0001752724-23-193988.txt : 20230828
0001752724-23-193988.hdr.sgml : 20230828
20230828121426
ACCESSION NUMBER: 0001752724-23-193988
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230630
FILED AS OF DATE: 20230828
DATE AS OF CHANGE: 20230828
PERIOD START: 20231231
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: 231212789
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
2023-12-31
2023-06-30
N
10776849299.00
86164480.00
10690684819.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
23870151.00000000
0.00000000
0.00000000
127810693.00000000
USD
UST
Bloomberg US Aggregate
LFI:LHMN0001
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
1220000.00000000
PA
1330004.24000000
0.012440776830
Long
DBT
NUSS
GB
N
2
2028-10-22
Fixed
1.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CHA2
255364000.00000000
PA
USD
248141986.88000000
2.321104691431
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
AO9525475
200000.00000000
PA
240812.71000000
0.002252547091
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.25000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HE6
2040000.00000000
PA
USD
1886593.55000000
0.017647078572
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
941625.00000000
0.008807901607
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
7014195.83000000
0.065610350962
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
1390384.20000000
0.013005567216
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
2415028.69000000
PA
USD
2432217.61000000
0.022750812049
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
583876.64000000
0.005461545727
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
4218543.56000000
PA
USD
3611414.99000000
0.033780950903
Long
ABS-O
CORP
US
Y
2
2051-08-15
Fixed
1.92000000
N
N
N
N
N
N
CIFC Funding Ltd
635400BTAKRBKGRV3X14
CIFC Funding Ltd
12551MAC3
2000000.00000000
PA
USD
1965462.00000000
0.018384809142
Long
ABS-O
CORP
KY
Y
2
2030-11-16
Variable
6.86029000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBE4
9000000.00000000
PA
USD
7955924.40000000
0.074419221356
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAK7
5975000.00000000
PA
USD
5591299.06000000
0.052300663191
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
2806530.46000000
PA
USD
2795610.25000000
0.026149964172
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
711039.28000000
0.006651017142
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
2257053.63000000
0.021112339089
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.23260400
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
6475000.00000000
PA
USD
5833730.25000000
0.054568349444
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
36211481.42000000
0.338719942015
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
5953878.02000000
0.055692204202
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.06655000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Freddie Mac STACR REMIC Trust
35564KKY4
1284796.00000000
PA
USD
1253638.03000000
0.011726452058
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
6.56655000
N
N
N
N
N
N
Bank
N/A
BANK
06650AAJ6
1067340.00000000
PA
USD
903473.64000000
0.008451036161
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.08775900
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJL5
4500000.00000000
PA
USD
4203123.21000000
0.039315752743
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
4.83900000
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
4419757.58000000
0.041342137148
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.83200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGU9
143890000.00000000
PA
USD
141062785.97000000
1.319492514822
Long
DBT
UST
US
N
2
2025-03-31
Fixed
3.87500000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DX7
8225000.00000000
PA
USD
7837295.54000000
0.073309574388
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
1508629.25000000
0.014111624049
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
400000.00000000
PA
USD
381190.40000000
0.003565631261
Long
DBT
CORP
ES
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 7.5 05/08/2172
USD
XXXX
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087H98
875000.00000000
PA
657457.07000000
0.006149812487
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
5075121.81000000
0.047472373341
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
417688.01000000
0.003907027632
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
901166.26000000
0.008429453073
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
4544086.96000000
0.042505106426
Long
DBT
CORP
US
Y
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
NZD230717
NZD230717
1.00000000
NC
USD
-4385.86000000
-0.00004102506
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
391185.72000000
USD
630324.55000000
NZD
2023-07-17
-4385.86000000
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAQ7
9021000.00000000
PA
USD
7809877.53000000
0.073053108030
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
2.66000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
20345000.00000000
PA
USD
15350277.27000000
0.143585537595
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
4396345.17000000
0.041123138923
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
633005.37000000
0.005921092808
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
1435163.21000000
PA
USD
1321090.27000000
0.012357396110
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
6696311.76000000
PA
USD
6197443.50000000
0.057970500533
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
715008.70000000
0.006688146850
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
1268723.25000000
0.011867558266
Long
ABS-MBS
CORP
US
Y
2
2039-09-10
Variable
2.41281000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PDW5
2950000.00000000
PA
USD
2541671.62000000
0.023774638042
Long
DBT
NUSS
DO
Y
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
3260000.00000000
PA
USD
3050844.07000000
0.028537405429
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
445031.37000000
0.004162795719
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
4105966.06000000
0.038406950812
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.60400000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
NZD230717
NZD230717
1.00000000
NC
USD
-4220.92000000
-0.00003948222
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
377914.06000000
USD
608965.99000000
NZD
2023-07-17
-4220.92000000
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
5500000.00000000
PA
USD
4713984.88000000
0.044094320988
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
3213840.36000000
0.030062062575
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
3969047.94000000
0.037126227245
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
230459.37000000
PA
USD
212035.41000000
0.001983366019
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
1794274.20000000
0.016783529122
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
2849991.50000000
0.026658642998
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
2588363.70000000
0.024211392851
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
654435.43000000
PA
USD
655737.76000000
0.006133730168
Long
LON
CORP
CA
N
2
2025-05-31
Variable
3.00000000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur S.A.
29280LAA1
2000000.00000000
PA
USD
1300000.00000000
0.012160119038
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
2812825.85000000
0.026310997823
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
4225000.00000000
PA
USD
3648686.21000000
0.034129583574
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
2341147.50000000
0.021898947912
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.77626600
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
4500000.00000000
PA
USD
3160621.44000000
0.029564256111
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISBDRXIMCHZ70
Freddie Mac STACR REMIC Trust
35564KQC6
4040000.00000000
PA
USD
3915039.16000000
0.036621032480
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
7.56655000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
7810187.34000000
PA
USD
7776659.22000000
0.072742386027
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
2974500.00000000
0.027823287753
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
5056248.36000000
0.047295832265
Long
DBT
CORP
US
Y
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
VMED O2 UK FINAN
213800MRR46ECNGZ7L69
Vmed O2 UK Financing I plc
BQ1812974
1000000.00000000
PA
960436.98000000
0.008983867696
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
1405398.45000000
PA
USD
1398659.56000000
0.013082974418
Long
LON
CORP
US
N
2
2027-02-01
Variable
6.79542000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABL5
3000000.00000000
PA
USD
2753788.20000000
0.025758763321
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
336148.04000000
PA
USD
304354.89000000
0.002846916686
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
2767871.10000000
0.025890493891
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Fixed
3.83700000
N
N
N
N
N
N
SITIOS LATINOAMERICA
5493000FNR3UCEAONM59
America Movil SAB de C.V.
03217KAB4
2300000.00000000
PA
USD
2083067.45000000
0.019484883197
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
217661.20000000
0.002035989309
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
9544970.96000000
0.089283063915
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
4334723.97000000
0.040546738056
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
2092922.55000000
0.019577067189
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
303569.85000000
0.002839573471
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
4.69697900
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
401962.50000000
PA
USD
402501.13000000
0.003764970502
Long
LON
CORP
CA
N
2
2028-08-11
Variable
8.83914000
N
N
N
N
N
N
EXP-IMP IMB
549300NMMHVYCBECJ059
Export-Import Bank of the United States
302155AU0
181.07000000
PA
USD
174.45000000
0.000001631794
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
1963255.20000000
0.018364166872
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CW3
8425000.00000000
PA
USD
8394256.08000000
0.078519348592
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
777115.89000000
0.007269093637
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.98588000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAC7
1114207.63000000
PA
USD
1097841.70000000
0.010269142890
Long
ABS-O
CORP
US
Y
2
2059-12-15
Variable
6.17329000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36258FAS8
1025570.45000000
PA
USD
848235.06000000
0.007934337924
Long
ABS-CBDO
CORP
US
Y
2
2050-05-25
Variable
3.63169900
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAZ8
2250000.00000000
PA
USD
1709134.09000000
0.015987133836
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
13210049.81000000
0.123565983224
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
33133.36000000
PA
USD
32772.04000000
0.000306547621
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
2089569.75000000
0.019545705306
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
365031.66000000
0.003414483414
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
980158.00000000
0.009168336889
Long
ABS-O
CORP
KY
Y
2
2035-07-17
Variable
6.86029000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
5289977.30000000
PA
USD
4107082.30000000
0.038417392052
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
2502010.39000000
PA
USD
1939419.09000000
0.018141205384
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
591865.76000000
0.005536275458
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
970348.02000000
0.009076574947
Long
DBT
NUSS
JP
N
2
2026-03-13
Fixed
0.02000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AL0832686
2665000.00000000
PA
2421003.63000000
0.022645917179
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
1383006.87000000
0.012936560130
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DBA7
16000000.00000000
PA
USD
15872895.04000000
0.148474071668
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.95000000
N
N
N
N
N
N
Bank
N/A
BANK
06540AAC5
1673447.84000000
PA
USD
1432168.96000000
0.013396419258
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
786984.11000000
0.007361400352
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
6225000.00000000
0.058228262318
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
18350000.00000000
PA
USD
16913979.28000000
0.158212308812
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
1473102.48000000
0.013779308855
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
1473165.05000000
0.013779894131
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
2666963.16000000
0.024946607304
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
3763795.16000000
0.035206305524
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
921349.50000000
0.008618245842
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
1333118.07000000
0.012469903402
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
2101060.00000000
0.019653184389
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
6250753.45000000
0.058469158485
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
1227429.64000000
PA
USD
1193540.31000000
0.011164301728
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
4169388.54000000
0.039000200741
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
1442857.37000000
0.013496397980
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
8881156.80000000
0.083073787604
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 International Bond
EK0121898
345000000.00000000
PA
934844.32000000
0.008744475548
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
937670.00000000
0.008770906783
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
440021.97000000
0.004115938103
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
174043.11000000
PA
USD
174521.97000000
0.001632467638
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
8702410.11000000
PA
USD
6745623.59000000
0.063098142955
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
2418923.51000000
0.022626459866
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.61080000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
3425000.00000000
PA
USD
2531279.61000000
0.023677431828
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
988400N0YW2A27V3D553
Korea East-West Power Co Ltd
5006EPAK7
3000000.00000000
PA
USD
2795032.41000000
0.026144559093
Long
DBT
CORP
KR
Y
2
2025-05-06
Fixed
1.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAK8
4225000.00000000
PA
USD
3245584.29000000
0.030358993319
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
903105.00000000
0.008447587926
Long
DBT
CORP
LU
Y
2
2031-04-27
Fixed
4.50000000
N
N
N
N
N
N
EIG PEARL HOLDINGS SARL
549300KIMRL45BWA5H76
EIG Pearl Holdings Sarl
28249NAA9
3000000.00000000
PA
USD
2554110.00000000
0.023890985874
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BW5
2900000.00000000
PA
USD
2571046.79000000
0.024049411553
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
2210059.22000000
0.020672756305
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.44334200
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ZM3783796
119300000.00000000
PA
897240.54000000
0.008392732132
Long
DBT
NUSS
JP
N
2
2052-12-20
Fixed
1.60000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
EI9396645
3100000.00000000
PA
999540.62000000
0.009349640709
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
4537014.67000000
PA
USD
4307414.05000000
0.040291282765
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.24300000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAF7
217687.50000000
PA
USD
214981.64000000
0.002010924871
Long
LON
CORP
US
N
2
2027-02-12
Variable
6.64629000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
210078.19000000
PA
USD
187413.48000000
0.001753054020
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
4515093.00000000
0.042233898730
Long
EP
CORP
US
N
1
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAA3
7750000.00000000
PA
USD
6230726.43000000
0.058281826987
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
3770827.57000000
PA
USD
3700427.01000000
0.034613563795
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
420448.17000000
0.003932845997
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
6.01897000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAM4
350000.00000000
PA
USD
332490.73000000
0.003110097581
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
926585.90000000
0.008667226802
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.41990700
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312VAD8
6611283.56000000
PA
USD
6251919.31000000
0.058480063867
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
1982572.42000000
PA
USD
1898979.43000000
0.017762935323
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
3.35626300
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
1280000.00000000
PA
USD
1281296.12000000
0.011985164109
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
3034127.14000000
0.028381036307
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
5587365.21000000
0.052263866203
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
28842620.70000000
0.269792077760
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
2357459.93000000
0.022051533366
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
527037.60000000
0.004929876887
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
9397218.00000000
PA
USD
8635160.94000000
0.080772757650
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
2557722.00000000
0.023924772297
Long
ABS-MBS
CORP
US
Y
2
2039-07-11
Variable
3.42653300
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
BP5739662
450000.00000000
PA
425658.96000000
0.003981587402
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
3795072.91000000
PA
USD
485539.73000000
0.004541708395
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
41634088.89000000
0.389442674579
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
4780978.73000000
0.044720977289
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
68085.34000000
0.000636866030
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
1655882.90000000
0.015489025521
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
3948543.89000000
PA
USD
3598901.16000000
0.033663897317
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
2544657.82000000
0.023802570771
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
13136893.23000000
0.122881681130
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
887024.90000000
0.008297175672
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
ANADOLU EFES BIR
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS.
032523AB8
2600000.00000000
PA
USD
2093577.67000000
0.019583195140
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGZ8
109835000.00000000
PA
USD
106642920.31000000
0.997531235047
Long
DBT
UST
US
N
2
2030-04-30
Fixed
3.50000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CP2
5575000.00000000
PA
USD
4790805.22000000
0.044812893665
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
3299780.44000000
PA
USD
2773768.05000000
0.025945653594
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
653016.98000000
0.006108280162
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
384986.24000000
PA
USD
378300.12000000
0.003538595762
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
2548047.34000000
0.023834276130
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
2389302.76000000
0.022349389215
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
36297195.06000000
PA
USD
5538483.73000000
0.051806631883
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
1532750.71000000
0.014337254684
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
1184048.44000000
0.011075515367
Long
DBT
NUSS
GR
Y
2
2030-06-18
Fixed
1.50000000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust
68268VAA3
9000000.00000000
PA
USD
8798754.60000000
0.082303002557
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
4763338.26000000
0.044555969431
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
4361164.52000000
0.040794061314
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
1541040.14000000
PA
USD
1482311.25000000
0.013865447116
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
15731491.59000000
0.147151392603
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
11887867.29000000
PA
USD
11674883.07000000
0.109206129145
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
3800000.00000000
PA
USD
3705199.08000000
0.034658201441
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
4691624.69000000
0.043885165164
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
5917500.00000000
0.055351926468
Long
DBT
CORP
US
N
2
N/A
Fixed
5.90000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
BN5127343
625000.00000000
PA
534736.43000000
0.005001891263
Long
DBT
NUSS
ES
Y
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
504464.64000000
PA
USD
495138.50000000
0.004631494692
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
4080773.69000000
0.038171302952
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
3206841.25000000
PA
USD
2489757.55000000
0.023289037065
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
EK0414632
400000.00000000
PA
443755.55000000
0.004150861778
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
8250000.00000000
PA
USD
8306351.96000000
0.077697098928
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
2184283.56000000
0.020431652386
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
1051491.56000000
0.009835586567
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
719346.10000000
0.006728718619
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
1125000.00000000
PA
260698.13000000
0.002438554072
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
3181924.40000000
0.029763522672
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
3104670.64000000
0.029040895813
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
8200000.00000000
PA
USD
8140924.08000000
0.076149696841
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
4.80000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2S1
16375000.00000000
PA
USD
14592267.01000000
0.136495156830
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
479064.01000000
0.004481134914
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
6083309.70000000
0.056902900076
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
JP Morgan Mortgage Trust
46655NBX7
6895061.44000000
PA
USD
5581299.19000000
0.052207125029
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
23496079.75000000
PA
USD
23039878.22000000
0.215513585987
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
1888480.80000000
0.017664731791
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
1525000.00000000
PA
1343088.58000000
0.012563166932
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
4243757.99000000
0.039695847944
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
795660.43000000
PA
USD
729327.73000000
0.006822086165
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
1.79000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Weingarten Realty Investors
948741AK9
3025000.00000000
PA
USD
3001608.13000000
0.028076855513
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAB0
18955000.00000000
PA
USD
19367347.07000000
0.181160958328
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.56655000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu, Inc
056752AV0
1550000.00000000
PA
USD
1362238.38000000
0.012742292968
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
2894486.16000000
0.027074843277
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
412802.80000000
0.003861331682
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
EUR230714
EUR230714
1.00000000
NC
USD
1304195.46000000
0.012199363109
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
73296028.51000000
EUR
81342598.45000000
USD
2023-07-14
1304195.46000000
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Fuel Corp
70137TAP0
500000.00000000
PA
USD
482404.10000000
0.004512377908
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
6388696.02000000
PA
USD
6308992.50000000
0.059013922932
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
3075751.02000000
0.028770383488
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
4441604.85000000
0.041546495151
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
1182655.22000000
0.011062483274
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
2654408.25000000
0.024829169458
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
26466950.00000000
PA
USD
22754166.25000000
0.212841054013
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
17327CAR4
1725000.00000000
PA
USD
1740028.80000000
0.016276121029
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
035240AQ3
16850000.00000000
PA
USD
16776809.67000000
0.156929232823
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
5394410.00000000
0.050458975185
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAE7
703956.09000000
PA
USD
668706.54000000
0.006255039329
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
1436506.83000000
PA
USD
1270117.09000000
0.011880596159
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
3337314.75000000
0.031217034329
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Variable
2.86797500
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
5500000.00000000
PA
USD
4535468.80000000
0.042424492694
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
26330956.88000000
0.246298130810
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DR8
16075000.00000000
PA
USD
16095503.82000000
0.150556340332
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
SAN JOSE CA REDEV AGY SUCCESSO
N/A
San Jose Redevelopment Agency
798170AN6
6360000.00000000
PA
USD
5667873.00000000
0.053016931056
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
5498885.87000000
PA
USD
4262430.04000000
0.039870505137
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
84570.26000000
0.000791064945
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
6977176.82000000
0.065264077448
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
4926487.50000000
0.046082057262
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
3711680.74000000
0.034718830485
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
2362752.16000000
0.022101036556
Long
DBT
CORP
GB
Y
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBQ0
1250000.00000000
PA
USD
1200785.61000000
0.011232073813
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
7964386.36000000
PA
USD
7659246.43000000
0.071644114101
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Cayuga Park CLO, Ltd.
549300SVH2QJEV4A2G21
Cayuga Park CLO Ltd
149791AS4
4150000.00000000
PA
USD
4036310.75000000
0.037755399381
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
3785524.76000000
0.035409562849
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
7950000.00000000
PA
USD
7140964.04000000
0.066796132903
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384KG3
5000000.00000000
PA
USD
4973641.70000000
0.046523134712
Long
STIV
USGSE
US
N
2
N
N
N
TESCO CORP TREASURY SERV
21380018AJDKNF3A6712
Tesco Corporate Treasury Services plc
BH9923674
500000.00000000
PA
511546.57000000
0.004784974757
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
3294174.00000000
0.030813498440
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
3330059.36000000
0.031149167863
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
247786.52000000
0.002317779676
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
426667.48000000
0.003991021035
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
988402.26000000
0.009245453184
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
1950000.00000000
PA
USD
1906125.00000000
0.017829774539
Long
DBT
KY
Y
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
73928QAB4
3350000.00000000
PA
USD
2983293.69000000
0.027905543382
Long
DBT
CORP
IN
Y
2
2030-04-23
Fixed
3.95000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46593FAP7
7552185.54000000
PA
USD
6137779.00000000
0.057412402515
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
5282152.61000000
PA
USD
4377506.33000000
0.040946921587
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
903021.49000000
0.008446806778
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
437655.71000000
PA
USD
447046.16000000
0.004181641939
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
928868.93000000
0.008688582122
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
10221624.56000000
PA
USD
10053385.00000000
0.094038737182
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
5794302.90000000
0.054199548467
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
6086586.09000000
0.056933547224
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
716792.78000000
0.006704835023
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
1626716.66000000
0.015216206328
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
4185187.13000000
0.039147979767
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
339070.88000000
0.003171647894
Long
DBT
CORP
CZ
N
2
2026-12-02
Fixed
0.87500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262AAL8
94325954.98000000
PA
USD
659800.62000000
0.006171733908
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.15048100
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding, Inc Trust
74932BAG8
2000000.00000000
PA
USD
1696271.60000000
0.015866818905
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
4651747.30000000
0.043512154541
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
12203578.39000000
PA
USD
11451922.17000000
0.107120566772
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
JP Morgan Mortgage Trust
46654VAC7
2660883.52000000
PA
USD
2020597.25000000
0.018900540837
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
49269120.16000000
PA
USD
44997967.82000000
0.420908188594
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
6784740.17000000
0.063464037008
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
6.96655000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
2950000.00000000
PA
USD
2934010.82000000
0.027444554485
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
510355.51000000
0.004773833656
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
244987.03000000
0.002291593421
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
953521.80000000
0.008919183533
Long
DBT
NUSS
CA
Y
2
2026-12-15
Fixed
1.10000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSD8
4137058.65000000
PA
USD
4065558.82000000
0.038028984006
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
31507090.50000000
PA
USD
25832948.01000000
0.241639786855
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
6596612.68000000
0.061704304183
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
333180.15000000
0.003116546373
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
7126311.20000000
0.066659071150
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield plc
23340DAP7
412555.72000000
PA
USD
409719.40000000
0.003832489751
Long
LON
CORP
US
N
2
2025-08-21
Variable
7.96697000
N
N
N
N
N
N
REYNOLDS CONSUMER PRODUC
549300DWNZYMOSR1X343
Reynolds Consumer Products LLC
76171JAB7
297075.77000000
PA
USD
297109.93000000
0.002779147781
Long
LON
CORP
US
N
2
2027-02-04
Variable
6.95249000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAL4
2197255.00000000
PA
USD
1808270.77000000
0.016914452166
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
830835.00000000
0.007771578847
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
1928574.72000000
0.018039767822
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
3897428.76000000
0.036456305896
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
1131488.66000000
PA
USD
1139569.56000000
0.010659462693
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654FAQ1
10462409.50000000
PA
USD
280642.63000000
0.002625113683
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
0.50000000
N
N
N
N
N
N
H&E EQUIPMENT SERVICES
254900KVLRCDMQRYY541
H&E Equipment Services, Inc
404030AJ7
3075000.00000000
PA
USD
2662274.42000000
0.024902749122
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
13271166.29000000
PA
USD
11837412.65000000
0.110726420714
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AC5
2734675.39000000
PA
USD
2421202.83000000
0.022647780483
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
1809662.92000000
0.016927474251
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
126756.49000000
PA
USD
117123.02000000
0.001095561434
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
5661672.16000000
0.052958928785
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
8631838.50000000
PA
USD
8027692.24000000
0.075090533262
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
2125920.00000000
0.019885723281
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
6431483.88000000
0.060159699672
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
19290027.86000000
0.180437719253
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
6930781.20000000
0.064830095708
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
1622497.90000000
0.015176744310
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.90000000
N
N
N
N
N
N
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
933MFSII9
1434400.50000000
PA
USD
1436021.37000000
0.013432454462
Long
LON
CORP
NL
N
2
2026-07-21
Variable
7.75348000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US ULTRA BOND CBT Sep23
N/A
500.00000000
NC
USD
68109375.00000000
0.637090852018
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US ULTRA BOND CBT Sep23
2023-09-20
67563181.00000000
USD
546194.00000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
1925000.00000000
PA
USD
1672526.70000000
0.015644710589
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
COP230718
COP230718
1.00000000
NC
USD
-6171.11000000
-0.00005772417
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
3109182909.00000000
COP
734454.97000000
USD
2023-07-18
-6171.11000000
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BW2033619
1050000000.00000000
PA
791982.22000000
0.007408152362
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
892983.81000000
0.008352914945
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
1411320.11000000
0.013201400414
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
87596.56000000
PA
USD
80653.74000000
0.000754430060
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
6929636.29000000
0.064819386291
Long
ABS-O
CORP
US
Y
2
2024-07-01
Variable
8.41528000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXA7
3500000.00000000
PA
USD
3054151.73000000
0.028568345075
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CHC8
139476000.00000000
PA
USD
134507167.50000000
1.258171667926
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NBL8
3052913.20000000
PA
USD
2331692.68000000
0.021810508115
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
2.82278900
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384LD9
12500000.00000000
PA
USD
12397585.50000000
0.115966242667
Long
STIV
USGSE
US
N
2
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AZ9
3400000.00000000
PA
USD
2778003.83000000
0.025985274816
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
2.60000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
BT5908418
2900000.00000000
PA
2513504.88000000
0.023511168110
Long
DBT
NUSS
BE
Y
2
2032-06-22
Fixed
0.35000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
EUR230714
EUR230714
1.00000000
NC
USD
-5092.27000000
-0.00004763277
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
533663.88000000
USD
484045.14000000
EUR
2023-07-14
-5092.27000000
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot Finance S.A.
L2000AAC4
265223.22000000
PA
USD
265156.91000000
0.002480261222
Long
LON
CORP
LU
N
2
2026-10-30
Variable
8.21697000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383V7U6
5187331.94000000
PA
USD
4724683.14000000
0.044194391846
Long
ABS-CBDO
USGSE
US
N
2
2053-02-20
Fixed
4.50000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
AU6699071
300000.00000000
PA
283245.37000000
0.002649459550
Long
DBT
CORP
FR
N
2
2030-10-02
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF CAMEROON
54930021BO6NHYGBBV24
Republic of Cameroon International Bond
BQ3349835
425000.00000000
PA
330990.25000000
0.003096062185
Long
DBT
NUSS
CM
Y
2
2032-07-07
Fixed
5.95000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990GJY9
10605000.00000000
PA
USD
9887599.32000000
0.092487988257
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
4.29400000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
8025000.00000000
PA
USD
7789905.86000000
0.072866294272
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CP8
3352000.00000000
PA
USD
2717896.96000000
0.025423038898
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
1726867.31000000
0.016153009271
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.61457500
N
N
N
N
N
N
SABIC CAPITAL II BV
2138005PCUTH59D4RJ83
SABIC Capital II BV
78520LAA8
250000.00000000
PA
USD
248205.00000000
0.002321694112
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
8056027.94000000
0.075355583635
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
2896199.80000000
0.027090872559
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.15000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
BQ3977775
960000.00000000
PA
557710.36000000
0.005216787974
Long
DBT
NUSS
FR
Y
2
2053-05-25
Fixed
0.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
Springleaf Finance Corp
85172FAR0
550000.00000000
PA
USD
467581.16000000
0.004373725050
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.37500000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
1624860.53000000
PA
USD
1491177.24000000
0.013948379035
Long
ABS-CBDO
CORP
US
N
2
2045-08-19
Variable
5.77657000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
700000.00000000
PA
709546.48000000
0.006637053584
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.34200000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
THB230714
THB230714
1.00000000
NC
USD
19484.05000000
0.000182252590
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
25359379.88000000
THB
735777.47000000
USD
2023-07-14
19484.05000000
N
N
N
LOS ANGELES CA WSTWTR SYS REVE
N/A
City of Los Angeles CA Wastewater System Revenue
53945CHK9
3995000.00000000
PA
USD
3606566.55000000
0.033735598898
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
2592512.00000000
0.024250195790
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
1810984.60000000
0.016939837163
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
183803.04000000
0.001719282189
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
4526243.00000000
0.042338195135
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
7295853.00000000
0.068244954589
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
6.46400000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
9000000.00000000
PA
USD
7672500.00000000
0.071768087170
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
750274.89000000
PA
USD
741162.28000000
0.006932785808
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
6.25043000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
ZO4152757
300000.00000000
PA
286554.67000000
0.002680414537
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
83288306.25000000
0.779073629614
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
296130.53000000
0.002769986535
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.36374000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus UK DAC
BCC31TYH5
422875.85000000
PA
511727.88000000
0.004786670720
Long
ABS-MBS
CORP
IE
Y
2
2031-08-17
Variable
6.21897000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
1445511.21000000
PA
USD
1430960.04000000
0.013385111096
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGR6
2765000.00000000
PA
USD
2768024.22000000
0.025891926166
Long
DBT
UST
US
N
2
2026-03-15
Fixed
4.62500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAF3
1325000.00000000
PA
USD
1168618.60000000
0.010931185604
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
1908513.50000000
0.017852116420
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
2569259.29000000
0.024032691389
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
5687874.31000000
0.053204022064
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABHJ4
4382086.81000000
PA
USD
4283839.46000000
0.040070767518
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
11356841.48000000
PA
USD
8803190.94000000
0.082344499805
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
2824232.48000000
PA
USD
2768774.61000000
0.025898945267
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
28104408.53000000
PA
USD
23065318.43000000
0.215751552127
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
740349.18000000
0.006925180122
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
10806479.36000000
PA
USD
8912401.46000000
0.083366048208
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
2442986.69000000
PA
USD
2142832.06000000
0.020043917637
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
347735.00000000
PA
USD
334262.01000000
0.003126666024
Long
LON
CORP
US
N
2
2028-04-12
Variable
8.49699000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
5000000.00000000
PA
USD
3838182.50000000
0.035902120069
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
7.44300000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance LLC
04636NAA1
7350000.00000000
PA
USD
6632221.42000000
0.062037386119
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
2803910.40000000
0.026227603259
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
7227221.48000000
0.067602979625
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
26798941.48000000
PA
USD
22909908.84000000
0.214297860500
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
4793890.70000000
PA
USD
4423973.19000000
0.041381569702
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
6447493.50000000
0.060309452660
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142FE8
7400000.00000000
PA
USD
7217022.35000000
0.067507577598
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
4.50000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
AS9078385
1325000.00000000
PA
1294768.56000000
0.012111184474
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
306016.80000000
0.002862462089
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
1838542.66000000
0.017197613540
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
179072.57000000
0.001675033667
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
2171950.00000000
0.020316285034
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BV9824384
3700000.00000000
PA
3293521.67000000
0.030807396586
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
530628.90000000
0.004963469683
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
362665.72000000
PA
USD
362968.55000000
0.003395185211
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.45249000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S20
6460000.00000000
PA
USD
6043824.19000000
0.056533555074
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
1037727.50000000
0.009706838407
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
3520825.54000000
0.032933582830
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
5570946.76000000
0.052110289044
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
4956286.22000000
0.046360792633
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.99650000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECR0
4850000.00000000
PA
USD
4916291.89000000
0.045986688161
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
5.15000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BJ0
3875000.00000000
PA
USD
3498621.25000000
0.032725885284
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
397447.53000000
0.003717699443
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAJ4
26865000.00000000
PA
USD
20019419.20000000
0.187260400422
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
1677195.12000000
0.015688378699
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
2212780.50000000
0.020698210988
Long
ABS-O
CORP
KY
Y
2
2034-07-20
Variable
6.90043000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
3700000.00000000
PA
USD
3657335.23000000
0.034210485969
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
15664165.46000000
0.146521628176
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS40V1-5 Year Index
N/A
1.00000000
NC
USD
-4418717.67000000
-0.04133240989
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
USD 3M FOR STANDARD CREDIT INDICES
2I65BRZI4
Y
Credit Event as Specified in Contract
2028-06-20
0.00000000
USD
225000.00000000
USD
150000000.00000100
USD
-3975736.24000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754NAK1
30200000.00000000
PA
USD
31142674.88000000
0.291306641316
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.91655000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
PolyOne Corp
73179YAK3
437595.71000000
PA
USD
438908.50000000
0.004105522774
Long
LON
CORP
US
N
2
2026-01-30
Variable
8.10542000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
896767.65000000
PA
USD
748915.86000000
0.007005312313
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
7450831.95000000
0.069694618035
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
465742.26000000
0.004356524094
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
52605011.95000000
PA
USD
51599244.10000000
0.482656115801
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
5720948.73000000
PA
USD
4940624.48000000
0.046214293692
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
3000000.00000000
PA
USD
2118398.76000000
0.019815370070
Long
DBT
CORP
CL
Y
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
7921375.00000000
PA
USD
7384408.75000000
0.069073299559
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
495651.57000000
0.004636293917
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
8411885.84000000
0.078684256270
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508CC6
4000000.00000000
PA
USD
4052354.40000000
0.037905470684
Long
DBT
CORP
US
N
2
2053-03-14
Fixed
5.00000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
4125000.00000000
PA
USD
3958119.00000000
0.037023998621
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.10000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
ZL8877116
2610000.00000000
PA
585207.24000000
0.005473992077
Long
DBT
NUSS
MY
N
2
2053-03-31
Fixed
4.45700000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55400DAA9
4510474.50000000
PA
USD
4185584.12000000
0.039151693187
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
3695507.63000000
0.034567548221
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
405857.92000000
0.003796369707
Long
DBT
CORP
DE
N
2
2025-07-25
Fixed
4.40000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo, Inc
92940PAD6
3600000.00000000
PA
USD
3481894.58000000
0.032569425055
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
449851.67000000
0.004207884505
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
1100000.00000000
PA
USD
1090333.16000000
0.010198908474
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
6505488.83000000
0.060851937365
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
899568.87000000
PA
USD
899577.87000000
0.008414595371
Long
LON
CORP
US
N
2
2026-07-01
Variable
6.97243000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust
59020U4M4
523128.52000000
PA
USD
486535.68000000
0.004551024450
Long
ABS-O
CORP
US
N
2
2037-01-25
Variable
2.27838000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XCX2
20000000.00000000
PA
USD
18840472.00000000
0.176232601736
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
2369419.50000000
0.022163402439
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
2252136.98000000
0.021066349051
Long
DBT
CORP
MX
Y
2
2047-11-10
Fixed
4.70000000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAG3
967725.00000000
PA
USD
34673.59000000
0.000324334601
Long
LON
CORP
US
N
2
2026-08-24
Variable
10.49638000
Y
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAR7
2500000.00000000
PA
USD
1947074.48000000
0.018212813425
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.65000000
N
N
N
N
N
N
DARTMOUTH-HITCH HEALTH
N/A
Dartmouth-Hitchcock Health
23745QAA2
4105000.00000000
PA
USD
3279244.03000000
0.030673844431
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
3367438.65000000
0.031498811413
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
18182389.68000000
0.170076940699
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
15075000.00000000
PA
USD
15547250.00000000
0.145428008244
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.06655000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AH4
125000.00000000
PA
USD
123089.16000000
0.001151368336
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AH9
600000.00000000
PA
USD
570531.25000000
0.005336713780
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
789045.06000000
0.007380678350
Long
DBT
NUSS
PY
Y
2
2050-03-30
Fixed
5.40000000
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAA1
2215000.00000000
PA
USD
2199207.05000000
0.020571245782
Long
DBT
NUSS
PL
Y
2
2033-05-22
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QY7
6000000.00000000
PA
USD
4935234.36000000
0.046163874845
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KSJ9
3480000.00000000
PA
USD
3471999.83000000
0.032476870179
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
9.81655000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAU0
5573947.36000000
PA
USD
5341513.76000000
0.049964187051
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
4741126.96000000
0.044348206314
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
2439061.02000000
0.022814824880
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BT2450315
380000.00000000
PA
339203.64000000
0.003172889723
Long
DBT
NUSS
DE
N
2
2032-02-15
Fixed
0.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBJ4
2000000.00000000
PA
USD
1829340.80000000
0.017111539915
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.49043200
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KYP8
31100000.00000000
PA
USD
32693274.77000000
0.305810856119
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.56655000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938WAY7
14905461.11000000
PA
USD
11605476.98000000
0.108556908902
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
9439092.90000000
0.088292687136
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Corp Trust
36266CAJ5
3000000.00000000
PA
USD
2856686.25000000
0.026721265273
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
7.94329100
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AS4
852000.00000000
PA
USD
782194.55000000
0.007316599107
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
23665626.60000000
PA
USD
19418513.50000000
0.181639565928
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
2400750.00000000
0.022456465985
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
2769351.00000000
0.025904336783
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.69390000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AS3
2800000.00000000
PA
USD
1988000.00000000
0.018595628190
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCU3
8770000.00000000
PA
USD
8698121.17000000
0.081361683720
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
3433806.55000000
PA
USD
3390978.47000000
0.031719001424
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
1615828.65000000
PA
USD
1627397.19000000
0.015222571963
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
2652778.10000000
0.024813921137
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
3.77900000
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
20000000.00000000
PA
USD
18846122.00000000
0.176285451484
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
7865728.70000000
0.073575536396
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
3656583.91000000
PA
USD
3501897.98000000
0.032756535612
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
4769538.98000000
0.044613970580
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
4000000.00000000
PA
USD
3342696.48000000
0.031267374696
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
213133.60000000
0.001993638420
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
328970.53000000
0.003077169849
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
6200000.00000000
PA
USD
5312801.08000000
0.049695610430
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
2210802.97000000
0.020679713296
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
681801.31000000
0.006377526992
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
5628672.00000000
0.052650247344
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
2420259.32000000
0.022638954949
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
3511891.69000000
PA
USD
3496832.70000000
0.032709155299
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
2351250.00000000
0.021993446068
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
EUR230714
EUR230714
1.00000000
NC
USD
-740.05000000
-0.00000692238
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
246250.00000000
EUR
268162.06000000
USD
2023-07-14
-740.05000000
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179W5B0
727248.30000000
PA
USD
629820.05000000
0.005891297523
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
1630793.48000000
PA
USD
1599194.28000000
0.014958763700
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc
55903VBD4
18225000.00000000
PA
USD
15361256.72000000
0.143688238687
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
1237371.27000000
PA
USD
1247639.16000000
0.011670339001
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46652VBW4
2410736.94000000
PA
USD
1840190.00000000
0.017213022656
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.88167100
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
30950000.00000000
PA
USD
24696049.25000000
0.231005306658
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
123617.18000000
PA
USD
115489.35000000
0.001080280187
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
2842140.00000000
0.026585200556
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
895608.59000000
PA
1021655.46000000
0.009556501545
Long
ABS-MBS
CORP
IE
Y
2
2033-11-20
Variable
7.64665000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAY5
1200000.00000000
PA
USD
1198014.24000000
0.011206150590
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
1242597.65000000
PA
USD
1240851.80000000
0.011606850459
Long
LON
CORP
US
N
2
2027-09-07
Variable
6.95249000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
511145.44000000
PA
USD
448026.65000000
0.004190813381
Long
LON
CORP
US
N
2
2027-04-15
Variable
7.69329000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXN6
3100000.00000000
PA
USD
2322706.00000000
0.021726447269
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
CAD230714
CAD230714
1.00000000
NC
USD
-276004.25000000
-0.00258172656
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
13732715.78000000
CAD
10092556.66000000
USD
2023-07-14
-276004.25000000
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89115A2J0
11700000.00000000
PA
USD
11491286.63000000
0.107488779480
Long
DBT
CORP
CA
N
2
2024-09-13
Fixed
4.28500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBM1
5205000.00000000
PA
USD
5003323.43000000
0.046800775766
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
34048560.12000000
0.318488110878
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
4409164.50000000
0.041243050138
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.20402600
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264TAD3
7375140.94000000
PA
USD
5969905.92000000
0.055842128180
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
2868214.57000000
0.026829100460
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
1545936.63000000
0.014460594958
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
2124275.75000000
0.019870343069
Long
ABS-MBS
USGSE
US
Y
2
2037-09-10
Variable
3.59910000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Sunoco Logistics Partners Operations LP
86765BAV1
775000.00000000
PA
USD
683063.58000000
0.006389334187
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
12890000.00000000
PA
USD
13597787.32000000
0.127192855745
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
9.81655000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBQ9
200000.00000000
PA
USD
149057.62000000
0.001394275694
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
2974628.97000000
0.027824494130
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
1180300.11000000
0.011040453721
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
4987517.12000000
PA
USD
4326253.65000000
0.040467507210
Long
ABS-O
CORP
US
Y
2
2069-05-15
Fixed
0.84000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BJ8830264
485000.00000000
PA
499345.94000000
0.004670850824
Long
DBT
NUSS
GB
N
2
2028-01-31
Fixed
0.12500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BS3661698
4315000.00000000
PA
3929149.66000000
0.036753021219
Long
DBT
CORP
IT
N
2
2029-02-15
Fixed
0.45000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
2240000.00000000
PA
USD
1975967.15000000
0.018483073661
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.80000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc
28622HAC5
4750000.00000000
PA
USD
4606215.03000000
0.043086248523
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.12500000
N
N
N
N
N
N
SPIN HOLDCO INC
549300QAS44U2GUXGK45
Spin Holdco, Inc
84850XAK8
549750.95000000
PA
USD
474553.27000000
0.004438941733
Long
LON
CORP
US
N
2
2028-03-04
Variable
9.23034000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
3000000.00000000
PA
USD
2309340.00000000
0.021601422538
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
9757661.18000000
0.091272554987
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
9070200.00000000
0.084842085923
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.20323000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
12429EAA5
2360000.00000000
PA
USD
1796276.71000000
0.016802260476
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
20873665.19000000
PA
USD
18458909.43000000
0.172663489220
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
839219.42000000
0.007850006189
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
1987802.20000000
0.018593777981
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
1427851.80000000
0.013356036813
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
1372807.57000000
0.012841156513
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
3564208.27000000
0.033339382184
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
632490.07000000
PA
USD
567120.89000000
0.005304813485
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
1574078.11000000
0.014723828610
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
5396113.20000000
0.050474906812
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
1066184.15000000
PA
USD
1059627.54000000
0.009911690017
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
3533657.94000000
0.033053616300
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
ZK3488168
300000.00000000
PA
324059.43000000
0.003031231726
Long
DBT
CORP
US
N
2
2031-08-02
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383V7J1
4403774.17000000
PA
USD
4378644.91000000
0.040957571793
Long
ABS-CBDO
USGSE
US
N
2
2053-02-20
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SE9
20120000.00000000
PA
USD
18182664.11000000
0.170079507700
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
17174655.28000000
PA
USD
13902253.14000000
0.130040810063
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
1951954.51000000
PA
USD
1513046.41000000
0.014152941889
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
2661300.00000000
PA
USD
2258548.68000000
0.021126323694
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
3733890.79000000
PA
USD
3547973.27000000
0.033187521006
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
993750.00000000
0.009295475611
Long
DBT
NUSS
EG
Y
2
2027-09-30
Fixed
5.80000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAC0
8850000.00000000
PA
USD
5651784.61000000
0.052866441258
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
2056880.51000000
0.019239932191
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
3140627.46000000
0.029377233668
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
6418092.98000000
0.060034442027
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
4400000.00000000
PA
USD
3504520.93000000
0.032781070523
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
706293.19000000
PA
USD
700314.42000000
0.006550697470
Long
LON
CORP
US
N
2
2025-11-28
Variable
9.46697000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
BP9627632
500000.00000000
PA
524615.13000000
0.004907217253
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
4488691.44000000
PA
USD
4317012.91000000
0.040381069904
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
28003500.00000000
PA
USD
23739043.01000000
0.222053529889
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638CZ3
3515000.00000000
PA
856690.11000000
0.008013425935
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
1379850.37000000
PA
USD
1362793.35000000
0.012747484123
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Variable
6.03507000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2650000.00000000
PA
USD
2255812.50000000
0.021100729636
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
1178704.98000000
PA
USD
1177137.30000000
0.011010868994
Long
LON
CORP
US
N
2
2027-10-08
Variable
8.55866000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AU3
5500000.00000000
PA
USD
5323210.86000000
0.049792982864
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BE6T5
16906775.96000000
PA
USD
16257593.63000000
0.152072518320
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
15000000.00000000
PA
USD
15595219.20000000
0.145876709154
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
ZS0616848
700000.00000000
PA
422327.27000000
0.003950422981
Long
DBT
NUSS
EG
Y
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QAY3
2975000.00000000
PA
USD
2889466.97000000
0.027027894086
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
24452412.16000000
PA
USD
20474124.52000000
0.191513685667
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 Acquisition LLC
50220KAB0
535028.86000000
PA
USD
532800.46000000
0.004983782320
Long
LON
CORP
US
N
2
2027-11-02
Variable
8.44300000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
600000.00000000
PA
USD
547999.26000000
0.005125950949
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
2793019.93000000
0.026125734480
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
15476701.48000000
0.144768101782
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
Credit Suisse Group AG.
225401AT5
9100000.00000000
PA
USD
7952340.12000000
0.074385694224
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
645000.00000000
PA
USD
638552.35000000
0.005972978913
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ76
17320656.34000000
PA
USD
16979814.58000000
0.158828128108
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BP59
280724.18000000
PA
USD
275189.94000000
0.002574109560
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
4.50000000
N
N
N
N
N
N
FCI Funding, LLC
N/A
FCI Funding LLC
30260GAA4
2328592.76000000
PA
USD
2224348.88000000
0.020806420895
Long
ABS-O
CORP
US
Y
2
2033-04-15
Fixed
1.13000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
BK2909236
500000.00000000
PA
403465.58000000
0.003773991908
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
842677.25000000
0.007882350516
Long
ABS-MBS
CORP
US
Y
2
2038-08-05
Variable
4.40871700
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
4521000.00000000
PA
USD
3469353.55000000
0.032452117041
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAT3
2125000.00000000
PA
USD
2193112.90000000
0.020514241483
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBC5
896940.67000000
PA
USD
798531.39000000
0.007469412890
Long
ABS-MBS
CORP
US
Y
2
2046-12-15
Fixed
4.38400000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RCC0
1750000.00000000
PA
USD
1643286.58000000
0.015371200328
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
1025955.29000000
0.009596721887
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
6775122.20000000
0.063374071116
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
6.51380000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437UR7
7620000.00000000
PA
USD
6391294.05000000
0.059783766505
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
2690870.12000000
PA
USD
2431142.49000000
0.022740755444
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
422702.42000000
0.003953932111
Long
DBT
CORP
US
Y
2
2030-12-02
Fixed
4.62500000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOU
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189YAD8
3550000.00000000
PA
USD
3650138.12000000
0.034143164650
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
2965212.60000000
0.027736413992
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
4641036.00000000
0.043411961708
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
539202.28000000
0.005043664546
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
2617500.00000000
0.024483931986
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
1225000.00000000
PA
USD
1101605.75000000
0.010304351579
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
5890378.80000000
0.055098236452
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
1098867.00000000
0.010278733482
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
2391610.52000000
0.022370975858
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
4.49273900
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABN4
7800000.00000000
PA
USD
5471625.12000000
0.051181240609
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
2790000.00000000
PA
USD
2702788.48000000
0.025281715117
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AX6
8825000.00000000
PA
USD
8444638.26000000
0.078990620366
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
CHL Mortgage Pass-Through Trust
12669GHG9
343885.96000000
PA
USD
342939.41000000
0.003207833883
Long
ABS-CBDO
CORP
US
N
2
2035-02-20
Variable
3.86382700
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romanian Government International Bond
BJ2220298
6075000.00000000
PA
1327037.21000000
0.012413023416
Long
DBT
NUSS
RO
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
AN7110397
3950000.00000000
PA
3472281.69000000
0.032479506680
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
1151000.00000000
PA
USD
1151000.00000000
0.010766382317
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
2250294.62000000
PA
USD
2131385.23000000
0.019936844702
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
1707293.60000000
0.015969918007
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
247062.16000000
PA
USD
205101.25000000
0.001918504319
Long
ABS-CBDO
CORP
US
Y
2
2044-06-20
Variable
3.91867100
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
3500000.00000000
PA
USD
3072981.59000000
0.028744478413
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
118500000.00000000
PA
830484.39000000
0.007768299262
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
1119408.53000000
0.010470877674
Long
DBT
NUSS
JP
N
2
2029-12-20
Fixed
0.10000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90353KAY5
1750000.00000000
PA
USD
1636778.50000000
0.015310324153
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
1082591.67000000
0.010126495059
Long
DBT
CORP
KY
N
2
2026-02-04
Fixed
3.15000000
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AM4
2375000.00000000
PA
USD
2025347.99000000
0.018944978963
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4GS9
1486006.11000000
PA
USD
1496626.37000000
0.013999349857
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
2075000.00000000
PA
USD
1965873.47000000
0.018388658007
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
15684324.44000000
0.146710194019
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
9915625.00000000
0.092750138722
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
EUR230714
EUR230714
1.00000000
NC
USD
28030.92000000
0.000262199479
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2887601.92000000
EUR
3181258.33000000
USD
2023-07-14
28030.92000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
JV5341526
3000000.00000000
PA
622799.60000000
0.005825628671
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
9417760.46000000
PA
USD
8952004.17000000
0.083736489491
Long
ABS-MBS
CORP
US
N
2
2050-06-15
Fixed
3.25600000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
07336UAA1
1400000.00000000
PA
USD
1401400.00000000
0.013108608323
Long
DBT
CORP
MX
Y
2
2038-06-29
Fixed
8.45000000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas 8.45 06/29/2038
USD
XXXX
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co
260543CZ4
500000.00000000
PA
474274.10000000
0.004436330394
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNDJ8
29127186.47000000
PA
USD
24894661.99000000
0.232863117858
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
601104.47000000
0.005622693776
Long
ABS-MBS
CORP
IT
Y
2
2034-05-22
Variable
6.88300000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BD6
7000000.00000000
PA
USD
6690040.00000000
0.062578217516
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer S.A.
05533UAE8
300000.00000000
PA
USD
288378.22000000
0.002697471910
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
4382645.43000000
PA
USD
3536676.53000000
0.033081852003
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
2580573.09000000
0.024138519970
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
12319568.55000000
0.115236476975
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
438741.83000000
0.004103963753
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
176888.00000000
0.001654599335
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
1576260.11000000
PA
USD
1635122.25000000
0.015294831693
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
7114084.20000000
0.066544700554
Long
ABS-MBS
CORP
US
N
2
2053-05-13
Fixed
2.53610000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
BV4041802
2645000.00000000
PA
USD
2272830.70000000
0.021259916819
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
6813117.15000000
PA
USD
6336257.47000000
0.059268957763
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
406363.01000000
0.003801094287
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
3.75000000
N
N
Y
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBQ8
6625000.00000000
PA
USD
6440906.69000000
0.060247840049
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.40000000
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2325000.00000000
PA
USD
987660.00000000
0.009238510130
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
3800000.00000000
PA
USD
2842191.84000000
0.026585685464
Long
DBT
CORP
PA
Y
2
2048-05-19
Fixed
4.00000000
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
1487608.05000000
0.013914993054
Long
DBT
MUN
US
N
2
2023-10-01
Fixed
2.36800000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
KRW230718
KRW230718
1.00000000
NC
USD
285820.98000000
0.002673551646
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
9727557171.00000000
KRW
7674298.58000000
USD
2023-07-18
285820.98000000
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687HAB3
302237.59000000
PA
USD
291801.33000000
0.002729491467
Long
LON
CORP
US
N
2
2027-11-30
Variable
8.44329000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
1550000.00000000
PA
USD
1304657.01000000
0.012203680419
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
9622500.72000000
0.090008272462
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
3097000.00000000
PA
USD
2783428.75000000
0.026036019180
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
1960562.61000000
PA
USD
1929144.59000000
0.018045098351
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
5.02112900
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCT6
18750000.00000000
PA
USD
18166456.13000000
0.169927899265
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
8134909.05000000
PA
USD
7614021.06000000
0.071221078807
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
1.61073600
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAC5
377990.16000000
PA
USD
378462.65000000
0.003540116058
Long
LON
CORP
US
N
2
2028-04-10
Variable
8.46697000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
39160000.00000000
PA
USD
39160000.00000000
0.366300201184
Long
RA
CORP
US
N
2
Repurchase
N
5.05000000
2023-07-03
44649900.00000000
USD
39943336.59000000
USD
UST
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
254869.30000000
PA
USD
238015.76000000
0.002226384595
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
5.81043000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
ZO2911030
1425000.00000000
PA
USD
1028904.15000000
0.009624305340
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
291986.55000000
PA
USD
288086.73000000
0.002694745330
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
1121441.84000000
PA
USD
989903.55000000
0.009259496157
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
3980280.08000000
PA
USD
2920530.51000000
0.027318460505
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
2776180.56000000
0.025968220062
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
3300000.00000000
PA
USD
2662693.18000000
0.024906666177
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
6690461.27000000
0.062582158049
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
367935.45000000
0.003441645284
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
309829.50000000
0.002898125847
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
2990466.48000000
0.027972637212
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
4937500.00000000
0.046185067501
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
8197371.84000000
0.076677705673
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.77626600
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204ED47
5080000.00000000
PA
USD
4033141.54000000
0.037725754788
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
3435908.13000000
0.032139270665
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
12339728.06000000
0.115425047776
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
4881060.50000000
0.045657135933
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
6.11400000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
875000.00000000
PA
USD
817337.50000000
0.007645324072
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
663153.00000000
0.006203091862
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
6181543.65000000
0.057821774326
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
4.25000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp
03740LAG7
3900000.00000000
PA
USD
3928412.12000000
0.036746122315
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.35000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
BN5341076
3650000.00000000
PA
2897546.11000000
0.027103465858
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
7824816.00000000
0.073192841548
Long
ABS-O
CORP
KY
Y
2
2035-04-20
Variable
6.84845000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAB7
500000.00000000
PA
484366.18000000
0.004530731082
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
27953.15000000
0.000261472024
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.83268100
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR230714
EUR230714
1.00000000
NC
USD
3634.73000000
0.000033999038
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
181235.47000000
USD
169296.87000000
EUR
2023-07-14
3634.73000000
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Republic of Guatemala
401494AU3
500000.00000000
PA
USD
398812.33000000
0.003730465697
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
8583815.54000000
PA
USD
7967719.65000000
0.074529553390
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
4687637.06000000
0.043847865121
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
2785282.27000000
PA
USD
2732410.18000000
0.025558794654
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KPGK8
8777388.00000000
PA
USD
8004676.70000000
0.074875247334
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
1806809.85000000
0.016900786811
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
4157394.77000000
0.038888011763
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
3414177.19000000
PA
USD
3067764.87000000
0.028695681539
Long
ABS-O
CORP
US
Y
2
2041-01-22
Fixed
1.14000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465978CV4
4238473.21000000
PA
USD
4041781.77000000
0.037806574961
Long
ABS-CBDO
USGSE
US
Y
2
2053-06-25
Variable
5.50000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508BD5
2200000.00000000
PA
USD
1998252.70000000
0.018691531308
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
23844317.34000000
0.223038259416
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
9976062.07000000
0.093315463311
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
VONOVIA SE
5299005A2ZEP6AP7KM81
Vonovia SE
BP9476923
200000.00000000
PA
163964.92000000
0.001533717650
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
7163249.11000000
0.067004586060
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
0.76000000
PA
USD
0.75000000
0.000000007015
Long
LON
CORP
US
N
2
2026-11-26
Variable
8.95340000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591DBF5
1210476.35000000
PA
USD
1170527.97000000
0.010949045732
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
6.08800000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
2077920.89000000
PA
USD
1879461.37000000
0.017580364605
Long
ABS-CBDO
CORP
US
Y
2
2047-09-25
Variable
3.72573200
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
3450000.00000000
PA
USD
2646619.20000000
0.024756311170
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BF8
6250000.00000000
PA
USD
5972489.81000000
0.055866297726
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
9539422.78000000
PA
USD
8143229.71000000
0.076171263561
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
664113.77000000
0.006212078844
Long
DBT
NUSS
BR
N
2
2030-06-12
Fixed
3.87500000
N
N
N
N
N
N
PORT OF CORPUS CHRISTI TX AUTH
N/A
Port of Corpus Christi Authority of Nueces County
733911BR1
1000000.00000000
PA
USD
957627.10000000
0.008957584254
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
2138020.00000000
PA
USD
2146037.58000000
0.020073901871
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
4838348.05000000
0.045257606335
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDW3
19850000.00000000
PA
USD
19316433.79000000
0.180684718678
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
8211726.00000000
0.076811973592
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
615737.97000000
PA
USD
614586.54000000
0.005748804219
Long
LON
CORP
US
N
2
2025-03-24
Variable
7.45249000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
2000000.00000000
PA
USD
1879979.42000000
0.017585210412
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
3860813.40000000
PA
USD
322047.74000000
0.003012414503
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.72671000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2N9
5000000.00000000
PA
USD
4885748.85000000
0.045700990467
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
3220987.50000000
0.030128916477
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
1216161.16000000
0.011375895750
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
2751649.19000000
0.025738755155
Long
DBT
CORP
FR
Y
2
2043-01-21
Fixed
4.02700000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852FAW6
9164041.37000000
PA
USD
7103454.43000000
0.066445270347
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
3281784.69000000
0.030697609606
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
1000000.00000000
PA
USD
867973.20000000
0.008118967256
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
3823987.50000000
0.035769340923
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Fixed
2.61800000
N
N
N
N
N
N
Kazakhstan Treasury Bill - MEKKAM
5493007OEK8EF02UO833
Kazakhstan Treasury Bill
ZL4446650
245300000.00000000
PA
490173.63000000
0.004585053607
Long
DBT
NUSS
KZ
N
2
2024-03-13
Fixed
0.00000000
N
N
N
N
N
N
ILLINOIS ST SALES TAX REVENUE
54930048FV8RWPR02D67
State of Illinois
452227GG0
10500000.00000000
PA
USD
9858058.35000000
0.092211663863
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
3511903.51000000
0.032850126717
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
3303476.25000000
0.030900511107
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
2278555.29000000
0.021313464278
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
791188.22000000
PA
USD
776494.01000000
0.007263276610
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
2998036.80000000
PA
USD
2685543.51000000
0.025120406741
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
2869776.07000000
0.026843706634
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
24701156.72000000
0.231053081614
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
3611206.84000000
PA
USD
3514948.32000000
0.032878607680
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
7653191.81000000
0.071587479563
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
935735.04000000
0.008752807288
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
7895841.02000000
PA
USD
7485797.36000000
0.070021682303
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
214135.46000000
0.002003009756
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
4911554.13000000
0.045942371449
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
5309408.80000000
0.049663879254
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
6500000.00000000
PA
USD
4638126.61000000
0.043384747455
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
8126479.02000000
0.076014578650
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
4688454.42000000
PA
USD
4207381.02000000
0.039355580032
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBV5
908244.85000000
PA
USD
908771.63000000
0.008500593230
Long
LON
CORP
US
N
2
2025-05-30
Variable
6.97990000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BB9
2025000.00000000
PA
USD
1503287.34000000
0.014061656156
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
4231950.89000000
0.039585405066
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
432425.77000000
PA
USD
436030.21000000
0.004078599429
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
10921443.60000000
0.102158503266
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
791612.60000000
0.007404694960
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFE0
14250000.00000000
PA
USD
14071136.71000000
0.131620536459
Long
DBT
CORP
US
N
2
2034-04-21
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNK27
35639175.08000000
PA
USD
29206841.77000000
0.273198978966
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BN3326749
1060000.00000000
PA
779138.05000000
0.007288008796
Long
DBT
NUSS
IT
Y
2
2037-03-01
Fixed
0.95000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBA9
2722214.93000000
PA
USD
2472488.46000000
0.023127503072
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
4476625.89000000
PA
USD
3788105.16000000
0.035433699750
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
2551171.41000000
PA
USD
1977525.98000000
0.018497654860
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
2707341.78000000
0.025324306401
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
2608578.54000000
0.024400481205
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
713554.00000000
0.006674539677
Long
DBT
NUSS
SN
Y
2
2048-03-13
Fixed
6.75000000
N
N
N
N
N
N
BRE Grand Islander Timeshare I
N/A
BRE Grand Islander Timeshare Issuer LLC
05588UAA0
1809344.27000000
PA
USD
1699633.41000000
0.015898265066
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
1720468.75000000
0.016093157539
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
1660255.33000000
0.015529924959
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
4092475.67000000
PA
USD
3879947.27000000
0.036292785127
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
1761113.63000000
0.016473347215
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AR7
2500000.00000000
PA
USD
2300481.45000000
0.021518560213
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
10099307.67000000
0.094468294978
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
1034678.82000000
0.009678321244
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
2334530.28000000
PA
USD
2205155.51000000
0.020626887307
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
2586251.16000000
0.024191632283
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
2895288.63000000
0.027082349531
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
218658.84000000
PA
USD
229848.13000000
0.002149985093
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
1389341.80000000
PA
USD
1230596.58000000
0.011510923769
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
1371631.31000000
0.012830153850
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
1300000.00000000
PA
USD
1090494.11000000
0.010200413990
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
278041.22000000
0.002600780255
Long
DBT
NUSS
IT
Y
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
BL3183086
1642000.00000000
PA
USD
1630407.48000000
0.015250730029
Long
LON
CORP
US
N
2
2028-01-31
Variable
7.69329000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAD4
3000000.00000000
PA
USD
2694837.75000000
0.025207344483
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
8781620.37000000
PA
USD
8369531.42000000
0.078288075663
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
15744367.89000000
0.147271836711
Long
ABS-MBS
CORP
US
Y
2
2034-10-10
Fixed
3.45200000
N
N
N
N
N
N
REC LIMITED
335800B4YRYWAMIJZ374
REC Ltd
AR6907786
1000000.00000000
PA
USD
943412.93000000
0.008824625793
Long
DBT
CORP
IN
N
2
2028-03-22
Fixed
4.62500000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317155
600000.00000000
PA
626810.15000000
0.005863143106
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
9431453.20000000
0.088221225858
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBQ9
39650351.26000000
PA
USD
257152.35000000
0.002405387066
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
0.13694300
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust
78449GAB5
2069781.19000000
PA
USD
1989493.55000000
0.018609598764
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
6339155.84000000
0.059296068935
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.60000000
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
3000000.00000000
PA
USD
2081760.00000000
0.019472653391
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
2420489.81000000
0.022641110938
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
4877546.50000000
0.045624266196
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
6.01480000
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
982190.40000000
0.009187347832
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
5271100.32000000
PA
USD
4763308.34000000
0.044555689561
Long
ABS-O
CORP
US
Y
2
2032-01-10
Fixed
1.35000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313384KU2
10000000.00000000
PA
USD
9931118.90000000
0.092895067698
Long
STIV
USGSE
US
N
2
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAP2
875000.00000000
PA
579022.46000000
0.005416140030
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
8497104.17000000
0.079481383221
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
9540624.98000000
0.089242411889
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
3681107.60000000
0.034432851237
Long
ABS-MBS
CORP
US
Y
2
2034-08-15
Variable
3.29437000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46652VBP9
20848526.31000000
PA
USD
131360.31000000
0.001228736158
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.13167100
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591YAG0
2500000.00000000
PA
USD
1709888.50000000
0.015994190540
Long
ABS-MBS
CORP
US
Y
2
2047-06-10
Variable
4.76656000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
817477AH5
760000.00000000
PA
USD
744836.48000000
0.006967154046
Long
DBT
NUSS
RS
Y
2
2033-09-26
Fixed
6.50000000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
Lamar Media Corp
513075BR1
650000.00000000
PA
USD
591656.00000000
0.005534313376
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
421921.70000000
0.003946629305
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
1613342.36000000
0.015091103959
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.50000000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82280RAU3
440825.08000000
PA
USD
389261.15000000
0.003641124554
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
117055.33000000
0.001094928266
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
786968.45000000
PA
USD
788116.46000000
0.007371992284
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
776580.80000000
0.007264088439
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.11155900
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHK9
111351531.30000000
PA
USD
107073715.02000000
1.001560861935
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
0.000000006921
Long
ABS-O
CORP
KY
Y
2
2035-07-26
Fixed
5.90000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
567397.61000000
PA
USD
504343.56000000
0.004717598250
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
209562.76000000
0.001960237005
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
1805386.87000000
0.016887476345
Long
DBT
NUSS
BE
Y
2
2027-10-22
Fixed
0.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PED0
10700000.00000000
PA
USD
9047404.80000000
0.084628861042
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
5045810.86000000
PA
USD
4214393.43000000
0.039421173679
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
8168160.95000000
PA
USD
6331503.40000000
0.059224488488
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
7410896.65000000
PA
USD
5753741.60000000
0.053820140593
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
4022786.02000000
0.037628889899
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
4.46840200
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
5280000.00000000
PA
USD
5201360.52000000
0.048653202372
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
1281250.00000000
PA
USD
1175546.88000000
0.010995992304
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
11450166.53000000
0.107104144625
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
26708551.86000000
0.249830130737
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
43866719.40000000
0.410326561325
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
3483000.00000000
0.032579765084
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
6825770.00000000
0.063847827483
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
6.95043000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning, Inc
219350BF1
1275000.00000000
PA
USD
1032697.51000000
0.009659788193
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
935018.12000000
PA
USD
920480.18000000
0.008610114277
Long
ABS-O
CORP
US
Y
2
2028-12-26
Fixed
2.96000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM Mortgage Trust
12625KAM7
4180839.50000000
PA
USD
3919127.31000000
0.036659272781
Long
ABS-MBS
CORP
US
Y
2
2046-06-10
Variable
3.84220100
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
400000.00000000
PA
358343.03000000
0.003351918385
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56P9
435447.21000000
PA
USD
433631.18000000
0.004056159051
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
2684809.17000000
0.025113537771
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
2220692.62000000
0.020772220466
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
2246496.11000000
PA
USD
1944470.88000000
0.018188459513
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAE6
5000000.00000000
PA
USD
4586947.50000000
0.042906021248
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.02600000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAF1
3006400.00000000
PA
USD
3233954.12000000
0.030250205433
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
1815244.16000000
0.016979680822
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
1790083.60000000
0.016744330511
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
12577992.09000000
PA
USD
11900656.40000000
0.111317998813
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653TBV0
10522354.95000000
PA
USD
228424.54000000
0.002136668921
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
0.40000000
N
N
N
N
N
N
BX Trust
N/A
BX TRUST
05606DAC2
1115771.91000000
PA
USD
1110871.77000000
0.010391025353
Long
ABS-MBS
CORP
US
Y
2
2039-08-15
Variable
8.09599000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949930AT8
4638308.33000000
PA
USD
3595358.26000000
0.033630757251
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
3003380.98000000
0.028093438641
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
130524.92000000
0.001220921972
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.78346200
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
12534817.21000000
PA
USD
9731899.21000000
0.091031579124
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
173066.13000000
PA
USD
161091.18000000
0.001506836865
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
6850000.00000000
PA
USD
5635151.82000000
0.052710859176
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government International Bond
AM6641311
3200000.00000000
PA
822896.17000000
0.007697319525
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
4883759.03000000
0.045682377814
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
2433000.00000000
0.022758130477
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
8404547.80000000
0.078615616700
Long
ABS-O
CORP
KY
Y
2
2031-04-20
Variable
6.80043000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
4500000.00000000
PA
USD
4139216.78000000
0.038717975977
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
423170.24000000
PA
USD
374353.32000000
0.003501677641
Long
LON
CORP
US
N
2
2027-10-30
Variable
8.46700000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
6000000.00000000
PA
USD
6981336.36000000
0.065302985526
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
1412612.03000000
0.013213484953
Long
DBT
CORP
US
N
2
2026-10-25
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TN8
89786000.00000000
PA
USD
86166501.88000000
0.805996092288
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
ZP7360719
860000.00000000
PA
511524.43000000
0.004784767661
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
4791446.11000000
PA
USD
4086830.90000000
0.038227961718
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
582099.32000000
PA
USD
581249.45000000
0.005436971156
Long
LON
CORP
US
N
2
2028-05-19
Variable
7.44300000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAP4
5000000.00000000
PA
USD
3572413.10000000
0.033416129653
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
4784247.84000000
0.044751556340
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
21792226.83000000
PA
USD
16892120.41000000
0.158007842303
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
1615245.98000000
0.015108910302
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
1393220.29000000
PA
USD
1386486.86000000
0.012969111740
Long
ABS-O
CORP
KY
Y
2
2030-07-20
Variable
6.47043000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
850000.00000000
PA
USD
1017946.45000000
0.009521807697
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
2490693.08000000
0.023297787954
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
407760.00000000
0.003814161645
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95003KAS1
4736473.89000000
PA
USD
3834001.79000000
0.035863013968
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
3883196.24000000
0.036323175790
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
3138137.80000000
0.029353945543
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
441499.66000000
0.004129760323
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
24682380.37000000
0.230877448806
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
1239561.25000000
PA
USD
1205670.41000000
0.011277765928
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
7254838.64000000
0.067861308820
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
16936772.50000000
0.158425515172
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
2387761.85000000
0.022334975639
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
12305806.81000000
0.115107750516
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
1542000.00000000
PA
USD
885133.54000000
0.008279484008
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
4268533.42000000
PA
USD
3807230.20000000
0.035612594183
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
722645.00000000
0.006759576324
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
5293697.29000000
PA
USD
5090466.53000000
0.047615906896
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
147057.22000000
0.001375564077
Long
DBT
NUSS
DO
Y
2
2026-06-05
Fixed
9.75000000
N
N
N
N
N
N
Atom Mortgage Securities
635400S9JQ1OOL8ZRR06
Atom Mortgage Securities DAC
BCC31RXV9
420888.40000000
PA
446906.55000000
0.004180336036
Long
ABS-MBS
CORP
IE
Y
2
2031-07-22
Variable
6.42418000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RN0
41710000.00000000
PA
USD
34418896.38000000
0.321952213190
Long
DBT
UST
US
N
2
2045-08-15
Fixed
2.87500000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAZ1
200000.00000000
PA
232204.81000000
0.002172029331
Long
DBT
CORP
US
N
2
2031-06-02
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383DQ27
16096922.72000000
PA
USD
11827775.75000000
0.110636277752
Long
ABS-CBDO
USGSE
US
N
2
2051-11-20
Fixed
3.00000000
N
N
N
N
N
N
ASGN INCORPORATED
LZBNYYCBUKY537072438
ASGN, Inc
00191UAA0
325000.00000000
PA
USD
294021.02000000
0.002750254309
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
9002793.33000000
PA
USD
8847203.36000000
0.082756189241
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
2410914.75000000
PA
USD
2285265.83000000
0.021376234251
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
966700.66000000
0.009042457769
Long
DBT
CORP
IL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
5575000.00000000
PA
USD
5513749.54000000
0.051575269810
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
OPEC FUND FOR INTL DEV
HHX3T53LK1P186EUNV37
OPEC Fund for International Development
683483AA9
3575000.00000000
PA
USD
3508951.73000000
0.032822515951
Long
DBT
NUSS
N/A
Y
2
2026-01-26
Fixed
4.50000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix, Inc
78392BAB3
4800000.00000000
PA
USD
4253086.66000000
0.039783107742
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
Freddie Mac - STACR
5493000IS4CDPWRMWB65
Freddie Mac STACR REMIC Trust
35564KWT2
25280000.00000000
PA
USD
25594447.81000000
0.239408870837
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.41655000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
EK4579513
500000.00000000
PA
330214.91000000
0.003088809702
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
2500000.00000000
PA
USD
2071079.10000000
0.019372744918
Long
DBT
CORP
CL
Y
2
2031-10-14
Fixed
2.87500000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
BJ7361725
2775000.00000000
PA
1977163.38000000
0.018494263122
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
141877.12000000
PA
USD
125586.29000000
0.001174726335
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
874948.29000000
0.008184211814
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
534600.00000000
PA
USD
555984.00000000
0.005200639710
Long
LON
CORP
KY
N
2
2027-10-20
Variable
8.79845000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
5425000.00000000
PA
USD
4861037.51000000
0.045469842131
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
7281567.16000000
PA
USD
7382895.99000000
0.069059149296
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
2270636.95000000
PA
USD
2176936.85000000
0.020362931719
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
6527892.70000000
0.061061501770
Long
ABS-O
CORP
KY
Y
2
2036-01-18
Variable
6.91171000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc
66877AAD0
1708476.11000000
PA
USD
1702077.87000000
0.015921130393
Long
LON
CORP
US
N
2
2029-09-12
Variable
7.20249000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179WW87
5669740.86000000
PA
USD
4712324.61000000
0.044078790926
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust
67647AAA3
2557006.94000000
PA
USD
2353961.16000000
0.022018806090
Long
ABS-CBDO
USGSE
US
Y
2
2052-11-25
Variable
4.50000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAE4
5000000.00000000
PA
USD
4851000.00000000
0.045375951888
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
6.31420000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAK4
5375000.00000000
PA
USD
4261847.18000000
0.039865053101
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
8201968.00000000
0.076720697867
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
8731021.19000000
PA
USD
8313477.56000000
0.077763751347
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
2211362.25000000
0.020684944766
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
3.07585400
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
29156000.00000000
PA
USD
24648657.34000000
0.230562005683
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
499172.87000000
0.004669231938
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
29427747.67000000
0.275265318997
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
1663710.72000000
0.015562246461
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
217818.69000000
0.002037462460
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
1913499.00000000
0.017898750476
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
1141928.50000000
0.010681528071
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
4.60253500
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc
44920UAS7
3575000.00000000
PA
USD
3348250.80000000
0.031319329460
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
250000.00000000
PA
USD
206256.08000000
0.001929306527
Long
DBT
CORP
US
Y
2
2031-04-30
Fixed
5.12500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XEG7
6250000.00000000
PA
USD
6195395.75000000
0.057951346007
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
1725000.00000000
PA
USD
1675337.25000000
0.015671000299
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
1805866.26000000
PA
USD
1807608.92000000
0.016908261262
Long
LON
CORP
US
N
2
2026-09-23
Variable
7.60771000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
3200000.00000000
PA
USD
2696511.49000000
0.025223000543
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
655184.30000000
PA
USD
562159.99000000
0.005258409536
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
461612.48000000
PA
USD
449783.80000000
0.004207249653
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
10006031.63000000
PA
USD
8850561.11000000
0.082787597425
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
895085.50000000
0.008372574022
Long
DBT
NUSS
JO
Y
2
2025-07-07
Fixed
4.95000000
N
N
N
N
N
N
MEGLOBAL BV
549300WBVLU2FILR7W19
Equate Petrochemical BV
29441WAD7
2800000.00000000
PA
USD
2436599.20000000
0.022791797169
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Freddie Mac STACR REMIC Trust
35564KH44
15170000.00000000
PA
USD
15661172.74000000
0.146493634459
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
8.76655000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG, Inc
90385KAK7
1156990.50000000
PA
USD
1137223.32000000
0.010637516111
Long
LON
CORP
US
N
2
2026-05-04
Variable
8.27063000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAE9
4000000.00000000
PA
USD
3788506.80000000
0.035437456665
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
3.76700000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
5500000.00000000
PA
USD
3985797.75000000
0.037282903925
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
2910000.00000000
PA
USD
2424894.27000000
0.022682309983
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
12447194.17000000
0.116430279076
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
8668645.83000000
0.081085973225
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
2685623.28000000
0.025121152905
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
1462349.61000000
0.013678727179
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
11956330.05000000
0.111838766668
Long
DBT
UST
US
N
2
2040-08-15
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BP7B1
8955088.34000000
PA
USD
6045176.26000000
0.056546202253
Long
ABS-CBDO
USGSE
US
N
2
2050-10-25
Fixed
2.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267JBM1
5775360.58000000
PA
USD
4674942.43000000
0.043729120343
Long
ABS-CBDO
CORP
US
Y
2
2053-01-25
Variable
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175CJ1
10200000.00000000
PA
USD
8953106.30000000
0.083746798746
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
5325000.00000000
PA
USD
3870890.54000000
0.036208069038
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
947313.26000000
PA
USD
954081.17000000
0.008924415845
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
8124114.94000000
0.075992465193
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
5828219.28000000
0.054516800173
Long
ABS-MBS
CORP
US
Y
2
2032-11-10
Variable
3.85409900
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
3500000.00000000
PA
USD
3412500.04000000
0.031920312849
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
1635100.00000000
0.015294623568
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
3874472.40000000
0.036241573534
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
3259733.30000000
0.030491342277
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
NOK230714
NOK230714
1.00000000
NC
USD
26575.26000000
0.000248583326
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
23258994.28000000
NOK
2194642.68000000
USD
2023-07-14
26575.26000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
3000000.00000000
PA
USD
2281063.50000000
0.021336925918
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
CANADA HOUSING TRUST
549300M44WH89JG50067
Canada Housing Trust No
13509PJC8
1525000.00000000
PA
1137162.48000000
0.010636947017
Long
DBT
NUSS
CA
Y
2
2032-09-15
Fixed
3.55000000
N
N
N
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
185242.48000000
0.001732746621
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
7246177.50000000
0.067780293055
Long
ABS-O
CORP
KY
Y
2
2034-04-20
Variable
6.75043000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DC1
750000.00000000
PA
USD
914745.02000000
0.008556467948
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
7.90000000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGE9
6520000.00000000
PA
USD
6512865.82000000
0.060920941270
Long
ABS-O
CORP
US
N
2
2029-05-14
Variable
5.98800000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
9150000.00000000
PA
USD
8688056.76000000
0.081267541856
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
1640350.83000000
0.015343739505
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
36937500.00000000
PA
USD
32145007.13000000
0.300682394759
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
4036.24000000
PA
USD
3990.86000000
0.000037330255
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
6740740.31000000
0.063052465058
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
6.36410000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9FM8
357386.58000000
PA
USD
315987.86000000
0.002955730763
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
12159701.86000000
PA
USD
9812551.09000000
0.091785991787
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
3114515.36000000
0.029132982710
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
508540.00000000
0.004756851489
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
2625000.00000000
PA
USD
1805649.62000000
0.016889934092
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23340DAQ5
520379.52000000
PA
USD
505418.61000000
0.004727654201
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.33221000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
350000.00000000
PA
USD
318080.00000000
0.002975300510
Long
DBT
CORP
BM
Y
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR230714
EUR230714
1.00000000
NC
USD
-134.65000000
-0.00000125950
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
20002.03000000
EUR
21707.33000000
USD
2023-07-14
-134.65000000
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAJ5
5000000.00000000
PA
USD
4352363.00000000
0.040711732444
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.97600000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAD2
17945517.16000000
PA
USD
14022086.95000000
0.131161728059
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
273122.33000000
0.002554769265
Long
DBT
CORP
CA
Y
2
2030-05-01
Fixed
4.62500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
South Africa Government International Bond
836205AR5
2000000.00000000
PA
USD
1974152.00000000
0.018466094861
Long
DBT
NUSS
ZA
N
2
2025-09-16
Fixed
5.87500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
ZM2756512
20900000000.00010000
PA
1412993.08000000
0.013217049271
Long
DBT
NUSS
N/A
N
2
2028-01-12
Fixed
6.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TS7
37000000.00000000
PA
USD
36103906.25000000
0.337713690575
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
1500000.00000000
PA
USD
1570195.67000000
0.014687512508
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
3721841.60000000
0.034813874536
Long
ABS-O
CORP
KY
Y
2
2030-07-18
Variable
6.86171000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAQ2
1175000.00000000
PA
USD
1207540.31000000
0.011295256856
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.40000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ Secured Financing BV
BT3367682
700000.00000000
PA
587332.04000000
0.005493867324
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
3691939.76000000
0.034534174587
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
2.79100000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
13060000.00000000
PA
USD
12543804.81000000
0.117333968986
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
592786.70000000
0.005544889874
Long
ABS-MBS
CORP
IE
Y
2
2031-08-17
Variable
5.70800000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132D6C32
11770003.14000000
PA
USD
11544284.85000000
0.107984521529
Long
ABS-MBS
USGSE
US
N
2
2037-11-01
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
6650000.00000000
PA
USD
6439482.01000000
0.060234513681
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
6200000.00000000
PA
USD
5493000.73000000
0.051381186734
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
11137147.41000000
PA
USD
9015112.10000000
0.084326797138
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
4768524.50000000
0.044604481197
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
6983603.91000000
PA
USD
5870359.48000000
0.054910976980
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
1303973.49000000
PA
USD
1213321.25000000
0.011349331409
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
24899906.12000000
0.232912171124
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
3795000.00000000
PA
USD
3202209.39000000
0.029953267206
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
255662.35000000
0.002391449699
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
8204568.03000000
0.076745018386
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
4055554.87000000
PA
USD
3838623.24000000
0.035906242724
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
2350250.00000000
0.021984092130
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
5396324.15000000
PA
USD
4416741.84000000
0.041313928104
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
3.31565000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BG2593013
1875000.00000000
PA
1685671.78000000
0.015767668849
Long
DBT
NUSS
IT
N
2
2030-08-01
Fixed
0.95000000
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
1453460.40000000
0.013595578062
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
6930840.74000000
0.064830652641
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
1223824.03000000
0.011447573759
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
384189.82000000
0.003593687649
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
4383509.48000000
0.041003074678
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
1633954.20000000
0.015283905827
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
1242254.18000000
PA
USD
1219326.06000000
0.011405500027
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
175070.19000000
0.001637595654
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
3085677.00000000
0.028863230487
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
8344680.30000000
0.078055619834
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
1.38000000
N
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
6250000.00000000
PA
USD
5238383.88000000
0.048999516576
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
3364052.14000000
0.031467134210
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
7384277.80000000
PA
USD
832038.27000000
0.007782834159
Long
ABS-CBDO
USGSE
US
N
2
2050-03-20
Variable
0.94343000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
2900000.00000000
PA
USD
2535968.95000000
0.023721295622
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
4163716.95000000
0.038947149041
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
1611985.86000000
0.015078415342
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
488743.92000000
PA
USD
226833.38000000
0.002121785309
Long
LON
CORP
US
N
2
2028-02-15
Variable
7.99565000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAY1
8500000.00000000
PA
USD
7055609.88000000
0.065997735406
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
4625000.00000000
0.043261961963
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
4723348.26000000
0.044181905462
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383FQ71
16250445.02000000
PA
USD
12136279.23000000
0.113522000091
Long
ABS-CBDO
USGSE
US
N
2
2052-01-20
Fixed
3.00000000
N
N
N
N
N
N
CFCRE Commercial Mortgage Trus
N/A
CFCRE Commercial Mortgage Trust
12531YAP3
884565.43000000
PA
USD
827808.35000000
0.007743267751
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
1439661.44000000
0.013466503450
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
312069.18000000
0.002919075674
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
6707529.80000000
PA
USD
5429499.21000000
0.050787197470
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
2714235.75000000
0.025388792167
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
12849726.74000000
0.120195543667
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
ENTERGY CORP
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAM5
6900000.00000000
PA
USD
6196900.83000000
0.057965424431
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
7120641.85000000
PA
USD
6652397.34000000
0.062226110418
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
303629.25000000
PA
USD
278142.09000000
0.002601723787
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
905225.58000000
0.008467423699
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H05W4
8324044.47000000
PA
USD
5271581.57000000
0.049310045701
Long
ABS-CBDO
USGSE
US
N
2
2051-05-25
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593QBE9
3212210.00000000
PA
USD
3033806.11000000
0.028378033412
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
5013430.00000000
0.046895311992
Long
ABS-O
CORP
JE
Y
2
2035-07-21
Variable
7.80550000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
24400000.00000000
PA
722841.44000000
0.006761413812
Long
DBT
NUSS
TH
N
2
2038-06-17
Fixed
3.30000000
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
685000.00000000
0.006407447339
Long
ABS-MBS
CORP
US
Y
2
2031-07-05
Variable
4.76697300
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
BK4676346
1960000.00000000
PA
759119.64000000
0.007100757835
Long
DBT
NUSS
AU
N
2
2051-06-21
Fixed
1.75000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653QBP9
3925712.91000000
PA
USD
3042993.99000000
0.028463976270
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
5625511.33000000
PA
USD
5521804.58000000
0.051650616153
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CW0
3300000.00000000
PA
USD
3362664.59000000
0.031454155154
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAK5
560000.00000000
PA
USD
552751.18000000
0.005170400113
Long
DBT
CORP
NL
N
2
2044-03-17
Fixed
7.25000000
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom, Inc
11135FBQ3
5094000.00000000
PA
USD
3849806.19000000
0.036010847342
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
703455.42000000
PA
USD
582109.36000000
0.005445014700
Long
LON
CORP
US
N
2
2025-03-06
Variable
8.98100000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBE7
1450000.00000000
PA
USD
1329037.52000000
0.012431734191
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
250000.00000000
PA
USD
238438.48000000
0.002230338692
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
483974.51000000
0.004527067425
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
28650614.83000000
PA
USD
24247110.16000000
0.226805958369
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
AECOM TECHNOLOGY
0EEB8GF0W0NPCIHZX097
AECOM
00766WAV5
464757.57000000
PA
USD
466112.34000000
0.004359985799
Long
LON
CORP
US
N
2
2028-04-13
Variable
6.96697000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
20300000.00000000
PA
496883.41000000
0.004647816472
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
16486579.06000000
0.154214433772
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
7057452.76000000
0.066014973591
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
735790.00000000
0.006882533836
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
5067851.17000000
0.047404364227
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
3016326.44000000
0.028214529668
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
201332.40000000
PA
USD
188400.66000000
0.001762288040
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
17795084.00000000
0.166454107489
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
4862061.53000000
0.045479420751
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
5.94780000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
2017470.91000000
PA
USD
1731405.64000000
0.016195460527
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
National Retail Properties, Inc
637417AJ5
3000000.00000000
PA
USD
2788569.72000000
0.026084107493
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCA5
17150000.00000000
PA
USD
14931856.04000000
0.139671651468
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
1455849.74000000
0.013617927800
Long
DBT
NUSS
JP
N
2
2038-12-20
Fixed
0.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGN8
35551000.00000000
PA
USD
28593114.35000000
0.267458210901
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
3968685.22000000
0.037122834385
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
75898545.41000000
PA
USD
62143834.55000000
0.581289558172
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
3283730.60000000
PA
USD
3060183.35000000
0.028624764473
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Poland Government International Bond
731011AW2
2935000.00000000
PA
USD
2951447.74000000
0.027607658349
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Bemis Co, Inc
081437AT2
4879000.00000000
PA
USD
4057619.33000000
0.037954718511
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
3204755.98000000
0.029977087850
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
2321434.93000000
0.021714557760
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
1384899.09000000
0.012954259838
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
500000.00000000
PA
498558.76000000
0.004663487591
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
1786000.00000000
PA
USD
1715937.01000000
0.016050767926
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
1500000.00000000
0.014030906582
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
4044848.55000000
0.037835261430
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
2127410.19000000
0.019899662425
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
6418285.11000000
PA
USD
5984733.67000000
0.055980826030
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange S.A.
35177PAX5
2425000.00000000
PA
USD
2407311.76000000
0.022517844279
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
18806305.11000000
0.175913006775
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
4015147.96000000
0.037557443961
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
3682511.54000000
0.034445983604
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
1510378.56000000
0.014127986986
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
3025446.38000000
0.028299837019
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EGJ3
17066638.44000000
PA
USD
16019963.18000000
0.149849737890
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de C.V.
151290CA9
1600000.00000000
PA
USD
1423910.94000000
0.013319174254
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
9665404.77000000
0.090409594274
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
359203.25000000
0.003359964829
Long
LON
CORP
US
N
2
2027-03-09
Variable
8.21697000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CS0
1519000.00000000
PA
USD
1282913.68000000
0.012000294665
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BE3
350000.00000000
PA
USD
293611.50000000
0.002746423685
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
5870272.80000000
0.054910166181
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
5702183.18000000
PA
USD
4453569.86000000
0.041658415109
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34736200
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Mercy Health
58942HAA9
12500000.00000000
PA
USD
11764548.63000000
0.110044855209
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
1895636.46000000
0.017731665389
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
7325000.00000000
PA
USD
6222213.63000000
0.058202198786
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
752160.00000000
0.007035657796
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
3.90466900
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
18142863.34000000
PA
USD
16182829.94000000
0.151373183420
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
240000.00000000
0.002244945053
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
1125277.53000000
PA
USD
1078583.24000000
0.010089000454
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
9550000.00000000
PA
USD
8985679.04000000
0.084051482127
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
143718.24000000
0.001344331466
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
4599009.90000000
PA
USD
4375153.09000000
0.040924909527
Long
ABS-O
CORP
US
Y
2
2035-10-15
Fixed
2.82000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDH0
375000.00000000
PA
USD
350244.98000000
0.003276169730
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBF2
31125000.00000000
PA
USD
29659367.33000000
0.277431874871
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
5392541.00000000
0.050441492676
Long
ABS-O
CORP
KY
Y
2
2032-10-15
Variable
6.91029000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
1103560.97000000
PA
USD
984619.72000000
0.009210071540
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
2375162.02000000
PA
USD
2089765.16000000
0.019547533159
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
4.01298900
N
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
1543647.65000000
PA
USD
1529500.12000000
0.014306848867
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
651787.06000000
0.006096775567
Long
DBT
NUSS
BJ
Y
2
2035-01-22
Fixed
4.95000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
4150000.00000000
PA
USD
4134364.00000000
0.038672583375
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833EF3
4675000.00000000
PA
USD
3229234.79000000
0.030206061114
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
10647955.50000000
0.099600312611
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
2756922.05000000
0.025788077159
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
1990012.50000000
0.018614452990
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
6551896.80000000
PA
USD
6105567.83000000
0.057111101237
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
3618811.33000000
0.033850135807
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Massachusetts St
69688FAJ9
3500000.00000000
PA
USD
3415086.50000000
0.031944506435
Long
ABS-O
CORP
KY
Y
2
2035-01-15
Variable
6.91029000
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Group Home Equity Loan Trust (Step Bond)
12558MAG7
41242.01000000
PA
USD
40586.19000000
0.000379640693
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
13086750.44000000
0.122412648596
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
218485.73000000
PA
USD
215477.21000000
0.002015560402
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
940274.50000000
0.008795269114
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
452083.00000000
PA
USD
420230.14000000
0.003930806558
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
2976850.24000000
0.027845271751
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
6634791.35000000
PA
USD
5607370.02000000
0.052450989950
Long
ABS-CBDO
CORP
US
Y
2
2050-06-25
Variable
3.83289400
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653DAA7
1031890.47000000
PA
USD
1027148.31000000
0.009607881322
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
1115944.69000000
0.010438477131
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207932AB0
12945000.00000000
PA
USD
13286779.07000000
0.124283703943
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
8.81655000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBD6
2500000.00000000
PA
USD
2349192.50000000
0.021974200341
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
3359248.17000000
0.031422198174
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
859301.13000000
PA
USD
853212.98000000
0.007980901078
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.46697000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAC7
5176000.00000000
PA
USD
3481699.03000000
0.032567595892
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
1271621.64000000
0.011894669626
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
2221540.73000000
0.020780153634
Long
DBT
NUSS
JP
N
2
2024-11-01
Fixed
0.00500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
11500000.00000000
PA
USD
11374318.80000000
0.106394669682
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655GAW5
10343206.71000000
PA
USD
8372446.24000000
0.078315340707
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
4794487.94000000
PA
USD
4699976.07000000
0.043963283452
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
2883945.64000000
PA
USD
2827268.73000000
0.026446095623
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
600000.00000000
PA
636938.69000000
0.005957884838
Long
DBT
CORP
DK
N
2
2028-01-14
Fixed
2.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBS2
978905.59000000
PA
USD
980383.74000000
0.009170448447
Long
LON
CORP
US
N
2
2024-08-22
Variable
5.92414000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
37045XDZ6
2750000.00000000
PA
USD
2754810.69000000
0.025768327629
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAL1
530000.00000000
PA
USD
522901.71000000
0.004891190029
Long
ABS-O
CORP
KY
Y
2
2028-11-15
Variable
6.82071000
N
N
N
N
N
N
COMM Mortgage Trust
549300YJIXJB9DCDOI21
COMM Mortgage Trust
12626BAU8
5000000.00000000
PA
USD
4851074.00000000
0.045376644079
Long
ABS-MBS
CORP
US
Y
2
2046-08-10
Variable
5.02112900
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AN4
1975000.00000000
PA
USD
1989931.00000000
0.018613690644
Long
DBT
NUSS
MA
Y
2
2028-03-08
Fixed
5.95000000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607CAA7
1325000.00000000
PA
USD
1153415.55000000
0.010788977222
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
3600000.00000000
PA
USD
3410925.12000000
0.031905581146
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.54329100
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 5YR NOTE (CBT) Sep23
N/A
2350.00000000
NC
USD
251670312.50000000
2.354108429543
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 5YR NOTE (CBT) Sep23
2023-09-29
256432650.95000000
USD
-4762338.45000000
N
N
N
OREGON ST DEPT OF ADMIN SVCS C
N/A
State of Oregon Department of Administrative Services
68608VEE0
9700000.00000000
PA
USD
8638496.99000000
0.080803962854
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
3502780.00000000
0.032764785973
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
3994914.55000000
0.037368181904
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
11134028.80000000
0.104147011987
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
MXN230714
MXN230714
1.00000000
NC
USD
-9089.14000000
-0.00008501924
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
12684395.57000000
MXN
729833.77000000
USD
2023-07-14
-9089.14000000
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CD8
7350000.00000000
PA
USD
6194266.08000000
0.057940779144
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.40000000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings S.C.A
58507LBB4
7625000.00000000
PA
USD
7442207.17000000
0.069613942380
Long
DBT
CORP
LU
N
2
2028-03-30
Fixed
4.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKY4
8200000.00000000
PA
USD
8021598.50000000
0.075033532798
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
5.01500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
3225000.00000000
PA
USD
3181597.11000000
0.029760461222
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
469790.51000000
0.004394391172
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
3638304.55000000
0.034032474173
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
3282848.01000000
0.030707555835
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
929654.80000000
0.008695933101
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
4744355.68000000
0.044378407560
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
ILS230714
ILS230714
1.00000000
NC
USD
37831.66000000
0.000353874991
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
3337995.46000000
ILS
938735.07000000
USD
2023-07-14
37831.66000000
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BP9803662
6800000.00000000
PA
6141609.00000000
0.057448228097
Long
DBT
NUSS
DE
N
2
2031-08-15
Fixed
0.00000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDK2
4000000.00000000
PA
USD
2969897.92000000
0.027780240183
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
1053093.75000000
0.009850573352
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
1978265.75000000
0.018504574622
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.23175900
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
13060000.00000000
PA
USD
10508066.73000000
0.098291801768
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
250000.00000000
PA
USD
241251.58000000
0.002256652254
Long
DBT
CORP
CA
Y
2
2025-06-01
Fixed
4.25000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAJ7
5050000.00000000
PA
USD
3642149.49000000
0.034068439502
Long
DBT
CORP
NL
Y
2
2052-01-19
Fixed
4.98700000
N
N
N
N
N
N
NMLT Trust
N/A
NLT Trust
62917JAD2
1825000.00000000
PA
USD
1188615.38000000
0.011118234239
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
2733314.40000000
PA
USD
2804520.88000000
0.026233313650
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
5235000.77000000
0.048967871175
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
39625000.00000000
PA
USD
33084220.52000000
0.309467738317
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
1646241.90000000
0.015398844207
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
1620694.17000000
0.015159872332
Long
ABS-MBS
CORP
US
N
2
2049-03-17
Variable
4.85887700
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon plc
00185AAF1
8306000.00000000
PA
USD
8124858.60000000
0.075999421342
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
128848.12000000
0.001205237290
Long
LON
CORP
US
N
2
2028-06-26
Variable
7.35635000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988LAH0
357684.25000000
PA
USD
355672.28000000
0.003326936356
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.20249000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MS7
7125000.00000000
PA
USD
5944504.56000000
0.055604525441
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
3390480.76000000
0.031714345875
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
8324626.66000000
PA
USD
7742008.43000000
0.072418264695
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
576165.41000000
PA
USD
570222.26000000
0.005333823507
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.35249000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H95S4
6071110.31000000
PA
USD
5505537.21000000
0.051498452187
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38379LAE6
4481483.41000000
PA
USD
3931414.93000000
0.036774210413
Long
ABS-CBDO
USGSE
US
N
2
2045-03-20
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TD0
256002000.00000000
PA
USD
185001445.31000000
1.730491997867
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAQ4
3600000.00000000
PA
USD
2975864.76000000
0.027836053633
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
9907040.06000000
0.092669835728
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC
03522AAH3
6975000.00000000
PA
USD
6783987.25000000
0.063456994241
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816BW8
4000000.00000000
PA
USD
4000000.00000000
0.037415750887
Long
DBT
CORP
US
N
2
2023-08-03
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust
35564KVE6
1410000.00000000
PA
USD
1454504.39000000
0.013605343480
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
9.41655000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
10574775.78000000
PA
USD
10086728.41000000
0.094350629363
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
5792786.01000000
0.054185359573
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
1556488.78000000
0.014559299112
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BNPR1
9254406.20000000
PA
USD
8506962.05000000
0.079573593217
Long
ABS-CBDO
USGSE
US
N
2
2052-07-25
Fixed
4.50000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
EK6999263
3300000000.00000000
PA
703445.59000000
0.006579986239
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
1474521.75000000
0.013792584618
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government International Bond
AX1722484
421500000.00000000
PA
951224.34000000
0.008897693235
Long
DBT
NUSS
HU
N
2
2030-08-21
Fixed
3.00000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAJ8
650000.00000000
PA
USD
596960.00000000
0.005583926662
Long
DBT
CORP
ID
Y
2
2029-07-17
Fixed
3.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EKT6
50886339.39000000
PA
USD
48928854.88000000
0.457677461345
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BZ2
4825000.00000000
PA
USD
4516697.84000000
0.042248910303
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
2001689.34000000
0.018723677424
Long
DBT
CORP
KY
N
2
2028-08-08
Fixed
5.90000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBL6
4650000.00000000
PA
USD
4206878.72000000
0.039350881549
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.75849300
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
BW3596622
500000.00000000
PA
492131.35000000
0.004603365998
Long
DBT
CORP
US
N
2
2032-05-07
Fixed
2.95000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAU4
1675000.00000000
PA
USD
1703126.27000000
0.015930937061
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
HOSTESS BRANDS LLC
549300SW7FLS4O41LD19
Hostess Brands LLC
44108HAJ0
579825.22000000
PA
USD
580605.08000000
0.005430943759
Long
LON
CORP
US
N
2
2025-08-03
Variable
7.52271000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
910821.49000000
0.008519767493
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
11860835.74000000
PA
USD
1629997.89000000
0.015246898749
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
234369.01000000
0.002192273123
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
3.26400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBK1
1467000.00000000
PA
USD
1289679.60000000
0.012063582659
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.49043200
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
1375000.00000000
PA
USD
1251813.09000000
0.011709381683
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
2827031.91000000
0.026443880423
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
2449744.03000000
0.022914753090
Long
DBT
CORP
TH
Y
2
2036-09-23
Fixed
3.46600000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330CAV0
8998104.06000000
PA
USD
111220.17000000
0.001040346543
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
0.25000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BF3
5000000.00000000
PA
USD
3384452.00000000
0.031657953230
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
6182414.55000000
PA
USD
5794466.31000000
0.054201076994
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
575053.81000000
0.005379017525
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
1870969.84000000
0.017500935362
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
9616945.44000000
0.089956308719
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
8.66655000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Corp II
36250GAT2
1350000.00000000
PA
USD
1266160.28000000
0.011843584404
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
2786832.80000000
0.026067860452
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
5422335.23000000
0.050720186047
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
2699454.71000000
0.025250531240
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
1658248.74000000
0.015511155441
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
336034.25000000
0.003143243446
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
2674837.07000000
0.025020259368
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
9627980.00000000
0.090059525306
Long
ABS-O
CORP
JE
Y
2
2036-04-25
Variable
6.86775000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
07336DAT8
4700000.00000000
PA
USD
4784036.00000000
0.044749574802
Long
ABS-MBS
USGSE
US
N
2
2056-07-15
Variable
6.38300000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays plc
06738EBW4
6075000.00000000
PA
USD
4264548.79000000
0.039890323793
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
1830881.95000000
0.017125955736
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
12244583.60000000
PA
USD
10321237.47000000
0.096544212505
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
2943338.40000000
0.027531804087
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
11226678.78000000
PA
USD
8702296.06000000
0.081400735381
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
43472636.66000000
PA
USD
40820113.30000000
0.381828797603
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DGJ5
985590.17000000
PA
USD
899600.92000000
0.008414810980
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
6035599.20000000
0.056456619030
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
9.56655000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
6700000.00000000
PA
USD
5727150.62000000
0.053571410222
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
57801.13000000
PA
USD
57175.01000000
0.000534811482
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
11566037.50000000
0.108187994462
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
46574600.82000000
NS
USD
46574600.82000000
0.435655915486
Long
STIV
RF
US
N
1
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
1443533.03000000
PA
USD
1438119.78000000
0.013452082858
Long
LON
CORP
US
N
2
2027-03-31
Variable
7.70249000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H8JP7
3277817.21000000
PA
USD
2779967.25000000
0.026003640525
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
13946205.34000000
0.130451936205
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
2167961.63000000
0.020278978070
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
5100000.00000000
PA
USD
5005609.20000000
0.046822156716
Long
DBT
NUSS
SA
Y
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AJ5
10050000.00000000
PA
USD
8213815.76000000
0.076831521077
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
ZL9360419
17000000.00000000
PA
209765.46000000
0.001962133049
Long
DBT
NUSS
N/A
N
2
2033-04-17
Fixed
7.00000000
N
N
N
N
N
N
FRESNILLO PLC
549300JXWH1UV5J0XV81
Fresnillo plc
358070AB6
2400000.00000000
PA
USD
1796400.00000000
0.016803413723
Long
DBT
CORP
GB
Y
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
BR9625400
498000000.00000000
PA
3457652.91000000
0.032342669983
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
2616.82000000
PA
USD
1809.53000000
0.000016926230
Long
LON
CORP
US
N
2
2027-03-02
Variable
10.35249000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
14000000.00000000
PA
USD
14111572.72000000
0.131998772379
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.35000000
N
N
N
N
N
N
Structured Asset Investment Lo
N/A
Structured Asset Investment Loan Trust
86358ELZ7
127592.50000000
PA
USD
125382.15000000
0.001172816822
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
6.05043000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
1499930.79000000
PA
USD
1492141.80000000
0.013957401469
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
6.39600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAC5
1137745.95000000
PA
USD
1029576.35000000
0.009630593057
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Fixed
1.73300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654WBS9
14248001.39000000
PA
USD
11044257.06000000
0.103307292722
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
69199513.05000000
PA
USD
64948366.91000000
0.607522979206
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
7185.48000000
0.000067212532
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
5941644.70000000
0.055577774488
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
1888977.21000000
0.017669375180
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
4228230.05000000
0.039550600561
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
9329858.01000000
0.087270910778
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
2865469.53000000
0.026803423527
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
2546143.49000000
0.023816467636
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Variable
3.82900000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670861AU7
11182204.17000000
PA
USD
8667821.82000000
0.081078265487
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
QZ4675638
225000000.00000000
PA
1372839.93000000
0.012841459207
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
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
2484665.50000000
0.023241406346
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
5914.77000000
PA
USD
5906.39000000
0.000055248004
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
2971416.41000000
0.027794444044
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
1073252.83000000
PA
USD
936275.29000000
0.008757860753
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
3963242.85000000
0.037071926795
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
18848951.12000000
PA
USD
16330011.22000000
0.152749907947
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
10000000.00000000
PA
USD
9387078.80000000
0.087806150484
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
2264853.80000000
0.021185301394
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
2431942.79000000
0.022748241400
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
5547976.50000000
0.051895426662
Long
ABS-O
CORP
KY
Y
2
2035-10-22
Variable
8.07060000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBZ3
3125000.00000000
PA
USD
2510629.25000000
0.023484269646
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAL1
875000.00000000
PA
425766.18000000
0.003982590331
Long
DBT
NUSS
CA
N
2
2051-12-02
Fixed
1.90000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652QAA9
1323622.03000000
PA
USD
1225965.06000000
0.011467600820
Long
ABS-O
CORP
US
Y
2
2037-11-20
Fixed
0.99000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA, Inc
40434PB21
5500000.00000000
PA
USD
5304033.96000000
0.049613603335
Long
STIV
CORP
US
Y
2
N
N
N
ARDAGH METAL PACKAGING
N/A
Ardagh Metal Packaging Finance USA LLC
BO2884290
250000.00000000
PA
202524.36000000
0.001894400250
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
405770.74000000
PA
USD
359046.52000000
0.003358498787
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
383483.92000000
0.003587084704
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
5418567.43000000
PA
USD
4733186.92000000
0.044273935675
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
1678855.05000000
0.015703905581
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.26900000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267TBP2
8435760.24000000
PA
USD
7143548.55000000
0.066820308249
Long
ABS-CBDO
USGSE
US
Y
2
2053-02-25
Variable
3.50000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FU6
5775000.00000000
PA
USD
4867790.47000000
0.045533008899
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
1020123.51000000
PA
USD
959499.71000000
0.008975100531
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
1082080.08000000
0.010121709678
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
3365329.80000000
0.031479085362
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
884791.99000000
0.008276289171
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
13721598.88000000
0.128350981366
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
4337480.25000000
0.040572520127
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
5947048.14000000
PA
USD
4941695.49000000
0.046224311853
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
697874.07000000
PA
USD
639205.40000000
0.005979087503
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
34149.71000000
0.000319434260
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
5491450.20000000
0.051366683173
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
466662.99000000
0.004365136545
Long
DBT
CORP
LU
N
2
2028-02-20
Fixed
0.50000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAK5
200000.00000000
PA
USD
163202.89000000
0.001526589669
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
1412735.12000000
PA
USD
1404936.82000000
0.013141691517
Long
LON
CORP
US
N
2
2026-11-01
Variable
7.45249000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
3000000.00000000
PA
USD
2354082.60000000
0.022019942032
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
309671.20000000
0.002896645119
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
855780.24000000
PA
USD
811748.38000000
0.007593043792
Long
ABS-CBDO
CORP
US
Y
2
2057-06-25
Variable
5.80043000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
Credit Suisse Group AG.
225401AQ1
2950000.00000000
PA
USD
2705057.46000000
0.025302939014
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
3062164.70000000
0.028643297897
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.25000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos, Inc
969457CJ7
9250000.00000000
PA
USD
9372563.15000000
0.087670371998
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR230714
EUR230714
1.00000000
NC
USD
-22390.67000000
-0.00020944093
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
1907924.11000000
USD
1726697.53000000
EUR
2023-07-14
-22390.67000000
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
2350000.00000000
PA
USD
2168184.85000000
0.020281066056
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
22743659.29000000
0.212742772563
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
875062.50000000
0.008185280127
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
26387136.11000000
PA
USD
22552852.50000000
0.210957977733
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX
67448KAN4
5738307.25000000
PA
USD
4655665.99000000
0.043548809723
Long
ABS-CBDO
USGSE
US
Y
2
2052-01-25
Variable
3.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBH0
7000000.00000000
PA
USD
6894835.50000000
0.064493861868
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652MAA8
1750992.82000000
PA
USD
1686971.09000000
0.015779822514
Long
ABS-O
CORP
US
Y
2
2036-05-20
Fixed
2.59000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007CD1Q2V06I4172
Wells Fargo Commercial Mortgage Trust
94989AAW5
4500000.00000000
PA
USD
4227938.10000000
0.039547869678
Long
ABS-MBS
CORP
US
N
2
2047-12-15
Fixed
3.80800000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
265168.65000000
PA
USD
112465.77000000
0.001051997808
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
6.28181900
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
2075000.00000000
PA
USD
1831255.56000000
0.017129450460
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50184BAA6
2489846.29000000
PA
USD
2282107.71000000
0.021346693393
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.57460000
N
N
N
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330CBC1
80255430.19000000
PA
USD
627003.57000000
0.005864952345
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
0.15595000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AGEJ7
5063292.05000000
PA
USD
500509.96000000
0.004681738994
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
0.79957000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H9U98
3463099.26000000
PA
USD
3472658.80000000
0.032483034144
Long
ABS-CBDO
USGSE
US
N
2
2053-02-25
Fixed
5.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FQ6
5100000.00000000
PA
USD
4066156.76000000
0.038034577099
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
66430801.77000000
0.621389582563
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
11661213.04000000
PA
USD
10372914.41000000
0.097027595384
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
5500576.82000000
0.051452053008
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
4048837.87000000
PA
USD
3896747.32000000
0.036449931748
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
3853756.42000000
0.036047797547
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
31730168.40000000
PA
USD
4514542.98000000
0.042228753877
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
2317230.94000000
0.021675233899
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
7706637.47000000
0.072087406938
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CR6
275000.00000000
PA
USD
275962.50000000
0.002581336038
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918VAY0
693664.99000000
PA
USD
684716.71000000
0.006404797462
Long
LON
CORP
US
N
2
2026-08-12
Variable
6.96697000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
6108151.77000000
PA
USD
5565198.16000000
0.052056516997
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
1.53073600
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452EAA9
3543000.00000000
PA
USD
3290387.25000000
0.030778077417
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
16766447.27000000
0.156832303578
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
604085.88000000
PA
USD
592866.85000000
0.005545639592
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
3461472.23000000
PA
USD
2687450.35000000
0.025138243204
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CHE4
117115000.00000000
PA
USD
114553109.38000000
1.071522650975
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.62500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
577284.59000000
PA
USD
566564.61000000
0.005299610077
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
19335400.00000000
PA
USD
15989138.33000000
0.149561404163
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
4076069.36000000
PA
USD
3883846.41000000
0.036329257440
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
7085774.00000000
0.066279888706
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
13351335.75000000
0.124887563107
Long
ABS-MBS
CORP
US
Y
2
2034-10-10
Variable
3.64766700
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
JK7702612
750000.00000000
PA
781974.30000000
0.007314538902
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
GSK Consumer Healthcare Capital US LLC
36264FAM3
3500000.00000000
PA
USD
3137540.46000000
0.029348358062
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
2610482.84000000
0.024418293909
Long
ABS-MBS
CORP
US
N
2
2051-07-15
Variable
4.42900000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AJ0
4325000.00000000
PA
USD
3787277.59000000
0.035425958711
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
9175868.09000000
PA
USD
8795835.02000000
0.082275692988
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
5524087.80000000
0.051671973250
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
4686083.00000000
0.043833328541
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
844166.54000000
0.007896281241
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
3496357.64000000
0.032704711617
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
3018084.01000000
0.028230969868
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
27822311.72000000
0.260248171104
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
916491.86000000
PA
USD
812079.88000000
0.007596144622
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
22484229.60000000
0.210316083400
Long
ABS-O
CORP
US
Y
2
2025-12-26
Fixed
1.21000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322AAD4
2400000.00000000
PA
USD
2373793.20000000
0.022204313757
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
1156876.77000000
0.010821353258
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
362155.18000000
0.003387576999
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137H3XG2
13204944.38000000
PA
USD
9355174.90000000
0.087507723390
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HBM1
2279000.00000000
PA
USD
1881213.08000000
0.017596749991
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.28642400
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBN9
2288546.00000000
PA
USD
2182255.40000000
0.020412681104
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Variable
4.49000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGL9
177485000.00000000
PA
USD
174760328.37000000
1.634697227809
Long
DBT
UST
US
N
2
2026-02-15
Fixed
4.00000000
N
N
N
N
N
N
TRANS UNION LLC
X8NPN6PWJOM1QCTYFV34
Trans Union LLC
89334GAZ7
2589305.68000000
PA
USD
2586198.51000000
0.024191139798
Long
LON
CORP
US
N
2
2028-12-01
Variable
7.46697000
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
2808470.89000000
0.026270261798
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
192879.94000000
0.001804186946
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
1837792.56000000
PA
USD
1500153.86000000
0.014032345779
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
365855.02000000
0.003422185072
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
904576.24000000
PA
USD
856423.57000000
0.008010932737
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
806718.21000000
0.007545991895
Long
DBT
NUSS
MY
N
2
2040-05-22
Fixed
3.75700000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
3410000.00000000
PA
USD
3370890.40000000
0.031531098868
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GZN7
6825000.00000000
PA
USD
5191531.12000000
0.048561258777
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
26826518.39000000
0.250933582311
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
3912835.07000000
0.036600415560
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
939655.39000000
PA
USD
933430.17000000
0.008731247677
Long
LON
CORP
US
N
2
2028-03-15
Variable
6.89629000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
3IFG42XD94UUZ7FL2766
Morgan Stanley Capital I Inc
62479WAJ0
3380820.10000000
PA
USD
3264026.63000000
0.030531501819
Long
ABS-MBS
CORP
US
Y
2
2023-11-15
Variable
6.57080000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
936949.18000000
0.008764164278
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
21793789.06000000
0.203857745588
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
9922132.46000000
0.092811009097
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
1.88400000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAB1
1000000.00000000
PA
USD
997988.00000000
0.009335117599
Long
DBT
NUSS
JO
Y
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
AFRICA FINANCE CORP
213800LXFHRRXIJRXW97
Africa Finance Corp
00830YAD3
750000.00000000
PA
USD
616875.00000000
0.005770210332
Long
DBT
NUSS
N/A
Y
2
2028-04-28
Fixed
2.87500000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
7250000.00000000
PA
USD
6501995.03000000
0.060819256577
Long
ABS-MBS
CORP
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592KBP6
29274470.10000000
PA
USD
198858.55000000
0.001860110492
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
0.14254700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
11963852.01000000
PA
USD
10888411.78000000
0.101849525679
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
1250000.00000000
PA
USD
1067199.61000000
0.009982518688
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
1480785.00000000
0.013851170669
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
8911162.42000000
PA
USD
7135468.06000000
0.066744723848
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34736200
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS40V1-5 Year Index
N/A
1.00000000
NC
USD
-6869824.00000000
-0.06425990585
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
USD 3M FOR STANDARD CREDIT INDICES
2I65BYEC5
Y
Credit Event as Specified in Contract
2028-06-20
0.00000000
USD
3494513.59000000
USD
450000000.00000100
USD
-3421924.06000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EE55
55390393.71000000
PA
USD
52010528.94000000
0.486503248581
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
1531800.00000000
0.014328361802
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
483865.36000000
PA
USD
426171.96000000
0.003986385972
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV30
52032915.04000000
PA
USD
46069814.46000000
0.430934175312
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
6498785.18000000
PA
USD
5045587.93000000
0.047196115266
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ACY9
5800000.00000000
PA
USD
5695012.00000000
0.053270787572
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.05000000
N
N
N
N
N
N
Aimco
N/A
AIMCO CLO 16 Ltd
00901FAC0
7100000.00000000
PA
USD
6951503.50000000
0.065023930811
Long
ABS-O
CORP
KY
Y
2
2035-01-17
Variable
6.91029000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
200000.00000000
PA
USD
164228.56000000
0.001536183722
Long
DBT
CORP
IN
Y
2
2031-02-16
Fixed
2.80000000
N
N
N
N
N
N
BECLE SA DE CV
529900JY55CZKMJLCE09
Becle SAB de C.V.
07586PAA9
3700000.00000000
PA
USD
2985345.00000000
0.027924731207
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
690522.82000000
0.006459107453
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
1281507.00000000
PA
USD
1277790.63000000
0.011952373974
Long
ABS-O
CORP
KY
Y
2
2029-10-29
Variable
6.40914000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ED80
30162174.43000000
PA
USD
28321747.01000000
0.264919857703
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
3316118.46000000
0.031018765552
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
7171120.64000000
0.067078215861
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
3260.96000000
PA
USD
3260.56000000
0.000030499075
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
727900.07000000
0.006808731922
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
5372812.50000000
0.050256953515
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
2485879.35000000
PA
USD
2302761.10000000
0.021539883917
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
250000.00000000
PA
251999.08000000
0.002357183700
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
5071851.02000000
0.047441778575
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
948828.36000000
PA
USD
931206.49000000
0.008710447513
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
1791608.00000000
0.016758589653
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
1042529.46000000
0.009751755641
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
491662.13000000
0.004598976944
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
453061.66000000
0.004237910551
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
12000000.00000000
PA
USD
9571209.36000000
0.089528496275
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
6483098.14000000
0.060642496245
Long
DBT
CORP
SE
N
2
2023-12-12
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPAP6
3930190.66000000
PA
USD
3763694.42000000
0.035205363208
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
6605766.00000000
0.061789923768
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Variable
2.86797500
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAG8
4225000.00000000
PA
USD
4124623.46000000
0.038581470970
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
4258100.70000000
0.039830008760
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
1905259.95000000
PA
USD
1883435.58000000
0.017617539118
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Variable
6.79300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BEXK4
17902974.16000000
PA
USD
17214717.59000000
0.161025396234
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
2369578.00000000
0.022164885038
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
34005255.64000000
PA
USD
29070480.61000000
0.271923465167
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
9712500.00000000
0.090850120122
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR230714
EUR230714
1.00000000
NC
USD
-256.09000000
-0.00000239544
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
272996.18000000
USD
249764.67000000
EUR
2023-07-14
-256.09000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SQ2
10000000.00000000
PA
USD
6429687.50000000
0.060142896445
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
1915969.67000000
0.017921860969
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
5986009.30000000
0.055992758194
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
2611541.93000000
0.024428200571
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.42600000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
1675000.00000000
PA
USD
1302104.72000000
0.012179806458
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
770885.41000000
0.007210814115
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
1681779.42000000
0.015731259956
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
12577002.55000000
PA
USD
11557935.57000000
0.108112209514
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investment Ltd
55377XAB2
4000000.00000000
PA
USD
3936840.00000000
0.036824956180
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
5027725.68000000
0.047029032892
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
4050126.18000000
0.037884628053
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
990713.27000000
PA
USD
937555.36000000
0.008769834448
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
15101147.03000000
PA
USD
14121372.53000000
0.132090439191
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust
344928AB2
1000000.00000000
PA
USD
995225.90000000
0.009309281087
Long
ABS-O
CORP
US
N
2
2026-03-15
Fixed
5.14000000
N
N
N
N
N
N
CHOBANI LLC
549300ISVDMZ91KNTR38
Chobani LLC
17026YAH2
426118.32000000
PA
USD
424874.05000000
0.003974245403
Long
LON
CORP
US
N
2
2027-10-25
Variable
8.71697000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
700000.00000000
PA
USD
669906.93000000
0.006266267702
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
6261140.49000000
0.058566318210
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
15825000.00000000
PA
USD
16014080.74000000
0.149794713913
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
BOI FINANCE BV
724500ZH3H2YACBUNF38
BOI Finance BV
BU2015792
750000.00000000
PA
697686.22000000
0.006526113451
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
2097923.72000000
0.019623847821
Long
DBT
CORP
LU
N
2
2026-02-15
Fixed
3.70000000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR Mortgage Trust
78458MAA2
9741110.00000000
PA
USD
9201578.17000000
0.086070989144
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
6.79699000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
6650000.00000000
PA
USD
5470720.92000000
0.051172782778
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
8997996.93000000
0.084166702903
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
626587.38000000
0.005861059329
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
2798532.66000000
0.026177300213
Long
DBT
CORP
N/A
Y
2
2029-10-16
Fixed
3.75000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
CF Hippolyta LLC
12530MAA3
17179533.24000000
PA
USD
15416755.08000000
0.144207366890
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
CNT HOLDINGS I CORP
254900SYIEHMSB69WT08
CNT Holdings I Corp
12656AAC3
695695.42000000
PA
USD
693869.22000000
0.006490409470
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.45866000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CV5
3350000.00000000
PA
USD
3341647.78000000
0.031257565222
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
1314834.77000000
0.012298882552
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
3069824.29000000
0.028714945225
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IRJ8RDHSNEL96
Freddie Mac STACR REMIC Trust
35564KE47
3100000.00000000
PA
USD
3146993.21000000
0.029436778497
Long
ABS-CBDO
USGSE
US
Y
2
2042-08-25
Variable
8.61655000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QQ4
20935000.00000000
PA
USD
22031634.13000000
0.206082533560
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI European Group BV
ZK6018079
250000.00000000
PA
278634.73000000
0.002606331911
Long
DBT
CORP
NL
Y
2
2028-05-15
Fixed
6.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493002S7XBI8CVRR075
Wells Fargo Commercial Mortgage Trust
94989HAW0
1570000.00000000
PA
USD
1461646.61000000
0.013672151361
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
43729287.74000000
0.409041034137
Long
ABS-O
CORP
US
Y
2
2024-07-01
Variable
7.79052000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BQWU6
32082307.88000000
PA
USD
32426162.53000000
0.303312304861
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
2978098.81000000
0.027856950798
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
3881459.08000000
0.036306926503
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
9259595.35000000
0.086613678232
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
ZAR230714
ZAR230714
1.00000000
NC
USD
4722.40000000
0.000044173035
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
6821687.78000000
ZAR
366640.58000000
USD
2023-07-14
4722.40000000
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank
BS7653915
41700000.00000000
PA
475896.34000000
0.004451504726
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
9616228.92000000
0.089949606435
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
8900.08000000
PA
USD
7450.48000000
0.000069691325
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.47748000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
Credit Suisse Group AG.
225401AV0
6200000.00000000
PA
USD
6222933.30000000
0.058208930534
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
40092808.46000000
0.375025633425
Long
DBT
UST
US
N
2
2046-05-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EPD6
26832418.99000000
PA
USD
26704230.86000000
0.249789712372
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.50000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BR7
3000000.00000000
PA
USD
2967048.36000000
0.027753585576
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.95000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBR9
2000000.00000000
PA
USD
1468515.80000000
0.013736405336
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
3.64059000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
3125000.00000000
PA
USD
2155788.16000000
0.020165108189
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
3560655.38000000
0.033306148673
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
7687827.40000000
0.071911458715
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CBL3
3422282.35000000
PA
USD
2523388.75000000
0.023603621215
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.71327000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
8500000.00000000
PA
USD
8329134.96000000
0.077910209692
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
3439081.60000000
0.032168955106
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
2684793.00000000
0.025113386517
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
450727.53000000
PA
USD
387899.03000000
0.003628383368
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
EUR230714
EUR230714
1.00000000
NC
USD
6751.29000000
0.000063151146
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
490085.58000000
EUR
541918.99000000
USD
2023-07-14
6751.29000000
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
6025000.00000000
PA
USD
4405699.55000000
0.041210639211
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
3277167.88000000
0.030654424253
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
4387299.80000000
0.041038529095
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
7766284.44000000
0.072645340981
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
3753887.17000000
0.035113626802
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
8109366.23000000
0.075854506678
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C68
4525000.00000000
PA
USD
4621120.05000000
0.043225669152
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
7.35000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
5300000.00000000
PA
USD
5079787.60000000
0.047516016850
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
4065069.08000000
PA
USD
3290524.23000000
0.030779358719
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
3.00000000
N
N
N
N
N
N
Bruegel
549300P1CR5XGGQ0OD33
Bruegel 2021 DAC
BCC30XSY7
731317.31000000
PA
704699.56000000
0.006591715796
Long
ABS-MBS
CORP
IE
Y
2
2031-05-22
Variable
5.85300000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc
46284VAP6
3845000.00000000
PA
USD
3851467.29000000
0.036026385168
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
7.00000000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
AP6181865
2690000.00000000
PA
1671644.05000000
0.015636454336
Long
DBT
NUSS
AU
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
1343958.17000000
PA
USD
1276530.98000000
0.011940591286
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
113512.00000000
0.001061784178
Long
DBT
NUSS
LB
N
2
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
979056.47000000
0.009158033246
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
9671931.42000000
PA
USD
9194808.37000000
0.086007664856
Long
ABS-O
USGSE
US
N
2
2040-08-15
Fixed
3.70000000
N
N
N
N
N
N
SMB Private Education Loan Tru
549300QHI21JZK7YIR34
SMB Private Education Loan Trust
78449PAB5
2110829.49000000
PA
USD
2016919.95000000
0.018866143602
Long
ABS-O
CORP
US
Y
2
2036-02-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KPAL2
6952020.29000000
PA
USD
6529301.24000000
0.061074677165
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
15300000.00000000
PA
USD
14735966.88000000
0.137839316465
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
RON230714
RON230714
1.00000000
NC
USD
-7452.76000000
-0.00006971265
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
3087607.46000000
RON
671808.89000000
USD
2023-07-14
-7452.76000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
3425583.90000000
PA
USD
3450161.98000000
0.032272600290
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
5.00000000
N
N
N
N
N
N
HONG KONG
549300DSMAD69T7GGN13
Hong Kong Government International Bond
43858AAH3
4305000.00000000
PA
USD
4443342.90000000
0.041562752763
Long
DBT
NUSS
HK
Y
2
2033-01-11
Fixed
4.62500000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Listrik Negara PT
71568PAL3
3000000.00000000
PA
USD
2624422.62000000
0.024548685743
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
5725670.77000000
0.053557567797
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
370448.48000000
0.003465152011
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.75000000
N
N
N
N
N
N
SMR 2022-IND Mortgage Trust
N/A
SMR Mortgage Trust
78458MAE4
9277247.62000000
PA
USD
8782677.55000000
0.082152618833
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
8.09699000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
1400000.00000000
PA
USD
1157328.10000000
0.010825574971
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
4089036.00000000
PA
USD
3289417.24000000
0.030769004003
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
3204306.00000000
0.029972878765
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
24050811.48000000
0.224969792741
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
799509.68000000
0.007478563754
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
428020.84000000
0.004003680280
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
4668957.51000000
0.043673137774
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
3.20000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CF4
6200000.00000000
PA
USD
5381651.96000000
0.050339637274
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
8183984.66000000
PA
USD
6618388.39000000
0.061907992818
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
23312328.79000000
0.218062071651
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
JPY230714
JPY230714
1.00000000
NC
USD
1838739.07000000
0.017199450747
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
2920875217.00000000
JPY
22126374.17000000
USD
2023-07-14
1838739.07000000
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DC0
2800000.00000000
PA
USD
2527648.03000000
0.023643462255
Long
DBT
NUSS
KR
N
2
2025-09-21
Fixed
0.75000000
N
N
N
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
3200000.00000000
PA
USD
2975200.00000000
0.027829835509
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
15480881.03000000
0.144807197032
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
1479493.48000000
0.013839089871
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
10187453.47000000
PA
USD
7896746.49000000
0.073865674872
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
2128205.83000000
0.019907104792
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
3909849.46000000
PA
USD
704051.68000000
0.006585655567
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
229261.19000000
0.002144494893
Long
DBT
NUSS
UA
Y
2
2028-06-20
Fixed
6.75000000
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
1802494.65000000
0.016860422699
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
6785262.40000000
0.063468921915
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
10756863.19000000
0.100619028360
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
612468.49000000
PA
USD
585228.59000000
0.005474191783
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
102869039.82000000
PA
USD
91989696.58000000
0.860465892853
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
3703560.11000000
0.034642870617
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Poland Government International Bond
857524AE2
1425000.00000000
PA
USD
1492830.00000000
0.013963838849
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
6658811.82000000
0.062286111065
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.50000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas, Inc
68235PAE8
425000.00000000
PA
USD
418901.08000000
0.003918374613
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
791502.90000000
0.007403668833
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.19358700
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754MCB1
23635000.00000000
PA
USD
25020767.32000000
0.234042699262
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.71655000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
5300000.00000000
PA
USD
3871918.18000000
0.036217681519
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
4159827.83000000
0.038910770455
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
7729413.00000000
0.072300447827
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
6255283.86000000
0.058511535658
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
3061618.63000000
0.028638189992
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
33449425.86000000
PA
USD
29834528.68000000
0.279070323231
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
BZ8026164
385000000.00000000
PA
2727910.16000000
0.025516701747
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
2436315.03000000
PA
USD
1888495.71000000
0.017664871259
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
3229916.02000000
0.030212433297
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
18782346.38000000
0.175688898307
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
3172256.03000000
0.029673085342
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
3010742.09000000
0.028162294006
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
13911737.75000000
0.130129528515
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
7302312.41000000
PA
USD
7335057.44000000
0.068611670479
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
3637240.83000000
0.034022524202
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
7.04300000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BR7415259
1475000.00000000
PA
977276.99000000
0.009141388101
Long
DBT
CORP
GB
N
2
2053-07-31
Fixed
1.50000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
241932.68000000
PA
USD
208048.31000000
0.001946070934
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
779548.17000000
0.007291845033
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
860569.72000000
PA
USD
843237.85000000
0.007887594333
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.21697000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448JAN7
9770648.70000000
PA
USD
8477737.84000000
0.079300231776
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
3181264.78000000
0.029757352628
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
465713.53000000
0.004356255355
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
963439.95000000
0.009011957290
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.60000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen, Inc
031162DT4
12925000.00000000
PA
USD
13089213.93000000
0.122435691928
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
QZ4138504
327000000.00000000
PA
2277329.91000000
0.021302002150
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
7564900.08000000
0.070761604219
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
5181787.58000000
0.048470118310
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABS3
22975000.00000000
PA
USD
19954428.50000000
0.186652481462
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
2319449.50000000
0.021695986171
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
13726218.15000000
PA
USD
12689421.58000000
0.118696059184
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
4825895.80000000
PA
USD
4290634.17000000
0.040134324813
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
16733039.80000000
0.156519812185
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
220797.09000000
0.002065322229
Long
DBT
CORP
US
N
2
2030-10-31
Fixed
4.25000000
N
N
N
N
N
N
KONDOR FINANCE PLC (NAK)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance plc
AZ6401204
1000000.00000000
PA
USD
565000.00000000
0.005284974812
Long
DBT
CORP
GB
N
2
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
11634702.00000000
0.108830277919
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
21536601.63000000
0.201452030385
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251SAL2
2000000.00000000
PA
USD
1581621.80000000
0.014794391816
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
6.89300000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co, Inc
17136MAA0
1275000.00000000
PA
USD
1051537.97000000
0.009836020683
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
7405000.00000000
PA
USD
6919581.52000000
0.064725334598
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
2886729.63000000
0.027002289178
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
797493.43000000
0.007459703877
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
4000000.00000000
PA
USD
3234438.68000000
0.030254737977
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
1689580.33000000
PA
USD
1607333.76000000
0.015034899889
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
572339.93000000
PA
USD
526805.31000000
0.004927704061
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
278746.69000000
0.002607379178
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
13758941.55000000
0.128700282376
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
4917535.00000000
0.045998316134
Long
ABS-O
CORP
KY
Y
2
2032-01-15
Variable
7.01029000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YHD7
6651330.54000000
PA
USD
6213555.93000000
0.058121215199
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BR1814184
425000.00000000
PA
429455.06000000
0.004017095885
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
937677.08000000
0.008770973009
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KRF8
22630000.00000000
PA
USD
22385489.64000000
0.209392475963
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
7.46655000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UAH4
388737.24000000
PA
USD
164874.81000000
0.001542228704
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
6.28181900
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive, Inc
398905AN9
550000.00000000
PA
USD
484334.62000000
0.004530435871
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
9551037.57000000
PA
USD
7731214.39000000
0.072317297917
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)
38383YLB6
4530061.89000000
PA
USD
4117347.43000000
0.038513411439
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
5575000.00000000
PA
USD
4702424.92000000
0.043986189842
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
487226.55000000
0.004557486805
Long
ABS-MBS
CORP
US
Y
2
2039-03-15
Variable
8.48199000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
4925000.00000000
PA
USD
3986977.80000000
0.037293942039
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
1451568.57000000
0.013577882002
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
1450000.00000000
PA
USD
1160889.30000000
0.010858886214
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
NZD230717
NZD230717
1.00000000
NC
USD
-6047.36000000
-0.00005656662
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
4765792.44000000
NZD
2918490.27000000
USD
2023-07-17
-6047.36000000
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Ingersoll-Rand Luxembourg Finance S.A.
456873AD0
5425000.00000000
PA
USD
5110789.10000000
0.047806002950
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BMZC5
3484526.48000000
PA
USD
2796259.33000000
0.026156035626
Long
ABS-CBDO
USGSE
US
N
2
2052-05-25
Fixed
4.00000000
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
407987.54000000
0.003816290040
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
5195296.63000000
0.048596481123
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
3361599.76000000
PA
USD
3171181.27000000
0.029663032104
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
8447397.50000000
0.079016430126
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
1846734.60000000
0.017274240437
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
1737296.23000000
0.016250560739
Long
DBT
CORP
ID
Y
2
2027-04-14
Fixed
4.76300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FWNA4
16897475.45000000
PA
USD
2028342.54000000
0.018972989797
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
604563.76000000
0.005655051759
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
6.36897000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
4350000.00000000
PA
USD
3968436.18000000
0.037120504880
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
2530154.79000000
0.023666910332
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.62905200
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
13700000.00000000
PA
USD
11816260.00000000
0.110528560144
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
33730698.02000000
0.315514848590
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
567736.70000000
0.005310573734
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
395323.66000000
0.003697832895
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
4562698.70000000
0.042679199483
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
963576.22000000
PA
USD
921375.38000000
0.008618487922
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
5505437.50000000
0.051497519506
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
30134268.66000000
0.281874072336
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
896264.19000000
0.008383599415
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
1703332.53000000
0.015932866405
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
1567003.69000000
0.014657654926
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
383596.50000000
0.003588137771
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
1187622.07000000
0.011108942879
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
2545220.45000000
0.023807833577
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
421461.33000000
0.003942323032
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
10300000.00000000
PA
USD
8126021.64000000
0.076010300346
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAC9
1080171.45000000
PA
USD
977901.68000000
0.009147231412
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
2129235.64000000
0.019916737571
Long
LON
CORP
US
N
2
2025-03-06
Variable
7.70249000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAA5
1200000.00000000
PA
USD
1115297.64000000
0.010432424665
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Variable
3.91674700
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust
14686KAB3
5000000.00000000
PA
USD
4652689.50000000
0.043520967821
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
2711902.62000000
0.025366968214
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
2284827.28000000
0.021372132082
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.16002600
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
2650000.00000000
PA
USD
2244750.53000000
0.020997256658
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
ANGLOGOLD HOLDINGS PLC
213800745ZIXC4L6A131
AngloGold Ashanti Holdings plc
03512TAE1
11325000.00000000
PA
USD
9721008.54000000
0.090929708475
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust
35564KUX5
16690000.00000000
PA
USD
16683310.65000000
0.156054648813
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
7.96655000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
BO7153865
26950000.00000000
PA
1002012.79000000
0.009372765234
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAA7
2814975.89000000
PA
USD
2623943.74000000
0.024544206329
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
28170767.12000000
0.263507601214
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
865138.30000000
0.008092449778
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
451582.96000000
0.004224078884
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
1532880.25000000
0.014338466393
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
4350475.39000000
0.040694075858
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
21078173.47000000
0.197163921927
Long
ABS-O
CORP
US
Y
2
2036-06-16
Variable
5.82660000
N
N
N
N
N
N
KALLPA GENERACION SA
549300NG1PWEI5BZG095
Kallpa Generacion SA
156830AA9
2000000.00000000
PA
USD
1867801.20000000
0.017471296101
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
6614555.50000000
0.061872140204
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
4695319.50000000
0.043919726186
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
577300.62000000
0.005400034046
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
965837.34000000
0.009034382327
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
572603.24000000
0.005356095046
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
2941208.05000000
PA
USD
2626874.68000000
0.024571622159
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
970000.00000000
PA
USD
966757.10000000
0.009042985705
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
8.20979000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
2050000.00000000
PA
USD
1971493.20000000
0.018441224611
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
4180865.35000000
0.039107554107
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
1993356.86000000
0.018645735925
Long
DBT
MUN
US
N
2
2036-07-01
Fixed
4.22800000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36266CAA4
5000000.00000000
PA
USD
4860342.50000000
0.045463341051
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
6.44329100
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
BM7280605
100000.00000000
PA
84756.44000000
0.000792806461
Long
DBT
NUSS
CI
Y
2
2032-01-30
Fixed
4.87500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc
55903VBA0
9800000.00000000
PA
USD
9141109.54000000
0.085505369345
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
NETHERLANDS GOVERNMENT
254900G14ALGVKORFN62
Netherlands Government International Bond
ZO5449301
380000.00000000
PA
201486.39000000
0.001884691143
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
5140659.08000000
0.048085404883
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
2522625.00000000
0.023596477145
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.20323000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
4925000.00000000
PA
USD
4262672.90000000
0.039872776834
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
6784514.04000000
0.063461921802
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
3847476.16000000
0.035989052386
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
7699554.66000000
0.072021154775
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
2410623.00000000
0.022548817412
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
19261871.46000000
PA
USD
15543810.20000000
0.145395832569
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
3294112.72000000
0.030812925231
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
2949549.18000000
PA
USD
2896344.92000000
0.027092230002
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
6048181.50000000
PA
USD
4695744.01000000
0.043923697026
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
729536.30000000
0.006824037115
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
PEN230718
PEN230718
1.00000000
NC
USD
-1079.92000000
-0.00001010150
N/A
DFE
CORP
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
777554.06000000
PEN
212871.04000000
USD
2023-07-18
-1079.92000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
BJ9478998
2350000.00000000
PA
1748046.21000000
0.016351115383
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
1301607.08000000
0.012175151564
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 - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust
35564KWA3
4165000.00000000
PA
USD
4280754.51000000
0.040041911088
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.64682000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31297U5N6
472853.36000000
PA
USD
465422.91000000
0.004353536914
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
836625.89000000
0.007825746471
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
267158.27000000
0.002498981819
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
5.87500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
7250000.00000000
PA
USD
6315317.68000000
0.059073088271
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
3.07585400
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDFL0
680762.89000000
PA
USD
654745.63000000
0.006124449846
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
2178000.00000000
PA
USD
1395585.93000000
0.013054223874
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
259205.90000000
0.002424595845
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
384977.38000000
0.003601054436
Long
DBT
CORP
US
N
2
2029-10-26
Fixed
1.87500000
N
N
N
N
N
N
SAMSONITE IP HOLDINGS
222100XV7DJLCY8IA009
Samsonite IP Holdings Sarl
N/A
168592.97000000
PA
USD
169331.41000000
0.001583915463
Long
LON
CORP
LU
N
2
2030-06-21
Variable
7.82629000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBU4
1600000.00000000
PA
USD
1514926.50000000
0.014170528134
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
2127178.05000000
0.019897491002
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
5348000.00000000
0.050024858936
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
8069482.81000000
PA
USD
7657148.38000000
0.071624489072
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
921668.08000000
PA
USD
774780.92000000
0.007247252473
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
4215444.75000000
0.039431007661
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
1664770.48000000
0.015572159390
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR230714
EUR230714
1.00000000
NC
USD
4840.02000000
0.000045273245
N/A
DFE
CORP
US
N
2
Morgan Stanley
I7331LVCZKQKX5T7XV54
294770.12000000
EUR
326725.53000000
USD
2023-07-14
4840.02000000
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
3285000.00000000
PA
USD
2807873.59000000
0.026264674691
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
487280.03000000
0.004557987053
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
KOREA EAST-WEST POWER CO
988400N0YW2A27V3D553
Korea East-West Power Co Ltd
5006EPAL5
1875000.00000000
PA
USD
1803291.56000000
0.016867876946
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
1663776.00000000
0.015562857086
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 (FHLMC)
3137FAES3
8386784.81000000
PA
USD
7409795.67000000
0.069310767228
Long
ABS-CBDO
USGSE
US
N
2
2047-01-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
2463954.72000000
PA
USD
2359298.76000000
0.022068733668
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
3441646.90000000
0.032192950762
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
2157686.48000000
PA
USD
1935516.41000000
0.018104699958
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
302512.16000000
0.002829679904
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.77600000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust
344928AC0
1000000.00000000
PA
USD
1002620.90000000
0.009378453457
Long
ABS-O
CORP
US
N
2
2026-03-15
Variable
5.78662000
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
3579511.13000000
0.033482524184
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
2144986.71000000
0.020064072099
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
2477739.00000000
0.023176616296
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
4830597.80000000
0.045185110980
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
622510.52000000
0.005822924635
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
1138475.55000000
0.010649229392
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
2879731.08000000
0.026936825177
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
2946850.80000000
0.027564658858
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
9160962.84000000
PA
USD
8706192.49000000
0.081437182345
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
1798819.78000000
PA
USD
1749889.72000000
0.016368359460
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
640017.18000000
0.005986680842
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
3317978.08000000
PA
USD
3152345.61000000
0.029486844513
Long
ABS-CBDO
CORP
US
Y
2
2044-12-25
Variable
6.19136900
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
325000.00000000
PA
USD
183573.00000000
0.001717130409
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
5500937.50000000
0.051455426786
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
19775000.00000000
PA
USD
19323604.97000000
0.180751797449
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967NU1
15100000.00000000
PA
USD
14611592.92000000
0.136675930189
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
10470293.37000000
PA
USD
1717167.90000000
0.016062281594
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
9025883.91000000
0.084427555978
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
1214777.55000000
0.011362953548
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.07806500
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
ZQ0637715
14550000.00000000
PA
2026043.29000000
0.018951482756
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC
24703TAG1
5375000.00000000
PA
USD
5335811.47000000
0.049910848185
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBG9
1183000.00000000
PA
USD
862457.99000000
0.008067378326
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.63467100
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46590MAS9
3874866.81000000
PA
USD
3669735.62000000
0.034326478444
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
521075.44000000
0.004874107214
Long
DBT
CORP
US
N
2
2024-06-12
Fixed
0.80000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAP9
3801016.34000000
PA
USD
3397853.18000000
0.031783307033
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
7810863.47000000
PA
USD
7390236.21000000
0.069127809257
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
1296114.00000000
0.012123769636
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
813816.83000000
0.007612391944
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
2012258.12000000
PA
USD
1928099.93000000
0.018035326666
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
2302248.78000000
0.021535091708
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
946433.02000000
0.008852875526
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
4825029.27000000
0.045133023297
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
12416727.77000000
PA
USD
11687080.24000000
0.109320220714
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
14324964.98000000
PA
USD
13364535.24000000
0.125011030315
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397C43
8080000.00000000
PA
USD
8122815.92000000
0.075980314241
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 2YR NOTE (CBT) Sep23
N/A
1410.00000000
NC
USD
286714687.50000000
2.681911330791
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 2YR NOTE (CBT) Sep23
2023-09-29
290681880.42000000
USD
-3967192.92000000
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BU8
2925000.00000000
PA
USD
2935360.64000000
0.027457180617
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.10000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17320QAG4
2500000.00000000
PA
USD
2275554.25000000
0.021285392737
Long
ABS-MBS
CORP
US
Y
2
2035-05-10
Variable
3.63483000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SAS
BR8159765
665000.00000000
PA
692087.00000000
0.006473738696
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
9775000.00000000
PA
USD
8249722.69000000
0.077167392264
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
679181.09000000
0.006353017617
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
36800172.00000000
PA
USD
35909636.54000000
0.335896503806
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
6159314.71000000
0.057613846206
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
5985561.56000000
0.055988570062
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
3775728.17000000
0.035317926156
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
2696000.00000000
PA
USD
2413951.76000000
0.022579954426
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.20419400
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
salesforce.com, Inc
79466LAK0
9650000.00000000
PA
USD
7089901.42000000
0.066318496336
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
4649586.85000000
0.043491945826
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
3706583.41000000
0.034671150377
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
5034592.85000000
PA
USD
4941830.02000000
0.046225570238
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital, Inc
98877DAD7
150000.00000000
PA
USD
151902.60000000
0.001420887460
Long
DBT
CORP
US
Y
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
AMHERST COLLEGE
549300AS419G4Y35BP63
Amherst College
898361AQ3
9820000.00000000
PA
USD
8351812.78000000
0.078122336608
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
1824523.60000000
0.017066480126
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
1084078.97000000
PA
USD
1070141.40000000
0.010010036009
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
230894.50000000
0.002159772773
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
951368.80000000
0.008899044505
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
7075906.24000000
PA
USD
5710065.29000000
0.053411595109
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
970059.37000000
PA
USD
970883.92000000
0.009081587722
Long
LON
CORP
US
N
2
2026-02-05
Variable
8.46697000
N
N
N
N
N
N
MESSER INDUSTRIES USA
529900HNC1EZT3TC1260
Messer Industries USA, Inc
D6000EAB8
261298.61000000
PA
USD
261469.76000000
0.002445771851
Long
LON
CORP
US
N
2
2026-03-02
Variable
8.00348000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BJYS8
11878502.85000000
PA
USD
1485232.17000000
0.013892769220
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
11077042.53000000
0.103613965967
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
783826.29000000
0.007331862301
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
10742310.79000000
PA
USD
8326840.98000000
0.077888751946
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
21563832.50000000
0.201706746247
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
4109089.80000000
0.038436170082
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Bank
N/A
BANK
06540BBG3
1000000.00000000
PA
USD
831572.90000000
0.007778481117
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
347154.30000000
PA
USD
338314.26000000
0.003164570518
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
101044354.34000000
PA
USD
94847366.74000000
0.887196361559
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
4542319.82000000
PA
USD
4354210.09000000
0.040729010009
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
2714741.70000000
0.025393524792
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.27686900
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
1291843.38000000
PA
USD
1075562.32000000
0.010060742957
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
589113.74000000
PA
576277.49000000
0.005390463751
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
2918983.40000000
0.027303988934
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
2401723.98000000
0.022465576533
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
16163850.00000000
PA
USD
13270537.01000000
0.124131776725
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
1348.60000000
PA
USD
1348.50000000
0.000012613785
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
4109505.28000000
PA
USD
3450612.68000000
0.032276816110
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
2256337.60000000
0.021105641389
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
356517.89000000
PA
USD
352116.21000000
0.003293673099
Long
ABS-O
CORP
US
Y
2
2030-11-08
Fixed
3.10000000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
BQ2336940
5400000.00000000
PA
USD
4614300.00000000
0.043161874829
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
14137124.97000000
0.132237786534
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
5.91500000
N
N
N
N
N
N
GOODYEAR EUROPE BV
529900AJU331P2QORU39
Goodyear Europe BV
BR5232441
205000.00000000
PA
187534.71000000
0.001754187998
Long
DBT
CORP
NL
Y
2
2028-08-15
Fixed
2.75000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BR2469814
2465000.00000000
PA
1375880.26000000
0.012869898264
Long
DBT
NUSS
DE
N
2
2052-08-15
Fixed
0.00000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
2975000.00000000
PA
USD
2622449.11000000
0.024530225653
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
424320.57000000
0.003969068185
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
6171656.55000000
PA
USD
4995729.48000000
0.046729742430
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
2149575.79000000
0.020106998067
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374CR73
30483262.18000000
PA
USD
29185413.52000000
0.272998540450
Long
ABS-MBS
USGSE
US
N
2
2044-05-01
Fixed
4.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BC6
5000000.00000000
PA
USD
3817236.10000000
0.035706188748
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
EMERALD DEBT MERGER
98450099EE3A0ZD5F786
Emerald Debt Merger Sub LLC
ZK4799290
500000.00000000
PA
544236.17000000
0.005090751240
Long
DBT
CORP
US
Y
2
2030-12-15
Fixed
6.37500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCK0
5150000.00000000
PA
USD
5142864.16000000
0.048106031064
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
2386728.30000000
0.022325307876
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.43462800
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
725000.00000000
PA
USD
467697.50000000
0.004374813287
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
5925000.00000000
PA
USD
5453281.95000000
0.051009659739
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
6477415.57000000
0.060589341839
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
428224.50000000
0.004005585303
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
1629364.20000000
0.015240971252
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
4121350.37000000
0.038550854690
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
3890000.00000000
0.036386817737
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
242265.24000000
PA
USD
236007.53000000
0.002207599737
Long
LON
CORP
CA
N
2
2027-11-24
Variable
9.00348000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCV0
3000000.00000000
PA
USD
2431260.00000000
0.022741854625
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
24371511.58000000
PA
USD
23522671.33000000
0.220029602670
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
18496400.00000000
0.173014173676
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
16569664.53000000
0.154991610084
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
939025.35000000
0.008783584643
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
4349286.21000000
0.040682952342
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.69846400
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
EJ7498649
15100000.00000000
PA
587111.91000000
0.005491808241
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
1392512.94000000
0.013025479317
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
46951087.15000000
0.439177545170
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
2830106.14000000
0.026472636579
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
669383.54000000
0.006261371945
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
2556766.65000000
0.023915836013
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
31380334.00000000
0.293529689924
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
715495.30000000
0.006692698476
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
3051819.68000000
0.028546531224
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
1270296.76000000
PA
USD
1262046.18000000
0.011805101369
Long
LON
CORP
US
N
2
2027-07-30
Variable
8.60229000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
214077.15000000
PA
USD
211017.34000000
0.001973843056
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
1886102.31000000
0.017642483544
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TQ1
54100000.00000000
PA
USD
52747500.00000000
0.493396829979
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Retail Properties of America, Inc
76131VAB9
5300000.00000000
PA
USD
4763830.59000000
0.044560574655
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
8500000.00000000
PA
USD
6889250.00000000
0.064441615449
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
2998486.87000000
0.028047659441
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
4176875.70000000
0.039070235169
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
1275424.88000000
0.011930244896
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
5750130.00000000
0.053786357912
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
596055.37000000
PA
USD
565183.87000000
0.005286694721
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
3.07543600
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
11500000.00000000
PA
USD
9855685.04000000
0.092189464069
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
GBP230714
GBP230714
1.00000000
NC
USD
-273376.93000000
-0.00255715077
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
12969653.01000000
GBP
16199729.53000000
USD
2023-07-14
-273376.93000000
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
5390000.00000000
PA
USD
4961312.01000000
0.046407803559
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
1887062.24000000
PA
USD
1808849.36000000
0.016919864261
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
3168404.25000000
PA
USD
2724309.62000000
0.025483022520
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
4978125.00000000
0.046565071221
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
2727260.90000000
0.025510628609
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
AUD230714
AUD230714
1.00000000
NC
USD
-28288.29000000
-0.00026460690
N/A
DFE
CORP
US
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
8252972.21000000
AUD
5471781.65000000
USD
2023-07-14
-28288.29000000
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DD8
3350000.00000000
PA
USD
2668177.21000000
0.024957963452
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
601797.53000000
PA
USD
601674.16000000
0.005628022621
Long
LON
CORP
US
N
2
2026-10-30
Variable
8.21697000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
2750000.00000000
PA
USD
1894322.10000000
0.017719370948
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
11100000.00000000
PA
USD
11074470.00000000
0.103589902681
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
241081.51000000
0.002255061430
Long
DBT
CORP
US
N
2
2025-09-02
Fixed
4.12500000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
2750000.00000000
PA
USD
2349308.97000000
0.021975289794
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
314824.41000000
PA
USD
291163.56000000
0.002723525807
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
3901757.42000000
0.036496795912
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
1412401.53000000
PA
USD
1386674.64000000
0.012970868222
Long
LON
CORP
US
N
2
2027-02-15
Variable
8.46697000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CN3
7600000.00000000
PA
USD
6605648.00000000
0.061788820003
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
1697157.77000000
PA
USD
1620258.70000000
0.015155798972
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
1560744.01000000
0.014599102269
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.95000000
N
N
N
N
N
N
NEW YORK ST DORM AUTH REVENUES
549300C8XO7EXTX2XU71
New York State Dormitory Authority
64990CER8
6000000.00000000
PA
USD
5101897.80000000
0.047722834284
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
3261535.55000000
0.030508200412
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
7979754.65000000
PA
USD
7548790.44000000
0.070610915650
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
10562842.60000000
0.098804171845
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
1819515.40000000
0.017019633735
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Fixed
3.67400000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AR7
1565000.00000000
PA
USD
1587141.62000000
0.014846023869
Long
DBT
NUSS
HU
Y
2
2028-05-22
Fixed
6.12500000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel S.A.
ZN4370518
300000.00000000
PA
365355.93000000
0.003417516615
Long
DBT
CORP
FR
N
2
2025-09-25
Fixed
4.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465978CU6
4233710.88000000
PA
USD
3950415.93000000
0.036951944584
Long
ABS-CBDO
USGSE
US
Y
2
2053-06-25
Variable
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBD7
1445000.00000000
PA
USD
1374627.63000000
0.012858181241
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
8684155.88000000
PA
USD
8350711.48000000
0.078112035116
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
988677.57000000
0.009248028416
Long
ABS-MBS
USGSE
US
Y
2
2037-09-10
Variable
3.59110000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDE9
5775000.00000000
PA
USD
5358755.44000000
0.050125464651
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
183050.05000000
0.001712238767
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
431360.72000000
PA
USD
429022.74000000
0.004013051991
Long
LON
CORP
CA
N
2
2026-11-19
Variable
6.94300000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia Government International Bond
62987BAB8
1675000.00000000
PA
USD
1589189.75000000
0.014865181949
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
19340000.00000000
PA
USD
19553227.37000000
0.182899671078
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.16655000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
8325000.00000000
PA
USD
8035582.29000000
0.075164336298
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32300000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge, Inc
29250NBR5
3925000.00000000
PA
USD
3978895.86000000
0.037218344075
Long
DBT
CORP
CA
N
2
2033-03-08
Fixed
5.70000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Republic of Paraguay
699149AB6
1000000.00000000
PA
USD
944352.73000000
0.008833416623
Long
DBT
NUSS
PY
Y
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
BJ3916126
1250000.00000000
PA
674183.22000000
0.006306267852
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
741070.07000000
0.006931923282
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
913380.20000000
0.008543701507
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
350784.73000000
0.003281218518
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.37500000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
IDR230718
IDR230718
1.00000000
NC
USD
10566.18000000
0.000098835389
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
13897123060.00000000
IDR
934222.69000000
USD
2023-07-18
10566.18000000
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAB2
1880000.00000000
PA
USD
1864494.32000000
0.017440363751
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
6723607.76000000
0.062892208252
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
7988316.49000000
0.074722214949
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H3XN7
6688663.20000000
PA
USD
4742112.38000000
0.044357423872
Long
ABS-CBDO
USGSE
US
N
2
2050-10-25
Fixed
3.00000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets plc
ZS4387933
500000.00000000
PA
443968.91000000
0.004152857534
Long
DBT
CORP
GB
N
2
2031-05-08
Fixed
1.23100000
N
N
N
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAJ9
174057.37000000
PA
USD
174181.82000000
0.001629285896
Long
LON
CORP
US
N
2
2028-06-22
Variable
7.58923000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HK9
3500000.00000000
PA
USD
3648062.81000000
0.034123752329
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
1064693.28000000
PA
USD
972226.30000000
0.009094144261
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
554419.88000000
0.005186009029
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
6467884.25000000
PA
USD
5235514.93000000
0.048972680596
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
413862.50000000
0.003871244050
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
8637443.37000000
PA
USD
8305168.61000000
0.077686029946
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
3513961.50000000
0.032869377027
Long
ABS-O
CORP
KY
Y
2
2035-07-18
Variable
7.88188000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
5125000.00000000
PA
USD
4941212.99000000
0.046219798578
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
8804000.00000000
0.082352067702
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
20237000.00000000
PA
USD
16614900.79000000
0.155414747243
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CHK0
131595000.00000000
PA
USD
130875339.84000000
1.224199778178
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814HZ9
1475000.00000000
PA
1246816.19000000
0.011662640991
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
2000000.00000000
PA
USD
1615129.60000000
0.015107821690
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AW3
5400000.00000000
PA
USD
5021228.56000000
0.046968259237
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
39000000.00000000
PA
USD
38637542.97000000
0.361413170663
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29273RBG3
4725000.00000000
PA
USD
4618937.50000000
0.043205253715
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
817220.90000000
0.007644233403
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
11477251.60000000
PA
USD
10979107.89000000
0.102697891443
Long
ABS-MBS
CORP
US
N
2
2050-07-15
Fixed
3.26100000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings, Inc
55903VBE2
2375000.00000000
PA
USD
1933838.93000000
0.018089008915
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
5100000.00000000
PA
USD
3295568.24000000
0.030826540074
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
1254697.08000000
0.011736358346
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
212688.24000000
0.001989472551
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
10750000.00000000
PA
USD
10393272.75000000
0.097218026028
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ68
62215531.95000000
PA
USD
59822177.58000000
0.559572923463
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
EUR230714
EUR230714
1.00000000
NC
USD
-90.47000000
-0.00000084625
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
5419.52000000
EUR
5827.58000000
USD
2023-07-14
-90.47000000
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EK4996816
202000000.00000000
PA
1534886.71000000
0.014357234695
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
6606372.68000000
0.061795598615
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
7.31210000
N
N
N
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
3550000.00000000
PA
USD
2666383.70000000
0.024941187072
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
2142566.25000000
0.020041431267
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.65417700
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
1766000.00000000
PA
USD
1619911.45000000
0.015152550818
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
277157.52000000
PA
USD
271464.12000000
0.002539258472
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
5.63043000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program LLC
83405DAC2
179324.27000000
PA
USD
177267.51000000
0.001658149248
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
5577878.39000000
0.052175127079
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
4667200.00000000
0.043656698135
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38375AX25
7502892.67000000
PA
USD
1479328.09000000
0.013837542823
Long
ABS-CBDO
USGSE
US
N
2
2040-01-20
Fixed
5.00000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital plc
034863AX8
4550000.00000000
PA
USD
3753212.19000000
0.035107313081
Long
DBT
CORP
GB
Y
2
2030-09-10
Fixed
2.62500000
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDL0
2350000.00000000
PA
USD
1893258.79000000
0.017709424812
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
5158119.90000000
0.048248732306
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.99800000
N
N
N
N
N
N
2023-06-30
COLLEGE RETIREMENT EQUITIES FUND
E. Scott Wickerham
E. Scott Wickerham
Principal Financial Officer, Principal Accounting Officer and Treasurer