORP
549300Q72GWZCL8MQC95
Parkland Corp
70137WAL2
315000.00000000
PA
USD
313031.25000000
0.002297436665
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
ARAB PETROLEUM INVST
213800A54KIUYH5YD185
Arab Petroleum Investments Corp
03845EAA0
3325000.00000000
PA
USD
3507842.91000000
0.025745183331
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
4419520.00000000
0.032436273674
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
3106838.66000000
0.022802084624
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
N
Dryden Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund
26244QAQ6
3800000.00000000
PA
USD
3800102.60000000
0.027890170861
Long
ABS-O
CORP
KY
Y
2
2030-07-18
Variable
1.72225000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBB6
100000.00000000
PA
USD
95683.59000000
0.000702252532
Long
DBT
UST
US
N
2
2027-12-31
Fixed
0.62500000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
C8000CAG8
847326.21000000
PA
USD
841606.76000000
0.006176821734
Long
LON
CORP
CA
N
2
2026-04-30
Variable
3.35430000
N
N
N
N
N
N
CORP LINDLEY SA
549300XI785GPWS6HA82
Corp Lindley S.A.
21988VAD5
2250000.00000000
PA
USD
2292210.00000000
0.016823263811
Long
DBT
CORP
PE
Y
2
2023-04-12
Fixed
4.62500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CK3
5700000.00000000
PA
USD
5743534.09000000
0.042153637409
Long
DBT
CORP
DE
N
2
2032-05-28
Fixed
3.03500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162NAK2
4600000.00000000
PA
USD
4690607.12000000
0.034425868928
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313WD6
5000000.00000000
PA
USD
4998550.85000000
0.036685966654
Long
STIV
USGSE
US
N
2
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
13060000.00000000
PA
USD
15034043.81000000
0.110339665724
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
6331345.47000000
PA
USD
6332196.40000000
0.046474018760
Long
ABS-O
CORP
US
Y
2
2047-04-15
Fixed
3.87000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
6200000.00000000
PA
USD
6102284.22000000
0.044786619588
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009R96
5000000.00000000
PA
USD
5115872.00000000
0.037547024174
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
2.25600000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
PLN220131
PLN220131
1.00000000
NC
USD
-27170.96000000
-0.00019941638
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2968424.52000000
PLN
708033.44000000
USD
2022-01-31
-27170.96000000
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond (Step Bond)
221625AK2
1510973.49000000
PA
USD
1515143.78000000
0.011120125783
Long
DBT
NUSS
CI
Y
2
2032-12-31
Fixed
5.75000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAB4
2000000.00000000
PA
USD
2194893.64000000
0.016109027856
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
27496154.44000000
0.201803089571
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
3.06300000
N
N
N
N
N
N
ARABIAN CENTRES SUKUK II
549300X92PKHJD8UYG94
Arabian Centres Sukuk II Ltd
03847QAA1
300000.00000000
PA
USD
295980.00000000
0.002172292077
Long
DBT
CORP
KY
Y
2
2026-10-07
Fixed
5.62500000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance LLC
04636NAB9
11900000.00000000
PA
USD
11983265.37000000
0.087949025020
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co
BR3544508
300000.00000000
PA
332153.85000000
0.002437783555
Long
DBT
CORP
US
N
2
2081-09-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CSS4
1577982.22000000
PA
USD
1611935.16000000
0.011830508742
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
10045924.97000000
0.073730262934
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
4.28000000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50190DAE6
5000000.00000000
PA
USD
5228370.00000000
0.038372683050
Long
ABS-MBS
USGSE
US
Y
2
2050-07-12
Fixed
3.35700000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAD5
2975000.00000000
PA
USD
2950404.10000000
0.021653961253
Long
DBT
CORP
KZ
Y
2
2031-05-06
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003KBH4
5564034.53000000
PA
USD
5792454.28000000
0.042512678362
Long
ABS-CBDO
USGSE
US
Y
2
2051-08-25
Variable
3.33529900
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KHE2
12292000.00000000
PA
USD
12344631.89000000
0.090601209724
Long
ABS-CBDO
USGSE
US
Y
2
2034-01-25
Variable
1.69967000
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
1590175.05000000
0.011670804321
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
2130144.20000000
0.015633810965
Long
ABS-MBS
USGSE
US
N
2
2048-07-10
Variable
4.01800000
N
N
N
N
N
N
ZIFF DAVIS INC
5493008OJYGLHD7MXA18
j2 Global, Inc
48123VAF9
1413000.00000000
PA
USD
1449229.32000000
0.010636358437
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
BO9736303
500000.00000000
PA
517489.98000000
0.003798024811
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S38
4750000.00000000
PA
USD
4906126.33000000
0.036007633481
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
2150572.20000000
0.015783738604
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HC6G3
1751489.43000000
PA
USD
1915646.59000000
0.014059544262
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
200000.00000000
PA
USD
202909.06000000
0.001489214620
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
10955000.00000000
PA
USD
11624350.50000000
0.085314833762
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy, Inc
15135UAW9
1625000.00000000
PA
USD
1589854.42000000
0.011668451114
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REH3
9500000.00000000
PA
USD
9328783.40000000
0.068466931118
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corp
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
313400624
470597.00000000
NS
USD
1350613.39000000
0.009912584522
Long
EP
USGSE
US
N
1
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
2099000.00000000
PA
USD
2146764.68000000
0.015755793994
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
6457622.94000000
0.047394564335
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
3546903.12000000
0.026031858730
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
3.28700000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RZ1
53250000.00000000
PA
USD
53249763.57000000
0.390817080651
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TB4
80000000.00000000
PA
USD
79362500.00000000
0.582466822080
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967JC6
6575000.00000000
PA
USD
7275077.20000000
0.053394123132
Long
DBT
CORP
US
N
2
2026-11-20
Fixed
4.30000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAD5
5519000.00000000
PA
USD
5845341.73000000
0.042900836307
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
4.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBL4
10530000.00000000
PA
USD
11021431.31000000
0.080889816600
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
3800000.00000000
PA
USD
3790565.78000000
0.027820177083
Long
DBT
CORP
FR
Y
2
2032-06-09
Fixed
2.88900000
N
N
N
N
N
N
NEW JERSEY ST ECON DEV AUTH MT
5493006JS6QWDVU4R678
New Jersey Economic Development Authority
64578JAW6
1110000.00000000
PA
USD
1124219.10000000
0.008251004271
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
3195395.07000000
0.023452028498
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2R4
5000000.00000000
PA
USD
4901667.95000000
0.035974912001
Long
DBT
CORP
FR
Y
2
2029-09-15
Fixed
2.15900000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BO9153574
2400000000.00000000
PA
1971279.42000000
0.014467851431
Long
DBT
NUSS
KR
N
2
2031-06-10
Fixed
2.00000000
N
N
N
N
N
N
RACKSPACE TECHNOLOGY
549300QTYCKLMFSE8I97
Rackspace Technology Global, Inc
75009XAB6
497500.00000000
PA
USD
493385.68000000
0.003621115628
Long
LON
CORP
US
N
2
2028-02-03
Variable
3.50000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAY1
10000000.00000000
PA
USD
9999533.10000000
0.073389778132
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.30000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAE9
5000000.00000000
PA
USD
5364459.00000000
0.039371483835
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXR0
6875000.00000000
PA
USD
6591591.67000000
0.048377803779
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
4125000.00000000
PA
USD
4247451.00000000
0.031173404138
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
914076.25000000
PA
USD
934515.09000000
0.006858705744
Long
ABS-MBS
USGSE
US
N
2
2058-05-10
Fixed
3.12100000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAW1
10630000.00000000
PA
USD
10172325.78000000
0.074657958988
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
EK7591838
500000.00000000
PA
589829.73000000
0.004328949420
Long
DBT
CORP
JE
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
Bayview MSR Opportunity Master
N/A
Bayview MSR Opportunity Master Fund Trust
07335UAW4
7381375.73000000
PA
USD
7492384.24000000
0.054989009142
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BE2
3000000.00000000
PA
USD
3195000.00000000
0.023449128953
Long
DBT
CORP
CL
Y
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global, Inc
08576PAH4
14250000.00000000
PA
USD
13943910.00000000
0.102338824319
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46640LAD4
753793.79000000
PA
USD
775605.11000000
0.005692414472
Long
ABS-MBS
USGSE
US
N
2
2046-08-15
Variable
4.13270000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
6900000.00000000
PA
USD
6682875.35000000
0.049047763962
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31417GFT8
8713936.84000000
PA
USD
9411364.01000000
0.069073016681
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
456963.88000000
PA
USD
460653.73000000
0.003380885357
Long
ABS-CBDO
USGSE
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RX8
1075000.00000000
PA
USD
1304781.25000000
0.009576207758
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
3422863.20000000
0.025121490004
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
4855775.81000000
0.035638094878
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
48800000.00000000
PA
1606596.84000000
0.011791329100
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
Y
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46649XAL1
1000000.00000000
PA
USD
1027297.40000000
0.007539664853
Long
ABS-MBS
USGSE
US
Y
2
2031-07-05
Variable
4.61320000
N
Y
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
BK4676346
860000.00000000
PA
542440.38000000
0.003981143793
Long
DBT
NUSS
AU
N
2
2051-06-21
Fixed
1.75000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691RAE6
5027114.00000000
PA
USD
5718106.91000000
0.041967019186
Long
ABS-MBS
USGSE
US
N
2
2051-12-15
Fixed
4.31000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AU2
1850000.00000000
PA
USD
1882470.59000000
0.013816054965
Long
DBT
CORP
CH
Y
2
2032-05-14
Fixed
3.09100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
12600000.00000000
PA
USD
12735230.38000000
0.093467937223
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
3500193.64000000
0.025689042887
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
7209667.18000000
PA
USD
7920884.55000000
0.058133910246
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
560000.00000000
PA
USD
620200.00000000
0.004551846565
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBQ3
619000.00000000
PA
USD
617921.79000000
0.004535126052
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
GOPHER RESOURCE LLC
549300BTDNOXC3JSII89
Gopher Resource LLC
26828KAB6
979229.28000000
PA
USD
913826.56000000
0.006706865992
Long
LON
CORP
US
N
2
2025-03-06
Variable
4.25000000
N
N
N
N
N
N
PLANTRONICS INC
5493006O3W5M472F6668
Plantronics, Inc
72749DAC0
1146491.60000000
PA
USD
1119468.79000000
0.008216140224
Long
LON
CORP
US
N
2
2025-07-02
Variable
2.60425000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos S.A. de C.V.
82655AAC7
3500000.00000000
PA
USD
3710647.50000000
0.027233631213
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2F3
5708925000.00000000
PA
532131.94000000
0.003905486848
Long
DBT
NUSS
UZ
Y
2
2024-07-19
Fixed
14.00000000
N
N
N
N
N
N
AECOM TECHNOLOGY
0EEB8GF0W0NPCIHZX097
AECOM
00766WAV5
648375.00000000
PA
USD
648375.00000000
0.004758631920
Long
LON
CORP
US
N
2
2028-04-13
Variable
1.85190000
N
N
N
N
N
N
USI INC/NY
N/A
USI, Inc
90351NAE5
2448849.12000000
PA
USD
2428303.28000000
0.017822096009
Long
LON
CORP
US
N
2
2024-05-16
Variable
3.22380000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
20300000.00000000
PA
436968.63000000
0.003207052817
Long
DBT
NUSS
UY
N
2
2031-05-21
Fixed
8.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBH0
5675000.00000000
PA
USD
5546552.56000000
0.040707926831
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142ET6
15450000.00000000
PA
USD
15295081.15000000
0.112255502421
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAJ5
1000000.00000000
PA
USD
888665.90000000
0.006522203845
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
8331025.30000000
0.061144064654
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
3.15000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
3347000.00000000
PA
USD
3419891.30000000
0.025099678278
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
418877.05000000
PA
USD
418110.59000000
0.003068647618
Long
ABS-CBDO
USGSE
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313ZR2
16197000.00000000
PA
USD
16177377.01000000
0.118730954501
Long
STIV
USGSE
US
N
2
N
N
N
EQUS 2021-EQAZ Mortgage Trust
N/A
EQUS Mortgage Trust
29478JAA8
5000000.00000000
PA
USD
4976463.50000000
0.036523860514
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
0.86480000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
2402436.51000000
PA
USD
2419919.04000000
0.017760561385
Long
ABS-CBDO
USGSE
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AJ5
3000000.00000000
PA
USD
3192971.91000000
0.023434244150
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCA5
23800000.00000000
PA
USD
27306454.48000000
0.200410820768
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
AW8928847
219000000.00000000
PA
1939238.89000000
0.014232695712
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.50000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
5950000.00000000
PA
USD
5829810.00000000
0.042786843963
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313RQ3
40000000.00000000
PA
USD
39999922.40000000
0.293572249914
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
3854840.61000000
PA
USD
4164804.87000000
0.030566837703
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AT2
2600000.00000000
PA
USD
2609265.54000000
0.019150236031
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
4345291.63000000
0.031891487878
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
11250000.00000000
PA
1825271.22000000
0.013396250457
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
750000.00000000
PA
888047.94000000
0.006517668438
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
1814500.00000000
PA
USD
1893164.02000000
0.013894537475
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
UTAH ST MUNI PWR AGY PWR SPLY
549300ZRZ5YVJ6KNNV32
Utah Municipal Power Agency
91756TAL5
1500000.00000000
PA
USD
1525739.10000000
0.011197888233
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
11900000.00000000
PA
USD
13423795.00000000
0.098521533645
Long
DBT
CORP
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
5043900.00000000
0.037018798600
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
1705000.00000000
PA
USD
1810230.42000000
0.013285861206
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
8091172.87000000
PA
USD
8722877.92000000
0.064019996616
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
9555984.80000000
0.070134435007
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBU4
4475000.00000000
PA
USD
4454373.02000000
0.032692071158
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange S.A.
35177PAX5
3950000.00000000
PA
USD
5198755.53000000
0.038155332963
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
4756240.20000000
0.034907571136
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
2.52900000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12655VAD6
4270400.00000000
PA
USD
4320786.88000000
0.031711639664
Long
ABS-CBDO
USGSE
US
Y
2
2059-10-25
Variable
3.38800000
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
1667053.28000000
0.012235038289
Long
ABS-MBS
USGSE
US
N
2
2048-02-15
Fixed
3.60500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
4575000.00000000
PA
USD
4632880.66000000
0.034002195937
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290CA9
1600000.00000000
PA
USD
1656000.00000000
0.012153914725
Long
DBT
CORP
MX
Y
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt, Inc
524660AZ0
1600000.00000000
PA
USD
1790842.94000000
0.013143570276
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
16425000.00000000
PA
USD
18436570.08000000
0.135311896482
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
Zayo Group Holdings, Inc
98919XAB7
623552.63000000
PA
USD
614716.89000000
0.004511604263
Long
LON
CORP
US
N
2
2027-03-09
Variable
3.10430000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CS0
1994000.00000000
PA
USD
2442390.82000000
0.017925488980
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KLU1
4725000.00000000
PA
USD
4754624.33000000
0.034895711749
Long
ABS-CBDO
USGSE
US
Y
2
2041-10-25
Variable
3.44967000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BH4
6960000.00000000
PA
USD
7040650.25000000
0.051673588615
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654FAT5
5912558.78000000
PA
USD
6140350.16000000
0.045065997721
Long
ABS-CBDO
USGSE
US
Y
2
2052-04-25
Variable
3.36423400
N
N
N
N
N
N
MERCY HEALTHCARE SYSTEM
RV2KCMRGYKSCKT5REH48
Mercy Health
58942HAA9
12500000.00000000
PA
USD
13161865.50000000
0.096599149099
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.38200000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities
30711XAK0
8148868.75000000
PA
USD
8274142.94000000
0.060726586784
Long
ABS-CBDO
USGSE
US
N
2
2024-07-25
Variable
3.10275000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BW2
2000000.00000000
PA
USD
2202020.00000000
0.016161330496
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
20223671.57000000
0.148428007058
Long
DBT
NUSS
CA
Y
2
2022-01-25
Fixed
2.25000000
N
N
N
N
N
N
ENDO LUXEMBOURG FINANCE
222100B15VY0VVCTG251
Endo Luxembourg Finance Co I Sarl
L2968EAE2
2459406.15000000
PA
USD
2386853.67000000
0.017517884037
Long
LON
CORP
LU
N
2
2028-03-27
Variable
5.75000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33851RAA9
31260310.99000000
PA
USD
31710259.40000000
0.232731756435
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
3.00000000
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
1522333.69000000
0.011172894837
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.21800000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
7325000.00000000
PA
USD
7590093.36000000
0.055706127688
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions, Inc
83088MAK8
2100000.00000000
PA
USD
2078334.68000000
0.015253564293
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
22643887.79000000
PA
USD
23876636.67000000
0.175238288652
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
500000.00000000
PA
USD
499322.04000000
0.003664684477
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653EAA5
2315104.43000000
PA
USD
2366923.88000000
0.017371612921
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
11675000.00000000
PA
USD
13672006.65000000
0.100343238492
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
162410.00000000
0.001191979040
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust
83189DAB6
7876349.79000000
PA
USD
8025175.78000000
0.058899337006
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
36664077.50000000
0.269089415100
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
2.30100000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXI Ltd
55820JBG4
5500000.00000000
PA
USD
5499967.00000000
0.040366020476
Long
ABS-O
CORP
KY
Y
2
2032-10-15
Variable
0.00000100
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
1409002.92000000
PA
USD
1407889.38000000
0.010332951368
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
2493085.50000000
PA
USD
2519633.12000000
0.018492394975
Long
ABS-CBDO
USGSE
US
Y
2
2047-10-25
Variable
4.08014900
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
12650000.00000000
PA
USD
11562100.00000000
0.084857957392
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
BQ5680468
850000.00000000
PA
921833.91000000
0.006765634500
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833EF3
5900000.00000000
PA
USD
5800919.41000000
0.042574806664
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437US5
13000000.00000000
PA
USD
13707332.60000000
0.100602506961
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.43400000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
EK3289700
2550000.00000000
PA
3169156.44000000
0.023259454783
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
2205000.00000000
PA
USD
2131184.19000000
0.015641443785
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
1638236.91000000
0.012023545714
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
8079501.26000000
PA
USD
8751536.40000000
0.064230330385
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087H72
950000.00000000
PA
808410.61000000
0.005933184551
Long
DBT
NUSS
CA
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Massachusetts St
69688FAJ9
3500000.00000000
PA
USD
3486696.50000000
0.025589983051
Long
ABS-O
CORP
KY
Y
2
2035-01-15
Variable
0.00000100
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Group Home Equity Loan Trust (Step Bond)
12558MAG7
123845.83000000
PA
USD
125492.67000000
0.000921030923
Long
ABS-O
CORP
US
N
2
2030-02-25
Fixed
6.20000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
298684.49000000
PA
USD
329252.91000000
0.002416492627
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
2485015.61000000
0.018238325974
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
AX8009109
3200000.00000000
PA
USD
3774080.00000000
0.027699182660
Long
DBT
NUSS
RU
Y
2
2035-03-28
Fixed
5.10000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv, Inc
337738AS7
14800000.00000000
PA
USD
15307976.55000000
0.112350145894
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding LLC
74615JAD2
1000000.00000000
PA
USD
1000704.00000000
0.007344487367
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
4.37000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAD9
934537.51000000
PA
USD
934508.35000000
0.006858656277
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020414
75950000.00000000
PA
USD
77767181.22000000
0.570758266276
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
2.00000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EU3
7150000.00000000
PA
USD
7208799.38000000
0.052907688970
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DD7
13600000.00000000
PA
USD
14841753.85000000
0.108928388081
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.45000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385F92
18000000.00000000
PA
USD
17965873.62000000
0.131857304310
Long
STIV
USGSE
US
N
2
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
6871253.15000000
PA
USD
7110763.73000000
0.052188173915
Long
ABS-CBDO
USGSE
US
Y
2
2050-06-25
Variable
3.87100200
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385XF8
6680000.00000000
PA
USD
6676314.78000000
0.048999613836
Long
STIV
USGSE
US
N
2
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653DAA7
2023867.93000000
PA
USD
2069742.13000000
0.015190500815
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBD6
2500000.00000000
PA
USD
2632972.00000000
0.019324225339
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.91660000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
N/A
1195000.00000000
PA
USD
1183050.00000000
0.008682783101
Long
LON
CORP
PA
N
2
2028-10-18
Variable
4.00000000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAC7
5176000.00000000
PA
USD
5179506.22000000
0.038014056108
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
2.83700000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen S.A.
00787CAE2
200000.00000000
PA
USD
209252.00000000
0.001535767490
Long
DBT
CORP
PA
Y
2
2061-08-11
Fixed
5.12500000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
QZ3475089
1800000000.00000000
PA
1474389.00000000
0.010821013392
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
6876852.08000000
PA
USD
7585265.70000000
0.055670695944
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36192KAX5
1100000.00000000
PA
USD
1110004.28000000
0.008146677151
Long
ABS-MBS
USGSE
US
N
2
2045-05-10
Fixed
4.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
3704844.98000000
PA
USD
4067945.43000000
0.029855955230
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
407836.34000000
0.002993241605
Long
DBT
CORP
DK
N
2
2028-01-14
Fixed
2.25000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
C7052BAH7
1599099.01000000
PA
USD
1602521.08000000
0.011761415791
Long
LON
CORP
CA
N
2
2025-05-31
Variable
3.50000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBS2
1351316.54000000
PA
USD
1334992.64000000
0.009797938831
Long
LON
CORP
US
N
2
2024-08-22
Variable
2.35425000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAL1
530000.00000000
PA
USD
530196.63000000
0.003891282988
Long
ABS-O
CORP
KY
Y
2
2028-11-15
Variable
1.65600000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAU8
5000000.00000000
PA
USD
5180788.50000000
0.038023467172
Long
ABS-MBS
USGSE
US
Y
2
2046-08-10
Variable
4.89999400
N
Y
N
N
N
N
BXP Trust
N/A
BXP Trust
05607CAA7
1325000.00000000
PA
USD
1412239.99000000
0.010364881889
Long
ABS-MBS
USGSE
US
Y
2
2037-08-13
Fixed
3.45900000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAL0
2600000.00000000
PA
USD
2594230.34000000
0.019039887880
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
3.45975100
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
10807664.34000000
0.079320912297
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
3410158.01000000
PA
USD
3464967.09000000
0.025430503947
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
4300000.00000000
PA
USD
4017404.00000000
0.029485015478
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
406725.83000000
PA
USD
406700.17000000
0.002984902889
Long
ABS-O
CORP
US
N
2
2036-01-25
Variable
0.85188000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
16000000.00000000
PA
USD
15764761.92000000
0.115702640118
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
9763473.48000000
0.071657260927
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.90000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CD8
7350000.00000000
PA
USD
7385750.03000000
0.054206386500
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SU1
25000000.00000000
PA
USD
24999514.00000000
0.183479445243
Long
STIV
USGSE
US
N
2
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
4525000.00000000
PA
USD
5935385.03000000
0.043561692943
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
BO1991161
500000.00000000
PA
563635.78000000
0.004136703626
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.60000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
4055000.00000000
PA
USD
4592638.26000000
0.033706844067
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
4174743.69000000
0.030639781888
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.98200000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMN9
17978000.00000000
PA
USD
18716209.40000000
0.137364259072
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDK2
4600000.00000000
PA
USD
4777913.23000000
0.035066636449
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
3.30000000
N
N
N
N
N
N
ORBIA ADVANCE CORP SAB
549300MVHZ20SBIOEQ79
Orbia Advance Corp SAB de C.V.
68560EAA6
3800000.00000000
PA
USD
3744482.00000000
0.027481953452
Long
DBT
CORP
MX
Y
2
2026-05-11
Fixed
1.87500000
N
N
N
N
N
N
Bank
N/A
BANK
06650AAK3
2500000.00000000
PA
USD
2608105.25000000
0.019141720291
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.06939700
N
N
N
N
N
N
Egypt Treasury Bills
529900GFIVH4086NMH82
Egypt Treasury Bill
BR0331867
51700000.00000000
PA
3155782.64000000
0.023161300179
Long
STIV
NUSS
EG
N
2
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAJ3
750000.00000000
PA
USD
771708.75000000
0.005663817838
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
1994862.87000000
0.014640937928
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT Trust
62917JAD2
1825000.00000000
PA
USD
1788490.88000000
0.013126307754
Long
ABS-CBDO
USGSE
US
Y
2
2056-08-25
Variable
2.56900000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
925000.00000000
PA
USD
981234.46000000
0.007201594173
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
3508859.36000000
PA
USD
4020300.45000000
0.029506273453
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGJ7
5000000.00000000
PA
USD
5044565.40000000
0.037023682183
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
Duke University
26442TAD9
2000000.00000000
PA
USD
2159535.60000000
0.015849523869
Long
DBT
MUN
US
N
2
2038-10-01
Fixed
3.19900000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46645LBF3
1820000.00000000
PA
USD
1925748.01000000
0.014133681820
Long
ABS-MBS
USGSE
US
N
2
2049-03-15
Variable
4.73214200
N
Y
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46636DAU0
3585287.90000000
PA
USD
3704931.11000000
0.027191676795
Long
ABS-MBS
USGSE
US
Y
2
2046-07-15
Variable
5.38948200
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
Aon plc
00185AAF1
9631000.00000000
PA
USD
10121643.40000000
0.074285984758
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
1686912.99000000
0.012380795065
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
12152325.60000000
0.089189812230
Long
ABS-O
CORP
US
Y
2
2023-09-20
Fixed
3.07000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc
23345NAB1
641775.00000000
PA
USD
642679.90000000
0.004716833756
Long
LON
CORP
US
N
2
2028-06-26
Variable
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BH1
1250000.00000000
PA
USD
1371402.18000000
0.010065160114
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
7186622.77000000
0.052744927721
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
3775721.44000000
0.027711229714
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
10596581.28000000
PA
USD
11409028.69000000
0.083734517991
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
MOZART BORROWER LP
N/A
Mozart Borrower LP
58503UAC7
800000.00000000
PA
USD
799648.00000000
0.005868872948
Long
LON
CORP
US
N
2
2028-10-23
Variable
3.75000000
N
N
N
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
Open Text Corp
68371YAJ2
1954314.74000000
PA
USD
1956151.80000000
0.014356824979
Long
LON
CORP
CA
N
2
2025-05-30
Variable
1.85430000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83404KAC7
3009585.82000000
PA
USD
3040781.08000000
0.022317266874
Long
ABS-O
CORP
US
Y
2
2040-11-26
Fixed
2.72000000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 S.A.-Brasil Bolsa Balcao
11778EAA4
2900000.00000000
PA
USD
2794904.00000000
0.020512696183
Long
DBT
CORP
BR
Y
2
2031-09-20
Fixed
4.12500000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAQ4
3600000.00000000
PA
USD
3528036.00000000
0.025893386890
Long
DBT
CORP
CL
Y
2
2031-04-06
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GYB4
13425000.00000000
PA
USD
13521413.65000000
0.099237988202
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46635TAX0
7715000.00000000
PA
USD
7620893.97000000
0.055932183236
Long
ABS-MBS
USGSE
US
Y
2
2046-02-15
Variable
5.36000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BW8
4000000.00000000
PA
USD
4170577.00000000
0.030609201215
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
11778419.52000000
PA
USD
12376505.52000000
0.090835140509
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
1818750.00000000
0.013348389134
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
3719042.83000000
0.027295247231
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Goldman Sachs
W22LROWP2IHZNBB6K528
ILS220131
ILS220131
1.00000000
NC
USD
-16156.26000000
-0.00011857596
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
4630450.12000000
ILS
1473415.54000000
USD
2022-01-31
-16156.26000000
N
N
N
AMBER CIRCLE FUNDING LTD
549300XUOOO10CM8FY85
Amber Circle Funding Ltd
EJ4615047
2500000.00000000
PA
USD
2550533.78000000
0.018719184822
Long
DBT
CORP
KY
N
2
2022-12-04
Fixed
3.25000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313SE9
6000000.00000000
PA
USD
5999965.02000000
0.044035666187
Long
STIV
USGSE
US
N
2
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
650000.00000000
PA
USD
687459.50000000
0.005045485591
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
13100000.00000000
PA
USD
12699724.13000000
0.093207345475
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
8432722.18000000
0.061890450649
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BK0
4000000.00000000
PA
USD
4080000.00000000
0.029944427583
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co
36164QNA2
19281000.00000000
PA
USD
23009177.82000000
0.168871730143
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
2260482.00000000
0.016590401851
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
5025102.48000000
0.036880837576
Long
ABS-MBS
USGSE
US
N
2
2049-02-10
Variable
4.63788600
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAG6
39285000.00000000
PA
USD
39251239.26000000
0.288077424407
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
8304938.68000000
0.060952606590
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
3.53900000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
881954.88000000
PA
USD
878559.35000000
0.006448028635
Long
LON
CORP
US
N
2
2025-08-01
Variable
3.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
1167073.27000000
0.008565524759
Long
DBT
NUSS
CI
Y
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BBPS5
13856611.50000000
PA
USD
1578891.60000000
0.011587991465
Long
ABS-CBDO
USGSE
US
N
2
2050-08-25
Fixed
2.00000000
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
261504.87000000
0.001919268049
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
3.26400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBK1
1467000.00000000
PA
USD
1512770.99000000
0.011102711117
Long
ABS-MBS
USGSE
US
N
2
2048-08-10
Variable
4.37852700
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
2600000.00000000
PA
USD
2589360.28000000
0.019004144948
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
4675000.00000000
PA
USD
4502779.55000000
0.033047342195
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
BANGKOK BANK PCL
549300CCL2BKJGMYXV60
Bangkok Bank PCL
059895AV4
3010000.00000000
PA
USD
3011102.02000000
0.022099442741
Long
DBT
CORP
TH
Y
2
2036-09-23
Fixed
3.46600000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
5000000.00000000
PA
USD
4681250.00000000
0.034357194025
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410LS37
7652483.48000000
PA
USD
8275868.56000000
0.060739251662
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
684804.51000000
0.005025999769
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
2122875.00000000
0.015580459977
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
6999123.71000000
0.051368812029
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H030617
74830000.00000000
PA
USD
77423060.04000000
0.568232650650
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Corp II
36250GAT2
1350000.00000000
PA
USD
1417045.86000000
0.010400153710
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.77700000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CV1
8425000.00000000
PA
USD
8189630.69000000
0.060106324296
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.87500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493002EPQ51IPGGFX73
GS Mortgage Securities Trust
36251FAW6
2816500.00000000
PA
USD
2952260.93000000
0.021667589123
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
450081.94000000
0.003303295602
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
5308787.43000000
0.038962892341
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
1669558.07000000
0.012253421745
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBW4
6075000.00000000
PA
USD
6182039.98000000
0.045371972671
Long
DBT
CORP
GB
N
2
2042-11-24
Fixed
3.33000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAE3
1920000.00000000
PA
USD
1992000.00000000
0.014619926408
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CX1
3900000.00000000
PA
USD
3889353.00000000
0.028545208150
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
4.30000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
GBP220131
GBP220131
1.00000000
NC
USD
2270.61000000
0.000016664734
N/A
DFE
CORP
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
1339512.35000000
USD
991379.08000000
GBP
2022-01-31
2270.61000000
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LTT5
23333000.00000000
PA
USD
23331120.99000000
0.171234574246
Long
STIV
USGSE
US
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAH6
3000000.00000000
PA
USD
3137402.10000000
0.023026399505
Long
ABS-MBS
USGSE
US
N
2
2047-03-10
Fixed
4.19900000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654TBQ0
12723000.00000000
PA
USD
12578872.58000000
0.092320377218
Long
ABS-CBDO
USGSE
US
Y
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137B56X6
7732106.00000000
PA
USD
8148483.00000000
0.059804328212
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
1265972.89000000
PA
USD
1315025.02000000
0.009651390069
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
3.00000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
9100000.00000000
PA
USD
9536951.52000000
0.069994743666
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CN2
76607.23000000
PA
USD
85093.11000000
0.000624525605
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
13230495.00000000
0.097102842995
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
BANCO DE CHILE
8B4EZFY8IHJC44TT2K84
Banco de Chile
059520AC0
3125000.00000000
PA
USD
3080500.00000000
0.022608776757
Long
DBT
CORP
CL
Y
2
2031-12-09
Fixed
2.99000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
13709003.07000000
NS
USD
13709003.07000000
0.100614767076
Long
STIV
RF
US
N
1
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
2013554.40000000
PA
USD
2007976.85000000
0.014737185630
Long
LON
CORP
US
N
2
2027-03-31
Variable
3.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
18200000.00000000
PA
USD
19409816.06000000
0.142454860641
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAX3
3650000.00000000
PA
USD
3718516.74000000
0.027291386087
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAH2
6775000.00000000
PA
USD
7892575.88000000
0.057926143844
Long
DBT
NUSS
SA
Y
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason, Inc
524901AT2
1305000.00000000
PA
USD
1387293.68000000
0.010181792925
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
573721.83000000
0.004210728380
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
10900000.00000000
PA
USD
10479024.45000000
0.076908918820
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo plc
358070AB6
2400000.00000000
PA
USD
2514000.00000000
0.018451051702
Long
DBT
CORP
GB
Y
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
TURK IHRACAT KR
789000JVRVYLAXGDWR11
Turkiye Ihracat Kredi Bankasi AS.
90016LAA4
2500000.00000000
PA
USD
2292635.13000000
0.016826383976
Long
DBT
NUSS
TR
Y
2
2026-07-06
Fixed
5.75000000
N
N
N
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
BR9625400
498000000.00000000
PA
4346695.74000000
0.031901793091
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.00500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
GBP220131
GBP220131
1.00000000
NC
USD
3220.43000000
0.000023635767
N/A
DFE
CORP
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
254653.10000000
GBP
347880.91000000
USD
2022-01-31
3220.43000000
N
N
N
PAE INC
549300S7DE40ONNIOC81
PAE Holding Corp
69329HAB7
669937.50000000
PA
USD
670104.98000000
0.004918115207
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
4029313.20000000
0.029572420913
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
150851.24000000
PA
USD
150568.53000000
0.001105070696
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.00188000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
1499930.79000000
PA
USD
1499930.34000000
0.011008469472
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
1.35900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAC5
2100206.56000000
PA
USD
2093161.21000000
0.015362380949
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Fixed
1.73300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29273RAS8
6421000.00000000
PA
USD
6545561.17000000
0.048039971188
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
14040.00000000
0.000103044059
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
0.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326FAH0
6765000.00000000
PA
USD
7232291.70000000
0.053080106635
Long
ABS-MBS
USGSE
US
N
2
2050-10-12
Fixed
3.76400000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAH5
2700000.00000000
PA
USD
2569962.52000000
0.018861778571
Long
DBT
CORP
IN
Y
2
2031-02-02
Fixed
3.10000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404121AJ4
4225000.00000000
PA
USD
4936870.29000000
0.036233273256
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
10637494.56000000
0.078071981745
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
3.15400000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385WD4
16500000.00000000
PA
USD
16495217.81000000
0.121063689996
Long
STIV
USGSE
US
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537JAB3
500761.26000000
PA
USD
502418.38000000
0.003687409508
Long
ABS-CBDO
USGSE
US
Y
2
2059-07-25
Fixed
2.93800000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918KAS7
1250000.00000000
PA
USD
1279687.50000000
0.009392036684
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
3000000.00000000
PA
USD
3060030.00000000
0.022458540867
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
834249.26000000
0.006122822684
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
1014000.00000000
0.007442070972
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670861AU7
12253423.04000000
PA
USD
12101615.38000000
0.088817633673
Long
ABS-CBDO
USGSE
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
BJ8145408
300000.00000000
PA
406119.78000000
0.002980643221
Long
DBT
CORP
CH
N
2
2028-06-09
Fixed
2.25000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
QZ4675638
225000000.00000000
PA
1918659.68000000
0.014081658295
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance plc
BS3615637
300000.00000000
PA
335989.57000000
0.002465935134
Long
DBT
CORP
GB
Y
2
2028-11-17
Fixed
1.85000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
1975000.00000000
PA
USD
2009719.73000000
0.014749977185
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
2597829.25000000
0.019066301434
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
3.28500000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AA7
1668474.97000000
PA
USD
1668935.47000000
0.012248852285
Long
ABS-MBS
USGSE
US
Y
2
2036-10-15
Variable
1.03000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
10798.22000000
PA
USD
10978.98000000
0.000080578252
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
1443732.87000000
0.010596018229
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AN9
4150000.00000000
PA
USD
4537901.04000000
0.033305110066
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
1778887.42000000
PA
USD
1779959.02000000
0.013063689699
Long
ABS-O
CORP
US
Y
2
2034-03-20
Fixed
3.20000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BR2057668
2400000.00000000
PA
3187538.38000000
0.023394365732
Long
DBT
NUSS
GB
N
2
2033-07-31
Fixed
0.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
753097.58000000
PA
USD
756628.10000000
0.005553136114
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
7425000.00000000
PA
USD
7921757.08000000
0.058140314023
Long
DBT
CORP
CL
Y
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAE5
19290107.09000000
PA
USD
18928232.40000000
0.138920363819
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AS7
2875000.00000000
PA
USD
3129581.22000000
0.022968999560
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Weingarten Realty Investors
948741AH6
1170000.00000000
PA
USD
1185095.91000000
0.008697798690
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.37500000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
BN2612610
1000000.00000000
PA
1160017.61000000
0.008513741009
Long
DBT
NUSS
DE
N
2
2031-02-15
Fixed
0.00000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
GBP220131
GBP220131
1.00000000
NC
USD
-7723.63000000
-0.00005668619
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
377882.19000000
GBP
503721.38000000
USD
2022-01-31
-7723.63000000
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAC4
9756679.64000000
PA
USD
9796478.11000000
0.071899492484
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
1903778.80000000
0.013972442747
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
2.99680000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
19000000.00000000
PA
USD
19372722.62000000
0.142182619997
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
3969514.44000000
0.029133538649
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.75000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem, Inc
036752AP8
4500000.00000000
PA
USD
4594296.42000000
0.033719013834
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023MAA2
2450000.00000000
PA
USD
2579666.03000000
0.018932995741
Long
DBT
CORP
SG
Y
2
2028-12-11
Fixed
4.52000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAC4
3000000.00000000
PA
USD
3315030.00000000
0.024330067591
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
1875000.00000000
PA
USD
2294775.00000000
0.016842089168
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
17708.33000000
PA
USD
17553.38000000
0.000128829881
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
3956346.41000000
0.029036894257
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBQ6
1466269.05000000
PA
USD
1444934.84000000
0.010604839872
Long
LON
CORP
US
N
2
2025-05-30
Variable
2.35430000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
1000000.00000000
PA
USD
1148880.00000000
0.008431998520
Long
DBT
CORP
AZ
Y
2
2026-03-24
Fixed
6.87500000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652QAA9
2848777.89000000
PA
USD
2824062.46000000
0.020726699466
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
0.99000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAW1
79581000.00000000
PA
USD
78925078.28000000
0.579256443890
Long
DBT
UST
US
N
2
2023-11-15
Fixed
0.25000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC
BO2884290
500000.00000000
PA
556785.22000000
0.004086425171
Long
DBT
CORP
N/A
Y
2
2029-09-01
Fixed
3.00000000
N
Y
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
595738.29000000
PA
USD
602868.92000000
0.004424648215
Long
ABS-CBDO
USGSE
US
Y
2
2046-05-25
Variable
3.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
BR4457197
575000.00000000
PA
596602.89000000
0.004378659812
Long
DBT
NUSS
RS
Y
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
ACI12TS98
430000.00000000
PA
498863.49000000
0.003661319031
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
1.40100000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
5350000.00000000
PA
USD
5397190.42000000
0.039611710217
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
2224128.34000000
0.016323590689
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.26900000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FU6
5775000.00000000
PA
USD
7041766.58000000
0.051681781719
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
2129678.55000000
PA
USD
2142170.61000000
0.015722076642
Long
ABS-O
CORP
US
Y
2
2036-08-20
Fixed
2.34000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCY5
1250000.00000000
PA
USD
1235302.74000000
0.009066282706
Long
DBT
UST
US
N
2
2028-09-30
Fixed
1.25000000
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
3611207.95000000
0.026503812487
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
2.50400000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA, Inc
166756AP1
900000.00000000
PA
USD
963192.11000000
0.007069175585
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HM8
23495000.00000000
PA
USD
26414277.01000000
0.193862844385
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
3519313.50000000
0.025829369667
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
485565.11000000
0.003563717959
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
4635792.45000000
0.034023566497
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
3.37850000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
7587147.11000000
PA
USD
7674140.58000000
0.056322977172
Long
ABS-CBDO
USGSE
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
1126416.26000000
PA
USD
1134308.04000000
0.008325050235
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
99120.00000000
PA
USD
65047.50000000
0.000477404449
Long
DBT
NUSS
EC
Y
2
2035-07-31
Fixed
1.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAC6
6000000.00000000
PA
USD
6415724.40000000
0.047087057522
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Fixed
3.43300000
N
N
N
N
N
N
WHIRLPOOL EMEA FIN SARL
549300KCJ74PW78SNI52
Whirlpool EMEA Finance Sarl
96332XAA2
500000.00000000
PA
563496.10000000
0.004135678470
Long
DBT
CORP
LU
N
2
2028-02-20
Fixed
0.50000000
N
N
N
N
N
N
PERUSAHAAN GAS NEGARA
549300OX1VFDX7ZPN240
Perusahaan Gas Negara Persero Tbk PT
69367PAA4
1500000.00000000
PA
USD
1622656.07000000
0.011909192936
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
173912.90000000
0.001276402509
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
214250.00000000
0.001572449414
Long
DBT
CORP
ID
Y
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
BUCKEYE PARTNERS LP
549300C1PQJLVEIUBK50
Buckeye Partners LP
11823LAK1
1965149.72000000
PA
USD
1956444.11000000
0.014358970336
Long
LON
CORP
US
N
2
2026-11-01
Variable
2.35425000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
3000000.00000000
PA
USD
2812530.00000000
0.020642059046
Long
DBT
CORP
PA
Y
2
2030-08-11
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
BP9003099
425000.00000000
PA
457493.87000000
0.003357694132
Long
DBT
NUSS
SN
Y
2
2037-06-08
Fixed
5.37500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67112FAD2
1283778.50000000
PA
USD
1284699.35000000
0.009428820257
Long
ABS-CBDO
USGSE
US
Y
2
2057-06-25
Variable
0.75188000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AQ1
8475000.00000000
PA
USD
8522366.94000000
0.062548382273
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
3500000.00000000
0.025687621701
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
2350000.00000000
PA
USD
2524449.24000000
0.018527742023
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GYA6
6900000.00000000
PA
USD
6759408.57000000
0.049609465791
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.43100000
N
N
N
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
536878AG6
5250000.00000000
PA
USD
5272765.73000000
0.038698517540
Long
DBT
NUSS
LT
Y
2
2022-02-01
Fixed
6.62500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAH0
10350000.00000000
PA
USD
10071163.76000000
0.073915498502
Long
DBT
CORP
FR
Y
2
2027-01-26
Fixed
1.24700000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
2350000.00000000
PA
USD
2478315.24000000
0.018189149812
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
3484962.87000000
PA
USD
3523912.21000000
0.025863121074
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
653856.60000000
PA
USD
657745.74000000
0.004827406784
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
1.10188000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
265168.65000000
PA
USD
141329.06000000
0.001037259265
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.26081000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
2575000.00000000
PA
USD
2591093.75000000
0.019016867440
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385US3
2593000.00000000
PA
USD
2592708.37000000
0.019028717654
Long
STIV
USGSE
US
N
2
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50184BAA6
3178849.70000000
PA
USD
3322462.50000000
0.024384617090
Long
ABS-MBS
USGSE
US
Y
2
2036-02-15
Fixed
3.57460000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300W6NRTMFPYUPG47
Wells Fargo Commercial Mortgage Trust
94989EAE7
1825000.00000000
PA
USD
1909803.01000000
0.014016656355
Long
ABS-MBS
USGSE
US
N
2
2050-04-15
Fixed
3.18400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264AAZ8
2350000.00000000
PA
USD
2750447.68000000
0.020186417003
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AGEJ7
6851386.89000000
PA
USD
1233461.35000000
0.009052768154
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
5.84812000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
6150000.00000000
PA
USD
6444855.78000000
0.047300862056
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89100000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AN8
5650000.00000000
PA
USD
6055372.47000000
0.044442319220
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
11320573.88000000
0.083085319792
Long
DBT
CORP
FR
Y
2
2025-11-19
Fixed
2.81900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140LNJM0
13267096.38000000
PA
USD
14062374.16000000
0.103208270756
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBD1
7975000.00000000
PA
USD
9349946.22000000
0.068622251836
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.37500000
N
N
N
N
N
N
Social Professional Loan Progr
5493002WMPR84WZ75V46
SoFi Professional Loan Program LLC
83406EAC9
9073391.62000000
PA
USD
9196730.77000000
0.067497754545
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
5991597.70000000
0.043974255744
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BCHU7
37178410.50000000
PA
USD
5157299.88000000
0.037851076662
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
867914BS1
5000000.00000000
PA
USD
5395122.05000000
0.039596529786
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAR4
9125000.00000000
PA
USD
10500119.16000000
0.077063739657
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313SF6
24000000.00000000
PA
USD
23999853.36000000
0.176142615429
Long
STIV
USGSE
US
N
2
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918VAY0
977550.00000000
PA
USD
971792.23000000
0.007132294621
Long
LON
CORP
US
N
2
2026-08-12
Variable
1.85430000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
8132822.88000000
PA
USD
9578215.00000000
0.070297589570
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
9.66440000
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
801756.15000000
0.005884345336
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Variable
4.11870000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452EAA9
3543000.00000000
PA
USD
3711292.50000000
0.027238365075
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
21850000.00000000
PA
USD
21396659.70000000
0.157036942871
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
942348.99000000
PA
USD
1040804.30000000
0.007638796321
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust
67647LAU5
3877136.23000000
PA
USD
3841896.94000000
0.028196912917
Long
ABS-CBDO
USGSE
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
705136.50000000
PA
USD
765845.40000000
0.005620784833
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
WENDYS FUNDING LLC
5493009DRVSTWJOXUL48
Wendy's Funding LLC
95058XAK4
19631350.00000000
PA
USD
19177983.60000000
0.140753367918
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748JAA3
2439986.37000000
PA
USD
2430576.32000000
0.017838778578
Long
ABS-CBDO
USGSE
US
Y
2
2049-11-25
Variable
3.50000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
5000000.00000000
PA
USD
4988679.00000000
0.036613513983
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AH1
2800000.00000000
PA
USD
2823980.40000000
0.020726097202
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
2.87500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300NKHFE6ZRF37I48
Cenovus Energy, Inc
15135UAM1
6750000.00000000
PA
USD
7357435.67000000
0.053998578338
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08163GAX8
10000000.00000000
PA
USD
9564134.00000000
0.070194244598
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
2.24400000
N
N
N
N
N
N
FREMF Mortgage Trust
N/A
FREMF Mortgage Trust
30288LAN3
750000.00000000
PA
USD
805469.70000000
0.005911600270
Long
ABS-MBS
USGSE
US
Y
2
2049-03-25
Variable
4.02117900
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAE2
15500000.00000000
PA
USD
16020990.65000000
0.117583184885
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
933118.98000000
0.006848459245
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
7747675.00000000
0.056862669847
Long
ABS-O
CORP
KY
Y
2
2022-01-10
Variable
1.62788400
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCD1
9875000.00000000
PA
USD
9813666.97000000
0.072025647037
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767YBC3
2840000.00000000
PA
USD
3195256.17000000
0.023451009066
Long
ABS-MBS
USGSE
US
N
2
2051-07-15
Variable
4.42900000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AU7
11642000.00000000
PA
USD
12852768.00000000
0.094330583485
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
7238777.42000000
0.053127707413
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
12331593.97000000
PA
USD
13397415.98000000
0.098327929563
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust
95000LBB8
6000000.00000000
PA
USD
6350784.60000000
0.046610443517
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
5097350.00000000
0.037411085279
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
1041780.07000000
0.007645957809
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
3839549.45000000
0.028179683935
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
5866707.00000000
0.043057642871
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
8425000.00000000
PA
USD
8731265.94000000
0.064081558983
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
7175000.00000000
PA
USD
6780111.82000000
0.049761413578
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABF1
32175000.00000000
PA
USD
35191518.22000000
0.258281830610
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAA8
1491561.31000000
PA
USD
1501798.04000000
0.011022177121
Long
ABS-CBDO
USGSE
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Hertz Vehicle Financing LLC
5493004IHDYOZ9K9WF47
Hertz Vehicle Financing LLC
42806MAA7
24000000.00000000
PA
USD
23763216.00000000
0.174405858005
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
ZR4207349
200000.00000000
PA
233253.07000000
0.001711919035
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.25000000
N
N
N
N
Y
Cooperatieve Rabobank UA
Cooperatieve Rabobank UA 3.25 12/29/2170
EUR
XXXX
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
2400000.00000000
PA
USD
2520764.40000000
0.018500697801
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
2902715.48000000
0.021303959187
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BK4597278
2075000.00000000
PA
2408934.20000000
0.017679940123
Long
DBT
NUSS
IT
N
2
2027-09-15
Fixed
0.95000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAU3
300000.00000000
PA
415716.34000000
0.003051075450
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
1341189.54000000
0.009843419866
Long
DBT
NUSS
UZ
Y
2
2030-11-25
Fixed
3.70000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBM1
2279000.00000000
PA
USD
2290654.81000000
0.016811849773
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
4.14519000
N
Y
N
N
N
N
ABBOTT IRELAND FINANCING
54930021QV18ZVZQDE71
Abbott Ireland Financing DAC
AU5397669
400000.00000000
PA
483114.63000000
0.003545733101
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
2288546.00000000
PA
USD
2398492.10000000
0.017603302205
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
7743444.03000000
0.056831617402
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.62500000
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
2855764.52000000
0.020959371045
Long
ABS-MBS
USGSE
US
N
2
2047-12-15
Fixed
3.37150000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAZ7
4910000.00000000
PA
USD
4894042.50000000
0.035918946380
Long
LON
CORP
US
N
2
2028-12-01
Variable
2.75000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust
46652BBE8
3155000.00000000
PA
USD
3184488.52000000
0.023371981832
Long
ABS-MBS
USGSE
US
Y
2
2037-01-16
Fixed
3.06480000
N
N
N
N
N
N
Federal Agricultural Mortgage Corp Discount Notes
N/A
Federal Agricultural Mortgage Corp (FAMC)
31315LTB4
20000000.00000000
PA
USD
19999533.40000000
0.146782985195
Long
STIV
USGSE
US
N
2
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
2334529.21000000
PA
USD
2328799.57000000
0.017091806392
Long
ABS-CBDO
USGSE
US
Y
2
2066-10-25
Variable
2.24000000
N
N
N
N
N
N
WASHINGTON DC CONVENTION & SPO
N/A
Washington Convention & Sports Authority
93878LBE6
390000.00000000
PA
USD
430585.31000000
0.003160203586
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
1276567.50000000
0.009369138004
Long
ABS-MBS
USGSE
US
N
2
2050-03-15
Fixed
3.54890000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
ZQ6789759
2160000.00000000
PA
494689.77000000
0.003630686763
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
CEDAR FAIR/CAN/MAGNUM/MI
N/A
Cedar Fair LP
150190AF3
1825000.00000000
PA
USD
1888875.00000000
0.013863058983
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCRV9
30219663.22000000
PA
USD
32549064.97000000
0.238888019338
Long
ABS-MBS
MUN
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5Q2
870000.00000000
PA
USD
878905.58000000
0.006450569728
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
3.40300000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128B580
208000.00000000
NS
USD
5430880.00000000
0.039858968841
Long
EP
CORP
US
N
1
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RLJ9
27320000.00000000
PA
USD
27419137.18000000
0.201237835217
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AQ7
4440000.00000000
PA
USD
4776575.40000000
0.035056817686
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
KFC HOLDING CO
549300G2LG4YUB3MM115
KFC Holding Co
72584DAF1
1310143.69000000
PA
USD
1305505.78000000
0.009581525315
Long
LON
CORP
US
N
2
2028-03-09
Variable
1.85390000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Inc
62479WAJ0
3380820.10000000
PA
USD
3364625.30000000
0.024694063392
Long
ABS-MBS
CORP
US
Y
2
2023-11-15
Variable
1.48680000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
1153690.40000000
0.008467303587
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
28540585.94000000
0.209468507075
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
11029693.89000000
0.080950458322
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
AFRICA FINANCE CORP
213800LXFHRRXIJRXW97
Africa Finance Corp
00830YAD3
750000.00000000
PA
USD
743665.55000000
0.005457999805
Long
DBT
NUSS
N/A
Y
2
2028-04-28
Fixed
2.87500000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan, Inc
35671DBC8
3000000.00000000
PA
USD
3771270.00000000
0.027678559169
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
500000.00000000
PA
686063.50000000
0.005035239900
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
7659761.30000000
0.056217443027
Long
ABS-MBS
USGSE
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDT5
3395000.00000000
PA
USD
3233850.66000000
0.023734266398
Long
DBT
CORP
US
Y
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAG9
200000.00000000
PA
USD
202000.00000000
0.001482542738
Long
DBT
CORP
US
Y
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
15742528.21000000
PA
USD
16442563.65000000
0.120677244241
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385TF3
55000000.00000000
PA
USD
54998594.75000000
0.403652313157
Long
STIV
USGSE
US
N
2
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
3050000.00000000
PA
USD
3042375.00000000
0.022328965164
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654FAS7
9239929.69000000
PA
USD
9709125.93000000
0.071258386840
Long
ABS-CBDO
USGSE
US
Y
2
2052-04-25
Variable
3.36423400
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
BQ1798256
2030000.00000000
PA
1499310.52000000
0.011003920414
Long
DBT
NUSS
SG
N
2
2031-07-01
Fixed
1.62500000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918290AB3
563348.01000000
PA
USD
562689.68000000
0.004129759895
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
3037840.11000000
0.022295682152
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAW9
2680000.00000000
PA
USD
3241005.47000000
0.023786777841
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAC6
671519.64000000
PA
USD
695508.67000000
0.005104561030
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
1698274.48000000
0.012464180682
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313SY5
10000000.00000000
PA
USD
9999783.40000000
0.073391615164
Long
STIV
USGSE
US
N
2
N
N
N
DELTA 2 LUX SARL
549300BBG8Z3D6QSYP53
Delta 2 Lux Sarl
BL2628156
500000.00000000
PA
USD
499165.00000000
0.003663531910
Long
LON
CORP
LU
N
2
2024-02-01
Variable
3.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBX0
700000.00000000
PA
USD
729849.88000000
0.005356602176
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
20000000.00000000
PA
USD
20235863.20000000
0.148517485338
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
3228622.56000000
0.023695895696
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
2850000.00000000
PA
USD
2821500.00000000
0.020707892751
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592TBP7
7255115.17000000
PA
USD
7214022.20000000
0.052946020919
Long
ABS-CBDO
USGSE
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO 16 Ltd
00901FAC0
7100000.00000000
PA
USD
7094561.40000000
0.052069259823
Long
ABS-O
CORP
KY
Y
2
2035-01-17
Variable
0.00000100
N
N
N
N
N
N
Bear Stearns Commercial Mortga
N/A
Bear Stearns Commercial Mortgage Securities Trust
07383F4C9
452658.06000000
PA
USD
450032.42000000
0.003302932159
Long
ABS-MBS
USGSE
US
N
2
2041-02-11
Variable
5.21400000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
200000.00000000
PA
USD
193096.48000000
0.001417196951
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
2.80000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BE6
1000000.00000000
PA
1157110.50000000
0.008492404797
Long
DBT
CORP
US
N
2
2023-06-23
Fixed
1.25000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de C.V.
07586PAA9
4700000.00000000
PA
USD
4624518.00000000
0.033940819695
Long
DBT
CORP
MX
Y
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
TELEFONICA MOVILES CHILE
549300PDWJ2U6A15B785
Telefonica Moviles Chile S.A.
87938XAB7
3000000.00000000
PA
USD
2987250.00000000
0.021924385122
Long
DBT
CORP
CL
Y
2
2031-11-18
Fixed
3.53700000
N
N
N
N
N
N
Goldentree Loan Opportunities
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123HAN4
2000000.00000000
PA
USD
2000668.00000000
0.014683543638
Long
ABS-O
CORP
KY
Y
2
2029-10-29
Variable
1.23863000
N
N
N
N
N
N
PHILLIPS 66 PARTNERS LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AH1
3250000.00000000
PA
USD
3369317.02000000
0.024728497429
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.15000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BM1605906
24000000.00000000
PA
3799405.96000000
0.027885057997
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
2.88000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650QAZ1
1510648.69000000
PA
USD
1504633.14000000
0.011042984828
Long
ABS-CBDO
USGSE
US
Y
2
2049-09-25
Variable
4.68123900
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2K5
8000000.00000000
PA
USD
7856341.52000000
0.057660208263
Long
DBT
NUSS
NL
Y
2
2026-05-18
Fixed
0.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31368HJH7
14179.88000000
PA
USD
15024.47000000
0.000110269400
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
939594.48000000
0.006895985015
Long
DBT
NUSS
MA
Y
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
5500000.00000000
PA
USD
5651250.00000000
0.041476334897
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
4075000.00000000
0.029907730980
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
3.09600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
3169958.40000000
PA
USD
3411410.77000000
0.025037436950
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA, Inc
BO1068085
500000.00000000
PA
573568.60000000
0.004209603776
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
1.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBK5
5240000.00000000
PA
USD
5561772.68000000
0.040819632169
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
3.91700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA43
1308541.01000000
PA
USD
1443647.70000000
0.010595393139
Long
ABS-MBS
MUN
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
29135LAE0
2000000.00000000
PA
USD
2074224.08000000
0.015223395283
Long
DBT
NUSS
AE
Y
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
API GROUP DE INC
549300XP4G7B4QYA0G83
APi Group DE, Inc
00186XAJ2
500000.00000000
PA
USD
499285.00000000
0.003664412628
Long
LON
CORP
US
N
2
2028-12-18
Variable
2.88150000
N
N
N
N
N
N
ICBC STANDARD BANK PLC
F01VVKN4DRF2NWKGQ283
ICBC Standard Bank plc
85312EDG5
2000000000.00000000
PA
521647.39000000
0.003828537375
Long
DBT
CORP
GB
Y
3
2034-06-26
Fixed
14.25000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC
BO2884118
500000.00000000
PA
561797.87000000
0.004123214616
Long
DBT
CORP
N/A
Y
2
2028-09-01
Fixed
2.00000000
N
Y
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDL7
11000000.00000000
PA
USD
10960771.47000000
0.080444614593
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMX7
6590000.00000000
PA
USD
6698103.68000000
0.049159529556
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
1930475.00000000
0.014168374715
Long
DBT
CORP
US
N
2
2024-03-27
Fixed
5.87500000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAG7
15000000.00000000
PA
USD
14430231.00000000
0.105908089997
Long
ABS-MBS
USGSE
US
Y
2
2044-01-15
Variable
2.77546000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313VK1
9000000.00000000
PA
USD
8997796.26000000
0.066037710421
Long
STIV
USGSE
US
N
2
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAG8
4225000.00000000
PA
USD
4839315.00000000
0.035517283718
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
5931832.02000000
0.043535616264
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
1902812.48000000
0.013965350615
Long
ABS-MBS
USGSE
US
Y
2
2036-05-15
Variable
1.71000000
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
2610391.50000000
0.019158499812
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Fixed
3.33800000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AH3
10000000.00000000
PA
USD
10667500.00000000
0.078292201285
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SQ2
10000000.00000000
PA
USD
8731250.00000000
0.064081441994
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAP0
2375000.00000000
PA
USD
2719727.57000000
0.019960952271
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
7734437.78000000
0.056765517647
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.90000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAG1
2900000.00000000
PA
USD
2896343.39000000
0.021257192377
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
2.31000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
2425000.00000000
PA
USD
2624728.92000000
0.019263726733
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
2500000.00000000
PA
USD
2847501.08000000
0.020898723010
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
923069.98000000
0.006774706414
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
1780000.00000000
PA
USD
1920333.60000000
0.014093943730
Long
ABS-MBS
USGSE
US
N
2
2049-01-15
Fixed
3.91400000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385A48
15000000.00000000
PA
USD
14979104.85000000
0.109936451089
Long
STIV
USGSE
US
N
2
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JW7
502208.03000000
PA
USD
550663.03000000
0.004041492457
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investment Ltd
55377XAB2
4000000.00000000
PA
USD
4461840.40000000
0.032746876653
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
7213115.57000000
0.052939366871
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
517833.76000000
PA
USD
523573.22000000
0.003842671659
Long
ABS-CBDO
USGSE
US
Y
2
2044-11-25
Variable
3.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119BV0
5000000.00000000
PA
USD
6542707.65000000
0.048019028290
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
1023765.40000000
PA
USD
1067188.31000000
0.007832437026
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
19239019.11000000
PA
USD
20766614.16000000
0.152412836732
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani LLC
17026YAH2
594000.00000000
PA
USD
594891.00000000
0.004366095703
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
5250000.00000000
PA
USD
5532240.00000000
0.040602882366
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AH1
7025000.00000000
PA
USD
6853093.12000000
0.050297046729
Long
DBT
CORP
CH
Y
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AT4
2175000.00000000
PA
USD
2341378.10000000
0.017184124255
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation, Inc
05329WAP7
2950000.00000000
PA
USD
3141010.64000000
0.023052883737
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.80000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
6650000.00000000
PA
USD
6891062.50000000
0.050575716177
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
AVAYA INC
J6LB5QIFSP2MFEFG4U76
Avaya, Inc
053499AL3
2875000.00000000
PA
USD
3047500.00000000
0.022366579181
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
12537663.67000000
0.092017931821
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
797491.07000000
0.005853042547
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
3238950.00000000
0.023771692088
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
17581616.82000000
PA
USD
17440250.07000000
0.127999584622
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
970125.00000000
PA
USD
969950.38000000
0.007118776694
Long
LON
CORP
US
N
2
2027-11-08
Variable
4.25000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAD3
1425000.00000000
PA
USD
1513070.17000000
0.011104906895
Long
DBT
CORP
ID
Y
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
LIFE STORAGE LP
X0MIGH67XZCB7HL1A534
Life Storage LP
53227JAD6
5600000.00000000
PA
USD
5504326.18000000
0.040398013895
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QQ4
20935000.00000000
PA
USD
29491363.53000000
0.216446568519
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAW0
990000.00000000
PA
USD
1032835.52000000
0.007580310890
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Fixed
3.40600000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
3600000.00000000
PA
USD
3509355.96000000
0.025756288090
Long
DBT
CORP
IN
Y
2
2031-02-10
Fixed
2.80000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
5675000.00000000
PA
USD
7081903.04000000
0.051976356062
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F022410
32665000.00000000
PA
USD
33763065.66000000
0.247797959473
Long
ABS-O
CORP
US
N
2
2037-01-25
Fixed
2.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
10000000.00000000
PA
USD
10516539.00000000
0.077184250125
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
11100000.00000000
PA
USD
11494858.86000000
0.084364453116
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.75000000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
Radiate Holdco LLC
75025KAH1
1580000.00000000
PA
USD
1573585.20000000
0.011549046095
Long
LON
CORP
US
N
2
2026-09-25
Variable
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RS9
52140000.00000000
PA
USD
57624883.46000000
0.422927487689
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
69429.28000000
PA
USD
69429.28000000
0.000509563737
Long
ABS-O
CORP
KY
Y
2
2049-08-24
Fixed
2.55000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBR9
2000000.00000000
PA
USD
2031433.00000000
0.014909337833
Long
ABS-MBS
USGSE
US
N
2
2057-08-15
Variable
3.52638800
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
Banco General S.A.
059597AE4
300000.00000000
PA
USD
321378.00000000
0.002358696139
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
4169841.99000000
0.030603806741
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
7024591.82000000
0.051555730651
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
4725000.00000000
PA
USD
4659348.30000000
0.034196450430
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust/F
N/A
Ford Credit Auto Owner Trust
34529SAA7
17050000.00000000
PA
USD
17266115.57000000
0.126721555718
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
12423079.95000000
0.091176965177
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
4500000.00000000
PA
USD
5018280.89000000
0.036830771741
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
11767324.87000000
0.086364168485
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
9286250.00000000
0.068154764864
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
1250000.00000000
PA
USD
1533562.50000000
0.011255306673
Long
DBT
CORP
AE
Y
2
2048-09-25
Fixed
5.62500000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
AUD220131
AUD220131
1.00000000
NC
USD
148638.25000000
0.001090903753
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
6150282.71000000
AUD
4623713.04000000
USD
2022-01-31
148638.25000000
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAA3
4000000.00000000
PA
USD
4095937.20000000
0.030061395801
Long
ABS-MBS
CORP
US
Y
2
2034-09-06
Fixed
2.93590000
N
N
N
N
N
N
TURKIYE VAKIFLAR BANKASI
789000KAIHOLSQKQ9858
Turkiye Vakiflar Bankasi TAO
90015WAL7
3050000.00000000
PA
USD
2714886.65000000
0.019925423207
Long
DBT
CORP
TR
Y
2
2026-10-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBBS6
736074.96000000
PA
USD
747368.68000000
0.005485178263
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
7416911.11000000
0.054435087653
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
1768159.44000000
0.012977088800
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAN4
500000.00000000
PA
USD
496893.45000000
0.003646860277
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
2.77676000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
4000000.00000000
PA
USD
3943677.76000000
0.028943914974
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
5815821.19000000
0.042684175603
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
12480.32000000
0.000091597068
Long
ABS-O
CORP
US
N
2
2033-08-25
Variable
0.97200000
N
N
N
N
N
N
ENRGY TRANS LP/REG FIN
N/A
Regency Energy Partners LP
75886AAJ7
1200000.00000000
PA
USD
1257006.37000000
0.009225572602
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
4816110.95000000
0.035346981758
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
11120810.22000000
0.081619190270
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
5647550.73000000
0.041449184769
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
TAMKO BUILDING PRODUCTS INC
5493003VQCGZ0AORLH30
Tamko Building Products, Inc
87510EAB5
1180937.10000000
PA
USD
1172576.07000000
0.008605911572
Long
LON
CORP
US
N
2
2026-05-29
Variable
3.14100000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
4600000.00000000
PA
USD
4395374.70000000
0.032259063579
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
AP6181865
2690000.00000000
PA
2116939.07000000
0.015536894284
Long
DBT
NUSS
AU
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAK4
4750000.00000000
PA
USD
4779404.21000000
0.035077579229
Long
DBT
CORP
N/A
Y
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
2385331.18000000
PA
USD
2418261.63000000
0.017748397121
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
183750.00000000
0.001348600139
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
1306613.00000000
0.009589651558
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
10242943.95000000
PA
USD
10711591.52000000
0.078615803081
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 (FNMA)
313586752
1527061.00000000
NS
USD
4764430.32000000
0.034967681052
Long
EP
USGSE
US
N
1
N
N
N
SMB Private Education Loan Tru
549300QHI21JZK7YIR34
SMB Private Education Loan Trust
78449PAB5
3464402.04000000
PA
USD
3588679.15000000
0.026338466403
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
791137.50000000
0.005806411661
Long
DBT
NUSS
SV
Y
2
2050-01-20
Fixed
7.12460000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
16850000.00000000
PA
USD
18847443.82000000
0.138327430539
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
4210860.72000000
PA
USD
4770897.03000000
0.035015142309
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AT9
3250000.00000000
PA
USD
3215290.00000000
0.023598043765
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
3063750.00000000
0.022485843139
Long
DBT
CORP
ID
Y
2
2030-02-05
Fixed
3.37500000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust
03066PAF6
6190000.00000000
PA
USD
6201452.12000000
0.045514444588
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
390937.50000000
0.002869215602
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
MYLAN INC
30ZMPDNA1RHIBH89C294
Mylan, Inc
628530BK2
5750000.00000000
PA
USD
6436134.74000000
0.047236855548
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.55000000
N
N
N
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
BO7663400
4675000.00000000
PA
USD
4639937.50000000
0.034053988348
Long
DBT
CORP
IL
Y
2
2031-04-07
Fixed
3.07700000
N
N
N
N
Y
Mizrahi Tefahot Bank Ltd
Mizrahi Tefahot Bank Ltd 3.077 04/07/2031
USD
XXXX
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833DN7
26100000.00000000
PA
USD
26811480.26000000
0.196778046335
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
6117714.85000000
0.044899869926
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
945315.91000000
0.006937976424
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
508075.10000000
0.003728925989
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.25000000
N
N
N
N
N
N
NEW YORK NY
549300ABYZD2SFD5JB29
City of New York NY
64966MGN3
4940000.00000000
PA
USD
5321700.96000000
0.039057668876
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
6231381.90000000
0.045734108835
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
9400198.18000000
0.068991067076
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313ZU5
11000000.00000000
PA
USD
10986476.49000000
0.080633271973
Long
STIV
USGSE
US
N
2
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBJ1
2050000.00000000
PA
USD
2121001.91000000
0.015566712769
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
645375.14000000
0.004736614986
Long
DBT
NUSS
N/A
N
2
2022-01-25
Fixed
3.37500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659FAC9
10000000.00000000
PA
USD
9991369.00000000
0.073329859186
Long
ABS-CBDO
USGSE
US
Y
2
2066-10-25
Variable
2.40500000
N
Y
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
CAD220131
CAD220131
1.00000000
NC
USD
-18483.16000000
-0.00013565383
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1088694.22000000
USD
1353806.29000000
CAD
2022-01-31
-18483.16000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023DG7
31650000.00000000
PA
USD
31642456.86000000
0.232234131864
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International, Inc
718172AC3
1600000.00000000
PA
USD
2245138.42000000
0.016477790400
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDK4
20105000.00000000
PA
USD
20092434.38000000
0.147464815261
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DC0
2800000.00000000
PA
USD
2738540.00000000
0.020099022724
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
3781978.55000000
0.027757152650
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
17236501.51000000
0.126504208641
Long
ABS-O
CORP
US
Y
2
2035-09-14
Fixed
1.75000000
N
N
N
N
N
N
NORWEGIAN GOVERNMENT
549300L0BT3FJTN9MX24
Norway Government International Bond
AS2564498
17250000.00000000
PA
1994599.07000000
0.014639001816
Long
DBT
NUSS
NO
Y
2
2028-04-26
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262WAD8
11286527.68000000
PA
USD
11190716.35000000
0.082132253762
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Weingarten Realty Investors
948741AM5
1300000.00000000
PA
USD
1367416.10000000
0.010035904995
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
2289219.96000000
0.016801318949
Long
ABS-MBS
USGSE
US
N
2
2047-05-15
Fixed
3.99500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BDC89
4619239.41000000
PA
USD
733180.46000000
0.005381046370
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
AZ1511809
1000000.00000000
PA
1080814.14000000
0.007932441359
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
1141766.58000000
0.008379790850
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754RAB2
2105000.00000000
PA
USD
2107539.68000000
0.015467909148
Long
ABS-CBDO
USGSE
US
Y
2
2041-10-25
Variable
1.59967000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5T6
1815000.00000000
PA
USD
1900591.23000000
0.013949048150
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
8504508.00000000
0.062417309788
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Variable
3.28300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
16250000.00000000
PA
USD
15977112.45000000
0.117261148713
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust
14686KAE7
1000000.00000000
PA
USD
990784.30000000
0.007271683510
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
1.27000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92939KAE8
3865000.00000000
PA
USD
4063329.00000000
0.029822073771
Long
ABS-MBS
USGSE
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313SG4
10000000.00000000
PA
USD
9999936.10000000
0.073392735878
Long
STIV
USGSE
US
N
2
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
375000.00000000
PA
USD
385312.50000000
0.002827931924
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
9734705.11000000
0.071446120640
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc
68235PAE8
3500000.00000000
PA
USD
3648646.30000000
0.026778584536
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
231379.72000000
0.001698169919
Long
DBT
CORP
NL
Y
2
2028-01-30
Fixed
2.00000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAQ6
1000000.00000000
PA
USD
989867.30000000
0.007264953353
Long
ABS-MBS
USGSE
US
N
2
2049-12-15
Variable
3.07097000
N
Y
N
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
Airbus SE
BJ8145242
400000.00000000
PA
507463.46000000
0.003724436967
Long
DBT
CORP
NL
N
2
2040-06-09
Fixed
2.37500000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313YS1
11760000.00000000
PA
USD
11749029.80000000
0.086229895103
Long
STIV
USGSE
US
N
2
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
5300000.00000000
PA
USD
5150142.50000000
0.037798546356
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
4645842.34000000
0.034097325861
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08163GAW0
10000000.00000000
PA
USD
9978677.00000000
0.073236708530
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.42910000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares, Inc
446150AT1
7000000.00000000
PA
USD
7988750.00000000
0.058631996533
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAN9
5775000.00000000
PA
USD
5493739.94000000
0.040320318087
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313F60
15000000.00000000
PA
USD
14971890.45000000
0.109883502295
Long
STIV
USGSE
US
N
2
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAB4
977500.00000000
PA
USD
450461.33000000
0.003306080067
Long
LON
CORP
US
N
2
2026-08-24
Variable
3.36000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
38422177.33000000
PA
USD
41003418.78000000
0.300937231453
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972C5R0
750000.00000000
PA
USD
768334.95000000
0.005639056438
Long
DBT
MUN
US
N
2
2022-11-01
Fixed
3.45300000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264DAD8
2674485.89000000
PA
USD
2644293.62000000
0.019407318336
Long
ABS-CBDO
USGSE
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBE2
3800000.00000000
PA
USD
4008412.52000000
0.029419024124
Long
ABS-MBS
USGSE
US
N
2
2052-12-15
Fixed
3.20300000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
5975000.00000000
PA
USD
5751348.22000000
0.042210987813
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.67600000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
3499000.00000000
PA
USD
3597115.81000000
0.026400385755
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
3416545.31000000
0.025075120985
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
15800265.00000000
0.115963208600
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
315935.16000000
PA
USD
315540.24000000
0.002315850947
Long
LON
CORP
US
N
2
2023-09-15
Variable
2.35430000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust
36251SAN8
5235000.00000000
PA
USD
5050376.73000000
0.037066333397
Long
ABS-MBS
USGSE
US
Y
2
2031-07-15
Variable
1.71000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAF1
2425000.00000000
PA
USD
2690856.85000000
0.019749060804
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
335759.82000000
PA
USD
344015.75000000
0.002524841841
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.28000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
EH6944449
13700000.00000000
PA
704052.40000000
0.005167266202
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV Financing LLC
25460HAB8
1368500.00000000
PA
USD
1368896.87000000
0.010046772841
Long
LON
CORP
US
N
2
2027-08-02
Variable
5.75000000
N
N
N
N
N
N
GOVERNMENT OF UKRAINE
6354001WLTJXOMEXPY07
Ukraine Government International Bond
ZS6405030
25000000.00000000
PA
932776.18000000
0.006845943326
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
3117279.03000000
0.022878709845
Long
DBT
CORP
ID
Y
2
2023-05-20
Fixed
4.30000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385ZJ8
25000000.00000000
PA
USD
24970755.75000000
0.183268379230
Long
STIV
USGSE
US
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBF2
3382775.00000000
PA
USD
3555570.19000000
0.026095469135
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
544223.09000000
0.003994227673
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
2250000.00000000
PA
USD
2424889.85000000
0.017797043752
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
327000000.00000000
PA
2866396.58000000
0.021037403140
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
9063828.48000000
0.066522342046
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
6200000.00000000
PA
USD
6950151.64000000
0.051009390313
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
3271808.01000000
0.024012847554
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
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
2602397.75000000
0.019099831119
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
3849950.36000000
0.028256019547
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
17435903.50000000
PA
USD
18752243.77000000
0.137628726862
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZ65
5590608.39000000
PA
USD
5884021.30000000
0.043184718067
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
25450000.00000000
PA
USD
25333725.31000000
0.185932329157
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
21800000.00000000
PA
483647.87000000
0.003549646720
Long
DBT
NUSS
UY
Y
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance plc
AZ6401204
1000000.00000000
PA
USD
977500.00000000
0.007174185775
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
15425000.00000000
PA
USD
15027799.93000000
0.110293839887
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
Colony American Finance Ltd
N/A
Corevest American Finance Trust
21872UAA2
8143747.92000000
PA
USD
8129794.42000000
0.059667166734
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
25675000.00000000
PA
USD
24233749.79000000
0.177859256289
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
1949606.00000000
0.014308783255
Long
ABS-MBS
USGSE
US
Y
2
2031-07-15
Variable
1.56000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co, Inc
17136MAA0
2600000.00000000
PA
USD
2622218.95000000
0.019245305258
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.30000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABC8
7150000.00000000
PA
USD
7573357.94000000
0.055583301077
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
5354739.70000000
0.039300150778
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
BR9216051
259500000.00000000
PA
2259561.77000000
0.016583647988
Long
DBT
NUSS
JP
N
2
2051-09-20
Fixed
0.70000000
N
N
N
N
N
N
GENM CAPITAL LABUAN
254900DWSHIWTSE0YG58
Genm Capital Labuan Ltd
37231BAA6
4300000.00000000
PA
USD
4192239.64000000
0.030768190272
Long
DBT
CORP
MY
Y
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
3675000.00000000
PA
USD
3818039.89000000
0.028021818381
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
2099576.60000000
0.015409465552
Long
ABS-MBS
USGSE
US
N
2
2050-10-15
Fixed
3.36600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
1181916.84000000
PA
USD
1187079.45000000
0.008712356526
Long
ABS-CBDO
USGSE
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAX3
1325000.00000000
PA
USD
1409458.68000000
0.010344468964
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEE0
300000.00000000
PA
407455.04000000
0.002990443122
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
19138509.90000000
0.140463657783
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
5000030.00000000
0.036696822610
Long
ABS-O
CORP
KY
Y
2
2032-01-15
Variable
1.87375000
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software, Inc
44908XAT5
666390.30000000
PA
USD
668389.47000000
0.004905524529
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
388737.24000000
PA
USD
207188.40000000
0.001520622068
Long
ABS-MBS
USGSE
US
N
3
2049-12-12
Variable
6.26081000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive, Inc
398905AN9
550000.00000000
PA
USD
547937.50000000
0.004021488918
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
11450690.87000000
0.084040290082
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
6581242.80000000
0.048301850106
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H020618
109225000.00000000
PA
USD
110211112.79000000
0.808874677899
Long
ABS-O
USGSE
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
6150000.00000000
PA
USD
7064869.20000000
0.051851339251
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
1549060.15000000
0.011369048893
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust
94989YAZ6
3800000.00000000
PA
USD
4057763.50000000
0.029781226783
Long
ABS-MBS
USGSE
US
N
2
2059-01-15
Fixed
3.56000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
3500000.00000000
PA
USD
3846154.66000000
0.028228161688
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.80000000
N
N
N
N
N
N
AEROPUERTO INTL TOCUMEN
254900FO1PHX49ZIGB14
Aeropuerto Internacional de Tocumen S.A.
00787CAD4
1650000.00000000
PA
USD
1681641.03000000
0.012342102461
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group, Inc
02209SBL6
2225000.00000000
PA
USD
2112450.87000000
0.015503953946
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
35565TBD0
2640000.00000000
PA
USD
2756791.75000000
0.020232978166
Long
ABS-CBDO
USGSE
US
Y
2
2050-11-25
Variable
4.04967000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
7500000.00000000
PA
USD
8192348.55000000
0.060126271542
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
461778.51000000
0.003389140478
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
5466434.35000000
0.040119913611
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
4835643.22000000
PA
USD
4957550.75000000
0.036385053780
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
9725810.99000000
0.071380843843
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
21650880.06000000
0.158902747567
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
2082903.00000000
0.015287092658
Long
ABS-MBS
USGSE
US
N
2
2048-05-15
Variable
3.65800000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDH4
2800000.00000000
PA
USD
2759759.44000000
0.020254758994
Long
DBT
CORP
NL
Y
2
2026-06-24
Fixed
1.33900000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385WK8
27562000.00000000
PA
USD
27548935.61000000
0.202190467493
Long
STIV
USGSE
US
N
2
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard, Inc
00507VAP4
3700000.00000000
PA
USD
3412792.90000000
0.025047580845
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBG5
14575000.00000000
PA
USD
14524898.44000000
0.106602884679
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Weingarten Realty Investors
948741AL7
3950000.00000000
PA
USD
4173580.82000000
0.030631247212
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FWNA4
19246833.02000000
PA
USD
2212698.69000000
0.016239704825
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
Taurus CMBS
635400SG2ZVJCYHITE32
Taurus UK DAC
BCC2QWFI2
506281.49000000
PA
684121.91000000
0.005020989949
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
1.69995000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
200000.00000000
PA
USD
229500.00000000
0.001684374051
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
9627975.80000000
0.070662800028
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
2089509.40000000
0.015335579145
Long
ABS-MBS
USGSE
US
N
2
2047-09-15
Variable
4.48405400
N
Y
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
13700000.00000000
PA
USD
14040272.38000000
0.103046058709
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFS3
10200000.00000000
PA
USD
11055873.94000000
0.081142602099
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.87500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMM1
46893000.00000000
PA
USD
45863328.20000000
0.336605664220
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon Finance LLC
68622TAC5
600000.00000000
PA
687155.62000000
0.005043255319
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
2.87500000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAW6
375000.00000000
PA
436548.97000000
0.003203972798
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
1.10000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
10200000.00000000
PA
USD
11505833.89000000
0.084445002378
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
SEK220131
SEK220131
1.00000000
NC
USD
35953.83000000
0.000263876681
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
5971274.58000000
SEK
696930.07000000
USD
2022-01-31
35953.83000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ETGQ3
1264396.08000000
PA
USD
1378645.65000000
0.010118322262
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
NIELSEN FINANCE LLC
UJ76Y189LDMPCOCW7204
Nielsen Finance LLC
65409YBE4
319650.99000000
PA
USD
319340.93000000
0.002343745429
Long
LON
CORP
US
N
2
2023-10-04
Variable
2.10200000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475BC8
7465000.00000000
PA
USD
7347351.60000000
0.053924568116
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RM2
35680000.00000000
PA
USD
42675231.34000000
0.313207199624
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
1590134.99000000
0.011670510307
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
3556386.84000000
0.026101462791
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
4254347.20000000
0.031224017560
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
1850000.00000000
PA
USD
1907202.00000000
0.013997566709
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
441568.18000000
0.003240810389
Long
DBT
NUSS
EG
Y
2
2024-05-29
Fixed
5.75000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333QAG0
1450000.00000000
PA
USD
1413840.34000000
0.010376627371
Long
ABS-O
CORP
US
Y
2
2040-11-17
Fixed
2.71100000
N
N
N
N
N
N
BANISTMO SA
549300E94AMW3HSSMU17
Banistmo S.A.
06034LAB6
2750000.00000000
PA
USD
2798152.50000000
0.020536537966
Long
DBT
CORP
PA
Y
2
2027-07-31
Fixed
4.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CP1
6575000.00000000
PA
USD
7199651.89000000
0.052840552609
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
72650RBN1
475000.00000000
PA
USD
496015.28000000
0.003640415105
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
Diamond Resorts Owner Trust
N/A
Diamond Resorts Owner Trust
252724AA7
1995769.33000000
PA
USD
2031656.66000000
0.014910979345
Long
ABS-O
CORP
US
Y
2
2031-01-21
Fixed
3.70000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2D5
3000000.00000000
PA
USD
2909981.82000000
0.021357289185
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
9500627.00000000
0.069728146372
Long
ABS-O
CORP
KY
Y
2
2032-10-19
Variable
1.37363000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFR0
7525000.00000000
PA
USD
7122070.41000000
0.052271157263
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H022614
167640000.00000000
PA
USD
171673651.42000000
1.259967946796
Long
ABS-O
USGSE
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAC9
1841206.25000000
PA
USD
1841235.16000000
0.013513414929
Long
ABS-CBDO
USGSE
US
Y
2
2059-09-25
Variable
2.79682000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
2920100.35000000
PA
USD
2898199.60000000
0.021270815697
Long
LON
CORP
US
N
2
2025-03-06
Variable
2.36000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAA5
1200000.00000000
PA
USD
1218354.96000000
0.008941897517
Long
ABS-MBS
USGSE
US
Y
2
2032-11-15
Variable
3.79040000
N
Y
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust
14686KAB3
5000000.00000000
PA
USD
4943906.00000000
0.036284910587
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
0.97000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
3445000.00000000
PA
USD
3267616.95000000
0.023982088021
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust
36250GAU9
1691000.00000000
PA
USD
1780326.74000000
0.013066388514
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.02863000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
4025000.00000000
PA
USD
4555745.88000000
0.033436079066
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
HCL AMERICA INC
549300CBM0L7W7N2EB94
HCL America, Inc
40480HAA5
4700000.00000000
PA
USD
4573913.71000000
0.033569418593
Long
DBT
CORP
US
Y
2
2026-03-10
Fixed
1.37500000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings plc
03512TAE1
11325000.00000000
PA
USD
11404048.50000000
0.083697966780
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Social Professional Loan Progr
549300E92LV3L3L4EW68
SoFi Professional Loan Program LLC
78470RAC1
813066.51000000
PA
USD
816498.46000000
0.005992543874
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
5026429.85000000
PA
USD
5091310.00000000
0.037366755784
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
103500.00000000
0.000759619670
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
31227230.95000000
0.229186655836
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
2660850.63000000
0.019528835539
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.37500000
N
N
N
N
N
N
OOREDOO INTL FINANCE
549300BHXCDJ03WU7N77
Ooredoo International Finance Ltd
74735KAA0
2350000.00000000
PA
USD
2358812.50000000
0.017312080904
Long
DBT
CORP
BM
Y
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAG2
1950000.00000000
PA
USD
2037750.00000000
0.014955700320
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
4.12500000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AD3
1043500.00000000
PA
USD
1058785.81000000
0.007770768385
Long
ABS-CBDO
USGSE
US
Y
2
2055-10-25
Variable
3.53100000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
16955EAD2
2000000.00000000
PA
USD
1913471.76000000
0.014043582487
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
510093.97000000
0.003743743123
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Partners LP
96949LAD7
5075000.00000000
PA
USD
5478856.12000000
0.040211080962
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.75000000
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
1685538.07000000
0.012370704087
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
6140454.87000000
0.045066766221
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RH1
20317000.00000000
PA
USD
20317000.00000000
0.149112974316
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SN9
9930000.00000000
PA
USD
8432354.32000000
0.061887750807
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
156830AA9
2850000.00000000
PA
USD
2949750.00000000
0.021649160603
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
6931582.01000000
0.050873101847
Long
DBT
NUSS
JP
Y
2
2023-09-27
Fixed
3.37500000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918KAT5
4325000.00000000
PA
USD
4213977.25000000
0.030927729559
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
5320077.00000000
0.039045750113
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
290164.84000000
0.002129612754
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
3.00000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BJ7876565
1375000.00000000
PA
1634913.28000000
0.011999152528
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
1244752.90000000
0.009135640459
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
3010046.44000000
PA
USD
3006762.78000000
0.022067595668
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KND7
7600000.00000000
PA
USD
7718267.40000000
0.056646838046
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
3.45000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
2050000.00000000
PA
USD
2298741.42000000
0.016871199996
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
5537460.50000000
0.040641197288
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
3.56300000
N
N
N
N
N
N
VIRGINIA ST PORT AUTH PORT FAC
N/A
Virginia Port Authority
928077KC9
2160000.00000000
PA
USD
2376362.45000000
0.017440885611
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.22800000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAA4
5000000.00000000
PA
USD
4946482.50000000
0.036303820346
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
1.35975100
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624XAM0
1185000.00000000
PA
USD
1206335.33000000
0.008853681600
Long
ABS-MBS
USGSE
US
Y
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06055H400
328800.00000000
NS
USD
8410704.00000000
0.061728852170
Long
EP
CORP
US
N
1
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TA6
9950000.00000000
PA
USD
9646835.94000000
0.070801220640
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
BM7280605
100000.00000000
PA
109213.62000000
0.000801553758
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAE2
5875000.00000000
PA
USD
5776142.55000000
0.042392961348
Long
ABS-O
CORP
US
Y
2
2046-03-26
Fixed
1.87700000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance plc
EJ8148557
200000.00000000
PA
289782.05000000
0.002126803336
Long
DBT
CORP
GB
N
2
2026-09-04
Fixed
4.00000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
3000000.00000000
PA
USD
2988935.10000000
0.021936752611
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
475000.00000000
PA
759577.97000000
0.005574786156
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
6544170.49000000
0.048029764542
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
9551693.95000000
0.070102943084
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAJ6
4075000.00000000
PA
USD
4589120.91000000
0.033681029108
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.20000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc
02344AAA6
7550000.00000000
PA
USD
7652137.38000000
0.056161488635
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BV4
2500000.00000000
PA
USD
2678125.00000000
0.019655617676
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAJ3
6600000.00000000
PA
USD
6538237.53000000
0.047986220647
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
1.95000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power & Light Co
976826BK2
4125000.00000000
PA
USD
4701235.48000000
0.034503873868
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
4442950.40000000
PA
USD
4589459.36000000
0.033683513101
Long
ABS-O
CORP
US
Y
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings, Inc
AQ4025203
400000.00000000
PA
457190.48000000
0.003355467455
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748WAU0
6382271.31000000
PA
USD
6318199.69000000
0.046371292420
Long
ABS-CBDO
USGSE
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
ZO3452687
4700000.00000000
PA
789246.67000000
0.005792534253
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
BJ9478998
2350000.00000000
PA
2697339.82000000
0.019796641398
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
Duke Energy Ohio, Inc
26442EAD2
1450000.00000000
PA
USD
1507414.50000000
0.011063398120
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
1539390.00000000
0.011298076563
Long
DBT
CORP
MX
Y
2
2033-01-18
Fixed
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
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31297U5N6
574895.72000000
PA
USD
630175.61000000
0.004625060764
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
4736834.27000000
0.034765144797
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
MKS INSTRUMENTS INC
549300KEQATBHAGVF505
MKS Instruments, Inc
BL3678663
500000.00000000
PA
USD
498625.00000000
0.003659568677
Long
LON
CORP
US
N
2
2028-10-20
Variable
2.75000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc
09951LAA1
925000.00000000
PA
USD
941187.50000000
0.006907676700
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
283929.25000000
0.002083847761
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
3852288.00000000
0.028273176236
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
7379289.25000000
0.054158968765
Long
ABS-MBS
USGSE
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDFL0
791899.33000000
PA
USD
839618.87000000
0.006162231973
Long
ABS-MBS
MUN
US
N
2
2045-05-01
Fixed
4.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ACB9
21500000.00000000
PA
USD
21391946.16000000
0.157002348690
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DN3
5050000.00000000
PA
USD
4912174.84000000
0.036052025434
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.65000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
BG1390940
31700000.00000000
PA
313439.04000000
0.002300429567
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VED2
400000.00000000
PA
497195.61000000
0.003649077926
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
1.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659T2B6
5700000.00000000
PA
USD
5460679.06000000
0.040077673693
Long
DBT
CORP
FR
Y
2
2035-08-12
Fixed
2.58800000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
87089NAA8
5600000.00000000
PA
USD
6265000.00000000
0.045980842845
Long
DBT
CORP
LU
Y
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61690KAC6
627094.46000000
PA
USD
631739.79000000
0.004636540782
Long
ABS-MBS
USGSE
US
N
2
2046-02-15
Fixed
2.46900000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
LW9531713
825000.00000000
PA
990634.05000000
0.007270580777
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
1.62500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000XAD9
10000000.00000000
PA
USD
10457487.00000000
0.076750848572
Long
ABS-MBS
USGSE
US
N
2
2050-09-15
Fixed
3.21200000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36259VAD5
1189452.37000000
PA
USD
1200386.41000000
0.008810020570
Long
ABS-CBDO
USGSE
US
Y
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAA0
5800000.00000000
PA
USD
6011538.01000000
0.044120604069
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
3.90000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS, Inc
92553PAP7
2250000.00000000
PA
USD
2559782.68000000
0.018787065463
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
8525000.00000000
PA
USD
9360880.85000000
0.068702504590
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
15346477.16000000
PA
USD
16307656.03000000
0.119687113981
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
1863383.72000000
0.013675970309
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
260000.00000000
PA
USD
269502.79000000
0.001977967347
Long
ABS-MBS
USGSE
US
N
2
2046-01-15
Variable
4.07693100
N
Y
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F020620
355010000.00000000
PA
USD
353125724.07000000
2.591702860847
Long
ABS-O
USGSE
US
N
2
2052-02-25
Fixed
2.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
3285000.00000000
PA
USD
3235725.00000000
0.023748022779
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
171239AA4
500000.00000000
PA
602212.55000000
0.004419830905
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
4000000.00000000
PA
USD
3889954.32000000
0.028549621430
Long
DBT
CORP
SA
Y
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
6495885.62000000
PA
USD
7109789.29000000
0.052181022188
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
3635190.34000000
PA
USD
3983601.81000000
0.029236930372
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
SUZANO AUSTRIA G
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
4300000.00000000
PA
USD
4160293.00000000
0.030533723643
Long
DBT
CORP
AT
N
2
2032-01-15
Fixed
3.12500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
2773966.73000000
PA
USD
2765142.19000000
0.020294264722
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
360943.09000000
0.002649077014
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.77600000
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
4057675.13000000
0.029780578207
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.61200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFU3
11300000.00000000
PA
USD
10722422.08000000
0.078695292032
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
2350000.00000000
PA
USD
2396134.73000000
0.017586000711
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
3082500.00000000
0.022623455398
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
7.50000000
N
N
N
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan, Inc
25159MBC0
5000000.00000000
PA
USD
4949800.00000000
0.036328168542
Long
DBT
NUSS
JP
Y
2
2024-03-04
Fixed
0.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ZO8080129
105000000.00000000
PA
894516.39000000
0.006565142466
Long
DBT
NUSS
JP
N
2
2050-09-20
Fixed
0.60000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613GAB2
1275000.00000000
PA
USD
1253064.65000000
0.009196643056
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
3159039.96000000
0.023185206694
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
2621340.28000000
0.019238856418
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
3188249.69000000
0.023399586264
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BU3
2400000.00000000
PA
USD
2384106.86000000
0.017497724318
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAD4
12000000.00000000
PA
USD
12553862.40000000
0.092136819492
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
3401845.62000000
PA
USD
3515409.43000000
0.025800716446
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
843440.61000000
0.006190280947
Long
DBT
NUSS
JP
N
2
2036-12-20
Fixed
0.60000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
5569477.90000000
PA
USD
5672463.12000000
0.041632024783
Long
ABS-CBDO
USGSE
US
Y
2
2044-12-25
Variable
2.11560800
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
1100000.00000000
PA
USD
1014156.00000000
0.007443215906
Long
DBT
NUSS
EG
Y
2
2032-01-15
Fixed
7.05290000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
6250000.00000000
PA
USD
6234375.00000000
0.045756076155
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
10100000.00000000
PA
USD
9621870.65000000
0.070617992376
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
3429300.00000000
0.025168731743
Long
ABS-O
CORP
KY
Y
2
2023-01-10
Variable
1.77788400
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem, Inc
036752AN3
9000000.00000000
PA
USD
8967868.20000000
0.065818058797
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government International Bond
ZQ0637715
9700000.00000000
PA
1540118.05000000
0.011303419955
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385UC8
13000000.00000000
PA
USD
12998790.61000000
0.095402290218
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35564KEL9
7302000.00000000
PA
USD
7432381.59000000
0.054548630464
Long
ABS-CBDO
USGSE
US
Y
2
2033-10-25
Variable
2.14967000
N
Y
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
24703TAG1
7050000.00000000
PA
USD
8263967.42000000
0.060651905382
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
AETNA INC
549300QKBENKLBXQ8968
Aetna, Inc
00817YAF5
1925000.00000000
PA
USD
2728810.35000000
0.020027613704
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.62500000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBG9
772000.00000000
PA
USD
792717.08000000
0.005818004704
Long
ABS-MBS
USGSE
US
N
2
2062-11-15
Variable
3.51729200
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46590MAS9
6251594.53000000
PA
USD
6412214.87000000
0.047061299956
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
173719.89000000
0.001274985947
Long
DBT
CORP
US
N
2
2024-06-12
Fixed
0.80000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
EK7289029
3000000.00000000
PA
3525836.34000000
0.025877242880
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
6394068.70000000
PA
USD
6362251.81000000
0.046694605047
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
1607128.05000000
0.011795227821
Long
ABS-MBS
USGSE
US
N
2
2052-08-15
Fixed
3.41880000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
EK7732887
14725000.00000000
PA
828635.57000000
0.006081622014
Long
DBT
NUSS
ZA
N
2
2035-02-28
Fixed
8.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
2937985.54000000
PA
USD
3115021.14000000
0.022862138467
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
2350000.00000000
PA
USD
2460285.50000000
0.018056823771
Long
DBT
CORP
SG
Y
2
2029-04-15
Fixed
3.75000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBE7
3225000.00000000
PA
USD
3401434.82000000
0.024964220256
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BR2
8975000.00000000
PA
USD
8678230.86000000
0.063692317534
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
17877864.30000000
PA
USD
18786134.89000000
0.137877464653
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AEK0
18103736.01000000
PA
USD
19617923.26000000
0.143982226077
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
2087925.00000000
0.015323950726
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
2544051.75000000
0.018671611126
Long
ABS-MBS
USGSE
US
Y
2
2035-05-10
Variable
3.51757800
N
Y
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SAS
BR8159765
915000.00000000
PA
1087034.52000000
0.007978094721
Long
DBT
CORP
FR
Y
2
2026-10-15
Fixed
5.12500000
N
N
N
N
N
N
Capital Automotive LP
N/A
Cars Net Lease Mortgage Notes Series
14576AAA0
9900000.00000000
PA
USD
9694253.25000000
0.071149231475
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
755812.50000000
0.005547150164
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
33549228.00000000
PA
USD
35760535.12000000
0.262458028001
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAF0
7850000.00000000
PA
USD
8830465.00000000
0.064809612676
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
6900000.00000000
PA
USD
7081114.31000000
0.051970567320
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BR7
6700000.00000000
PA
USD
6594663.94000000
0.048400352154
Long
DBT
CORP
US
N
2
2051-12-14
Fixed
3.15000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBJ4
2175000.00000000
PA
USD
2255653.35000000
0.016554962841
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Variable
4.10597100
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAK0
5775000.00000000
PA
USD
5767617.93000000
0.042330396429
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
5750000.00000000
PA
USD
5955130.68000000
0.043706612597
Long
ABS-MBS
USGSE
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
6100000.00000000
PA
USD
5784678.43000000
0.042455608906
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Madison Park Funding Ltd
549300VE70J453FXBE45
Madison Park Funding X Ltd
55818HBR8
12500000.00000000
PA
USD
12500162.50000000
0.091742698716
Long
ABS-O
CORP
KY
Y
2
2029-01-20
Variable
1.73150000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
6708792.27000000
PA
USD
7380786.77000000
0.054169959544
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
12144043.13000000
0.089129024528
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
1830668.99000000
0.013435866421
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.95000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AN9
2075000.00000000
PA
USD
2316239.50000000
0.016999624013
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAA3
2406511.34000000
PA
USD
2439298.85000000
0.017902796021
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YBV0
26000000.00000000
PA
USD
27400557.08000000
0.201101469908
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
1010000.00000000
0.007412713690
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc
76173FAW7
1757249.97000000
PA
USD
1745722.41000000
0.012812416246
Long
LON
CORP
US
N
2
2026-02-05
Variable
3.35425000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries USA, Inc
D6000EAB8
297463.29000000
PA
USD
294830.74000000
0.002163857290
Long
LON
CORP
US
N
2
2026-03-01
Variable
2.72375000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385SP2
123375000.00000000
PA
USD
123372944.57000000
0.905473579517
Long
STIV
USGSE
US
N
2
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co
501044DJ7
5575000.00000000
PA
USD
6084995.31000000
0.044659730736
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BJYS8
12739010.85000000
PA
USD
1789648.86000000
0.013134806541
Long
ABS-CBDO
USGSE
US
N
2
2051-11-25
Fixed
2.50000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
9400000.00000000
PA
USD
9046270.39000000
0.066393477596
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
Gartner, Inc
366651AE7
900000.00000000
PA
USD
920160.00000000
0.006753349138
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAD3
7631764.93000000
PA
USD
7569268.41000000
0.055553286706
Long
ABS-CBDO
USGSE
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAT7
25000000.00000000
PA
USD
24596880.00000000
0.180524385278
Long
DBT
CORP
US
Y
2
2026-11-15
Fixed
1.63100000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBU3
7000000.00000000
PA
USD
8108065.63000000
0.059507692181
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
514619.13000000
PA
USD
518151.17000000
0.003802877496
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
3.98550000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691JAS3
6000000.00000000
PA
USD
6263186.40000000
0.045967532253
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
3108393.90000000
0.022813499029
Long
ABS-MBS
USGSE
US
N
2
2048-04-10
Variable
4.14216900
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
900864.72000000
PA
USD
910223.80000000
0.006680424182
Long
ABS-CBDO
USGSE
US
N
2
2051-03-27
Variable
3.00000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics, Inc
92345YAF3
1250000.00000000
PA
USD
1393700.59000000
0.010228815291
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
BCC316NM6
597323.27000000
PA
680662.32000000
0.004995598909
Long
ABS-MBS
CORP
IE
Y
2
2033-08-17
Variable
1.00000000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAF1
2400000.00000000
PA
USD
2484000.00000000
0.018230872087
Long
DBT
CORP
MX
Y
2
N/A
Fixed
5.95000000
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
3900000.00000000
PA
USD
3858799.31000000
0.028320964827
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAH7
16410000.00000000
PA
USD
16221613.20000000
0.119055618076
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIE
5493007NTUGLGZ8T3526
Hudson Pacific Properties LP
44409MAA4
1833000.00000000
PA
USD
1963751.39000000
0.014412600806
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
4497.16000000
PA
USD
4811.65000000
0.000035314241
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
9.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
2418000.00000000
PA
USD
2569178.95000000
0.018856027700
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
682172.26000000
PA
USD
695289.07000000
0.005102949315
Long
ABS-O
CORP
US
Y
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government Bond
BP9145262
1465000.00000000
PA
966756.24000000
0.007095333877
Long
DBT
NUSS
NZ
N
2
2032-05-15
Fixed
2.00000000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
BQ2336940
6000000.00000000
PA
USD
6030000.00000000
0.044256102531
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAA4
15010000.00000000
PA
USD
15009992.50000000
0.110163145451
Long
ABS-MBS
USGSE
US
Y
2
2036-07-15
Variable
1.61000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
17300000.00000000
PA
USD
17917423.51000000
0.131501713425
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
10374137.20000000
0.076139117677
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.87500000
N
N
N
N
N
N
GOODYEAR EUROPE BV
529900AJU331P2QORU39
Goodyear Europe BV
BR5232441
205000.00000000
PA
236939.97000000
0.001738978375
Long
DBT
CORP
NL
Y
2
2028-08-15
Fixed
2.75000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
5350000.00000000
PA
USD
5738385.50000000
0.042115850257
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AP4
450000.00000000
PA
USD
471829.50000000
0.003462907915
Long
DBT
NUSS
GT
Y
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AE1
2700000.00000000
PA
USD
2673364.80000000
0.019620681043
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
6091406.26000000
0.044706782753
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
5900000.00000000
PA
USD
7325263.00000000
0.053762452802
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAL5
3000000.00000000
PA
USD
3186476.10000000
0.023386569319
Long
ABS-MBS
USGSE
US
N
2
2051-02-15
Variable
4.19713100
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
725000.00000000
PA
USD
718562.00000000
0.005273756807
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBC5
1070000.00000000
PA
USD
1078642.27000000
0.007916501309
Long
DBT
CORP
US
N
2
2022-12-20
Fixed
2.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
5925000.00000000
PA
USD
6341761.77000000
0.046544222076
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
7686111.43000000
0.056410835076
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
2800000.00000000
PA
USD
2783956.90000000
0.020432351908
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust
92348CAC5
440000.00000000
PA
USD
436257.36000000
0.003201832579
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
5213298.63000000
0.038262069435
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
4192520.00000000
0.030770247924
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
1330000.00000000
0.009761296246
Long
DBT
NUSS
AR
Y
2
2029-03-19
Fixed
4.25000000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
Arterra Wines Canada, Inc
N/A
346500.00000000
PA
USD
346427.24000000
0.002542540539
Long
LON
CORP
CA
N
2
2027-11-19
Variable
4.25000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCV0
3000000.00000000
PA
USD
2885160.00000000
0.021175113893
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
20450000.00000000
0.150089103941
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKW1
19355000.00000000
PA
USD
22207410.22000000
0.162987300771
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.80700000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12636FBP7
1005000.00000000
PA
USD
1054920.56000000
0.007742400077
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Variable
4.60918300
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
EJ7498649
15100000.00000000
PA
787981.33000000
0.005783247517
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
1848714.00000000
0.013568304533
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
55925000.00000000
PA
USD
56494028.49000000
0.414627780640
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313YD4
17580000.00000000
PA
USD
17564804.55000000
0.128913729868
Long
STIV
USGSE
US
N
2
N
N
N
KOREA SOUTHERN POWER
9884001B6VSIQS4ZY558
Korea Southern Power Co Ltd
50065AAC8
3200000.00000000
PA
USD
3086273.86000000
0.022651152966
Long
DBT
CORP
KR
Y
2
2026-01-27
Fixed
0.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
BQ3772713
10000000000.00010000
PA
706475.83000000
0.005185052532
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCQ1
2600000.00000000
PA
USD
2702642.80000000
0.019835561668
Long
DBT
NUSS
NO
Y
2
2024-02-05
Fixed
2.75000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80285VAF6
34000000.00000000
PA
USD
33770982.46000000
0.247856063405
Long
ABS-O
CORP
US
N
2
2027-10-15
Fixed
1.67000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08163HAJ7
1000000.00000000
PA
USD
968311.90000000
0.007106751364
Long
ABS-MBS
USGSE
US
N
2
2054-07-15
Fixed
2.35500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAV7
13300000.00000000
PA
USD
13409059.34000000
0.098413383913
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc
BL3650696
1767125.29000000
PA
USD
1766877.89000000
0.012967683094
Long
LON
CORP
US
N
2
2027-07-30
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
296220.00000000
PA
USD
326248.14000000
0.002394439657
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
3688372.07000000
0.027070144693
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BT3
4100000.00000000
PA
USD
3505541.00000000
0.025728288876
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
1826253.14000000
0.013403457083
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
7999976.00000000
0.058714387745
Long
ABS-O
CORP
KY
Y
2
2032-01-17
Variable
1.67225000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
01F030629
176180000.00000000
PA
USD
182247609.25000000
1.337573612117
Long
ABS-O
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Retail Properties of America, Inc
76131VAB9
5700000.00000000
PA
USD
6304900.07000000
0.046273682246
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
2075250.80000000
0.015230930710
Long
ABS-MBS
USGSE
US
N
2
2045-07-10
Variable
4.25478500
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
8500000.00000000
PA
USD
9250813.42000000
0.067894684446
Long
DBT
NUSS
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBJ2
4100000.00000000
PA
USD
4538147.24000000
0.033306917007
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
4500000.00000000
PA
USD
4704561.00000000
0.034528280925
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
1440996.08000000
0.010575932050
Long
ABS-MBS
USGSE
US
N
2
2048-10-10
Fixed
3.61200000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DowDuPont, Inc
26078JAD2
4000000.00000000
PA
USD
4632955.04000000
0.034002741836
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAJ3
875000.00000000
PA
USD
868437.50000000
0.006373741134
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
6250000.00000000
PA
USD
6662254.06000000
0.048896417706
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
3.50000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
864047.31000000
PA
USD
845407.04000000
0.006204713207
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
0.26188000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
6275000.00000000
PA
USD
6114581.57000000
0.044876873780
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
3130AP2A2
50000000.00000000
PA
USD
49985582.00000000
0.366860205983
Long
DBT
USGSE
US
N
2
2022-02-14
Fixed
0.04500000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
6665000.00000000
PA
USD
8239403.70000000
0.060471624368
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
2451586.89000000
PA
USD
2663535.57000000
0.019548541174
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RJ7
41785000.00000000
PA
USD
41784988.30000000
0.306673420643
Long
STIV
USGSE
US
N
2
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613FAA6
3822277.38000000
PA
USD
3843025.85000000
0.028205198349
Long
ABS-O
CORP
US
Y
2
2036-01-17
Fixed
2.92800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
3235029.54000000
PA
USD
3263249.35000000
0.023950032805
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
6382968.75000000
0.046846653309
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252SAZ0
3050000.00000000
PA
USD
3372643.03000000
0.024752908082
Long
ABS-MBS
USGSE
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
21H022622
57740000.00000000
PA
USD
59000743.08000000
0.433025362384
Long
ABS-O
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DD8
3350000.00000000
PA
USD
3187257.00000000
0.023392300594
Long
DBT
NUSS
KR
N
2
2030-09-21
Fixed
1.25000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385RM0
10000000.00000000
PA
USD
9999988.90000000
0.073393123394
Long
STIV
USGSE
US
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAR2
27305000.00000000
PA
USD
27259136.06000000
0.200063535719
Long
DBT
UST
US
N
2
2022-10-31
Fixed
0.12500000
N
N
N
N
N
N
CAMELOT US ACQUISITION LLC
549300U6VBJHQP2SFL81
Camelot US Acquisition
N/A
990000.00000000
PA
USD
988455.60000000
0.007254592434
Long
LON
CORP
US
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
3963278.26000000
0.029087769325
Long
DBT
NUSS
IT
N
2
2026-12-01
Fixed
1.25000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
2750000.00000000
PA
USD
2642710.13000000
0.019395696596
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
11100000.00000000
PA
USD
11710500.00000000
0.085947112552
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937FAF8
8000000.00000000
PA
USD
8182390.40000000
0.060053185488
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
3689265.60000000
0.027076702596
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313XV5
5395000.00000000
PA
USD
5390564.18000000
0.039563078118
Long
STIV
USGSE
US
N
2
N
N
N
CREDICORP LTD
529900UYAEYQCQ2BKB17
Credicorp Ltd
22530EAA0
4125000.00000000
PA
USD
4164492.30000000
0.030564543651
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
643943.56000000
PA
USD
646789.15000000
0.004746992858
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
4171378.46000000
0.030615083386
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
1965000.00000000
PA
USD
1930926.90000000
0.014171691354
Long
LON
CORP
US
N
2
2027-02-15
Variable
3.35430000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AZ8693857
28000000000.00010000
PA
2035292.05000000
0.014937660637
Long
DBT
NUSS
ID
N
2
2030-09-15
Fixed
7.00000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAM4
7075000.00000000
PA
USD
7166296.72000000
0.052595748326
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
95042.34000000
PA
USD
92713.80000000
0.000680456291
Long
LON
CORP
US
N
2
2024-02-22
Variable
2.10425000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government International Bond
401494AR0
600000.00000000
PA
USD
687006.00000000
0.005042157209
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CN3
13350000.00000000
PA
USD
13601304.41000000
0.099824332094
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
3144099.88000000
PA
USD
3220843.90000000
0.023638805617
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
3.69000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RKH4
25850000.00000000
PA
USD
24979412.33000000
0.183331912645
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
1511748.61000000
PA
USD
1501982.71000000
0.011023532473
Long
LON
CORP
US
N
2
2025-11-27
Variable
2.85425000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK8589658
375000.00000000
PA
427509.33000000
0.003137627983
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
2539286.04000000
0.018636634053
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
6398706.60000000
0.046962158434
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
3729836.25000000
0.027374463599
Long
ABS-MBS
USGSE
US
N
2
2048-08-15
Fixed
4.10580000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc
65339KBR0
17000000.00000000
PA
USD
16897752.82000000
0.124018023441
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
2165310.40000000
0.015891906977
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
3607157.59000000
0.026474085597
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
1518970.42000000
0.011148210721
Long
ABS-MBS
USGSE
US
N
2
2048-03-10
Fixed
3.30900000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AL6
2975000.00000000
PA
USD
2974859.31000000
0.021833445877
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.30000000
N
N
N
N
N
N
United States Treasury Bill- When Issued
254900HROIFWPRGM1V77
United States Treasury Bill
912796L64
40000000.00000000
PA
USD
39951722.40000000
0.293218494666
Long
STIV
UST
US
N
2
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDE9
5775000.00000000
PA
USD
6158915.76000000
0.045202256609
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
438067.54000000
PA
USD
431496.53000000
0.003166891322
Long
LON
CORP
CA
N
2
2026-11-19
Variable
1.85425000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia Government International Bond
62987BAB8
1675000.00000000
PA
USD
1756208.05000000
0.012889373719
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
1092290.19000000
0.008016667768
Long
DBT
CORP
US
N
2
2028-08-21
Fixed
3.75000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36257HBA3
2000000.00000000
PA
USD
2018328.00000000
0.014813156038
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
2749877.51000000
0.020182232343
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
2457500.00000000
0.018036380094
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
80096.31000000
PA
USD
80768.41000000
0.000592785246
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
916603.10000000
0.006727243909
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
1023609.20000000
0.007512595971
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
471713.67000000
0.003462057801
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.37500000
N
N
N
N
N
N
WR GRACE HOLDINGS LLC
N/A
WR Grace Holdings LLC
92943HAB5
145000.00000000
PA
USD
145108.75000000
0.001064999621
Long
LON
CORP
US
N
2
2028-09-22
Variable
4.25000000
N
N
N
N
N
N
DUKE ENERGY FL PROJ FIN
N/A
Duke Energy Florida Project Finance LLC
26444GAB9
695511.17000000
PA
USD
697495.80000000
0.005119145213
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.73100000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAB2
2350000.00000000
PA
USD
2500740.75000000
0.018353737816
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
ZAR220131
ZAR220131
1.00000000
NC
USD
-2793.74000000
-0.00002050415
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
6755578.32000000
ZAR
419279.78000000
USD
2022-01-31
-2793.74000000
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
8455000.00000000
PA
USD
8943537.17000000
0.065639485570
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAV1
11000000.00000000
PA
USD
11275298.98000000
0.082753032791
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35564KBS7
3410000.00000000
PA
USD
3432555.79000000
0.025192627029
Long
ABS-CBDO
USGSE
US
Y
2
2033-08-25
Variable
2.29967000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HK9
4200000.00000000
PA
USD
5756668.85000000
0.042250037622
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.90000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
2150000.00000000
PA
USD
2235892.22000000
0.016409929575
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
655053.21000000
0.004807645443
Long
DBT
NUSS
N/A
N
2
2025-12-15
Fixed
0.25000000
N
N
N
N
N
N
Freddie Mac - STACR
5493007ZK0X40BI7UF30
Structured Agency Credit Risk Debt Note (STACR)
35565KBD9
2100000.00000000
PA
USD
2103900.54000000
0.015441200334
Long
ABS-CBDO
CORP
US
Y
2
2050-02-25
Variable
2.60275000
N
N
N
N
N
N
DIGITAL STOUT HOLDING LL
549300N335X1857YDM81
Digital Stout Holding LLC
AU9275473
400000.00000000
PA
604527.90000000
0.004436824000
Long
DBT
CORP
US
N
2
2030-10-17
Fixed
3.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
AP8870838
400000.00000000
PA
458395.47000000
0.003364311263
Long
DBT
CORP
GB
N
2
2023-11-14
Fixed
0.62500000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Weingarten Realty Investors
948741AJ2
4800000.00000000
PA
USD
4923980.35000000
0.036138669856
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
5497161.41000000
0.040345429351
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
10000000.00000000
PA
USD
10275000.20000000
0.075411519462
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
Servpro Master Issuer, LLC
N/A
SERVPRO Master Issuer LLC
817743AE7
24875000.00000000
PA
USD
24443269.50000000
0.179396988589
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814HZ9
1475000.00000000
PA
1686323.97000000
0.012376472059
Long
DBT
NUSS
CA
N
2
2045-02-15
Fixed
5.00000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAF2
3975000.00000000
PA
USD
3740090.02000000
0.027449719303
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AW3
12150000.00000000
PA
USD
13241943.59000000
0.097186867866
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
EQUS 2021-EQAZ Mortgage Trust
N/A
EQUS Mortgage Trust
29478JAN0
4730000.00000000
PA
USD
4707751.03000000
0.034551693578
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
2.41000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAZ7
11200000.00000000
PA
USD
11235601.33000000
0.082461679015
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.40000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38148LAC0
6650000.00000000
PA
USD
7010695.87000000
0.051453743820
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29273RBG3
4725000.00000000
PA
USD
5168482.07000000
0.037933146338
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.75000000
N
N
N
N
N
N
Bank
N/A
BANK
060352AL5
1000000.00000000
PA
USD
1038398.80000000
0.007621141585
Long
ABS-MBS
USGSE
US
N
2
2060-07-15
Variable
3.85100000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAD2
15000000.00000000
PA
USD
15642384.00000000
0.114804469343
Long
ABS-MBS
USGSE
US
N
2
2050-07-15
Fixed
3.26100000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
5500000.00000000
PA
USD
5317131.88000000
0.039024134934
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
23500000.00000000
PA
1081845.86000000
0.007940013483
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
MONDELEZ INTL HLDINGS NE
549300CW356R8I7N8D33
Mondelez International Holdings Netherlands BV
BR2464112
300000.00000000
PA
327566.75000000
0.002404117358
Long
DBT
CORP
NL
Y
2
2041-09-09
Fixed
1.25000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300GMVSOGAWY1JE39
SMB Private Education Loan Trust
78448PAB6
64073.95000000
PA
USD
64122.90000000
0.000470618513
Long
ABS-O
CORP
US
Y
2
2027-06-15
Fixed
2.49000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313313N61
22000000.00000000
PA
USD
21940488.90000000
0.161028279659
Long
STIV
USGSE
US
N
2
N
N
N
PHOENIX NEWCO INC
254900PHGVI5379Z9791
Phoenix Newco, Inc
71911KAC8
500000.00000000
PA
USD
499775.00000000
0.003668008895
Long
LON
CORP
US
N
2
2028-11-15
Variable
4.00000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
7520000.00000000
PA
USD
7475525.22000000
0.054865275391
Long
ABS-MBS
USGSE
US
Y
2
2038-11-15
Variable
2.22786000
N
N
N
N
N
N
REPUBLIC OF RWANDA
213800AKFASSQE52AZ88
Rwanda International Government Bond
78347YAL7
4850000.00000000
PA
USD
4883155.23000000
0.035839041216
Long
DBT
NUSS
RW
Y
2
2031-08-09
Fixed
5.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QBA6
2500000.00000000
PA
USD
2565193.75000000
0.018826779040
Long
ABS-MBS
USGSE
US
Y
2
2048-09-15
Variable
3.53630000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MBT2
4325000.00000000
PA
USD
4229576.88000000
0.031042220243
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
26450000.00000000
PA
USD
28998527.33000000
0.212829485700
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
485732.85000000
PA
USD
489106.26000000
0.003589707593
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
0.58188000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83405DAC2
841351.62000000
PA
USD
849198.40000000
0.006232539213
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
6801336.76000000
0.049917190215
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
5150000.00000000
0.037797500503
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
1298694.57000000
PA
USD
1306720.89000000
0.009590443397
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
4461547.68000000
0.032744728287
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
20583264.85000000
0.151067177385
Long
ABS-O
CORP
US
Y
2
2025-06-15
Fixed
1.27000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDL0
4000000.00000000
PA
USD
3906452.04000000
0.028670703485
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CZW4
5680000.00000000
PA
USD
6168310.17000000
0.045271205195
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.99800000
N
N
N
N
N
N
2021-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer