0001752724-23-043028.txt : 20230227
0001752724-23-043028.hdr.sgml : 20230227
20230227151903
ACCESSION NUMBER: 0001752724-23-043028
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221231
FILED AS OF DATE: 20230227
DATE AS OF CHANGE: 20230227
PERIOD START: 20221231
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: 23673939
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
Core Bond Account
C000154485
Class R1
QCBMRX
C000154486
Class R2
QCBMPX
C000154487
Class R3
QCBMIX
C000234675
Class R4
QCBMFX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000777535
XXXXXXXX
S000005084
C000234675
C000154486
C000154485
C000154487
College Retirement Equities Fund
811-04415
0000777535
549300W86TWR1A52Z652
730 Third Avenue
New York
10017
212-490-9000
College Retirement Equities Fund - Core Bond Account
S000005084
549300D9S43U3EJHB803
2022-12-31
2022-12-31
N
11217812384.00
486002860.00
10731809524.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
253697673.00000000
0.00000000
0.00000000
102952643.00000000
USD
UST
Bloomberg US Aggregate
LFI:LHMN0001
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
1220000.00000000
PA
1325229.91000000
0.012348615646
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
1877934.65000000
0.017498769856
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
968712.51000000
0.009026553330
Long
DBT
CORP
CL
Y
2
2050-08-18
Fixed
3.06800000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
8375000.00000000
PA
USD
6707744.03000000
0.062503383189
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
1362960.00000000
0.012700188136
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
2619207.04000000
PA
USD
2674773.75000000
0.024923790755
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDN6
550000.00000000
PA
570631.10000000
0.005317193700
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
4223831.15000000
PA
USD
3623912.81000000
0.033767956856
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAC3
3000000.00000000
PA
USD
2880000.00000000
0.026836108053
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
1947814.00000000
0.018149912143
Long
ABS-O
CORP
KY
Y
2
2030-11-16
Variable
5.67914000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBE4
9000000.00000000
PA
USD
7952973.30000000
0.074106545426
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAK7
5975000.00000000
PA
USD
5562460.91000000
0.051831528481
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.37500000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
68269LAA4
7653772.40000000
PA
USD
7597956.50000000
0.070798465841
Long
ABS-O
CORP
US
Y
2
2032-05-14
Fixed
3.84000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AT4545436
24600000.00000000
PA
740333.87000000
0.006898499906
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162QCG2
2740000.00000000
PA
USD
2222843.63000000
0.020712663833
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.13199400
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
6475000.00000000
PA
USD
5761306.72000000
0.053684392246
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
35661364.93000000
0.332295917573
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754DAB3
5970000.00000000
PA
USD
5789485.11000000
0.053946961107
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
6.92768000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KKY4
1284796.00000000
PA
USD
1222123.01000000
0.011387855955
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
5.42768000
N
N
N
N
N
N
Bank
N/A
BANK
06650AAJ6
1067340.00000000
PA
USD
911837.21000000
0.008496583991
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.95229300
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
4411784.69000000
0.041109420365
Long
ABS-MBS
CORP
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
7740712.00000000
0.072128674877
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
1594393.75000000
0.014856709359
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
585660.00000000
0.005457234389
Long
DBT
CORP
ES
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2171
USD
XXXX
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087H98
875000.00000000
PA
635564.07000000
0.005922245158
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
5012635.29000000
0.046708202179
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
409423.89000000
0.003815049913
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
1.37500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087XW9
1000000.00000000
PA
875457.90000000
0.008157598194
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBN3
4825000.00000000
PA
USD
4329022.71000000
0.040338236532
Long
DBT
CORP
US
Y
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAQ7
9021000.00000000
PA
USD
7894162.53000000
0.073558541197
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
2.66000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140M2SE3
1504202.04000000
PA
USD
1328457.00000000
0.012378685971
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
20345000.00000000
PA
USD
14769433.63000000
0.137622957218
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CG2
5350000.00000000
PA
USD
4163881.41000000
0.038799434528
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
BN7651852
725000.00000000
PA
571941.95000000
0.005329408323
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
1847154.80000000
PA
USD
1689381.37000000
0.015741812843
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
7055341.02000000
PA
USD
6565865.73000000
0.061181347985
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
695138.44000000
0.006477364683
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
1270866.30000000
0.011842050468
Long
ABS-MBS
CORP
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAW9
13800000.00000000
PA
USD
13063187.64000000
0.121723998276
Long
DBT
CORP
CA
N
2
2028-05-15
Fixed
4.25000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDW5
2950000.00000000
PA
USD
2426439.28000000
0.022609787050
Long
DBT
NUSS
DO
Y
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
17250000.00000000
PA
USD
16096251.69000000
0.149986371394
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
3260000.00000000
PA
USD
2953826.31000000
0.027524028481
Long
DBT
CORP
MY
Y
2
2027-04-06
Fixed
3.75000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAF7
450000.00000000
PA
USD
434248.57000000
0.004046368592
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
4106424.82000000
0.038264048675
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.60400000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
5500000.00000000
PA
USD
4616239.93000000
0.043014553320
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
59333P2R8
3730000.00000000
PA
USD
3069572.91000000
0.028602566073
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
3764835.54000000
0.035081087971
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
250761.61000000
PA
USD
231360.96000000
0.002155842959
Long
ABS-CBDO
CORP
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
1822531.20000000
0.016982515352
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.75700000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
4120000.00000000
PA
USD
2711161.76000000
0.025262857619
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162BBJ0
3000000.00000000
PA
USD
2679037.20000000
0.024963517979
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.78400000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
C7052BAH7
1155129.19000000
PA
USD
1156971.62000000
0.010780769239
Long
LON
CORP
CA
N
2
2025-05-30
Variable
7.41470000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur S.A.
29280LAA1
4000000.00000000
PA
USD
2799935.56000000
0.026090060150
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
2975000.00000000
PA
USD
2833437.60000000
0.026402235276
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
6106630.55000000
0.056902151835
Long
DBT
CORP
IN
Y
2
2031-06-03
Fixed
3.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBB5
3000000.00000000
PA
USD
2695515.60000000
0.025117065243
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.62229500
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
4500000.00000000
PA
USD
2948609.57000000
0.027475418412
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust
35564KQC6
7160000.00000000
PA
USD
6488406.32000000
0.060459573993
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
6.42768000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
8031105.41000000
PA
USD
8083591.74000000
0.075323660207
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
3000000.00000000
PA
USD
2895000.00000000
0.026975879450
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
6000000.00000000
PA
USD
4971328.98000000
0.046323306138
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
AO2235429
2575000.00000000
PA
2518775.79000000
0.023470187244
Long
DBT
NUSS
DE
N
2
2027-08-15
Fixed
0.50000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAM4
2975000.00000000
PA
USD
2501190.88000000
0.023306329416
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
1000000.00000000
PA
919479.09000000
0.008567791740
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
1412699.22000000
PA
USD
1381619.84000000
0.012874062262
Long
LON
CORP
US
N
2
2027-02-01
Variable
6.14000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABL5
3000000.00000000
PA
USD
2774336.70000000
0.025851527589
Long
ABS-MBS
CORP
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
416793.23000000
PA
USD
379598.39000000
0.003537133128
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
2802195.00000000
0.026111113822
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Fixed
3.83700000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de C.V.
03217KAB4
2300000.00000000
PA
USD
2075750.00000000
0.019342031698
Long
DBT
CORP
MX
Y
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BT8260684
365000000.00000000
PA
228312.82000000
0.002127440106
Long
DBT
NUSS
KR
N
2
2052-03-10
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BX6
9925000.00000000
PA
USD
9493827.83000000
0.088464371351
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
4308482.60000000
0.040146841875
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
2200000.00000000
PA
USD
2095735.40000000
0.019528257516
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
382509.55000000
0.003564259588
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
4.54659500
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
402975.84000000
PA
USD
399512.26000000
0.003722692422
Long
LON
CORP
CA
N
2
2028-08-11
Variable
8.13000000
N
N
N
N
N
N
EXP-IMP IMB
549300NMMHVYCBECJ059
Export-Import Bank of the United States
302155AU0
225.37000000
PA
USD
215.93000000
0.000002012055
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
1925000.00000000
0.017937329167
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
39000000.00000000
PA
USD
29791624.20000000
0.277601127129
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92200000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CW3
8425000.00000000
PA
USD
7811456.54000000
0.072787879085
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
764292.20000000
0.007121745855
Long
ABS-CBDO
CORP
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
20592152.01000000
0.191879589028
Long
DBT
NUSS
CA
Y
2
2024-05-02
Fixed
2.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAC7
1287565.20000000
PA
USD
1257181.37000000
0.011714533016
Long
ABS-O
CORP
US
Y
2
2059-12-15
Variable
5.29786000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36258FAS8
1042002.84000000
PA
USD
860964.33000000
0.008022545760
Long
ABS-CBDO
CORP
US
Y
2
2050-05-25
Variable
3.62500200
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937UAF5
1770000.00000000
PA
USD
1751546.51000000
0.016321073404
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.34500000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36192RAA0
4430000.00000000
PA
USD
3882675.27000000
0.036179129543
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
1590693.08000000
0.014822226172
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
13190404.66000000
0.122909418309
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
34764.12000000
PA
USD
34420.60000000
0.000320734354
Long
ABS-MBS
MUN
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36258YBL1
2500000.00000000
PA
USD
2083054.50000000
0.019410095709
Long
ABS-MBS
CORP
US
N
2
2053-02-13
Variable
3.17310000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
BN9181759
400000.00000000
PA
353610.81000000
0.003294978439
Long
DBT
CORP
ES
N
2
2028-02-11
Fixed
0.20000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300LCOEVXWN75LP18
Neuberger Berman Loan Advisers Clo 43 Ltd
64134AAC6
1000000.00000000
PA
USD
961195.00000000
0.008956504472
Long
ABS-O
CORP
KY
Y
2
2035-07-17
Variable
5.67914000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
5437216.30000000
PA
USD
4180776.75000000
0.038956866879
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654ABP3
2576121.76000000
PA
USD
1980827.94000000
0.018457539109
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
AN5751838
600000.00000000
PA
576721.81000000
0.005373947503
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
1062216.45000000
0.009897831746
Long
DBT
NUSS
JP
N
2
2026-03-13
Fixed
0.02000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust
20754KAF8
1870000.00000000
PA
USD
1731410.93000000
0.016133448195
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
7.22768000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320DAQ1
1054000.00000000
PA
USD
1046324.03000000
0.009749744697
Long
ABS-MBS
CORP
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
3550000.00000000
PA
USD
2918688.73000000
0.027196613240
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.01700000
N
N
N
N
N
N
JD.COM INC
549300HVTWB0GJZ16V92
JD.com, Inc
47215PAE6
350000.00000000
PA
USD
305987.55000000
0.002851220470
Long
DBT
CORP
KY
N
2
2030-01-14
Fixed
3.37500000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AL0832686
2450000.00000000
PA
2230162.52000000
0.020780861932
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
1295807.93000000
0.012074458898
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Bank
N/A
BANK
06540AAC5
1693141.90000000
PA
USD
1471119.02000000
0.013708023951
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.75800000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAM6
1050000.00000000
PA
USD
767549.28000000
0.007152095630
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
7500000.00000000
PA
USD
6161250.00000000
0.057411100953
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
7494499.83000000
0.069834446961
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
1470527.33000000
0.013702510529
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.60000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
1650000.00000000
PA
USD
1538282.64000000
0.014333860814
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
COCA-COLA ICECEK AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS.
1912ERAA8
3000000.00000000
PA
USD
2617683.66000000
0.024391819982
Long
DBT
CORP
TR
Y
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HH9
4000000.00000000
PA
USD
3737026.12000000
0.034821957207
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
884819.00000000
0.008244825795
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
1346976.22000000
0.012551249786
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
2166453.54000000
0.020187215726
Long
DBT
CORP
MX
Y
2
2031-02-25
Fixed
3.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
6200000.00000000
PA
USD
6273418.54000000
0.058456297849
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
VSE VOI Mortgage LLC
N/A
VSE VOI Mortgage LLC
918288AA9
1518017.96000000
PA
USD
1452578.48000000
0.013535261474
Long
ABS-O
CORP
US
Y
2
2035-03-20
Fixed
2.33000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
5120000.00000000
PA
USD
4203231.23000000
0.039166099813
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BG6396942
10000000.00000000
PA
1465372.67000000
0.013654478927
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
8675652.60000000
0.080840538406
Long
ABS-O
CORP
US
Y
2
2025-10-15
Fixed
1.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government Bond
EK0121898
345000000.00000000
PA
809183.04000000
0.007540042880
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
5.50000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
1025000.00000000
PA
USD
919374.37000000
0.008566815949
Long
DBT
NUSS
JO
Y
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
25160PAG2
600000.00000000
PA
USD
426105.37000000
0.003970489497
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36295QBH2
187618.78000000
PA
USD
190458.30000000
0.001774708166
Long
ABS-MBS
USGSE
US
N
2
2038-04-15
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654KBP1
8984151.07000000
PA
USD
6908080.86000000
0.064370140418
Long
ABS-CBDO
CORP
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
2434583.35000000
0.022685674252
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.61080000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
3275000.00000000
PA
USD
3118504.75000000
0.029058517513
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
3425000.00000000
PA
USD
2490651.06000000
0.023208118392
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
2768708.64000000
0.025799084803
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
1375000.00000000
PA
USD
1318217.53000000
0.012283273636
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAK8
4225000.00000000
PA
USD
3200487.36000000
0.029822439103
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
988313.72000000
0.009209199229
Long
DBT
CORP
LU
Y
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
3000000.00000000
PA
USD
2511304.74000000
0.023400571305
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAE8
141728.83000000
PA
USD
134672.15000000
0.001254887628
Long
LON
CORP
US
N
2
2026-05-25
Variable
12.31710000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
2900000.00000000
PA
USD
2605658.35000000
0.024279767025
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.40000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
2549000.00000000
PA
USD
2333014.31000000
0.021739244484
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.30080300
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
EI9396645
3100000.00000000
PA
1103375.02000000
0.010281351132
Long
DBT
NUSS
IL
N
2
2042-01-31
Fixed
5.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326CBA1
5000573.22000000
PA
USD
4756785.27000000
0.044324167880
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.24300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGD7
165655000.00000000
PA
USD
165079090.45000000
1.538222329429
Long
DBT
UST
US
N
2
2024-12-31
Fixed
4.25000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
48129VAA4
200000.00000000
PA
USD
199650.24000000
0.001860359518
Long
DBT
CORP
KZ
Y
2
2025-05-12
Fixed
5.75000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAF7
219375.00000000
PA
USD
216809.41000000
0.002020250261
Long
LON
CORP
US
N
2
2027-02-12
Variable
5.85286000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
219535.04000000
PA
USD
197605.68000000
0.001841308118
Long
ABS-CBDO
CORP
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
173925.00000000
NS
USD
4391606.25000000
0.040921395783
Long
EP
CORP
US
N
1
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAA3
7750000.00000000
PA
USD
6201739.10000000
0.057788382156
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
4168586.67000000
PA
USD
4111791.18000000
0.038314052917
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
394577.40000000
0.003676708938
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
4.55054000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAM4
350000.00000000
PA
USD
331527.61000000
0.003089205126
Long
DBT
CORP
CO
N
2
2025-01-29
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAK5
1000000.00000000
PA
USD
922667.90000000
0.008597505368
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.27855200
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312VAD8
7883305.97000000
PA
USD
7530220.58000000
0.070167296234
Long
ABS-MBS
CORP
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
2062297.32000000
PA
USD
1940814.60000000
0.018084691082
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
3.21132500
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
1280000.00000000
PA
USD
1268389.75000000
0.011818973744
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
3001000.00000000
PA
USD
2910903.05000000
0.027124065550
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AF5
5700000.00000000
PA
USD
5629785.06000000
0.052458861177
Long
DBT
CORP
GB
N
2
2028-09-30
Fixed
5.51600000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
34450000.00000000
PA
USD
28000670.28000000
0.260912851811
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co
254687DT0
2105000.00000000
PA
USD
2374844.98000000
0.022129026560
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
513419.73000000
0.004784092830
Long
DBT
NUSS
ID
N
2
2024-05-15
Fixed
8.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383UW55
9188528.25000000
PA
USD
8311952.76000000
0.077451549446
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
3000000.00000000
PA
USD
2628246.00000000
0.024490240850
Long
ABS-MBS
CORP
US
Y
2
2039-07-11
Variable
3.31600000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
BP5739662
450000.00000000
PA
412657.19000000
0.003845178104
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
4145682.32000000
PA
USD
572774.93000000
0.005337170108
Long
ABS-CBDO
USGSE
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967PA3
39225000.00000000
PA
USD
40466155.49000000
0.377067403213
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
5825000.00000000
PA
USD
4596692.33000000
0.042832406964
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
90987.70000000
0.000847831857
Long
DBT
NUSS
EC
Y
2
2030-07-31
Fixed
5.00000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAU1
2575000.00000000
PA
USD
1641119.19000000
0.015292101358
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ECS7
4081608.68000000
PA
USD
3709322.95000000
0.034563816490
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAQ1
2675000.00000000
PA
USD
2543625.72000000
0.023701741205
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2V4
14075000.00000000
PA
USD
13033463.79000000
0.121447028675
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
3.52600000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
1150000.00000000
PA
USD
854359.46000000
0.007961000967
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGA3
169430000.00000000
PA
USD
168344589.06000000
1.568650549411
Long
DBT
UST
US
N
2
2025-12-15
Fixed
4.00000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA, Inc
40434RS11
8000000.00000000
PA
USD
7868700.88000000
0.073321287173
Long
STIV
CORP
US
Y
2
N
N
N
CAPITAL ONE NA
207ALC1P1YM0OVDV0K75
Capital One Bank USA NA
140420NB2
16950000.00000000
PA
USD
16920350.38000000
0.157665399690
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
2011549.51000000
0.018743805557
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
7450000.00000000
PA
USD
6156282.77000000
0.057364815842
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CP2
5575000.00000000
PA
USD
4726944.49000000
0.044046108714
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31100000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938GAX4
3390152.49000000
PA
USD
2815174.15000000
0.026232054749
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875DAA9
703488.25000000
PA
USD
650467.61000000
0.006061117731
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Fixed
2.96600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31410GCT8
423399.52000000
PA
USD
416476.26000000
0.003880764553
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
2542990.45000000
0.023695821700
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
2600000.00000000
PA
USD
2357813.35000000
0.021970324247
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
37354739.06000000
PA
USD
5907412.91000000
0.055045823323
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
1572227.13000000
0.014650158731
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
1083818.07000000
0.010099117651
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
5275000.00000000
PA
USD
4710564.82000000
0.043893481425
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
68268VAA3
9000000.00000000
PA
USD
8785582.20000000
0.081864872651
Long
ABS-O
CORP
US
Y
2
2034-10-14
Fixed
4.89000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CV7
5788000.00000000
PA
USD
4757746.01000000
0.044333120144
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
4450000.00000000
PA
USD
4349470.81000000
0.040528773831
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
1897083.24000000
PA
USD
1829692.96000000
0.017049249298
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.27800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAW5
18194000.00000000
PA
USD
15242483.63000000
0.142030881147
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80285RAG3
15420000.00000000
PA
USD
15018646.70000000
0.139945147800
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
37045VAY6
10250000.00000000
PA
USD
9781551.63000000
0.091145408499
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAJ9
5500000.00000000
PA
USD
4470237.20000000
0.041654086293
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
5373660.00000000
0.050072264029
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
309562.50000000
0.002884532187
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
510281.12000000
0.004754846970
Long
DBT
NUSS
ES
Y
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DN3
200000.00000000
PA
USD
196123.53000000
0.001827497306
Long
DBT
NUSS
ID
N
2
2032-09-20
Fixed
4.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
558106.06000000
PA
USD
548274.57000000
0.005108873473
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
4110652.97000000
0.038303446970
Long
ABS-MBS
CORP
US
N
2
2053-08-15
Fixed
2.34000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852EAD1
3275742.66000000
PA
USD
2518779.46000000
0.023470221441
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
POSCO
9884000N94NH7G6LQ816
POSCO
73730EAB9
200000.00000000
PA
USD
187753.52000000
0.001749504774
Long
DBT
CORP
KR
Y
2
2027-08-04
Fixed
4.50000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
EK0414632
400000.00000000
PA
432680.59000000
0.004031758009
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
11194809.23000000
0.104314274353
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
2207436.75000000
0.020569101092
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
956939.81000000
0.008916854216
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
4700000.00000000
PA
733190.49000000
0.006831937226
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
2025000.00000000
PA
340374.68000000
0.003171642948
Long
DBT
NUSS
UA
Y
2
2032-01-27
Fixed
4.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
4000000.00000000
PA
USD
3266719.20000000
0.030439593553
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AS1
4000000.00000000
PA
USD
3186077.88000000
0.029688170227
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
16375000.00000000
PA
USD
14452391.11000000
0.134668725508
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
427743.72000000
0.003985755794
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
6078848.75000000
0.056643278436
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
3.65200000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46655NBX7
7069467.76000000
PA
USD
5652610.69000000
0.052671552522
Long
ABS-CBDO
CORP
US
Y
2
2052-12-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJF8
24283864.75000000
PA
USD
23948036.63000000
0.223150034264
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29425AAD5
2000000.00000000
PA
USD
1905061.40000000
0.017751539437
Long
ABS-MBS
CORP
US
N
2
2058-09-10
Fixed
3.77800000
N
N
N
N
N
N
FRANCE (GOVT OF)
N/A
French Republic Government Bond OAT
N/A
3400000.00000000
PA
2852152.40000000
0.026576621525
Long
DBT
CORP
FR
N
2
2036-05-25
Fixed
1.25000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AB9
5100000.00000000
PA
USD
4176038.66000000
0.038912716915
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
1024070.28000000
PA
USD
936154.15000000
0.008723171501
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
283875AS1
650000.00000000
PA
USD
284375.00000000
0.002649832717
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
2987742.16000000
0.027840059528
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.45000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
EI8492650
1425000.00000000
PA
1010392.03000000
0.009414926977
Long
DBT
NUSS
AU
N
2
2027-04-21
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAB0
18155000.00000000
PA
USD
18407223.78000000
0.171520224421
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
7.42768000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AV0
1550000.00000000
PA
USD
1326227.69000000
0.012357913053
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
3000000.00000000
PA
USD
2847528.39000000
0.026533534569
Long
DBT
CORP
US
Y
2
2024-04-29
Fixed
1.62500000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ5541813
575000.00000000
PA
423895.21000000
0.003949895020
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
PARKLAND CORP
549300XHQS1JYWBNK868
Parkland Fuel Corp
70137TAP0
500000.00000000
PA
USD
474750.00000000
0.004423764687
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
6802386.29000000
PA
USD
6743415.65000000
0.062835774665
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FX7
3250000.00000000
PA
USD
3071366.29000000
0.028619276955
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
29429JAA8
4500000.00000000
PA
USD
4421142.45000000
0.041196616843
Long
ABS-MBS
CORP
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
1190967.50000000
0.011097546013
Long
DBT
CORP
CO
Y
2
2027-07-14
Fixed
4.00000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
3000000.00000000
PA
USD
2659922.37000000
0.024785404214
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
Taco Bell Funding, LLC
N/A
Taco Bell Funding LLC
87342RAG9
26601300.00000000
PA
USD
22478710.33000000
0.209458715044
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
16850000.00000000
PA
USD
16632506.94000000
0.154983247725
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
4947134.78000000
0.046097862331
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AE4
1525000.00000000
PA
USD
1398517.83000000
0.013031519305
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
806091.26000000
PA
USD
770281.06000000
0.007177550610
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Fixed
3.45300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
1502125.12000000
PA
USD
1330246.47000000
0.012395360419
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAJ1
5500000.00000000
PA
USD
3456303.40000000
0.032206156774
Long
ABS-MBS
CORP
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
4589640.17000000
0.042766694281
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
30850000.00000000
PA
USD
26093556.56000000
0.243142188664
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
5580493.60000000
0.051999558765
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
5641397.25000000
PA
USD
4337775.28000000
0.040419793794
Long
ABS-CBDO
CORP
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
77790.51000000
0.000724859212
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
6867415.56000000
0.063991217367
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
6635000.00000000
PA
USD
5211000.68000000
0.048556589346
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36252HAH4
4150000.00000000
PA
USD
3782561.91000000
0.035246263936
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
3.82600000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863BB5
2600000.00000000
PA
USD
2334243.96000000
0.021750702477
Long
DBT
CORP
GB
Y
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBQ0
4325000.00000000
PA
USD
4202363.46000000
0.039158013852
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MUXL9
8234507.02000000
PA
USD
7927237.38000000
0.073866735728
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
L8030PAF5
280454.99000000
PA
USD
275056.23000000
0.002562999551
Long
LON
CORP
LU
N
2
2025-04-25
Variable
6.13360000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791AS4
4150000.00000000
PA
USD
3992175.50000000
0.037199462877
Long
ABS-O
CORP
KY
Y
2
2034-07-17
Variable
1.00000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAK0
6100000.00000000
PA
USD
3660210.94000000
0.034106186210
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAH4
2210016.39000000
PA
USD
1906617.83000000
0.017766042397
Long
ABS-CBDO
CORP
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
3625007.16000000
0.033778154111
Long
DBT
CORP
NL
Y
2
2051-02-08
Fixed
3.83200000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
7950000.00000000
PA
USD
7377810.99000000
0.068747129489
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
TESCO CORP TREASURY SERV
21380018AJDKNF3A6712
Tesco Corporate Treasury Services plc
BH9923674
300000.00000000
PA
297655.60000000
0.002773582584
Long
DBT
CORP
GB
N
2
2030-04-27
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
3925000.00000000
PA
USD
3396024.92000000
0.031644476287
Long
DBT
NUSS
AO
Y
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAP0
4000000.00000000
PA
USD
3277066.28000000
0.030536008607
Long
DBT
CORP
US
N
2
2030-04-20
Fixed
1.60000000
N
N
N
N
N
N
CREDIT AGRICOLE ASSRNCES
969500K2MUPSI57XK083
Credit Agricole Assurances S.A.
BR6668346
300000.00000000
PA
236152.06000000
0.002200486874
Long
DBT
CORP
FR
N
2
2031-10-06
Fixed
1.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos, Inc
571748AX0
440000.00000000
PA
USD
427078.34000000
0.003979555722
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
1175000.00000000
PA
USD
964035.17000000
0.008982969440
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
105860AA8
2340000.00000000
PA
USD
2271555.00000000
0.021166560913
Long
DBT
KY
Y
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CR0
1400000.00000000
PA
USD
1246289.63000000
0.011613042769
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
2932119.36000000
0.027321761101
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
557619.77000000
0.005195952916
Long
DBT
CORP
GB
N
2
2026-04-24
Fixed
3.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46593FAP7
7775702.44000000
PA
USD
6459348.33000000
0.060188808938
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383T6G3
5177731.23000000
PA
USD
4388795.14000000
0.040895201598
Long
ABS-CBDO
USGSE
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAK9
1075000.00000000
PA
USD
887135.68000000
0.008266412835
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
480151.66000000
PA
USD
494162.03000000
0.004604647789
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
ZP2080957
1270000000.00000000
PA
956397.10000000
0.008911797193
Long
DBT
NUSS
KR
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XLH7
10412203.71000000
PA
USD
10319939.51000000
0.096162156875
Long
ABS-MBS
USGSE
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAW8
6675000.00000000
PA
USD
5718592.85000000
0.053286380430
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
6066307.65000000
0.056526419299
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12631DBD4
750000.00000000
PA
USD
724801.58000000
0.006753768582
Long
ABS-MBS
CORP
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
2225000.00000000
PA
USD
1570013.38000000
0.014629530802
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
5250000.00000000
PA
USD
4305000.00000000
0.040114390684
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
321564.31000000
0.002996366169
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
1946500.00000000
0.018137668169
Long
ABS-MBS
CORP
US
Y
2
2031-03-11
Fixed
3.51100000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAH1
6350000.00000000
PA
USD
4606138.93000000
0.042920431262
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
12236085.57000000
PA
USD
11404988.61000000
0.106272745379
Long
ABS-O
CORP
US
Y
2
2050-02-15
Fixed
2.69000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46654VAC7
2773059.05000000
PA
USD
2097788.39000000
0.019547387468
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.92660000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QPHW0
50400275.12000000
PA
USD
45940593.67000000
0.428078727704
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754LAB5
6956056.00000000
PA
USD
6615918.77000000
0.061647746870
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
5.82768000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
2950000.00000000
PA
USD
2929052.32000000
0.027293182137
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
5.50000000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AQ3
500000.00000000
PA
500803.63000000
0.004666534836
Long
DBT
CORP
US
N
2
2026-06-20
Fixed
1.85000000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
AR6731004
250000.00000000
PA
233652.48000000
0.002177195555
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
933057.61000000
0.008694317653
Long
DBT
NUSS
CA
Y
2
2026-12-15
Fixed
1.10000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 2YR NOTE (CBT) Mar23
N/A
1810.00000000
NC
USD
371191408.06000000
3.458796088673
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 2YR NOTE (CBT) Mar23
2023-03-31
370542077.80000000
USD
649330.26000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSD8
4398049.50000000
PA
USD
4340399.03000000
0.040444242141
Long
ABS-MBS
MUN
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QMRB2
32528337.95000000
PA
USD
26655236.91000000
0.248375978444
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2G0
7000000.00000000
PA
USD
6541297.49000000
0.060952418838
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
343725.66000000
0.003202867691
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
7525000.00000000
PA
USD
7117824.66000000
0.066324552668
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
981348.25000000
PA
USD
960671.24000000
0.008951624028
Long
LON
CORP
US
N
2
2025-08-21
Variable
7.13360000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC
76171JAB7
297950.77000000
PA
USD
296018.56000000
0.002758328493
Long
LON
CORP
US
N
2
2027-02-04
Variable
6.13360000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAL4
2197255.00000000
PA
USD
1809101.12000000
0.016857372616
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Variable
3.90300000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
925000.00000000
PA
USD
765560.65000000
0.007133565390
Long
DBT
NUSS
NG
Y
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AX5
2775000.00000000
PA
USD
1893937.92000000
0.017647889815
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
4550000.00000000
PA
USD
3767678.14000000
0.035107575582
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
1216831.61000000
PA
USD
1242658.31000000
0.011579205792
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
1825000.00000000
PA
USD
1818830.95000000
0.016948036078
Long
ABS-O
CORP
US
Y
2
2024-03-20
Fixed
2.97000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services, Inc
404030AJ7
3075000.00000000
PA
USD
2619254.25000000
0.024406454886
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
19339909.29000000
PA
USD
17244771.08000000
0.160688381967
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
178.53000000
PA
USD
178.35000000
0.000001661881
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
3025705.56000000
PA
USD
2684608.39000000
0.025015430845
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
2.05100000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
2275000.00000000
PA
USD
1757395.64000000
0.016375576141
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
150886.75000000
PA
USD
142923.55000000
0.001331774941
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RJZ6
7375000.00000000
PA
USD
5499789.36000000
0.051247549145
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
9070297.08000000
PA
USD
8423886.76000000
0.078494560876
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
2150000.00000000
PA
USD
2100915.56000000
0.019576526729
Long
DBT
NUSS
UZ
Y
2
2024-02-20
Fixed
4.75000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136G42Q5
9000000.00000000
PA
USD
6254836.92000000
0.058283152584
Long
DBT
USGSE
US
N
2
2035-08-24
Fixed
1.62500000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group, Inc
416515BE3
22408000.00000000
PA
USD
19183083.22000000
0.178749754895
Long
DBT
CORP
US
N
2
2029-08-19
Fixed
2.80000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
8100000.00000000
PA
USD
6963456.60000000
0.064886136717
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
1571444.73000000
0.014642868255
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YAX7
3250000.00000000
PA
USD
3226473.64000000
0.030064581679
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
933MFSII9
1441700.24000000
PA
USD
1424075.45000000
0.013269667587
Long
LON
CORP
NL
N
2
2025-07-10
Variable
6.97986000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
1925000.00000000
PA
USD
1658897.41000000
0.015457760467
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BW2033619
1050000000.00000000
PA
820148.66000000
0.007642221548
Long
DBT
NUSS
KR
N
2
2024-06-10
Fixed
2.87500000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AW4
925000.00000000
PA
USD
868022.78000000
0.008088317054
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
1700000.00000000
PA
USD
1351261.76000000
0.012591182847
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
95481.93000000
PA
USD
88571.90000000
0.000825321207
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
Gracie Point International Fun
N/A
Gracie Point International Funding
38411JAB7
6925000.00000000
PA
USD
6926013.82000000
0.064537241408
Long
ABS-O
CORP
US
Y
2
2024-07-01
Variable
7.39534000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AZ9
3400000.00000000
PA
USD
2706779.17000000
0.025222020237
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
BT5908418
2900000.00000000
PA
2403023.60000000
0.022391597564
Long
DBT
NUSS
BE
Y
2
2032-06-22
Fixed
0.35000000
N
N
N
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot Finance S.A.
L2000AAC4
282169.64000000
PA
USD
278113.45000000
0.002591487012
Long
LON
CORP
LU
N
2
2026-10-30
Variable
7.38360000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
AU6699071
300000.00000000
PA
268506.51000000
0.002501968651
Long
DBT
CORP
FR
N
2
2030-10-02
Fixed
2.00000000
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
BQ3349835
425000.00000000
PA
335619.10000000
0.003127330011
Long
DBT
NUSS
CM
Y
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
20939821.21000000
PA
USD
20630803.05000000
0.192239743016
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GJY9
10605000.00000000
PA
USD
9162306.41000000
0.085375223903
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
2549188.59000000
0.023753576545
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
1745995.88000000
0.016269352117
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.46685600
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
250000.00000000
PA
USD
247485.34000000
0.002306091432
Long
DBT
CORP
NL
Y
2
2023-10-10
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAS4
8975000.00000000
PA
USD
7896040.13000000
0.073576036849
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
2875611.50000000
0.026795215602
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384BN8
15000000.00000000
PA
USD
14937502.20000000
0.139189035796
Long
STIV
USGSE
US
N
2
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
550000.00000000
PA
USD
449845.31000000
0.004191700467
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
4809047.86000000
0.044811155558
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.70000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
1752960.77000000
PA
USD
1578776.07000000
0.014711182363
Long
ABS-CBDO
CORP
US
N
2
2045-08-19
Variable
4.95914000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
700000.00000000
PA
691804.75000000
0.006446301049
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.34200000
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
3519139.17000000
0.032791666327
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
2525600.00000000
0.023533775868
Long
DBT
CORP
IL
Y
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBG0
2000000.00000000
PA
USD
1853586.60000000
0.017271892460
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
3.92600000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BB8
200000.00000000
PA
USD
187158.54000000
0.001743960695
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.87500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy, Inc
15135UAR0
5000000.00000000
PA
USD
4472185.95000000
0.041672244927
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAE7
7500000.00000000
PA
USD
7214075.25000000
0.067221424624
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
5.58900000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
9000000.00000000
PA
USD
8102272.05000000
0.075497725074
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
934439.38000000
PA
USD
917934.00000000
0.008553394448
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
5.48871000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
ZO4152757
300000.00000000
PA
278001.30000000
0.002590441988
Long
DBT
CORP
FR
N
2
2027-09-15
Fixed
0.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TK4
91758000.00000000
PA
USD
82008712.50000000
0.764164815976
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
GRIFOLS WORLDWIDE OPERAT
N/A
Grifols Worldwide Operations USA, Inc
39843PAG8
300449.49000000
PA
USD
291186.63000000
0.002713304120
Long
LON
CORP
US
N
2
2027-11-15
Variable
6.38360000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
03523TBT4
4720000.00000000
PA
USD
4031007.30000000
0.037561301204
Long
DBT
CORP
US
N
2
2048-10-06
Fixed
4.43900000
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
2192447.93000000
0.020429433872
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
1549711.37000000
PA
USD
1535666.34000000
0.014309481887
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
AZ0981300
500000.00000000
PA
508166.71000000
0.004735144701
Long
DBT
CORP
GB
Y
2
2026-06-15
Fixed
3.50000000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAF3
1325000.00000000
PA
USD
1143719.60000000
0.010657285683
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services, Inc
45866EAA5
2125000.00000000
PA
USD
1870690.80000000
0.017431270987
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
2479012.93000000
0.023099673214
Long
DBT
CORP
KR
Y
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JS0
8250000.00000000
PA
USD
5660878.08000000
0.052748588831
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
1812269.59000000
0.016886896715
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.68000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TJ7
116385000.00000000
PA
USD
95890328.91000000
0.893515009706
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABHJ4
4553940.11000000
PA
USD
4474836.49000000
0.041696942905
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
11662247.57000000
PA
USD
8967319.07000000
0.083558313720
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BJD9
2989983.90000000
PA
USD
2938105.56000000
0.027377541070
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNAM5
42216134.28000000
PA
USD
34599142.18000000
0.322398027123
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
ALLIANT HOLD / CO-ISSUER
N/A
Alliant Holdings Intermediate LLC
01883LAB9
825000.00000000
PA
USD
738892.82000000
0.006885072068
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XHC70
11078092.57000000
PA
USD
9139962.22000000
0.085167018661
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002FAA2
2573324.64000000
PA
USD
2245324.05000000
0.020922138479
Long
ABS-CBDO
CORP
US
Y
2
2049-09-25
Variable
3.50000000
N
N
N
N
N
N
CORNERSTONE BUILDING
549300IW41QEWQ6T0H29
Cornerstone Building Brands, Inc
72431HAD2
349509.16000000
PA
USD
315245.03000000
0.002937482530
Long
LON
CORP
US
N
2
2028-04-12
Variable
7.56790000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
5000000.00000000
PA
USD
4283037.50000000
0.039909742065
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
6.56800000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance LLC
04636NAA1
7350000.00000000
PA
USD
6543784.23000000
0.060975590513
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
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
2794727.10000000
0.026041527234
Long
ABS-MBS
CORP
US
N
2
2048-04-15
Fixed
3.56100000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
25160PAM9
7350000.00000000
PA
USD
7366388.96000000
0.068640697950
Long
DBT
CORP
DE
N
2
2027-09-09
Fixed
5.37100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFSL6
37387422.39000000
PA
USD
31874555.36000000
0.297010073545
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XBS4
4919898.90000000
PA
USD
4520664.90000000
0.042123976295
Long
ABS-MBS
USGSE
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe, Inc
00724PAD1
7350000.00000000
PA
USD
6267116.49000000
0.058397574761
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AS9078385
1325000.00000000
PA
1263002.54000000
0.011768775220
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
303892.19000000
0.002831695710
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix, Inc
29444UBH8
2275000.00000000
PA
USD
1809851.82000000
0.016864367709
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
182245.61000000
0.001698181556
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
2200000.00000000
PA
USD
2191750.00000000
0.020422930495
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BV9824384
2500000.00000000
PA
2130805.43000000
0.019855043319
Long
DBT
CORP
DE
N
2
2038-05-15
Fixed
1.00000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International, Inc
438516BX3
500000.00000000
PA
514261.67000000
0.004791938105
Long
DBT
CORP
US
N
2
2024-03-10
Fixed
0.00000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor, Inc
05350NAL8
496124.29000000
PA
USD
494573.90000000
0.004608485632
Long
LON
CORP
US
N
2
2027-11-08
Variable
6.63360000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S20
6460000.00000000
PA
USD
6004283.18000000
0.055948469515
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
2.40600000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087H23
1475000.00000000
PA
1020713.07000000
0.009511099388
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
3850000.00000000
PA
USD
3611894.63000000
0.033655970336
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
5825000.00000000
PA
USD
5589206.91000000
0.052080750198
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
5172000.00000000
PA
USD
4969811.00000000
0.046309161459
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.99650000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BJ0
3875000.00000000
PA
USD
3526250.00000000
0.032857925703
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings, Inc
AZ1508110
450000.00000000
PA
385761.53000000
0.003594561841
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
5733256.18000000
0.053423014703
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
20056444.55000000
0.186887817055
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.85061000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
1925000.00000000
PA
USD
1644313.63000000
0.015321867447
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 6 Ltd
67098UAQ8
2250000.00000000
PA
USD
2185332.75000000
0.020363133962
Long
ABS-O
CORP
KY
Y
2
2034-07-20
Variable
5.89257000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
3700000.00000000
PA
USD
3649724.96000000
0.034008476872
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
20750000.00000000
PA
USD
15062897.27000000
0.140357478730
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754NAK1
30200000.00000000
PA
USD
30868803.16000000
0.287638380936
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
7.77768000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179YAK3
437595.71000000
PA
USD
436994.02000000
0.004071950951
Long
LON
CORP
US
N
2
2026-01-30
Variable
7.15420000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
672944.35000000
PA
USD
556507.41000000
0.005185587842
Long
ABS-CBDO
CORP
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BMARK AS
08163JAJ3
9500000.00000000
PA
USD
7407228.85000000
0.069021247846
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
441190.75000000
0.004111056472
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHP8
54629614.11000000
PA
USD
53874126.43000000
0.502004124369
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
Capital Automotive Reit
N/A
Capital Automotive REIT
12510HAK6
5776468.18000000
PA
USD
4948115.13000000
0.046106997323
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
3225000.00000000
PA
USD
2371785.68000000
0.022100519718
Long
DBT
CORP
CL
Y
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
8039925.00000000
PA
USD
7455864.65000000
0.069474440757
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
482766.92000000
0.004498467093
Long
DBT
CORP
US
N
2
2029-09-05
Fixed
2.35000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric & Power Co
927804FZ2
8879000.00000000
PA
USD
8364791.98000000
0.077943910216
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
4125000.00000000
PA
USD
3924995.21000000
0.036573470682
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
45130.62000000
PA
USD
37897.95000000
0.000353136625
Long
ABS-CBDO
CORP
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55400DAA9
5275632.28000000
PA
USD
4979631.85000000
0.046400673053
Long
ABS-O
CORP
US
Y
2
2038-10-20
Fixed
2.22000000
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
3686099.70000000
0.034347420085
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.04900000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
BN5949316
7800000.00000000
PA
346720.04000000
0.003230769603
Long
DBT
CORP
DE
N
2
2025-07-25
Fixed
4.40000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
BG3727990
200000.00000000
PA
USD
166278.58000000
0.001549399284
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
3600000.00000000
PA
USD
3456302.18000000
0.032206145406
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
439079.32000000
0.004091381970
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAV2
1360000.00000000
PA
USD
1338154.13000000
0.012469044731
Long
DBT
CORP
ID
Y
2
2032-06-06
Fixed
4.70000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAF4
6875000.00000000
PA
USD
6479284.97000000
0.060374580405
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
926908.27000000
PA
USD
921221.69000000
0.008584029449
Long
LON
CORP
US
N
2
2026-07-01
Variable
6.02430000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust
59020U4M4
550429.46000000
PA
USD
514368.57000000
0.004792934209
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
994294.31000000
0.009264926923
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
18721978.40000000
0.174453137265
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12659DAG5
3000000.00000000
PA
USD
2511347.40000000
0.023400968815
Long
ABS-MBS
CORP
US
Y
2
2039-01-10
Fixed
3.37600000
N
N
N
N
N
N
GRUPO BIMBO SAB DE CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de C.V.
40052VAE4
2500000.00000000
PA
USD
2111258.30000000
0.019672901343
Long
DBT
CORP
MX
Y
2
2047-11-10
Fixed
4.70000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAR7
2500000.00000000
PA
USD
1931694.25000000
0.017999706812
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEY7
3100000.00000000
PA
USD
3248194.38000000
0.030266977556
Long
DBT
CORP
US
N
2
2033-10-18
Fixed
6.34200000
N
N
N
N
N
N
DARTMOUTH-HITCH HEALTH
N/A
Dartmouth-Hitchcock Health
23745QAA2
4105000.00000000
PA
USD
3203170.21000000
0.029847438149
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
3750000.00000000
PA
USD
3282315.41000000
0.030584920489
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
17996277.60000000
0.167690989667
Long
DBT
MUN
US
N
2
2045-10-01
Fixed
4.15100000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB32
16775000.00000000
PA
USD
16931235.64000000
0.157766829555
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
7.92768000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AH4
125000.00000000
PA
USD
121250.00000000
0.001129818785
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
600000.00000000
PA
USD
576504.29000000
0.005371920631
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
797068.02000000
0.007427153996
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
7957873.69000000
0.074152207716
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
4809375.00000000
0.044814203879
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co, Inc
17136MAB8
5625000.00000000
PA
USD
5260330.91000000
0.049016253020
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAU0
6715181.32000000
PA
USD
6428384.66000000
0.059900286579
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
2.78800000
N
N
N
N
N
N
Olympic Tower Mortgage Trust
N/A
Olympic Tower Mortgage Trust
68162MAA0
5434000.00000000
PA
USD
4729885.65000000
0.044073514717
Long
ABS-MBS
CORP
US
Y
2
2039-05-10
Fixed
3.56600000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AY3
3700000.00000000
PA
USD
2420347.19000000
0.022553020388
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
1852109.60000000
0.017258129636
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.34368600
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KYP8
31100000.00000000
PA
USD
32562440.18000000
0.303419848322
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
8.42768000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938WAY7
15315801.26000000
PA
USD
11700322.58000000
0.109024694799
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance plc
05530QAP5
10000000.00000000
PA
USD
9261612.40000000
0.086300566361
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AS4
852000.00000000
PA
USD
790051.91000000
0.007361777230
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNEM0
40088866.02000000
PA
USD
32745797.65000000
0.305128390294
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38144GAE1
3000000.00000000
PA
USD
2444105.13000000
0.022774399084
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
2806585.80000000
0.026152027705
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.69390000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
836205AS3
2800000.00000000
PA
USD
2101680.67000000
0.019583656095
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCU3
5145000.00000000
PA
USD
4989645.13000000
0.046493977728
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
3477736.45000000
PA
USD
3447594.94000000
0.032125010533
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
1707237.38000000
PA
USD
1728799.14000000
0.016109111293
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
2795000.00000000
PA
USD
2674788.73000000
0.024923930340
Long
ABS-MBS
CORP
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
176189.54000000
PA
USD
174747.20000000
0.001628310674
Long
ABS-O
CORP
US
Y
2
2040-03-26
Fixed
2.40000000
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
20000000.00000000
PA
USD
18278878.00000000
0.170324286497
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
8425000.00000000
PA
USD
7910577.34000000
0.073711495925
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493000RGRVHYZAIY180
SMB Private Education Loan Trust
78448WAB1
4901094.39000000
PA
USD
4697921.48000000
0.043775669606
Long
ABS-O
CORP
US
Y
2
2034-09-15
Fixed
2.88000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2M5
5600000.00000000
PA
USD
4663051.29000000
0.043450745930
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
3480771.87000000
0.032434156254
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
208713.60000000
0.001944812750
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
318383.13000000
0.002966723638
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
5181994.35000000
0.048286305663
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546BA1
3225000.00000000
PA
USD
2225363.97000000
0.020736148596
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
683693.13000000
0.006370716219
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
5573925.00000000
0.051938351939
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
2432124.72000000
0.022662764509
Long
ABS-MBS
CORP
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
3639051.54000000
PA
USD
3576388.53000000
0.033325121192
Long
ABS-MBS
CORP
US
N
2
2046-03-15
Variable
4.07900000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
3300000.00000000
PA
USD
2180285.09000000
0.020316099397
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179W5B0
5668005.67000000
PA
USD
4910492.92000000
0.045756430069
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
1894436.86000000
PA
USD
1861197.90000000
0.017342815261
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
1337601.36000000
PA
USD
1367521.82000000
0.012742695599
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
30950000.00000000
PA
USD
24391419.24000000
0.227281514691
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624QAR4
340105.31000000
PA
USD
338247.62000000
0.003151822805
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Fixed
2.85300000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAB5
3000000.00000000
PA
USD
2866429.98000000
0.026709661344
Long
DBT
NUSS
SA
Y
2
2026-10-26
Fixed
3.25000000
N
N
N
N
N
N
Frost CMBS
635400USRLUMX8CQN243
Frost CMBS DAC
BCC3320N6
900000.00000000
PA
969902.10000000
0.009037638040
Long
ABS-MBS
CORP
IE
Y
2
2033-11-20
Variable
6.17051000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
1200000.00000000
PA
USD
1192920.00000000
0.011115739590
Long
DBT
CORP
NL
N
2
2028-01-27
Fixed
5.99900000
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert LLC
04538FAD1
1248986.33000000
PA
USD
1248461.76000000
0.011633282879
Long
LON
CORP
US
N
2
2027-09-07
Variable
6.13360000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
513787.02000000
PA
USD
460481.62000000
0.004290810594
Long
LON
CORP
US
N
2
2027-04-15
Variable
6.81790000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXN6
3100000.00000000
PA
USD
2373031.93000000
0.022112132391
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89115A2J0
11700000.00000000
PA
USD
11562832.59000000
0.107743550275
Long
DBT
CORP
CA
N
2
2024-09-13
Fixed
4.28500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFV8
289666400.00000000
PA
USD
295595509.13000000
2.754386466410
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBM1
5205000.00000000
PA
USD
5006050.85000000
0.046646847754
Long
ABS-MBS
CORP
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
33652723.74000000
0.313579212012
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
5000000.00000000
PA
USD
4470848.50000000
0.041659782443
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.06888300
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264TAD3
7615695.87000000
PA
USD
6089364.20000000
0.056741262378
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAL2
4100000.00000000
PA
USD
2778948.55000000
0.025894501237
Long
DBT
CORP
N/A
N
2
2042-02-15
Fixed
3.12500000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAE9
1650000.00000000
PA
USD
1546507.76000000
0.014410503247
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
2135578.00000000
0.019899514571
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
775000.00000000
PA
USD
656469.49000000
0.006117043808
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753DAB4
11490000.00000000
PA
USD
11740206.24000000
0.109396334455
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
8.69440000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBQ9
200000.00000000
PA
USD
146941.59000000
0.001369215412
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
2905213.71000000
0.027071051750
Long
DBT
NUSS
DO
Y
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325CU7
1700000.00000000
PA
USD
1156520.01000000
0.010776561095
Long
DBT
NUSS
CO
N
2
2045-06-15
Fixed
5.00000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63942BAA2
5542667.30000000
PA
USD
4792232.27000000
0.044654466325
Long
ABS-O
CORP
US
Y
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
2240000.00000000
PA
USD
1957086.05000000
0.018236309968
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
552562.97000000
PA
USD
468849.68000000
0.004368784956
Long
LON
CORP
US
N
2
2028-03-04
Variable
8.76500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
3000000.00000000
PA
USD
2188063.83000000
0.020388582420
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
12400000.00000000
PA
USD
9622550.78000000
0.089663823779
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.75000000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 TSQ GROUNDCO LLC
90137LAJ9
12000000.00000000
PA
USD
10298949.60000000
0.095966570940
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09990000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
12429EAA5
2360000.00000000
PA
USD
1812439.64000000
0.016888481257
Long
ABS-MBS
CORP
US
Y
2
2044-02-10
Fixed
3.40200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV55
40317199.03000000
PA
USD
35554523.07000000
0.331300355177
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BR7206518
1225000000.00000000
PA
864400.15000000
0.008054561051
Long
DBT
NUSS
KR
N
2
2031-12-10
Fixed
2.37500000
N
N
N
N
N
N
ANTOFAGASTA PLC
213800MY6QVH4FVLD628
Antofagasta plc
03718NAB2
2000000.00000000
PA
USD
1961589.60000000
0.018278274466
Long
DBT
CORP
GB
Y
2
2032-05-13
Fixed
5.62500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
038461AM1
2700000.00000000
PA
USD
1794690.00000000
0.016723088459
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
1402159.20000000
0.013065449930
Long
DBT
CORP
IN
Y
2
2031-07-22
Fixed
3.86700000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust
80286WAG1
3690000.00000000
PA
USD
3520914.61000000
0.032808210042
Long
ABS-O
CORP
US
N
2
2027-01-15
Fixed
1.48000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
649819.09000000
PA
USD
569747.02000000
0.005308955761
Long
ABS-CBDO
CORP
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
1563039.84000000
0.014564550707
Long
ABS-MBS
CORP
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
5330491.20000000
0.049670013133
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
553896AA9
1303623.55000000
PA
USD
1273931.44000000
0.011870611728
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
3771000.00000000
PA
USD
3512714.74000000
0.032731802890
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SE9
20120000.00000000
PA
USD
17748040.73000000
0.165377895408
Long
DBT
UST
US
N
2
2048-11-15
Fixed
3.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655DBX9
17710005.14000000
PA
USD
14160580.08000000
0.131949603171
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260RAD1
2022240.12000000
PA
USD
1578399.47000000
0.014707673169
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
3082816.44000000
PA
USD
2617792.08000000
0.024392830250
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
4204300.83000000
PA
USD
4021745.04000000
0.037474994603
Long
ABS-MBS
CORP
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
1239020.24000000
0.011545305917
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468U6
3850000.00000000
PA
USD
2893507.31000000
0.026961970425
Long
DBT
CORP
US
N
2
2032-02-13
Fixed
1.79400000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
8850000.00000000
PA
USD
5556016.99000000
0.051771483435
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBE4
2950000.00000000
PA
USD
2002270.14000000
0.018657339524
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
3156436.04000000
0.029411964803
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
6318094.50000000
0.058872592603
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
3748334.42000000
0.034927328999
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
4400000.00000000
PA
USD
3432955.81000000
0.031988601757
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
Rocket Software, Inc
77313DAN1
706773.32000000
PA
USD
681241.13000000
0.006347868255
Long
LON
CORP
US
N
2
2025-11-28
Variable
8.63360000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
BP9627632
500000.00000000
PA
506018.15000000
0.004715124218
Long
DBT
CORP
GB
N
2
2031-12-15
Fixed
1.98500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPCG4
4389008.32000000
PA
USD
4191874.69000000
0.039060278517
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAN0
28146375.00000000
PA
USD
23408833.45000000
0.218125688847
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFT6
14450000.00000000
PA
USD
9753515.77000000
0.090884167746
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638CZ3
3515000.00000000
PA
742291.53000000
0.006916741564
Long
DBT
NUSS
PE
Y
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
ACRE COMMERCIAL MORTGAGE TRUST
N/A
ACRE Commercial Mortgage Ltd
00489TAA4
1892609.98000000
PA
USD
1875428.01000000
0.017475412751
Long
ABS-MBS
CORP
KY
Y
2
2037-12-18
Variable
5.16914000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2650000.00000000
PA
USD
2325375.00000000
0.021668060682
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
1184816.78000000
PA
USD
1163193.87000000
0.010838748744
Long
LON
CORP
US
N
2
2027-10-08
Variable
7.40870000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AU3
5500000.00000000
PA
USD
5358195.21000000
0.049928161676
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
KOMMUNINVEST I SVERIGE
EV2XZWMLLXF2QRX0CD47
Kommuninvest I Sverige AB
50046PBY0
800000.00000000
PA
USD
777634.74000000
0.007246072885
Long
DBT
NUSS
SE
Y
2
2024-07-03
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BE6T5
17465971.84000000
PA
USD
16812387.84000000
0.156659394693
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
CIMB BANK BHD
SR3J0ZUTXT7OTFT2VU03
CIMB Bank Bhd
12570RAA3
4200000.00000000
PA
USD
3675799.97000000
0.034251446242
Long
DBT
CORP
MY
Y
2
2027-07-20
Fixed
2.12500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
ZS0616848
700000.00000000
PA
519026.28000000
0.004836335185
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Magallanes, Inc
55903VAN3
18225000.00000000
PA
USD
13943623.10000000
0.129927977838
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GTG0
10230000.00000000
PA
USD
10056924.77000000
0.093711361047
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
2894741.05000000
0.026973466529
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
3.68200000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
25006713.82000000
PA
USD
21353320.45000000
0.198972227397
Long
ABS-CBDO
USGSE
US
Y
2
2052-07-25
Variable
3.25000000
N
N
N
N
N
N
LS GROUP OPCO ACQUISITIO
N/A
LS GROUP OPCO ACQUISITIO
50220KAB0
537131.46000000
PA
USD
531088.73000000
0.004948734216
Long
LON
CORP
US
N
2
2027-11-02
Variable
6.57990000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFZ9
114025000.00000000
PA
USD
113401425.78000000
1.056685040173
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
600000.00000000
PA
USD
537980.68000000
0.005012954048
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
2801175.43000000
0.026101613374
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GXE0
17045000.00000000
PA
USD
14923161.70000000
0.139055409683
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
9100000.00000000
PA
USD
7272753.58000000
0.067768194764
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
285610.67000000
PA
USD
280579.66000000
0.002614467386
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAG6
5385000.00000000
PA
USD
3081950.20000000
0.028717898813
Long
DBT
CORP
US
N
2
N/A
Fixed
4.10000000
N
N
N
N
N
N
FCI Funding, LLC
N/A
FCI Funding LLC
30260GAA4
4272279.89000000
PA
USD
4172421.33000000
0.038879010298
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)
31418EHB9
11245901.11000000
PA
USD
10762048.69000000
0.100281771363
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
3.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
BK2909236
500000.00000000
PA
381817.44000000
0.003557810443
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
2.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
05491VAL0
1250000.00000000
PA
USD
813179.50000000
0.007577282267
Long
ABS-MBS
CORP
US
Y
2
2038-08-05
Variable
4.26650000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
4521000.00000000
PA
USD
3360262.23000000
0.031311236213
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
1468842.44000000
PA
USD
1388239.71000000
0.012935746827
Long
LON
CORP
US
N
2
2025-11-16
Variable
8.16470000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBC5
906555.93000000
PA
USD
836928.63000000
0.007798578870
Long
ABS-MBS
CORP
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
14211041.85000000
0.132419810640
Long
DBT
NUSS
CA
Y
2
2024-09-12
Fixed
1.62500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RCC0
1750000.00000000
PA
USD
1665911.14000000
0.015523115055
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
ALBION FINANCING 1SARL /
N/A
Albion Financing 1 SARL
BR9345488
1000000.00000000
PA
929682.12000000
0.008662864523
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
6664427.70000000
0.062099757595
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
5.63780000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437UR7
7620000.00000000
PA
USD
6067996.50000000
0.056542156161
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
3.09700000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust
63935BAA1
3209826.84000000
PA
USD
2880741.91000000
0.026843021240
Long
ABS-O
CORP
US
Y
2
2069-01-15
Fixed
1.31000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
ZN5738366
400000.00000000
PA
409239.35000000
0.003813330352
Long
DBT
CORP
US
Y
2
2030-12-02
Fixed
4.62500000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP
030981AJ3
1050000.00000000
PA
USD
997194.86000000
0.009291954518
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAD8
3550000.00000000
PA
USD
3622198.59000000
0.033751983595
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
6.25000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
3350000.00000000
PA
USD
2882217.36000000
0.026856769620
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
6150000.00000000
PA
USD
4861501.69000000
0.045299925228
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
527312.60000000
0.004913547886
Long
DBT
CORP
US
N
2
2029-02-17
Fixed
3.12500000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W Senior Financing Designated Activity Co
12674TAA4
3000000.00000000
PA
USD
2790000.00000000
0.025997479677
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
AFRICAN EXPORT-IMPORT BA
21380068LJCDYA42GJ76
African Export-Import Bank
00831TAB7
2325000.00000000
PA
USD
2091559.00000000
0.019489341432
Long
DBT
NUSS
N/A
Y
2
2026-05-17
Fixed
2.63400000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475AP0
6000000.00000000
PA
USD
5926472.16000000
0.055223419188
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
1100000.00000000
PA
USD
1103680.62000000
0.010284198741
Long
DBT
NUSS
OM
Y
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM MORTGAGE TRUST
12595VAF4
2600000.00000000
PA
USD
2370896.58000000
0.022092235001
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
4.34102000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABN4
7800000.00000000
PA
USD
5205271.66000000
0.048503205804
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
2911000.00000000
PA
USD
2853976.13000000
0.026593615211
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GHG9
355859.42000000
PA
USD
353131.83000000
0.003290515259
Long
ABS-CBDO
CORP
US
N
2
2035-02-20
Variable
3.67067900
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romanian Government International Bond
BJ2220298
6075000.00000000
PA
1286414.09000000
0.011986926222
Long
DBT
NUSS
RO
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
LW0207677
1925000.00000000
PA
1213100.15000000
0.011303780106
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
AN7110397
3950000.00000000
PA
3320524.79000000
0.030940959048
Long
DBT
NUSS
BE
Y
2
2037-06-22
Fixed
1.45000000
N
N
N
N
N
N
INTERNATIONAL GAME TECH
549300UQ6KHRCZDRGZ76
International Game Technology plc
460599AC7
1610000.00000000
PA
USD
1619804.90000000
0.015093492820
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
2883983.40000000
PA
USD
2818730.39000000
0.026265192125
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
1755545.82000000
0.016358339346
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
255704.81000000
PA
USD
197452.49000000
0.001839880679
Long
ABS-CBDO
CORP
US
Y
2
2044-06-20
Variable
3.90911200
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
3500000.00000000
PA
USD
3054572.29000000
0.028462788900
Long
DBT
CORP
SG
Y
2
2031-10-14
Fixed
2.00000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
BX7150259
220000000.00000000
PA
1568500.01000000
0.014615429080
Long
DBT
NUSS
JP
N
2
2052-06-20
Fixed
1.30000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
ZP3165708
162000000.00000000
PA
1205626.44000000
0.011234139380
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
2776742.05000000
0.025873940865
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90353KAY5
1750000.00000000
PA
USD
1660946.18000000
0.015476851096
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Fixed
4.33440000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB Finance Ltd
BN6735318
8000000.00000000
PA
1098889.16000000
0.010239551471
Long
DBT
CORP
KY
N
2
2026-02-04
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
1582400.02000000
PA
USD
1608042.92000000
0.014983893595
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
1499622.55000000
0.013973622497
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.77400000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473PAL9
20060000.00000000
PA
USD
15292222.25000000
0.142494350237
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
11875000.00000000
PA
USD
10275427.88000000
0.095747393363
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
JV5341526
3000000.00000000
PA
524861.27000000
0.004890706164
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276EAC1
10794084.45000000
PA
USD
10324151.03000000
0.096201400210
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.25600000
N
N
N
N
N
N
BANCO BTG PACTUAL/CAYMAN
2549002JHJ73KGETOK78
Banco BTG Pactual S.A.
05971AAG6
2800000.00000000
PA
USD
2544500.00000000
0.023709887827
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
465033.94000000
0.004333229535
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KTB5
3130000.00000000
PA
USD
3108511.92000000
0.028965403393
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
7.42768000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNDJ8
30060712.04000000
PA
USD
25627969.06000000
0.238803801005
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Cassia S.r.l.
815600A9D6ADF4638276
Cassia SRL
BCC35W5M5
595590.00000000
PA
590671.94000000
0.005503936113
Long
ABS-MBS
CORP
IT
Y
2
2034-05-22
Variable
5.32100000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BD6
7000000.00000000
PA
USD
6846000.00000000
0.063791665186
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer, Inc
AQ4399426
200000.00000000
PA
175938.02000000
0.001639406845
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
2.73500000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms, Inc
30303M8J4
4500000.00000000
PA
USD
3575928.29000000
0.033320832633
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAE8
300000.00000000
PA
USD
292731.33000000
0.002727697778
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
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36264RBZ7
4519632.60000000
PA
USD
3613811.45000000
0.033673831443
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
3450000.00000000
PA
USD
2525760.73000000
0.023535273565
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
12825000.00000000
PA
USD
12333063.78000000
0.114920636192
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
449000.00000000
PA
USD
436970.80000000
0.004071734585
Long
DBT
CORP
FR
Y
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
200000.00000000
PA
USD
180627.34000000
0.001683102365
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128M5X47
1755038.81000000
PA
USD
1822981.65000000
0.016986712687
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
7037124.30000000
0.065572579202
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Fixed
2.53610000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBW4
3100000.00000000
PA
USD
2750705.64000000
0.025631331173
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
4.74200000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
BV4041802
2645000.00000000
PA
USD
2252649.03000000
0.020990393325
Long
DBT
NUSS
PH
N
2
2047-03-29
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
7199197.57000000
PA
USD
6685385.44000000
0.062295043767
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
371206.19000000
0.003458933828
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
832001.25000000
0.007752665085
Long
DBT
NUSS
GH
Y
3
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
3800000.00000000
PA
USD
2659946.61000000
0.024785630084
Long
DBT
CORP
PA
Y
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAF9
1925000.00000000
PA
USD
1914728.08000000
0.017841614461
Long
DBT
CORP
AT
N
2
2029-01-15
Fixed
6.00000000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PV21
1500000.00000000
PA
USD
1474601.10000000
0.013740470297
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
2.36800000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687HAB3
303787.53000000
PA
USD
291447.68000000
0.002715736608
Long
LON
CORP
US
N
2
2027-11-30
Variable
7.56790000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
6500000.00000000
PA
USD
5431363.60000000
0.050609951545
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
10500000.00000000
PA
USD
9417237.17000000
0.087750692452
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
2901400.00000000
0.027035515245
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
1964440.00000000
0.018304834758
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
4.86885600
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
18750000.00000000
PA
USD
17980257.75000000
0.167541715213
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
8573355.44000000
PA
USD
8012067.29000000
0.074657188725
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
3.01142400
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAC5
590124.01000000
PA
USD
584868.96000000
0.005449863405
Long
LON
CORP
US
N
2
2028-04-10
Variable
7.63360000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
211510000.00000000
PA
USD
211510000.00000000
1.970869866139
Long
RA
CORP
US
N
2
Repurchase
N
4.08000000
2023-01-03
233198700.00000000
USD
215740260.61000000
USD
UST
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
303816.76000000
PA
USD
283632.21000000
0.002642911331
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
5.04871000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
ZO2911030
1425000.00000000
PA
USD
1018697.80000000
0.009492320914
Long
DBT
NUSS
AE
N
2
2050-09-09
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3128LXA59
313191.60000000
PA
USD
309320.32000000
0.002882275531
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
1158390.71000000
PA
USD
1014288.99000000
0.009451239213
Long
ABS-CBDO
CORP
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
3985418.60000000
PA
USD
3027447.20000000
0.028210034787
Long
DBT
CORP
CL
Y
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBF1
4025000.00000000
PA
USD
2689259.52000000
0.025058770508
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM Technologies, Inc
87305VAH3
551471.70000000
PA
USD
552618.76000000
0.005149353040
Long
LON
CORP
US
N
2
2024-09-28
Variable
5.62790000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
3300000.00000000
PA
USD
2650869.28000000
0.024701046678
Long
DBT
CORP
JE
Y
2
2036-03-31
Fixed
2.62500000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
ZQ8043700
47400000.00000000
PA
6962994.61000000
0.064881831851
Long
DBT
NUSS
CN
N
2
2026-12-05
Fixed
3.12000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
BS1707949
400000.00000000
PA
349250.25000000
0.003254346335
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
299476.52000000
0.002790550086
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
3021282.87000000
0.028152594986
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
4801804.35000000
0.044743659857
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644YBA7
9952000.00000000
PA
USD
9193707.36000000
0.085667820878
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.62229500
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204ED47
5080000.00000000
PA
USD
3875768.73000000
0.036114773760
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
4600000.00000000
PA
USD
3303636.46000000
0.030783592017
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
12227371.29000000
0.113935783733
Long
DBT
NUSS
NL
Y
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAA5
5000000.00000000
PA
USD
4832579.50000000
0.045030425569
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
5.23900000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
875000.00000000
PA
USD
789197.19000000
0.007353812870
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
813789.96000000
0.007582970590
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AH2
6225000.00000000
PA
USD
6189946.78000000
0.057678500220
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
2939604.59000000
0.027391509171
Long
DBT
NUSS
N/A
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd
69689QAC9
8000000.00000000
PA
USD
7748792.00000000
0.072203965069
Long
ABS-O
CORP
KY
Y
2
2035-04-20
Variable
5.76332000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAB7
500000.00000000
PA
462227.36000000
0.004307077561
Long
DBT
CORP
US
N
2
2030-05-18
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CT2
29416.10000000
PA
USD
27939.77000000
0.000260345377
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.83597000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Republic of Guatemala
401494AU3
500000.00000000
PA
USD
401470.92000000
0.003740943399
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
9042927.97000000
PA
USD
8394703.76000000
0.078222630966
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.50000000
N
N
N
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AQ9
5325000.00000000
PA
USD
4645186.59000000
0.043284280992
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
2910848.56000000
PA
USD
2871189.56000000
0.026754011553
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJV3
4061186.09000000
PA
USD
3885094.36000000
0.036201670848
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KPGK8
17398562.32000000
PA
USD
15822381.85000000
0.147434426734
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAD6
2070000.00000000
PA
USD
1756700.74000000
0.016369100998
Long
ABS-CBDO
CORP
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AS4
5400000.00000000
PA
USD
4237091.37000000
0.039481611749
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
4259714.69000000
PA
USD
3889663.05000000
0.036244242327
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
2200000.00000000
PA
USD
1946803.19000000
0.018140493321
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TH1
26721000.00000000
PA
USD
23426801.72000000
0.218293118859
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
11925000.00000000
PA
USD
9625634.26000000
0.089692555933
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
BP9476923
400000.00000000
PA
315213.21000000
0.002937186029
Long
DBT
CORP
DE
N
2
2029-12-14
Fixed
0.62500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group, Inc
86562MCA6
7800000.00000000
PA
USD
7107106.58000000
0.066224680601
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
WCG PURCHASER CORP
254900CEZYHAWVXDTS47
Da Vinci Purchaser Corp
23343FAB0
1587991.23000000
PA
USD
1450367.97000000
0.013514663736
Long
LON
CORP
US
N
2
2027-01-08
Variable
8.38360000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591DBF5
1348708.14000000
PA
USD
1327121.93000000
0.012366245664
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
4.99357000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
2137841.91000000
PA
USD
1842916.14000000
0.017172464120
Long
ABS-CBDO
CORP
US
Y
2
2047-09-25
Variable
3.71806000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
3450000.00000000
PA
USD
2479907.37000000
0.023108007689
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TM0
40200000.00000000
PA
USD
39358312.50000000
0.366744419121
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BF8
6250000.00000000
PA
USD
5991176.13000000
0.055826336803
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFTE1
9844158.47000000
PA
USD
8381917.21000000
0.078103484703
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CC2
750000.00000000
PA
USD
650876.19000000
0.006064924918
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
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
965820.60000000
0.008999606243
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
2255680.00000000
PA
USD
2278236.80000000
0.021228822547
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
4650395.99000000
0.043332822667
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
2060425.25000000
0.019199234252
Long
DBT
CORP
BR
Y
2
2028-05-03
Fixed
4.12500000
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS39V1-5 Year Index
N/A
1.00000000
NC
USD
-2491021.00000000
-0.02321156552
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
USD 3M FOR STANDARD CREDIT INDICES
2165BYEB7
Y
Credit Event as Specified in Contract
2027-12-20
0.00000000
USD
499661.10000000
USD
300000000.00000100
USD
-1917959.81000000
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDW3
19850000.00000000
PA
USD
19228071.71000000
0.179168961832
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
NBK SPC LTD
549300P1ANDK86KWB419
NBK SPC Ltd
62877PAB0
9225000.00000000
PA
USD
8099550.00000000
0.075472360759
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
620382.71000000
PA
USD
594016.44000000
0.005535100475
Long
LON
CORP
US
N
2
2025-03-24
Variable
6.63360000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
2000000.00000000
PA
USD
1848981.62000000
0.017228982827
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
4043979.89000000
PA
USD
354896.68000000
0.003306960295
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
1.60214000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2N9
5000000.00000000
PA
USD
4898128.40000000
0.045641216320
Long
DBT
NUSS
NL
Y
2
2024-08-26
Fixed
3.50000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAC6
3525000.00000000
PA
USD
3184468.61000000
0.029673174900
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
4.62500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government Bond
135087P40
1650000.00000000
PA
1196091.58000000
0.011145292667
Long
DBT
NUSS
CA
N
2
2024-11-01
Fixed
3.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBK7
4125000.00000000
PA
USD
2791134.39000000
0.026008050028
Long
DBT
CORP
FR
Y
2
2043-01-21
Fixed
4.02700000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAD8
2300000.00000000
PA
USD
2291782.10000000
0.021355038913
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
9393684.63000000
PA
USD
7222978.83000000
0.067304389011
Long
ABS-CBDO
CORP
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
3203243.05000000
0.029848116879
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
1267079.23000000
PA
USD
1240772.13000000
0.011561630191
Long
ABS-O
CORP
US
Y
2
2033-04-25
Fixed
2.34000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
1000000.00000000
PA
USD
856430.00000000
0.007980294451
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.80000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAA0
5000000.00000000
PA
USD
3755199.00000000
0.034991293794
Long
ABS-MBS
CORP
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
9719317.65000000
0.090565506481
Long
DBT
MUN
US
N
2
2026-06-15
Fixed
3.15000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAZ3
3225000.00000000
PA
USD
3501897.47000000
0.032631006562
Long
DBT
CORP
US
N
2
2052-12-01
Fixed
5.90000000
N
N
N
N
N
N
CIA CERVECERIAS UNIDAS
529900BJW9B0O6LI2R39
Cia Cervecerias Unidas S.A.
204429AA2
3875000.00000000
PA
USD
3268252.50000000
0.030453880985
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.35000000
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
2288522.69000000
0.021324667428
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
3.50500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDA35
803341.07000000
PA
USD
790090.70000000
0.007362138679
Long
ABS-MBS
MUN
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHC1
3180825.97000000
PA
USD
2850421.97000000
0.026560497217
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
2699114.64000000
0.025150601433
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RZ3
30710000.00000000
PA
USD
23954999.53000000
0.223214915214
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust
23344GAE1
4000000.00000000
PA
USD
3839991.60000000
0.035781399133
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
8325000.00000000
PA
USD
7567831.76000000
0.070517760710
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
915981.54000000
0.008535201244
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
8886396.81000000
PA
USD
8450349.32000000
0.078741141473
Long
ABS-MBS
CORP
US
N
2
2050-06-10
Fixed
3.12100000
N
N
N
N
N
N
OLYMPUS WTR US HLDG CORP
549300YU2GGVCBN3MY89
Olympus Water US Holding Corp
BR5436398
250000.00000000
PA
216646.00000000
0.002018727592
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
3.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023DB8
5350000.00000000
PA
USD
4858507.97000000
0.045272029466
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SC3
6155000.00000000
PA
USD
5172844.74000000
0.048201048746
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
GRUPO TELEVISA SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JAZ0
1895000.00000000
PA
USD
1947021.09000000
0.018142523734
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
6500000.00000000
PA
USD
4323682.42000000
0.040288475213
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
8174951.27000000
0.076174956811
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BN4W3
4595769.68000000
PA
USD
4085751.84000000
0.038071415923
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
2025000.00000000
PA
USD
1461657.15000000
0.013619857366
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
5060000.00000000
PA
USD
4225090.69000000
0.039369788296
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
455335.46000000
PA
USD
461851.90000000
0.004303578990
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
10977825.00000000
0.102292395103
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
COTY INC
549300BO9IWPF3S48F93
Coty, Inc
BP9627566
750000.00000000
PA
745195.36000000
0.006943799722
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNK27
36761631.55000000
PA
USD
30097166.46000000
0.280448198346
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBA9
2751397.24000000
PA
USD
2572081.25000000
0.023966892482
Long
ABS-MBS
CORP
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
4520672.29000000
PA
USD
3769096.51000000
0.035120792086
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.98000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592WBP0
2627385.74000000
PA
USD
2020245.76000000
0.018824838024
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
3250000.00000000
PA
USD
2693263.98000000
0.025096084439
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
2693352.31000000
0.025096907506
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
704159.23000000
0.006561421244
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
7497875.00000000
0.069865897109
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
11181634.44000000
0.104191510434
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
2096606.70000000
PA
USD
1969092.97000000
0.018348191566
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
1746937.50000000
0.016278126219
Long
DBT
CORP
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
1825000.00000000
PA
USD
1654850.25000000
0.015420048653
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
4596056.75000000
PA
USD
4349768.78000000
0.040531550343
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.22000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BQ5
2440000.00000000
PA
USD
1759773.38000000
0.016397732144
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKW8
5500000.00000000
PA
USD
5371633.91000000
0.050053384734
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
4.94800000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AR7
2500000.00000000
PA
USD
2283676.25000000
0.021279507849
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
12675000.00000000
PA
USD
9695413.35000000
0.090342763988
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300O5GNH0TNJ6B119
WFRBS Commercial Mortgage Trust
96221QAE3
1050000.00000000
PA
USD
1029749.07000000
0.009595297677
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
4.16200000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAB9
2697755.66000000
PA
USD
2548525.53000000
0.023747398090
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AN6
3000000.00000000
PA
USD
2537871.57000000
0.023648123499
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
1.40000000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
29245JAL6
3000000.00000000
PA
USD
2898165.48000000
0.027005375687
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
231941.40000000
PA
USD
245096.31000000
0.002283830228
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
1439166.30000000
PA
USD
1203188.79000000
0.011211425131
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
1325069.85000000
0.012347124192
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
2898700.17000000
0.027010357978
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
1300000.00000000
PA
USD
1065347.76000000
0.009927009584
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BM0807123
425000.00000000
PA
252580.50000000
0.002353568607
Long
DBT
NUSS
IT
Y
3
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
BL3183086
1642000.00000000
PA
USD
1617517.78000000
0.015072181223
Long
LON
CORP
US
N
2
2028-01-31
Variable
6.81790000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAD4
3000000.00000000
PA
USD
2695770.63000000
0.025119441637
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
10451640.75000000
PA
USD
10003760.77000000
0.093215973947
Long
ABS-MBS
CORP
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
16383332.30000000
0.152661415238
Long
ABS-MBS
CORP
US
Y
2
2034-10-10
Fixed
3.45200000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317155
600000.00000000
PA
614256.70000000
0.005723701102
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
14100000.00000000
PA
USD
9034667.21000000
0.084185869957
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust
78449GAB5
2938788.04000000
PA
USD
2808428.69000000
0.026169199925
Long
ABS-O
CORP
US
Y
2
2032-02-17
Fixed
2.43000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFS8
6400000.00000000
PA
USD
6257961.47000000
0.058312267432
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.60000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
3000000.00000000
PA
USD
2107620.00000000
0.019638999325
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
2505322.55000000
0.023344828701
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
5000000.00000000
PA
USD
4819830.50000000
0.044911629201
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
5.13980000
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
981557.20000000
0.009146241347
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
6173350.91000000
PA
USD
5614628.70000000
0.052317632804
Long
ABS-O
CORP
US
Y
2
2032-01-10
Fixed
1.35000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAP2
875000.00000000
PA
560542.84000000
0.005223190355
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
8089907.54000000
0.075382511419
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
9303529.07000000
0.086691149793
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
3734654.40000000
0.034799857299
Long
ABS-MBS
CORP
US
Y
2
2034-08-15
Variable
3.18810000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591YAG0
2500000.00000000
PA
USD
2249715.50000000
0.020963058419
Long
ABS-MBS
CORP
US
Y
2
2047-06-10
Variable
4.76656000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
650000.00000000
PA
USD
581819.18000000
0.005421445271
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
427694.48000000
0.003985296971
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
2525000.00000000
PA
USD
1573041.97000000
0.014657751486
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
8825000.00000000
PA
USD
7942849.38000000
0.074012209797
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
460201.94000000
PA
USD
403593.24000000
0.003760719374
Long
ABS-CBDO
CORP
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
AP1154040
135000.00000000
PA
111176.20000000
0.001035950179
Long
DBT
NUSS
DE
N
2
2048-08-15
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56G9
853677.98000000
PA
USD
868847.15000000
0.008095998611
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
806330.20000000
0.007513459852
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.98031200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHK9
113970731.72000000
PA
USD
109706060.91000000
1.022251286371
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
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
0.000000006895
Long
ABS-O
CORP
KY
Y
3
2035-07-26
Fixed
5.90000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
592887.93000000
PA
USD
527754.86000000
0.004917668905
Long
ABS-CBDO
CORP
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
ZP4466964
275000.00000000
PA
210739.41000000
0.001963689436
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 Bond
BH4726262
1875000.00000000
PA
1750645.68000000
0.016312679386
Long
DBT
NUSS
BE
Y
2
2027-10-22
Fixed
0.00000000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
438180AH4
1775000.00000000
PA
USD
1561675.65000000
0.014551839058
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
10700000.00000000
PA
USD
8916935.09000000
0.083088831105
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
5110380.15000000
PA
USD
4215193.33000000
0.039277563774
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
8454721.67000000
PA
USD
6500992.75000000
0.060576855519
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBM8
10092692.24000000
PA
USD
7760458.79000000
0.072312677304
Long
ABS-CBDO
CORP
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
4060908.79000000
0.037839926071
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
4.33367900
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
5280000.00000000
PA
USD
5244520.99000000
0.048868934714
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq Government International Bond
462652AA6
1409375.00000000
PA
USD
1297395.18000000
0.012089249041
Long
DBT
NUSS
IQ
Y
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NAZ8
12968000.00000000
PA
USD
11306230.16000000
0.105352504950
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
27150000.00000000
PA
USD
26086043.09000000
0.243072177452
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
42696831.90000000
0.397853053620
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
4050000.00000000
PA
USD
3467684.03000000
0.032312202543
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
6749673.00000000
0.062894081234
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
5.94257000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc
219350BF1
1275000.00000000
PA
USD
988524.52000000
0.009211163483
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43283AAB1
1249131.73000000
PA
USD
1220190.85000000
0.011369851908
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
1475000.00000000
PA
USD
958750.00000000
0.008933721734
Long
DBT
CORP
IE
Y
3
2028-09-16
Fixed
2.60000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM Mortgage Trust
12625KAM7
4197221.00000000
PA
USD
4123253.79000000
0.038420862584
Long
ABS-MBS
CORP
US
Y
2
2046-06-10
Variable
3.90281800
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
400000.00000000
PA
355874.10000000
0.003316067986
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
1.87500000
N
N
N
N
N
N
PAKISTAN GLOBAL SUKUK
213800X5OY6CVYNY1M70
Pakistan Global Sukuk Programme Co Ltd
69583PAA2
275000.00000000
PA
USD
143379.50000000
0.001336023525
Long
DBT
CORP
PK
Y
2
2029-01-31
Fixed
7.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56P9
445122.12000000
PA
USD
449913.04000000
0.004192331582
Long
ABS-MBS
USGSE
US
N
2
2039-06-15
Fixed
5.00000000
N
N
N
N
N
N
HANWHA LIFE INSURANCE
988400ZKCI3R9DQHR320
Hanwha Life Insurance Co Ltd
41135UAB1
3000000.00000000
PA
USD
2491603.02000000
0.023216988844
Long
DBT
CORP
KR
Y
2
2032-02-04
Fixed
3.37900000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
2750000.00000000
PA
USD
2176752.60000000
0.020283183326
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
1844156.13000000
PA
USD
1528512.40000000
0.014242820808
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Japan Treasury Discount Bill
353800WZS8AXZXFUC241
Japan Treasury Discount Bill
ZN7337969
238000000.00000000
PA
1814128.49000000
0.016904218118
Long
STIV
NUSS
JP
N
2
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CEP2
68948000.00000000
PA
USD
63539891.25000000
0.592070620596
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAE6
5000000.00000000
PA
USD
4602367.50000000
0.042885288727
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
6.11800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAF1
4466400.00000000
PA
USD
4658249.75000000
0.043406004733
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
6.34900000
N
N
N
N
N
N
AKBANK TAS
789000TUMN63Z28TJ497
Akbank T.A.S.
00971YAJ9
2000000.00000000
PA
USD
1795235.12000000
0.016728167938
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
1797702.40000000
0.016751158283
Long
ABS-MBS
CORP
US
N
2
2049-10-10
Fixed
3.14300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XDD5
12881322.80000000
PA
USD
12190163.19000000
0.113589075194
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
BX Trust
N/A
BX TRUST
05606DAC2
1235703.73000000
PA
USD
1228060.04000000
0.011443177753
Long
ABS-MBS
CORP
US
Y
2
2039-08-15
Variable
7.28461000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949930AT8
4740377.60000000
PA
USD
3644964.51000000
0.033964118556
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
3375000.00000000
PA
USD
2940127.10000000
0.027396377967
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CL9
140860.52000000
PA
USD
132025.62000000
0.001230227015
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.78035000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
6404040.17000000
PA
USD
4924185.60000000
0.045884019735
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAA5
186582.37000000
PA
USD
176546.35000000
0.001645075321
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
AM6641311
3200000.00000000
PA
912764.97000000
0.008505228945
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
4897774.39000000
0.045637917622
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
2400000.00000000
PA
USD
2417055.24000000
0.022522345691
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
8343401.80000000
0.077744594528
Long
ABS-O
CORP
KY
Y
2
2031-04-20
Variable
5.79257000
N
N
N
N
N
N
ENEL CHILE SA
549300YM5CWCAUVOPB53
Enel Chile S.A.
29278DAA3
3000000.00000000
PA
USD
2923495.83000000
0.027241406246
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
4126064.40000000
0.038447052109
Long
DBT
CORP
GB
N
2
2025-09-29
Fixed
1.37500000
N
N
N
N
N
N
WEBER-STEPHEN PRODUCTS L
549300XU8TJBBGLK8V26
Weber-Stephen Products LLC
94767KAN1
425818.62000000
PA
USD
361709.50000000
0.003370442786
Long
LON
CORP
US
N
2
2027-10-30
Variable
7.63360000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
6000000.00000000
PA
USD
7047345.72000000
0.065667823345
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AA9
1575000.00000000
PA
USD
1405094.56000000
0.013092801888
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
ZP7360719
860000.00000000
PA
486415.85000000
0.004532468163
Long
DBT
NUSS
FR
N
2
2052-05-25
Fixed
0.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NAH8
4932421.43000000
PA
USD
4251713.73000000
0.039617864261
Long
ABS-CBDO
CORP
US
Y
2
2052-05-01
Variable
2.50000000
N
N
N
N
N
N
BEACON ROOFING SUPPLY INC
549300HDXQWWCBOYXP31
Beacon Roofing Supply, Inc
07368RAF8
583580.49000000
PA
USD
579203.64000000
0.005397073426
Long
LON
CORP
US
N
2
2028-05-19
Variable
6.63360000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAP4
5000000.00000000
PA
USD
3578608.95000000
0.033345811272
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
4612743.59000000
0.042981974099
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
22367874.54000000
PA
USD
17199074.78000000
0.160262579591
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
1950000.00000000
PA
USD
1552033.49000000
0.014461992514
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
1493085.85000000
PA
USD
1478138.57000000
0.013773432771
Long
ABS-O
CORP
KY
Y
2
2030-07-20
Variable
5.46257000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
850000.00000000
PA
USD
1002368.82000000
0.009340165959
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
2500000.00000000
PA
USD
2484307.73000000
0.023149010653
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
345000.00000000
0.003214742110
Long
DBT
NUSS
GH
Y
3
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
4868649.55000000
PA
USD
3892878.70000000
0.036274206053
Long
ABS-CBDO
CORP
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
3702560.84000000
0.034500806520
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
3256564.95000000
0.030344975306
Long
ABS-MBS
CORP
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
409968.80000000
0.003820127435
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
24523502.85000000
0.228512282063
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
1501604.44000000
PA
USD
1454289.48000000
0.013551204731
Long
ABS-O
CORP
US
Y
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander S.A.
05964HAS4
7400000.00000000
PA
USD
7225038.84000000
0.067323584376
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medic
16876AAA2
19230000.00000000
PA
USD
16913348.82000000
0.157600158502
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
3025000.00000000
PA
USD
2358482.21000000
0.021976556746
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
12875000.00000000
PA
USD
11704343.46000000
0.109062161733
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
2650000.00000000
PA
USD
1483247.11000000
0.013821034623
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
4457510.66000000
PA
USD
3978284.76000000
0.037070027669
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP S.A.
67091TAD7
875000.00000000
PA
USD
732879.16000000
0.006829036225
Long
DBT
CORP
MA
Y
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EGK0
5423306.24000000
PA
USD
5220513.20000000
0.048645227893
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEA2
8000000.00000000
PA
136198.93000000
0.001269114306
Long
DBT
NUSS
DO
Y
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLC1
5800000.00000000
PA
USD
5988335.86000000
0.055799870903
Long
DBT
CORP
US
N
2
2028-11-10
Fixed
6.20400000
N
N
N
N
N
N
Atom Mortgage Securities
635400S9JQ1OOL8ZRR06
Atom Mortgage Securities DAC
BCC31RXV9
520314.42000000
PA
552048.57000000
0.005144039956
Long
ABS-MBS
CORP
IE
Y
2
2031-07-22
Variable
4.87549000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RN0
41710000.00000000
PA
USD
33583067.19000000
0.312930145795
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
1354130.51000000
0.012617914126
Long
DBT
MUN
US
N
2
2023-05-01
Fixed
3.52300000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAZ1
200000.00000000
PA
226977.96000000
0.002115001757
Long
DBT
CORP
US
N
2
2031-06-02
Fixed
5.75000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc
00191UAA0
325000.00000000
PA
USD
294190.00000000
0.002741289801
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
9554054.42000000
PA
USD
9445744.21000000
0.088016323704
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
2963154.92000000
PA
USD
2866585.11000000
0.026711106860
Long
ABS-MBS
CORP
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
944575.23000000
0.008801639908
Long
DBT
CORP
IL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co
61945CAB9
1100000.00000000
PA
USD
932302.26000000
0.008687279232
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
5575000.00000000
PA
USD
5526978.46000000
0.051500899709
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
4159713.17000000
0.038760594480
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KWT2
29350000.00000000
PA
USD
29547481.48000000
0.275326182540
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
7.27768000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
EK4579513
500000.00000000
PA
339922.40000000
0.003167428561
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
5929000.00000000
PA
USD
4932105.65000000
0.045957819498
Long
DBT
CORP
CL
Y
2
2031-10-14
Fixed
2.87500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BU7
12600000.00000000
PA
USD
9809197.65000000
0.091403016686
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
2775000.00000000
PA
1884799.91000000
0.017562740987
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
144340.91000000
PA
USD
126875.65000000
0.001182239115
Long
ABS-CBDO
CORP
US
Y
2
2047-02-25
Variable
3.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BT7
1000000.00000000
PA
USD
874000.00000000
0.008144013346
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
594000.00000000
PA
USD
606586.86000000
0.005652232819
Long
LON
CORP
KY
N
2
2027-10-20
Variable
7.99260000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
5425000.00000000
PA
USD
4776428.34000000
0.044507203834
Long
DBT
CORP
US
N
2
2029-07-31
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H9DW6
7084497.44000000
PA
USD
7185955.94000000
0.066959406276
Long
ABS-CBDO
USGSE
US
N
2
2052-11-25
Fixed
5.50000000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83401BAB2
2850540.44000000
PA
USD
2745597.22000000
0.025583730440
Long
ABS-O
CORP
US
Y
2
2041-01-25
Fixed
2.84000000
N
N
N
N
N
N
Oak Hill Credit Partners
N/A
OHA Credit Funding 10 Ltd
67707LAG3
6650000.00000000
PA
USD
6434400.35000000
0.059956341338
Long
ABS-O
CORP
KY
Y
2
2036-01-18
Variable
5.84371000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc
66877AAD0
1927000.00000000
PA
USD
1898499.67000000
0.017690396626
Long
LON
CORP
US
N
2
2029-09-12
Variable
6.42300000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179WW87
5830499.83000000
PA
USD
4828642.89000000
0.044993743871
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAE4
5000000.00000000
PA
USD
4771858.00000000
0.044464616981
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
5.43820000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAK4
5375000.00000000
PA
USD
4182369.79000000
0.038971710974
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen
62582PAA8
8200000.00000000
PA
USD
8162411.20000000
0.076058107272
Long
DBT
CORP
DE
Y
2
2042-05-23
Fixed
5.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAZ7
10517369.65000000
PA
USD
10031517.66000000
0.093474615232
Long
ABS-MBS
CORP
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
2180334.75000000
0.020316562133
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
29304000.00000000
PA
USD
24085748.81000000
0.224433249175
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49300000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
BU3958644
500000.00000000
PA
485503.44000000
0.004523966241
Long
DBT
CORP
NL
N
2
2027-02-16
Fixed
1.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
31425000.00000000
PA
USD
29312355.07000000
0.273135252768
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
1661375.60000000
0.015480852472
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.40500000
N
N
N
N
N
N
ATLAS LUXCO 4 / ALL UNI
N/A
Allied Universal Holdco LLC
BP3255380
250000.00000000
PA
211647.09000000
0.001972147283
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
2100000.00000000
PA
USD
1882671.00000000
0.017542903606
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
1151977.00000000
0.010734228905
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
4.45424500
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc
44920UAS7
3575000.00000000
PA
USD
3268472.46000000
0.030455930592
Long
DBT
CORP
KR
Y
2
2025-04-24
Fixed
2.12500000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon Finance LLC
68622TAB7
750000.00000000
PA
USD
649410.19000000
0.006051264593
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
1725000.00000000
PA
USD
1648365.24000000
0.015359620726
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
PRIME SECURITY SERVICES BOR
549300O6QPZVWXV2DC15
Prime Security Services Borrower LLC
03765VAK6
1819722.00000000
PA
USD
1806074.09000000
0.016829166469
Long
LON
CORP
US
N
2
2026-09-23
Variable
6.50470000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
3200000.00000000
PA
USD
2637315.81000000
0.024574754183
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
686711.64000000
PA
USD
590230.65000000
0.005499824131
Long
ABS-CBDO
CORP
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
626323.15000000
PA
USD
610320.41000000
0.005687022385
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.20600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38378PKX5
10673465.90000000
PA
USD
9562318.61000000
0.089102574813
Long
ABS-CBDO
USGSE
US
N
2
2043-12-20
Fixed
2.50000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AK7
925000.00000000
PA
USD
884963.25000000
0.008246169930
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
2436077.39000000
0.022699595856
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KH44
15170000.00000000
PA
USD
15491315.77000000
0.144349522187
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
7.62768000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG, Inc
90385KAK7
1165800.06000000
PA
USD
1111881.81000000
0.010360618193
Long
LON
CORP
US
N
2
2026-05-03
Variable
6.99829000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAE9
4000000.00000000
PA
USD
3814585.20000000
0.035544659933
Long
ABS-MBS
CORP
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
1032007.50000000
0.009616341938
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
3979467.25000000
0.037081046221
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
2385470.26000000
0.022228033908
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.00000000
N
N
N
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AL7
14250000.00000000
PA
USD
12212850.35000000
0.113800476263
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
8831222.90000000
0.082290156941
Long
ABS-MBS
USGSE
US
N
2
2051-10-15
Fixed
4.46600000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
3000000.00000000
PA
USD
2625600.00000000
0.024465585175
Long
DBT
CORP
NL
Y
2
2030-08-10
Fixed
4.62500000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
BK0089494
2485000.00000000
PA
1482307.17000000
0.013812276174
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QK7
12050000.00000000
PA
USD
11754398.44000000
0.109528578696
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
5325000.00000000
PA
USD
3742215.05000000
0.034870308139
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
1020976.13000000
PA
USD
1040761.57000000
0.009697913177
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
7977762.66000000
0.074337534990
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
6613175.02000000
0.061622180352
Long
ABS-MBS
CORP
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
3339815.36000000
0.031120710375
Long
DBT
CORP
ID
Y
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
1970000.00000000
PA
USD
1551677.59000000
0.014458676204
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
4675000.00000000
PA
USD
3783257.68000000
0.035252747186
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAT6
4250000.00000000
PA
USD
3109600.43000000
0.028975546230
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
3000000.00000000
PA
USD
2355741.00000000
0.021951013896
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
174272.03000000
0.001623882995
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
7183680.00000000
0.066938198855
Long
ABS-O
CORP
KY
Y
2
2034-04-20
Variable
5.74257000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DC1
750000.00000000
PA
USD
902611.60000000
0.008410618898
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
9282213.43000000
0.086492528676
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGE9
6520000.00000000
PA
USD
6398201.84000000
0.059619040253
Long
ABS-O
CORP
US
N
2
2029-05-14
Variable
5.06214000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
9150000.00000000
PA
USD
8624030.55000000
0.080359519340
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
1623159.68000000
0.015124752972
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AL6
2375000.00000000
PA
USD
2058337.97000000
0.019179784782
Long
DBT
CORP
US
Y
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
37125000.00000000
PA
USD
31688786.25000000
0.295279059688
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
4198.52000000
PA
USD
4192.64000000
0.000039067409
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
6631083.46000000
0.061789052863
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
5.48910000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9FM8
364326.70000000
PA
USD
322636.37000000
0.003006355724
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36267ECK5
12462542.23000000
PA
USD
9964809.49000000
0.092853022295
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515BAC2
3457000.00000000
PA
USD
3123450.32000000
0.029104600794
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
2.81200000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
500000.00000000
PA
USD
505600.22000000
0.004711229908
Long
DBT
NUSS
JO
Y
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBV7
4625000.00000000
PA
USD
3023724.82000000
0.028175349303
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun S.A.
192714AE3
200000.00000000
PA
USD
168487.99000000
0.001569986772
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
299334.00000000
0.002789222072
Long
DBT
CORP
BM
Y
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAJ5
5000000.00000000
PA
USD
4462437.50000000
0.041581407963
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.06800000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAD2
18459916.83000000
PA
USD
14194173.41000000
0.132262628946
Long
ABS-CBDO
CORP
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
260662.50000000
0.002428877435
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
3297168.89000000
0.030723326598
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
2000000.00000000
PA
USD
2002674.74000000
0.018661109624
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNQB1
6188508.83000000
PA
USD
5053987.39000000
0.047093524896
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
1500000.00000000
PA
USD
1525864.29000000
0.014218145472
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
3690598.00000000
0.034389335663
Long
ABS-O
CORP
KY
Y
2
2030-07-18
Variable
5.79371000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
Clarios Global LP
C8000CAG8
618326.21000000
PA
USD
608021.80000000
0.005665603723
Long
LON
CORP
CA
N
2
2026-04-30
Variable
7.63360000
N
N
N
N
N
N
CORP LINDLEY SA
549300XI785GPWS6HA82
Corp Lindley S.A.
21988VAD5
750000.00000000
PA
USD
742316.08000000
0.006916970323
Long
DBT
CORP
PE
Y
2
2023-04-12
Fixed
4.62500000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
BT3367682
700000.00000000
PA
587142.04000000
0.005471044176
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162NAK2
4600000.00000000
PA
USD
3666494.86000000
0.034164740361
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384AC3
3170000.00000000
PA
USD
3170000.00000000
0.029538355045
Long
STIV
USGSE
US
N
2
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
13060000.00000000
PA
USD
12318730.07000000
0.114787073349
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
Last Mile Securities
635400UJZKP57EXKMQ33
Last Mile Securities PE 2021 DAC
BCC2R5UF9
599876.51000000
PA
576394.82000000
0.005370900580
Long
ABS-MBS
CORP
IE
Y
2
2031-08-17
Variable
4.14500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132D6C32
12910552.09000000
PA
USD
12825581.42000000
0.119509961403
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
6200000.00000000
PA
USD
5380285.54000000
0.050134001427
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267BAD9
11423249.76000000
PA
USD
9219152.00000000
0.085904916401
Long
ABS-CBDO
CORP
US
Y
2
2052-08-26
Variable
3.00000000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009R96
5000000.00000000
PA
USD
4747120.50000000
0.044234110653
Long
DBT
MUN
US
N
2
2025-01-01
Fixed
2.25600000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003NAS5
7215984.16000000
PA
USD
6010105.17000000
0.056002719360
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond (Step Bond)
221625AK2
1441973.49000000
PA
USD
1360566.66000000
0.012677886771
Long
DBT
NUSS
CI
Y
2
2032-12-31
Fixed
5.75000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA REVENUES
N/A
University of California
91412GU94
25860000.00000000
PA
USD
24880449.06000000
0.231838340070
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
3.06300000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance LLC
04636NAB9
9650000.00000000
PA
USD
8026883.12000000
0.074795244008
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co
BR3544508
300000.00000000
PA
249759.42000000
0.002327281521
Long
DBT
CORP
US
N
2
2081-09-15
Fixed
1.87500000
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
8107557.22000000
0.075546972780
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
4581053.13000000
PA
USD
4373219.91000000
0.040750070155
Long
ABS-MBS
CORP
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
2350824.20000000
0.021905198696
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
5452681.55000000
PA
USD
4272215.25000000
0.039808899332
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
3.31715200
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KHE2
2122632.27000000
PA
USD
2094409.96000000
0.019515906942
Long
ABS-CBDO
CORP
US
Y
2
2034-01-25
Variable
5.57768000
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
1464802.05000000
0.013649161837
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
7400000.00000000
PA
USD
6922821.36000000
0.064507493769
Long
ABS-MBS
CORP
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
1195652.34000000
0.011141199788
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
342548.99000000
0.003191903371
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
4322596.90000000
0.040278360236
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
1510544.00000000
0.014075389584
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
1307184.24000000
PA
USD
1278111.72000000
0.011909563966
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
172186.85000000
0.001604453094
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
3150000.00000000
PA
USD
2962606.50000000
0.027605843109
Long
DBT
NUSS
PA
N
2
2026-04-17
Fixed
3.75000000
N
N
N
N
N
N
Avis Budget Rental Car Funding
IHXLB8SL0QWSSG2VG640
Avis Budget Rental Car Funding AESOP LLC
05377REH3
9500000.00000000
PA
USD
8271230.10000000
0.077072091910
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
955311.91000000
0.008901685292
Long
EP
USGSE
US
N
1
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
6250000.00000000
PA
USD
5282315.50000000
0.049221107476
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
3362872.00000000
0.031335554292
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
3.28700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38382DUC1
7864222.85000000
PA
USD
915681.80000000
0.008532408238
Long
ABS-CBDO
USGSE
US
N
2
2050-03-20
Variable
1.74714000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
2900000.00000000
PA
USD
2619158.95000000
0.024405566872
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
4076106.65000000
0.037981541145
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
1648803.30000000
0.015363702610
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
492493.86000000
PA
USD
310298.22000000
0.002891387694
Long
LON
CORP
US
N
2
2028-02-15
Variable
7.38000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAY1
8500000.00000000
PA
USD
6971580.15000000
0.064961832712
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
4780500.00000000
0.044545143941
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
6000000.00000000
PA
USD
4570899.36000000
0.042592065669
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531YAP3
894666.30000000
PA
USD
828764.11000000
0.007722501113
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.12100000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAW1
1800000.00000000
PA
USD
1418658.17000000
0.013219188868
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
300000.00000000
PA
304430.40000000
0.002836710801
Long
DBT
CORP
JE
N
2
2025-03-10
Fixed
1.50000000
N
N
N
N
N
N
Bayview Opportunity Master Fun
N/A
Bayview MSR Opportunity Master Fund Trust
07335UAW4
6864386.82000000
PA
USD
5488631.91000000
0.051143582987
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
2802583.14000000
0.026114730546
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
12694124.44000000
0.118285033028
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
748352.53000000
0.006973218526
Long
ABS-MBS
CORP
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
6144537.35000000
0.057255370925
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
7432589.40000000
PA
USD
6951663.63000000
0.064776248725
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
311637.54000000
PA
USD
287997.87000000
0.002683590957
Long
ABS-CBDO
CORP
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
879400.40000000
0.008194334776
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
3051929.39000000
0.028438162112
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.63000000
N
N
N
N
N
N
AGL CLO 19 Ltd
N/A
AGL CLO 19 Ltd
001210AC7
5000000.00000000
PA
USD
4932745.00000000
0.045963777021
Long
ABS-O
CORP
JE
Y
2
2035-07-21
Variable
4.90839000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
24400000.00000000
PA
709105.31000000
0.006607509278
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
EK3508679
625000.00000000
PA
395657.82000000
0.003686776392
Long
DBT
NUSS
NZ
N
2
2027-04-15
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46649XAL1
1000000.00000000
PA
USD
871483.10000000
0.008120560638
Long
ABS-MBS
CORP
US
Y
2
2031-07-05
Variable
4.61320000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
BK4676346
1960000.00000000
PA
773336.55000000
0.007206021950
Long
DBT
NUSS
AU
N
3
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
4771059.46000000
0.044457176111
Long
ABS-MBS
CORP
US
N
2
2051-12-15
Fixed
4.31000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653QBP9
4065448.60000000
PA
USD
3125999.05000000
0.029128350097
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBL9
20800000.00000000
PA
USD
17020366.69000000
0.158597360975
Long
DBT
CORP
US
N
2
2031-04-22
Fixed
2.52200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
5832335.17000000
PA
USD
5742939.94000000
0.053513248880
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
540355.84000000
0.005035086010
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBQ3
5094000.00000000
PA
USD
3658958.21000000
0.034094513155
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
707246.01000000
PA
USD
476683.81000000
0.004441784108
Long
LON
CORP
US
N
2
2025-03-06
Variable
7.63360000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBE7
1450000.00000000
PA
USD
1335482.92000000
0.012444154147
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.56300000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos S.A. de C.V.
82655AAC7
3500000.00000000
PA
USD
3316258.96000000
0.030901209647
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
476089.95000000
0.004436250465
Long
DBT
NUSS
UZ
Y
2
2024-07-19
Fixed
14.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ECG3
29814987.99000000
PA
USD
25131707.82000000
0.234179592582
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
AECOM TECHNOLOGY
0EEB8GF0W0NPCIHZX097
AECOM
00766WAV5
467128.78000000
PA
USD
467245.56000000
0.004353837616
Long
LON
CORP
US
N
2
2028-04-13
Variable
6.13360000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
20300000.00000000
PA
438500.31000000
0.004085986701
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
20175000.00000000
PA
USD
16026911.86000000
0.149340256404
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.25000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142ET6
8500000.00000000
PA
USD
6917449.09000000
0.064457434457
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
785126.00000000
0.007315877143
Long
ABS-MBS
CORP
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
6970000.00000000
PA
USD
4873836.00000000
0.045414857476
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
2942207.13000000
0.027415759881
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
221255.62000000
PA
USD
211996.14000000
0.001975399763
Long
ABS-CBDO
CORP
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3134GWQH2
25000000.00000000
PA
USD
17103121.75000000
0.159368480327
Long
DBT
USGSE
US
N
2
2035-08-17
Fixed
1.54000000
N
N
N
N
N
N
EQUS 2021-EQAZ Mortgage Trust
N/A
EQUS Mortgage Trust
29478JAA8
4999899.77000000
PA
USD
4819638.38000000
0.044909839009
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
5.07280000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
2091569.48000000
PA
USD
1802918.67000000
0.016799763972
Long
ABS-CBDO
CORP
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
2798115.60000000
0.026073101593
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCA5
23650000.00000000
PA
USD
20243200.00000000
0.188628021721
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
1516840.19000000
0.014134058069
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384BX6
10000000.00000000
PA
USD
9947334.90000000
0.092690192439
Long
STIV
USGSE
US
N
2
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGN8
35551000.00000000
PA
USD
28181351.65000000
0.262596457633
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
5950000.00000000
PA
USD
4611309.50000000
0.042968611115
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DYB2
78073252.66000000
PA
USD
63747390.10000000
0.594004114193
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
3394175.43000000
PA
USD
3168567.47000000
0.029525006597
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
4879000.00000000
PA
USD
3970213.07000000
0.036994814910
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
3182339.11000000
0.029653332020
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
16100000.00000000
PA
2390745.73000000
0.022277191229
Long
DBT
NUSS
CN
N
2
2030-11-19
Fixed
3.27000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAL8
1750000.00000000
PA
USD
1365614.58000000
0.012724923760
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding, Inc
BK4245605
750000.00000000
PA
739570.17000000
0.006891383679
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
1795500.00000000
PA
USD
1722178.96000000
0.016047423839
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
1482278.55000000
0.013812009490
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
2.51200000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC
1248EPCK7
5000000.00000000
PA
USD
4010575.00000000
0.037370911131
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AL2
3065000.00000000
PA
USD
2105016.19000000
0.019614736781
Long
DBT
CORP
CH
Y
2
2043-02-11
Fixed
3.17900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
6762749.76000000
PA
USD
6317915.22000000
0.058870922055
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBU4
4475000.00000000
PA
USD
4429170.45000000
0.041271422494
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
2425000.00000000
PA
USD
2343692.18000000
0.021838741870
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.37500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
28050000.00000000
PA
USD
18014970.85000000
0.167865175110
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
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
3901548.96000000
0.036354996343
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
3513873.87000000
0.032742603771
Long
ABS-CBDO
CORP
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
1513793.92000000
0.014105672641
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.60500000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAR2
3750000.00000000
PA
USD
3001798.05000000
0.027971033620
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
1478416.00000000
0.013776017890
Long
DBT
CORP
MX
Y
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
10225000.00000000
PA
USD
9361784.95000000
0.087233983505
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
455552.63000000
PA
USD
371056.73000000
0.003457541145
Long
LON
CORP
US
N
2
2027-03-09
Variable
7.38360000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CS0
1519000.00000000
PA
USD
1267616.74000000
0.011811770765
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KLU1
5450000.00000000
PA
USD
5096200.17000000
0.047486867509
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
7.32768000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BE3
350000.00000000
PA
USD
301688.58000000
0.002811162267
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BH4
6960000.00000000
PA
USD
5873474.40000000
0.054729581128
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
5773751.83000000
PA
USD
4304065.24000000
0.040105680504
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34958200
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Mercy Health
58942HAA9
12500000.00000000
PA
USD
11866505.88000000
0.110573206256
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.38200000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BV5
3000000.00000000
PA
USD
1824203.22000000
0.016998095390
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290BW2
2000000.00000000
PA
USD
2052500.00000000
0.019125386034
Long
DBT
CORP
MX
Y
2
2027-06-05
Fixed
7.37500000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
7325000.00000000
PA
USD
6140268.49000000
0.057215593290
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAZ1
1000000.00000000
PA
USD
797679.10000000
0.007432848097
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
3.78013000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
18873949.85000000
PA
USD
16808392.33000000
0.156622164159
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
197510.00000000
0.001840416563
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
1435983.68000000
PA
USD
1380342.47000000
0.012862159609
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
10575000.00000000
PA
USD
9404075.41000000
0.087628049947
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
144902.50000000
0.001350214981
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
5748873.81000000
PA
USD
5473276.82000000
0.051000502830
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
31125000.00000000
PA
USD
29330719.07000000
0.273306370229
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
5320276.50000000
0.049574831607
Long
ABS-O
CORP
KY
Y
2
2032-10-15
Variable
5.72914000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
1145603.46000000
PA
USD
1021127.34000000
0.009514959594
Long
ABS-CBDO
CORP
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
2412805.70000000
PA
USD
2085452.87000000
0.019432443944
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
4.03480300
N
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
1551463.59000000
PA
USD
1501048.78000000
0.013986912241
Long
LON
CORP
US
N
2
2027-10-07
Variable
8.22990000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
BQ5680468
850000.00000000
PA
658981.92000000
0.006140454864
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833EF3
4675000.00000000
PA
USD
3083056.38000000
0.028728206302
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
10422383.40000000
0.097116738576
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
2720170.11000000
0.025346798262
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
1971666.22000000
0.018372169349
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138YHU99
6857192.05000000
PA
USD
6408341.24000000
0.059713520126
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo, Inc
92940PAG9
4450000.00000000
PA
USD
3534009.69000000
0.032930231216
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Massachusetts St
69688FAJ9
3500000.00000000
PA
USD
3382123.50000000
0.031514941561
Long
ABS-O
CORP
KY
Y
2
2035-01-15
Variable
5.72914000
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Group Home Equity Loan Trust (Step Bond)
12558MAG7
58931.71000000
PA
USD
57289.98000000
0.000533833365
Long
ABS-O
CORP
US
N
2
2030-02-25
Fixed
6.20000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DR7
12400000.00000000
PA
USD
13031784.71000000
0.121431382851
Long
DBT
CORP
GB
N
2
2028-11-03
Fixed
7.39000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31292HYA6
238316.43000000
PA
USD
235274.49000000
0.002192309595
Long
ABS-MBS
MUN
US
N
2
2033-07-01
Fixed
4.50000000
N
N
N
N
N
N
Purchasing Power Funding
N/A
Purchasing Power Funding LLC
74615JAD2
1000000.00000000
PA
USD
948050.30000000
0.008834020934
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
487390.10000000
PA
USD
461174.02000000
0.004297262441
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142EU3
4000000.00000000
PA
USD
2918214.76000000
0.027192196744
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
6717914.07000000
PA
USD
5438043.28000000
0.050672193424
Long
ABS-CBDO
CORP
US
Y
2
2050-06-25
Variable
3.84093600
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653DAA7
1290745.61000000
PA
USD
1259444.64000000
0.011735622377
Long
ABS-O
CORP
US
Y
2
2035-06-20
Fixed
3.50000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBY6
1275000.00000000
PA
USD
1109334.75000000
0.010336884451
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBD6
2500000.00000000
PA
USD
2354063.75000000
0.021935385125
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.91660000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HBE7
3475000.00000000
PA
USD
3330416.54000000
0.031033131295
Long
DBT
CORP
N/A
N
2
2027-06-01
Fixed
4.40000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
N/A
863663.06000000
PA
USD
810979.61000000
0.007556783487
Long
LON
CORP
PA
N
2
2028-10-18
Variable
7.63360000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAC7
5176000.00000000
PA
USD
3378321.37000000
0.031479512960
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
2.83700000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
QZ3475089
1800000000.00000000
PA
1303382.58000000
0.012145040191
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
1.50000000
N
N
N
N
N
N
JAPAN (2 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Two Year Bond
ZN0030140
320000000.00000000
PA
2436881.44000000
0.022707088068
Long
DBT
NUSS
JP
N
2
2024-11-01
Fixed
0.00500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655GAW5
10666925.51000000
PA
USD
8514459.41000000
0.079338525259
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
4987603.90000000
PA
USD
4894937.86000000
0.045611486572
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
3024855.56000000
PA
USD
2968433.87000000
0.027660143085
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
310022.55000000
0.002888818976
Long
DBT
CORP
DK
N
2
2028-01-14
Fixed
2.25000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAL1
530000.00000000
PA
USD
518674.43000000
0.004833056613
Long
ABS-O
CORP
KY
Y
2
2028-11-15
Variable
6.10614000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162AP8
1625000.00000000
PA
USD
1466466.98000000
0.013664675809
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.25000000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAU8
5000000.00000000
PA
USD
4865977.00000000
0.045341626583
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
4.86885600
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607CAA7
1325000.00000000
PA
USD
1151688.94000000
0.010731544735
Long
ABS-MBS
CORP
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
2409124.90000000
0.022448450045
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
7.66786100
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
8368257.90000000
0.077976205981
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.10300000
N
N
N
N
N
N
THAIOIL TRSRY CENTER
549300NH03B9E8VGJR89
Thaioil Treasury Center Co Ltd
88322YAK7
4300000.00000000
PA
USD
3356306.39000000
0.031274375327
Long
DBT
CORP
TH
Y
2
2030-06-18
Fixed
2.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAS9
5075000.00000000
PA
USD
3730972.73000000
0.034765551155
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664CV1
16000000.00000000
PA
USD
10686114.24000000
0.099574207090
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CD8
7350000.00000000
PA
USD
6161553.29000000
0.057413927038
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
3225000.00000000
PA
USD
3053187.00000000
0.028449880639
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
452879.48000000
0.004219973146
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
3564257.41000000
0.033212082287
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
3211018.98000000
0.029920573718
Long
DBT
MUN
US
N
2
2041-10-01
Fixed
3.98200000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAX6
1075000.00000000
PA
USD
926407.16000000
0.008632348141
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMN9
6553000.00000000
PA
USD
4521132.91000000
0.042128337256
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
4000000.00000000
PA
USD
2960667.04000000
0.027587771040
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
1175000.00000000
PA
USD
1014906.25000000
0.009456990899
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
2042754.00000000
0.019034571899
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.09629300
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
6510000.00000000
PA
USD
5143070.69000000
0.047923611376
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAJ3
750000.00000000
PA
USD
716397.48000000
0.006675458396
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
NMLT Trust
N/A
NLT Trust
62917JAD2
1825000.00000000
PA
USD
1080038.10000000
0.010063895539
Long
ABS-CBDO
CORP
US
Y
2
2056-08-25
Variable
2.56900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
2861262.49000000
PA
USD
2967121.91000000
0.027647918120
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAZ1
5450000.00000000
PA
USD
5177190.33000000
0.048241541358
Long
DBT
CORP
N/A
N
2
2026-06-18
Fixed
3.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGJ7
17100000.00000000
PA
USD
14062331.38000000
0.131034112640
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
1626229.48000000
0.015153357654
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
1634943.67000000
0.015234557288
Long
ABS-MBS
CORP
US
N
2
2049-03-17
Variable
4.73627900
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon plc
00185AAF1
8306000.00000000
PA
USD
8106565.55000000
0.075537732307
Long
DBT
CORP
GB
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
DT Midstream, Inc
23345NAB1
128566.56000000
PA
USD
128928.47000000
0.001201367483
Long
LON
CORP
US
N
2
2028-06-26
Variable
6.43760000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988LAH0
358587.56000000
PA
USD
348547.11000000
0.003247794411
Long
LON
CORP
US
N
2
2027-12-15
Variable
7.31710000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384AF6
8535000.00000000
PA
USD
8531958.38000000
0.079501582290
Long
STIV
USGSE
US
N
2
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MS7
7125000.00000000
PA
USD
5762629.75000000
0.053696720363
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
3319305.72000000
0.030929599640
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
8762868.88000000
PA
USD
8146459.77000000
0.075909470362
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Mozart Borrower LP
58503UAC7
579082.70000000
PA
USD
551347.53000000
0.005137507600
Long
LON
CORP
US
N
2
2028-10-23
Variable
7.63360000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H95S4
5936285.45000000
PA
USD
5351510.87000000
0.049865876374
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TD0
250102000.00000000
PA
USD
173918584.84000000
1.620589560884
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
B3 SA-BRASIL BOLSA BALCA
4GTK5S46E6H318LMDS44
B3 S.A.-Brasil Bolsa Balcao
11778EAA4
2900000.00000000
PA
USD
2443666.09000000
0.022770308069
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
3013325.42000000
0.028078446726
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
12080000.00000000
PA
USD
9633689.23000000
0.089767612893
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BW8
4000000.00000000
PA
USD
3974024.68000000
0.037030331847
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
10984027.40000000
PA
USD
10524492.38000000
0.098068199556
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole S.A.
22535WAB3
6100000.00000000
PA
USD
5791156.82000000
0.053962538256
Long
DBT
CORP
FR
Y
2
2027-01-10
Fixed
4.12500000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
1875000.00000000
PA
USD
1496475.00000000
0.013944293333
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US ULTRA BOND CBT Mar23
N/A
250.00000000
NC
USD
33578125.00000000
0.312884094009
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US ULTRA BOND CBT Mar23
2023-03-22
33923816.25000000
USD
-345691.25000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
EK6999263
3300000000.00000000
PA
511225.19000000
0.004763643902
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
1500000.00000000
PA
USD
1473608.36000000
0.013731219853
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
650000.00000000
PA
USD
575943.90000000
0.005366698865
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
10850000.00000000
PA
USD
6936783.45000000
0.064637593823
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BZ2
4825000.00000000
PA
USD
4474620.13000000
0.041694926843
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
2100000.00000000
PA
USD
1966236.30000000
0.018321572849
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
4320995.76000000
0.040263440665
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.60478700
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
BW3596622
500000.00000000
PA
473669.66000000
0.004413697978
Long
DBT
CORP
US
N
2
2032-05-07
Fixed
2.95000000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
579825.22000000
PA
USD
578949.68000000
0.005394707003
Long
LON
CORP
US
N
2
2025-08-03
Variable
6.66470000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
896937.07000000
0.008357743100
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
12227999.14000000
PA
USD
1728274.83000000
0.016104225723
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
235708.03000000
0.002196349361
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
3.26400000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313312AD2
16500000.00000000
PA
USD
16498039.80000000
0.153730270399
Long
STIV
USGSE
US
N
2
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBK1
1467000.00000000
PA
USD
1319249.33000000
0.012292888045
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.34368600
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
400000.00000000
PA
USD
322040.32000000
0.003000801675
Long
DBT
NUSS
NG
Y
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
1375000.00000000
PA
USD
1250841.90000000
0.011655461245
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
4050000.00000000
PA
USD
2798022.24000000
0.026072231656
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
BANGKOK BANK PCL/HK
549300CCL2BKJGMYXV60
Bangkok Bank PCL
059895AV4
3010000.00000000
PA
USD
2353246.29000000
0.021927767956
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
3260676.40000000
0.030383286180
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
6498231.20000000
PA
USD
6092821.63000000
0.056773479033
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
588877.01000000
0.005487210788
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
1869540.16000000
0.017420549216
Long
DBT
CORP
VG
Y
2
2029-05-15
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755DAB2
9405000.00000000
PA
USD
9341841.66000000
0.087048150072
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
7.52768000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Corp II
36250GAT2
1350000.00000000
PA
USD
1267818.75000000
0.011813653113
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
3.77700000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BX8915171
20200000.00000000
PA
2883714.05000000
0.026870715917
Long
DBT
NUSS
CN
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CV1
6800000.00000000
PA
USD
5413118.17000000
0.050439938930
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
2699071.67000000
0.025150201035
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.39600000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DV7
2000000.00000000
PA
USD
1623296.70000000
0.015126029737
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KF7
400000.00000000
PA
323609.20000000
0.003015420645
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
3250000.00000000
PA
USD
2584232.40000000
0.024080118028
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300FC7JRIZ6YLHK36
Neuberger Berman CLO Ltd
64135GAE8
10000000.00000000
PA
USD
9555440.00000000
0.089038479285
Long
ABS-O
CORP
JE
Y
2
2036-04-25
Variable
5.86000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBW4
6075000.00000000
PA
USD
4146627.03000000
0.038638656609
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
1819332.83000000
0.016952712643
Long
DBT
CORP
NL
Y
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655LAP9
12555368.14000000
PA
USD
11020007.33000000
0.102685453980
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAH6
3000000.00000000
PA
USD
2912649.60000000
0.027140340065
Long
ABS-MBS
CORP
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
11536380.86000000
PA
USD
8870537.82000000
0.082656497025
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EES5
44877512.81000000
PA
USD
42115511.47000000
0.392436255748
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 10yr Ultra Fut Mar23
N/A
-1175.00000000
NC
USD
-138980468.75000000
-1.29503294331
N/A
DIR
US
N
1
N/A
N/A
Short
Chicago Board of Trade
US 10yr Ultra Fut Mar23
2023-03-22
-140904965.23000000
USD
1924496.48000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DGJ5
1041667.09000000
PA
USD
944677.09000000
0.008802589049
Long
ABS-MBS
USGSE
US
N
2
2039-10-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754BAF8
6000000.00000000
PA
USD
5696740.80000000
0.053082760994
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
8.42768000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
6700000.00000000
PA
USD
5665988.87000000
0.052796211648
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
62032.45000000
PA
USD
61417.76000000
0.000572296404
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
11355203.75000000
0.105808845419
Long
DBT
MUN
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
66458548.25000000
NS
USD
66458548.25000000
0.619266938174
Long
STIV
RF
US
N
1
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
1450935.76000000
PA
USD
1422990.74000000
0.013259560159
Long
LON
CORP
US
N
2
2027-03-31
Variable
6.88360000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H8JP7
3213018.95000000
PA
USD
2748370.14000000
0.025609568767
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBT7
17000000.00000000
PA
USD
13780970.44000000
0.128412365213
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
2650000.00000000
PA
USD
2071666.01000000
0.019303976699
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
6725256.60000000
0.062666566947
Long
DBT
NUSS
SA
Y
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384EH8
10000000.00000000
PA
USD
9877002.40000000
0.092034827658
Long
STIV
USGSE
US
N
2
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AJ5
10050000.00000000
PA
USD
8054026.08000000
0.075048164636
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
1889446.66000000
0.017606039836
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
2276989.38000000
0.021217198971
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
3777306.28000000
0.035197291487
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.00500000
N
N
N
N
N
N
TEAM HEALTH HOLDINGS INC
549300PVTQ4UDTTMQT11
Team Health Holdings, Inc
87817JAG3
4802.91000000
PA
USD
3633.71000000
0.000033859247
Long
LON
CORP
US
N
2
2027-03-02
Variable
9.57300000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
132868.26000000
PA
USD
129151.19000000
0.001203442809
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
5.28871000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
1499930.79000000
PA
USD
1474657.41000000
0.013740994999
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
5.58900000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAC5
1340855.59000000
PA
USD
1202454.09000000
0.011204579128
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
6408657.87000000
0.059716470513
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654WBS9
14583695.86000000
PA
USD
11286309.10000000
0.105166878658
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHJ2
17957425.32000000
PA
USD
16844730.09000000
0.156960762789
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
ZO2104248
24960.00000000
PA
USD
9748.30000000
0.000090835566
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
6104032.44000000
0.056877942404
Long
ABS-MBS
CORP
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
1979419.33000000
0.018444413549
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
4201053.88000000
0.039145811063
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
9257344.47000000
0.086260797392
Long
DBT
MUN
US
N
2
2027-05-01
Fixed
3.15400000
N
N
N
N
N
N
BANCO DEL ESTADO -CHILE
5493004R4EJC0W0XVQ72
Banco del Estado de Chile
05965MAG8
3000000.00000000
PA
USD
2827118.25000000
0.026343350985
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
2825979.00000000
PA
USD
2610379.69000000
0.024323760910
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
3.82900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCU8
23950000.00000000
PA
USD
19492957.93000000
0.181637196284
Long
DBT
CORP
US
N
2
2033-01-25
Fixed
2.96300000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670861AU7
11446939.72000000
PA
USD
8801764.86000000
0.082015664183
Long
ABS-CBDO
CORP
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
278982.40000000
0.002599583969
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
1392601.98000000
0.012976394865
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
1975000.00000000
PA
USD
1449367.24000000
0.013505338841
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
2474153.75000000
0.023054394922
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
3.28500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
6232.80000000
PA
USD
6240.07000000
0.000058145553
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AN9
3275000.00000000
PA
USD
2996352.91000000
0.027920295298
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
734438.98000000
PA
USD
600937.00000000
0.005599586897
Long
ABS-CBDO
CORP
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
4200000.00000000
PA
USD
3937631.80000000
0.036691219604
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
19034409.63000000
PA
USD
16458679.03000000
0.153363503081
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
2787363.82000000
0.025972915506
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133B9S88
4867366.32000000
PA
USD
4293375.53000000
0.040006072791
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
10000000.00000000
PA
USD
9292652.90000000
0.086589804629
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
2900000.00000000
PA
USD
2152454.68000000
0.020056773046
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.75000000
N
N
N
N
N
N
DBS GROUP HOLDINGS LTD
5493007FKT78NKPM5V55
DBS Group Holdings Ltd
24023MAA2
2450000.00000000
PA
USD
2423421.57000000
0.022581667747
Long
DBT
CORP
SG
Y
2
2028-12-11
Fixed
4.52000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd
12569EAE7
5500000.00000000
PA
USD
5501826.00000000
0.051266526746
Long
ABS-O
CORP
KY
Y
2
2035-10-22
Variable
7.21373000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBZ3
3125000.00000000
PA
USD
2461304.94000000
0.022934668515
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBQ6
1062057.86000000
PA
USD
1052525.89000000
0.009807534206
Long
LON
CORP
US
N
2
2025-05-30
Variable
6.97990000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAL1
875000.00000000
PA
393834.01000000
0.003669781960
Long
DBT
NUSS
CA
N
2
2051-12-02
Fixed
1.90000000
N
N
N
N
N
N
SOUTHERN GAS CORRIDOR
213800DG58KG59XY6318
Southern Gas Corridor CJSC
84302LAA0
525000.00000000
PA
USD
538935.52000000
0.005021851336
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
1703593.55000000
PA
USD
1576338.01000000
0.014688464293
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
73500000.00000000
PA
USD
70674843.75000000
0.658554772072
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
391328.04000000
0.003646431099
Long
DBT
CORP
N/A
Y
2
2029-09-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
425629.62000000
PA
USD
379560.83000000
0.003536783141
Long
ABS-CBDO
CORP
US
Y
2
2046-05-25
Variable
3.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
BR4457197
575000.00000000
PA
345786.88000000
0.003222074331
Long
DBT
NUSS
RS
Y
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BNB62
5298233.98000000
PA
USD
4677685.21000000
0.043587106158
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.50000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PGN9
1910000.00000000
PA
USD
1570209.85000000
0.014631361528
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
4841635.66000000
0.045114811711
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
1289533.59000000
PA
USD
1218670.50000000
0.011355685145
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
1073535.15000000
0.010003300446
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
3358515.65000000
0.031294961418
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
884646.68000000
0.008243220102
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.90000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HM8
14175000.00000000
PA
USD
13634682.74000000
0.127049242809
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
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
4330066.50000000
0.040347962664
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.37850000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
6128174.00000000
PA
USD
4953383.43000000
0.046156087833
Long
ABS-CBDO
CORP
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
739602.41000000
PA
USD
680180.09000000
0.006337981385
Long
ABS-CBDO
CORP
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
45569.24000000
0.000424618419
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
5551522.20000000
0.051729600563
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
442780.86000000
0.004125873264
Long
DBT
CORP
LU
N
2
2028-02-20
Fixed
0.50000000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAE0
174057.37000000
PA
USD
173767.56000000
0.001619182297
Long
LON
CORP
US
N
2
2025-01-15
Variable
6.10290000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
200000.00000000
PA
USD
157861.83000000
0.001470971224
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
1419979.92000000
PA
USD
1413845.61000000
0.013174344986
Long
LON
CORP
US
N
2
2026-11-01
Variable
6.63360000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
3000000.00000000
PA
USD
2404500.00000000
0.022405354797
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
305085.16000000
0.002842811916
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
933766.70000000
PA
USD
882417.56000000
0.008222448954
Long
ABS-CBDO
CORP
US
Y
2
2057-06-25
Variable
5.03871000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AQ1
2950000.00000000
PA
USD
2519570.52000000
0.023477592612
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
3005437.54000000
0.028004946726
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFT3
33320000.00000000
PA
USD
33330412.50000000
0.310575885878
Long
DBT
UST
US
N
2
2029-10-31
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDB2
2615000.00000000
PA
USD
2587145.80000000
0.024107265361
Long
ABS-CBDO
USGSE
US
Y
2
2033-08-25
Variable
6.22768000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
2350000.00000000
PA
USD
2164474.48000000
0.020168774661
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBV2
25131000.00000000
PA
USD
21923411.35000000
0.204284387464
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Kenya Government International Bond
491798AJ3
975000.00000000
PA
USD
870426.40000000
0.008110714209
Long
DBT
NUSS
KE
Y
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNAX1
33785490.17000000
PA
USD
28803594.63000000
0.268394575635
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
2209102.15000000
PA
USD
2128482.07000000
0.019833394035
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
265168.65000000
PA
USD
133578.71000000
0.001244698852
Long
ABS-MBS
CORP
US
N
3
2049-12-12
Variable
6.07918000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
2075000.00000000
PA
USD
1834439.38000000
0.017093476881
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50184BAA6
2726809.69000000
PA
USD
2520597.16000000
0.023487158939
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.57460000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264AAZ8
1625000.00000000
PA
USD
1335973.50000000
0.012448725417
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
5437909.73000000
PA
USD
540750.09000000
0.005038759668
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
1.56129000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
5100000.00000000
PA
USD
4053309.25000000
0.037769112850
Long
DBT
CORP
US
N
2
2036-04-06
Fixed
2.89100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TF5
85325800.00000000
PA
USD
65147581.09000000
0.607051224160
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140LNJM0
12174976.75000000
PA
USD
10829704.52000000
0.100912194684
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
6550000.00000000
PA
USD
5243585.40000000
0.048860216800
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
5182565.19000000
PA
USD
4984106.63000000
0.046442369470
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
4100000.00000000
PA
USD
3815964.59000000
0.035557513217
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
33104138.76000000
PA
USD
4816725.02000000
0.044882692049
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
2400000.00000000
PA
USD
2345977.18000000
0.021860033713
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
7290243.82000000
0.067931170448
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918VAY0
705923.72000000
PA
USD
689338.04000000
0.006423316016
Long
LON
CORP
US
N
2
2026-08-12
Variable
6.13360000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
6468646.38000000
PA
USD
5886287.08000000
0.054848970873
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
2.93142400
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452EAA9
3543000.00000000
PA
USD
3339986.10000000
0.031122301346
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
20175000.00000000
PA
USD
16467830.43000000
0.153448776678
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
612473.62000000
PA
USD
602371.52000000
0.005612953888
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
3565318.10000000
PA
USD
2741439.40000000
0.025544987486
Long
ABS-CBDO
CORP
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
587074.54000000
PA
USD
576758.45000000
0.005374288918
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
19434050.00000000
PA
USD
15689574.98000000
0.146196919959
Long
ABS-O
CORP
US
Y
2
2051-06-15
Fixed
2.37000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAA5
5000000.00000000
PA
USD
4655891.00000000
0.043384025681
Long
ABS-O
CORP
US
Y
2
2028-03-08
Fixed
1.21000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08163GAX8
10000000.00000000
PA
USD
7142584.00000000
0.066555262502
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Variable
2.24400000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAE2
15500000.00000000
PA
USD
14177044.00000000
0.132103015510
Long
ABS-MBS
CORP
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
763472.31000000
0.007114106044
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCD1
9875000.00000000
PA
USD
9698715.85000000
0.090373536991
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
GSK CONSUMER HEALTHCARE
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAM3
3500000.00000000
PA
USD
3072574.09000000
0.028630531348
Long
DBT
CORP
US
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61767YBC3
2840000.00000000
PA
USD
2622514.50000000
0.024436834199
Long
ABS-MBS
CORP
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
10987825.43000000
0.102385580040
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
4325000.00000000
PA
USD
3691664.82000000
0.034399276391
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
9629587.89000000
PA
USD
9226475.14000000
0.085973154101
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
5556552.60000000
0.051776474298
Long
ABS-MBS
CORP
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
4672798.00000000
0.043541566681
Long
ABS-MBS
CORP
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
823102.10000000
0.007669741977
Long
DBT
NUSS
ES
Y
2
2028-07-30
Fixed
1.40000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
4000000.00000000
PA
USD
3458538.48000000
0.032226983457
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
3825000.00000000
PA
USD
2951732.00000000
0.027504513506
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
30200000.00000000
PA
USD
27355605.45000000
0.254902077686
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
961163.02000000
PA
USD
826543.01000000
0.007701804697
Long
ABS-CBDO
CORP
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
22173223.20000000
0.206612157534
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
182222.62000000
0.001697967333
Long
DBT
CORP
NL
N
2
N/A
Fixed
3.25000000
N
N
N
N
Y
Cooperatieve Rabobank UA
Cooperatieve Rabobank UA 3.25 12/29/2171
EUR
XXXX
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
2400000.00000000
PA
USD
2353360.56000000
0.021928832735
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
4.02300000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AY8
1450000.00000000
PA
USD
1154658.88000000
0.010759218912
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAU3
300000.00000000
PA
344161.98000000
0.003206933362
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBM1
2279000.00000000
PA
USD
1953894.04000000
0.018206566521
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.14879000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBN9
2288546.00000000
PA
USD
2169337.01000000
0.020214084168
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
4.49000000
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
2793115.64000000
0.026026511500
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.37150000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAZ7
2775340.02000000
PA
USD
2752790.38000000
0.025650756974
Long
LON
CORP
US
N
2
2028-12-01
Variable
6.63360000
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
2813515.10000000
0.026216595567
Long
ABS-MBS
CORP
US
Y
2
2037-01-16
Fixed
3.06480000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de C.V.
02364WBK0
200000.00000000
PA
USD
191933.32000000
0.001788452539
Long
DBT
CORP
MX
N
2
2032-07-21
Fixed
4.70000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
1936526.56000000
PA
USD
1578415.35000000
0.014707821141
Long
ABS-CBDO
CORP
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
351719.90000000
0.003277358764
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
1013123.44000000
PA
USD
967753.04000000
0.009017612899
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.54890000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
ZQ6789759
3960000.00000000
PA
830167.62000000
0.007735579150
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
1805137.89000000
0.016820442870
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GZN7
6825000.00000000
PA
USD
5014844.36000000
0.046728786499
Long
DBT
CORP
US
N
2
2043-02-24
Fixed
3.43600000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RLJ9
38320000.00000000
PA
USD
25568777.82000000
0.238252251522
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
3891107.22000000
0.036257699237
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
944461.81000000
PA
USD
933836.61000000
0.008701576448
Long
LON
CORP
US
N
2
2028-03-15
Variable
6.08910000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Inc
62479WAJ0
3380820.10000000
PA
USD
3210576.54000000
0.029916451021
Long
ABS-MBS
CORP
US
Y
2
2023-11-15
Variable
5.69480000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
921055.15000000
0.008582477614
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
21368115.18000000
0.199110086069
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
9714717.30000000
0.090522639991
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
642907.08000000
0.005990668009
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
2750000.00000000
PA
USD
2480610.00000000
0.023114554860
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
7250000.00000000
PA
USD
6614968.15000000
0.061638888905
Long
ABS-MBS
CORP
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAG9
200000.00000000
PA
USD
176902.00000000
0.001648389301
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
12551492.62000000
PA
USD
11394928.68000000
0.106179006014
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DN5
3050000.00000000
PA
USD
2495439.61000000
0.023252738547
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2H6
1700000.00000000
PA
USD
1448671.58000000
0.013498856616
Long
DBT
CORP
IN
Y
2
2032-01-21
Fixed
3.57000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654FAS7
9023007.27000000
PA
USD
6828825.75000000
0.063631633926
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34958200
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
BQ1798256
2030000.00000000
PA
1348074.14000000
0.012561480307
Long
DBT
NUSS
SG
N
2
2031-07-01
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EE55
56631137.73000000
PA
USD
53139719.92000000
0.495160856155
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAH3
1850000.00000000
PA
USD
1457544.94000000
0.013581539410
Long
DBT
NUSS
RO
Y
2
2031-02-14
Fixed
3.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAC6
502737.88000000
PA
USD
468055.25000000
0.004361382383
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
BU3987486
2675000.00000000
PA
USD
2339801.10000000
0.021802484425
Long
DBT
CORP
IL
Y
2
2032-02-22
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV30
82132378.31000000
PA
USD
72446794.40000000
0.675065973151
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592TBP7
6630898.67000000
PA
USD
5098621.32000000
0.047509428010
Long
ABS-CBDO
CORP
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
6840495.00000000
0.063740369084
Long
ABS-O
CORP
KY
Y
2
2035-01-17
Variable
5.72914000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
200000.00000000
PA
USD
158960.80000000
0.001481211529
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
2.80000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BE6
500000.00000000
PA
530232.73000000
0.004940757929
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
3700000.00000000
PA
USD
2874900.00000000
0.026788585779
Long
DBT
CORP
MX
Y
2
2031-10-14
Fixed
2.50000000
N
N
N
N
N
N
NEW ZEALAND GOVERNMENT
549300237GPHG2AI7C34
New Zealand Government International Bond
JK5970583
1175000.00000000
PA
711273.48000000
0.006627712487
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.75000000
N
N
N
N
N
N
Goldentree Loan Opportunities
549300IOBSI2NBFBJX90
GoldenTree Loan Opportunities IX Ltd
38123HAN4
1885067.39000000
PA
USD
1872303.60000000
0.017446299208
Long
ABS-O
CORP
KY
Y
2
2029-10-29
Variable
5.52471000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ED80
31036674.40000000
PA
USD
29113641.74000000
0.271283623464
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BM1605906
24000000.00000000
PA
3472790.95000000
0.032359789299
Long
DBT
NUSS
CN
N
2
2023-11-05
Fixed
2.88000000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2K5
8000000.00000000
PA
USD
7103220.24000000
0.066188467323
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
6066.14000000
PA
USD
6104.50000000
0.000056882299
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
708635.37000000
0.006603130333
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
5032118.85000000
0.046889751805
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
2616017.25000000
PA
USD
2433700.73000000
0.022677449917
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
488637.85000000
0.004553172965
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
5082125.09000000
0.047355714603
Long
ABS-MBS
CORP
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
963186.90000000
PA
USD
947593.44000000
0.008829763870
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
1795187.42000000
0.016727723465
Long
DBT
NUSS
AE
Y
2
2029-09-30
Fixed
2.50000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAW8
1100000.00000000
PA
USD
1035354.74000000
0.009647531832
Long
DBT
CORP
N/A
Y
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
ICBC STANDARD BANK PLC
F01VVKN4DRF2NWKGQ283
ICBC Standard Bank plc
85312EDG5
2000000000.00000000
PA
471709.68000000
0.004395434702
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
431960.98000000
0.004025052616
Long
DBT
CORP
N/A
Y
2
2028-09-01
Fixed
2.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDL7
30925000.00000000
PA
USD
23693975.48000000
0.220782668822
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
6400958.67000000
0.059644728651
Long
DBT
NUSS
SE
N
2
2023-12-12
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPAP6
3842910.51000000
PA
USD
3653006.17000000
0.034039051492
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAG7
10000000.00000000
PA
USD
6801569.00000000
0.063377652993
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Variable
2.77546000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAG8
4225000.00000000
PA
USD
4085388.89000000
0.038068033921
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
5250000.00000000
PA
USD
4301587.08000000
0.040082588778
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
1872152.20000000
0.017444888448
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Variable
5.91800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BEXK4
18225733.86000000
PA
USD
17543312.26000000
0.163470216469
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
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
2376350.50000000
0.022143055136
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
3.33800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KNQT3
41473060.59000000
PA
USD
35357791.03000000
0.329467187718
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp
064058AH3
10000000.00000000
PA
USD
9601300.00000000
0.089465807034
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
6210156.20000000
0.057866813477
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
1846014.18000000
0.017201331945
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
6350000.00000000
PA
USD
6033154.11000000
0.056217491528
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
2638847.17000000
0.024589023538
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
6.51800000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
1675000.00000000
PA
USD
1255284.85000000
0.011696861067
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
785074.42000000
0.007315396515
Long
ABS-MBS
CORP
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
1699747.45000000
0.015838404941
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
3.91400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFZZ7
13172444.64000000
PA
USD
12081989.37000000
0.112581101472
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MPF71
5820678.21000000
PA
USD
5132910.37000000
0.047828936569
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investment Ltd
55377XAB2
4000000.00000000
PA
USD
3991020.36000000
0.037188699175
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
4989341.13000000
0.046491145028
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.15000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119BV0
4300000.00000000
PA
USD
3818920.56000000
0.035585057221
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
1002026.25000000
PA
USD
942395.57000000
0.008781329634
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Fixed
3.65100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
16212447.47000000
PA
USD
15169580.65000000
0.141351564394
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
428309.16000000
PA
USD
421704.63000000
0.003929482992
Long
LON
CORP
US
N
2
2027-10-25
Variable
7.88360000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
5250000.00000000
PA
USD
4951537.50000000
0.046138887285
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAJ3
6600000.00000000
PA
USD
6301734.52000000
0.058720148786
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
BOI FINANCE BV
724500ZH3H2YACBUNF38
BOI Finance BV
BU2015792
750000.00000000
PA
638131.73000000
0.005946170853
Long
DBT
CORP
NL
Y
2
2027-02-16
Fixed
7.50000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group S.A.
902133AT4
2175000.00000000
PA
USD
2087346.06000000
0.019450084865
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
2675627.64000000
0.024931747381
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.80000000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR Mortgage Trust
78458MAA2
10128200.00000000
PA
USD
9596045.13000000
0.089416841666
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
5.98561000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
6650000.00000000
PA
USD
5127298.30000000
0.047776642778
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
9750000.00000000
PA
USD
8881607.28000000
0.082759643284
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
691362.14000000
0.006442176768
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
2684480.04000000
0.025014234868
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
17348566.03000000
PA
USD
15485192.98000000
0.144292469460
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
701033.23000000
PA
USD
680314.19000000
0.006339230942
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.23900000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CV5
3350000.00000000
PA
USD
3194434.27000000
0.029766035847
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAD3
1425000.00000000
PA
USD
1304737.13000000
0.012157662014
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
3875000.00000000
PA
USD
2981034.56000000
0.027777557487
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KE47
3100000.00000000
PA
USD
3078967.43000000
0.028690105085
Long
ABS-CBDO
USGSE
US
Y
2
2042-08-25
Variable
7.47768000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46655KAD8
5796784.38000000
PA
USD
4858749.89000000
0.045274283699
Long
ABS-CBDO
CORP
US
Y
2
2052-11-25
Variable
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QQ4
20935000.00000000
PA
USD
21687351.56000000
0.202084760370
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
1570000.00000000
PA
USD
1461877.24000000
0.013621908185
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.40600000
N
N
N
N
N
N
Gracie Point International Fun
N/A
Gracie Point International Funding
38411JAA9
43700000.00000000
PA
USD
43706419.53000000
0.407260485123
Long
ABS-O
CORP
US
Y
2
2024-07-01
Variable
6.79534000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BQWU6
33209952.20000000
PA
USD
33719572.53000000
0.314202115259
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE
335800F2JHSOGXQEBY56
Indian Railway Finance Corp Ltd
45434L2C7
3600000.00000000
PA
USD
2940288.12000000
0.027397878367
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
4400000.00000000
PA
USD
3833398.05000000
0.035719959820
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
9475000.00000000
PA
USD
9188262.15000000
0.085617081904
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank
BS7653915
41700000.00000000
PA
462349.76000000
0.004308218096
Long
DBT
NUSS
N/A
N
2
2031-12-08
Fixed
6.00000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAR8
11100000.00000000
PA
USD
9438441.44000000
0.087948275813
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
8945.25000000
PA
USD
7307.64000000
0.000068093269
Long
LON
CORP
US
N
2
2026-09-25
Variable
7.63360000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AV0
6200000.00000000
PA
USD
5646315.94000000
0.052612897455
Long
DBT
CORP
CH
Y
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RS9
52140000.00000000
PA
USD
38895217.84000000
0.362429259977
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBR9
2000000.00000000
PA
USD
1499284.40000000
0.013970471584
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
3.52427200
N
N
N
N
N
N
BANCO GENERAL SA
549300B5C08LGDFB7205
Banco General S.A.
059597AE4
300000.00000000
PA
USD
285000.00000000
0.002655656526
Long
DBT
CORP
PA
Y
2
2027-08-07
Fixed
4.12500000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
3125000.00000000
PA
USD
2064875.56000000
0.019240702654
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAR6
4500000.00000000
PA
USD
3502298.61000000
0.032634744421
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAG9
8975000.00000000
PA
USD
7493803.25000000
0.069827956163
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
8202500.00000000
0.076431658441
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAA3
4000000.00000000
PA
USD
3631705.60000000
0.033840570799
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
2726469.15000000
0.025405493303
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
457977.99000000
PA
USD
398707.17000000
0.003715190519
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
6025000.00000000
PA
USD
4340233.29000000
0.040442697760
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
4000000.00000000
PA
USD
3214958.88000000
0.029957286073
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
4475000.00000000
PA
USD
4382066.96000000
0.040832507790
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AD3
7975000.00000000
PA
USD
7777023.58000000
0.072467029559
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.65000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785DV5
3500000.00000000
PA
USD
3721445.46000000
0.034676775167
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
7641484.88000000
0.071204067337
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
5096909.30000000
0.047493475248
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003NAT3
4200334.74000000
PA
USD
3358507.01000000
0.031294880909
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
500000.00000000
PA
USD
377263.27000000
0.003515374263
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
Bruegel
549300P1CR5XGGQ0OD33
Bruegel 2021 DAC
BCC30XSY7
734910.44000000
PA
745651.83000000
0.006948053152
Long
ABS-MBS
CORP
IE
Y
2
2031-05-22
Variable
4.29100000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
AP6181865
2690000.00000000
PA
1690057.65000000
0.015748114483
Long
DBT
NUSS
AU
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFU0
186596000.00000000
PA
USD
187281158.12000000
1.745103262419
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
1620309.93000000
PA
USD
1526654.40000000
0.014225507791
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
100625.00000000
0.000937633115
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
1016214.04000000
0.009469177008
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
9866081.79000000
PA
USD
9420031.50000000
0.087776730279
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
3573322.74000000
0.033296553875
Long
EP
USGSE
US
N
1
N
N
N
SMB Private Education Loan Tru
549300QHI21JZK7YIR34
SMB Private Education Loan Trust
78449PAB5
2545425.79000000
PA
USD
2424938.06000000
0.022595798542
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
557605.17000000
0.005195816872
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
15300000.00000000
PA
USD
14643747.66000000
0.136451803652
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
3636190.55000000
PA
USD
3682122.91000000
0.034310363986
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAL3
3000000.00000000
PA
USD
2542500.00000000
0.023691251641
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
5719309.31000000
0.053293056471
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
365625.08000000
0.003406928525
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS39V1-5 Year Index
N/A
1.00000000
NC
USD
-1123604.50000000
-0.01046985130
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
USD 3M FOR STANDARD CREDIT INDICES
2165BRZH6
Y
Credit Event as Specified in Contract
2027-12-20
6783750.01000000
USD
0.00000000
USD
150000000.00000100
USD
-7319766.11000000
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR Mortgage Trust
78458MAE4
9645904.76000000
PA
USD
9062856.12000000
0.084448536844
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
7.28561000
N
N
N
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
4171482.00000000
PA
USD
3342274.77000000
0.031143627386
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
MIZRAHI TEFAHOT BANK LTD
YZO9YEGEO4VYDZMDWF93
Mizrahi Tefahot Bank Ltd
BO7663400
3675000.00000000
PA
USD
3220218.75000000
0.030006298032
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
23823899.39000000
0.221993311908
Long
DBT
CORP
US
N
2
2026-09-11
Fixed
2.05000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000TBS4
872111.00000000
PA
USD
809703.26000000
0.007544890339
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.63500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDB4
450000.00000000
PA
415076.05000000
0.003867717266
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
4651986.64000000
0.043347644491
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
6575000.00000000
PA
USD
6439535.34000000
0.060004189653
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CF4
6200000.00000000
PA
USD
5246152.20000000
0.048884134481
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659FAC9
8588032.69000000
PA
USD
7017924.75000000
0.065393676008
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023DG7
25400000.00000000
PA
USD
23077490.80000000
0.215038207195
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DC0
2800000.00000000
PA
USD
2501023.81000000
0.023304772642
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
3130471.82000000
0.029170027785
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
15156446.44000000
0.141229178603
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
1666461.84000000
0.015528246529
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
10508645.68000000
PA
USD
8080293.12000000
0.075292923359
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300UVB571ELWL8972
WFRBS Commercial Mortgage Trust
92890FAU0
2185281.00000000
PA
USD
2129525.30000000
0.019843114949
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
3.99500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BDC89
4094730.86000000
PA
USD
836374.17000000
0.007793412360
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
184973.67000000
0.001723601873
Long
DBT
NUSS
UA
Y
2
2028-06-20
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754RAB2
1722308.00000000
PA
USD
1679672.27000000
0.015651342546
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
5.47768000
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
1792792.02000000
0.016705402905
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
6823417.60000000
0.063581240281
Long
ABS-MBS
CORP
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
13450000.00000000
PA
USD
10357936.73000000
0.096516218507
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
945849.50000000
0.008813513675
Long
ABS-O
CORP
US
N
2
2028-03-10
Fixed
1.27000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179W5C8
118151927.11000000
PA
USD
105206100.80000000
0.980320239235
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92939KAE8
3865000.00000000
PA
USD
3722226.51000000
0.034684053063
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDG2
375000.00000000
PA
USD
335527.88000000
0.003126480014
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AE2
1425000.00000000
PA
USD
1520541.08000000
0.014168543306
Long
DBT
NUSS
PL
N
2
2032-11-16
Fixed
5.75000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AT2
8475000.00000000
PA
USD
6600666.20000000
0.061505622003
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887CH0
430000.00000000
PA
458242.43000000
0.004269945613
Long
DBT
CORP
US
N
2
2023-05-24
Fixed
1.40100000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc
68235PAE8
425000.00000000
PA
USD
417378.80000000
0.003889174505
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
JPMDB Commercial Mortgage Secu
N/A
JPMDB Commercial Mortgage Securities Trust
46646RAQ6
1000000.00000000
PA
USD
821072.00000000
0.007650825316
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.06798600
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754MCB1
21395000.00000000
PA
USD
22457300.26000000
0.209259214019
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
8.59440000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
5300000.00000000
PA
USD
4011294.40000000
0.037377614567
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
4178724.39000000
0.038937742797
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
7751505.00000000
0.072229245055
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
6498252.81000000
0.060551324503
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
4750000.00000000
PA
USD
3011932.73000000
0.028065469511
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAB4
970112.50000000
PA
USD
116413.50000000
0.001084751828
Long
LON
CORP
US
N
3
2026-08-24
Variable
7.56710000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
35186061.36000000
PA
USD
31403246.96000000
0.292618378007
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government International Bond
EK7980957
336050000.00000000
PA
793078.19000000
0.007389976389
Long
DBT
NUSS
HU
N
2
2024-06-26
Fixed
3.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
BZ8026164
385000000.00000000
PA
2833558.70000000
0.026403363698
Long
DBT
CORP
JP
N
2
2042-09-20
Fixed
1.10000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264DAD8
2491361.86000000
PA
USD
1943292.89000000
0.018107784019
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBE2
3800000.00000000
PA
USD
3210522.34000000
0.029915945981
Long
ABS-MBS
CORP
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
26750000.00000000
PA
USD
17994747.74000000
0.167676734289
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
3096492.54000000
0.028853405691
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
3028602.17000000
0.028220796905
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
14600000.00000000
PA
USD
13784064.84000000
0.128441199120
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPJA0
7104681.20000000
PA
USD
7037458.13000000
0.065575689861
Long
ABS-CBDO
USGSE
US
N
2
2052-11-25
Fixed
5.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust
36251SAN8
5235000.00000000
PA
USD
4645052.15000000
0.043283028268
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
6.16800000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
251368.94000000
PA
USD
232493.85000000
0.002166399333
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
665177.48000000
0.006198185669
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
906534.86000000
PA
USD
884533.26000000
0.008242163243
Long
LON
CORP
US
N
2
2027-08-02
Variable
9.38360000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448JAN7
9998439.76000000
PA
USD
8596795.48000000
0.080105740423
Long
ABS-CBDO
USGSE
US
Y
2
2052-10-25
Variable
4.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBF2
3382775.00000000
PA
USD
3191872.15000000
0.029742161774
Long
ABS-MBS
CORP
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
458446.82000000
0.004271850138
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
1025000.00000000
PA
USD
959247.95000000
0.008938361679
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
2488753.15000000
0.023190433490
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
7405352.24000000
0.069003761420
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
4874881.01000000
0.045424594977
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
450000.00000000
PA
USD
447357.33000000
0.004168517238
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.85000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABS3
22975000.00000000
PA
USD
19449045.13000000
0.181228012727
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
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
2309779.50000000
0.021522740362
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.70400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9VU2
14456270.17000000
PA
USD
13438645.32000000
0.125222547883
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
5033836.31000000
PA
USD
4474483.87000000
0.041693657159
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
20000000.00000000
PA
USD
16207948.00000000
0.151027168006
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
BZ9174849
200000.00000000
PA
217072.74000000
0.002022703995
Long
DBT
CORP
US
N
2
2030-10-31
Fixed
4.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BC5
21800000.00000000
PA
496260.16000000
0.004624198359
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
155000.00000000
0.001444304426
Long
DBT
CORP
GB
N
3
2024-07-19
Fixed
7.37500000
Y
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
14275000.00000000
PA
USD
11451860.66000000
0.106709503503
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDN8
27075000.00000000
PA
USD
21080611.79000000
0.196431102721
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
1857356.20000000
0.017307017943
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
6.01800000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co, Inc
17136MAA0
1275000.00000000
PA
USD
1021434.76000000
0.009517824162
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
7380000.00000000
PA
USD
6970641.73000000
0.064953088427
Long
ABS-MBS
CORP
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
4075000.00000000
PA
USD
2831408.21000000
0.026383325232
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
132000000.00000000
PA
803189.97000000
0.007484198896
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
3201552.44000000
0.029832363618
Long
DBT
CORP
MY
Y
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBC1
1895711.44000000
PA
USD
1800818.76000000
0.016780196815
Long
ABS-MBS
CORP
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
662290.55000000
PA
USD
621589.09000000
0.005792024994
Long
ABS-CBDO
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEE0
300000.00000000
PA
271448.44000000
0.002529381828
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
13419863.10000000
0.125047533409
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
4849520.00000000
0.045188278725
Long
ABS-O
CORP
KY
Y
2
2032-01-15
Variable
5.82914000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YHD7
6503620.40000000
PA
USD
6096403.36000000
0.056806853926
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
HYLAND SOFTWARE INC
N/A
Hyland Software, Inc
44908XAT5
481432.42000000
PA
USD
475956.13000000
0.004435003518
Long
LON
CORP
US
N
2
2024-07-01
Variable
7.88360000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BR1814184
425000.00000000
PA
425511.66000000
0.003964957252
Long
DBT
NUSS
GB
N
2
2029-01-31
Fixed
0.50000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CB8
1175000.00000000
PA
USD
886655.60000000
0.008261939405
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KRF8
29600000.00000000
PA
USD
28826235.28000000
0.268605543319
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
6.32768000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UAH4
388737.24000000
PA
USD
195826.38000000
0.001824728435
Long
ABS-MBS
CORP
US
N
3
2049-12-12
Variable
6.07918000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive, Inc
398905AN9
550000.00000000
PA
USD
465536.61000000
0.004337913461
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36265LAD9
9723866.05000000
PA
USD
7775016.60000000
0.072448328332
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
5575000.00000000
PA
USD
4639201.85000000
0.043228514628
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
NCMF Trust
N/A
NCMF Trust
628870AG2
500000.00000000
PA
USD
482837.80000000
0.004499127560
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
7.67061000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBC2
3475000.00000000
PA
USD
2759253.31000000
0.025710979158
Long
DBT
CORP
CA
N
2
2031-10-12
Fixed
2.50000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
4925000.00000000
PA
USD
3883933.46000000
0.036190853474
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
1525000.00000000
PA
USD
1454423.98000000
0.013552458015
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
1359706.56000000
0.012669872279
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384BS7
10000000.00000000
PA
USD
9952515.40000000
0.092738464820
Long
STIV
USGSE
US
N
2
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
5425000.00000000
PA
USD
4993038.06000000
0.046525593366
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
2225000.00000000
PA
USD
1760208.65000000
0.016401788030
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
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
408582.94000000
0.003807213863
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
5193129.40000000
0.048390063095
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
3858394.69000000
PA
USD
3647396.83000000
0.033986783140
Long
ABS-MBS
CORP
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
8395587.33000000
0.078230864154
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBF6
2000000.00000000
PA
USD
1836344.80000000
0.017111231762
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.65800000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAA4
1800000.00000000
PA
USD
1728000.00000000
0.016101664832
Long
DBT
CORP
ID
Y
2
2027-04-14
Fixed
4.76300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBG5
14575000.00000000
PA
USD
14531075.76000000
0.135401916400
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FWNA4
17447519.23000000
PA
USD
2054436.67000000
0.019143432106
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
566560.50000000
0.005279263471
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
4.90054000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
200000.00000000
PA
USD
199085.89000000
0.001855100852
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
4350000.00000000
PA
USD
3946203.55000000
0.036771091968
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
2686000.00000000
PA
USD
2500552.92000000
0.023300384845
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.48218000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
13700000.00000000
PA
USD
11602062.42000000
0.108109097483
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RMM1
42943000.00000000
PA
USD
33002114.19000000
0.307516771670
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
562211.88000000
0.005238742625
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
2.87500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services, Inc
31620MAW6
375000.00000000
PA
386312.63000000
0.003599697042
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
4800000.00000000
PA
USD
4449200.11000000
0.041458060731
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ETGQ3
1024418.08000000
PA
USD
979045.53000000
0.009122837372
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475BC8
7465000.00000000
PA
USD
5916012.50000000
0.055125955103
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
29394187.32000000
0.273897773290
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
1100000.00000000
PA
USD
879542.95000000
0.008195663070
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
2100000.00000000
PA
USD
1723590.48000000
0.016060576514
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAD4
1850000.00000000
PA
USD
1619005.19000000
0.015086041048
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
404428.26000000
0.003768500168
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
1125534.08000000
0.010487831315
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
2515614.31000000
0.023440728279
Long
DBT
CORP
PA
Y
2
2027-07-31
Fixed
4.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
Plains All American Pipeline LP
72650RBN1
475000.00000000
PA
USD
412813.55000000
0.003846635081
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.80000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VFR0
8000000.00000000
PA
USD
6206707.28000000
0.057834676119
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
EG2021475
815000.00000000
PA
624094.56000000
0.005815371197
Long
DBT
NUSS
SG
N
2
2027-03-01
Fixed
3.50000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAC9
1193867.38000000
PA
USD
1068012.15000000
0.009951836618
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.79682000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AV6
2131100.35000000
PA
USD
2094605.26000000
0.019517726766
Long
LON
CORP
US
N
2
2025-03-06
Variable
6.89000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAA5
1200000.00000000
PA
USD
1134937.56000000
0.010575453817
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Variable
3.79040000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust
14686KAB3
5000000.00000000
PA
USD
4551784.50000000
0.042413951625
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
2734468.75000000
0.025480034321
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
2540000.00000000
PA
USD
2334327.56000000
0.021751481469
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.02488300
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
2650000.00000000
PA
USD
2126395.46000000
0.019813950808
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
3000000.00000000
PA
USD
2652630.66000000
0.024717459381
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
9822562.87000000
0.091527555050
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313312AJ9
4475000.00000000
PA
USD
4471811.07000000
0.041668751760
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KUX5
16690000.00000000
PA
USD
16515692.98000000
0.153894764373
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
6.82768000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAA7
3362037.08000000
PA
USD
3140167.18000000
0.029260370052
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAG5
29085000.00000000
PA
USD
27991585.20000000
0.260828196190
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AD3
1043500.00000000
PA
USD
847570.56000000
0.007897741365
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
3.53100000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
026657AR7
425000.00000000
PA
442490.29000000
0.004123165706
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
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
1536974.30000000
0.014321669580
Long
DBT
MUN
US
N
2
2025-07-01
Fixed
4.35300000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone, Inc
053332BA9
5575000.00000000
PA
USD
4325332.42000000
0.040303850066
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.65000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
68269MAB0
21646000.00000000
PA
USD
20682192.37000000
0.192718593483
Long
ABS-O
CORP
US
Y
2
2036-06-16
Variable
4.56664000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
156830AA9
2850000.00000000
PA
USD
2611431.09000000
0.024333557953
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
6560291.50000000
0.061129406791
Long
DBT
NUSS
JP
Y
2
2023-09-27
Fixed
3.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBH8
5000000.00000000
PA
USD
4718119.00000000
0.043963871977
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.02800000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087N59
850000.00000000
PA
562092.32000000
0.005237628554
Long
DBT
NUSS
CA
N
2
2032-06-01
Fixed
2.00000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BJ7876565
1875000.00000000
PA
1009579.12000000
0.009407352206
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
742997.01000000
0.006923315293
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
2970147.17000000
PA
USD
2592274.95000000
0.024155059258
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
7082768.32000000
0.065997894429
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
6.64682000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
2050000.00000000
PA
USD
1987599.85000000
0.018520640396
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
4152309.25000000
0.038691604064
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
1938269.30000000
0.018060973740
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.22800000
N
N
N
N
N
N
SWEDISH GOVERNMENT
ERE94C0BSULG2RM19605
Sweden Government International Bond
EK0417692
11000000.00000000
PA
1046926.87000000
0.009755362016
Long
DBT
NUSS
SE
Y
2
2025-05-12
Fixed
2.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAA4
5000000.00000000
PA
USD
4849184.00000000
0.045185147846
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
5.56786100
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624XAM0
1185000.00000000
PA
USD
1176035.95000000
0.010958412440
Long
ABS-MBS
CORP
US
Y
2
2046-03-10
Fixed
3.14700000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
BM7280605
100000.00000000
PA
84523.79000000
0.000787600542
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
ZO5449301
1000000.00000000
PA
512190.51000000
0.004772638843
Long
DBT
NUSS
NL
Y
2
2052-01-15
Fixed
0.00000000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAE2
5875000.00000000
PA
USD
5073887.35000000
0.047278954575
Long
ABS-O
CORP
US
Y
2
2046-03-26
Fixed
1.87700000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
3000000.00000000
PA
USD
2898405.90000000
0.027007615943
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09990000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
4925000.00000000
PA
USD
4200171.89000000
0.039137592598
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
7275000.00000000
PA
USD
6709366.35000000
0.062518500118
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
3844791.03000000
0.035826120668
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
9400000.00000000
PA
USD
7637233.79000000
0.071164455285
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
2399987.45000000
0.022363306436
Long
DBT
CORP
MX
Y
2
2029-11-19
Fixed
5.45000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654UCC7
19792492.89000000
PA
USD
16170720.04000000
0.150680274410
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power & Light Co
976826BK2
4125000.00000000
PA
USD
3193263.23000000
0.029755123987
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
3348459.00000000
PA
USD
3258031.19000000
0.030358637867
Long
ABS-O
CORP
US
Y
2
2048-12-15
Fixed
3.82000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748WAU0
6238134.18000000
PA
USD
4796617.40000000
0.044695327374
Long
ABS-CBDO
CORP
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
742194.60000000
0.006915838362
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
1653357.30000000
0.015406137206
Long
DBT
NUSS
ES
Y
2
2040-10-31
Fixed
1.20000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAF5
1500000.00000000
PA
USD
1346402.22000000
0.012545901201
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
501614.96000000
PA
USD
494802.41000000
0.004610614909
Long
ABS-MBS
MUN
US
N
2
2034-10-01
Fixed
4.50000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton, Inc
09951LAA1
925000.00000000
PA
USD
819515.43000000
0.007636321052
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
264629.75000000
0.002465844640
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
3790880.00000000
0.035323772673
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
6152831.40000000
0.057332655655
Long
ABS-MBS
CORP
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
692625.65000000
PA
USD
666840.23000000
0.006213679328
Long
ABS-MBS
MUN
US
N
2
2045-05-01
Fixed
4.50000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DN3
3800000.00000000
PA
USD
2389339.03000000
0.022264083467
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
237386.80000000
0.002211992297
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
375092.13000000
0.003495143378
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
1.87500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBU4
1600000.00000000
PA
USD
1518165.74000000
0.014146409667
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
3.25000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659T2B6
2775000.00000000
PA
USD
2030981.71000000
0.018924876605
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
5156144.00000000
0.048045429696
Long
DBT
CORP
LU
Y
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95000XAD9
9148457.61000000
PA
USD
8700449.41000000
0.081071597390
Long
ABS-MBS
CORP
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
956996.87000000
PA
USD
786157.52000000
0.007325488942
Long
ABS-CBDO
CORP
US
Y
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
254900JW7GE35YNJGJ55
Israel Electric Corp Ltd
465077AL9
4525000.00000000
PA
USD
4264812.50000000
0.039739919819
Long
DBT
CORP
IL
Y
2
2028-08-14
Fixed
4.25000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PBB3
1700000.00000000
PA
USD
1670748.29000000
0.015568188069
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
256661.34000000
0.002391594254
Long
ABS-MBS
CORP
US
N
2
2046-01-15
Variable
4.12243100
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
3285000.00000000
PA
USD
2772704.25000000
0.025836316268
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
472730.27000000
0.004404944654
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
549300VDRGYGX9NBTB52
Korea East-West Power Co Ltd
5006EPAL5
2075000.00000000
PA
USD
2006224.98000000
0.018694191091
Long
DBT
CORP
KR
Y
2
2025-05-06
Fixed
3.60000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
2000000.00000000
PA
USD
1645808.00000000
0.015335792126
Long
DBT
CORP
SA
Y
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
2718863.93000000
PA
USD
2600729.51000000
0.024233839635
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAK8
4300000.00000000
PA
USD
3352297.20000000
0.031237017322
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
2286247.69000000
PA
USD
1998759.13000000
0.018624623606
Long
ABS-CBDO
CORP
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
295853.19000000
0.002756787560
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
3579615.00000000
0.033355185740
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
3.61200000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBE4
2350000.00000000
PA
USD
2118705.01000000
0.019742290480
Long
ABS-MBS
CORP
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
2582040.00000000
0.024059689041
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
4746273.40000000
0.044226217297
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
627135.50000000
0.005843706959
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
1119365.72000000
0.010430353963
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.04900000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
BH5574455
21000000.00000000
PA
2989125.81000000
0.027852952508
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
AZ6421871
18900000.00000000
PA
3001945.42000000
0.027972406827
Long
DBT
NUSS
CN
N
2
2049-07-22
Fixed
3.86000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36253PAD4
10504141.11000000
PA
USD
10061780.22000000
0.093756604582
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
2348693.39000000
PA
USD
2287080.12000000
0.021311225426
Long
ABS-MBS
CORP
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
675620.79000000
0.006295497404
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
4084534.78000000
PA
USD
3846875.31000000
0.035845542183
Long
ABS-CBDO
CORP
US
Y
2
2044-12-25
Variable
4.69360000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
325000.00000000
PA
USD
237124.55000000
0.002209548627
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
5351562.50000000
0.049866357467
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
VITALITY RE X LTD
N/A
Vitality Re X Ltd
92850FAA2
3500000.00000000
PA
USD
3499650.00000000
0.032610064427
Long
ABS-O
CORP
KY
Y
2
2023-01-10
Variable
6.08718000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967NU1
15100000.00000000
PA
USD
14140138.30000000
0.131759124762
Long
DBT
CORP
US
N
2
2033-05-24
Fixed
4.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BC5C0
10863289.13000000
PA
USD
1710301.03000000
0.015936744182
Long
ABS-CBDO
USGSE
US
N
2
2050-12-25
Fixed
3.00000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Anthem, Inc
036752AN3
10775000.00000000
PA
USD
8913558.84000000
0.083057370894
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251XAY3
1500000.00000000
PA
USD
1267969.05000000
0.011815053623
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.95418000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
ZQ0637715
14550000.00000000
PA
2115262.39000000
0.019710211826
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35564KEL9
2061000.00000000
PA
USD
2022601.51000000
0.018846789122
Long
ABS-CBDO
CORP
US
Y
2
2033-10-25
Variable
6.02768000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
24703TAG1
5375000.00000000
PA
USD
5256761.02000000
0.048982988453
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBG9
772000.00000000
PA
USD
570779.82000000
0.005318579487
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.51761700
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46590MAS9
5217026.09000000
PA
USD
4961075.66000000
0.046227764748
Long
ABS-MBS
CORP
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
500000.00000000
PA
508797.71000000
0.004741024417
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
1800000.00000000
PA
1824713.06000000
0.017002846126
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
4438070.38000000
PA
USD
4002156.01000000
0.037292462198
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
1.97000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XFG6
7970956.20000000
PA
USD
7543261.55000000
0.070288813206
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
1500000.00000000
PA
USD
1310439.45000000
0.012210796763
Long
ABS-MBS
CORP
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 International Bond
EK7732887
18725000.00000000
PA
928197.80000000
0.008649033491
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
2262290.54000000
PA
USD
2209250.10000000
0.020585998056
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
2289078.18000000
0.021329843535
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
1050000.00000000
PA
USD
920173.72000000
0.008574264367
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
3.15000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BR2
6125000.00000000
PA
USD
4779534.91000000
0.044536151143
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
13633977.05000000
PA
USD
12974519.58000000
0.120897781040
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
15138533.37000000
PA
USD
14117706.34000000
0.131550101671
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320QAG4
2500000.00000000
PA
USD
2320588.50000000
0.021623459630
Long
ABS-MBS
CORP
US
Y
2
2035-05-10
Variable
3.51757800
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SAS
BR8159765
915000.00000000
PA
906066.82000000
0.008442814960
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
9800000.00000000
PA
USD
8282778.70000000
0.077179702840
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
659866.00000000
0.006148692804
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
36152676.00000000
PA
USD
35156063.86000000
0.327587475172
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
6350000.00000000
PA
USD
6140356.53000000
0.057216413655
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
5873694.35000000
0.054731630643
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.87500000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BR7
5450000.00000000
PA
USD
3582525.67000000
0.033382307634
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
1982214.53000000
0.018470459483
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.07039000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAK0
9650000.00000000
PA
USD
6887444.22000000
0.064177846285
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
4885367.90000000
0.045522312794
Long
ABS-MBS
CORP
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
5275000.00000000
PA
USD
3626741.11000000
0.033794311219
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
5264760.35000000
PA
USD
5190048.50000000
0.048361354982
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
8139648.64000000
0.075846003619
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
4.10000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AN9
2000000.00000000
PA
USD
1813665.08000000
0.016899900020
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
1448268.68000000
PA
USD
1425506.10000000
0.013282998517
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.66000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BQ7821821
400000000.00000000
PA
237602.64000000
0.002214003514
Long
DBT
NUSS
KR
N
2
2041-09-10
Fixed
1.87500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAK0
1000000.00000000
PA
USD
945000.00000000
0.008805597955
Long
DBT
CORP
CA
Y
2
2025-08-01
Fixed
3.75000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
362925CB3
7243654.45000000
PA
USD
5791887.02000000
0.053969342328
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Reynolds Group Holdings, Inc
76173FAW7
1269895.91000000
PA
USD
1257590.62000000
0.011718346446
Long
LON
CORP
US
N
2
2026-02-05
Variable
7.63360000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries USA, Inc
D6000EAB8
262181.64000000
PA
USD
260338.50000000
0.002425858373
Long
LON
CORP
US
N
2
2026-03-02
Variable
7.22990000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BJYS8
12111257.20000000
PA
USD
1642066.05000000
0.015300924288
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
13575000.00000000
PA
USD
10869173.99000000
0.101279974879
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
775770.62000000
0.007228702841
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
11038154.55000000
PA
USD
8487442.34000000
0.079086777686
Long
ABS-CBDO
CORP
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
21231955.00000000
0.197841332838
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
5125000.00000000
PA
USD
3931420.81000000
0.036633345021
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ACX0
1600000.00000000
PA
1141861.15000000
0.010639968473
Long
DBT
CORP
CA
N
2
2025-06-02
Fixed
2.60000000
N
N
N
N
N
N
Bank
N/A
BANK
06540BBG3
1000000.00000000
PA
USD
836237.30000000
0.007792136993
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Fixed
3.09300000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
373383.59000000
PA
USD
364770.71000000
0.003398967426
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
3.98550000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ50
88727640.06000000
PA
USD
83229874.07000000
0.775543713144
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691JAS3
5232067.69000000
PA
USD
5018887.09000000
0.046766457033
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
2701707.60000000
0.025174762876
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.14004700
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
733562.49000000
PA
USD
604810.24000000
0.005635678108
Long
ABS-CBDO
CORP
US
Y
2
2051-03-27
Variable
3.00000000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
BCC316NM6
597323.27000000
PA
567224.59000000
0.005285451523
Long
ABS-MBS
CORP
IE
Y
2
2033-08-17
Variable
1.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAQ3
2900000.00000000
PA
USD
2837244.00000000
0.026437703666
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBD0
2850000.00000000
PA
USD
2340943.29000000
0.021813127457
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
16245900.00000000
PA
USD
13051436.19000000
0.121614497171
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374FY45
2030.58000000
PA
USD
2046.54000000
0.000019069850
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
9.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BNY67
4028265.60000000
PA
USD
3525885.69000000
0.032854531028
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
2418000.00000000
PA
USD
2260732.39000000
0.021065714826
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
445069.61000000
PA
USD
430536.62000000
0.004011780297
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 International Bond
BP9145262
735000.00000000
PA
377983.13000000
0.003522081985
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
4830000.00000000
0.045006389548
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
14376947.25000000
0.133965732599
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
5.81800000
N
N
N
N
N
N
GOODYEAR EUROPE BV
529900AJU331P2QORU39
Goodyear Europe BV
BR5232441
205000.00000000
PA
175777.03000000
0.001637906725
Long
DBT
CORP
NL
Y
2
2028-08-15
Fixed
2.75000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BR2469814
1365000.00000000
PA
717425.46000000
0.006685037210
Long
DBT
NUSS
DE
N
3
2052-08-15
Fixed
0.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
2975000.00000000
PA
USD
2619548.31000000
0.024409194965
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
425266.49000000
0.003962672735
Long
DBT
NUSS
GT
Y
2
2027-06-05
Fixed
4.37500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655KCR5
6424769.36000000
PA
USD
5137122.22000000
0.047868182979
Long
ABS-CBDO
CORP
US
Y
2
2052-11-25
Variable
3.00000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AE1
2700000.00000000
PA
USD
2097576.24000000
0.019545410634
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.37500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BC6
5000000.00000000
PA
USD
3723087.70000000
0.034692077712
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
5406399.63000000
0.050377334949
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCK0
5150000.00000000
PA
USD
5159220.71000000
0.048074098766
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.90000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08161CAL5
3000000.00000000
PA
USD
2497408.20000000
0.023271082052
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.22672000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNSY9
38666644.97000000
PA
USD
34090831.88000000
0.317661544437
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
725000.00000000
PA
USD
588630.40000000
0.005484912853
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGNP0
7712926.53000000
PA
USD
6801542.53000000
0.063377406343
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
5925000.00000000
PA
USD
5481422.21000000
0.051076402332
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
6521372.30000000
0.060766754063
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
Verizon Owner Trust
N/A
Verizon Owner Trust
92348CAC5
440000.00000000
PA
USD
419563.32000000
0.003909530066
Long
ABS-O
CORP
US
N
2
2025-04-21
Fixed
0.77000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2C0
1775000.00000000
PA
USD
1608389.29000000
0.014987121103
Long
DBT
CORP
PE
Y
2
2030-07-01
Fixed
3.12500000
N
N
N
N
N
N
LOS ANGELES CNTY CA REDEV REFU
N/A
Los Angeles County Redevelopment Refunding Authority Redev Agency Successor Agy
54465AGY2
4805000.00000000
PA
USD
3985173.30000000
0.037134215726
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
3773000.00000000
0.035157165169
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
Arterra Wines Canada, Inc
N/A
243507.62000000
PA
USD
228592.78000000
0.002130048800
Long
LON
CORP
CA
N
2
2027-11-24
Variable
8.22990000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCV0
3000000.00000000
PA
USD
2405293.20000000
0.022412745908
Long
DBT
NUSS
NO
Y
2
2030-06-14
Fixed
1.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EKK5
26191088.66000000
PA
USD
25561592.65000000
0.238185299439
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co
842587DF1
20000000.00000000
PA
USD
18200000.00000000
0.169589293951
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
15972078.91000000
0.148829317873
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
3.80700000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
ZP5624975
1775000.00000000
PA
947773.18000000
0.008831438704
Long
DBT
NUSS
AU
N
2
2032-05-21
Fixed
1.25000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12636FBP7
4855000.00000000
PA
USD
4356241.00000000
0.040591859091
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.55373000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
EJ7498649
15100000.00000000
PA
693047.57000000
0.006457881762
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
1371773.38000000
0.012782312031
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
45547328.83000000
0.424414249322
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
KOREA SOUTHERN POWER
9884001B6VSIQS4ZY558
Korea Southern Power Co Ltd
50065AAC8
3200000.00000000
PA
USD
2806332.22000000
0.026149664823
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
617355.04000000
0.005752571722
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
2540628.45000000
0.023673812364
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
31315723.80000000
0.291802829056
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
713544.00000000
0.006648869404
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.35500000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAA9
3175000.00000000
PA
USD
3019329.75000000
0.028134395632
Long
DBT
CORP
MY
Y
2
2025-04-06
Fixed
3.62500000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc
BL3650696
1276672.14000000
PA
USD
1231694.98000000
0.011477048462
Long
LON
CORP
US
N
2
2027-07-30
Variable
6.87070000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
236529.75000000
PA
USD
233391.93000000
0.002174767726
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.50000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597BT3
2200000.00000000
PA
USD
1799262.59000000
0.016765696278
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Retail Properties of America, Inc
76131VAB9
5300000.00000000
PA
USD
4665780.96000000
0.043476181249
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
1466953.24000000
PA
USD
1458126.73000000
0.013586960584
Long
ABS-MBS
CORP
US
N
2
2045-07-10
Variable
4.26568000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
8500000.00000000
PA
USD
7216755.34000000
0.067246397952
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
2860070.95000000
0.026650407311
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
4166643.15000000
0.038825168678
Long
ABS-MBS
CORP
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
1286413.80000000
0.011986923520
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Fixed
3.61200000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAD6
6250000.00000000
PA
USD
5817235.25000000
0.054205539494
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
649946.46000000
PA
USD
614212.08000000
0.005723285328
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
3.03937100
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
6275000.00000000
PA
USD
5207764.57000000
0.048526434972
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
5390000.00000000
PA
USD
4847325.10000000
0.045167826443
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
1995114.61000000
PA
USD
1906297.97000000
0.017763061911
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
3158639.63000000
PA
USD
2663317.87000000
0.024817043799
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
4915898.46000000
0.045806799393
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
2731377.79000000
0.025451232468
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DD8
3350000.00000000
PA
USD
2585599.08000000
0.024092852880
Long
DBT
NUSS
KR
N
2
2030-09-21
Fixed
1.25000000
N
N
N
N
N
N
CAMELOT US ACQUISITION LLC
549300U6VBJHQP2SFL81
Camelot US Acquisition
N/A
640256.73000000
PA
USD
631453.20000000
0.005883939689
Long
LON
CORP
US
N
2
2026-10-30
Variable
7.38360000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
QZ0167556
3345000.00000000
PA
3264360.10000000
0.030417611239
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
1944588.80000000
0.018119859429
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
10803297.00000000
0.100666126955
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
BY6602951
200000.00000000
PA
237367.68000000
0.002211814135
Long
DBT
CORP
US
N
2
2025-09-02
Fixed
4.12500000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937FAF8
3476360.94000000
PA
USD
3462324.79000000
0.032262264646
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Fixed
3.56000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
2750000.00000000
PA
USD
2338506.53000000
0.021790421501
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
360835.65000000
PA
USD
338660.28000000
0.003155668009
Long
ABS-CBDO
CORP
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
3856508.70000000
0.035935307008
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
1419700.76000000
PA
USD
1361393.65000000
0.012685592741
Long
LON
CORP
US
N
2
2027-02-15
Variable
7.63360000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AR0
600000.00000000
PA
USD
563857.63000000
0.005254077876
Long
DBT
NUSS
GT
Y
2
2050-06-01
Fixed
6.12500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CN3
7600000.00000000
PA
USD
6436611.68000000
0.059976946717
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
2008288.84000000
PA
USD
1940999.31000000
0.018086412227
Long
ABS-O
CORP
US
Y
2
2048-06-15
Fixed
3.69000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AK5
1675000.00000000
PA
USD
1572477.94000000
0.014652495802
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CER8
6000000.00000000
PA
USD
4745728.80000000
0.044221142663
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
3277854.65000000
0.030543354712
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Fixed
4.10580000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YGU0
7802543.36000000
PA
USD
7304211.30000000
0.068061320727
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings, Inc
65339KBR0
12700000.00000000
PA
USD
10443832.94000000
0.097316607387
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
1866001.60000000
0.017387576585
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
3.67400000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AG6
200000.00000000
PA
USD
189951.50000000
0.001769985756
Long
DBT
CORP
US
N
2
2029-04-22
Fixed
4.12500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBD7
1445000.00000000
PA
USD
1375946.92000000
0.012821201465
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Fixed
3.30900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MFZE6
9050512.49000000
PA
USD
8710583.93000000
0.081166031791
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36254JAA3
1130000.00000000
PA
USD
1002095.75000000
0.009337621467
Long
ABS-MBS
CORP
US
Y
2
2037-09-10
Variable
3.47500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDE9
5775000.00000000
PA
USD
5346298.36000000
0.049817305721
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAD5
200000.00000000
PA
USD
176550.62000000
0.001645115109
Long
DBT
CORP
KR
Y
2
2027-02-14
Fixed
2.75000000
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
C6901LAH0
434714.98000000
PA
USD
428076.88000000
0.003988860210
Long
LON
CORP
CA
N
2
2026-11-19
Variable
6.16470000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia Government International Bond
62987BAB8
1675000.00000000
PA
USD
1565932.96000000
0.014591509069
Long
DBT
NUSS
NA
Y
2
2025-10-29
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust
20753YCK6
17830000.00000000
PA
USD
17788374.08000000
0.165753725317
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
7.02768000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
8325000.00000000
PA
USD
7950265.44000000
0.074081313335
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32300000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AB6
1000000.00000000
PA
USD
960790.11000000
0.008952731669
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
59884.45000000
PA
USD
50744.24000000
0.000472839551
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
BJ3916126
1250000.00000000
PA
675795.34000000
0.006297123877
Long
DBT
NUSS
AU
N
2
2030-12-21
Fixed
1.00000000
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
708402.12000000
0.006600956888
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
833773.91000000
0.007769182896
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
339682.80000000
0.003165195946
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.37500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAB2
2350000.00000000
PA
USD
2308427.96000000
0.021510146586
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
5.25000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAJ0
7305000.00000000
PA
USD
6726319.23000000
0.062676468632
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
7768376.44000000
0.072386454703
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
ZS4387933
500000.00000000
PA
432846.40000000
0.004033303042
Long
DBT
CORP
GB
N
2
2031-05-08
Fixed
1.23100000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HK9
3500000.00000000
PA
USD
3647811.02000000
0.033990642601
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNE82
1098174.48000000
PA
USD
1002289.55000000
0.009339427314
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
ZO8190688
500000.00000000
PA
538357.58000000
0.005016466037
Long
DBT
NUSS
N/A
N
2
2025-12-15
Fixed
0.25000000
N
N
N
N
N
N
Woodward Capital Management
N/A
Woodward Capital Management
74938XAV1
6612448.64000000
PA
USD
5287186.97000000
0.049266500287
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
3.00000000
N
N
N
N
N
N
DIGITAL STOUT HOLDING LL
549300N335X1857YDM81
Digital Stout Holding LLC
AU9275473
400000.00000000
PA
403897.66000000
0.003763555988
Long
DBT
CORP
US
N
2
2030-10-17
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MUXM7
8699242.11000000
PA
USD
8379957.92000000
0.078085227857
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding LV Ltd
55819FAE1
3500000.00000000
PA
USD
3462735.50000000
0.032266091680
Long
ABS-O
CORP
KY
Y
2
2035-07-18
Variable
5.44100000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
5125000.00000000
PA
USD
4939398.59000000
0.046025775792
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
8752650.00000000
0.081558007346
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
20340250.00000000
PA
USD
15910265.59000000
0.148253335604
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
1187603.77000000
0.011066202464
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
3119342.69000000
0.029066325515
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
11228929.03000000
0.104632205825
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
4729905.18000000
PA
USD
4355149.59000000
0.040581689232
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
6.61800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29273RBG3
4725000.00000000
PA
USD
4602236.23000000
0.042884065540
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
819369.20000000
0.007634958467
Long
ABS-MBS
CORP
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
13271861.36000000
PA
USD
12734589.87000000
0.118662093671
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.26100000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
5100000.00000000
PA
USD
3263654.68000000
0.030411038070
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
1090793.63000000
0.010164116569
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
204627.87000000
0.001906741538
Long
DBT
CORP
NL
Y
2
2041-09-09
Fixed
1.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GZU1
28750000.00000000
PA
USD
27554417.16000000
0.256754623704
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EK4996816
202000000.00000000
PA
1650411.37000000
0.015378686756
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
1.40000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
6870000.00000000
PA
USD
6339243.72000000
0.059069663003
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
6.43610000
N
N
N
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
3550000.00000000
PA
USD
2685390.54000000
0.025022718992
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
2107444.50000000
0.019637363999
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.53630000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
18475000.00000000
PA
USD
16750595.97000000
0.156083612298
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
322245.30000000
PA
USD
314280.46000000
0.002928494577
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
4.86871000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83405DAC2
336220.66000000
PA
USD
329986.25000000
0.003074842590
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
5738964.63000000
0.053476206572
Long
ABS-MBS
CORP
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
4450061.40000000
0.041466086311
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
1025253.78000000
PA
USD
866782.46000000
0.008076759637
Long
ABS-CBDO
CORP
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
3697716.52000000
0.034455666695
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
20084227.20000000
0.187146698374
Long
ABS-O
CORP
US
Y
2
2025-06-15
Fixed
1.27000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Magallanes, Inc
55903VAL7
4100000.00000000
PA
USD
3377435.43000000
0.031471257689
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDL0
2350000.00000000
PA
USD
1869841.28000000
0.017423355081
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
4906940.07000000
0.045723324282
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.99800000
N
N
N
N
N
N
2022-12-31
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Principal Financial Officer, Principal Accounting Officer and Treasurer