NPORT-P
false
0000052848
XXXXXXXX
S000059218
C000194068
C000194069
VANGUARD WORLD FUND
811-01027
0000052848
549300MP6BT0L4Q61L10
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD GLOBAL WELLESLEY INCOME FUND
S000059218
549300H6U6518MSWEQ81
2020-08-31
2020-02-29
N
510369078.30
15891144.45
494477933.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
10112807.04000000
0.00000000
0.00000000
2010079.31000000
GBP
JPY
CNY
USD
CAD
EUR
AUD
CHF
N
Verus Securitization Trust 2019-2
N/A
Verus Securitization Trust 2019-2
92537GAA1
262154.81000000
PA
USD
267256.34000000
0.054048183286
Long
ABS-CBDO
CORP
US
Y
2
2059-05-25
Variable
3.21100000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CU1
395000.00000000
PA
453635.54000000
0.091740300010
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
1.15000000
N
N
N
N
N
N
Evergy Inc.
549300PGTHDQY6PSUI61
Evergy Inc.
30034WAB2
480000.00000000
PA
USD
494097.60000000
0.099923083756
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BR9
255000.00000000
PA
USD
257922.30000000
0.052160527769
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
2.69175000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCG4
10000.00000000
PA
USD
12005.10000000
0.002427833312
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
1025000.00000000
PA
1236878.75000000
0.250138310595
Long
DBT
CORP
NL
N
2
2023-11-29
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4V4
4846518.03000000
PA
USD
4998650.23000000
1.010894498583
Long
ABS-CBDO
CORP
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BN3
579579.22000000
PA
USD
588887.26000000
0.119092727842
Long
ABS-CBDO
CORP
US
Y
2
2030-08-15
Fixed
3.23000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAK6
885000.00000000
PA
USD
894080.10000000
0.180812942053
Long
DBT
CORP
US
Y
2
2021-07-09
Fixed
2.87700000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
305000.00000000
PA
USD
402185.20000000
0.081335318012
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137AX6T5
1331164.99000000
PA
USD
1331590.96000000
0.269292291696
Long
ABS-CBDO
CORP
US
N
2
2042-09-15
Fixed
1.75000000
N
N
N
N
N
N
Nexity SA
969500JJ71T2DIPDVV84
Nexity SA
N/A
85524.00000000
NS
3957442.27000000
0.800327375417
Long
EC
CORP
FR
N
2
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAB3
250000.00000000
PA
USD
258657.50000000
0.052309209833
Long
DBT
CORP
US
Y
2
2050-02-15
Fixed
3.36200000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AH9
250000.00000000
PA
USD
311447.50000000
0.062985115953
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
Broadcom Corp. / Broadcom Cayman Finance Ltd.
N/A
Broadcom Corp. / Broadcom Cayman Finance Ltd.
11134LAH2
665000.00000000
PA
USD
697478.60000000
0.141053533889
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
GreatAmerica Leasing Receivables Funding LLC Series 2018-1
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2018-1
39154TAQ1
173915.74000000
PA
USD
174522.71000000
0.035294337330
Long
ABS-CBDO
CORP
US
Y
2
2021-06-15
Fixed
2.60000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust Series 2018-4
N/A
Seasoned Credit Risk Transfer Trust Series 2018-4
35563PHF9
234841.35000000
PA
USD
246834.70000000
0.049918243687
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
256119.00000000
NS
3512790.65000000
0.710403924933
Long
EC
CORP
NL
Y
2
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
N/A
800000.00000000
PA
USD
864375.92000000
0.174805761961
Long
DBT
CORP
CL
N
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
CPUK Finance Ltd.
6354003CVDDPNXREIR29
CPUK Finance Ltd.
N/A
1200000.00000000
PA
1670424.22000000
0.337815725566
Long
DBT
CORP
JE
N
2
2025-08-28
Fixed
3.58800000
N
N
N
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141GWV2
235000.00000000
PA
USD
258185.10000000
0.052213674731
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
850000.00000000
PA
USD
918535.50000000
0.185758643029
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
195071.00000000
NS
2233231.10000000
0.451634127050
Long
EC
CORP
ES
N
2
N
N
N
British Telecommunications plc
549300OWFMSO9NYV4H90
British Telecommunications plc
N/A
1475000.00000000
PA
2035842.69000000
0.411715579328
Long
DBT
CORP
GB
N
2
2031-11-21
Fixed
3.12500000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AH0
825000.00000000
PA
USD
912103.50000000
0.184457877199
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.90000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
425000.00000000
PA
USD
503030.00000000
0.101729514213
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206REF5
250000.00000000
PA
334270.37000000
0.067600664684
Long
DBT
CORP
US
N
2
2036-09-04
Fixed
3.15000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4R3
1259127.15000000
PA
USD
1328882.79000000
0.268744609016
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
1500000.00000000
PA
1960398.82000000
0.396458301938
Long
DBT
CORP
GB
N
2
2026-11-13
Variable
2.25600000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
N/A
400000.00000000
PA
488320.37000000
0.098754734351
Long
DBT
CORP
FR
N
2
2028-01-10
Fixed
1.59000000
N
N
N
N
N
N
Sprint Spectrum Co. LLC / Sprint Spectrum Co. II LLC / Sprint Spectrum Co. III LLC
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
1100000.00000000
PA
USD
1178793.00000000
0.238391426452
Long
DBT
CORP
US
Y
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust Series 2019-3
N/A
Seasoned Credit Risk Transfer Trust Series 2019-3
35563PLH0
372010.48000000
PA
USD
394885.40000000
0.079859053957
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
026874DN4
650000.00000000
PA
USD
743717.00000000
0.150404487053
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI Banque SA
N/A
575000.00000000
PA
643489.89000000
0.130135208459
Long
DBT
CORP
FR
N
2
2024-03-08
Fixed
1.37500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
600000.00000000
PA
682652.06000000
0.138055110909
Long
DBT
CORP
CH
N
2
2025-07-17
Variable
1.25000000
N
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
023551AJ3
515000.00000000
PA
USD
685835.80000000
0.138698969772
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NAK7
775000.00000000
PA
USD
1168552.75000000
0.236320504921
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health California GO
254010AB7
202000.00000000
PA
USD
236818.74000000
0.047892681106
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
Broadcom Corp. / Broadcom Cayman Finance Ltd.
N/A
Broadcom Corp. / Broadcom Cayman Finance Ltd.
11134LAF6
850000.00000000
PA
USD
890264.50000000
0.180041299935
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.62500000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
Providence St. Joseph Health Obligated Group
743756AE8
245000.00000000
PA
USD
299718.30000000
0.060613078862
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
3.93000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc.
65339KBJ8
140000.00000000
PA
USD
153192.20000000
0.030980593776
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBQ7
265000.00000000
PA
USD
320623.50000000
0.064840810489
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
1070000.00000000
PA
USD
1244870.10000000
0.251754429223
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
44445.00000000
NS
4491107.05000000
0.908252268211
Long
EC
CORP
FR
N
2
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
Catholic Health Initiatives Colorado GO
14916RAF1
895000.00000000
PA
USD
967629.25000000
0.195687043598
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.20000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBE5
187000.00000000
PA
USD
207914.08000000
0.042047190737
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967LS8
1930000.00000000
PA
USD
2086986.20000000
0.422058510023
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
State of Connecticut
20772GE79
250000.00000000
PA
USD
304302.50000000
0.061540157642
Long
DBT
MUN
US
N
2
2025-03-15
Fixed
5.77000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAA5
205000.00000000
PA
USD
209626.85000000
0.042393570197
Long
DBT
CORP
US
Y
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
State Grid Overseas Investment 2016 Ltd.
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd.
857006AE0
1110000.00000000
PA
USD
1135030.50000000
0.229541183195
Long
DBT
CORP
VG
Y
2
2022-05-04
Fixed
2.75000000
N
N
N
N
N
N
FMC Corp.
CKDHZ2X64EEBQCSP7013
FMC Corp.
302491303
27682.00000000
NS
USD
2577194.20000000
0.521194986383
Long
EC
CORP
US
N
1
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAS0
550000.00000000
PA
USD
598482.50000000
0.121033206748
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
285000.00000000
PA
USD
379979.10000000
0.076844500833
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc.
25746UDA4
125000.00000000
PA
USD
127192.50000000
0.025722583616
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.71500000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
RKWYUSIDZTWNAX1D9U96
Enterprise Fleet Financing LLC
29373LAB7
399383.22000000
PA
USD
402318.69000000
0.081362314161
Long
ABS-CBDO
CORP
US
Y
2
2023-10-20
Fixed
2.87000000
N
N
N
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
FIS 1 1/2 05/21/27
31620MBD7
1405000.00000000
PA
1645778.44000000
0.332831523377
Long
DBT
CORP
US
N
2
2027-05-21
Fixed
1.50000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
City of Montreal Canada
614852NZ0
910000.00000000
PA
792125.49000000
0.160194305099
Long
DBT
NUSS
CA
N
2
2038-12-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EUREX EURBUND MAR20
N/A
24.00000000
NC
4701809.38000000
0.950863336487
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
EURO-BUND FUTURE Mar20
2020-03-08
4628872.26000000
USD
72179.77000000
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
87973PAE4
530000.00000000
PA
USD
612245.40000000
0.123816526095
Long
DBT
CORP
SG
Y
2
2028-08-01
Fixed
3.62500000
N
N
N
N
N
N
Cargill Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill Inc.
141781BF0
275000.00000000
PA
USD
373318.00000000
0.075497403310
Long
DBT
CORP
US
Y
2
2045-11-23
Fixed
4.76000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HUE69
275000.00000000
PA
USD
295259.25000000
0.059711309603
Long
ABS-CBDO
CORP
US
N
2
2026-06-01
Fixed
2.78000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
1200000.00000000
PA
1383728.25000000
0.279836197992
Long
DBT
CORP
FR
N
2
2025-05-12
Fixed
1.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137A8XN3
251742.35000000
PA
USD
264296.74000000
0.053449653039
Long
ABS-CBDO
CORP
US
N
2
2040-08-15
Fixed
4.00000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DF1
310000.00000000
PA
USD
315967.50000000
0.063899211343
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Credit Mutuel Arkea SA
96950041VJ1QP0B69503
Credit Mutuel Arkea SA
N/A
1700000.00000000
PA
1984534.32000000
0.401339308419
Long
DBT
CORP
FR
N
2
2026-04-15
Fixed
1.62500000
N
N
N
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
223900.00000000
NS
2094788.96000000
0.423636489436
Long
EC
CORP
JP
N
2
N
N
N
Conagra Brands Inc.
54930035UDEIH090K650
Conagra Brands Inc.
205887CB6
200000.00000000
PA
USD
223836.00000000
0.045267136241
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AT5
720000.00000000
PA
USD
825840.00000000
0.167012508236
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933Y105
30651.00000000
NS
USD
2346640.56000000
0.474569318337
Long
EC
CORP
US
N
1
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VCX0
675000.00000000
PA
USD
870115.50000000
0.175966497276
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52200000
N
N
N
N
N
N
Ford Auto Securitization Trust
549300UXPSVB9J11GQ87
Ford Auto Securitization Trust
345213HA3
1820000.00000000
PA
1355544.41000000
0.274136481570
Long
ABS-CBDO
CORP
CA
Y
2
2023-06-15
Fixed
2.35400000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334JW2
940000.00000000
PA
USD
1098813.00000000
0.222216791646
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM 3 7/8 09/23/20
N/A
1400000.00000000
PA
1581390.13000000
0.319810050508
Long
DBT
CORP
US
N
2
2020-09-23
Fixed
3.87500000
N
N
N
N
N
N
AutoZone Inc.
GA3JGKJ41LJKXDN23E90
AutoZone Inc.
053332AT9
425000.00000000
PA
USD
450474.50000000
0.091101031848
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMJ8
550000.00000000
PA
USD
567743.00000000
0.114816650275
Long
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AH3
435000.00000000
PA
USD
494033.85000000
0.099910191371
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAB9
145000.00000000
PA
USD
153672.45000000
0.031077716411
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHM4
1460000.00000000
PA
USD
1677394.00000000
0.339225248524
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAM2
755000.00000000
PA
USD
796328.70000000
0.161044334941
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.44800000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAS9
1095000.00000000
PA
USD
1197524.85000000
0.242179633917
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
N/A
39578.00000000
NS
3473604.84000000
0.702479241683
Long
EC
CORP
GB
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
1265000.00000000
PA
USD
1335764.10000000
0.270136240377
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
Trinity Acquisition plc
549300FJZWZN6MJNGB63
Trinity Acquisition plc
89641UAC5
888000.00000000
PA
USD
1000136.64000000
0.202261126641
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
N/A
449292.00000000
NS
3251158.85000000
0.657493212019
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
31339UZL7
228310.35000000
PA
USD
232301.21000000
0.046979085232
Long
ABS-CBDO
CORP
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AK2
20000.00000000
PA
USD
21794.40000000
0.004407557649
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.55000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RFW7
200000.00000000
PA
USD
239086.00000000
0.048351197016
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
PPL Capital Funding Inc.
549300MROK5WY0D2NU17
PPL Capital Funding Inc.
69352PAL7
1125000.00000000
PA
USD
1192938.75000000
0.241252170893
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAB1
145000.00000000
PA
USD
157058.20000000
0.031762428462
Long
DBT
CORP
US
Y
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172BH1
500000.00000000
PA
630704.66000000
0.127549606731
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.87500000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
Illinois GO
452151LF8
515000.00000000
PA
USD
602550.00000000
0.121855791482
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
TC Energy Corp.
549300UGKOFV2IWJJG27
TC Energy Corp.
87807B107
89190.00000000
NS
4648711.04000000
0.940125073692
Long
EC
CORP
CA
N
1
N
N
N
Roche Holdings Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc.
771196BK7
850000.00000000
PA
USD
901722.50000000
0.182358491303
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
2.62500000
N
N
N
N
N
N
Towd Point Mortgage Trust 2018-1
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
253899.30000000
PA
USD
260030.97000000
0.052586971470
Long
ABS-CBDO
CORP
US
Y
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
Total SA
N/A
98927.00000000
NS
4275897.73000000
0.864729735603
Long
EC
CORP
FR
N
2
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
925000.00000000
PA
1012180.76000000
0.204696851104
Long
DBT
CORP
DK
N
2
2025-08-27
Variable
0.50000000
N
N
N
N
N
N
General Motors Financial Co. Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co. Inc.
37045XAW6
1535000.00000000
PA
USD
1573912.25000000
0.318297772712
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
N/A
N/A
EUR OAT 10YRS DEC9
N/A
10.00000000
NC
1862490.76000000
0.376658012926
N/A
DE
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Euro-OAT Future Mar20
2020-03-08
1809322.61000000
USD
52922.35000000
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
114137.50000000
PA
USD
121503.93000000
0.024572164232
Long
ABS-CBDO
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
N/A
N/A
EUREX EURBUXL MAR
N/A
12.00000000
NC
2911539.69000000
0.588810842848
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
EURO-BUXL 30Y BND Mar20
2020-03-08
2693894.88000000
USD
215869.25000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2V1
2324330.05000000
PA
USD
2428692.47000000
0.491162962741
Long
ABS-CBDO
CORP
US
N
2
2047-11-01
Fixed
3.00000000
N
N
N
N
N
N
Boston Gas Co.
FN7P4E7K9JOBORDEUX61
Boston Gas Co.
100743AL7
105000.00000000
PA
USD
112675.50000000
0.022786759992
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
3.00100000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
139300.04000000
PA
USD
143114.08000000
0.028942460361
Long
ABS-CBDO
CORP
US
Y
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004CE8
250000.00000000
PA
USD
344850.00000000
0.069740220218
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
QATAR 4 03/14/29
74727PBA8
595000.00000000
PA
USD
675122.70000000
0.136532422133
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-3
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAC6
182313.13000000
PA
USD
182644.94000000
0.036936924278
Long
ABS-CBDO
CORP
US
Y
2
2022-01-18
Fixed
2.98000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
129025.00000000
PA
USD
133481.52000000
0.026994434101
Long
ABS-CBDO
CORP
US
Y
2
2049-05-20
Fixed
3.78700000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
550000.00000000
PA
USD
681142.00000000
0.137749726200
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FAE1
60000.00000000
PA
USD
64775.40000000
0.013099755432
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
072024WS7
190000.00000000
PA
USD
201058.00000000
0.040660661727
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
United Airlines 2018-1 Class B Pass Through Trust
N/A
United Airlines 2018-1 Class B Pass Through Trust
90932NAA1
68912.32000000
PA
USD
73161.45000000
0.014795695619
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
370000.00000000
PA
USD
474121.70000000
0.095883287714
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
325000.00000000
PA
USD
365342.25000000
0.073884439525
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
675000.00000000
PA
USD
708297.75000000
0.143241528390
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132VLPD3
139996.06000000
PA
USD
148258.63000000
0.029982860680
Long
ABS-CBDO
CORP
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GN7
30000.00000000
PA
USD
32834.40000000
0.006640215417
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022634
6900000.00000000
PA
USD
7041243.00000000
1.423975170171
Long
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Madison Park Funding XVIII Ltd.
N/A
Madison Park Funding XVIII Ltd.
55819BAL4
875000.00000000
PA
USD
873431.04000000
0.176637010513
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-21
Floating
3.00913000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
700000.00000000
PA
USD
751058.00000000
0.151889083129
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
4.20000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBB1
65000.00000000
PA
USD
66868.10000000
0.013522969463
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146CS0
475000.00000000
PA
USD
524870.25000000
0.106146344269
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551QAA5
270000.00000000
PA
USD
281593.80000000
0.056947697909
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
3.37500000
N
N
N
N
N
N
Syngenta Finance NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAC8
400000.00000000
PA
USD
451092.00000000
0.091225911030
Long
DBT
CORP
NL
Y
2
2028-04-24
Fixed
5.18200000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCGEN 1 04/01/22
N/A
600000.00000000
PA
674559.09000000
0.136418441314
Long
DBT
CORP
FR
N
2
2022-04-01
Fixed
1.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
2100000.00000000
PA
USD
2229465.00000000
0.450872495490
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
900000.00000000
PA
1019446.35000000
0.206166196752
Long
DBT
CORP
FR
N
2
2023-01-18
Fixed
1.12500000
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAD0
225000.00000000
PA
USD
283425.75000000
0.057318179558
Long
DBT
CORP
US
Y
2
2048-09-20
Fixed
4.62500000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4P7
2267544.70000000
PA
USD
2338768.28000000
0.472977279651
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc.
035240AN0
540000.00000000
PA
USD
645402.60000000
0.130522022484
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
N/A
775000.00000000
PA
872263.04000000
0.176400801792
Long
DBT
CORP
N/A
N
2
2034-10-13
Fixed
0.05000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
Georgia Municipal Electric Power Authority Revenue
626207YM0
100000.00000000
PA
USD
153760.00000000
0.031095421953
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
Toledo Hospital
5493009DCR7NWV6K4T34
Toledo Hospital
889184AD9
155000.00000000
PA
USD
195216.30000000
0.039479274328
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004BV1
156000.00000000
PA
USD
227017.44000000
0.045910529966
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FLA ARPT SYS REV TAXABLE REF BDS 2019C
114894ZW1
80000.00000000
PA
USD
86212.00000000
0.017434953937
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
3.47700000
N
N
N
N
N
N
Galp Energia SGPS SA
2138003319Y7NM75FG53
Galp Energia SGPS SA
N/A
224000.00000000
NS
3089927.79000000
0.624886891502
Long
EC
CORP
PT
N
2
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392FS2
275000.00000000
PA
USD
339374.75000000
0.068632941283
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
860000.00000000
PA
USD
962245.40000000
0.194598248805
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BA6
1000000.00000000
PA
USD
1065570.00000000
0.215493943623
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
935000.00000000
PA
USD
918469.20000000
0.185745234948
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
N/A
45525.00000000
NS
3829710.97000000
0.774495828394
Long
EC
CORP
CH
N
2
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAA1
550000.00000000
PA
USD
564872.00000000
0.114236037916
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AJ4
625000.00000000
PA
USD
738875.00000000
0.149425272478
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GK3
475000.00000000
PA
USD
542307.50000000
0.109672740253
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
Axa SA
N/A
206414.00000000
NS
4797999.71000000
0.970316242960
Long
EC
CORP
FR
N
2
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority System Revenue
66285WFB7
75000.00000000
PA
USD
134571.00000000
0.027214763448
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
Brooklyn Union Gas Co.
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AQ7
760000.00000000
PA
USD
930711.20000000
0.188220977375
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFH2
250000.00000000
PA
USD
308307.50000000
0.062350102784
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
N/A
375000.00000000
PA
483887.80000000
0.097858320235
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.75000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BN8
118000.00000000
PA
USD
150333.18000000
0.030402404173
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
KKR Clo 16 Ltd.
254900VCKMCY079T6M57
KKR Clo 16 Ltd.
48251BAL4
435000.00000000
PA
USD
435183.31000000
0.088008641075
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-20
Floating
3.06913000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833DF4
645000.00000000
PA
USD
680442.75000000
0.137608314430
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAB0
350000.00000000
PA
USD
429901.50000000
0.086940482187
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Bankia SA
549300685QG7DJS55M76
BKIASM 4 1/8 03/24/36
N/A
550000.00000000
PA
971505.55000000
0.196470961289
Long
DBT
CORP
ES
N
2
2036-03-24
Fixed
4.12500000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
BA 3 3/8 06/15/46
097023BS3
175000.00000000
PA
USD
179373.25000000
0.036275278980
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CW7
550000.00000000
PA
USD
680333.50000000
0.137586220420
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Molson Coors International LP
549300JY2HGCZWKZS671
Molson Coors International LP
N/A
1825000.00000000
PA
1385334.42000000
0.280161019363
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
2.84000000
N
N
N
N
N
N
Progressive Corp.
529900TACNVLY9DCR586
Progressive Corp.
743315103
56443.00000000
NS
USD
4129369.88000000
0.835096896609
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCS8
255000.00000000
PA
USD
285487.80000000
0.057735195133
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI Banque SA
N/A
625000.00000000
PA
692480.10000000
0.140042669772
Long
DBT
CORP
FR
N
2
2022-09-26
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B5TS4
463134.61000000
PA
USD
471934.17000000
0.095440895880
Long
ABS-CBDO
CORP
US
N
2
2053-03-25
Fixed
2.50000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
N/A
1100000.00000000
PA
1278499.51000000
0.258555422290
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
1.25000000
N
N
N
N
N
N
Enbridge Inc.
98TPTUM4IVMFCZBCUR27
Enbridge Inc.
29250N105
92038.00000000
NS
3425754.13000000
0.692802225435
Long
EC
CORP
CA
N
1
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CU2
1000000.00000000
PA
USD
1038440.00000000
0.210007348945
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
785000.00000000
PA
USD
834455.00000000
0.168754749782
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.93200000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAC1
815000.00000000
PA
655792.93000000
0.132623295218
Long
DBT
NUSS
CA
N
2
2028-06-02
Fixed
2.90000000
N
N
N
N
N
N
Conagra Brands Inc.
54930035UDEIH090K650
Conagra Brands Inc.
205887CD2
345000.00000000
PA
USD
420441.15000000
0.085027282557
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AS8
335000.00000000
PA
USD
401199.35000000
0.081135946123
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
400000.00000000
PA
USD
447568.00000000
0.090513240199
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4G7
3043158.12000000
PA
USD
3106394.95000000
0.628217102796
Long
ABS-CBDO
CORP
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
FCE Bank plc
TU5V87TL5Q0UV1EW4H93
F 0.869 09/13/21
N/A
500000.00000000
PA
554612.29000000
0.112161180921
Long
DBT
CORP
GB
N
2
2021-09-13
Fixed
0.86900000
N
N
N
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141GWZ3
635000.00000000
PA
USD
719791.55000000
0.145565959717
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300000
N
N
N
N
N
N
KDDI Corp.
5299003FU7V4I45FU310
KDDI Corp.
N/A
102700.00000000
NS
2901640.73000000
0.586808941585
Long
EC
CORP
JP
N
2
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FB9
190000.00000000
PA
USD
214223.10000000
0.043323085892
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B3T59
162483.45000000
PA
USD
167140.23000000
0.033801352610
Long
ABS-CBDO
CORP
US
N
2
2049-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B3JN1
1092795.18000000
PA
USD
1197015.06000000
0.242076537304
Long
ABS-CBDO
CORP
US
N
2
2048-02-25
Fixed
3.50000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
1700000.00000000
PA
1952765.94000000
0.394914677950
Long
DBT
CORP
ES
N
2
2023-10-24
Fixed
1.75000000
N
N
N
N
N
N
Millicom International Cellular SA
549300CTHC1CP86P2G96
Millicom International Cellular SA
N/A
75701.00000000
NS
3496684.93000000
0.707146808913
Long
EC
CORP
LU
N
2
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower Inc.
42217KBF2
325000.00000000
PA
USD
357314.75000000
0.072261010156
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B4VA3
518069.13000000
PA
USD
572347.23000000
0.115747779793
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Fixed
3.50000000
N
N
N
N
N
N
SK Telecom Co. Ltd.
9884003WEA1PHW006037
SK Telecom Co. Ltd.
78440PAE8
200000.00000000
PA
USD
211002.00000000
0.042671671586
Long
DBT
CORP
KR
Y
2
2023-04-16
Fixed
3.75000000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BQ2
905000.00000000
PA
USD
915335.10000000
0.185111414957
Long
DBT
CORP
GB
Y
2
2022-09-10
Variable
2.74400000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
60000.00000000
PA
USD
60393.60000000
0.012213608710
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137BWQU1
243381.08000000
PA
USD
249236.83000000
0.050404034829
Long
ABS-CBDO
CORP
US
N
2
2040-09-15
Fixed
3.50000000
N
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AZ4598605
12000000.00000000
PA
114386.44000000
0.023132769365
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
KeySpan Gas East Corp.
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp.
49338CAB9
500000.00000000
PA
USD
518385.00000000
0.104834809505
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
First Investors Auto Owner Trust 2016-1
N/A
First Investors Auto Owner Trust 2016-1
32057LAD0
206443.88000000
PA
USD
206848.51000000
0.041831696793
Long
ABS-CBDO
CORP
US
Y
2
2022-04-18
Fixed
3.41000000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDS4
1325000.00000000
PA
1052603.49000000
0.212871681007
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
3.47000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBQ8
28000.00000000
PA
USD
28282.24000000
0.005719616197
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
325000.00000000
PA
426218.79000000
0.086195714878
Long
DBT
CORP
BE
N
2
2025-03-07
Fixed
1.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc.
035240AM2
480000.00000000
PA
USD
554097.60000000
0.112057093364
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAW1
785000.00000000
PA
USD
831605.45000000
0.168178475331
Long
DBT
NUSS
QA
Y
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
885000.00000000
PA
USD
936037.95000000
0.189298224637
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12600000
N
N
N
N
N
N
Atlas Senior Loan Fund V Ltd.
5493004PDQETMPM6YK04
Atlas Senior Loan Fund V Ltd.
04941MAK1
900000.00000000
PA
USD
898890.66000000
0.181785798407
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-16
Floating
3.10263000
N
N
N
N
N
N
SSM Health Care Corp.
5493000QP6H63JFPC580
SSM Health Care Corp.
784710AA3
380000.00000000
PA
USD
421944.40000000
0.085331290056
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.82300000
N
N
N
N
N
N
COLT 2018-3 Mortgage Loan Trust
N/A
COLT 2018-3 Mortgage Loan Trust
12596DAA4
116050.36000000
PA
USD
116580.71000000
0.023576524253
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
3.69200000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
765000.00000000
PA
USD
816752.25000000
0.165174660806
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.37500000
N
N
N
N
N
N
COLT 2018-1 Mortgage Loan Trust
N/A
COLT 2018-1 Mortgage Loan Trust
19687UAA1
79726.78000000
PA
USD
80369.37000000
0.016253378462
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
2.93000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCK5
20000.00000000
PA
USD
23644.80000000
0.004781770506
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CN3
128000.00000000
PA
USD
134269.44000000
0.027153777915
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
550000.00000000
PA
668640.87000000
0.135221579008
Long
DBT
CORP
DE
N
2
2029-05-22
Fixed
1.62500000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
700000.00000000
PA
753539.80000000
0.152390986213
Long
DBT
CORP
FR
N
2
2032-09-04
Fixed
0.50000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
N/A
1256847.00000000
NS
3048342.42000000
0.616476936850
Long
EC
CORP
NL
N
2
N
N
N
Home Depot Inc.
QEKMOTMBBKA8I816DO57
Home Depot Inc.
437076102
13208.00000000
NS
USD
2877230.72000000
0.581872419988
Long
EC
CORP
US
N
1
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AX5
55000.00000000
PA
USD
63130.65000000
0.012767131893
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
34540UAB5
2125000.00000000
PA
2885680.14000000
0.583581175712
Long
DBT
CORP
US
N
2
2025-03-06
Fixed
4.53500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAN8
750000.00000000
PA
USD
832470.00000000
0.168353316298
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.12500000
N
N
N
N
N
N
ENN Energy Holdings Ltd.
549300V7BXPWT6WIPR03
ENN Energy Holdings Ltd.
N/A
184100.00000000
NS
2076722.78000000
0.419982902741
Long
EC
CORP
KY
N
2
N
N
N
Chubb INA Holdings Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc.
171239AD8
1125000.00000000
PA
1319326.95000000
0.266812098110
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
-177708.91000000
-0.03593869368
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
764587000.00000000
JPY
6923913.54000000
USD
2020-03-31
-177708.91000000
N
N
N
Angel Oak Mortgage Trust I LLC 2018-3
N/A
Angel Oak Mortgage Trust I LLC 2018-3
03464NAA0
406215.26000000
PA
USD
413856.17000000
0.083695579047
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.64900000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc.
N/A
853400.00000000
NS
4169677.95000000
0.843248538420
Long
EC
CORP
JP
N
2
N
N
N
Northwestern Mutual Life Insurance Co.
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co.
668138AA8
280000.00000000
PA
USD
328098.40000000
0.066352485629
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
SoFi Consumer Loan Program 2019-3 Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAA1
902716.84000000
PA
USD
912421.05000000
0.184522096445
Long
ABS-CBDO
CORP
US
Y
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
National Grid plc
8R95QZMKZLJX5Q2XR704
National Grid plc
N/A
243209.00000000
NS
3065868.13000000
0.620021222409
Long
EC
CORP
GB
N
2
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
1050000.00000000
PA
USD
1063650.00000000
0.215105655315
Long
DBT
CORP
CL
Y
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F032633
3080000.00000000
PA
USD
3198395.20000000
0.646822634752
Long
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159QE9
990000.00000000
PA
USD
1038183.30000000
0.209955435607
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CA1
175000.00000000
PA
USD
190342.25000000
0.038493578170
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.45000000
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
Australia Government Bond
N/A
870000.00000000
PA
635323.47000000
0.128483684813
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
Lowe's Cos. Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos. Inc.
548661DS3
440000.00000000
PA
USD
537235.60000000
0.108647032197
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
Philadelphia Authority for Industrial Development
71781LBH1
525000.00000000
PA
USD
701898.75000000
0.141947436265
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP 1 1/2 11/17/25
N/A
800000.00000000
PA
934604.95000000
0.189008424040
Long
DBT
CORP
FR
N
2
2025-11-17
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ANUU9
423284.90000000
PA
USD
446375.09000000
0.090271993842
Long
ABS-CBDO
CORP
US
N
2
2044-06-25
Fixed
3.50000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
City of Toronto Canada
891288DR0
1000000.00000000
PA
877830.36000000
0.177526700365
Long
DBT
NUSS
CA
N
2
2048-08-01
Fixed
3.20000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RCJ9
380000.00000000
PA
470338.93000000
0.095118284922
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.45000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287YBR9
210000.00000000
PA
USD
231294.00000000
0.046775393635
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
42250PAA1
315000.00000000
PA
USD
330438.15000000
0.066825661446
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON International Finance BV
N/A
200000.00000000
PA
384736.48000000
0.077806602410
Long
DBT
CORP
NL
N
2
2037-10-30
Fixed
5.87500000
N
N
N
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
N/A
875000.00000000
PA
1004699.34000000
0.203183857402
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
1.50000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
955000.00000000
PA
1235260.36000000
0.249811017932
Long
DBT
NUSS
GB
N
2
2021-01-22
Fixed
1.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
200000.00000000
PA
USD
211414.00000000
0.042754991785
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAN2
575000.00000000
PA
USD
688493.50000000
0.139236445727
Long
DBT
CORP
US
Y
2
2045-02-15
Fixed
4.50000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FL7
265000.00000000
PA
USD
278051.25000000
0.056231275647
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAD1
1555000.00000000
PA
USD
1593859.45000000
0.322331764653
Long
DBT
NUSS
SA
Y
2
2023-03-04
Fixed
2.87500000
N
N
N
N
N
N
Grand Parkway Transportation Corp.
N/A
Grand Parkway Transportation Corp
38611TDL8
210000.00000000
PA
USD
213929.10000000
0.043263629245
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YT4
650000.00000000
PA
USD
618332.00000000
0.125047440476
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Penske Truck Leasing Co. Lp / PTL Finance Corp.
N/A
Penske Truck Leasing Co. Lp / PTL Finance Corp.
709599BG8
180000.00000000
PA
USD
186865.20000000
0.037790402201
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust
32059AAB6
89086.63000000
PA
USD
89231.84000000
0.018045666730
Long
ABS-CBDO
CORP
US
Y
2
2022-12-15
Fixed
2.41000000
N
N
N
N
N
N
Magnetite VII Ltd.
549300B54XJTQC6DWJ15
Magnetite VII Ltd.
55951PBA4
1510000.00000000
PA
USD
1506675.43000000
0.304700235715
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
2.63125000
N
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAG5
425000.00000000
PA
USD
441460.25000000
0.089278048580
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2018 Ltd.
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd.
82939GAL2
845000.00000000
PA
USD
885737.45000000
0.179125778799
Long
DBT
CORP
VG
Y
2
2029-11-12
Fixed
2.95000000
N
N
N
N
N
N
Kellogg Co.
LONOZNOJYIBXOHXWDB86
Kellogg Co.
487836108
41930.00000000
NS
USD
2535507.10000000
0.512764458518
Long
EC
CORP
US
N
1
N
N
N
Volkswagen AG
529900NNUPAGGOMPXZ31
Volkswagen AG Preference Shares
N/A
18153.00000000
NS
3013540.80000000
0.609438883659
Long
EC
CORP
DE
N
2
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
700000.00000000
PA
USD
705250.00000000
0.142625171260
Long
DBT
CORP
NO
Y
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCC7
1425000.00000000
PA
1663529.21000000
0.336421323606
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
1.65000000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAG1
690000.00000000
PA
USD
744365.10000000
0.150535554580
Long
DBT
CORP
KY
Y
2
2028-01-19
Fixed
3.59500000
N
N
N
N
N
N
TJX Cos. Inc.
V167QI9I69W364E2DY52
TJX Cos. Inc.
872540109
32783.00000000
NS
USD
1960423.40000000
0.396463272837
Long
EC
CORP
US
N
1
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHF4
210000.00000000
PA
USD
216856.50000000
0.043855647573
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
UniCredit SPA
549300TRUWO2CD2G5692
UniCredit SPA
N/A
1400000.00000000
PA
1686249.87000000
0.341016202051
Long
DBT
CORP
IT
N
2
2029-02-20
Variable
4.87500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNWX4
235000.00000000
PA
USD
244860.60000000
0.049519014548
Long
ABS-CBDO
CORP
US
N
2
2026-07-25
Fixed
2.28200000
N
N
N
N
N
N
National Retail Properties Inc.
5493008JKH5SOTI0JS97
National Retail Properties Inc.
637417AG1
400000.00000000
PA
USD
433840.00000000
0.087736978801
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2W9
3989097.18000000
PA
USD
4192222.01000000
0.847807702430
Long
ABS-CBDO
CORP
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBK 4 5/8 05/23/29
N/A
200000.00000000
PA
309143.31000000
0.062519131560
Long
DBT
CORP
NL
N
2
2029-05-23
Fixed
4.62500000
N
N
N
N
N
N
Fortis Inc.
549300MQYQ9Y065XPR71
Fortis Inc./Canada
349553AM9
625000.00000000
PA
USD
654018.75000000
0.132264496599
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Sales Tax Securitization Corp.
N/A
Sales Tax Securitization Corp. Illinois Revenue
79467BCN3
545000.00000000
PA
USD
731569.85000000
0.147947926473
Long
DBT
MUN
US
N
2
2048-01-01
Fixed
4.78700000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co.
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co.
668138AC4
12000.00000000
PA
USD
13316.16000000
0.002692973556
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
Foothill-Eastern Transportation Corridor Agency
345105JG6
315000.00000000
PA
USD
338599.80000000
0.068476220437
Long
DBT
MUN
US
N
2
2053-01-15
Fixed
3.92400000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162CF5
350000.00000000
PA
USD
437066.00000000
0.088389384051
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
Chicago IL Transit Authority Sales Tax Receipts Revenue
167725AF7
40000.00000000
PA
USD
58500.40000000
0.011830740260
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAT9
690000.00000000
PA
USD
742619.40000000
0.150182515571
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
775000.00000000
PA
998396.51000000
0.201909214072
Long
DBT
NUSS
GB
N
2
2022-07-22
Fixed
0.50000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
Amazon.com Inc.
023135AP1
150000.00000000
PA
USD
198649.50000000
0.040173582358
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAJ7
500000.00000000
PA
USD
533365.00000000
0.107864267237
Long
DBT
CORP
FR
Y
2
2028-01-11
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
LIF LONG GILT JUN20
N/A
-12.00000000
NC
-2083263.88000000
-0.42130573224
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
LONG GILT FUTURE Jun20
2020-06-26
-2064326.03000000
USD
-19061.38000000
N
N
N
Tennessee Gas Pipeline Co. LLC
N/A
Tennessee Gas Pipeline Co. LLC
880451AZ2
1095000.00000000
PA
USD
1099993.20000000
0.222455467615
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
1200000.00000000
PA
2416170.99000000
0.488630700097
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
Georgia Municipal Electric Power Authority Revenue
626207YF5
665000.00000000
PA
USD
1001623.00000000
0.202561718417
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBK5
2600000.00000000
PA
USD
2987686.00000000
0.604210177133
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004CG3
280000.00000000
PA
USD
363207.60000000
0.073452741798
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
Volkswagen Leasing GmbH
N/A
1825000.00000000
PA
2075114.44000000
0.419657642524
Long
DBT
CORP
DE
N
2
2025-01-20
Fixed
1.37500000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFJ2
600000.00000000
PA
USD
664674.00000000
0.134419345030
Long
DBT
CORP
US
N
2
2028-01-22
Fixed
3.25000000
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
Australia Government Bond
N/A
1185000.00000000
PA
808477.89000000
0.163501308077
Long
DBT
NUSS
AU
N
2
2022-11-21
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
1355000.00000000
PA
USD
1540255.60000000
0.311491270805
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc.
65339KBH2
90000.00000000
PA
USD
96407.10000000
0.019496744627
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAQ2
175000.00000000
PA
USD
194572.00000000
0.039348975288
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
445000.00000000
PA
610486.22000000
0.123460760978
Long
DBT
NUSS
GB
N
2
2027-07-22
Fixed
1.25000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FC7
120000.00000000
PA
USD
145053.60000000
0.029334696266
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
Massachusetts School Building Authority Dedicated Sales Tax Revenue
576000XQ1
135000.00000000
PA
USD
144509.40000000
0.029224640799
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.39500000
N
N
N
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933YAX3
500000.00000000
PA
USD
559055.00000000
0.113059645684
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287YAW9
370000.00000000
PA
USD
424356.70000000
0.085819137912
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
100000.00000000
PA
USD
99212.00000000
0.020063989352
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
86787GAJ1
975000.00000000
PA
USD
1047530.25000000
0.211845701959
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRY8
1200000.00000000
PA
USD
1327488.00000000
0.268462535762
Long
DBT
CORP
US
N
2
2028-02-01
Variable
3.78200000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
-1103354.99000000
-0.22313533415
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
59080000.00000000
EUR
64250977.00000000
USD
2020-03-31
-1103354.99000000
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5C0
244120.42000000
PA
USD
258936.09000000
0.052365550062
Long
ABS-CBDO
CORP
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
360000.00000000
PA
USD
371826.00000000
0.075195670938
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
State of California
N/A
California GO
13063A5G5
260000.00000000
PA
USD
446487.60000000
0.090294747133
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Sierra Pacific Power Co.
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co.
826418BM6
180000.00000000
PA
USD
187648.20000000
0.037948751026
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ANUP0
542727.23000000
PA
USD
558097.27000000
0.112865960601
Long
ABS-CBDO
CORP
US
N
2
2045-05-25
Fixed
2.50000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAB9
55000.00000000
PA
USD
74926.50000000
0.015152647847
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023105
8295.00000000
NS
USD
2282037.45000000
0.461504405713
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co.
549300GZKULIZ0WOW665
Walt Disney Co.
254687DZ6
650000.00000000
PA
USD
958061.00000000
0.193752022975
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL / EASTERN TRANSN CORRIDOR AGY CALIF TOLL RD REV TAXABLE REF BDS 2019A
345105JE1
45000.00000000
PA
USD
48600.00000000
0.009828547782
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09400000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DD7
725000.00000000
PA
USD
854274.75000000
0.172762967064
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.On Se
N/A
354414.00000000
NS
4117002.64000000
0.832595826459
Long
EC
CORP
DE
N
2
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
6095.00000000
NS
USD
2254357.65000000
0.455906623061
Long
EC
CORP
US
N
1
N
N
N
Madison Park Funding XXX Ltd.
N/A
Madison Park Funding XXX Ltd.
55821TAA5
1570000.00000000
PA
USD
1560993.70000000
0.315685209215
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
2.58125000
N
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
N/A
699850000.00000000
PA
6676842.17000000
1.350281117301
Long
DBT
NUSS
JP
N
2
2028-12-20
Fixed
0.10000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183AL8
225874.49000000
PA
USD
226030.34000000
0.045710905285
Long
ABS-CBDO
CORP
US
Y
2
2029-05-15
Fixed
1.99000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VW 2 5/8 01/15/24
N/A
525000.00000000
PA
625989.26000000
0.126595994916
Long
DBT
CORP
DE
N
2
2024-01-15
Fixed
2.62500000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
1045000.00000000
PA
USD
1108149.35000000
0.224104914322
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Hellenic Telecommunications Organization SA
ELPUFM0XZRZO4LFXW404
Hellenic Telecommunications Organization SA
N/A
188306.00000000
NS
2679161.93000000
0.541816276641
Long
EC
CORP
GR
N
2
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAD2
200000.00000000
PA
USD
224430.00000000
0.045387262936
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023BX2
617000.00000000
PA
USD
666662.33000000
0.134821451952
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343V104
75459.00000000
NS
USD
4086859.44000000
0.826499861819
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
MO 2.2 06/15/27
02209SAY9
385000.00000000
PA
460144.00000000
0.093056528613
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.20000000
N
N
N
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
40414LAN9
475000.00000000
PA
USD
520984.75000000
0.105360566030
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc.
65339KBM1
255000.00000000
PA
USD
266495.40000000
0.053894295732
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
Abu Dhabi Government International Bond
213800FER4348CINTA77
Abu Dhabi Government International Bond
N/A
1435000.00000000
PA
USD
1539326.80000000
0.311303436336
Long
DBT
NUSS
AE
N
2
2027-10-11
Fixed
3.12500000
N
N
N
N
N
N
Infraestructura Energetica Nova SAB de CV
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AB6
1090000.00000000
PA
USD
1104987.50000000
0.223465482351
Long
DBT
CORP
MX
Y
2
2048-01-14
Fixed
4.87500000
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064149107
88588.00000000
NS
4634493.84000000
0.937249879669
Long
EC
CORP
CA
N
1
N
N
N
Baxter International Inc.
J5OIVXX3P24RJRW5CK77
Baxter International Inc.
071813109
33063.00000000
NS
USD
2759768.61000000
0.558117647133
Long
EC
CORP
US
N
1
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
Kansas Development Finance Authority
485428ZX7
860000.00000000
PA
USD
966872.20000000
0.195533942732
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.37100000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PDK5
415000.00000000
PA
USD
469124.30000000
0.094872646054
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
N/A
N/A
EUREX ESCHATZ MAR20
N/A
22.00000000
NC
2727807.65000000
0.551654070538
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
EURO-SCHATZ FUT Mar20
2020-03-08
2718842.54000000
USD
8892.92000000
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGU8
700000.00000000
PA
USD
882854.00000000
0.178542648632
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Wintershall Dea Finance BV
529900SUC9JUI6M74U66
Wintershall Dea Finance BV
ZR6354727
1500000.00000000
PA
1669469.05000000
0.337622558200
Long
DBT
CORP
NL
N
2
2025-09-25
Fixed
0.84000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
SABSM 1 3/4 05/10/24
N/A
1700000.00000000
PA
1907868.70000000
0.385834952258
Long
DBT
CORP
ES
N
2
2024-05-10
Fixed
1.75000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
17915.00000000
NS
USD
2902409.15000000
0.586964341846
Long
EC
CORP
US
N
1
N
N
N
Cisco Systems Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc.
17275R102
94962.00000000
NS
USD
3791832.66000000
0.766835565437
Long
EC
CORP
US
N
1
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority Revenue
837151RW1
770000.00000000
PA
USD
792622.60000000
0.160294837391
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
2.38800000
N
N
N
N
N
N
N/A
N/A
EUREX EURBOBL MAR20
N/A
-5.00000000
NC
-748816.00000000
-0.15143567563
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
EURO-BOBL FUTURE Mar20
2020-03-30
-743567.28000000
USD
-5199.96000000
N
N
N
KKR Clo 17 Ltd.
549300I0HBY0ZQ3YIB77
KKR Clo 17 Ltd.
48251FAA9
875000.00000000
PA
USD
877046.10000000
0.177368096726
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
3.17125000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
805000.00000000
PA
USD
862831.20000000
0.174493367839
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.12500000
N
N
N
N
N
N
Accenture plc
3912009JR9E9MPCX1B47
Accenture plc Class A
G1151C101
9129.00000000
NS
USD
1648606.11000000
0.333403372960
Long
EC
CORP
IE
N
1
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAD1
395000.00000000
PA
USD
477242.95000000
0.096514509006
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.97300000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAL0
850000.00000000
PA
USD
1017994.00000000
0.205872482938
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004BX7
129000.00000000
PA
USD
173412.12000000
0.035069738835
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.30000000
N
N
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752103
10082.00000000
NS
USD
2591981.38000000
0.524185449453
Long
EC
CORP
US
N
1
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2D6
785000.00000000
PA
USD
832005.80000000
0.168259439510
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
94973VBJ5
325000.00000000
PA
USD
349186.50000000
0.070617205763
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Toyota Finance Australia Ltd.
3UKPTDP5PGQRH8AUK042
Toyota Finance Australia Ltd.
N/A
2075000.00000000
PA
1365589.34000000
0.276167902856
Long
DBT
CORP
AU
N
2
2020-12-07
Fixed
2.50000000
N
N
N
N
N
N
Penske Truck Leasing Co. Lp / PTL Finance Corp.
N/A
Penske Truck Leasing Co. Lp / PTL Finance Corp.
709599AZ7
740000.00000000
PA
USD
808546.20000000
0.163515122647
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
Tokio Marine Holdings Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc.
N/A
58800.00000000
NS
3142154.33000000
0.635448847137
Long
EC
CORP
JP
N
2
N
N
N
START Ireland
N/A
START Ireland
85573LAA9
233630.97000000
PA
USD
238968.04000000
0.048327341553
Long
ABS-CBDO
CORP
BM
Y
2
2044-03-15
Fixed
4.08900000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2Z2
144505.42000000
PA
USD
150993.71000000
0.030535985463
Long
ABS-CBDO
CORP
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
825000.00000000
PA
USD
870375.00000000
0.176018976867
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
635000.00000000
PA
USD
838415.90000000
0.169555776427
Long
DBT
CORP
US
Y
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Expedia Group Inc.
N/A
Expedia Group Inc.
30212P303
20348.00000000
NS
USD
2006719.76000000
0.405825947454
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
N/A
3100000.00000000
PA
3669065.24000000
0.742007881207
Long
DBT
CORP
DE
N
2
2026-02-12
Fixed
2.62500000
N
N
N
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
European Financial Stability Facility
N/A
900000.00000000
PA
1309015.29000000
0.264726735085
Long
DBT
CORP
LU
N
2
2047-05-31
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Strip Principal
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803EZ2
1260000.00000000
PA
USD
784060.20000000
0.158563233326
Long
DBT
UST
US
N
2
2047-08-15
None
0.00000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GEU9
700000.00000000
PA
USD
734643.00000000
0.148569420333
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
ULTRA TREASURY BOND JUN20
N/A
1.00000000
NC
USD
207500.00000000
0.041963449892
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
US ULTRA BOND CBT Jun20
2020-06-19
198216.33000000
USD
9283.67000000
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
20000.00000000
PA
USD
19593.20000000
0.003962401284
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RCT7
700000.00000000
PA
USD
778092.00000000
0.157356263391
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.12500000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
825000.00000000
PA
USD
869335.50000000
0.175808755151
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBD3
865000.00000000
PA
USD
896486.00000000
0.181299495615
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.27500000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200JZ5
500000.00000000
PA
USD
543400.00000000
0.109893680344
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
10YR TREASURY NOTE JUN20
N/A
-56.00000000
NC
USD
-7546000.00000000
-1.52605394162
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
US 10YR NOTE (CBT)Jun20
2020-06-30
-7427308.76000000
USD
-118691.24000000
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
1775000.00000000
PA
1971133.56000000
0.398629225909
Long
DBT
CORP
DE
N
2
2021-08-23
Fixed
0.37500000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PCQ3
90000.00000000
PA
USD
112889.70000000
0.022830078406
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
270000.00000000
PA
USD
251591.40000000
0.050880207745
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
AIA Group Ltd.
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd.
N/A
275600.00000000
NS
2762185.99000000
0.558606522336
Long
EC
CORP
HK
N
2
N
N
N
Fiserv Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv Inc.
337738AT5
320000.00000000
PA
USD
340400.00000000
0.068840281172
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
675000.00000000
PA
960560.76000000
0.194257558172
Long
DBT
CORP
DE
N
2
2034-02-06
Fixed
3.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGR4
1550000.00000000
PA
USD
1687252.50000000
0.341218967419
Long
DBT
CORP
US
N
2
2028-07-21
Variable
3.59300000
N
N
N
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
XEC 4 3/8 06/01/24
171798AC5
859000.00000000
PA
USD
906279.36000000
0.183280041020
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.37500000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBG0
95000.00000000
PA
USD
104180.80000000
0.021068847135
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
245752.03000000
NS
USD
24582575.26000000
4.971420073005
Long
STIV
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022634
6900000.00000000
PA
USD
-7041243.00000000
-1.42397517017
Short
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2019-1
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAA6
223033.89000000
PA
USD
228397.86000000
0.046189697125
Long
ABS-CBDO
CORP
US
Y
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCK3
700000.00000000
PA
USD
753074.00000000
0.152296785851
Long
DBT
CORP
US
Y
2
2027-09-19
Fixed
3.00000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
300000.00000000
PA
377045.28000000
0.076251184165
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
44049.00000000
NS
USD
2959652.31000000
0.598540826070
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR71
1392595.06000000
PA
USD
1449733.24000000
0.293184617706
Long
ABS-CBDO
CORP
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
Conagra Brands Inc.
54930035UDEIH090K650
Conagra Brands Inc.
205887CE0
20000.00000000
PA
USD
25314.20000000
0.005119379100
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
5.40000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RX1
600000.00000000
PA
463512.86000000
0.093737824940
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.97500000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust Series 2019-1
N/A
Seasoned Credit Risk Transfer Trust Series 2019-1
35563PJF7
241696.37000000
PA
USD
258170.39000000
0.052210699876
Long
ABS-CBDO
CORP
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
Australia Government Bond
N/A
160000.00000000
PA
120018.36000000
0.024271732221
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
2.75000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
New York Metropolitan Transportation Authority Revenue (Transit Revenue)
59259YBY4
155000.00000000
PA
USD
239302.95000000
0.048395071573
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
6.66800000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAY6
1325000.00000000
PA
USD
1378053.00000000
0.278688472359
Long
DBT
CORP
US
Y
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCL3
265000.00000000
PA
USD
333452.15000000
0.067435193195
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RHS4
950000.00000000
PA
USD
1026893.00000000
0.207672158796
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
innogy Finance BV
5299005PIU82TA2PW123
innogy Finance BV
N/A
500000.00000000
PA
839050.30000000
0.169684073355
Long
DBT
CORP
NL
N
2
2034-01-31
Fixed
4.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority Revenue (Personal Income Tax)
64990FRB2
210000.00000000
PA
USD
237052.20000000
0.047939894537
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBS4
175000.00000000
PA
USD
199522.75000000
0.040350182756
Long
DBT
CORP
US
N
2
2048-10-17
Fixed
4.95000000
N
N
N
N
N
N
Marsh & McLennan Cos. Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos. Inc.
571748BG6
705000.00000000
PA
USD
819449.70000000
0.165720175543
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
GreatAmerica Leasing Receivables Funding LLC Series 2018-1
N/A
GreatAmerica Leasing Receivables Funding LLC Series 2018-1
39154TAR9
183000.00000000
PA
USD
186092.70000000
0.037634176827
Long
ABS-CBDO
CORP
US
Y
2
2024-06-17
Fixed
2.83000000
N
N
N
N
N
N
Race Point IX CLO Ltd.
549300C3570PBQ31OI09
Race Point IX CLO Ltd.
74981HCC2
870000.00000000
PA
USD
867898.52000000
0.175518149665
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.04125000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAJ9
325000.00000000
PA
USD
366099.50000000
0.074037580837
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAA2
50000.00000000
PA
USD
50694.50000000
0.010252125834
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Assn.
38379TAR0
270656.59000000
PA
USD
280175.58000000
0.056660886324
Long
ABS-CBDO
CORP
US
N
2
2044-09-20
Fixed
2.75000000
N
N
N
N
N
N
Mercy Health/OH
RV2KCMRGYKSCKT5REH48
Mercy Health/OH
58942HAB7
535000.00000000
PA
USD
582449.15000000
0.117790726365
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.55500000
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAE8
610000.00000000
PA
USD
693753.00000000
0.140300092786
Long
DBT
CORP
US
Y
2
2028-09-20
Fixed
4.12500000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MDT 1 5/8 03/07/31
58507LAJ8
760000.00000000
PA
933838.74000000
0.188853470715
Long
DBT
CORP
LU
N
2
2031-03-07
Fixed
1.62500000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780087102
43073.00000000
NS
3203238.49000000
0.647802110209
Long
EC
CORP
CA
N
1
N
N
N
ARI Fleet Lease Trust 2018-A
N/A
ARI Fleet Lease Trust 2018-A
00217EAB4
101641.96000000
PA
USD
101976.36000000
0.020623035532
Long
ABS-CBDO
CORP
US
Y
2
2026-10-15
Fixed
2.55000000
N
N
N
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
Iberdrola International BV
N/A
1800000.00000000
PA
2029363.43000000
0.410405255943
Long
DBT
CORP
NL
N
2
2020-11-11
Fixed
2.87500000
N
N
N
N
N
N
Spain Government Bond
9598007A56S18711AH60
Spain Government Bond
N/A
775000.00000000
PA
884429.23000000
0.178861212898
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
1200000.00000000
PA
1378618.15000000
0.278802764618
Long
DBT
CORP
ES
N
2
2024-03-07
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ATPH1
159708.83000000
PA
USD
160861.93000000
0.032531670068
Long
ABS-CBDO
CORP
US
N
2
2040-09-25
Fixed
2.00000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HK2
405000.00000000
PA
USD
486741.15000000
0.098435363173
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.30000000
N
N
N
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA Inc.
80282KAT3
1700000.00000000
PA
USD
1760146.00000000
0.355960474574
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8K45
125000.00000000
PA
USD
134487.50000000
0.027197876951
Long
ABS-CBDO
CORP
US
N
2
2025-02-01
Fixed
3.07000000
N
N
N
N
N
N
Tyson Foods Inc.
WD6L6041MNRW1JE49D58
Tyson Foods Inc.
902494BH5
200000.00000000
PA
USD
260922.00000000
0.052767167579
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
Cox Communications Inc.
5493001NEDZNIFRP2R92
Cox Communications Inc.
224044CK1
650000.00000000
PA
USD
760175.00000000
0.153732845888
Long
DBT
CORP
US
Y
2
2047-08-15
Fixed
4.60000000
N
N
N
N
N
N
Toledo Hospital
5493009DCR7NWV6K4T34
Toledo Hospital
889184AC1
410000.00000000
PA
USD
478281.40000000
0.096724518377
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.32500000
N
N
N
N
N
N
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc.
N/A
Anheuser-Busch Cos. LLC / Anheuser-Busch InBev Worldwide Inc.
03522AAJ9
700000.00000000
PA
USD
861490.00000000
0.174222132278
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
404119BZ1
300000.00000000
PA
USD
349500.00000000
0.070680605963
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
410000.00000000
PA
USD
417302.10000000
0.084392461510
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137ACCY3
233260.90000000
PA
USD
241033.15000000
0.048744975963
Long
ABS-CBDO
CORP
US
N
2
2040-11-15
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EURO BTP FUT MAR 20
N/A
10.00000000
NC
1609131.95000000
0.325420375682
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Euro-BTP Future Mar20
2020-03-08
1583794.64000000
USD
25304.71000000
N
N
N
Brandywine Operating Partnership LP
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
800000.00000000
PA
USD
872736.00000000
0.176496450145
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAN6
405000.00000000
PA
USD
453292.20000000
0.091670865162
Long
DBT
CORP
KY
Y
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
Emerson Electric Co.
FGLT0EWZSUIRRITFOA30
Emerson Electric Co.
291011104
36841.00000000
NS
USD
2361876.51000000
0.477650537731
Long
EC
CORP
US
N
1
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
Chicago IL Transit Authority Transfer Tax Receipts Revenue
167725AC4
645000.00000000
PA
USD
944241.30000000
0.190957216765
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAT6
475000.00000000
PA
USD
538132.25000000
0.108828364859
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
50341.00000000
NS
2155832.05000000
0.435981446778
Long
EC
CORP
NL
N
2
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BT0
650000.00000000
PA
USD
788586.50000000
0.159478602788
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Empresa de Transmision Electrica SA
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
415000.00000000
PA
USD
492812.50000000
0.099663193494
Long
DBT
CORP
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
State of California
N/A
California GO
13063BFR8
25000.00000000
PA
USD
42643.75000000
0.008623994536
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA Rights Exp. 01/23/2020
N/A
195071.00000000
NS
41155.65000000
0.008323050875
Long
EC
CORP
ES
N
2
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
554000.00000000
PA
USD
509680.00000000
0.103074366945
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CW8
1370000.00000000
PA
USD
1497382.60000000
0.302820914240
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
N/A
2525000.00000000
PA
2834251.25000000
0.573180531623
Long
DBT
CORP
GB
N
2
2021-02-26
Fixed
2.25000000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
-15670.38000000
-0.00316907569
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
1052000.00000000
CHF
1077292.68000000
USD
2020-03-31
-15670.38000000
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
285000.00000000
PA
USD
302652.90000000
0.061206553271
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.94700000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJT0
184842.23000000
PA
USD
195566.78000000
0.039550153123
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
750000.00000000
PA
950173.16000000
0.192156837536
Long
DBT
CORP
FR
N
2
2043-07-04
Variable
5.12500000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CD5
300000.00000000
PA
USD
320739.00000000
0.064864168457
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAC3
1140000.00000000
PA
USD
1216619.40000000
0.246041191469
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.74300000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AD3
659000.00000000
PA
USD
712899.61000000
0.144172178614
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81200000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
36996.09000000
0.007481848524
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
4307000.00000000
AUD
2844963.01000000
USD
2020-03-31
36996.09000000
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAL2
1125000.00000000
PA
USD
1201736.25000000
0.243031320051
Long
DBT
CORP
AU
Y
2
2024-03-27
Variable
4.15000000
N
N
N
N
N
N
Cottage Health Obligated Group
N/A
COTTAGE HEALTH SYSTEM
22170QAA8
215000.00000000
PA
USD
232460.15000000
0.047011228224
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
N/A
N/A
CAN 10YR BOND JUN20
N/A
-8.00000000
NC
-850631.40000000
-0.17202615966
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
CAN 10YR BOND FUT Jun20
2020-06-30
-839056.51000000
USD
-11633.27000000
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KN0
35000.00000000
PA
USD
38885.00000000
0.007863849393
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AL0
81000.00000000
PA
USD
85339.17000000
0.017258438477
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137BUD96
1187527.47000000
PA
USD
1296637.49000000
0.262223529350
Long
ABS-CBDO
CORP
US
N
2
2039-12-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3A6
309173.17000000
PA
USD
324913.18000000
0.065708327461
Long
ABS-CBDO
CORP
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
Guangdong Investment Ltd.
N/A
Guangdong Investment Ltd.
N/A
1074000.00000000
NS
2039603.70000000
0.412476181519
Long
EC
CORP
HK
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
550000.00000000
PA
USD
609697.00000000
0.123301154260
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VZ 3 3/8 10/27/36
92343VEF7
300000.00000000
PA
447997.94000000
0.090600188467
Long
DBT
CORP
US
N
2
2036-10-27
Fixed
3.37500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDE8
465000.00000000
PA
595174.61000000
0.120364240597
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
1.50000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
36712.52000000
NS
USD
3672353.58000000
0.742672893693
Long
STIV
CORP
US
N
1
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VCZ5
144000.00000000
PA
USD
192543.84000000
0.038938813406
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67200000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AC0
285000.00000000
PA
USD
345365.85000000
0.069844542366
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
6.19100000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
N/A
3100000.00000000
PA
3452321.57000000
0.698175051638
Long
DBT
CORP
DE
N
2
2021-01-12
Fixed
0.87500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
92906.00000000
NS
USD
3756189.58000000
0.759627340851
Long
EC
CORP
US
N
1
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBH7
250000.00000000
PA
USD
277080.00000000
0.056034856367
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.62500000
N
N
N
N
N
N
Intesa Sanpaolo SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SPA
46115HBL0
925000.00000000
PA
USD
979584.25000000
0.198104745013
Long
DBT
CORP
IT
Y
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
Bell Canada Inc.
549300O5ZKB2MUUSKB97
Bell Canada Inc.
07813ZBC7
950000.00000000
PA
735918.23000000
0.148827314551
Long
DBT
CORP
CA
N
2
2023-03-22
Fixed
3.35000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DD4
135000.00000000
PA
USD
175647.15000000
0.035521736760
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VCM4
250000.00000000
PA
USD
350115.00000000
0.070804979561
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
5.01200000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
N/A
800000.00000000
PA
930183.72000000
0.188114303252
Long
DBT
CORP
ES
N
2
2022-05-27
Fixed
2.24200000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AF5
400000.00000000
PA
USD
430324.00000000
0.087025925838
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2018-1
N/A
Deephaven Residential Mortgage Trust 2018-1
24380PAA2
152710.03000000
PA
USD
153345.30000000
0.031011555724
Long
ABS-CBDO
CORP
US
Y
2
2057-12-25
Variable
2.97600000
N
N
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752AD5
290000.00000000
PA
USD
330921.90000000
0.066923491898
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.37500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAC7
175000.00000000
PA
USD
192207.75000000
0.038870844752
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
CK Hutchison International 17 II Ltd.
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd.
12563XAB7
975000.00000000
PA
USD
1007389.50000000
0.203727897857
Long
DBT
CORP
KY
Y
2
2023-03-29
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F032633
3080000.00000000
PA
USD
-3198395.20000000
-0.64682263475
Short
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
N/A
20518.00000000
NS
2111421.64000000
0.427000174418
Long
EC
CORP
CH
N
2
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC
92211MAC7
323400.00000000
PA
USD
337367.65000000
0.068227038438
Long
ABS-CBDO
CORP
US
Y
2
2043-02-16
Fixed
4.07200000
N
N
N
N
N
N
Sky Ltd.
2138003TS48MQKF4BZ29
Sky Ltd.
111013AK4
825000.00000000
PA
USD
862050.75000000
0.174335534709
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.12500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
151613.00000000
NS
USD
4320970.50000000
0.873844959340
Long
EC
CORP
US
N
1
N
N
N
MMAF Equipment Finance LLC 2017-B
N/A
MMAF Equipment Finance LLC 2017-B
55316AAC4
140995.74000000
PA
USD
141628.81000000
0.028642089020
Long
ABS-CBDO
CORP
US
Y
2
2022-10-17
Fixed
2.21000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172109
61466.00000000
NS
USD
5032221.42000000
1.017683717616
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
T 1 7/8 12/04/20
00206RBP6
2425000.00000000
PA
2704643.20000000
0.546969442891
Long
DBT
CORP
US
N
2
2020-12-04
Fixed
1.87500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
N/A
359308.00000000
NS
3956933.10000000
0.800224404189
Long
EC
CORP
CH
N
2
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933YAW5
330000.00000000
PA
USD
412285.50000000
0.083377936966
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MDT 1 1/8 03/07/27
58507LAH2
1275000.00000000
PA
1489926.81000000
0.301313103781
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.12500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAN0
550000.00000000
PA
USD
580041.00000000
0.117303717778
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUE7
830000.00000000
PA
USD
904027.70000000
0.182824679953
Long
DBT
CORP
US
N
2
2025-03-13
Fixed
3.45000000
N
N
N
N
N
N
Pfizer Inc.
765LHXWGK1KXCLTFYQ30
Pfizer Inc.
717081103
109090.00000000
NS
USD
3645787.80000000
0.737300403197
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc.
31620MBE5
645000.00000000
PA
788290.00000000
0.159418640557
Long
DBT
CORP
US
N
2
2030-05-21
Fixed
2.00000000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
94621.96000000
0.019135729528
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
11743000.00000000
CAD
8843599.40000000
USD
2020-03-31
94621.96000000
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBE8
975000.00000000
PA
USD
1052775.75000000
0.212906517749
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
502000.00000000
NS
5175519.42000000
1.046663372762
Long
EC
CORP
TW
N
2
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
189991.13000000
0.038422569945
N/A
DFE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
14319000.00000000
GBP
18566201.55000000
USD
2020-03-31
189991.13000000
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141GWQ3
1425000.00000000
PA
USD
1502919.00000000
0.303940559753
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
1300000.00000000
PA
1626353.92000000
0.328903234839
Long
DBT
CORP
FR
N
2
2026-04-22
Fixed
2.87500000
N
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
N/A
42600000.00000000
PA
406274.53000000
0.082162317504
Long
DBT
NUSS
JP
N
2
2029-03-20
Fixed
0.10000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAU5
275000.00000000
PA
USD
330973.50000000
0.066933927146
Long
DBT
CORP
LU
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017DD8
310000.00000000
PA
USD
346902.40000000
0.070155284240
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780086QC1
1825000.00000000
PA
1410293.24000000
0.285208528724
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
2.94900000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
N/A
1075000.00000000
PA
1193543.26000000
0.241374423062
Long
DBT
NUSS
CA
N
2
2029-06-28
Fixed
0.25000000
N
N
N
N
N
N
Chubb INA Holdings Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc.
171239AC0
1010000.00000000
PA
1148746.97000000
0.232315112841
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.87500000
N
N
N
N
N
N
Penske Truck Leasing Co. Lp / PTL Finance Corp.
N/A
Penske Truck Leasing Co. Lp / PTL Finance Corp.
709599AN4
1125000.00000000
PA
USD
1207203.75000000
0.244137031677
Long
DBT
CORP
US
Y
2
2023-01-17
Fixed
4.25000000
N
N
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752AG8
665000.00000000
PA
USD
743257.20000000
0.150311500093
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCE9
60000.00000000
PA
USD
70485.00000000
0.014254427786
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
Chicago Transit Authority
167725AB6
45000.00000000
PA
USD
47539.35000000
0.009614048827
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
6.30000000
N
N
N
N
N
N
2020-03-31
VANGUARD WORLD FUND
Christine M. Buchanan
Christine M. Buchanan
Treasurer