0001752724-24-045460.txt : 20240228
0001752724-24-045460.hdr.sgml : 20240228
20240228115901
ACCESSION NUMBER: 0001752724-24-045460
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231231
FILED AS OF DATE: 20240228
DATE AS OF CHANGE: 20240228
PERIOD START: 20231231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND
CENTRAL INDEX KEY: 0000777535
ORGANIZATION NAME:
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: 24692292
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
2023-12-31
N
10795453922.00
45692713.00
10749761209.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
117999987.00000000
USD
UST
Bloomberg US Aggregate
LFI:LHMN0001
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
AR6412506
1220000.00000000
PA
1438598.19000000
0.013382606013
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
251304110.77000000
2.337764587362
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
248958.55000000
0.002315944932
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
1939953.44000000
0.018046479380
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
938216.16000000
0.008727786057
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
7178406.63000000
0.066777358961
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
1449721.65000000
0.013486082358
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
2216502.18000000
PA
USD
2252273.51000000
0.020951846894
Long
ABS-MBS
USGSE
US
N
2
2035-05-01
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KRVW1
22706780.47000000
PA
USD
22803840.38000000
0.212133459866
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YDN6
550000.00000000
PA
600275.10000000
0.005584078458
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
4209731.06000000
PA
USD
3717659.81000000
0.034583650164
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
2004410.00000000
0.018646088606
Long
ABS-O
CORP
KY
Y
2
2030-11-16
Variable
7.26444000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBE4
9000000.00000000
PA
USD
8099442.00000000
0.075345320165
Long
ABS-MBS
CORP
US
N
2
2049-08-10
Fixed
2.92600000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAK7
5975000.00000000
PA
USD
5748874.03000000
0.053479085890
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJN2
351163000.00000000
PA
USD
359338513.59000000
3.342758100423
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AT4545436
24600000.00000000
PA
734192.97000000
0.006829853758
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
2161602.71000000
0.020108378855
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.13276300
N
N
N
N
N
N
1011778 BC ULC
549300RHSHNRWI5LLA86
1011778 BC ULC
N/A
431362.42000000
PA
USD
432054.76000000
0.004019203325
Long
LON
CORP
CA
N
2
2030-09-23
Variable
7.60600000
N
N
N
N
N
N
Stack Infrastructure Issuer LL
N/A
Stack Infrastructure Issuer LLC
85236KAD4
6475000.00000000
PA
USD
5994059.02000000
0.055759927159
Long
ABS-O
CORP
US
Y
2
2045-08-25
Fixed
1.89300000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-1
N/A
JP Morgan Mortgage Trust
46592EBQ8
25610282.19000000
PA
USD
134861.18000000
0.001254550472
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
0.12649800
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAV2
42100000.00000000
PA
USD
37260929.17000000
0.346620994137
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
6084490.27000000
0.056601166776
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.33743000
N
N
N
N
N
N
Goldman Sachs
W22LROWP2IHZNBB6K528
JPY240116
JPY240116
1.00000000
NC
USD
-38775.58000000
-0.00036071108
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
141822236.00000000
JPY
969977.38000000
USD
2024-01-16
-38775.58000000
N
N
N
Freddie Mac - STACR
5493000ISONLNOUKGB71
Structured Agency Credit Risk Debt Note (STACR)
35564KKY4
1284796.00000000
PA
USD
1275087.44000000
0.011861541993
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
6.83743000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
912810TW8
9935000.00000000
PA
USD
10656839.84000000
0.099135595970
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
Bank
N/A
BANK
06650AAJ6
1067340.00000000
PA
USD
892040.61000000
0.008298236515
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
3.95021600
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
4501615.25000000
0.041876420903
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
78890000.00000000
PA
USD
78196631.06000000
0.727426679901
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
6125000.00000000
PA
USD
5942247.76000000
0.055277951244
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
1529066.26000000
0.014224188149
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
400000.00000000
0.003721012887
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
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165EJ5
6500000.00000000
PA
USD
5141966.77000000
0.047833311550
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
430374.15000000
0.004003569396
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJC6
700000.00000000
PA
USD
710390.63000000
0.006608431724
Long
DBT
UST
US
N
2
2026-10-15
Fixed
4.62500000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087XW9
1000000.00000000
PA
908546.85000000
0.008451786345
Long
DBT
NUSS
CA
N
2
2037-06-01
Fixed
5.00000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661EJ2
8850000.00000000
PA
USD
7492383.63000000
0.069698140119
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EU81
3982899.42000000
PA
USD
3940317.01000000
0.036654925941
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
53079EBN3
4825000.00000000
PA
USD
4752272.39000000
0.044208167024
Long
DBT
CORP
US
Y
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
Springcastle SPV
N/A
SpringCastle America Funding LLC
85022WAQ7
9021000.00000000
PA
USD
8110238.04000000
0.075445750675
Long
ABS-O
CORP
US
Y
2
2037-09-25
Fixed
2.66000000
N
N
N
N
N
N
GFL Environmental Inc
549300FYK4MBXWIVZU26
GFL Environmental, Inc
N/A
652799.34000000
PA
USD
655981.74000000
0.006102291271
Long
LON
CORP
CA
N
2
2027-05-31
Variable
7.91190000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC
161175BT0
20345000.00000000
PA
USD
15748496.47000000
0.146500895822
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
BN7651852
725000.00000000
PA
684941.28000000
0.006371688325
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
1140420.72000000
PA
USD
1075340.90000000
0.010003393369
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
6333706.98000000
PA
USD
5949576.39000000
0.055346126061
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
765816.23000000
0.007124030153
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
1319680.20000000
0.012276367580
Long
ABS-MBS
CORP
US
Y
2
2039-09-10
Variable
2.33497700
N
N
N
N
N
N
MISC CAPITAL TWO LABUAN
9845000ED8376T875113
Misc Capital Two Labuan Ltd
60475DAB7
3260000.00000000
PA
USD
3138397.01000000
0.029195039303
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
449793.32000000
0.004184216851
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
4199592.25000000
0.039066842214
Long
DBT
MUN
US
N
2
2025-10-01
Fixed
2.60400000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BR7415259
1475000.00000000
PA
1046491.96000000
0.009735025175
Long
DBT
NUSS
GB
N
2
2053-07-31
Fixed
1.50000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAZ6
5500000.00000000
PA
USD
4931685.11000000
0.045877159632
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
3225815.15000000
0.030008249367
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
4044932.25000000
0.037628112581
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
THB240117
THB240117
1.00000000
NC
USD
-42964.04000000
-0.00039967436
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
28312361.81000000
THB
787995.46000000
USD
2024-01-17
-42964.04000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
218168.25000000
PA
USD
198791.40000000
0.001849263403
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
1819233.80000000
0.016923481039
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
2812612.47000000
0.026164418123
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
2515478.40000000
0.023400318863
Long
ABS-MBS
CORP
US
N
2
2052-05-15
Fixed
3.78400000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial, Inc
21871XAS8
4350000.00000000
PA
USD
4446416.45000000
0.041362932287
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
ENFRAGEN ENERGIA SUR SA
N/A
EnfraGen Energia Sur S.A.
29280LAA1
2000000.00000000
PA
USD
1562016.60000000
0.014530709749
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
2887889.35000000
0.026864683725
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
225000.00000000
PA
USD
198233.47000000
0.001844073241
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
2303989.80000000
0.021432939348
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.62157300
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCA9
4500000.00000000
PA
USD
3279133.26000000
0.030504242803
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ES50
35053861.43000000
PA
USD
35195571.57000000
0.327407938518
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
3000000.00000000
PA
USD
2971524.00000000
0.027642697751
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
FLUTTER FINANCING BV
635400VFWPBIKJK6GN11
FLUTTER FINANCING BV
N/A
2000000.00000000
PA
USD
2007500.00000000
0.018674833430
Long
LON
CORP
NL
N
2
2030-11-25
Variable
7.69810000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy, Inc
629377CP5
6000000.00000000
PA
USD
5409510.84000000
0.050322148881
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
1099357.19000000
0.010226805680
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
1398097.67000000
PA
USD
1399852.28000000
0.013022170937
Long
LON
CORP
US
N
2
2027-02-01
Variable
7.13320000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644ABL5
3000000.00000000
PA
USD
2765826.60000000
0.025729191060
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
276219.97000000
PA
USD
255190.52000000
0.002373918034
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
2839484.10000000
0.026414392327
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
3300000.00000000
PA
USD
3067344.72000000
0.028534073086
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
253010.61000000
0.002353639351
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
9715056.28000000
0.090374624060
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
4.29200000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
4575000.00000000
PA
USD
4432928.82000000
0.041237463175
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515GAH0
500000.00000000
PA
USD
218085.90000000
0.002028751111
Long
ABS-MBS
CORP
US
N
2
2050-02-10
Variable
4.53849900
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
Air Canada
N/A
398925.00000000
PA
USD
400638.38000000
0.003726951438
Long
LON
CORP
CA
N
2
2028-08-11
Variable
9.13930000
N
N
N
N
N
N
EXP-IMP IMB
549300NMMHVYCBECJ059
Export-Import Bank of the United States
302155AU0
136.38000000
PA
USD
132.70000000
0.000001234446
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
2010836.00000000
0.018705866678
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
8724518.52000000
0.081160114633
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
819006.48000000
0.007618834168
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.98588000
N
N
N
N
N
N
Allianz SE
529900K9B0N5BT694847
Allianz SE
018820AC4
6800000.00000000
PA
USD
7050512.00000000
0.065587615044
Long
DBT
CORP
DE
Y
2
2053-09-06
Fixed
6.35000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAC7
960912.28000000
PA
USD
952433.48000000
0.008860043134
Long
ABS-O
CORP
US
Y
2
2059-12-15
Variable
6.45629000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36258FAS8
1009501.34000000
PA
USD
853532.78000000
0.007940016186
Long
ABS-CBDO
CORP
US
Y
2
2050-05-25
Variable
3.62976600
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAZ8
2250000.00000000
PA
USD
1812115.13000000
0.016857259382
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CW2
31568.29000000
PA
USD
31502.28000000
0.000293050974
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
2128254.50000000
0.019798156057
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
390306.89000000
0.003630842419
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
998160.00000000
0.009285415560
Long
ABS-O
CORP
KY
Y
2
2035-07-17
Variable
7.26444000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
5157537.19000000
PA
USD
4138915.34000000
0.038502393304
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
2420821.20000000
PA
USD
1942705.14000000
0.018072077158
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
625277.37000000
0.005816662880
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
990911.52000000
0.009217986341
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
2624412.18000000
0.024413678862
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
1378491.54000000
0.012823461965
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
17400000.00000000
PA
USD
17620913.71000000
0.163919117526
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
4.95000000
N
N
N
N
N
N
Bank
N/A
BANK
06540AAC5
1652502.04000000
PA
USD
1430787.33000000
0.013309945236
Long
ABS-MBS
CORP
US
N
2
2062-09-15
Fixed
2.75800000
N
N
N
N
N
N
Bimbo Bakeries USA Inc
549300HOXXHHT7926W92
Bimbo Bakeries USA, Inc
09031WAC7
3800000.00000000
PA
USD
3996802.00000000
0.037180379380
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
6.05000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAM6
1050000.00000000
PA
USD
812672.16000000
0.007559908952
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
6429750.00000000
0.059812956539
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BS3661698
4315000.00000000
PA
4186489.09000000
0.038944949646
Long
DBT
NUSS
IT
N
2
2029-02-15
Fixed
0.45000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136B2JH6
4181381.30000000
PA
USD
3947064.64000000
0.036717695986
Long
ABS-CBDO
USGSE
US
N
2
2048-07-25
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
21150000.00000000
PA
USD
19781765.05000000
0.184020506738
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
1523983.58000000
0.014176906355
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
1524443.91000000
0.014181188589
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
COCA-COLA ICECEK AS
789000WT80VVLUWJDK41
Coca-Cola Icecek AS.
1912ERAA8
3000000.00000000
PA
USD
2749860.00000000
0.025580661249
Long
DBT
CORP
TR
Y
2
2029-01-20
Fixed
4.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLS6
8500000.00000000
PA
USD
8774327.81000000
0.081623467158
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
5.81900000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJL6
10000000.00000000
PA
USD
10103515.60000000
0.093988279400
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.87500000
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
922560.60000000
0.008582149706
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
1376331.59000000
0.012803368960
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
2227235.14000000
0.020718926650
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
6311576.56000000
0.058713644306
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
967087.68000000
PA
USD
961278.29000000
0.008942322264
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
8520000.00000000
PA
USD
7230463.92000000
0.067261623578
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
1532091.59000000
0.014252331379
Long
DBT
NUSS
CN
N
2
2050-03-16
Fixed
3.39000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR240116
EUR240116
1.00000000
NC
USD
-18507.16000000
-0.00017216345
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
551690.00000000
EUR
590992.95000000
USD
2024-01-16
-18507.16000000
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754EAF2
3960000.00000000
PA
USD
4050129.60000000
0.037676461097
Long
ABS-CBDO
USGSE
US
Y
2
2043-07-25
Variable
9.18758000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government International Bond
EK0121898
345000000.00000000
PA
982941.78000000
0.009143847578
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
952067.15000000
0.008856635338
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
492548.75000000
0.004581950616
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
166733.42000000
PA
USD
167376.89000000
0.001557028912
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
8437902.03000000
PA
USD
6771402.88000000
0.062991193463
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
2463986.04000000
0.022921309525
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
2075000.00000000
PA
USD
1646883.90000000
0.015320190541
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs
W22LROWP2IHZNBB6K528
JPY240116
JPY240116
1.00000000
NC
USD
-43957.41000000
-0.00040891522
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
143152093.00000000
JPY
974254.55000000
USD
2024-01-16
-43957.41000000
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAK8
4225000.00000000
PA
USD
3259771.96000000
0.030324133686
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
976910.37000000
0.009087740192
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
2610000.00000000
0.024279609093
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR240116
EUR240116
1.00000000
NC
USD
-8037.14000000
-0.00007476575
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
498140.00000000
EUR
542301.61000000
USD
2024-01-16
-8037.14000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABE4
2549000.00000000
PA
USD
2294437.74000000
0.021344081002
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.28729600
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
JPY240116
JPY240116
1.00000000
NC
USD
-76969.47000000
-0.00071601097
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
183549112.00000000
JPY
1228578.34000000
USD
2024-01-16
-76969.47000000
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17326CBA1
4070330.94000000
PA
USD
3928278.02000000
0.036542932848
Long
ABS-MBS
CORP
US
N
2
2050-08-15
Fixed
3.24300000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
ZAR240116
ZAR240116
1.00000000
NC
USD
-9619.27000000
-0.00008948356
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
6758433.45000000
ZAR
359247.98000000
USD
2024-01-16
-9619.27000000
N
N
N
AVOLON TLB BORROWER 1 US
635400O84AGITYFZQB55
Avolon TLB Borrower US LLC
05400KAF7
216562.50000000
PA
USD
217047.60000000
0.002019092292
Long
LON
CORP
US
N
2
2027-02-12
Variable
6.95790000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
193013.22000000
PA
USD
172714.52000000
0.001606682387
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
4551617.25000000
0.042341566119
Long
EP
CORP
US
N
1
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAA3
4350000.00000000
PA
USD
3602891.85000000
0.033516017518
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
3522479.74000000
PA
USD
3475509.13000000
0.032331035661
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
431923.33000000
0.004017980693
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
6.52103000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAK5
1000000.00000000
PA
USD
944784.00000000
0.008788883600
Long
ABS-MBS
CORP
US
N
2
2058-07-15
Variable
4.27299400
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT, Inc
637417AS5
1800000.00000000
PA
USD
1858139.08000000
0.017285398660
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.60000000
N
N
N
N
N
N
Deutsche Bank Commercial Mortg
N/A
DBJPM Mortgage Trust
23312VAD8
5451838.60000000
PA
USD
5260303.52000000
0.048934142979
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
1920747.26000000
PA
USD
1870099.65000000
0.017396662248
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
3.68356700
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAH7
1280000.00000000
PA
USD
1308117.88000000
0.012168808725
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
3025951.48000000
0.028149011137
Long
DBT
NUSS
MX
N
2
2040-01-11
Fixed
6.05000000
N
N
N
N
N
N
Ireland Government Bond
549300KXBEJAOJ9OVF93
Ireland Government Bond
ZS5382107
425000.00000000
PA
351738.05000000
0.003272054542
Long
DBT
NUSS
IE
N
2
2050-05-15
Fixed
1.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
CZK240116
CZK240116
1.00000000
NC
USD
-29252.38000000
-0.00027212120
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
21995332.70000000
CZK
953671.34000000
USD
2024-01-16
-29252.38000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
639057AF5
5700000.00000000
PA
USD
5730241.18000000
0.053305753203
Long
DBT
CORP
GB
N
2
2028-09-30
Fixed
5.51600000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AU6526555
7750000000.00000000
PA
505700.46000000
0.004704294822
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
9610647.54000000
PA
USD
8894020.96000000
0.082736916542
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
2644358.10000000
0.024599226425
Long
ABS-MBS
CORP
US
Y
2
2039-07-11
Variable
3.31600000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
BP5739662
450000.00000000
PA
454103.13000000
0.004224308997
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
3471872.94000000
PA
USD
435663.46000000
0.004052773373
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
41971177.16000000
0.390438227826
Long
DBT
CORP
US
N
2
2033-11-17
Fixed
6.27000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
5825000.00000000
PA
USD
5020051.64000000
0.046699192125
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
ZO2094456
141600.00000000
PA
USD
65462.94000000
0.000608971108
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
1688652.12000000
0.015708740754
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.87500000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands, Inc
21036PAQ1
2675000.00000000
PA
USD
2605501.07000000
0.024237757651
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
ASP BLADE HOLDINGS INC
N/A
ASP Blade Holdings, Inc
00217HAB7
184557.42000000
PA
USD
165524.94000000
0.001539801087
Long
LON
CORP
US
N
2
2028-10-13
Variable
9.60980000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
1150000.00000000
PA
USD
926074.30000000
0.008614836013
Long
DBT
NUSS
HU
Y
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
207942AD5
915000.00000000
PA
USD
956516.48000000
0.008898025373
Long
ABS-CBDO
USGSE
US
Y
2
2043-06-25
Variable
12.18743000
N
N
N
N
N
N
ANADOLU EFES BIR
7890006LGARYVIPOJX03
Anadolu Efes Biracilik Ve Malt Sanayii AS.
032523AB8
1600000.00000000
PA
USD
1363950.21000000
0.012688190774
Long
DBT
CORP
TR
Y
2
2028-06-29
Fixed
3.37500000
N
N
N
N
N
N
BX Trust 2023-DELC
N/A
BX Trust
05610DAC6
1500000.00000000
PA
USD
1506424.80000000
0.014013565238
Long
ABS-MBS
USGSE
US
Y
2
2038-05-15
Variable
8.70081000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CGZ8
116445000.00000000
PA
USD
113811341.31000000
1.058733669495
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
5097731.39000000
0.047421810502
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
3202096.74000000
PA
USD
2781741.17000000
0.025877236860
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
627797.49000000
0.005840106378
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
354938.61000000
PA
USD
354913.85000000
0.003301597524
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
2613514.75000000
0.024312305168
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F9LG4
35454358.20000000
PA
USD
6060567.99000000
0.056378628996
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
1670369.36000000
0.015538664790
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
1272842.21000000
0.011840655669
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
10015000.00000000
PA
USD
9887121.47000000
0.091975266034
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
4884231.64000000
0.045435722199
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
4407738.71000000
0.041003131365
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
1200994.08000000
PA
USD
1173400.04000000
0.010915591678
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
21944000.00000000
PA
USD
20034619.64000000
0.186372694709
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
5880632.37000000
PA
USD
5809829.56000000
0.054046126672
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
3867642.66000000
0.035978870458
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
5.40000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RG8
6000000.00000000
PA
USD
5936745.00000000
0.055226761642
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
570026.77000000
0.005302692393
Long
DBT
NUSS
ES
Y
2
2031-04-30
Fixed
0.10000000
N
N
N
N
N
N
Sociedad Quimica y Minera de Chile SA
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile S.A.
833636AN3
1925000.00000000
PA
USD
2043387.50000000
0.019008678055
Long
DBT
CORP
CL
Y
2
2033-11-07
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
495885.62000000
PA
USD
489813.07000000
0.004556501865
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
4173543.83000000
0.038824525948
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
3132479.70000000
PA
USD
2513809.95000000
0.023384798053
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
461513.38000000
0.004293243087
Long
DBT
NUSS
NL
Y
2
2047-01-15
Fixed
2.75000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
Sirius XM Radio, Inc
82967NBG2
2675000.00000000
PA
USD
2383632.29000000
0.022173816177
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
1162597.51000000
0.010815100795
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
763940.53000000
0.007106581394
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
4000000.00000000
PA
USD
3244137.60000000
0.030178694548
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
3304897.40000000
0.030743914546
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383FHY2
18107301.11000000
PA
USD
12938374.64000000
0.120359646958
Long
ABS-CBDO
USGSE
US
N
2
2051-12-20
Fixed
3.00000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GQ4
8200000.00000000
PA
USD
8291912.49000000
0.077135783100
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
14998268.11000000
0.139521872331
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
511227.84000000
0.004755713453
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
6203231.45000000
0.057705760429
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
6730496.44000000
PA
USD
5629321.26000000
0.052366942395
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
29237303.18000000
PA
USD
28935710.16000000
0.269175376061
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
1912969.00000000
0.017795455757
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
1423449.63000000
0.013241686046
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
4422460.97000000
0.041140085663
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
632253.97000000
PA
USD
595411.84000000
0.005538837825
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
3021898.50000000
0.028111308160
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
19841208.80000000
0.184573484138
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.83743000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
QZ5541813
575000.00000000
PA
444290.37000000
0.004133025481
Long
DBT
NUSS
GB
N
2
2047-07-22
Fixed
1.50000000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Fuel Corp
70137TAP0
500000.00000000
PA
USD
497981.20000000
0.004632486157
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
6109669.14000000
PA
USD
6098648.64000000
0.056732875469
Long
ABS-MBS
USGSE
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
JPY240116
JPY240116
1.00000000
NC
USD
-25324.28000000
-0.00023557993
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
345252079.00000000
JPY
2430384.11000000
USD
2024-01-16
-25324.28000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDY9
3200000.00000000
PA
USD
3468758.62000000
0.032268238824
Long
DBT
CORP
US
N
2
2034-10-23
Fixed
6.25400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CKJ7
15150563.20000000
PA
USD
10672996.05000000
0.099285889635
Long
ABS-CBDO
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAK0
3000000.00000000
PA
USD
2764909.38000000
0.025720658591
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
26399775.00000000
PA
USD
23659610.35000000
0.220094287584
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide, Inc
035240AQ3
16850000.00000000
PA
USD
17111872.08000000
0.159183741362
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
5346208.00000000
0.049733272172
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
597494.52000000
PA
USD
582022.34000000
0.005414281570
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
1386979.68000000
PA
USD
1231050.08000000
0.011451883033
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
3420099.10000000
0.031815582072
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Variable
2.77546000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAJ1
5500000.00000000
PA
USD
4852197.57000000
0.045137724230
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
27120283.13000000
0.252287307622
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
16480614.37000000
0.153311446176
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 Successor Agency
798170AN6
6360000.00000000
PA
USD
5721720.58000000
0.053226490047
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
5349765.47000000
PA
USD
4293178.23000000
0.039937428809
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBB4
8050000.00000000
PA
USD
7247385.94000000
0.067419041214
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
5317546.44000000
0.049466647087
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
3726595.84000000
0.034666777871
Long
ABS-MBS
CORP
US
N
2
2050-03-10
Variable
3.82600000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife, Inc
59156RBQ0
1250000.00000000
PA
USD
1227266.55000000
0.011416686623
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
7609815.55000000
PA
USD
7378913.96000000
0.068642584858
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
4140243.35000000
0.038514747160
Long
ABS-O
CORP
KY
Y
2
2034-07-17
Variable
1.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFF7
1400000.00000000
PA
USD
1426532.30000000
0.013270362683
Long
DBT
CORP
US
N
2
2029-07-20
Fixed
5.44900000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAK0
6100000.00000000
PA
USD
3831917.34000000
0.035646534518
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384GAR1
4364152.86000000
PA
USD
842335.62000000
0.007835854244
Long
ABS-CBDO
USGSE
US
N
2
2046-09-20
Fixed
5.00000000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AP7
7950000.00000000
PA
USD
7378600.91000000
0.068639672701
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.87500000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
3925000.00000000
PA
USD
3446087.20000000
0.032057337209
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
3426470.52000000
0.031874852411
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
270763.65000000
0.002518787578
Long
DBT
CORP
FR
N
2
2031-10-06
Fixed
1.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AM7
1175000.00000000
PA
USD
1039850.44000000
0.009673242221
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
1913437.50000000
0.017799813993
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
3093189.00000000
0.028774490333
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
7255788.40000000
PA
USD
6050600.50000000
0.056285906099
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
5388679.97000000
PA
USD
4672211.32000000
0.043463396341
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
954600.71000000
0.008880203861
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
371527.15000000
PA
USD
384147.62000000
0.003573545612
Long
ABS-MBS
MUN
US
N
2
2035-05-01
Fixed
7.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XLH7
9860072.68000000
PA
USD
9790551.87000000
0.091076924218
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
6028179.88000000
0.056077337559
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397D75
300000.00000000
PA
346247.46000000
0.003220978152
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
5.12500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Sunoco Logistics Partners Operations LP
86765BAU3
6500000.00000000
PA
USD
6257520.43000000
0.058210785415
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
711562.43000000
0.006619332431
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
1665095.44000000
0.015489603979
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
JPY240116
JPY240116
1.00000000
NC
USD
-36091.01000000
-0.00033573778
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
87840052.00000000
JPY
588697.56000000
USD
2024-01-16
-36091.01000000
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
5250000.00000000
PA
USD
4363410.45000000
0.040590766298
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
357082.23000000
0.003321768949
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
90678263.95000000
PA
USD
617491.77000000
0.005744237085
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.14765800
N
N
N
N
N
N
RBSCF Trust
N/A
RBS Commercial Funding, Inc Trust
74932BAG8
2000000.00000000
PA
USD
1746873.40000000
0.016250346087
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
4582616.88000000
0.042629941176
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
12171071.20000000
PA
USD
11689220.93000000
0.108739354323
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
2497809.52000000
PA
USD
2013635.37000000
0.018731907908
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
47694896.08000000
PA
USD
43899972.98000000
0.408380913087
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
6591056.00000000
PA
USD
6611654.37000000
0.061505127801
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
7.23743000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAN3
2950000.00000000
PA
USD
2985936.37000000
0.027776769287
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
533423.48000000
0.004962189109
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
262930.57000000
0.002445920098
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
981114.67000000
0.009126850828
Long
DBT
NUSS
CA
Y
2
2026-12-15
Fixed
1.10000000
N
N
N
N
N
N
Federal Farm Credit Discount Notes
N/A
Federal Farm Credit Bank (FFCB)
313312SE1
10000000.00000000
PA
USD
9962372.20000000
0.092675288374
Long
STIV
USGSE
US
N
2
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSD8
3926126.70000000
PA
USD
3881759.23000000
0.036110190305
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
30498332.25000000
PA
USD
25159015.76000000
0.234042554721
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F3B45
8836187.04000000
PA
USD
8444279.17000000
0.078553179050
Long
ABS-CBDO
USGSE
US
N
2
2048-01-15
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CSJ9
6978188.66000000
PA
USD
7436848.25000000
0.069181520458
Long
ABS-CBDO
USGSE
US
N
2
2053-08-20
Variable
4.53281000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2G0
7000000.00000000
PA
USD
6754865.25000000
0.062837351627
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
341268.35000000
0.003174659821
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
7346500.75000000
0.068341059928
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
50883.85000000
PA
USD
50883.85000000
0.000473348654
Long
LON
CORP
US
N
2
2025-08-21
Variable
8.22040000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95001MAL4
2197255.00000000
PA
USD
1862898.27000000
0.017329671178
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
885770.75000000
0.008239910941
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
1972551.75000000
0.018349726209
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31402RRN1
1042280.66000000
PA
USD
1059112.52000000
0.009852428341
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
10067119.65000000
PA
USD
279391.76000000
0.002599050849
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
2796145.16000000
0.026011230441
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
3.87500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR240116
EUR240116
1.00000000
NC
USD
-71743.99000000
-0.00066740077
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
1447464.08000000
EUR
1527395.94000000
USD
2024-01-16
-71743.99000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
12645827.35000000
PA
USD
11385002.58000000
0.105909353320
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
Japan Government Five Year Bond
353800WZS8AXZXFUC241
Japan Government Five Year Bond
ZH4376393
445000000.00000000
PA
3167582.78000000
0.029466540869
Long
DBT
NUSS
JP
N
2
2028-09-20
Fixed
0.30000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AC5
2487299.68000000
PA
USD
2255012.26000000
0.020977324204
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
2.05100000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BV9824384
3700000.00000000
PA
3472234.77000000
0.032300575822
Long
DBT
NUSS
DE
N
2
2038-05-15
Fixed
1.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
2275000.00000000
PA
USD
1855818.35000000
0.017263809994
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
108874.24000000
PA
USD
101920.09000000
0.000948114921
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
5856340.89000000
0.054478799818
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
8206963.62000000
PA
USD
7701892.22000000
0.071647100528
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
IRELAND GOVERNMENT BOND
549300KXBEJAOJ9OVF93
Ireland Government Bond
BN3323571
350000.00000000
PA
323201.28000000
0.003006590320
Long
DBT
NUSS
IE
N
2
2031-10-18
Fixed
0.00000000
N
N
N
N
N
N
Chicago Board of Trade
N/A
US 5YR NOTE (CBT) Mar24
N/A
2410.00000000
NC
USD
262143985.58000000
2.438602872038
N/A
DIR
US
N
1
N/A
N/A
Long
Chicago Board of Trade
US 5YR NOTE (CBT) Mar24
2024-03-28
258379392.12000000
USD
3764593.46000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CHR5
2312500.00000000
PA
USD
2325146.48000000
0.021629750045
Long
DBT
UST
US
N
2
2030-07-31
Fixed
4.00000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
ZG1381976
300000.00000000
PA
354050.51000000
0.003293566276
Long
DBT
CORP
US
Y
2
2032-11-29
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF UZBEKISTAN
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822Q2B2
2150000.00000000
PA
USD
2140948.50000000
0.019916242401
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
6702244.38000000
0.062347844288
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
20347248.28000000
0.189280932705
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
7004556.00000000
0.065160107874
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
1666794.80000000
0.015505412330
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DP3S5
6467568.98000000
PA
USD
5930679.46000000
0.055170336760
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
3.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCJ8
1925000.00000000
PA
USD
1720855.06000000
0.016008309640
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
BATH & BODY WORKS INC
GR3KVMWVCR54YWQNXU90
L Brands, Inc
501797AW4
925000.00000000
PA
USD
945398.10000000
0.008794596285
Long
DBT
CORP
US
Y
2
2030-10-01
Fixed
6.62500000
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
67958.37000000
PA
USD
62761.35000000
0.000583839480
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
6959206.73000000
0.064738244828
Long
ABS-O
CORP
US
Y
2
2024-07-01
Variable
8.69140000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXA7
3500000.00000000
PA
USD
3164868.91000000
0.029441295006
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41100000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NBL8
3007785.21000000
PA
USD
2346687.26000000
0.021830133845
Long
ABS-CBDO
CORP
US
Y
2
2052-05-28
Variable
2.83247400
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
BT5908418
2900000.00000000
PA
2677510.37000000
0.024907626485
Long
DBT
NUSS
BE
Y
2
2032-06-22
Fixed
0.35000000
N
N
N
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot Finance S.A.
L2000AAC4
248276.80000000
PA
USD
248928.53000000
0.002315665670
Long
LON
CORP
LU
N
2
2026-10-30
Variable
8.47040000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383V7U6
5305146.58000000
PA
USD
4963246.86000000
0.046170763829
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
305019.44000000
0.002837453168
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
344987.18000000
0.003209254357
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
9605119.24000000
0.089351931203
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
4.29400000
N
N
N
N
N
N
JAPAN (2 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Two Year Bond
ZJ4146503
348000000.00000000
PA
2468386.16000000
0.022962241783
Long
DBT
CORP
JP
N
2
2025-07-01
Fixed
0.00500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
8025000.00000000
PA
USD
7988492.51000000
0.074313208960
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
2826965.95000000
0.026297941833
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
1766717.25000000
0.016434944141
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.46457400
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAS4
8975000.00000000
PA
USD
8334410.63000000
0.077531123417
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
2975840.16000000
0.027682848968
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
594573.59000000
0.005531039977
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
515019.07000000
0.004790981492
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
1465000.86000000
PA
USD
1338692.29000000
0.012453228159
Long
ABS-CBDO
CORP
US
N
2
2045-08-19
Variable
6.09023000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
AP6382349
700000.00000000
PA
741262.57000000
0.006895618940
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.34200000
N
N
N
N
N
N
EXTRA SPACE STORAGE LP
549300YNKSKNZFR8UC42
Extra Space Storage LP
30225VAQ0
3875000.00000000
PA
USD
3196743.33000000
0.029737807825
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Fannie Mae REMICS
3136BQQV4
2920595.40000000
PA
USD
2566081.26000000
0.023871053599
Long
ABS-CBDO
USGSE
US
N
2
2045-07-25
Fixed
3.00000000
N
N
N
N
N
N
LOS ANGELES CA WSTWTR SYS REVE
N/A
City of Los Angeles CA Wastewater System Revenue
53945CHK9
3995000.00000000
PA
USD
3616001.54000000
0.033637970832
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
4.02900000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XBG0
2000000.00000000
PA
USD
1861215.80000000
0.017314019947
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
186868.22000000
0.001738347637
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
2973000.00000000
PA
USD
2806280.37000000
0.026105513559
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
7350644.25000000
0.068379604970
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
6.74748000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
9000000.00000000
PA
USD
8274089.70000000
0.076969986022
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
665342.52000000
PA
USD
657555.82000000
0.006116934201
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
6.57043000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
ZO4152757
300000.00000000
PA
305379.11000000
0.002840799009
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
81818745.00000000
0.761121511531
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
299669.10000000
PA
USD
300043.69000000
0.002791166093
Long
LON
CORP
US
N
2
2027-11-15
Variable
7.53820000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus UK DAC
BCC31TYH5
419862.51000000
PA
520934.59000000
0.004846010807
Long
ABS-MBS
CORP
IE
Y
2
2031-08-17
Variable
6.72103000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
1352995.38000000
PA
USD
1339801.06000000
0.012463542528
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
2788977.75000000
0.025944555379
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
1228533.38000000
0.011428471350
Long
DBT
CORP
US
Y
2
2027-08-31
Fixed
3.37500000
N
N
N
N
N
N
Republic of Uzbekistan International Bond
213800L6VDKUM3TCM927
Republic of Uzbekistan International Bond
91822QVX2
1485000.00000000
PA
USD
1554287.25000000
0.014458807221
Long
DBT
NUSS
UZ
Y
2
2028-10-12
Fixed
7.85000000
N
N
N
N
N
N
INTERCORP FIN SER INC
5299004181WFTEWB1398
Intercorp Financial Services, Inc
45866EAA5
2125000.00000000
PA
USD
1936236.46000000
0.018011902053
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
2607477.81000000
0.024256146339
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
5747574.86000000
0.053467000319
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
4240125.09000000
PA
USD
4240990.63000000
0.039451951978
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
11062436.74000000
PA
USD
8877587.78000000
0.082584046356
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
2744251.43000000
PA
USD
2710631.96000000
0.025215741143
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
16632000.93000000
PA
USD
13747923.82000000
0.127890504288
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
792866.25000000
0.007375663836
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
10379292.63000000
PA
USD
8627461.61000000
0.080257239600
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
2329098.45000000
PA
USD
2042765.14000000
0.019002888531
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
345960.84000000
PA
USD
346645.84000000
0.003224684095
Long
LON
CORP
US
N
2
2028-04-12
Variable
8.71180000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJM4
5650000.00000000
PA
USD
5809789.06000000
0.054045749919
Long
DBT
UST
US
N
2
2030-11-30
Fixed
4.37500000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
5000000.00000000
PA
USD
3725914.00000000
0.034660435032
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
7.72648000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
AstraZeneca Finance LLC
04636NAA1
7350000.00000000
PA
USD
6801187.92000000
0.063268269757
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
2856473.40000000
0.026572435838
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
7453394.14000000
0.069335439132
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
25871605.90000000
PA
USD
22224549.26000000
0.206744585557
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
4607546.15000000
PA
USD
4288096.31000000
0.039890154084
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
6584138.01000000
0.061249155976
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
7190268.68000000
0.066887706063
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
1363210.31000000
0.012681307830
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
308347.50000000
0.002868412553
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
1927449.82000000
0.017930164052
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
186000.00000000
0.001730270992
Long
DBT
CORP
MU
Y
2
2026-10-31
Fixed
5.37500000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
EUR240116
EUR240116
1.00000000
NC
USD
-2375.68000000
-0.00002209983
N/A
DFE
CORP
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
299343.00000000
EUR
328334.67000000
USD
2024-01-16
-2375.68000000
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DC6
2200000.00000000
PA
USD
2215906.02000000
0.020613537146
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International, Inc
438516BX3
500000.00000000
PA
547795.52000000
0.005095885474
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
262542.99000000
PA
USD
263455.33000000
0.002450801695
Long
LON
CORP
US
N
2
2027-11-08
Variable
7.70600000
N
N
N
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S20
6460000.00000000
PA
USD
6200983.72000000
0.057684850848
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
2.40600000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies, Inc
502431AQ2
8000000.00000000
PA
USD
8317952.48000000
0.077378020946
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
CANADIAN GOVERNMENT
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087H23
1475000.00000000
PA
1061715.03000000
0.009876638274
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
3786122.38000000
0.035220525427
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
ZL1224167
500000.00000000
PA
564166.00000000
0.005248172392
Long
DBT
CORP
FR
N
2
2029-02-23
Fixed
3.87500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAA1
5825000.00000000
PA
USD
5699451.85000000
0.053019334468
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
4916491.82000000
0.045735823563
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Fixed
3.99650000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320BJ0
3875000.00000000
PA
USD
3641766.08000000
0.033877646295
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
437151.99000000
0.004066620471
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
22865000.00000000
PA
USD
17894722.91000000
0.166466236431
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
1718817.83000000
0.015989358243
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
2255532.75000000
0.020982166079
Long
ABS-O
CORP
KY
Y
2
2034-07-20
Variable
7.32743000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
3700000.00000000
PA
USD
3694999.08000000
0.034372847993
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
10750000.00000000
PA
USD
8302664.78000000
0.077235806624
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
912810TT5
91958000.00000000
PA
USD
92949422.19000000
0.864664994718
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754NAK1
30200000.00000000
PA
USD
31805305.16000000
0.295869876005
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
9.18743000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
897138.61000000
PA
USD
748306.81000000
0.006961148210
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
7553307.50000000
0.070264886383
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
497791.09000000
0.004630717653
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
50540046.47000000
PA
USD
50065285.91000000
0.465733935262
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
5692387.10000000
PA
USD
5068812.85000000
0.047152794852
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
2071230.00000000
0.019267683809
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
7880225.00000000
PA
USD
7585882.84000000
0.070567919533
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
528731.41000000
0.004918540977
Long
DBT
CORP
US
N
2
2029-09-05
Fixed
2.35000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments, Inc
882508CC6
4000000.00000000
PA
USD
4094898.92000000
0.038092929139
Long
DBT
CORP
US
N
2
2053-03-14
Fixed
5.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384BAA9
12869350.52000000
PA
USD
2515924.57000000
0.023404469374
Long
ABS-CBDO
USGSE
US
N
2
2052-04-20
Fixed
5.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
CAD240116
CAD240116
1.00000000
NC
USD
-237913.44000000
-0.00221319744
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
12867354.68000000
CAD
9475538.35000000
USD
2024-01-16
-237913.44000000
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AN3
4125000.00000000
PA
USD
4043613.21000000
0.037615842169
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
586273.42000000
0.005453827379
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
3781146.95000000
PA
USD
3590239.11000000
0.033398314996
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
3776540.83000000
0.035131392749
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
422038.75000000
0.003926029069
Long
DBT
CORP
DE
N
2
2025-07-25
Fixed
4.40000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
AV5130316
450000.00000000
PA
480676.66000000
0.004471510116
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
1109680.00000000
0.010322833953
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
6625878.39000000
0.061637447206
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
Merrill Lynch Mortgage Investo
N/A
Merrill Lynch Mortgage Investors Trust
59020U4M4
480181.54000000
PA
USD
451311.68000000
0.004198341444
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
19229573.00000000
0.178883722402
Long
DBT
CORP
US
N
2
2025-06-20
Fixed
2.75000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
EUR240116
EUR240116
1.00000000
NC
USD
-10485.38000000
-0.00009754058
N/A
DFE
CORP
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
1292703.88000000
EUR
1417677.45000000
USD
2024-01-16
-10485.38000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12659DAG5
3000000.00000000
PA
USD
2476384.20000000
0.023036643808
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
2230229.25000000
0.020746779455
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
45966.94000000
0.000427608940
Long
LON
CORP
US
N
2
2026-08-24
Variable
10.70830000
Y
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAR7
2500000.00000000
PA
USD
1970562.48000000
0.018331220960
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
3246053.91000000
0.030196521084
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
3502468.13000000
0.032581822627
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
16901642.73000000
0.157228076060
Long
DBT
MUN
US
N
2
2045-10-01
Fixed
4.15100000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
35564KB32
20340000.00000000
PA
USD
21367702.91000000
0.198773744779
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
9.33743000
N
N
N
N
N
N
HILTON DOMESTIC OPERATIN
5493003EG7H0N1E4XV50
Hilton Domestic Operating Co, Inc
432833AH4
125000.00000000
PA
USD
125047.38000000
0.001163257281
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
587016.98000000
0.005460744369
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.00000000
N
N
N
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAA1
2215000.00000000
PA
USD
2244043.08000000
0.020875283053
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
4851796.86000000
0.045133996613
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Structured Agency Credit Risk Debt Note (STACR)
35564KSJ9
3480000.00000000
PA
USD
3608800.37000000
0.033570981716
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
10.08743000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300MZIB10PDVAE312
Wells Fargo Commercial Mortgage Trust
95000FAU0
4488157.39000000
PA
USD
4393480.16000000
0.040870490744
Long
ABS-MBS
CORP
US
N
2
2048-07-15
Fixed
2.78800000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383PU82
10495955.07000000
PA
USD
8921197.60000000
0.082989728111
Long
ABS-CBDO
USGSE
US
N
2
2052-04-20
Fixed
4.00000000
N
N
N
N
N
N
Olympic Tower Mortgage Trust
N/A
Olympic Tower Mortgage Trust
68162MAA0
5434000.00000000
PA
USD
4818051.21000000
0.044820076616
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
2490562.09000000
0.023168534087
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
358845.40000000
0.003338170895
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
1876159.40000000
0.017453033267
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.34722000
N
N
N
N
N
N
STATE STREET BANK AND TRUST COMPANY
N/A
Fixed Income Clearing Corp (FICC)
85748R009
91140000.00000000
PA
USD
91140000.00000000
0.847832786496
Long
RA
CORP
US
N
2
Repurchase
N
5.32000000
2024-01-02
77419400.00000000
USD
92962839.88000000
USD
UST
N
N
N
Freddie Mac - STACR
5493000IS349P4O9HR58
Structured Agency Credit Risk Debt Note (STACR)
35564KYP8
31100000.00000000
PA
USD
33550580.48000000
0.312105355902
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.83743000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938WAY7
14458752.60000000
PA
USD
11603125.83000000
0.107938451881
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
9834623.30000000
0.091486900116
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
2826977.70000000
0.026298051138
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.22629000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc
081437AS4
852000.00000000
PA
USD
799309.94000000
0.007435606470
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
7485239.66000000
PA
USD
6203704.58000000
0.057710161736
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
2671607.10000000
0.024852711125
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
2813792.70000000
0.026175397251
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
2229931.20000000
0.020744006835
Long
DBT
NUSS
ZA
N
2
2044-07-24
Fixed
5.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
3319508.91000000
PA
USD
3315223.39000000
0.030839972400
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
1493805.78000000
PA
USD
1518026.82000000
0.014121493403
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae REMICS
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136B0K39
5860818.67000000
PA
USD
5074051.24000000
0.047201525144
Long
ABS-CBDO
USGSE
US
N
2
2048-02-25
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61765DAU2
2795000.00000000
PA
USD
2707015.92000000
0.025182102814
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
19146510.00000000
0.178111026168
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
8066048.66000000
0.075034677544
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
2576679.42000000
PA
USD
2502600.14000000
0.023280518435
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
4974757.31000000
0.046277840161
Long
DBT
CORP
FR
Y
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AF3
225000.00000000
PA
USD
223448.63000000
0.002078638080
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana, Inc
235825AG1
350000.00000000
PA
USD
345071.76000000
0.003210041165
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
IDR240117
IDR240117
1.00000000
NC
USD
-33713.20000000
-0.00031361812
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
24528794784.00000000
IDR
1559730.82000000
USD
2024-01-17
-33713.20000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CL1
6200000.00000000
PA
USD
5519577.96000000
0.051346051811
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
2309082.13000000
0.021480310912
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
704440.52000000
0.006553080634
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
5686695.00000000
0.052900663460
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
2467050.29000000
0.022949814810
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Fixed
3.69600000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAJ9
3300000.00000000
PA
USD
2385695.40000000
0.022193008324
Long
DBT
NUSS
RO
Y
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753DAF5
870000.00000000
PA
USD
955270.09000000
0.008886430790
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
12.08743000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BL87
1605240.15000000
PA
USD
1585574.34000000
0.014749856384
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
16066808.26000000
0.149462001505
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
1152252.59000000
PA
USD
1172540.51000000
0.010907595873
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
2379521.46000000
PA
USD
1846740.42000000
0.017179362258
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.88091700
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12624QAR4
123617.18000000
PA
USD
113290.41000000
0.001053887689
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
1425000.00000000
PA
USD
1373386.50000000
0.012775972166
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
889020.61000000
PA
1035221.41000000
0.009630180520
Long
ABS-MBS
CORP
IE
Y
2
2033-11-20
Variable
8.12031000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CG7
2200000.00000000
PA
USD
2144270.59000000
0.019947146251
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
ASPLUNDH TREE EXPERT LLC
N/A
Asplundh Tree Expert LLC
04538FAD1
1236208.97000000
PA
USD
1239132.60000000
0.011527070935
Long
LON
CORP
US
N
2
2027-09-07
Variable
7.20600000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
64072UAK8
508503.86000000
PA
USD
482656.61000000
0.004489928665
Long
LON
CORP
US
N
2
2027-04-15
Variable
7.97630000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAL4
36874101.41000000
PA
USD
395170.53000000
0.003676086587
Long
ABS-CBDO
CORP
US
Y
2
2051-03-27
Variable
0.26851900
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
State of Israel
46513JXN6
3100000.00000000
PA
USD
2197125.00000000
0.020438826103
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
89115A2J0
11700000.00000000
PA
USD
11603476.40000000
0.107941713070
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
5062665.11000000
0.047095605302
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
34684755.96000000
0.322656059847
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
4024004.00000000
0.037433426861
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.06793400
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264TAD3
7085983.94000000
PA
USD
5926647.52000000
0.055132829509
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
3054395.37000000
0.028413611340
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
1585254.83000000
0.014746884132
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
2151548.25000000
0.020014846917
Long
ABS-MBS
USGSE
US
Y
2
2037-09-10
Variable
3.48300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAV1
775000.00000000
PA
USD
722131.47000000
0.006717651266
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
13971362.72000000
0.129969051854
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
10.08743000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBQ9
200000.00000000
PA
USD
164913.65000000
0.001534114542
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
3182025.00000000
0.029600890086
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
1317483.00000000
0.012255928056
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
4507535.71000000
PA
USD
3970750.41000000
0.036938033625
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
542042.77000000
0.005042370332
Long
DBT
NUSS
GB
N
2
2028-01-31
Fixed
0.12500000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy, Inc
98389BAN0
2240000.00000000
PA
USD
2001120.91000000
0.018615491740
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
4756119.71000000
0.044243956842
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
546938.93000000
PA
USD
482870.50000000
0.004491918384
Long
LON
CORP
US
N
2
2028-03-04
Variable
9.62460000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DP4
3000000.00000000
PA
USD
2349180.00000000
0.021853322639
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
10047641.63000000
0.093468509994
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
9501048.00000000
0.088383805140
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09990000
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
12429EAA5
2360000.00000000
PA
USD
1802075.23000000
0.016763862889
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
17294968.59000000
PA
USD
15384044.05000000
0.143110565443
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
893949.03000000
0.008315989654
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
2010318.00000000
0.018701047966
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
1673773.20000000
0.015570329121
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
1509045.78000000
0.014037946989
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
2666649.94000000
PA
USD
2607947.37000000
0.024260514436
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
607589.57000000
PA
USD
550598.03000000
0.005121955914
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
1606201.31000000
0.014941739437
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
5581573.20000000
0.051922764529
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services, Inc
760759AR1
3771000.00000000
PA
USD
3620019.34000000
0.033675346546
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
341513.91000000
0.003176944151
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
4526274.10000000
PA
USD
4565489.29000000
0.042470611218
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
17531121.77000000
0.163083825111
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
16726544.67000000
PA
USD
13948262.26000000
0.129754159081
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
1916612.36000000
PA
USD
1538078.35000000
0.014308023407
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
2548320.00000000
PA
USD
2209652.07000000
0.020555359575
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
3256431.85000000
PA
USD
3169565.23000000
0.029484982674
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
1153050.00000000
0.010726284775
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
5721487.12000000
0.053224318277
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
2148703.30000000
0.019988381678
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
3184020.79000000
0.029619455986
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBS3
4400000.00000000
PA
USD
3689930.86000000
0.034325700713
Long
DBT
CORP
US
N
2
2031-03-25
Fixed
2.72600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPCG4
4590638.59000000
PA
USD
4466081.71000000
0.041545869002
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
27860625.00000000
PA
USD
24628625.34000000
0.229108580750
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
858047.32000000
0.007982012840
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
1234074.43000000
PA
USD
1235081.68000000
0.011489387122
Long
ABS-O
CORP
KY
Y
2
2037-12-18
Variable
6.30273000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia S.A.
05968LAL6
2650000.00000000
PA
USD
2455423.49000000
0.022841656128
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
1107109.57000000
PA
USD
1112412.62000000
0.010348254239
Long
LON
CORP
US
N
2
2027-10-08
Variable
8.99380000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities, Inc
015271AU3
5500000.00000000
PA
USD
5506574.81000000
0.051225089589
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
16272964.10000000
PA
USD
15779200.06000000
0.146786516958
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
31850000.00000000
PA
USD
32515158.59000000
0.302473310409
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
494164.74000000
0.004596983415
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
2929104.97000000
0.027248093358
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
23390863.83000000
PA
USD
20054292.77000000
0.186555704634
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
532926.29000000
PA
USD
533704.36000000
0.004964802004
Long
LON
CORP
US
N
2
2027-11-02
Variable
8.69419000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
N/A
Pattern Energy Operations LP
70339PAA7
600000.00000000
PA
USD
567515.72000000
0.005279333270
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
2883622.22000000
0.026824988610
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
15600282.85000000
0.145122133847
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
8328559.42000000
0.077476692347
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
200000.00000000
PA
USD
203334.00000000
0.001891521086
Long
DBT
NUSS
HU
Y
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
MXN240117
MXN240117
1.00000000
NC
USD
-31915.39000000
-0.00029689394
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
12554916.82000000
MXN
704965.94000000
USD
2024-01-17
-31915.39000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ76
15934857.56000000
PA
USD
15785108.62000000
0.146841481527
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
263711.36000000
PA
USD
260482.22000000
0.002423144244
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
1389299.34000000
PA
USD
1369856.65000000
0.012743135622
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
437398.00000000
0.004068908987
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
850445.75000000
0.007911298990
Long
ABS-MBS
CORP
US
Y
2
2038-08-05
Variable
4.26650000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAT3
2125000.00000000
PA
USD
2230446.60000000
0.020748801360
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.40000000
N
N
N
N
N
N
RCKT Mortgage Trust 2022-4
N/A
RCKT Mortgage Trust
74938GAW6
906660.08000000
PA
USD
811415.89000000
0.007548222460
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
4.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBC5
887211.33000000
PA
USD
813821.56000000
0.007570601282
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
1736521.76000000
0.016154049622
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
1101190.28000000
0.010243858059
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
6991861.64000000
PA
USD
6844041.10000000
0.063666912845
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
6.79628000
N
N
N
N
N
N
UNIV OF MASSACHUSETTS MA BLDG
6ILE2573NPR1XO2TR556
University of Massachusetts Building Authority
914437UR7
7620000.00000000
PA
USD
6495524.22000000
0.060424823339
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
2321463.01000000
PA
USD
2124821.40000000
0.019766219534
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
461441.41000000
0.004292573583
Long
DBT
CORP
US
Y
2
2030-12-02
Fixed
4.62500000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
3350000.00000000
PA
USD
3080103.10000000
0.028652758327
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
5650000.00000000
PA
USD
4292700.50000000
0.039932984710
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
602927.73000000
0.005608754634
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
2795100.00000000
0.026001507807
Long
DBT
CORP
IE
Y
2
2027-09-15
Fixed
6.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFH3
6600000.00000000
PA
USD
6994577.90000000
0.065067286277
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.40700000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group, Inc
693475AP0
6000000.00000000
PA
USD
5965068.96000000
0.055490246192
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
1138643.00000000
0.010592263194
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
4600000.00000000
PA
USD
4065353.96000000
0.037818086197
Long
ABS-MBS
CORP
US
N
2
2051-05-10
Variable
4.34049100
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA, Inc
87264ABN4
7800000.00000000
PA
USD
5634952.83000000
0.052419330257
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
2668633.00000000
PA
USD
2579863.94000000
0.023999267424
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
8645384.07000000
0.080423963862
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
299752.97000000
PA
USD
298758.84000000
0.002779213734
Long
ABS-CBDO
CORP
US
N
2
2035-02-20
Variable
5.00327200
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EPC8
66637757.62000000
PA
USD
65925312.70000000
0.613272345480
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
5.00000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
AN7110397
3950000.00000000
PA
3721953.98000000
0.034623596818
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
1152193.59000000
0.010718317994
Long
DBT
CORP
GB
Y
2
2025-02-15
Fixed
6.50000000
N
N
N
N
N
N
ADANI PORTS AND SPECIAL
335800QOAXP5TM7OYP69
Adani Ports & Special Economic Zone Ltd
00652MAG7
2000000.00000000
PA
USD
1797000.00000000
0.016716650398
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
208261.54000000
0.001937359685
Long
ABS-CBDO
CORP
US
Y
2
2044-06-20
Variable
3.91937600
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
3500000.00000000
PA
USD
3187486.26000000
0.029651693633
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
772932.08000000
0.007190225577
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
1137140.21000000
0.010578283441
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
1677073.48000000
0.015601030082
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
1111408.85000000
0.010338916636
Long
DBT
CORP
KY
N
2
2026-02-04
Fixed
3.15000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
EUR240116
EUR240116
1.00000000
NC
USD
6715.63000000
0.000062472364
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
206278.16000000
USD
192791.67000000
EUR
2024-01-16
6715.63000000
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AM4
2375000.00000000
PA
USD
2147586.10000000
0.019977988889
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
1405600.94000000
PA
USD
1428347.30000000
0.013287246779
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
2002297.19000000
0.018626434123
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
16252809.59000000
0.151192284870
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
10108521.31000000
0.094034845179
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
JV5341526
3000000.00000000
PA
620608.94000000
0.005773234660
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
8041219.65000000
PA
USD
7785681.75000000
0.072426555331
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
1492498.00000000
0.013884010732
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
504967.03000000
0.004697472066
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
27968991.35000000
PA
USD
23964769.59000000
0.222933041246
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
614664.79000000
0.005717939013
Long
ABS-MBS
CORP
IT
Y
2
2034-05-22
Variable
7.46200000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp
808513BD6
7000000.00000000
PA
USD
6902837.90000000
0.064213871971
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
295223.49000000
0.002746326027
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
4239392.33000000
PA
USD
3545786.20000000
0.032984790369
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
2707338.44000000
0.025185103067
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
12533317.82000000
0.116591592839
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
444101.57000000
0.004131269163
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
189424.00000000
0.001762122863
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
1409548.28000000
PA
USD
1460191.53000000
0.013583478754
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
7575000.00000000
PA
USD
5379985.43000000
0.050047487803
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
6170000.00000000
PA
USD
5440887.77000000
0.050614033783
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
6484743.19000000
PA
USD
6085648.49000000
0.056611941155
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
434839.78000000
0.004045111063
Long
DBT
CORP
DE
Y
2
2026-09-15
Fixed
3.75000000
N
N
Y
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romanian Government International Bond
ZM1054521
5655000.00000000
PA
1363382.90000000
0.012682913354
Long
DBT
NUSS
RO
N
2
2030-04-29
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAB7
2325000.00000000
PA
USD
1008468.75000000
0.009381313039
Long
DBT
NUSS
GH
Y
2
2032-03-26
Fixed
8.12500000
N
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
BN3610597
796600000.00000000
PA
5545519.49000000
0.051587373730
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
0.10000000
N
N
N
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
3800000.00000000
PA
USD
2661710.00000000
0.024760643034
Long
DBT
CORP
PA
Y
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH
5493002ZVBLRLGES1R71
Cablevision Lightpath LLC
12687HAB3
300687.65000000
PA
USD
300499.72000000
0.002795408327
Long
LON
CORP
US
N
2
2027-11-30
Variable
8.72630000
N
N
N
N
N
N
BUNDESOBLIGATION
529900AQBND3S6YJLY83
Bundesobligation
BK3064635
2445000.00000000
PA
2587359.00000000
0.024068990461
Long
DBT
NUSS
DE
N
2
2025-10-10
Fixed
0.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
1550000.00000000
PA
USD
1337909.32000000
0.012445944556
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
9881435.34000000
0.091922370626
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
2771000.00000000
PA
USD
2455990.78000000
0.022846933362
Long
DBT
CORP
LU
Y
2
2028-01-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
7712325.99000000
PA
USD
7504977.02000000
0.069815290536
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
1.19532800
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAC5
380435.28000000
PA
USD
382297.51000000
0.003556334904
Long
LON
CORP
US
N
2
2028-04-10
Variable
8.72040000
N
N
N
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
235512.44000000
PA
USD
216391.68000000
0.002012990575
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
6.13043000
N
N
N
N
N
N
DUBAI GOVT INT'L BONDS
N/A
Emirate of Dubai Government International Bonds
ZO2911030
1425000.00000000
PA
USD
1068764.25000000
0.009942213870
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
273872.55000000
PA
USD
275028.89000000
0.002558465110
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
1081493.92000000
PA
USD
954553.79000000
0.008879767386
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
3975044.80000000
PA
USD
3103234.00000000
0.028867934270
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
2766631.16000000
0.025736675505
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
2724321.27000000
0.025343086390
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
6844234.38000000
0.063668710838
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
393958.74000000
0.003664813872
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
322421.71000000
0.002999338345
Long
DBT
CORP
DE
N
2
2026-07-31
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
5000000.00000000
PA
USD
4953947.00000000
0.046084251581
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
8277271.47000000
0.076999584540
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
4.62157300
N
N
N
N
N
N
ILLINOIS ST FIN AUTH REVENUE
549300ZG6UBPNNNRN315
Illinois Finance Authority
45204ED47
5080000.00000000
PA
USD
4179196.62000000
0.038877111209
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
3446486.75000000
0.032061054036
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
12434FAA5
5000000.00000000
PA
USD
4900870.00000000
0.045590501079
Long
ABS-MBS
CORP
US
Y
2
2038-12-15
Variable
6.39748000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors, Inc
536797AE3
875000.00000000
PA
USD
840807.89000000
0.007821642487
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
772911.27000000
0.007190031992
Long
DBT
NUSS
EG
Y
2
2030-04-16
Fixed
5.62500000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp
03740LAG7
3900000.00000000
PA
USD
3999662.16000000
0.037206986111
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
3071383.62000000
0.028571645083
Long
DBT
NUSS
N/A
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
5150000.00000000
PA
USD
5226621.49000000
0.048620814810
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42400000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Palmer Square CLO Ltd
69689QAC9
8000000.00000000
PA
USD
7979136.00000000
0.074226169724
Long
ABS-O
CORP
KY
Y
2
2035-04-20
Variable
7.21582000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAB7
500000.00000000
PA
505724.06000000
0.004704514362
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
28237.53000000
0.000262680532
Long
ABS-CBDO
USGSE
US
Y
2
2048-05-25
Variable
3.84227200
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Republic of Guatemala
401494AU3
500000.00000000
PA
USD
407500.00000000
0.003790781879
Long
DBT
NUSS
GT
Y
2
2041-10-07
Fixed
4.65000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WH5T5
7958155.55000000
PA
USD
7468379.14000000
0.069474837578
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
4820068.32000000
0.044838840847
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
2658121.31000000
PA
USD
2621845.93000000
0.024389806238
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
8355178.35000000
PA
USD
7693280.87000000
0.071566993167
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
1882550.12000000
0.017512483146
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
4276780.61000000
0.039784889420
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
2815291.17000000
PA
USD
2586051.58000000
0.024056828144
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
4126076.10000000
PA
USD
4010836.03000000
0.037310931396
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
1994870.92000000
0.018557351007
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR240116
EUR240116
1.00000000
NC
USD
-2874140.66000000
-0.02673678609
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
72013744.83000000
EUR
76685730.14000000
USD
2024-01-16
-2874140.66000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TH1
26721000.00000000
PA
USD
23443502.34000000
0.218083935858
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
10409638.02000000
0.096835993075
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
181642.40000000
0.001689734278
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
7380994.53000000
0.068661939428
Long
DBT
CORP
JP
N
2
2025-07-08
Fixed
1.47400000
N
N
N
N
N
N
Agora Securities UK 2021 DAC
635400JPPZ72DHCQAZ42
Agora Securities UK 2021 DAC
BCC3103F6
599776.12000000
PA
716329.45000000
0.006663677788
Long
ABS-MBS
CORP
IE
N
2
2031-07-22
Variable
7.12003000
N
N
N
N
N
N
Dominican Republic International Bond
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEW4
8500000.00000000
PA
157014.30000000
0.001460630584
Long
DBT
NUSS
DO
Y
2
2035-09-15
Fixed
11.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591DBF5
1041255.30000000
PA
USD
1009257.21000000
0.009388647713
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
6.42043000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
2017401.00000000
PA
USD
1861154.91000000
0.017313453515
Long
ABS-CBDO
CORP
US
Y
2
2047-09-25
Variable
3.72050000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
3450000.00000000
PA
USD
2760000.00000000
0.025674988926
Long
DBT
NUSS
RS
Y
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFTE1
9224013.86000000
PA
USD
7893539.79000000
0.073429908223
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
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
976060.30000000
0.009079832389
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
1988030.00000000
PA
USD
2027790.60000000
0.018863587391
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
4994713.64000000
0.046463484563
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
19805354.37000000
0.184239947148
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
8349695.10000000
0.077673307691
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
611093.18000000
PA
USD
610821.24000000
0.005682184265
Long
LON
CORP
US
N
2
2025-03-24
Variable
7.70600000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216JAC9
2000000.00000000
PA
USD
1919990.50000000
0.017860773487
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
3641640.32000000
PA
USD
316003.56000000
0.002939633298
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
0.46708000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2N9
5000000.00000000
PA
USD
4943592.85000000
0.045987931767
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
3393700.06000000
0.031570004151
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
1228350.63000000
0.011426771312
Long
DBT
NUSS
CA
N
2
2024-11-01
Fixed
3.00000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852FAW6
8932057.34000000
PA
USD
7167961.72000000
0.066680194849
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
3462750.00000000
0.032212343443
Long
DBT
NUSS
JM
N
2
2045-07-28
Fixed
7.87500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAN5
1000000.00000000
PA
USD
909128.00000000
0.008457192511
Long
DBT
CORP
KY
N
2
2027-03-08
Fixed
2.55000000
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAA0
5000000.00000000
PA
USD
3929431.50000000
0.036553663133
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
523440.74000000
0.004869324348
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
10093424.25000000
0.093894404291
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
3608849.18000000
0.033571435772
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
3336375.00000000
0.031036735934
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
2320336.05000000
0.021585000865
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
692418.76000000
PA
USD
684918.89000000
0.006371480042
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
2774896.79000000
PA
USD
2515259.46000000
0.023398282167
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
2888756.71000000
0.026872752369
Long
DBT
NUSS
MX
N
2
2048-02-10
Fixed
4.60000000
N
N
N
N
N
BUNDESOBLIGATION
529900AQBND3S6YJLY83
Bundesobligation
BX3039894
575000.00000000
PA
619419.04000000
0.005762165577
Long
DBT
NUSS
DE
N
2
2027-10-15
Fixed
1.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RZ3
30710000.00000000
PA
USD
23903416.56000000
0.222362302708
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QPKT3
37333746.75000000
PA
USD
34253953.45000000
0.318648505618
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
DT Auto Owner Trust
N/A
DT Auto Owner Trust
23344GAE1
1713025.07000000
PA
USD
1692087.96000000
0.015740702766
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
7885605.83000000
0.073356102304
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
952329.35000000
0.008859074462
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
6883958.70000000
PA
USD
6625900.43000000
0.061637652234
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
251716.25000000
0.002341598525
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
5075979.58000000
0.047219463589
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
5127884.38000000
0.047702309663
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
4816153.23000000
0.044802420596
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
8262944.06000000
0.076866303347
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
4783008.40000000
PA
USD
4349450.69000000
0.040460905181
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
905969.85000000
PA
USD
911229.00000000
0.008476737131
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
1352876.11000000
0.012585173602
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
4511707.31000000
0.041970302616
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
411817.60000000
PA
USD
419094.49000000
0.003898639996
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
11188791.91000000
0.104084097241
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
824512.76000000
0.007670056515
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
14248543.94000000
0.132547539084
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
34550907.68000000
PA
USD
28411470.17000000
0.264298616663
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764PBA9
2692686.37000000
PA
USD
2512667.90000000
0.023374174096
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
3796744.15000000
0.035319334785
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
2449158.00000000
PA
USD
1965445.38000000
0.018283618973
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
2842623.81000000
0.026443599580
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
2822671.30000000
0.026257990713
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
784600.00000000
0.007298766779
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
1574447.88000000
PA
USD
1502826.88000000
0.013980095471
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
1775482.17000000
0.016516480091
Long
DBT
CORP
MX
Y
2
2029-09-18
Fixed
4.25000000
N
N
N
N
N
N
Gracie Point International Fun
N/A
Gracie Point International Fun
383931AA0
999950.91000000
PA
USD
997490.63000000
0.009279188724
Long
ABS-O
CORP
US
Y
2
2026-09-01
Variable
7.17350000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAA5
1825000.00000000
PA
USD
1720310.92000000
0.016003247761
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
3582581.94000000
PA
USD
3461039.98000000
0.032196435927
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
1756741.83000000
0.016342147475
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AX8
1500000.00000000
PA
USD
1546657.43000000
0.014387830575
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AR7
2500000.00000000
PA
USD
2365845.13000000
0.022008350548
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
2150000.00000000
PA
USD
1747724.47000000
0.016258263193
Long
DBT
CORP
US
N
2
2032-02-04
Fixed
1.95300000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Student Loan Trust
63941LAB9
2013340.02000000
PA
USD
1924051.61000000
0.017898552094
Long
ABS-O
CORP
US
Y
2
2059-12-15
Fixed
3.39000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AK0
950000.00000000
PA
USD
850422.90000000
0.007911086427
Long
DBT
NUSS
MA
Y
2
2027-12-15
Fixed
2.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CHM6
34165000.00000000
PA
USD
34482627.91000000
0.320775757150
Long
DBT
UST
US
N
2
2026-07-15
Fixed
4.50000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AN6
3000000.00000000
PA
USD
2684221.77000000
0.024970059500
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
2899187.10000000
0.026969781408
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
208124.40000000
PA
USD
220047.66000000
0.002047000447
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
1293682.35000000
PA
USD
1140171.67000000
0.010606483696
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
1451978.04000000
0.013507072499
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
1112564.54000000
0.010349667479
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
288224.12000000
0.002681214162
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
1639036.19000000
0.015247186966
Long
LON
CORP
US
N
2
2028-01-31
Variable
7.97630000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust
95000HBG6
7137630.06000000
PA
USD
6929345.45000000
0.064460459309
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
15987895.49000000
0.148727912919
Long
ABS-MBS
CORP
US
Y
2
2034-10-10
Fixed
3.45200000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317155
600000.00000000
PA
645545.89000000
0.006005211440
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
9807756.54000000
0.091236971215
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
38719111.15000000
PA
USD
249927.99000000
0.002324963179
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
0.13675300
N
N
N
N
N
N
SMB Private Education Loan Tru
5493008SQ2WS8HE83M61
SMB Private Education Loan Trust
78449GAB5
1324272.55000000
PA
USD
1290921.14000000
0.012008835497
Long
ABS-O
CORP
US
Y
2
2032-02-17
Fixed
2.43000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2L8
3000000.00000000
PA
USD
2126868.00000000
0.019785258096
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
2600733.63000000
0.024193408387
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
4934237.50000000
0.045900903323
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
6.29828000
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
995235.20000000
0.009258207514
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
4631194.39000000
PA
USD
4225913.47000000
0.039311696212
Long
ABS-O
CORP
US
Y
2
2032-01-10
Fixed
1.35000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAP2
875000.00000000
PA
596575.60000000
0.005549663740
Long
DBT
NUSS
CA
N
2
2031-06-02
Fixed
2.15000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
8700000.00000000
PA
USD
8996698.01000000
0.083692073108
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
9803179.04000000
0.091194388874
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
3597488.80000000
0.033465755471
Long
ABS-MBS
CORP
US
Y
2
2034-08-15
Variable
3.18810000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46652VBP9
20264807.22000000
PA
USD
126162.61000000
0.001173631744
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
0.13091700
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591YAG0
2500000.00000000
PA
USD
1315652.00000000
0.012238895119
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
779000.00000000
0.007246672599
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
609714.42000000
0.005671888036
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
430610.00000000
0.004005763399
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
1677120.43000000
0.015601466836
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
408167.54000000
PA
USD
359800.67000000
0.003347057325
Long
ABS-CBDO
CORP
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
Rocket Software Inc
549300PVG26ISP5X1556
Rocket Software, Inc
77313DAW1
700858.02000000
PA
USD
689907.11000000
0.006417883119
Long
LON
CORP
US
N
2
2028-11-28
Variable
10.10600000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
AP1154040
135000.00000000
PA
120942.74000000
0.001125073735
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
744337.19000000
PA
USD
746847.42000000
0.006947572187
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
761326.70000000
0.007082266156
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.97755000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHK9
107955423.27000000
PA
USD
104679775.04000000
0.973786980052
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
0.000000006883
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
525680.56000000
PA
USD
463773.63000000
0.004314269135
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
226855.22000000
0.002110327993
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
1903486.05000000
0.017707240309
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
9271747.31000000
0.086250728083
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
5033209.46000000
PA
USD
4288811.37000000
0.039896805953
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
7850650.52000000
PA
USD
6300134.48000000
0.058607203988
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BZ5
10600000.00000000
PA
USD
11048085.43000000
0.102775170677
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.25000000
N
N
N
N
N
N
OPEN Trust
N/A
OPEN Trust
68373BAE1
2962567.16000000
PA
USD
2985730.29000000
0.027774852221
Long
ABS-MBS
CORP
US
Y
2
2028-10-15
Variable
10.59773900
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBM8
7236842.10000000
PA
USD
5807554.21000000
0.054024960155
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
4079474.87000000
0.037949446417
Long
ABS-MBS
CORP
US
N
2
2050-11-10
Variable
4.32305100
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
5280000.00000000
PA
USD
5236651.20000000
0.048714116510
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
1153125.00000000
PA
USD
1076370.69000000
0.010012973023
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
11829635.24000000
0.110045562966
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
GBP240116
GBP240116
1.00000000
NC
USD
-660188.04000000
-0.00614142051
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
13934590.37000000
GBP
17103415.16000000
USD
2024-01-16
-660188.04000000
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452151LF8
27150000.00000000
PA
USD
26889628.79000000
0.250141638192
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
42323117.84000000
0.393712167341
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
3675375.00000000
0.034190294356
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
6991894.00000000
0.065042319211
Long
ABS-O
CORP
KY
Y
2
2034-10-20
Variable
7.37743000
N
N
N
N
N
N
Sequoia Mortgage Trust 2023-1
N/A
Sequoia Mortgage Trust
81749BAU5
4806772.41000000
PA
USD
4583496.39000000
0.042638122846
Long
ABS-CBDO
USGSE
US
Y
2
2053-01-25
Variable
5.00000000
N
N
N
N
N
N
COMM Mortgage Trust
549300NGGFIEJ2ER3D22
COMM Mortgage Trust
12625KAM7
3912905.51000000
PA
USD
3633740.44000000
0.033802987520
Long
ABS-MBS
CORP
US
Y
2
2046-06-10
Variable
3.59946300
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
The Procter & Gamble Company
AV2317205
400000.00000000
PA
387209.92000000
0.003602032756
Long
DBT
CORP
US
N
2
2038-10-30
Fixed
1.87500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967PE5
6750000.00000000
PA
USD
6892425.00000000
0.064117005633
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3620A56P9
424133.53000000
PA
USD
422114.47000000
0.003926733457
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
2765679.12000000
0.025727819122
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
2306734.07000000
0.021458468008
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
2194450.38000000
PA
USD
1910465.68000000
0.017772168542
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
4279479.00000000
0.039809991280
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.24100000
N
N
N
N
N
N
Japan Government Thirty Year Bond
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ZH3204729
142000000.00000000
PA
1038008.01000000
0.009656102957
Long
DBT
CORP
JP
N
2
2053-09-20
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAF1
2006400.00000000
PA
USD
2203939.71000000
0.020502220162
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
1972735.66000000
0.018351437037
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
1818862.40000000
0.016920026079
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
12160464.25000000
PA
USD
11603043.65000000
0.107937687399
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic Government International Bond
25714PEE4
3050000.00000000
PA
USD
2630625.00000000
0.024471473820
Long
DBT
NUSS
DO
Y
2
2060-01-30
Fixed
5.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653TBV0
10287800.16000000
PA
USD
222332.74000000
0.002068257477
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
1107210.44000000
PA
USD
1108185.56000000
0.010308931877
Long
ABS-MBS
CORP
US
Y
2
2039-08-15
Variable
8.31081000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949930AT8
4487809.02000000
PA
USD
3601459.56000000
0.033502693594
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
3052241.83000000
0.028393577965
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-8
N/A
JP Morgan Mortgage Trust
46592TBS1
44449658.62000000
PA
USD
247944.64000000
0.002306513002
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
0.12010700
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CL9
140860.52000000
PA
USD
132235.62000000
0.001230126115
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.78666200
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
12163573.82000000
PA
USD
9761248.53000000
0.090804328954
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
141934.17000000
PA
USD
131962.13000000
0.001227581966
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BZ6913918
900000.00000000
PA
1124931.11000000
0.010464707895
Long
DBT
NUSS
GB
N
2
2038-01-29
Fixed
3.75000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
6850000.00000000
PA
USD
5836417.83000000
0.054293464910
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive, Inc
67103HAE7
5100000.00000000
PA
USD
4955516.44000000
0.046098851347
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
2523240.00000000
0.023472521397
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
8562581.40000000
0.079653689356
Long
ABS-O
CORP
KY
Y
2
2031-04-20
Variable
7.22743000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
United States Treasury Bill
912797JF5
14500000.00000000
PA
USD
14380853.07000000
0.133778349029
Long
STIV
UST
US
N
2
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital plc
25243YBC2
4500000.00000000
PA
USD
4247967.02000000
0.039516850071
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
420521.86000000
PA
USD
370359.91000000
0.003445284995
Long
LON
CORP
US
N
2
2027-10-30
Variable
8.72040000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148QR7
6000000.00000000
PA
USD
7001267.16000000
0.065129513334
Long
DBT
NUSS
CA
N
2
2029-09-15
Fixed
7.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TN8
44786000.00000000
PA
USD
41357071.88000000
0.384725493673
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
543841.26000000
0.005059100843
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
4643548.00000000
PA
USD
4026249.59000000
0.037454316535
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
579136.99000000
PA
USD
582362.78000000
0.005417448524
Long
LON
CORP
US
N
2
2028-05-19
Variable
7.97040000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAP4
5000000.00000000
PA
USD
3873000.00000000
0.036028707286
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
5033024.32000000
0.046819870898
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana, Inc
444859BV3
2700000.00000000
PA
USD
2876291.05000000
0.026756790165
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.87500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CAD2
21352324.44000000
PA
USD
17135206.20000000
0.159400807765
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
Corebridge Financial, Inc
21871XAQ2
3200000.00000000
PA
USD
3332615.42000000
0.031001762320
Long
DBT
CORP
US
Y
2
2033-09-15
Fixed
6.05000000
N
N
N
N
N
N
CIFC Funding Ltd
254900S2BZHNDNVF2L25
CIFC Funding Ltd
12548JAC6
1231030.46000000
PA
USD
1232565.55000000
0.011465980741
Long
ABS-O
CORP
KY
Y
2
2030-07-20
Variable
6.89743000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PAC7
850000.00000000
PA
USD
1023704.91000000
0.009523047908
Long
DBT
CORP
NL
N
2
2030-06-15
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
1000000.00000000
PA
USD
425000.00000000
0.003953576193
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
4578552.21000000
PA
USD
3829456.20000000
0.035623639684
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
4012370.12000000
0.037325202318
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
3228718.92000000
0.030035261781
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
486638.89000000
0.004526973953
Long
DBT
CORP
LU
Y
2
2029-07-15
Fixed
3.00000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EL5
1100000.00000000
PA
USD
1202827.71000000
0.011189343526
Long
DBT
NUSS
CO
N
2
2035-11-14
Fixed
8.00000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
26300000.00000000
PA
USD
25060864.98000000
0.233129503928
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
1004475.67000000
PA
USD
988561.66000000
0.009196126693
Long
ABS-O
CORP
US
Y
2
2036-01-21
Fixed
3.45000000
N
N
N
N
N
N
CHILDREN'S HOSPITAL MEDI
549300EKVCKSAOOWU002
Children's Hospital Medic
16876AAA2
19230000.00000000
PA
USD
17702568.60000000
0.164678714771
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
2452635.18000000
0.022815717784
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
12620608.15000000
0.117403613946
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
941589.92000000
0.008759170568
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
4017032.52000000
PA
USD
3624391.89000000
0.033716022333
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
751625.00000000
0.006992015779
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
5120424.40000000
PA
USD
4965057.41000000
0.046187606528
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy, Inc
25278XAQ2
7200000.00000000
PA
USD
5955500.74000000
0.055401237517
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
Atom Mortgage Securities
635400S9JQ1OOL8ZRR06
Atom Mortgage Securities DAC
BCC31RXV9
420888.40000000
PA
466672.60000000
0.004341236897
Long
ABS-MBS
CORP
IE
Y
2
2031-07-22
Variable
7.12003000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810RN0
41710000.00000000
PA
USD
33631945.89000000
0.312862260250
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
254404.87000000
0.002366609500
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
16339890.65000000
PA
USD
12106953.74000000
0.112625327247
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
308750.66000000
0.002872162962
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
8492696.20000000
PA
USD
8425470.82000000
0.078378213768
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
2330797.64000000
0.021682320143
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
1000587.31000000
0.009307995689
Long
DBT
CORP
IL
N
2
2027-05-09
Fixed
4.75000000
N
N
N
N
N
N
OPEC FUND FOR INTL DEV
HHX3T53LK1P186EUNV37
OPEC Fund for International Development
683483AA9
3575000.00000000
PA
USD
3553796.82000000
0.033059309420
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
4420982.64000000
0.041126333451
Long
DBT
CORP
KR
Y
2
2026-01-19
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4CDPWRMWB65
Structured Agency Credit Risk Debt Note (STACR)
35564KWT2
25280000.00000000
PA
USD
26339661.76000000
0.245025552176
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
8.68743000
N
N
N
N
N
N
NEW S WALES TREASURY CRP
TC7LRO17HPNPLTAV0H77
New South Wales Treasury Corp
EK4579513
500000.00000000
PA
341471.57000000
0.003176550282
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
1500000.00000000
PA
USD
1271722.05000000
0.011830235344
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
2118427.68000000
0.019706741748
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
131196.10000000
PA
USD
114870.57000000
0.001068587178
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
916486.95000000
0.008525649381
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
475200.00000000
PA
USD
487327.10000000
0.004533376049
Long
LON
CORP
KY
N
2
2027-10-20
Variable
9.16580000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAU4
5100000.00000000
PA
USD
5535030.00000000
0.051489794911
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBV4
5425000.00000000
PA
USD
5074100.91000000
0.047201987200
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
7484118.78000000
PA
USD
7647106.42000000
0.071137453858
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
1760715.69000000
PA
USD
1708324.36000000
0.015891742400
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
6666352.35000000
0.062013957523
Long
ABS-O
CORP
KY
Y
2
2036-01-18
Variable
7.30665000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock, Inc
66877AAD0
1594396.67000000
PA
USD
1598629.79000000
0.014871305128
Long
LON
CORP
US
N
2
2029-09-12
Variable
7.45600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179WW87
5462818.82000000
PA
USD
4612870.42000000
0.042911375707
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
2456863.53000000
PA
USD
2316925.01000000
0.021553269555
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
4994186.88000000
PA
USD
4900287.18000000
0.045585079377
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
6.59668000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen
62582PAA8
8200000.00000000
PA
USD
8200000.00000000
0.076280764200
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
6943116.51000000
PA
USD
6759276.67000000
0.062878389004
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
2302405.75000000
0.021418203672
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AQ4
29008000.00000000
PA
USD
25798612.90000000
0.239992427723
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
524775.95000000
0.004881745182
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
30091076.63000000
0.279923209873
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
1694498.46000000
0.015763126520
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
241879.97000000
0.002250096214
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
1975138.49000000
0.018373789441
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
1150857.75000000
0.010705891299
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Variable
4.45422800
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc
44920UAS7
3575000.00000000
PA
USD
3427512.87000000
0.031884548906
Long
DBT
CORP
KR
Y
2
2025-04-24
Fixed
2.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
3950000.00000000
PA
USD
3447517.38000000
0.032070641505
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
ORGANON & CO/ORG
549300SH15FO4Y2G3V63
Organon Finance LLC
68622TAB7
250000.00000000
PA
USD
213711.18000000
0.001988055137
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
6445337.25000000
0.059957957434
Long
DBT
CORP
US
N
2
2030-04-06
Fixed
5.85000000
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AP1
1725000.00000000
PA
USD
1732838.40000000
0.016119785047
Long
DBT
NUSS
HU
Y
2
2029-06-16
Fixed
5.25000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAH9
3200000.00000000
PA
USD
2825626.40000000
0.026285480626
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
608576.02000000
PA
USD
532441.46000000
0.004953053836
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
289750.35000000
PA
USD
285842.69000000
0.002659060833
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
9516336.80000000
PA
USD
8443838.03000000
0.078549075331
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
903342.05000000
0.008403368525
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
2516220.00000000
0.023407217621
Long
DBT
CORP
NL
Y
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS30HKV5IAS29
Structured Agency Credit Risk Debt Note (STACR)
35564KH44
15170000.00000000
PA
USD
15985712.14000000
0.148707602236
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
9.03743000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR240116
EUR240116
1.00000000
NC
USD
-1387.63000000
-0.00001290847
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
89958.35000000
EUR
97997.21000000
USD
2024-01-16
-1387.63000000
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
251526CU1
4325000.00000000
PA
USD
4553552.29000000
0.042359566891
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.81900000
N
N
N
N
N
N
UKG INC
529900FKHWSTQ1GXK240
UKG, Inc
90385KAK7
1151117.46000000
PA
USD
1155710.42000000
0.010751033418
Long
LON
CORP
US
N
2
2026-05-04
Variable
3.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
94989MAE9
4000000.00000000
PA
USD
3855296.80000000
0.035864022698
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
4750000.00000000
PA
USD
3727990.48000000
0.034679751554
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAW1
2910000.00000000
PA
USD
2520186.53000000
0.023444116394
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
12592220.55000000
0.117139537383
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
8728889.23000000
0.081200773303
Long
ABS-MBS
USGSE
US
N
2
2051-10-15
Fixed
4.46600000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GN8
1900000.00000000
PA
USD
2013265.99000000
0.018728471738
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.70000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AA8
3000000.00000000
PA
USD
2846250.00000000
0.026477332330
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
1542726.67000000
0.014351264553
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
11744513.70000000
0.109253717098
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
9045013.13000000
PA
USD
6199326.27000000
0.057669432366
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
5590877.81000000
PA
USD
4676155.41000000
0.043500086365
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
9413408.95000000
0.087568540053
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31403C6L0
873763.13000000
PA
USD
887874.61000000
0.008259482166
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
8372131.62000000
0.077882024141
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
5398840.20000000
0.050222884909
Long
ABS-MBS
CORP
US
Y
2
2032-11-10
Variable
3.72816000
N
N
N
N
N
N
SAKA ENERGI INDONESIA PT
25490049636XFM5KBR83
Saka Energi Indonesia PT
69371EAA3
1162000.00000000
PA
USD
1149799.00000000
0.010696042243
Long
DBT
CORP
ID
Y
2
2024-05-05
Fixed
4.45000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967KU4
11970000.00000000
PA
USD
11494315.07000000
0.106926236281
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
1970000.00000000
PA
USD
1662542.10000000
0.015465851451
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
3997227.01000000
0.037184333049
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71643VAB1
3000000.00000000
PA
USD
2489338.50000000
0.023157151601
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
1157298.97000000
0.010765810956
Long
DBT
NUSS
CA
Y
2
2032-09-15
Fixed
3.55000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR240116
EUR240116
1.00000000
NC
USD
11405.53000000
0.000106100310
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
4315373.99000000
EUR
4778975.91000000
USD
2024-01-16
11405.53000000
N
N
N
ENN CLEAN ENERGY
3003009YZ3S5V395NR77
ENN Clean Energy International Investment Ltd
268733AA0
200000.00000000
PA
USD
187538.59000000
0.001744583775
Long
DBT
CORP
VG
Y
2
2026-05-12
Fixed
3.37500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
ZJ7218432
750000.00000000
PA
915798.79000000
0.008519247750
Long
DBT
NUSS
GR
Y
2
2038-07-18
Fixed
4.37500000
N
N
N
N
N
N
Aimco
549300MMTPNJGGRMPB33
AIMCO CLO Series
00900CAN4
7500000.00000000
PA
USD
7423170.00000000
0.069054278096
Long
ABS-O
CORP
KY
Y
2
2034-04-20
Variable
7.17743000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3G6
9600000.00000000
PA
USD
10117649.57000000
0.094119761111
Long
DBT
CORP
US
N
2
2029-10-23
Fixed
6.30300000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DC1
750000.00000000
PA
USD
965540.28000000
0.008981969564
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
6546995.41000000
0.060903635743
Long
ABS-O
CORP
US
N
2
2029-05-14
Variable
6.24931000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA Tower Trust
78403DAN0
8150000.00000000
PA
USD
7870201.54000000
0.073212803400
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
1802746.30000000
0.016770105539
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EMS6
354725.78000000
PA
USD
351347.88000000
0.003268424973
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.00000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AN1
36750000.00000000
PA
USD
33397334.25000000
0.310679777910
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
3866.95000000
PA
USD
3994.08000000
0.000037155057
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
6816923.88000000
0.063414654032
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
6.64758000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9FM8
342060.40000000
PA
USD
303602.04000000
0.002824267759
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
11753599.38000000
PA
USD
9830595.34000000
0.091449429888
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
3233992.04000000
0.030084315150
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
516590.00000000
0.004805595119
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
1855988.72000000
0.017265394867
Long
DBT
CORP
US
N
2
2041-11-19
Fixed
2.52500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CK3
6200000.00000000
PA
USD
5543883.08000000
0.051572150973
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
CUSHMAN & WAKEFIELD US
549300870CMN3WI5IF97
Cushman & Wakefield US Borrower LLC
23340DAQ5
517777.62000000
PA
USD
514865.12000000
0.004789549367
Long
LON
CORP
US
N
2
2030-01-31
Variable
8.70600000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAB3
350000.00000000
PA
USD
328850.90000000
0.003059146092
Long
DBT
CORP
BM
Y
2
2025-08-15
Fixed
2.62500000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAJ5
5000000.00000000
PA
USD
3789929.50000000
0.035255941283
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
8.19100000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAD2
17480609.56000000
PA
USD
14061245.00000000
0.130805184660
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
289800.00000000
0.002695873837
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
2016392.00000000
0.018757551547
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
1361624.70000000
0.012666557642
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
49620000.00000000
PA
USD
47301815.63000000
0.440026663944
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824AY6
1500000.00000000
PA
USD
1606090.22000000
0.014940706019
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
Dryden Senior Loan Fund
549300VCB8LYR1RGV869
Dryden 49 Senior Loan Fund
26244QAQ6
3800000.00000000
PA
USD
3803347.80000000
0.035380765451
Long
ABS-O
CORP
KY
Y
2
2030-07-18
Variable
7.25665000
N
N
N
N
N
N
AEP TRANSMISSION CO LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAQ2
1175000.00000000
PA
USD
1220951.42000000
0.011357939923
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
680999.25000000
0.006335017464
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust 2021-7
N/A
JP Morgan Mortgage Trust
46592NBS4
44820009.45000000
PA
USD
236972.35000000
0.002204442921
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
0.11105500
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162NAK2
4600000.00000000
PA
USD
3677871.12000000
0.034213514593
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
12614987.03000000
0.117351323296
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
638149.65000000
0.005936407680
Long
ABS-MBS
CORP
IE
Y
2
2031-08-17
Variable
6.34400000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
17650000.00000000
PA
USD
17654919.41000000
0.164235456646
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267BAD9
10853642.35000000
PA
USD
9077880.10000000
0.084447272116
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
4868598.00000000
0.045290289759
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
6712798.20000000
PA
USD
5831574.95000000
0.054248413863
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
1229673.08000000
0.011439073446
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
25241746.88000000
0.234812163630
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
3272020.46000000
0.030438075752
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
283626.87000000
0.002638448096
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
8334941.40000000
0.077536060922
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
3522984.90000000
PA
USD
3406076.41000000
0.031685135546
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
2424625.00000000
0.022555152183
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
5340478.27000000
PA
USD
4360406.52000000
0.040562822142
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
3.31374500
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
BG2593013
1875000.00000000
PA
1789877.19000000
0.016650390229
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
1476709.50000000
0.013737137702
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
7075009.02000000
0.065815499362
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
1296328.87000000
0.012059141080
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
4.62500000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
ZM1985385
1400000.00000000
PA
1585568.72000000
0.014749804104
Long
DBT
NUSS
DE
N
2
2033-02-15
Fixed
2.30000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
BO9736303
500000.00000000
PA
411983.16000000
0.003832486619
Long
DBT
NUSS
RO
Y
2
2033-04-14
Fixed
2.00000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BT3
1200000.00000000
PA
USD
1298996.47000000
0.012083956515
Long
DBT
CORP
US
N
2
2034-01-17
Fixed
6.00000000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
RON240116
RON240116
1.00000000
NC
USD
-21496.38000000
-0.00019997076
N/A
DFE
CORP
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
3107503.09000000
RON
667980.15000000
USD
2024-01-16
-21496.38000000
N
N
N
NEW YORK ST THRUWAY AUTH
N/A
New York State Thruway Authority
650009S38
4750000.00000000
PA
USD
4505224.43000000
0.041909995416
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
1648778.00000000
0.015337810468
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
1007149.90000000
PA
USD
996241.75000000
0.009267570977
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
180460.00000000
0.001678734964
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
2951770.50000000
0.027458940181
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
8640084.70000000
0.080374666302
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
5474347.00000000
0.050925289348
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38382DUC1
6911872.34000000
PA
USD
963865.44000000
0.008966389310
Long
ABS-CBDO
USGSE
US
N
2
2050-03-20
Variable
0.62760000
N
N
N
N
N
N
HIGHWOODS REALTY LP
JUJNVZX73BIYHLR58F51
Highwoods Realty LP
431282AQ5
2900000.00000000
PA
USD
2670629.29000000
0.024843615016
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
4348789.60000000
0.040454755370
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
1711624.13000000
0.015922438617
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
487493.94000000
PA
USD
215837.94000000
0.002007839391
Long
LON
CORP
US
N
2
2028-02-15
Variable
8.23030000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAY1
8500000.00000000
PA
USD
7258437.22000000
0.067521846103
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
4784439.00000000
0.044507397950
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
4847932.92000000
0.045098052186
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
16495730.20000000
PA
USD
12002826.11000000
0.111656676614
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
874342.78000000
PA
USD
840560.01000000
0.007819336575
Long
ABS-MBS
CORP
US
N
2
2058-05-10
Fixed
3.12100000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv plc
EK7591838
300000.00000000
PA
322275.11000000
0.002997974594
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
6496421.06000000
PA
USD
5433542.91000000
0.050545707986
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
2797126.20000000
0.026020356597
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
13238184.74000000
0.123148640073
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
6416017.79000000
0.059685212213
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
6750165.47000000
PA
USD
6355280.93000000
0.059120205616
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
279491.14000000
PA
USD
259446.45000000
0.002413508960
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
878014.65000000
0.008167759570
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
8428638.45000000
PA
USD
5339656.24000000
0.049672324214
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
3094703.18000000
0.028788576042
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
5019040.00000000
0.046689781311
Long
ABS-O
CORP
JE
Y
2
2035-07-21
Variable
8.16193000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
AV1262212
24400000.00000000
PA
744266.48000000
0.006923562910
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
574874.60000000
0.005347789488
Long
ABS-MBS
CORP
US
Y
2
2031-07-05
Variable
4.61320000
N
N
N
N
N
N
AUSTRALIAN GOVERNMENT
213800J6B7JSBDETCB42
Australia Government Bond
BK4676346
1960000.00000000
PA
782667.70000000
0.007280791496
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
3786336.73000000
PA
USD
3038529.17000000
0.028266015504
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
5373213.70000000
PA
USD
5304876.31000000
0.049348782794
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
6700000.00000000
PA
USD
6907723.85000000
0.064259323678
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBE7
1450000.00000000
PA
USD
1353714.49000000
0.012592972659
Long
ABS-MBS
CORP
US
N
2
2050-10-15
Fixed
3.56300000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560BA2
5325000.00000000
PA
USD
6242476.04000000
0.058070834492
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.20000000
N
N
N
N
N
N
SIGMA ALIMENTOS SA
549300FW3RGHPHT21D10
Sigma Alimentos S.A. de C.V.
82655AAC7
250000.00000000
PA
USD
243729.05000000
0.002267297340
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
459623.26000000
0.004275660185
Long
DBT
NUSS
UZ
Y
2
2024-07-19
Fixed
14.00000000
N
N
N
N
N
N
AECOM TECHNOLOGY
0EEB8GF0W0NPCIHZX097
AECOM
00766WAV5
462386.35000000
PA
USD
463398.98000000
0.004310783941
Long
LON
CORP
US
N
2
2028-04-13
Variable
7.22040000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167QAE6
1050000.00000000
PA
USD
1068435.17000000
0.009939152593
Long
ABS-O
CORP
US
Y
2
2027-08-20
Fixed
6.57000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BM3
20300000.00000000
PA
479279.57000000
0.004458513642
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
16952379.46000000
0.157700056125
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
7202460.98000000
0.067001125327
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
689925.10000000
0.006418050471
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 and Gas Co
74456QCC8
6970000.00000000
PA
USD
5131288.35000000
0.047733975204
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
3095486.67000000
0.028795864483
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
182320.26000000
PA
USD
170406.00000000
0.001585207305
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
17876229.50000000
0.166294200889
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
4904895.67000000
0.045627950004
Long
ABS-MBS
USGSE
US
Y
2
2038-10-15
Variable
6.23128000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
1939935.97000000
PA
USD
1694183.91000000
0.015760200408
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
2874276.36000000
0.026738048447
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie, Inc
00287YCA5
9850000.00000000
PA
USD
8894022.24000000
0.082736928449
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
1427249.76000000
0.013277036877
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
38051000.00000000
PA
USD
31649733.92000000
0.294422669533
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCP9
5000000.00000000
PA
USD
5395757.40000000
0.050194207062
Long
DBT
CORP
US
N
2
2053-08-01
Fixed
5.45000000
N
N
N
N
N
N
Bank Gospodarstwa Krajowego
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
06237MAB9
200000.00000000
PA
USD
211000.00000000
0.001962834298
Long
DBT
NUSS
PL
Y
2
2028-10-31
Fixed
6.25000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
5950000.00000000
PA
USD
4366508.65000000
0.040619587403
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
64867377.67000000
PA
USD
53257357.98000000
0.495428288541
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
3060825.17000000
PA
USD
2883933.14000000
0.026827880954
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
2795000.00000000
PA
USD
2907739.12000000
0.027049336850
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America, Inc
081437AT2
4879000.00000000
PA
USD
4217584.81000000
0.039234218584
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384CKS7
9932855.57000000
PA
USD
10523210.87000000
0.097892508172
Long
ABS-CBDO
USGSE
US
N
2
2053-08-20
Variable
2.38781000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS41V1-5 Year Index
N/A
1.00000000
NC
USD
-8878726.50000000
-0.08259463933
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAIGS41V1-5Y
2I65BYED3
Y
Credit Event as Specified in Contract
2028-12-20
0.00000000
USD
6556992.47000000
USD
450000000.00000100
USD
-2520619.39000000
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CA4
3335000.00000000
PA
USD
3321163.62000000
0.030895231581
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
2380980.45000000
0.022149147350
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
1436973.76000000
0.013367494701
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
539414.03000000
0.005017916393
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
1781250.00000000
PA
USD
1753681.59000000
0.016313679493
Long
ABS-O
CORP
US
Y
2
2046-05-25
Fixed
4.97000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC
1248EPCK7
5000000.00000000
PA
USD
4369651.00000000
0.040648819216
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
2266671.04000000
0.021085780380
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
6136962.66000000
PA
USD
5755859.86000000
0.053544071799
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
2466906.59000000
0.022948478036
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
18974467.10000000
0.176510591547
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
4119627.55000000
0.038322968016
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
3881340.51000000
0.036106295149
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
4100000.00000000
PA
USD
3939287.38000000
0.036645347774
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
3176906.59000000
0.029553275912
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
15722639.82000000
PA
USD
14871452.58000000
0.138342166778
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
1517377.92000000
0.014115456990
Long
DBT
CORP
MX
Y
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4EA6
2443466.58000000
PA
USD
2323554.68000000
0.021614942274
Long
ABS-CBDO
USGSE
US
N
2
2048-04-15
Fixed
4.00000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
10225000.00000000
PA
USD
10046746.86000000
0.093460186367
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BE3
350000.00000000
PA
USD
331100.00000000
0.003080068417
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
6033907.27000000
0.056130616789
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
5629136.65000000
PA
USD
4521431.20000000
0.042060759416
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34524000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Mercy Health
58942HAA9
12500000.00000000
PA
USD
12061985.75000000
0.112207011072
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
1951288.86000000
0.018151927489
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
6476991.05000000
0.060252417928
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FD7J5
1519807.29000000
PA
USD
1426300.99000000
0.013268210914
Long
ABS-CBDO
USGSE
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JPMCC Commercial Mortgage Securities Trust
46647TAZ1
1000000.00000000
PA
USD
751649.10000000
0.006992239970
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
3.90442000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
16882738.66000000
PA
USD
15191113.74000000
0.141315825018
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82653EAA5
883333.72000000
PA
USD
876110.17000000
0.008150043084
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
6300000.00000000
PA
USD
6140432.59000000
0.057121572010
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
146538.61000000
0.001363180140
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.87500000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR240116
EUR240116
1.00000000
NC
USD
5388.42000000
0.000050125950
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2252874.50000000
EUR
2494335.56000000
USD
2024-01-16
5388.42000000
N
N
N
SMB Private Education Loan Tru
549300NWENTZ8X7JUC78
SMB Private Education Loan Trust
83189DAB6
3507405.08000000
PA
USD
3379480.55000000
0.031437726701
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
357867.60000000
0.003329074879
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
30328923.66000000
0.282135789533
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
5500660.00000000
0.051170066879
Long
ABS-O
CORP
KY
Y
2
2032-10-15
Variable
7.30548000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
1082440.83000000
PA
USD
958860.40000000
0.008919829765
Long
ABS-CBDO
CORP
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
CNY240315
CNY240315
1.00000000
NC
USD
-531960.43000000
-0.00494857903
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
174863254.00000000
CNY
24219552.93000000
USD
2024-03-15
-531960.43000000
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
2279488.97000000
PA
USD
2041546.11000000
0.018991548466
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
3.99199700
N
N
N
N
N
N
SOPHIA LP
549300RP8NIJ7FY7OS79
Sophia LP
83578BAM5
1502129.30000000
PA
USD
1507176.45000000
0.014020557486
Long
LON
CORP
US
N
2
2027-10-07
Variable
8.22990000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17322YAF7
2350000.00000000
PA
USD
2284057.59000000
0.021247519322
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
4.01700000
N
N
N
N
N
N
BENIN INTL GOV BOND
635400Q11P6AE5A5Y230
Benin Government International Bond
BQ5680468
850000.00000000
PA
736798.41000000
0.006854090948
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
4159315.55000000
0.038692166915
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
3200437.54000000
0.029772173332
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
10832979.30000000
0.100774138972
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
2799364.79000000
0.026041181153
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
2048152.15000000
0.019053001366
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
6307621.13000000
PA
USD
5941420.39000000
0.055270254608
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Palmer Square CLO Ltd
N/A
Massachusetts St
69688FAJ9
3500000.00000000
PA
USD
3508561.00000000
0.032638501747
Long
ABS-O
CORP
KY
Y
2
2035-01-15
Variable
7.30548000
N
N
N
N
N
N
CIT Group Home Equity Loan Tru
N/A
CIT Group Home Equity Loan Trust (Step Bond)
12558MAG7
27095.73000000
PA
USD
26797.25000000
0.000249282281
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
13287061.28000000
0.123603315661
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
201934.13000000
PA
USD
202703.90000000
0.001885659560
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
984565.10000000
0.009158948565
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
370760.15000000
PA
USD
342882.69000000
0.003189677271
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
2961553.96000000
0.027549951133
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
6564329.92000000
PA
USD
5670725.06000000
0.052752102579
Long
ABS-CBDO
CORP
US
Y
2
2050-06-25
Variable
3.82268900
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBY6
1275000.00000000
PA
USD
1157424.70000000
0.010766980563
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
16045000.00000000
PA
USD
16983825.04000000
0.157992579647
Long
ABS-CBDO
USGSE
US
Y
2
2042-12-25
Variable
9.08743000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46644RBD6
2500000.00000000
PA
USD
2395309.00000000
0.022282439148
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
3430164.89000000
0.031909219407
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
854939.19000000
PA
USD
857435.61000000
0.007976322388
Long
LON
CORP
PA
N
2
2028-10-18
Variable
8.72040000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAC7
5176000.00000000
PA
USD
3509647.88000000
0.032648612483
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
1331695.90000000
0.012388144016
Long
DBT
NUSS
KR
N
2
2026-12-10
Fixed
1.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
11500000.00000000
PA
USD
11571141.07000000
0.107640912621
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
10047663.58000000
PA
USD
8403767.35000000
0.078176316539
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
4523402.24000000
PA
USD
4467988.30000000
0.041563605117
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
2689939.28000000
PA
USD
2656987.23000000
0.024716709314
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
697843.39000000
0.006491710619
Long
DBT
CORP
DK
N
2
2028-01-14
Fixed
2.25000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TransDigm, Inc
89364MBS2
976452.19000000
PA
USD
981768.97000000
0.009132937475
Long
LON
CORP
US
N
2
2028-08-24
Variable
3.25000000
N
N
N
N
N
N
Magnetite CLO Ltd
549300BDVLRWS2SODX97
Magnetite XVIII Ltd
55953TAL1
530000.00000000
PA
USD
529503.92000000
0.004925727276
Long
ABS-O
CORP
KY
Y
2
2028-11-15
Variable
7.14133000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607CAA7
1325000.00000000
PA
USD
1210644.42000000
0.011262058723
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
3379392.72000000
0.031436909660
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
8.82629000
N
N
N
N
N
N
OREGON ST DEPT OF ADMIN SVCS C
N/A
State of Oregon Department of Administrative Services
68608VEE0
9700000.00000000
PA
USD
8766488.49000000
0.081550541631
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
3634747.00000000
0.033812351077
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
4013255.09000000
0.037333434780
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
11203828.16000000
0.104223972441
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
NEVADA POWER CO
MJZFGXRJ52U8U4MKJ519
Nevada Power Co
641423CD8
7350000.00000000
PA
USD
6371061.00000000
0.059267000225
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
7591755.38000000
0.070622549025
Long
DBT
CORP
LU
N
2
2028-03-30
Fixed
4.25000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BX7
3225000.00000000
PA
USD
3181193.50000000
0.029593155030
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AH1
90100420.67000000
PA
USD
882317.38000000
0.008207785855
Long
ABS-CBDO
USGSE
US
Y
2
2052-07-25
Fixed
0.22442000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co, Inc
BO1991161
500000.00000000
PA
503813.03000000
0.004686736944
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
3699915.82000000
0.034418586125
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
3287506.17000000
0.030582132068
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
951401.54000000
0.008850443479
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
4871123.47000000
0.045313783025
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland
BP9803662
6800000.00000000
PA
6498575.51000000
0.060453208063
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
3055269.92000000
0.028421746870
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
300000.00000000
PA
USD
275413.88000000
0.002562046492
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
1614707.00000000
0.015020863892
Long
ABS-MBS
CORP
US
N
2
2050-11-15
Variable
4.09421600
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AW8
13060000.00000000
PA
USD
10857126.05000000
0.100998764892
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMSR 2018-GT1 A Mtge
69354WAD8
1961538.47000000
PA
USD
1964065.32000000
0.018270780920
Long
ABS-CBDO
CORP
US
Y
2
2025-08-25
Variable
8.87075000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental, Inc
36168QAJ3
250000.00000000
PA
USD
246305.78000000
0.002291267454
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
3795662.77000000
0.035309275212
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
1227802.33000000
0.011421670734
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
2604904.22000000
PA
USD
2682689.26000000
0.024955803276
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
5309820.88000000
0.049394779816
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
8450000.00000000
PA
USD
7286002.02000000
0.067778268543
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
1668264.46000000
0.015519083890
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
1635847.49000000
0.015217523982
Long
ABS-MBS
CORP
US
N
2
2049-03-17
Variable
4.70165800
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAF1
8306000.00000000
PA
USD
8222875.30000000
0.076493562416
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
129173.39000000
0.001201639622
Long
LON
CORP
US
N
2
2028-06-26
Variable
7.47040000
N
N
N
N
N
N
IRB HOLDING CORP
549300HVW4WNWYBXN830
IRB Holding Corp
44988LAH0
354974.32000000
PA
USD
355987.77000000
0.003311587700
Long
LON
CORP
US
N
2
2027-12-15
Variable
8.45600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MS7
7125000.00000000
PA
USD
6086295.56000000
0.056617960545
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
3511301.00000000
0.032663990685
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
7975292.80000000
PA
USD
7481808.64000000
0.069599765934
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
573248.12000000
PA
USD
576785.06000000
0.005365561604
Long
LON
CORP
US
N
2
2028-10-23
Variable
8.47040000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H95S4
6208997.33000000
PA
USD
5644561.60000000
0.052508716149
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
4549127.19000000
PA
USD
4018471.96000000
0.037381964881
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
177461385.13000000
1.650840252911
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
3059399.05000000
0.028460158235
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
10140055.77000000
0.094328195509
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
6952242.04000000
0.064673455575
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Freddie Mac STACR REMIC Trust
35564KVE6
810000.00000000
PA
USD
852913.15000000
0.007934252058
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
9.68743000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617A4PJ1
10157270.73000000
PA
USD
9657058.67000000
0.089835099424
Long
ABS-O
USGSE
US
N
2
2033-10-15
Fixed
3.70000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AW6
1875000.00000000
PA
USD
1608721.50000000
0.014965183586
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
9464592.26000000
PA
USD
8894348.68000000
0.082739965168
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
774729.44000000
0.007206945577
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
HUNGARY GOVERNMENT BOND
5299003F3UFKGCCMAP43
Hungary Government International Bond
AX1722484
421500000.00000000
PA
1039396.68000000
0.009669021104
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
613847.00000000
0.005710331495
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
77332794.22000000
PA
USD
74986316.18000000
0.697562622295
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
4599129.59000000
0.042783551193
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLU1
39150000.00000000
PA
USD
40981052.16000000
0.381227558112
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.87200000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
2100000.00000000
PA
USD
2082461.85000000
0.019372168455
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
4325981.03000000
0.040242577913
Long
ABS-MBS
CORP
US
N
2
2049-02-10
Variable
4.60519700
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
BW3596622
500000.00000000
PA
522056.92000000
0.004856451318
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
1714395.23000000
0.015948216864
Long
DBT
NUSS
MX
N
2
2028-02-09
Fixed
5.40000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
ZQ0630702
1000000.00000000
PA
987593.81000000
0.009187123237
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
11453130.69000000
PA
USD
1582868.47000000
0.014724684941
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
238381.08000000
0.002217547677
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
1311796.97000000
0.012203033579
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
4.34722000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
1375000.00000000
PA
USD
1288124.98000000
0.011982824129
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
2887349.69000000
0.026859663520
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
2524738.64000000
0.023486462544
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
8785112.52000000
PA
USD
108134.19000000
0.001005921786
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
3647867.00000000
0.033934400300
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
5870355.18000000
PA
USD
5550024.81000000
0.051629284614
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
597577.85000000
0.005558987203
Long
DBT
NUSS
N/A
N
2
2025-10-30
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755DAB2
9505000.00000000
PA
USD
9981270.84000000
0.092851093581
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
8.93743000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Corp II
36250GAT2
1350000.00000000
PA
USD
1280531.03000000
0.011912181164
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
2859671.44000000
0.026602185708
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
5598479.92000000
0.052080039836
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
2752720.36000000
0.025607269840
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.39600000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KF7
400000.00000000
PA
364912.22000000
0.003394607683
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
2676408.87000000
0.024897379746
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
9939380.00000000
0.092461402693
Long
ABS-O
CORP
JE
Y
2
2036-04-25
Variable
7.17822000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust
07336DAT8
4700000.00000000
PA
USD
4877966.44000000
0.045377439974
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
4488813.73000000
0.041757334351
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
1870142.80000000
0.017397063652
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
11947774.63000000
PA
USD
10379329.32000000
0.096554045417
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.50000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR240116
EUR240116
1.00000000
NC
USD
1177.66000000
0.000010955220
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
89615.13000000
USD
82181.24000000
EUR
2024-01-16
1177.66000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAH6
3000000.00000000
PA
USD
2985737.70000000
0.027774921153
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
10859128.68000000
PA
USD
8714433.39000000
0.081066297386
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
41878546.18000000
PA
USD
39613642.59000000
0.368507186530
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
931899.95000000
PA
USD
867453.76000000
0.008069516551
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
4960000.00000000
PA
USD
5118253.76000000
0.047612720510
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
9.83743000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
6700000.00000000
PA
USD
5974049.77000000
0.055573790467
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
54986.62000000
PA
USD
54871.65000000
0.000510445292
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
11925160.00000000
0.110934185124
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
29377391.50000000
NS
USD
29377391.50000000
0.273284130957
Long
STIV
RF
US
N
1
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
1436130.29000000
PA
USD
1440237.62000000
0.013397856863
Long
LON
CORP
US
N
2
2027-03-31
Variable
7.95600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H8JP7
3343922.29000000
PA
USD
2825470.55000000
0.026284030826
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
14290615.48000000
0.132938910940
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
BZ5052106
500000.00000000
PA
571554.74000000
0.005316906384
Long
DBT
CORP
NL
N
2
2030-03-11
Fixed
3.87500000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies, Inc
776743AJ5
10050000.00000000
PA
USD
8531328.12000000
0.079362954712
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
205878.48000000
0.001915191193
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
1834146.96000000
0.017062211190
Long
DBT
CORP
GB
Y
2
2050-10-02
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
EUR240116
EUR240116
1.00000000
NC
USD
-114870.23000000
-0.00106858401
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank
7H6GLXDRUGQFU57RNE97
2833810.94000000
EUR
3015888.11000000
USD
2024-01-16
-114870.23000000
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
BR9625400
498000000.00000000
PA
3527435.37000000
0.032814081182
Long
DBT
NUSS
JP
N
2
2026-09-20
Fixed
0.00500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDR4
24425000.00000000
PA
USD
24772674.49000000
0.230448602609
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
243226.93000000
PA
USD
229972.25000000
0.002139324265
Long
ABS-O
CORP
US
N
2
2034-09-25
Variable
6.37043000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
1499930.79000000
PA
USD
1496274.26000000
0.013919139513
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
6.72648000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAC5
1010108.14000000
PA
USD
938915.52000000
0.008734291876
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
13738937.92000000
PA
USD
11025475.70000000
0.102564842935
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
90424990.53000000
PA
USD
85529519.89000000
0.795641114505
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
7056.82000000
0.000065646295
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
6068684.64000000
0.056454134394
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
2058750.00000000
0.019151588207
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
4323726.50000000
0.040221605075
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
9531149.76000000
0.088663827732
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
2895445.20000000
0.026934972263
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
2640168.34000000
0.024560251048
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
10849975.42000000
PA
USD
8707087.91000000
0.080997965821
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
1286749.34000000
0.011970027193
Long
DBT
NUSS
JP
N
2
2046-09-20
Fixed
0.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31283HJT3
5582.72000000
PA
USD
5581.94000000
0.000051926176
Long
ABS-MBS
MUN
US
N
2
2031-01-01
Fixed
8.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T, Inc
00206RGE6
300000.00000000
PA
364200.69000000
0.003387988653
Long
DBT
CORP
US
N
2
2026-12-04
Fixed
2.90000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AN9
3275000.00000000
PA
USD
3115236.04000000
0.028979583633
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
PLN240116
PLN240116
1.00000000
NC
USD
-3537.13000000
-0.00003290426
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
979890.00000000
PLN
245437.91000000
USD
2024-01-16
-3537.13000000
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BR2057668
550000.00000000
PA
547930.92000000
0.005097145037
Long
DBT
NUSS
GB
N
2
2033-07-31
Fixed
0.87500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
1053985.00000000
PA
USD
911057.57000000
0.008475142398
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
3975714.54000000
0.036984212604
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
16847471.48000000
0.156724146261
Long
ABS-O
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJJ1
184286000.00000000
PA
USD
193471505.31000000
1.799774911725
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2023-B
N/A
Affirm Asset Securitization Trust
00792FAA6
1000000.00000000
PA
USD
1014925.90000000
0.009441380885
Long
ABS-O
CORP
US
Y
2
2028-09-15
Fixed
6.82000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
10000000.00000000
PA
USD
9606546.80000000
0.089365211126
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
2221340.58000000
0.020664092316
Long
DBT
CORP
US
N
2
2047-07-01
Fixed
3.75000000
N
N
N
N
N
N
CIFC Funding Ltd
N/A
CIFC Funding Ltd
12569EAE7
5500000.00000000
PA
USD
5558080.00000000
0.051704218279
Long
ABS-O
CORP
KY
Y
2
2035-10-22
Variable
8.41193000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
ProLogis LP
74340XBZ3
3125000.00000000
PA
USD
2606522.78000000
0.024247262142
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
435515.64000000
0.004051398273
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
1051786.98000000
PA
USD
991096.56000000
0.009219707682
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
5470902.20000000
0.050893243985
Long
STIV
CORP
US
Y
2
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
COP240117
COP240117
1.00000000
NC
USD
-10630.82000000
-0.00009889354
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
1460664442.00000000
COP
364722.06000000
USD
2024-01-17
-10630.82000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia Government International Bond
BR4457197
575000.00000000
PA
440810.61000000
0.004100654902
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
5541633.92000000
PA
USD
4858301.14000000
0.045194502887
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
BV1062546
9000000.00000000
PA
1270141.85000000
0.011815535483
Long
DBT
NUSS
N/A
N
2
2024-03-16
Fixed
3.05000000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PGN9
1910000.00000000
PA
USD
1710080.11000000
0.015908075321
Long
DBT
MUN
US
N
2
2040-07-01
Fixed
4.26900000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
EUR240116
EUR240116
1.00000000
NC
USD
-48967.20000000
-0.00045551895
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
1968854.86000000
EUR
2126198.65000000
USD
2024-01-16
-48967.20000000
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36267TBP2
8149349.90000000
PA
USD
7079543.18000000
0.065857678532
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
4944999.79000000
0.046001019872
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38384AJQ7
13573293.84000000
PA
USD
1468534.02000000
0.013661085036
Long
ABS-CBDO
USGSE
US
N
2
2053-05-20
Variable
1.61226000
N
N
N
N
N
N
Sierra Receivables Funding Co
N/A
Sierra Timeshare Receivables Funding LLC
82652NAA6
807037.42000000
PA
USD
773130.07000000
0.007192067386
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
1107812.50000000
0.010305461474
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
3432322.95000000
0.031929294830
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
890765.41000000
0.008286373926
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
14160359.07000000
0.131727196490
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
4327511.04000000
PA
USD
4207815.55000000
0.039143339728
Long
ABS-MBS
CORP
US
N
2
2050-09-15
Fixed
3.37850000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
MXN240116
MXN240116
1.00000000
NC
USD
-14790.83000000
-0.00013759217
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
7486700.00000000
MXN
424706.42000000
USD
2024-01-16
-14790.83000000
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
5715978.55000000
PA
USD
4780341.45000000
0.044469280359
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
650670.35000000
PA
USD
592404.77000000
0.005510864459
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
ZO2104214
99120.00000000
PA
USD
35220.98000000
0.000327644301
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
5562555.00000000
0.051745847110
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
488239.30000000
0.004541861819
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
176500.00000000
0.001641896936
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
918854.09000000
PA
USD
922253.85000000
0.008579296154
Long
LON
CORP
US
N
2
2026-11-02
Variable
7.67008000
N
N
N
N
N
N
BANCO NACIONAL DE PANAMA
529900H2Q7WMDKKIW109
Banco Nacional de Panama
059626AC5
3000000.00000000
PA
USD
2217900.00000000
0.020632086209
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
346019.38000000
0.003218856431
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
771138.76000000
PA
USD
737324.33000000
0.006858983336
Long
ABS-CBDO
CORP
US
Y
2
2057-06-25
Variable
4.65825000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
Credit Suisse Group AG.
225401AQ1
2950000.00000000
PA
USD
2805400.65000000
0.026097329935
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
3173167.90000000
0.029518496628
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
9662705.03000000
0.089887624870
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.65000000
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank
891160MJ9
2350000.00000000
PA
USD
2254581.12000000
0.020973313510
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
24320031.93000000
0.226237880611
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
912590.25000000
0.008489400203
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
25419233.86000000
PA
USD
21832980.06000000
0.203102000458
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
5582283.22000000
PA
USD
4668966.98000000
0.043433215763
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
6960765.28000000
0.064752743290
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
1363433.75000000
PA
USD
1338235.45000000
0.012448978391
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
4324704.30000000
0.040230701091
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
264381.24000000
PA
USD
112131.80000000
0.001043109682
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
6.07918000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
2075000.00000000
PA
USD
1927156.87000000
0.017927438875
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
2250776.79000000
PA
USD
2093577.59000000
0.019475572985
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.57460000
N
N
N
N
N
N
Tennessee Valley Authority Discount Notes
549300HE1ISW43LNKM54
Tennessee Valley Authority (TVA)
880592RQ5
10000000.00000000
PA
USD
9982633.30000000
0.092863767909
Long
STIV
USGSE
US
N
2
N
N
N
Citigroup Mortgage Loan Trust
N/A
Citigroup Mortgage Loan Trust
17330CBC1
78355726.91000000
PA
USD
609631.06000000
0.005671112577
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
0.15582500
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AGEJ7
4795342.74000000
PA
USD
574278.26000000
0.005342242016
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
0.49809000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H9U98
3559432.42000000
PA
USD
3590514.10000000
0.033400873100
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
4304795.66000000
0.040045500326
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
65467552.84000000
0.609014019634
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
11108347.54000000
PA
USD
9966680.01000000
0.092715361915
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
5709746.35000000
0.053115099386
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
3001318.75000000
PA
USD
2922378.66000000
0.027185521642
Long
ABS-O
CORP
US
Y
2
2042-02-25
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BCHU7
30258789.54000000
PA
USD
4325303.33000000
0.040236273586
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
2358251.69000000
0.021937712328
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
9125000.00000000
PA
USD
8135581.45000000
0.075681508564
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
284625.00000000
0.002647733233
Long
DBT
NUSS
CR
Y
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita, Inc
23918VAY0
690030.21000000
PA
USD
690585.68000000
0.006424195538
Long
LON
CORP
US
N
2
2026-08-12
Variable
7.22040000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
5743079.16000000
PA
USD
5297506.38000000
0.049280223783
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
1.11532800
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings, Inc
29452EAA9
3543000.00000000
PA
USD
3371408.61000000
0.031362637220
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAP6
595479.75000000
PA
USD
589006.95000000
0.005479256129
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
3353239.37000000
PA
USD
2690969.23000000
0.025032827964
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDAX9
567269.64000000
PA
USD
561126.07000000
0.005219893345
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
18558008.74000000
PA
USD
16000529.56000000
0.148845441762
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
2547981.07000000
PA
USD
2431699.88000000
0.022620966482
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
7278126.00000000
0.067705001613
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
13749563.30000000
0.127905755604
Long
ABS-MBS
CORP
US
Y
2
2034-10-10
Variable
3.53000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group, Inc
JK7702612
750000.00000000
PA
814136.69000000
0.007573532789
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAM3
3500000.00000000
PA
USD
3228393.49000000
0.030032234458
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
2656116.82000000
0.024708612297
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
3937964.10000000
0.036633037919
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
8624772.80000000
PA
USD
8368241.35000000
0.077845834779
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
5663377.20000000
0.052683748874
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
4457954.00000000
0.041470260718
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
887266.49000000
0.008253825110
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
3579170.92000000
0.033295352802
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
3135290.73000000
0.029166143033
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
28638711.94000000
0.266412540550
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
876933.66000000
PA
USD
776179.07000000
0.007220430806
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
23167327.20000000
0.215514807720
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
332207.83000000
PA
USD
331630.25000000
0.003085001085
Long
ABS-MBS
CORP
US
N
2
2047-03-11
Fixed
4.02300000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global, Inc
08579JBH4
615732.22000000
PA
USD
617206.90000000
0.005741587073
Long
LON
CORP
US
N
2
2029-07-01
Variable
7.22190000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc
744320AY8
1450000.00000000
PA
USD
1184634.31000000
0.011020098837
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
373817.16000000
0.003477446175
Long
DBT
CORP
US
N
2
2024-09-20
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H3XG2
13404260.57000000
PA
USD
9804591.97000000
0.091207532701
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
1960981.50000000
0.018242093585
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Variable
4.14014300
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592MBN9
2288546.00000000
PA
USD
2203461.29000000
0.020497769644
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
176673838.53000000
1.643514075290
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
2150354.57000000
PA
USD
2160170.94000000
0.020095059769
Long
LON
CORP
US
N
2
2028-12-01
Variable
7.72040000
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
2378233.01000000
0.022123589201
Long
ABS-MBS
CORP
US
Y
2
2037-01-16
Fixed
3.06480000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
1759829.96000000
PA
USD
1466001.71000000
0.013637528141
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
375520.00000000
0.003493286899
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
801708.03000000
PA
USD
776565.90000000
0.007224029305
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
3.54890000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
3410000.00000000
PA
USD
3410665.90000000
0.031727829425
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
5330644.34000000
0.049588490724
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
27551212.82000000
0.256296044947
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
4233584.40000000
0.039383055285
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
934848.97000000
PA
USD
937087.93000000
0.008717290661
Long
LON
CORP
US
N
2
2028-03-15
Variable
7.22270000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
AR4942801
1000000.00000000
PA
1017665.41000000
0.009466865265
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
21545849.55000000
0.200430959638
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
10248052.42000000
0.095332837825
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
1011250.00000000
0.009407185707
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
654375.00000000
0.006087344521
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
6643363.50000000
0.061800103005
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
28491851.70000000
PA
USD
188530.58000000
0.001753811794
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
0.13943100
N
N
N
N
N
N
Unilever Finance Netherlands BV
549300SWJ4YK4LLNT176
Unilever Finance Netherlands BV
AR1039361
500000.00000000
PA
525204.29000000
0.004885729829
Long
DBT
CORP
NL
N
2
2027-02-12
Fixed
1.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
11339051.24000000
PA
USD
10451706.64000000
0.097227337768
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
1074027.48000000
0.009991175237
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
1522588.00000000
0.014163923927
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
8797007.99000000
PA
USD
7181038.09000000
0.066801838202
Long
ABS-CBDO
CORP
US
Y
2
2052-04-25
Variable
3.34524000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EE55
53942270.50000000
PA
USD
51056296.99000000
0.474952847764
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
1568600.20000000
0.014591953900
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
435794.32000000
PA
USD
393576.48000000
0.003661257886
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
Select Medical Corp
816194AX2
2120444.85000000
PA
USD
2124420.68000000
0.019762491823
Long
LON
CORP
US
N
2
2027-03-06
Variable
8.35600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV30
44800904.10000000
PA
USD
39947203.27000000
0.371610145503
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR240116
EUR240116
1.00000000
NC
USD
-15061.62000000
-0.00014011120
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2309268.95000000
USD
2076605.45000000
EUR
2024-01-16
-15061.62000000
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592TBP7
6282325.40000000
PA
USD
5041556.08000000
0.046899237871
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
8800000.00000000
PA
USD
8868423.43000000
0.082498794694
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
7098778.80000000
0.066036618506
Long
ABS-O
CORP
KY
Y
2
2035-01-17
Variable
7.31444000
N
N
N
N
N
N
ULTRATECH CEMENT LTD
335800PC9O9B4BQHG814
UltraTech Cement Ltd
90403YAA7
200000.00000000
PA
USD
169034.92000000
0.001572452789
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
225000.00000000
PA
USD
181064.25000000
0.001684356019
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
722097.37000000
0.006717334050
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
706776.90000000
PA
USD
707707.02000000
0.006583467355
Long
ABS-O
CORP
KY
Y
2
2029-10-29
Variable
6.76159000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ED80
29217627.62000000
PA
USD
27637413.27000000
0.257097927411
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2K5
8000000.00000000
PA
USD
7377731.36000000
0.068631583684
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
1321.45000000
PA
USD
1319.19000000
0.000012271807
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
793494.62000000
0.007381509268
Long
DBT
NUSS
MA
Y
2
2031-11-27
Fixed
1.50000000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
GBP240116
GBP240116
1.00000000
NC
USD
-23449.06000000
-0.00021813563
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
385991.97000000
GBP
468607.61000000
USD
2024-01-16
-23449.06000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
5500000.00000000
PA
USD
5399711.35000000
0.050230988810
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
2357328.15000000
PA
USD
2215325.72000000
0.020608138887
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
264590.91000000
0.002461365465
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
5152826.84000000
0.047934337701
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
934171.42000000
PA
USD
924053.10000000
0.008596033735
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
1829308.00000000
0.017017196609
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
1060216.62000000
0.009862699267
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
471830.69000000
0.004389220195
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
488630.21000000
0.004545498272
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
10061492.28000000
0.093597356112
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPAP6
4019453.14000000
PA
USD
3790078.63000000
0.035257328570
Long
ABS-CBDO
USGSE
US
N
2
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2020-DNA5
5493000ITF7RKPWPZQ19
Freddie Mac STACR REMIC Trust
35566ABD0
3600000.00000000
PA
USD
4036656.96000000
0.037551131429
Long
ABS-CBDO
CORP
US
Y
2
2050-10-25
Variable
10.13743000
N
N
N
N
N
N
BXP Trust
N/A
BXP Trust
05607TAG7
10000000.00000000
PA
USD
6921631.00000000
0.064388695389
Long
ABS-MBS
CORP
US
Y
2
2044-01-15
Variable
2.77546000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
4225000.00000000
PA
USD
4256604.48000000
0.039597200321
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
4432232.96000000
0.041230989915
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
1899514.64000000
0.017670296140
Long
ABS-MBS
CORP
US
Y
2
2036-05-15
Variable
7.00901000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BEXK4
16842821.59000000
PA
USD
16331766.59000000
0.151926784906
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
2418719.25000000
0.022500213753
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
32749896.05000000
PA
USD
28132273.69000000
0.261701382412
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
9745273.00000000
0.090655716071
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SQ2
10000000.00000000
PA
USD
6382812.50000000
0.059376318933
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
1988201.21000000
0.018495305815
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
6153775.41000000
0.057245694023
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
2335219.78000000
0.021723457243
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.64100000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
1675000.00000000
PA
USD
1360445.07000000
0.012655584096
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
790881.85000000
0.007357203891
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
1719481.42000000
0.015995531310
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
12108517.98000000
PA
USD
11258976.73000000
0.104736993790
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CJB8
15640000.00000000
PA
USD
15799454.65000000
0.146974935934
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
MTN MAURITIUS INVSTMENTS
2549009PQD415OQIR074
MTN Mauritius Investment Ltd
55377XAB2
4000000.00000000
PA
USD
4027920.00000000
0.037469855578
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
5125509.26000000
0.047680215033
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
4139690.20000000
0.038509601464
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
ZJ6580865
181600000.00000000
PA
1149967.69000000
0.010697611487
Long
DBT
NUSS
JP
N
2
2053-06-20
Fixed
1.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593YBF9
979263.92000000
PA
USD
948731.25000000
0.008825603020
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
14197169.12000000
PA
USD
13384459.70000000
0.124509367601
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
756413.40000000
PA
USD
754856.10000000
0.007022073191
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
423927.48000000
PA
USD
425199.26000000
0.003955429815
Long
LON
CORP
US
N
2
2027-10-25
Variable
8.97040000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AL3
700000.00000000
PA
USD
686225.12000000
0.006383631288
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
6402789.10000000
0.059562151898
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.87500000
N
N
N
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG.
BY6593473
500000.00000000
PA
569557.82000000
0.005298329971
Long
DBT
CORP
DE
N
2
2030-09-05
Fixed
5.00000000
N
N
N
N
N
N
BOI FINANCE BV
724500ZH3H2YACBUNF38
BOI Finance BV
BU2015792
750000.00000000
PA
756517.72000000
0.007037530465
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
2129244.94000000
0.019807369657
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
9239725.33000000
0.085952842582
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
7.01181000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
6650000.00000000
PA
USD
5488927.36000000
0.051060923617
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
9236978.79000000
0.085927292805
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
673384.58000000
0.006264181751
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
2934472.86000000
0.027298028327
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
15876788.62000000
0.147694337681
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
692136.88000000
PA
USD
694348.26000000
0.006459197060
Long
LON
CORP
US
N
2
2027-11-08
Variable
8.92580000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CV5
3350000.00000000
PA
USD
3463680.61000000
0.032221000473
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
200000.00000000
PA
USD
188526.59000000
0.001753774677
Long
DBT
CORP
ID
Y
2
2029-07-30
Fixed
3.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810QQ4
20935000.00000000
PA
USD
21579405.47000000
0.200743114665
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
288682.97000000
0.002685482629
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
1491565.94000000
0.013875340214
Long
ABS-MBS
CORP
US
N
2
2048-05-15
Fixed
3.40600000
N
N
N
N
N
N
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
EUR240116
EUR240116
1.00000000
NC
USD
-6047.70000000
-0.00005625892
N/A
DFE
CORP
US
N
2
Bank of America, N.A.
B4TYDEB6GKMZO031MB27
185550.00000000
EUR
198945.58000000
USD
2024-01-16
-6047.70000000
N
N
N
Gracie Point International Fun
N/A
Gracie Point International Funding
38411JAA9
22014933.65000000
PA
USD
22085652.22000000
0.205452491367
Long
ABS-O
CORP
US
Y
2
2024-07-01
Variable
8.09140000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BQWU6
30635508.58000000
PA
USD
31176439.45000000
0.290019832476
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
3092040.04000000
0.028763802096
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
3982870.89000000
0.037050784780
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
9409213.46000000
0.087529511372
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558CA9
5500000.00000000
PA
USD
5959318.04000000
0.055436748074
Long
DBT
CORP
US
N
2
2053-10-15
Fixed
5.55000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
AUD240116
AUD240116
1.00000000
NC
USD
-286859.80000000
-0.00266852253
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
7755214.74000000
AUD
5001239.49000000
USD
2024-01-16
-286859.80000000
N
N
N
ASIAN INFRASTRUCTURE INV
25490065OSV2524LCR32
Asian Infrastructure Investment Bank
BS7653915
41700000.00000000
PA
469442.09000000
0.004367000167
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
9711053.78000000
0.090337390674
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
8854.90000000
PA
USD
7132.36000000
0.000066349008
Long
LON
CORP
US
N
2
2026-09-25
Variable
8.72040000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
Credit Suisse Group AG.
225401AV0
6200000.00000000
PA
USD
6438688.84000000
0.059896110386
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
39037788.41000000
0.363150284466
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
58219823.39000000
PA
USD
58474955.46000000
0.543965157207
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
3007375.32000000
0.027976205810
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.95000000
N
N
N
N
N
N
Canadian Government Bond
4BFD7AQU0A75QLAHK410
Canadian Government International Bond
135087Q64
875000.00000000
PA
654680.01000000
0.006090181886
Long
DBT
NUSS
CA
N
2
2025-08-01
Fixed
3.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBR9
2000000.00000000
PA
USD
1488954.40000000
0.013851046279
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Variable
3.52203700
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
3125000.00000000
PA
USD
2164150.47000000
0.020132079475
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
3674991.78000000
0.034186729440
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
HEALTHCARE RLTY HLDGS LP
549300IYGAS4GE6VDL07
Healthcare Realty Holdings LP
42225UAG9
8975000.00000000
PA
USD
7845933.06000000
0.072987045083
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
3376269.14000000
PA
USD
2585879.47000000
0.024055227085
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.72205500
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
8500000.00000000
PA
USD
8411399.40000000
0.078247313930
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
2868358.40000000
0.026682996433
Long
ABS-MBS
CORP
US
Y
2
2034-09-06
Fixed
2.93590000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QBBS6
445187.34000000
PA
USD
387133.77000000
0.003601324368
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
3.00000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FT0
6025000.00000000
PA
USD
4526578.34000000
0.042108640852
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAL1
4475000.00000000
PA
USD
4430314.17000000
0.041213140309
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
7829870.15000000
0.072837619345
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
3741524.85000000
0.034805655467
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
8433843.15000000
0.078456097638
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
4861211.53000000
0.045221576884
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
5178576.89000000
0.048173878371
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
3907436.44000000
PA
USD
3268141.55000000
0.030401992067
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
727723.40000000
PA
715634.29000000
0.006657211040
Long
ABS-MBS
CORP
IE
Y
2
2031-05-22
Variable
6.43200000
N
N
N
N
N
N
IRON MOUNTAIN INC
SQL3F6CKNNBM3SQGHX24
Iron Mountain, Inc
46284VAP6
3845000.00000000
PA
USD
3952190.91000000
0.036765383278
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
1744095.37000000
0.016224503373
Long
DBT
NUSS
AU
N
2
2029-04-20
Fixed
3.00000000
N
N
N
N
N
N
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
NZD240116
NZD240116
1.00000000
NC
USD
-99654.02000000
-0.00092703473
N/A
DFE
CORP
US
N
2
Australia and New Zealand Banking Group Limited
JHE42UYNWWTJB8YTTU19
3512430.53000000
NZD
2120877.56000000
USD
2024-01-16
-99654.02000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
4350000.00000000
PA
USD
4129626.17000000
0.038415980501
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government International Bond
BK8156469
9000000.00000000
PA
232942.00000000
0.002166950460
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
55389PAA7
1120069.28000000
PA
USD
1079177.79000000
0.010039086162
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
103782.00000000
0.000965435398
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
957769.44000000
0.008909681074
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
9473865.62000000
PA
USD
9004723.87000000
0.083766733929
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
1690606.19000000
PA
USD
1632974.44000000
0.015190797341
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
6678691.19000000
PA
USD
6317641.08000000
0.058770059698
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138AFEM8
3210672.79000000
PA
USD
3258791.72000000
0.030315014972
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
4483038.74000000
0.041703612320
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
2733750.00000000
0.025430797455
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
5852865.36000000
0.054446468588
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
375010.88000000
0.003488550793
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
8548381.59000000
0.079521595166
Long
ABS-MBS
CORP
US
Y
2
2039-02-15
Variable
8.31181000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
1400000.00000000
PA
USD
1169785.22000000
0.010881964699
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
4071942.00000000
PA
USD
3342046.40000000
0.031089494315
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
3254168.40000000
0.030272006389
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
24585703.06000000
0.228709294857
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
814905.75000000
0.007580686995
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
455110.25000000
0.004233677764
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
4764250.61000000
0.044319594801
Long
DBT
MUN
US
N
2
2026-12-01
Fixed
3.20000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659FAC9
7725777.39000000
PA
USD
6371824.09000000
0.059274098895
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
24000127.01000000
0.223261954785
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
KazTransGas JSC
48668NAA9
3200000.00000000
PA
USD
3063302.40000000
0.028496469274
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
15985099.79000000
0.148701905830
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
1613279.41000000
0.015007583690
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
9890836.72000000
PA
USD
7937380.64000000
0.073837739143
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
2159050.85000000
0.020084640095
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
3771248.36000000
PA
USD
606442.76000000
0.005641453314
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
260808.22000000
0.002426176869
Long
DBT
NUSS
UA
Y
2
2028-06-20
Fixed
6.75000000
N
N
N
N
N
N
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
PEN240117
PEN240117
1.00000000
NC
USD
-6647.07000000
-0.00006183458
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
777642.18000000
PEN
203438.11000000
USD
2024-01-17
-6647.07000000
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA, Inc
404119CL1
5350000.00000000
PA
USD
4549691.15000000
0.042323648512
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBE4
8000000.00000000
PA
USD
6960091.20000000
0.064746472639
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.28300000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust
14686KAE7
203008.25000000
PA
USD
190136.47000000
0.001768750638
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
44525021.97000000
PA
USD
40298426.38000000
0.374877409800
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
3775685.26000000
0.035123433782
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Fixed
3.60700000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AE2
1425000.00000000
PA
USD
1536839.70000000
0.014296500825
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
6890822.74000000
0.064102100558
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
424198.74000000
0.003946122446
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
678623.40000000
0.006312916043
Long
ABS-MBS
CORP
US
N
2
2049-12-15
Variable
3.04287000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754MCB1
23635000.00000000
PA
USD
25642263.83000000
0.238537985462
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
9.98743000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
5300000.00000000
PA
USD
4232050.00000000
0.039368781480
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
4224221.10000000
0.039295952885
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
3150000.00000000
PA
USD
2471644.04000000
0.022992548317
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
6319918.50000000
0.058791245471
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
3074103.77000000
0.028596949366
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.75000000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
EUR240116
EUR240116
1.00000000
NC
USD
-27782.38000000
-0.00025844648
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
2130158.10000000
EUR
2325589.24000000
USD
2024-01-16
-27782.38000000
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
31605332.74000000
PA
USD
28511953.53000000
0.265233366357
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
2618007.81000000
0.024354102003
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
2363062.18000000
PA
USD
1896353.62000000
0.017640890649
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
3276500.60000000
0.030479752399
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
19123029.03000000
0.177892593688
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
3244862.38000000
0.030185436838
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 and Power Co
927804FV1
3250000.00000000
PA
USD
3102365.40000000
0.028859854090
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
14087325.67000000
0.131047800933
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
7505441.07000000
PA
USD
7608091.49000000
0.070774516215
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
2408231.40000000
0.022402650190
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
7.25900000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAB8
217897.16000000
PA
USD
191676.81000000
0.001783079700
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
24700000.00000000
PA
1387089.51000000
0.012903444858
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
814604.58000000
PA
USD
816083.09000000
0.007591639238
Long
LON
CORP
US
N
2
2027-08-02
Variable
10.64980000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67448JAN7
9505993.06000000
PA
USD
8507393.24000000
0.079140299720
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
3239311.85000000
0.030133802854
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
476959.36000000
0.004436929813
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
985506.05000000
0.009167701782
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
13598210.52000000
0.126497791491
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
2322489.35000000
0.021605032008
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
7507744.08000000
0.069841031200
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
5377752.78000000
0.050026718505
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
20683792.85000000
0.192411649411
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
2374319.25000000
0.022087181322
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
13000542.44000000
PA
USD
12200864.12000000
0.113498931583
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
4541111.45000000
PA
USD
4072216.17000000
0.037881922126
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
17258442.00000000
0.160547212765
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
233886.01000000
0.002175732143
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
950000.00000000
PA
USD
641250.00000000
0.005965248785
Long
DBT
CORP
GB
N
2
2024-07-31
Fixed
7.65000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle, Inc
22822VAT8
3800000.00000000
PA
USD
3146620.82000000
0.029271541560
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251SAL2
2000000.00000000
PA
USD
1250050.20000000
0.011628632261
Long
ABS-MBS
CORP
US
Y
2
2031-07-15
Variable
7.10900000
N
N
N
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
GBP240116
GBP240116
1.00000000
NC
USD
861.53000000
0.000008014410
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
967841.18000000
GBP
1234650.70000000
USD
2024-01-16
861.53000000
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABC8
7405000.00000000
PA
USD
7096900.17000000
0.066019142490
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
2943925.48000000
0.027385961629
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
740697.76000000
0.006890364777
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
3412460.92000000
0.031744527656
Long
DBT
CORP
MY
Y
2
2031-04-19
Fixed
3.88200000
N
N
N
N
N
N
GS Mortgage Securities Corp Trust 2021-ARDN
N/A
GS Mortgage Securities Corp Trust
36266CAG1
1500000.00000000
PA
USD
1442594.85000000
0.013419785071
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
7.52629000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust
90276RBC1
1481285.81000000
PA
USD
1431730.87000000
0.013318722548
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
523983.96000000
PA
USD
480148.82000000
0.004466599868
Long
ABS-CBDO
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137FDFK3
1665474.00000000
PA
USD
1576648.44000000
0.014666822912
Long
ABS-CBDO
USGSE
US
N
2
2047-10-15
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VEE0
300000.00000000
PA
305360.59000000
0.002840626727
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
13838057.70000000
0.128728977611
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
4990450.00000000
0.046423821915
Long
ABS-O
CORP
KY
Y
2
2032-01-15
Variable
7.40548000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YHD7
6802395.56000000
PA
USD
6413041.40000000
0.059657524249
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000ISA3AUOXQEF68
Structured Agency Credit Risk Debt Note (STACR)
35564KRF8
13820000.00000000
PA
USD
14008579.43000000
0.130315261498
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
7.73743000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UAH4
387582.89000000
PA
USD
164385.22000000
0.001529198805
Long
ABS-MBS
CORP
US
N
2
2049-12-12
Variable
6.07918000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
Group 1 Automotive, Inc
398905AN9
550000.00000000
PA
USD
510051.80000000
0.004744773303
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
9328552.50000000
PA
USD
7802309.89000000
0.072581239139
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
4632948.62000000
PA
USD
4209990.06000000
0.039163568177
Long
ABS-CBDO
USGSE
US
N
2
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAD3
5575000.00000000
PA
USD
4816431.21000000
0.044805006514
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
2.25000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CR0
4925000.00000000
PA
USD
4002272.09000000
0.037231265068
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
EK3155539
2000000.00000000
PA
494651.64000000
0.004601512818
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HJ5
1525000.00000000
PA
USD
1497893.32000000
0.013934200870
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
1088515.00000000
0.010125945859
Long
DBT
CORP
PA
Y
2
2041-08-11
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
91282CHY0
2950000.00000000
PA
USD
2991138.66000000
0.027825163758
Long
DBT
UST
US
N
2
2026-09-15
Fixed
4.62500000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300A5OEF3CJI2CO89
Trane Technologies Luxembourg Finance S.A.
456873AD0
5425000.00000000
PA
USD
5250317.22000000
0.048841245102
Long
DBT
CORP
IE
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BMZC5
3399106.97000000
PA
USD
2716961.61000000
0.025274622916
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
397047.08000000
0.003693543254
Long
ABS-O
CORP
US
N
2
2035-02-26
Variable
5.70000000
N
N
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12514MBA2
2862607.85000000
PA
USD
2756123.70000000
0.025638929520
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
8375000.00000000
PA
USD
8003977.70000000
0.074457260439
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
1846692.00000000
0.017178911829
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
1768500.00000000
0.016451528230
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
4914617.29000000
PA
USD
642101.63000000
0.005973171101
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
627549.01000000
0.005837794884
Long
ABS-MBS
CORP
IE
Y
2
2031-05-17
Variable
6.87103000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABK8
2686000.00000000
PA
USD
2592670.36000000
0.024118399558
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.48237500
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F4ST0
8382189.46000000
PA
USD
7908836.32000000
0.073572204686
Long
ABS-CBDO
USGSE
US
N
2
2048-03-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
13700000.00000000
PA
USD
12191674.66000000
0.113413446335
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
34999448.52000000
0.325583497526
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
606399.82000000
0.005641053863
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
407461.10000000
0.003790420010
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
4690876.75000000
0.043637032105
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
906928.55000000
PA
USD
873219.82000000
0.008123155510
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
5971437.14000000
0.055549486392
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
29436000.00000000
0.273829338416
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
936033.58000000
0.008707482536
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
1699564.65000000
0.015810254915
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
1647832.00000000
0.015329010272
Long
DBT
CORP
IN
Y
2
2027-07-30
Fixed
4.00000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333QAG0
1450000.00000000
PA
USD
1221400.40000000
0.011362116574
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
1750000.00000000
PA
USD
1583875.74000000
0.014734055103
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
437091.77000000
0.004066060273
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
8471537.00000000
0.078806745892
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
962574.73000000
PA
USD
891584.07000000
0.008293989537
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.79682000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAA5
1200000.00000000
PA
USD
1018728.84000000
0.009476757857
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Variable
3.79040000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust
14686KAB3
4399566.67000000
PA
USD
4170380.48000000
0.038795098783
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
2930253.44000000
0.027258777037
Long
DBT
CORP
CO
Y
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note
912810TU2
9560000.00000000
PA
USD
9758668.75000000
0.090780330467
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
549300L45M7638EL0H21
GS Mortgage Securities Trust
36250GAU9
2540000.00000000
PA
USD
2264016.81000000
0.021061089320
Long
ABS-MBS
CORP
US
N
2
2050-05-10
Variable
4.02393400
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBQ5
2650000.00000000
PA
USD
2327169.45000000
0.021648568789
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
9846111.51000000
0.091593769559
Long
DBT
CORP
IM
N
2
2030-10-01
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac - STACR
5493000IS4M3TZMRB410
Structured Agency Credit Risk Debt Note (STACR)
35564KUX5
16690000.00000000
PA
USD
17170430.00000000
0.159728478299
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
8.23743000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
BO7153865
26950000.00000000
PA
1035280.08000000
0.009630726300
Long
DBT
NUSS
CZ
N
2
2032-06-23
Fixed
1.75000000
N
N
N
N
N
N
Sartorius Finance BV
N/A
Sartorius Finance BV
ZI6854247
300000.00000000
PA
342941.84000000
0.003190227516
Long
DBT
CORP
NL
N
2
2029-09-14
Fixed
4.37500000
N
N
N
N
N
N
Hilton Grand Vacations Trust
N/A
Hilton Grand Vacations Trust
43284HAA7
2329137.42000000
PA
USD
2216498.70000000
0.020619050571
Long
ABS-O
CORP
US
Y
2
2033-07-25
Fixed
2.34000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AD3
1043500.00000000
PA
USD
889413.87000000
0.008273801182
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
462112.04000000
0.004298812141
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.95000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
ZN9056328
440000.00000000
PA
547815.81000000
0.005096074222
Long
DBT
NUSS
GB
N
2
2033-01-31
Fixed
3.25000000
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
1551503.36000000
0.014432909995
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
4522305.48000000
0.042068892434
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
21210785.52000000
0.197314015703
Long
ABS-O
CORP
US
Y
2
2036-06-16
Variable
6.09877000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBH8
5000000.00000000
PA
USD
4772669.00000000
0.044397907146
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
589197.77000000
0.005481031239
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
1052598.76000000
0.009791833879
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
584731.88000000
0.005439487153
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
2691495.07000000
0.025037719607
Long
ABS-O
CORP
US
Y
2
2060-07-15
Fixed
2.28000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
2050000.00000000
PA
USD
1999668.40000000
0.018601979719
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
4219044.40000000
0.039247796467
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
2023138.73000000
0.018820313220
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
4862396.00000000
0.045232595454
Long
ABS-MBS
USGSE
US
Y
2
2036-11-15
Variable
6.72629000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
BM7280605
100000.00000000
PA
92815.71000000
0.000863421132
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
9390171.25000000
0.087352370600
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
214906.20000000
0.001999171849
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
5354195.94000000
0.049807580242
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
1600000.00000000
PA
USD
1419068.16000000
0.013200927280
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.09990000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
4925000.00000000
PA
USD
4366752.33000000
0.040621854244
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
6951835.19000000
0.064669670840
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
3925720.08000000
0.036519137529
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
8091105.37000000
0.075267768396
Long
DBT
CORP
US
N
2
2031-05-25
Fixed
2.69000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654UCC7
18450473.38000000
PA
USD
15431795.12000000
0.143554771310
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
3351098.19000000
0.031173698883
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
2385395.90000000
PA
USD
2375640.35000000
0.022099470898
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
5785659.15000000
PA
USD
4642982.21000000
0.043191491603
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
772860.47000000
0.007189559423
Long
DBT
NUSS
CN
N
2
2050-09-14
Fixed
3.81000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government International Bond
BJ9478998
2350000.00000000
PA
1856728.25000000
0.017272274368
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
1358962.50000000
0.012641792441
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
Structured Agency Credit Risk Debt Note (STACR)
35564KWA3
5220000.00000000
PA
USD
5545778.11000000
0.051589779551
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
370940.64000000
PA
USD
372225.21000000
0.003462637008
Long
ABS-MBS
MUN
US
N
2
2034-10-01
Fixed
4.50000000
N
N
N
N
N
N
MURPHY OIL CORP
QBKYQD0ODE7DC7PDIN91
Murphy Oil Corp
626717AM4
275000.00000000
PA
USD
273602.92000000
0.002545199978
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
6590300.03000000
0.061306478366
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
2.97663300
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132HDFL0
441408.88000000
PA
USD
430122.66000000
0.004001229903
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
1439023.79000000
0.013386565171
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
261530.22000000
0.002432893297
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
411983.60000000
0.003832490712
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
167750.01000000
PA
USD
168169.39000000
0.001564401168
Long
LON
CORP
LU
N
2
2030-06-21
Variable
8.10600000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659T2B6
2775000.00000000
PA
USD
2277743.25000000
0.021188779971
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 S.A.
87089NAA8
5600000.00000000
PA
USD
5348000.00000000
0.049749942310
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
7004447.12000000
PA
USD
6764623.96000000
0.062928132341
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
870482.44000000
PA
USD
736845.80000000
0.006854531795
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
4223997.00000000
0.039293868188
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
1680150.46000000
0.015629653787
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
3285000.00000000
PA
USD
2925620.24000000
0.027215676544
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
520341.39000000
0.004840492545
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
BP9634109
400000.00000000
PA
392331.12000000
0.003649672884
Long
DBT
CORP
US
N
2
2028-06-16
Fixed
0.60000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FAES3
8534627.89000000
PA
USD
7552815.39000000
0.070260308514
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
2373101.95000000
PA
USD
2288077.60000000
0.021284915595
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
3568102.59000000
0.033192389306
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
2036984.19000000
PA
USD
1802230.52000000
0.016765307479
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
317961.49000000
0.002957847005
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
756413.40000000
PA
USD
757840.75000000
0.007049837994
Long
ABS-O
CORP
US
N
2
2026-03-15
Variable
6.05844000
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
3648184.13000000
0.033937350412
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
2203108.08000000
0.020494483897
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
2791282.20000000
0.025965992599
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
4957950.00000000
0.046121489618
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
580105.60000000
0.005396451034
Long
DBT
NUSS
JP
N
2
2050-09-20
Fixed
0.60000000
N
N
N
N
N
N
AVIENT CORP
SM8L9RZYIB34LNTWO040
Avient Corp
73179YAM9
436501.72000000
PA
USD
437957.45000000
0.004074113289
Long
LON
CORP
US
N
2
2029-08-29
Variable
7.89020000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613GAB2
1275000.00000000
PA
USD
1163320.58000000
0.010821827177
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
2951983.40000000
0.027460920690
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
3114524.00000000
0.028972959858
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
7825805.33000000
PA
USD
7571523.79000000
0.070434344008
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
1259193.55000000
PA
USD
1242052.40000000
0.011554232469
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
633747.27000000
0.005895454398
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
2744556.56000000
PA
USD
2629135.06000000
0.024457613605
Long
ABS-CBDO
CORP
US
Y
2
2044-12-25
Variable
6.67798400
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX21
325000.00000000
PA
USD
221898.95000000
0.002064222131
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
5719587.50000000
0.053206647001
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
19552137.93000000
0.181884393056
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
14783887.84000000
0.137527592962
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
10111755.39000000
PA
USD
1656845.50000000
0.015412858646
Long
ABS-CBDO
USGSE
US
N
2
2050-12-25
Fixed
3.00000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health, Inc
036752AN3
10775000.00000000
PA
USD
9328944.47000000
0.086782806507
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
1237518.60000000
0.011512056648
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.95204900
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
ZQ0637715
5750000.00000000
PA
816062.07000000
0.007591443699
Long
DBT
NUSS
CN
N
2
2024-10-17
Fixed
2.94000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XLXH6
22720074.65000000
PA
USD
22636981.20000000
0.210581246968
Long
ABS-MBS
USGSE
US
N
2
2053-06-01
Fixed
5.00000000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
ZR8283619
2660000000.00000000
PA
1858328.87000000
0.017287164187
Long
DBT
NUSS
KR
N
2
2029-12-10
Fixed
1.37500000
N
N
N
N
N
N
Bank
N/A
BANK
06540VBG9
1183000.00000000
PA
USD
859270.16000000
0.007993388348
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.51722600
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46590MAS9
3155898.40000000
PA
USD
3050851.80000000
0.028380647166
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
542631.68000000
0.005047848686
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
3285280.63000000
PA
USD
3030495.95000000
0.028191286216
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
7554051.43000000
PA
USD
7207778.40000000
0.067050590797
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
EK7732887
18725000.00000000
PA
863443.35000000
0.008032209583
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
1813257.44000000
PA
USD
1767093.37000000
0.016438443009
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
2338164.37000000
0.021750849386
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
975842.96000000
0.009077810576
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
5036548.73000000
0.046852656836
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
11260783.93000000
PA
USD
10753955.64000000
0.100039018829
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
13505878.26000000
PA
USD
12733956.00000000
0.118458035973
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
8277586.54000000
0.077002515489
Long
DBT
CORP
US
N
2
2026-03-06
Fixed
6.95000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BU8
2925000.00000000
PA
USD
3005877.57000000
0.027962272943
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
2317439.25000000
0.021558053290
Long
ABS-MBS
CORP
US
Y
2
2035-05-10
Variable
3.51757800
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SAS
BR8159765
665000.00000000
PA
730456.22000000
0.006795092521
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
9750000.00000000
PA
USD
8314854.60000000
0.077349202817
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
720772.24000000
0.006705006985
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
6.25000000
N
N
N
N
N
N
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS41V2-5 Year Index
N/A
1.00000000
NC
USD
-8909928.23000000
-0.08288489443
N/A
DCR
CORP
US
N
2
Citigroup Global Markets, Inc
5R6J7JCQRIPQR1EEP713
CDX-NAHYS41V2-5Y
2I65BRAB1
Y
Credit Event as Specified in Contract
2028-12-20
0.00000000
USD
1221412.50000000
USD
148500000.00000100
USD
-7501766.61000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAF0
6350000.00000000
PA
USD
6325154.10000000
0.058839949809
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
6180152.05000000
0.057491063567
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
3903496.83000000
0.036312405030
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
2431518.36000000
0.022619277886
Long
ABS-MBS
CORP
US
N
2
2048-03-10
Variable
4.06677100
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce, Inc
79466LAK0
9650000.00000000
PA
USD
7370769.20000000
0.068566817966
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
4740643.28000000
0.044099986853
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
4729027.94000000
PA
USD
4668889.03000000
0.043432490631
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
155440.35000000
0.001445988864
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
8323545.32000000
0.077430048520
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
4.10000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
BR1814184
425000.00000000
PA
468989.48000000
0.004362789748
Long
DBT
CORP
GB
N
2
2029-01-31
Fixed
0.50000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol S.A.
279158AN9
2000000.00000000
PA
USD
1981952.60000000
0.018437177919
Long
DBT
CORP
CO
N
2
2030-04-29
Fixed
6.87500000
N
N
N
N
N
N
KOREA TREASURY BOND
549300O0QCVSQGPGDT58
Korea Treasury Bond
BQ7821821
400000000.00000000
PA
255996.80000000
0.002381418480
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
976606.70000000
0.009084915292
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
6918281.63000000
PA
USD
5786382.96000000
0.053828013920
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
715872.70000000
PA
USD
719004.64000000
0.006688563829
Long
LON
CORP
US
N
2
2026-02-05
Variable
8.72040000
N
N
N
N
N
N
Goldman Sachs
W22LROWP2IHZNBB6K528
MXN240116
MXN240116
1.00000000
NC
USD
-6591.64000000
-0.00006131894
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
3206009.93000000
MXN
181613.12000000
USD
2024-01-16
-6591.64000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BJYS8
11562823.47000000
PA
USD
1519381.60000000
0.014134096287
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
11431800.58000000
0.106344693223
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
795574.08000000
0.007400853512
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
10470244.30000000
PA
USD
8402354.30000000
0.078163171596
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
25315000.00000000
PA
USD
22602710.40000000
0.210262441746
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
4251030.06000000
0.039545344099
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
843493.20000000
0.007846622670
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
317857.04000000
PA
USD
302112.53000000
0.002810411544
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
60499152.26000000
PA
USD
57222296.75000000
0.532312259197
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
3844497.85000000
PA
USD
3767983.88000000
0.035051791446
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
2768228.70000000
0.025751536673
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
4.13775900
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
1260385.57000000
PA
USD
1072335.79000000
0.009975438236
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
612622.03000000
0.005698936172
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
2989839.10000000
0.027813074559
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
2461397.06000000
0.022897225455
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
16122825.00000000
PA
USD
13835076.75000000
0.128701247227
Long
ABS-O
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755CAF5
4960000.00000000
PA
USD
5040537.50000000
0.046889762497
Long
ABS-CBDO
CORP
US
Y
2
2043-10-25
Variable
8.88743000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374FY45
851.94000000
PA
USD
851.73000000
0.000007923245
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
4192383.33000000
PA
USD
3625906.82000000
0.033730115018
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
2316234.79000000
0.021546848762
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
274405.27000000
PA
USD
266805.62000000
0.002481967876
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
4240134.00000000
0.039443983150
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
12741347.75000000
PA
USD
11579146.99000000
0.107715387950
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
209873.81000000
0.001952357879
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
1448824.75000000
0.013477738917
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
2736760.60000000
0.025458803658
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
430875.00000000
0.004008228570
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
6066156.30000000
PA
USD
5073673.68000000
0.047198012880
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
2328264.00000000
0.021658750875
Long
DBT
CORP
KY
N
2
2030-07-08
Fixed
3.37500000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31374CR73
28694018.13000000
PA
USD
27663095.14000000
0.257336833834
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
4186003.25000000
0.038940430104
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
589536.98000000
0.005484186751
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
5224662.38000000
0.048602590126
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
2333635.80000000
0.021708722218
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Variable
4.28576200
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAD4
1300000.00000000
PA
USD
1363694.80000000
0.012685814814
Long
DBT
CORP
NL
Y
2
2030-07-28
Fixed
7.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW71
725000.00000000
PA
USD
552203.50000000
0.005136890850
Long
DBT
NUSS
EG
Y
2
2029-03-01
Fixed
7.60030000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
5775000.00000000
PA
USD
6059771.03000000
0.056371215250
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
5925000.00000000
PA
USD
5627058.53000000
0.052345893277
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
6663979.45000000
0.061991883544
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
436884.93000000
0.004064136137
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
1687890.28000000
0.015701653712
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
4118890.69000000
0.038316113352
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.37500000
N
N
N
N
N
N
Citibank N.A.
E57ODZWZ7FF32TWEFA76
JPY240116
JPY240116
1.00000000
NC
USD
-5079.69000000
-0.00004725397
N/A
DFE
CORP
US
N
2
Citibank N.A.
E57ODZWZ7FF32TWEFA76
117080630.00000000
JPY
827691.21000000
USD
2024-01-16
-5079.69000000
N
N
N
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
HUF240116
HUF240116
1.00000000
NC
USD
-21074.84000000
-0.00019604937
N/A
DFE
CORP
US
N
2
Morgan Stanley Capital Services
I7331LVCZKQKX5T7XV54
341244636.00000000
HUF
959914.02000000
USD
2024-01-16
-21074.84000000
N
N
N
ARTERRA WINES CANADA INC
5493000SZ7NOM4G34E58
Arterra Wines Canada, Inc
N/A
241022.86000000
PA
USD
231649.48000000
0.002154926751
Long
LON
CORP
CA
N
2
2027-11-24
Variable
9.10980000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCV0
3000000.00000000
PA
USD
2486874.00000000
0.023134225511
Long
DBT
NUSS
NO
Y
2
2030-06-14
Fixed
1.12500000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co
842587DF1
20000000.00000000
PA
USD
19016858.00000000
0.176904934261
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
17013807.59000000
0.158271493284
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
979342.76000000
0.009110367578
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
4409096.41000000
0.041015761413
Long
ABS-MBS
CORP
US
N
2
2048-10-10
Variable
4.54550500
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
EJ7498649
15100000.00000000
PA
612089.65000000
0.005693983690
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
1403973.89000000
0.013060512347
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
48195596.24000000
0.448341086866
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
2935764.54000000
0.027310044222
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
639419.55000000
0.005948220965
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.37500000
N
N
N
N
N
N
Freddie Mac REMICS
S6XOOCT0IEG5ABCC6L87
Freddie Mac REMICS
3137F4YK2
5329714.65000000
PA
USD
4957483.65000000
0.046117151382
Long
ABS-CBDO
USGSE
US
N
2
2048-04-15
Fixed
4.00000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MCQ1
2600000.00000000
PA
USD
2593524.96000000
0.024126349502
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
32145684.20000000
0.299036262992
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
681460.50000000
0.006339308257
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.35500000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
549300C2AFWPAYWS5574
TK Elevator US Newco, Inc
BL3650696
1263915.20000000
PA
USD
1268338.90000000
0.011798763482
Long
LON
CORP
US
N
2
2027-07-30
Variable
9.38110000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31385XM87
196184.85000000
PA
USD
196773.16000000
0.001830488660
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
2018500.00000000
0.018777161285
Long
DBT
NUSS
CR
Y
2
2043-04-30
Fixed
5.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TQ1
54100000.00000000
PA
USD
51580968.75000000
0.479833623716
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
549300OVTYLM7DH6CM14
Kite Realty Group Trust
76131VAB9
5300000.00000000
PA
USD
4990674.78000000
0.046425912938
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.75000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
JPY240116
JPY240116
1.00000000
NC
USD
-936901.87000000
-0.00871555983
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
3347637086.00000000
JPY
22874165.44000000
USD
2024-01-16
-936901.87000000
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
06675QAC7
8500000.00000000
PA
USD
7227380.00000000
0.067232935313
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
3098580.70000000
0.028824646796
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
4275900.45000000
0.039776701704
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
1304620.78000000
0.012136276840
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 Realty Holdings LP
42225UAD6
6250000.00000000
PA
USD
5964502.13000000
0.055484973238
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
433374.20000000
PA
USD
414528.49000000
0.003856164634
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
3.40037500
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
11500000.00000000
PA
USD
10290034.29000000
0.095723375523
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
NOK240116
NOK240116
1.00000000
NC
USD
-127784.35000000
-0.00118871803
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
22427783.88000000
NOK
2080759.31000000
USD
2024-01-16
-127784.35000000
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
1865885.75000000
PA
USD
1810389.90000000
0.016841210374
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
3095717.98000000
PA
USD
2672362.45000000
0.024859737793
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
ZG1381943
200000.00000000
PA
222643.52000000
0.002071148518
Long
DBT
CORP
US
Y
2
2025-05-29
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810PT9
4500000.00000000
PA
USD
4923808.61000000
0.045803888237
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
2785322.83000000
0.025910555368
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Variable
4.15800000
N
N
N
N
N
N
EXPORT-IMPORT BANK KOREA
549300APVP4R32PI3Y06
Export-Import Bank of Korea
302154DD8
3350000.00000000
PA
USD
2707872.00000000
0.025190066526
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
563338.33000000
PA
USD
565028.34000000
0.005256194337
Long
LON
CORP
US
N
2
2026-10-30
Variable
8.47040000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
2750000.00000000
PA
USD
2024647.63000000
0.018834349811
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
2.94280000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
11100000.00000000
PA
USD
11039096.52000000
0.102691551052
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
252509.21000000
0.002348975061
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
2408202.31000000
0.022402379580
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
288225.47000000
PA
USD
265665.95000000
0.002471366059
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
3974971.88000000
0.036977303985
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
1405102.29000000
PA
USD
1413996.59000000
0.013153748836
Long
LON
CORP
US
N
2
2027-02-16
Variable
8.72040000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co
097023CN3
7600000.00000000
PA
USD
6847038.28000000
0.063694794208
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
1450415.32000000
PA
USD
1403942.56000000
0.013060220898
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
1606937.77000000
0.014948590380
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
5021505.60000000
0.046712717635
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
3280191.60000000
0.030514088045
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
8160990.82000000
PA
USD
7762456.99000000
0.072210506252
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
10863942.20000000
0.101062172347
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
1870302.20000000
0.017398546475
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
1625546.72000000
0.015121700737
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
382138.84000000
0.003554858871
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
4121440.05000000
PA
USD
3943864.10000000
0.036687922860
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
1402201.27000000
0.013044022492
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
7886645.71000000
PA
USD
7647344.37000000
0.071139667396
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
1015234.15000000
0.009444248390
Long
ABS-MBS
USGSE
US
Y
2
2037-09-10
Variable
3.47500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group, Inc
91324PDE9
5775000.00000000
PA
USD
5482587.50000000
0.051001946865
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95000000
N
N
N
N
N
N
Toronto Dominion Bank
PT3QB789TSUIDF371261
KRW240117
KRW240117
1.00000000
NC
USD
-151567.63000000
-0.00140996276
N/A
DFE
CORP
US
N
2
Toronto Dominion Bank
PT3QB789TSUIDF371261
9812004067.00000000
KRW
7427821.82000000
USD
2024-01-17
-151567.63000000
N
N
N
KIA CORP
988400V8MJK9N7OI5X76
Kia Corp
49374JAD5
200000.00000000
PA
USD
186423.98000000
0.001734215080
Long
DBT
CORP
KR
Y
2
2027-02-14
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF NAMIBIA
549300T6Y4CWK77SML15
Namibia Government International Bond
62987BAB8
1675000.00000000
PA
USD
1651804.60000000
0.015365965512
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
19992564.48000000
0.185981475228
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
8.43743000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
8325000.00000000
PA
USD
8201258.45000000
0.076292470972
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
4079633.50000000
0.037950922078
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
980999.97000000
0.009125783828
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
705261.07000000
0.006560713826
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
741295.18000000
0.006895922296
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
910088.32000000
0.008466125919
Long
DBT
NUSS
RS
N
2
2028-02-08
Fixed
5.87500000
N
N
N
N
N
N
PRIME SECSRVC BRW/FINANC
N/A
Prime Security Services Borrower LLC
74166MAB2
313000.00000000
PA
USD
310297.59000000
0.002886553328
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
6905741.06000000
0.064240878711
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.45000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International S.A.
89153VAV1
11000000.00000000
PA
USD
8063701.25000000
0.075012840687
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
6789622.30000000
PA
USD
4902412.83000000
0.045604853304
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
481307.08000000
0.004477374619
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
173622.23000000
PA
USD
174215.15000000
0.001620642046
Long
LON
CORP
US
N
2
2028-06-22
Variable
7.35790000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HK9
3500000.00000000
PA
USD
3781875.90000000
0.035181022410
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
1041766.41000000
PA
USD
958842.76000000
0.008919665668
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
591145.77000000
0.005499152571
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
6324792.02000000
PA
USD
5289994.06000000
0.049210340184
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
474526.75000000
0.004414300380
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
8274239.06000000
PA
USD
8023177.13000000
0.074635863755
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
3522627.50000000
0.032769355816
Long
ABS-O
CORP
KY
Y
2
2035-07-18
Variable
8.29504000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBH5
5125000.00000000
PA
USD
5046511.14000000
0.046945332476
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
9239566.00000000
0.085951360410
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
20133750.00000000
PA
USD
17294891.25000000
0.160886283088
Long
ABS-O
CORP
US
Y
2
2051-04-25
Fixed
2.39400000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814HZ9
1475000.00000000
PA
1260459.61000000
0.011725466133
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
1670936.98000000
0.015543945093
Long
DBT
NUSS
IN
Y
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
39000000.00000000
PA
USD
39089751.87000000
0.363633676227
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBG3
4725000.00000000
PA
USD
4694119.57000000
0.043667198542
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
836932.40000000
0.007785590616
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
9687223.03000000
PA
USD
9390610.92000000
0.087356460645
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
2038594.84000000
0.018964094181
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
3312104.63000000
0.030810960035
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
1278183.56000000
0.011890343749
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
234556.80000000
0.002181972189
Long
DBT
CORP
NL
Y
2
2041-09-09
Fixed
1.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJ68
60310442.40000000
PA
USD
58480466.77000000
0.544016426346
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.50000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
EK4996816
202000000.00000000
PA
1531999.60000000
0.014251475639
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
4664570.55000000
PA
USD
4533668.24000000
0.042174594875
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
7.59458000
N
N
N
N
N
N
REPUBLIC OF RWANDA
213800DQC28OBRZDYJ87
Rwanda International Government Bond
78347YAL7
3550000.00000000
PA
USD
2835562.50000000
0.026377911517
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
2207541.50000000
0.020535725929
Long
ABS-MBS
CORP
US
Y
2
2048-09-15
Variable
3.53630000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
223238.58000000
PA
USD
218990.97000000
0.002037170554
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
5.95043000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
BY4236786
9015000000.00000000
PA
605946.42000000
0.005636836095
Long
DBT
NUSS
ID
N
2
2033-02-15
Fixed
7.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162TBB8
5921744.00000000
PA
USD
5696729.57000000
0.052994010371
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
4853477.50000000
0.045149630820
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655NCY4
2321532.01000000
PA
USD
2077656.23000000
0.019327464020
Long
ABS-CBDO
CORP
US
Y
2
2052-12-25
Variable
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38375AX25
7186151.45000000
PA
USD
1431436.10000000
0.013315980440
Long
ABS-CBDO
USGSE
US
N
2
2040-01-20
Fixed
5.00000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDL0
2350000.00000000
PA
USD
1946265.91000000
0.018105201335
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
5141333.79000000
0.047827423233
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.99800000
N
N
N
N
N
N
2023-12-31
COLLEGE RETIREMENT EQUITIES FUND
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting