NPORT-P
false
0000052848
XXXXXXXX
S000059219
C000194070
C000194071
VANGUARD WORLD FUND
811-01027
0000052848
549300MP6BT0L4Q61L10
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD GLOBAL WELLINGTON FUND
S000059219
549300Y38E1J10OK3R04
2020-08-31
2020-02-29
N
1194418032.44
26500025.89
1167918006.55
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9691795.02000000
0.00000000
0.00000000
7809019.42000000
GBP
CAD
JPY
CHF
USD
EUR
AUD
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAC7
435000.00000000
PA
USD
477773.55000000
0.040908141438
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
Medtronic plc
549300GX3ZBSQWUXY261
Medtronic plc
G5960L103
149281.00000000
NS
USD
15028118.27000000
1.286744290756
Long
EC
CORP
IE
N
1
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAJ9
300000.00000000
PA
USD
337938.00000000
0.028935079184
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBM1
400000.00000000
PA
USD
505152.00000000
0.043252351378
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Alphabet Inc.
5493006MHB84DD0ZWV18
Alphabet Inc. Class A
02079K305
9021.00000000
NS
USD
12081374.25000000
1.034436851066
Long
EC
CORP
US
N
1
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CA1
230000.00000000
PA
USD
250164.10000000
0.021419662904
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.45000000
N
N
N
N
N
N
Phillips 66 Partners LP
549300TL5L4IG0H4FX64
Phillips 66 Partners LP
718549AF5
500000.00000000
PA
USD
537905.00000000
0.046056743451
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.75000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
500000.00000000
PA
USD
536080.00000000
0.045900482481
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.40000000
N
N
N
N
N
N
Humana Inc.
529900YLDW34GJAO4J06
Humana Inc.
444859BJ0
590000.00000000
PA
USD
611959.80000000
0.052397496790
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.90000000
N
N
N
N
N
N
Horizon Aircraft Finance II Ltd.
549300KSCDSEIWTVMM32
Horizon Aircraft Finance II Ltd.
44040HAA0
238782.08000000
PA
USD
244288.39000000
0.020916570224
Long
ABS-CBDO
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PCX8
65000.00000000
PA
USD
77873.90000000
0.006667754034
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RCJ9
730000.00000000
PA
903545.83000000
0.077363806785
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
2.45000000
N
N
N
N
N
N
Amazon.com Inc.
ZXTILKJKG63JELOEG630
Amazon.com Inc.
023135AP1
300000.00000000
PA
USD
397299.00000000
0.034017713381
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
Roche Holdings Inc.
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc.
771196BK7
1100000.00000000
PA
USD
1166935.00000000
0.099915832571
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
2.62500000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
2200000.00000000
PA
2527108.86000000
0.216377249586
Long
DBT
CORP
ES
N
2
2023-10-24
Fixed
1.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2V1
1909271.14000000
PA
USD
1994997.41000000
0.170816564074
Long
ABS-CBDO
CORP
US
N
2
2047-11-01
Fixed
3.00000000
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
170000.00000000
PA
USD
176483.80000000
0.015110975172
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
Colombia Government International Bond
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
1350000.00000000
PA
USD
1431580.50000000
0.122575428409
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
EUREX ESCHATZ MAR20
N/A
51.00000000
NC
6323554.09000000
0.541438187829
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
EURO-SCHATZ FUT Mar20
2020-03-08
6302771.35000000
USD
20615.37000000
N
N
N
Wintershall Dea Finance BV
529900SUC9JUI6M74U66
Wintershall Dea Finance BV
ZR6354727
2000000.00000000
PA
2225958.73000000
0.190592037926
Long
DBT
CORP
NL
N
2
2025-09-25
Fixed
0.84000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
Danone SA
23636TAE0
555000.00000000
PA
USD
589376.70000000
0.050463876461
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.94700000
N
N
N
N
N
N
Tokio Marine Holdings Inc.
5299009QN2NZ191KLS29
Tokio Marine Holdings Inc.
N/A
280697.00000000
NS
14999885.95000000
1.284326970376
Long
EC
CORP
JP
N
2
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
Georgia Municipal Electric Power Authority Revenue
626207YF5
757000.00000000
PA
USD
1140193.40000000
0.097626151288
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
MO 2.2 06/15/27
02209SAY9
435000.00000000
PA
519902.96000000
0.044515364698
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.20000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co. Ltd.
549300KB6NK5SBD14S87
Taiwan Semiconductor Manufacturing Co. Ltd.
N/A
1306175.00000000
NS
13466402.55000000
1.153026366104
Long
EC
CORP
TW
N
2
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBE2
970000.00000000
PA
USD
1066408.30000000
0.091308490323
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FB9
210000.00000000
PA
USD
236772.90000000
0.020273075564
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.70000000
N
N
N
N
N
N
Occidental Petroleum Corp.
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp.
674599DD4
145000.00000000
PA
USD
188658.05000000
0.016153364272
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RCT7
800000.00000000
PA
USD
889248.00000000
0.076139591564
Long
DBT
CORP
US
N
2
2026-02-17
Fixed
4.12500000
N
N
N
N
N
N
Mercy Health/OH
RV2KCMRGYKSCKT5REH48
Mercy Health/OH
58942HAB7
410000.00000000
PA
USD
446362.90000000
0.038218684659
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.55500000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
535000.00000000
PA
USD
578361.75000000
0.049520749466
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B3JN1
1065871.25000000
PA
USD
1167523.39000000
0.099966211964
Long
ABS-CBDO
CORP
US
N
2
2048-02-25
Fixed
3.50000000
N
N
N
N
N
N
American Electric Power Co. Inc.
1B4S6S7G0TW5EE83BO58
American Electric Power Co. Inc.
025537AJ0
950000.00000000
PA
USD
1011949.50000000
0.086645594495
Long
DBT
CORP
US
N
2
2027-11-13
Fixed
3.20000000
N
N
N
N
N
N
Marsh & McLennan Cos. Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos. Inc.
571748102
22723.00000000
NS
USD
2375916.88000000
0.203431821983
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B4VA3
1258169.09000000
PA
USD
1389987.47000000
0.119014131317
Long
ABS-CBDO
CORP
US
N
2
2059-06-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ3A6
289849.87000000
PA
USD
304606.13000000
0.026081122843
Long
ABS-CBDO
CORP
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045V100
282827.00000000
NS
USD
8626223.50000000
0.738598382045
Long
EC
CORP
US
N
1
N
N
N
Deutsche Bank AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
N/A
4200000.00000000
PA
4970991.62000000
0.425628476667
Long
DBT
CORP
DE
N
2
2026-02-12
Fixed
2.62500000
N
N
N
N
N
N
Nutrien Ltd.
5493002QQ7GD21OWF963
Nutrien Ltd.
67077MAN8
650000.00000000
PA
USD
721474.00000000
0.061774370799
Long
DBT
CORP
CA
N
2
2035-03-15
Fixed
4.12500000
N
N
N
N
N
N
Canadian National Railway Co.
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co.
136375102
39494.00000000
NS
USD
3353435.54000000
0.287129363636
Long
EC
CORP
CA
N
1
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
1300000.00000000
PA
1499038.94000000
0.128351385250
Long
DBT
CORP
FR
N
2
2025-05-12
Fixed
1.00000000
N
N
N
N
N
N
Trinity Acquisition plc
549300FJZWZN6MJNGB63
Trinity Acquisition plc
89641UAC5
1274000.00000000
PA
USD
1434880.72000000
0.122858001328
Long
DBT
CORP
GB
N
2
2026-03-15
Fixed
4.40000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
VW 2 5/8 01/15/24
N/A
425000.00000000
PA
506753.21000000
0.043389450899
Long
DBT
CORP
DE
N
2
2024-01-15
Fixed
2.62500000
N
N
N
N
N
N
Consolidated Edison Co. of New York Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York Inc.
209111ES8
75000.00000000
PA
USD
109206.00000000
0.009350485169
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.30000000
N
N
N
N
N
N
COLT 2018-3 Mortgage Loan Trust
N/A
COLT 2018-3 Mortgage Loan Trust
12596DAA4
111586.89000000
PA
USD
112096.84000000
0.009598005970
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
3.69200000
N
N
N
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
40414LAN9
850000.00000000
PA
USD
932288.50000000
0.079824824582
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BK4
1160000.00000000
PA
USD
1259284.40000000
0.107823014367
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933Y105
160240.00000000
NS
USD
12267974.40000000
1.050414012901
Long
EC
CORP
US
N
1
N
N
N
Cox Communications Inc.
5493001NEDZNIFRP2R92
Cox Communications Inc.
224044CF2
100000.00000000
PA
USD
119633.00000000
0.010243270446
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918104
107660.00000000
NS
USD
17441996.60000000
1.493426465058
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280BR9
245000.00000000
PA
USD
247807.70000000
0.021217902165
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
2.69175000
N
N
N
N
N
N
Sunoco Logistics Partners Operations LP
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAQ2
400000.00000000
PA
USD
444736.00000000
0.038079385496
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132VLPD3
156149.15000000
PA
USD
165365.07000000
0.014158962279
Long
ABS-CBDO
CORP
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004CG3
230000.00000000
PA
USD
298349.10000000
0.025545380611
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd.
01609WAT9
660000.00000000
PA
USD
710331.60000000
0.060820331223
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.40000000
N
N
N
N
N
N
Spain Government Bond
9598007A56S18711AH60
Spain Government Bond
N/A
1050000.00000000
PA
1198258.97000000
0.102597867596
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
CSX Corp.
549300JVQR4N1MMP3Q88
CSX Corp.
126408HK2
495000.00000000
PA
USD
594905.85000000
0.050937295825
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GHM4
1640000.00000000
PA
USD
1884196.00000000
0.161329475993
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SH2
140000.00000000
PA
USD
179397.40000000
0.015360444739
Long
DBT
UST
US
N
2
2049-05-15
Fixed
2.87500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCG4
20000.00000000
PA
USD
24010.20000000
0.002055812125
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NDE8
630000.00000000
PA
806365.58000000
0.069042995782
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
1.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141GVU5
575000.00000000
PA
USD
580991.50000000
0.049745915102
Long
DBT
CORP
US
N
2
2021-04-25
Fixed
2.62500000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551QAA5
325000.00000000
PA
USD
338955.50000000
0.029022200025
Long
DBT
CORP
US
Y
2
2029-09-15
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4G7
4954977.04000000
PA
USD
5057941.46000000
0.433073334911
Long
ABS-CBDO
CORP
US
N
2
2049-11-01
Fixed
2.50000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VCR3
275000.00000000
PA
USD
296565.50000000
0.025392664411
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.50000000
N
N
N
N
N
N
Barclays plc
213800LBQA1Y9L22JB70
Barclays plc
06738EBH7
860000.00000000
PA
USD
914180.00000000
0.078274330464
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.93200000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC
92211MAC7
294000.00000000
PA
USD
306697.86000000
0.026260221888
Long
ABS-CBDO
CORP
US
Y
2
2043-02-16
Fixed
4.07200000
N
N
N
N
N
N
L3Harris Technologies Inc.
549300UTE50ZMDBG8A20
L3Harris Technologies Inc.
502431AE9
675000.00000000
PA
USD
782034.75000000
0.066959730530
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.40000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
95000U2G7
435000.00000000
PA
USD
453404.85000000
0.038821633664
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87900000
N
N
N
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933YAX3
545000.00000000
PA
USD
609369.95000000
0.052175747491
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI Banque SA
N/A
500000.00000000
PA
553984.08000000
0.047433473659
Long
DBT
CORP
FR
N
2
2022-09-26
Fixed
0.75000000
N
N
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752AG8
610000.00000000
PA
USD
681784.80000000
0.058376084294
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
-247694.08000000
-0.02120817374
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
1065696000.00000000
JPY
9650683.26000000
USD
2020-03-31
-247694.08000000
N
N
N
MMAF Equipment Finance LLC 2017-B
N/A
MMAF Equipment Finance LLC 2017-B
55316AAC4
116923.30000000
PA
USD
117448.29000000
0.010056210225
Long
ABS-CBDO
CORP
US
Y
2
2022-10-17
Fixed
2.21000000
N
N
N
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAA5
280000.00000000
PA
USD
286319.60000000
0.024515385360
Long
DBT
CORP
US
Y
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AT4
600000.00000000
PA
USD
743064.00000000
0.063622959474
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
Altria Group Inc.
02209SBE2
560000.00000000
PA
USD
688072.00000000
0.058914409756
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
N/A
N/A
LIF LONG GILT JUN20
N/A
-14.00000000
NC
-2430474.53000000
-0.20810318159
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
LONG GILT FUTURE Jun20
2020-06-26
-2408380.37000000
USD
-22238.28000000
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4R3
353721.69000000
PA
USD
373317.87000000
0.031964390300
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc.
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc.
N/A
194601.00000000
NS
6174653.01000000
0.528688912695
Long
EC
CORP
JP
N
2
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AH9
350000.00000000
PA
USD
436026.50000000
0.037333656776
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc.
65339KBH2
100000.00000000
PA
USD
107119.00000000
0.009171791118
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
SSM Health Care Corp.
5493000QP6H63JFPC580
SSM Health Care Corp.
784710AA3
320000.00000000
PA
USD
355321.60000000
0.030423505589
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.82300000
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAD0
220000.00000000
PA
USD
277127.40000000
0.023728326684
Long
DBT
CORP
US
Y
2
2048-09-20
Fixed
4.62500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
N/A
1330000.00000000
PA
1604925.59000000
0.137417659544
Long
DBT
CORP
NL
N
2
2023-11-29
Fixed
2.50000000
N
N
N
N
N
N
HCA Inc.
L3CJ6J7LJ2DX62FTXD46
HCA Inc.
404119BZ1
575000.00000000
PA
USD
669875.00000000
0.057356338051
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Emera US Finance LP
N/A
Emera US Finance LP
29103DAF3
400000.00000000
PA
USD
406984.00000000
0.034846966800
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.70000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
N/A
650000.00000000
PA
USD
702305.44000000
0.060133111747
Long
DBT
CORP
CL
N
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
American Express Credit Corp.
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp.
025818KC8
1900000.00000000
PA
2124676.05000000
0.181919966819
Long
DBT
CORP
US
N
2
2021-11-22
Fixed
0.62500000
N
N
N
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
40414LAR0
335000.00000000
PA
USD
359913.95000000
0.030816713843
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
121155.00000000
NS
USD
16292924.40000000
1.395040089169
Long
EC
CORP
US
N
1
N
N
N
Honda Motor Co. Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co. Ltd.
N/A
279700.00000000
NS
7175549.80000000
0.614388147092
Long
EC
CORP
JP
N
2
N
N
N
N/A
N/A
10YR TREASURY NOTE JUN20
N/A
-63.00000000
NC
USD
-8489250.00000000
-0.72687037552
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
US 10YR NOTE (CBT)Jun20
2020-06-30
-8355723.33000000
USD
-133526.67000000
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCM1
170000.00000000
PA
USD
223210.00000000
0.019111786850
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162CF5
350000.00000000
PA
USD
437066.00000000
0.037422661312
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
Kansas Development Finance Authority
485428ZX7
695000.00000000
PA
USD
781367.65000000
0.066902611794
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.37100000
N
N
N
N
N
N
Broadcom Corp. / Broadcom Cayman Finance Ltd.
N/A
Broadcom Corp. / Broadcom Cayman Finance Ltd.
11134LAF6
1190000.00000000
PA
USD
1246370.30000000
0.106717277498
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B3T59
220810.84000000
PA
USD
227139.28000000
0.019448221427
Long
ABS-CBDO
CORP
US
N
2
2049-02-25
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F032633
4707000.00000000
PA
USD
-4887937.08000000
-0.41851714354
Short
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
ARI Fleet Lease Trust 2018-A
N/A
ARI Fleet Lease Trust 2018-A
00217EAB4
93823.34000000
PA
USD
94132.02000000
0.008059814085
Long
ABS-CBDO
CORP
US
Y
2
2026-10-15
Fixed
2.55000000
N
N
N
N
N
N
Prudential plc
5493001Z3ZE83NGK8Y12
Prudential plc
N/A
546296.00000000
NS
9081996.95000000
0.777622821042
Long
EC
CORP
GB
N
2
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
504000.00000000
PA
USD
463680.00000000
0.039701417171
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75000000
N
N
N
N
N
N
Deere & Co.
PWFTNG3EI0Y73OXWDH08
Deere & Co.
244199105
99611.00000000
NS
USD
15587129.28000000
1.334608182473
Long
EC
CORP
US
N
1
N
N
N
Boston Gas Co.
FN7P4E7K9JOBORDEUX61
Boston Gas Co.
100743AL7
130000.00000000
PA
USD
139503.00000000
0.011944588508
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
3.00100000
N
N
N
N
N
N
Assicurazioni Generali SPA
549300X5UKJVE386ZB61
Assicurazioni Generali SPA
N/A
70487.00000000
NS
1272396.39000000
0.108945695062
Long
EC
CORP
IT
N
2
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
25000.00000000
PA
USD
24491.50000000
0.002097022210
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
Alabama Power Co.
0RL818ELFOHP5JHOFU19
Alabama Power Co.
010392FS2
255000.00000000
PA
USD
314692.95000000
0.026944781074
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAW1
550000.00000000
PA
USD
582653.50000000
0.049888219612
Long
DBT
NUSS
QA
Y
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
1215000.00000000
PA
2446373.12000000
0.209464457802
Long
DBT
NUSS
GB
N
2
2045-01-22
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ANUU9
359275.97000000
PA
USD
378874.47000000
0.032440160000
Long
ABS-CBDO
CORP
US
N
2
2044-06-25
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2Z2
144505.42000000
PA
USD
150993.71000000
0.012928451240
Long
ABS-CBDO
CORP
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
Isuzu Motors Ltd.
529900C0QSXVCC7AR494
Isuzu Motors Ltd.
N/A
609814.00000000
NS
5705366.82000000
0.488507479806
Long
EC
CORP
JP
N
2
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
Port Authority of New York & New Jersey Revenue
73358WJA3
305000.00000000
PA
USD
416813.00000000
0.035688549852
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AJ0
143912.50000000
PA
USD
148883.24000000
0.012747747629
Long
ABS-CBDO
CORP
US
Y
2
2049-05-20
Fixed
3.78700000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FC7
130000.00000000
PA
USD
157141.40000000
0.013454831513
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.30000000
N
N
N
N
N
N
Intesa Sanpaolo SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SPA
46115HBL0
1250000.00000000
PA
USD
1323762.50000000
0.113343787198
Long
DBT
CORP
IT
Y
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
Alcon Inc.
549300LDT5AP8S0NBM78
Alcon Inc.
N/A
79387.00000000
NS
4854627.20000000
0.415665070045
Long
EC
CORP
CH
N
2
N
N
N
Exxon Mobil Corp.
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp.
30231GBD3
1075000.00000000
PA
USD
1114130.00000000
0.095394539150
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.27500000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CR71
748260.09000000
PA
USD
778961.20000000
0.066696565651
Long
ABS-CBDO
CORP
US
N
2
2047-12-01
Fixed
3.00000000
N
N
N
N
N
N
Saudi Government International Bond
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAD1
2740000.00000000
PA
USD
2808472.60000000
0.240468302076
Long
DBT
NUSS
SA
Y
2
2023-03-04
Fixed
2.87500000
N
N
N
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141GWV2
335000.00000000
PA
USD
368051.10000000
0.031513436554
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967KK6
345000.00000000
PA
USD
348008.40000000
0.029797331494
Long
DBT
CORP
US
N
2
2021-03-30
Fixed
2.70000000
N
N
N
N
N
N
Chubb Ltd.
E0JAN6VLUDI1HITHT809
Chubb Ltd.
H1467J104
105998.00000000
NS
USD
15372889.94000000
1.316264485501
Long
EC
CORP
CH
N
1
N
N
N
COLT 2018-1 Mortgage Loan Trust
N/A
COLT 2018-1 Mortgage Loan Trust
19687UAA1
70643.99000000
PA
USD
71213.38000000
0.006097464000
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
2.93000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc ADR
046353108
255139.00000000
NS
USD
11175088.20000000
0.956838419934
Long
EC
CORP
GB
N
1
N
N
N
Texas Instruments Inc.
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc.
882508104
63396.00000000
NS
USD
7236019.44000000
0.619565705761
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967KJ9
535000.00000000
PA
USD
605090.35000000
0.051809317658
Long
DBT
CORP
US
N
2
2026-03-09
Fixed
4.60000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DF1
375000.00000000
PA
USD
382218.75000000
0.032726505444
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GGR4
1885000.00000000
PA
USD
2051916.75000000
0.175690137363
Long
DBT
CORP
US
N
2
2028-07-21
Variable
3.59300000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
Deutsche Telekom AG
N/A
775000.00000000
PA
1102866.05000000
0.094430092165
Long
DBT
CORP
DE
N
2
2034-02-06
Fixed
3.12500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
600000.00000000
PA
760138.52000000
0.065084921692
Long
DBT
CORP
FR
N
2
2043-07-04
Variable
5.12500000
N
N
N
N
N
N
Rotork plc
213800AH5RZIHGWRJ718
Rotork plc
N/A
1849241.00000000
NS
6761917.60000000
0.578971945126
Long
EC
CORP
GB
N
2
N
N
N
First Investors Auto Owner Trust 2016-1
N/A
First Investors Auto Owner Trust 2016-1
32057LAD0
226472.01000000
PA
USD
226915.90000000
0.019429095084
Long
ABS-CBDO
CORP
US
Y
2
2022-04-18
Fixed
3.41000000
N
N
N
N
N
N
Atlas Senior Loan Fund V Ltd.
5493004PDQETMPM6YK04
Atlas Senior Loan Fund V Ltd.
04941MAK1
750000.00000000
PA
USD
749075.55000000
0.064137683107
Long
ABS-CBDO
CORP
KY
Y
2
2029-07-16
Floating
3.10263000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
N/A
1050000.00000000
PA
1181775.74000000
0.101186533076
Long
DBT
CORP
N/A
N
2
2034-10-13
Fixed
0.05000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
QATAR 4 03/14/29
74727PBA8
515000.00000000
PA
USD
584349.90000000
0.050033469534
Long
DBT
NUSS
QA
Y
2
2029-03-14
Fixed
4.00000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004CE8
300000.00000000
PA
USD
413820.00000000
0.035432281862
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
072024WS7
230000.00000000
PA
USD
243386.00000000
0.020839305382
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
107901.11000000
0.009238757292
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
13391000.00000000
CAD
10084700.64000000
USD
2020-03-31
107901.11000000
N
N
N
Banco Santander Chile
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
1825000.00000000
PA
USD
1848725.00000000
0.158292362103
Long
DBT
CORP
CL
Y
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
Chubb INA Holdings Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc.
171239AD8
525000.00000000
PA
615685.91000000
0.052716535454
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
1.40000000
N
N
N
N
N
N
Daimler AG
529900R27DL06UVNT076
Daimler AG
N/A
2575000.00000000
PA
2867654.21000000
0.245535576463
Long
DBT
CORP
DE
N
2
2021-01-12
Fixed
0.87500000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CW7
725000.00000000
PA
USD
896803.25000000
0.076786490573
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
Southern Co.
549300FC3G3YU2FBZD92
Southern Co.
842587CX3
5000.00000000
PA
USD
5837.00000000
0.000499778235
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AC0
210000.00000000
PA
USD
254480.10000000
0.021789209394
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
6.19100000
N
N
N
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
026874DN4
800000.00000000
PA
USD
915344.00000000
0.078373994995
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137BUD96
984772.30000000
PA
USD
1075253.18000000
0.092065810610
Long
ABS-CBDO
CORP
US
N
2
2039-12-15
Fixed
4.00000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
City of Montreal Canada
614852NZ0
410000.00000000
PA
356891.70000000
0.030557941396
Long
DBT
NUSS
CA
N
2
2038-12-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ATPH1
130961.26000000
PA
USD
131906.80000000
0.011294183261
Long
ABS-CBDO
CORP
US
N
2
2040-09-25
Fixed
2.00000000
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
167000.00000000
PA
USD
169822.30000000
0.014540601227
Long
ABS-CBDO
CORP
US
Y
2
2024-06-17
Fixed
2.83000000
N
N
N
N
N
N
Toledo Hospital
5493009DCR7NWV6K4T34
Toledo Hospital
889184AC1
555000.00000000
PA
USD
647429.70000000
0.055434516495
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.32500000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
16.46000000
NS
USD
1646.49000000
0.000140976506
Long
STIV
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
1835000.00000000
PA
USD
1937649.90000000
0.165906329822
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
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
355000.00000000
PA
USD
468117.20000000
0.040081341102
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GK3
550000.00000000
PA
USD
627935.00000000
0.053765332538
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Chevron Corp.
N/A
Chevron Corp.
166764100
11573.00000000
NS
USD
1080223.82000000
0.092491408980
Long
EC
CORP
US
N
1
N
N
N
Santander Holdings USA Inc.
549300SMVCQN2P0O6I58
Santander Holdings USA Inc.
80282KAT3
2400000.00000000
PA
USD
2484912.00000000
0.212764251091
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287YBR9
275000.00000000
PA
USD
302885.00000000
0.025933755477
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818108
57647.00000000
NS
USD
9212567.07000000
0.788802554488
Long
EC
CORP
US
N
1
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
Banco de Sabadell SA
N/A
2300000.00000000
PA
2642351.46000000
0.226244603232
Long
DBT
CORP
ES
N
2
2024-03-07
Fixed
1.62500000
N
N
N
N
N
N
Vodafone Group plc
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBK5
2250000.00000000
PA
USD
2585497.50000000
0.221376627939
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.37500000
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
292861.74000000
PA
USD
310869.81000000
0.026617434465
Long
ABS-CBDO
CORP
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAU5
225000.00000000
PA
USD
270796.50000000
0.023186259521
Long
DBT
CORP
LU
N
2
2045-03-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y87
1445000.00000000
PA
USD
1496933.30000000
0.128171095197
Long
DBT
UST
US
N
2
2024-07-31
Fixed
1.75000000
N
N
N
N
N
N
BAE Systems plc
8SVCSVKSGDWMW2QHOH83
BAE Systems plc
N/A
1264298.00000000
NS
10000828.41000000
0.856295420903
Long
EC
CORP
GB
N
2
N
N
N
International Paper Co.
824LMFJDH41EY779Q875
International Paper Co.
460146CS0
605000.00000000
PA
USD
668518.95000000
0.057240229729
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2C8
500000.00000000
PA
USD
514360.00000000
0.044040762888
Long
DBT
CORP
SA
Y
2
2024-04-16
Fixed
2.87500000
N
N
N
N
N
N
Molson Coors Beverage Co.
54930073LBBH6ZCBE225
Molson Coors Beverage Co.
60871RAG5
700000.00000000
PA
USD
727111.00000000
0.062257024544
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CW8
1185000.00000000
PA
USD
1295181.30000000
0.110896594858
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
T 1 7/8 12/04/20
00206RBP6
2450000.00000000
PA
2732526.11000000
0.233965577606
Long
DBT
CORP
US
N
2
2020-12-04
Fixed
1.87500000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
Koninklijke Philips NV
N/A
122181.00000000
NS
5232349.68000000
0.448006593840
Long
EC
CORP
NL
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
1600000.00000000
PA
2001666.36000000
0.171387575906
Long
DBT
CORP
FR
N
2
2026-04-22
Fixed
2.87500000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MDT 1 5/8 03/07/31
58507LAJ8
1135000.00000000
PA
1394614.44000000
0.119410303820
Long
DBT
CORP
LU
N
2
2031-03-07
Fixed
1.62500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
475000.00000000
PA
USD
562210.00000000
0.048137797075
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
Medtronic Global Holdings SCA
549300JXMTTP8GKYIX14
MDT 1 1/8 03/07/27
58507LAH2
1595000.00000000
PA
1863869.21000000
0.159589046452
Long
DBT
CORP
LU
N
2
2027-03-07
Fixed
1.12500000
N
N
N
N
N
N
South Carolina Public Service Authority
EMBXY64GWKA9MZGFUD26
South Carolina Public Service Authority Revenue
837151RW1
690000.00000000
PA
USD
710272.20000000
0.060815245249
Long
DBT
MUN
US
N
2
2023-12-01
Fixed
2.38800000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
Philadelphia Authority for Industrial Development
71781LBH1
635000.00000000
PA
USD
848963.25000000
0.072690312610
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017DD8
285000.00000000
PA
USD
318926.40000000
0.027307259431
Long
DBT
CORP
US
N
2
2025-08-16
Fixed
3.95000000
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
805000.00000000
PA
USD
862662.15000000
0.073863245978
Long
DBT
CORP
US
Y
2
2025-03-20
Fixed
4.73800000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
N/A
1200000.00000000
PA
1394726.74000000
0.119419919221
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
1.25000000
N
N
N
N
N
N
Imperial Brands Finance plc
2138008L3B3MCG1DFS50
Imperial Brands Finance plc
N/A
1825000.00000000
PA
2048518.23000000
0.175399147757
Long
DBT
CORP
GB
N
2
2021-02-26
Fixed
2.25000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2017 Ltd.
5493001IPW8ZGQ181Z16
Sinopec Group Overseas Development 2017 Ltd.
82938NAA2
1025000.00000000
PA
USD
1051680.75000000
0.090047481424
Long
DBT
CORP
VG
Y
2
2022-04-12
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCE9
120000.00000000
PA
USD
140970.00000000
0.012070196641
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
FIS 1 1/2 05/21/27
31620MBD7
1820000.00000000
PA
2131898.05000000
0.182538332146
Long
DBT
CORP
US
N
2
2027-05-21
Fixed
1.50000000
N
N
N
N
N
N
Kraft Heinz Foods Co.
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co.
50077LAB2
360000.00000000
PA
USD
335455.20000000
0.028722495767
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
31329N7B8
60206.92000000
PA
USD
61214.78000000
0.005241359381
Long
ABS-CBDO
CORP
US
N
2
2048-04-01
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
1375000.00000000
PA
USD
1412345.00000000
0.120928437790
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
EUREX EURBUND MAR20
N/A
25.00000000
NC
4897718.11000000
0.419354619291
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
EURO-BUND FUTURE Mar20
2020-03-08
4821414.89000000
USD
75540.63000000
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NAK7
885000.00000000
PA
USD
1334411.85000000
0.114255610626
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
CPUK Finance Ltd.
6354003CVDDPNXREIR29
CPUK Finance Ltd.
N/A
1400000.00000000
PA
1948828.25000000
0.166863447525
Long
DBT
CORP
JE
N
2
2025-08-28
Fixed
3.58800000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
Chicago IL Transit Authority Transfer Tax Receipts Revenue
167725AC4
805000.00000000
PA
USD
1178471.70000000
0.100903633079
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135F101
15945.00000000
NS
USD
4346925.90000000
0.372194441358
Long
EC
CORP
US
N
1
N
N
N
Temasek Financial I Ltd.
549300XMGMDF3VRJMF12
Temasek Financial I Ltd.
87973PAE4
510000.00000000
PA
USD
589141.80000000
0.050443763748
Long
DBT
CORP
SG
Y
2
2028-08-01
Fixed
3.62500000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAD1
660000.00000000
PA
USD
797418.60000000
0.068276933442
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.97300000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAG1
1035000.00000000
PA
USD
1116547.65000000
0.095601544264
Long
DBT
CORP
KY
Y
2
2028-01-19
Fixed
3.59500000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
155000.00000000
PA
212641.26000000
0.018206865448
Long
DBT
NUSS
GB
N
2
2027-07-22
Fixed
1.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
N/A
137178.00000000
NS
6658722.35000000
0.570136115091
Long
EC
CORP
FR
N
2
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP 1 1/2 11/17/25
N/A
1625000.00000000
PA
1898416.30000000
0.162547052905
Long
DBT
CORP
FR
N
2
2025-11-17
Fixed
1.50000000
N
N
N
N
N
N
Ford Credit Floorplan Master Owner Trust A
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHF4
255000.00000000
PA
USD
263325.75000000
0.022546595610
Long
ABS-CBDO
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
N/A
N/A
EUREX EURBUXL MAR
N/A
17.00000000
NC
4124681.24000000
0.353165309282
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
N/A
N/A
EURO-BUXL 30Y BND Mar20
2020-03-08
3840903.11000000
USD
281300.71000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
700000.00000000
PA
792902.72000000
0.067890272737
Long
DBT
CORP
FR
N
2
2023-01-18
Fixed
1.12500000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBJ1
875000.00000000
PA
USD
890951.25000000
0.076285428001
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
2.20000000
N
N
N
N
N
N
Magnetite VII Ltd.
549300B54XJTQC6DWJ15
Magnetite VII Ltd.
55951PBA4
1375000.00000000
PA
USD
1371972.66000000
0.117471659166
Long
ABS-CBDO
CORP
KY
Y
2
2028-01-15
Floating
2.63125000
N
N
N
N
N
N
Molson Coors International LP
549300JY2HGCZWKZS671
Molson Coors International LP
N/A
1875000.00000000
PA
1423288.79000000
0.121865471892
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
2.84000000
N
N
N
N
N
N
SK Telecom Co. Ltd.
9884003WEA1PHW006037
SK Telecom Co. Ltd.
78440PAE8
200000.00000000
PA
USD
211002.00000000
0.018066507992
Long
DBT
CORP
KR
Y
2
2023-04-16
Fixed
3.75000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172BH1
725000.00000000
PA
914521.75000000
0.078303591936
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022634
3600000.00000000
PA
USD
3673692.00000000
0.314550506062
Long
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
innogy Finance BV
5299005PIU82TA2PW123
innogy Finance BV
N/A
600000.00000000
PA
1006860.36000000
0.086209849865
Long
DBT
CORP
NL
N
2
2034-01-31
Fixed
4.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
220000.00000000
PA
USD
232555.40000000
0.019911962885
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
Linde plc
8945002PAZHZLBGKGF02
Linde plc
N/A
63583.00000000
NS
12254137.91000000
1.049229298741
Long
EC
CORP
IE
N
2
N
N
N
Vinci SA
213800WFQ334R8UXUG83
Vinci SA
N/A
134036.00000000
NS
13544156.25000000
1.159683828320
Long
EC
CORP
FR
N
2
N
N
N
START Ireland
N/A
START Ireland
85573LAA9
233630.97000000
PA
USD
238968.04000000
0.020461028827
Long
ABS-CBDO
CORP
BM
Y
2
2044-03-15
Fixed
4.08900000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
VZ 3 3/8 10/27/36
92343VEF7
400000.00000000
PA
597330.58000000
0.051144907146
Long
DBT
CORP
US
N
2
2036-10-27
Fixed
3.37500000
N
N
N
N
N
N
Broadcom Inc.
549300WV6GIDOZJTV909
Broadcom Inc.
11135FAE1
65000.00000000
PA
USD
70173.35000000
0.006008414084
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
172967LS8
1000000.00000000
PA
USD
1081340.00000000
0.092586979046
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
Colgate-Palmolive Co.
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co.
194162103
70001.00000000
NS
USD
4729967.57000000
0.404991407228
Long
EC
CORP
US
N
1
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
Truist Bank
86787GAJ1
450000.00000000
PA
USD
483475.50000000
0.041396356361
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBQ8
33000.00000000
PA
USD
33332.64000000
0.002854022269
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
Fortis Inc.
549300MQYQ9Y065XPR71
Fortis Inc./Canada
349553AM9
775000.00000000
PA
USD
810983.25000000
0.069438371996
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCS8
250000.00000000
PA
USD
279890.00000000
0.023964867262
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.95000000
N
N
N
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141GWZ3
1000000.00000000
PA
USD
1133530.00000000
0.097055614661
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300000
N
N
N
N
N
N
Bankia SA
549300685QG7DJS55M76
BKIASM 4 1/8 03/24/36
N/A
850000.00000000
PA
1501417.66000000
0.128555057082
Long
DBT
CORP
ES
N
2
2036-03-24
Fixed
4.12500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68333ZAC1
1910000.00000000
PA
1536888.96000000
0.131592196659
Long
DBT
NUSS
CA
N
2
2028-06-02
Fixed
2.90000000
N
N
N
N
N
N
Honeywell International Inc.
ISRPG12PN4EIEOEMW547
Honeywell International Inc.
438516106
45365.00000000
NS
USD
7356842.05000000
0.629910833529
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
-1466502.21000000
-0.12556551074
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
78525000.00000000
EUR
85397900.63000000
USD
2020-03-31
-1466502.21000000
N
N
N
Sierra Pacific Power Co.
QB888G5GSVGE1LD1WV84
Sierra Pacific Power Co.
826418BM6
149000.00000000
PA
USD
155331.01000000
0.013299821488
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKT8
1490045.01000000
PA
USD
1536817.52000000
0.131586079791
Long
ABS-CBDO
CORP
US
N
2
2050-01-01
Fixed
3.00000000
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
106746.10000000
PA
USD
112197.62000000
0.009606635000
Long
ABS-CBDO
CORP
US
N
2
2058-03-25
Fixed
3.50000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
Novartis AG
N/A
217921.00000000
NS
18332222.82000000
1.569649814215
Long
EC
CORP
CH
N
2
N
N
N
Angel Oak Mortgage Trust I LLC 2018-3
N/A
Angel Oak Mortgage Trust I LLC 2018-3
03464NAA0
387605.94000000
PA
USD
394896.81000000
0.033812031990
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.64900000
N
N
N
N
N
N
PepsiCo Inc.
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc.
713448108
84209.00000000
NS
USD
11118114.27000000
0.951960172516
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ5C0
272288.26000000
PA
USD
288813.43000000
0.024728913192
Long
ABS-CBDO
CORP
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
Chicago Transit Authority
167725AB6
40000.00000000
PA
USD
42257.20000000
0.003618164953
Long
DBT
MUN
US
N
2
2021-12-01
Fixed
6.30000000
N
N
N
N
N
N
Empresa de Transmision Electrica SA
254900RX1DOMC83TZ320
Empresa de Transmision Electrica SA
29247QAA2
470000.00000000
PA
USD
558125.00000000
0.047788029371
Long
DBT
CORP
PA
Y
2
2049-05-02
Fixed
5.12500000
N
N
N
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
1650000.00000000
PA
USD
1740750.00000000
0.149047278168
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017109
38513.00000000
NS
USD
5029412.67000000
0.430630630043
Long
EC
CORP
US
N
1
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
1270000.00000000
PA
USD
1247546.40000000
0.106817978060
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
HSBC Holdings plc
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
N/A
2050000.00000000
PA
2679211.72000000
0.229400668965
Long
DBT
CORP
GB
N
2
2026-11-13
Variable
2.25600000
N
N
N
N
N
N
Alibaba Group Holding Ltd.
5493001NTNQJDH60PM02
BABA 3 1/8 11/28/21
01609WAP7
825000.00000000
PA
USD
846813.00000000
0.072506202939
Long
DBT
CORP
KY
N
2
2021-11-28
Fixed
3.12500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625HRY8
1890000.00000000
PA
USD
2090793.60000000
0.179018868471
Long
DBT
CORP
US
N
2
2028-02-01
Variable
3.78200000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAJ4
350000.00000000
PA
USD
502414.50000000
0.043017959923
Long
DBT
CORP
MX
N
2
2035-03-01
Fixed
6.37500000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
Cleco Corporate Holdings LLC
18551PAC3
1185000.00000000
PA
USD
1264643.85000000
0.108281903601
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.74300000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
58013MFH2
475000.00000000
PA
USD
585784.25000000
0.050156282094
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
Daiwa House Industry Co. Ltd.
N/A
Daiwa House Industry Co. Ltd.
N/A
132902.00000000
NS
3667622.89000000
0.314030854000
Long
EC
CORP
JP
N
2
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAE8
895000.00000000
PA
USD
1017883.50000000
0.087153678108
Long
DBT
CORP
US
Y
2
2028-09-20
Fixed
4.12500000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBS4
213000.00000000
PA
USD
242847.69000000
0.020793213961
Long
DBT
CORP
US
N
2
2048-10-17
Fixed
4.95000000
N
N
N
N
N
N
Master Credit Card Trust II Series 2018-1
N/A
Master Credit Card Trust II Series 2018-1
576339BM6
765000.00000000
PA
USD
767226.69000000
0.065691828167
Long
ABS-CBDO
CORP
CA
Y
2
2024-07-21
Floating
2.12938000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc.
65339KBM1
130000.00000000
PA
USD
135860.40000000
0.011632700175
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBH7
275000.00000000
PA
USD
304788.00000000
0.026096694998
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.62500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RFW7
450000.00000000
PA
USD
537943.50000000
0.046060039915
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
Toyota Finance Australia Ltd.
3UKPTDP5PGQRH8AUK042
Toyota Finance Australia Ltd.
N/A
1625000.00000000
PA
1069437.44000000
0.091567852709
Long
DBT
CORP
AU
N
2
2020-12-07
Fixed
2.50000000
N
N
N
N
N
N
Abu Dhabi Government International Bond
213800FER4348CINTA77
Abu Dhabi Government International Bond
N/A
1235000.00000000
PA
USD
1324786.48000000
0.113431462874
Long
DBT
NUSS
AE
N
2
2027-10-11
Fixed
3.12500000
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
64318.17000000
PA
USD
68284.03000000
0.005846645878
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.60000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CaixaBank SA
N/A
2607852.00000000
NS
6702847.44000000
0.573914213361
Long
EC
CORP
ES
N
2
N
N
N
SoFi Consumer Loan Program 2019-3 Trust
N/A
SoFi Consumer Loan Program 2019-3 Trust
83405TAA1
990076.53000000
PA
USD
1000719.85000000
0.085684084361
Long
ABS-CBDO
CORP
US
Y
2
2028-05-25
Fixed
2.90000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
130000.00000000
PA
USD
128975.60000000
0.011043206738
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Assn.
38379TAR0
227921.36000000
PA
USD
235937.35000000
0.020201533727
Long
ABS-CBDO
CORP
US
N
2
2044-09-20
Fixed
2.75000000
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
100000.00000000
PA
USD
107765.00000000
0.009227103220
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
3.47700000
N
N
N
N
N
N
Grand Parkway Transportation Corp.
N/A
Grand Parkway Transportation Corp
38611TDL8
290000.00000000
PA
USD
295425.90000000
0.025295089068
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
Evergy Inc.
549300PGTHDQY6PSUI61
Evergy Inc.
30034WAB2
580000.00000000
PA
USD
597034.60000000
0.051119564614
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.90000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DB Master Finance LLC
233046AK7
124062.50000000
PA
USD
132069.49000000
0.011308113177
Long
ABS-CBDO
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
Boston Scientific Corp.
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp.
101137AX5
60000.00000000
PA
USD
68869.80000000
0.005896800940
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
Accenture plc
3912009JR9E9MPCX1B47
Accenture plc Class A
G1151C101
31145.00000000
NS
USD
5624475.55000000
0.481581371162
Long
EC
CORP
IE
N
1
N
N
N
Lowe's Cos. Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos. Inc.
548661DS3
525000.00000000
PA
USD
641019.75000000
0.054885680878
Long
DBT
CORP
US
N
2
2049-04-05
Fixed
4.55000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
North Texas Tollway Authority System Revenue
66285WFB7
125000.00000000
PA
USD
224285.00000000
0.019203830983
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAM2
675000.00000000
PA
USD
711949.50000000
0.060958859783
Long
DBT
CORP
US
Y
2
2023-03-15
Fixed
3.44800000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCGEN 1 04/01/22
N/A
600000.00000000
PA
674559.09000000
0.057757401308
Long
DBT
CORP
FR
N
2
2022-04-01
Fixed
1.00000000
N
N
N
N
N
N
Deephaven Residential Mortgage Trust 2018-1
N/A
Deephaven Residential Mortgage Trust 2018-1
24380PAA2
139744.09000000
PA
USD
140325.42000000
0.012015006123
Long
ABS-CBDO
CORP
US
Y
2
2057-12-25
Variable
2.97600000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030N101
256750.00000000
NS
USD
10380402.50000000
0.888795484082
Long
EC
CORP
US
N
1
N
N
N
State Grid Overseas Investment 2016 Ltd.
3003006V8BHG5158QO96
State Grid Overseas Investment 2016 Ltd.
857006AE0
2135000.00000000
PA
USD
2183144.25000000
0.186926157294
Long
DBT
CORP
VG
Y
2
2022-05-04
Fixed
2.75000000
N
N
N
N
N
N
Seven & i Holdings Co. Ltd.
52990037G8JRM3TWGY86
Seven & i Holdings Co. Ltd.
N/A
173183.00000000
NS
5892266.70000000
0.504510305257
Long
EC
CORP
JP
N
2
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027XAD2
380000.00000000
PA
USD
426417.00000000
0.036510867852
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Enterprise Fleet Financing LLC
RKWYUSIDZTWNAX1D9U96
Enterprise Fleet Financing LLC
29373LAB7
365080.37000000
PA
USD
367763.71000000
0.031488829518
Long
ABS-CBDO
CORP
US
Y
2
2023-10-20
Fixed
2.87000000
N
N
N
N
N
N
Walt Disney Co.
549300GZKULIZ0WOW665
Walt Disney Co.
254687DZ6
640000.00000000
PA
USD
943321.60000000
0.080769505625
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
Cimarex Energy Co.
11KYOFXPU1C4CQL1CL44
XEC 4 3/8 06/01/24
171798AC5
1040000.00000000
PA
USD
1097241.60000000
0.093948512981
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.37500000
N
N
N
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QCP1
475000.00000000
PA
USD
514444.00000000
0.044047955174
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
3.81400000
N
N
N
N
N
N
Cisco Systems Inc.
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc.
17275R102
360816.00000000
NS
USD
14407382.88000000
1.233595406458
Long
EC
CORP
US
N
1
N
N
N
Conagra Brands Inc.
54930035UDEIH090K650
Conagra Brands Inc.
205887CB6
200000.00000000
PA
USD
223836.00000000
0.019165386503
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PCQ3
75000.00000000
PA
USD
94074.75000000
0.008054910487
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022436
1200000.00000000
PA
USD
1232436.00000000
0.105524188606
Long
ABS-CBDO
CORP
US
N
2
2035-03-01
Fixed
2.50000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
1210000.00000000
PA
1574934.31000000
0.134849732701
Long
DBT
NUSS
GB
N
2
2023-07-22
Fixed
0.75000000
N
N
N
N
N
N
Credit Mutuel Arkea SA
96950041VJ1QP0B69503
Credit Mutuel Arkea SA
N/A
2200000.00000000
PA
2568220.88000000
0.219897361424
Long
DBT
CORP
FR
N
2
2026-04-15
Fixed
1.62500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46625H100
51562.00000000
NS
USD
5986863.82000000
0.512609942343
Long
EC
CORP
US
N
1
N
N
N
BP Capital Markets plc
549300CRVT18MXX0AG93
BP Capital Markets plc
05565QDS4
1350000.00000000
PA
1072463.94000000
0.091826989051
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
3.47000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RZ3
550000.00000000
PA
USD
681483.00000000
0.058350243439
Long
DBT
UST
US
N
2
2047-11-15
Fixed
2.75000000
N
N
N
N
N
N
Southern California Edison Co.
9R1Z5I36FERIBVKW4P77
Southern California Edison Co.
842400GN7
30000.00000000
PA
USD
32834.40000000
0.002811361740
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137A8XN3
210170.26000000
PA
USD
220651.45000000
0.018892717533
Long
ABS-CBDO
CORP
US
N
2
2040-08-15
Fixed
4.00000000
N
N
N
N
N
N
Zurich Insurance Group AG
529900QVNRBND50TXP03
Zurich Insurance Group AG
N/A
30571.00000000
NS
11838066.47000000
1.013604243072
Long
EC
CORP
CH
N
2
N
N
N
Castlelake Aircraft Structured Trust 2019-1
549300MHTIBONNXM3R82
Castlelake Aircraft Structured Trust 2019-1
14855MAA6
240526.77000000
PA
USD
246311.44000000
0.021089788719
Long
ABS-CBDO
CORP
US
Y
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BN8
97000.00000000
PA
USD
123578.97000000
0.010581134061
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Cottage Health Obligated Group
N/A
COTTAGE HEALTH SYSTEM
22170QAA8
290000.00000000
PA
USD
313550.90000000
0.026846995957
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
Standard Chartered plc
U4LOSYZ7YG4W3S5F2G91
Standard Chartered plc
853254BQ2
1095000.00000000
PA
USD
1107504.90000000
0.094827281863
Long
DBT
CORP
GB
Y
2
2022-09-10
Variable
2.74400000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
Providence St. Joseph Health Obligated Group
743756AE8
225000.00000000
PA
USD
275251.50000000
0.023567707532
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
3.93000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136B5TS4
542985.39000000
PA
USD
553302.11000000
0.047375081717
Long
ABS-CBDO
CORP
US
N
2
2053-03-25
Fixed
2.50000000
N
N
N
N
N
N
General Dynamics Corp.
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp.
369550108
74979.00000000
NS
USD
11973396.51000000
1.025191532526
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324P102
39128.00000000
NS
USD
9976074.88000000
0.854175963042
Long
EC
CORP
US
N
1
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
N/A
1200000.00000000
PA
1326857.18000000
0.113608761279
Long
DBT
CORP
NL
N
2
2020-03-16
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
EUREX EURBOBL MAR20
N/A
7.00000000
NC
1048342.40000000
0.089761643721
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
EURO-BOBL FUTURE Mar20
2020-03-30
1035598.39000000
USD
12672.03000000
N
N
N
MidAmerican Energy Co.
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co.
595620AP0
10000.00000000
PA
USD
12482.50000000
0.001068782220
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
Massachusetts School Building Authority Dedicated Sales Tax Revenue
576000XQ1
175000.00000000
PA
USD
187327.00000000
0.016039396511
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.39500000
N
N
N
N
N
N
Madison Park Funding XXX Ltd.
N/A
Madison Park Funding XXX Ltd.
55821TAA5
1400000.00000000
PA
USD
1391968.90000000
0.119183786207
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
2.58125000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT HEALTH
20268JAB9
355000.00000000
PA
USD
376232.55000000
0.032213952339
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA Rights Exp. 01/23/2020
N/A
1312585.00000000
NS
276926.27000000
0.023711105441
Long
EC
CORP
ES
N
2
N
N
N
Marui Group Co. Ltd.
52990081ZYFHQZEEMU57
Marui Group Co. Ltd.
N/A
583565.00000000
NS
11388351.45000000
0.975098541689
Long
EC
CORP
JP
N
2
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VCM4
475000.00000000
PA
USD
665218.50000000
0.056957637117
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
5.01200000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
Anheuser-Busch InBev SA/NV
N/A
375000.00000000
PA
491790.92000000
0.042108342986
Long
DBT
CORP
BE
N
2
2025-03-07
Fixed
1.75000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004BV1
156000.00000000
PA
USD
227017.44000000
0.019437789187
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPM 3 7/8 09/23/20
N/A
1300000.00000000
PA
1468433.69000000
0.125730888792
Long
DBT
CORP
US
N
2
2020-09-23
Fixed
3.87500000
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
Australia Government Bond
N/A
135000.00000000
PA
101265.49000000
0.008670599257
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
2.75000000
N
N
N
N
N
N
Julius Baer Group Ltd.
5299007MF0604ZGJER92
Julius Baer Group Ltd.
N/A
82530.00000000
NS
3471879.57000000
0.297270831559
Long
EC
CORP
CH
N
2
N
N
N
Noble Energy Inc.
02VFQXG2D1LR5ZH3K186
Noble Energy Inc.
655044AP0
625000.00000000
PA
USD
646156.25000000
0.055325480588
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.85000000
N
N
N
N
N
N
Volkswagen Leasing GmbH
5299004GLEUX88BSNB74
Volkswagen Leasing GmbH
N/A
2325000.00000000
PA
2643638.94000000
0.226354840423
Long
DBT
CORP
DE
N
2
2025-01-20
Fixed
1.37500000
N
N
N
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
Australia Government Bond
N/A
1195000.00000000
PA
872656.96000000
0.074719026087
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
036752AD5
500000.00000000
PA
USD
570555.00000000
0.048852316412
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
4.37500000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830109
35158.00000000
NS
USD
13003889.46000000
1.113424862624
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BFY1
920000.00000000
PA
USD
1011328.40000000
0.086592414392
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
Ford Auto Securitization Trust
549300UXPSVB9J11GQ87
Ford Auto Securitization Trust
345213HA3
2005000.00000000
PA
1493333.26000000
0.127862850955
Long
ABS-CBDO
CORP
CA
Y
2
2023-06-15
Fixed
2.35400000
N
N
N
N
N
N
Fiserv Inc.
GI7UBEJLXYLGR2C7GV83
Fiserv Inc.
337738AT5
355000.00000000
PA
USD
377631.25000000
0.032333712459
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
KeySpan Gas East Corp.
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp.
49338CAB9
400000.00000000
PA
USD
414708.00000000
0.035508314596
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4P7
2956499.24000000
PA
USD
3049362.88000000
0.261093917800
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
3.00000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
1400000.00000000
PA
USD
1566446.00000000
0.134122942810
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AA6
1230000.00000000
PA
USD
1300934.10000000
0.111389163683
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12600000
N
N
N
N
N
N
Cox Communications Inc.
5493001NEDZNIFRP2R92
Cox Communications Inc.
224044CK1
800000.00000000
PA
USD
935600.00000000
0.080108363322
Long
DBT
CORP
US
Y
2
2047-08-15
Fixed
4.60000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343V104
134782.00000000
NS
USD
7299793.12000000
0.625026164427
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
Freddie Mac Multifamily Structured Pass Through Certificates
3137FNWX4
285000.00000000
PA
USD
296958.60000000
0.025426322595
Long
ABS-CBDO
CORP
US
N
2
2026-07-25
Fixed
2.28200000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
N/A
675000.00000000
PA
767983.57000000
0.065756634086
Long
DBT
CORP
CH
N
2
2025-07-17
Variable
1.25000000
N
N
N
N
N
N
Toledo Hospital
5493009DCR7NWV6K4T34
Toledo Hospital
889184AD9
210000.00000000
PA
USD
264486.60000000
0.022645990430
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SJ8
975000.00000000
PA
USD
1108302.00000000
0.094895531517
Long
DBT
UST
US
N
2
2049-08-15
Fixed
2.25000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAN2
765000.00000000
PA
USD
915995.70000000
0.078429795145
Long
DBT
CORP
US
Y
2
2045-02-15
Fixed
4.50000000
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
925000.00000000
PA
USD
1138397.50000000
0.097472381932
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3128MJ2W9
3306354.93000000
PA
USD
3474714.52000000
0.297513566921
Long
ABS-CBDO
CORP
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
1800000.00000000
PA
1998896.00000000
0.171150370898
Long
DBT
CORP
DE
N
2
2021-08-23
Fixed
0.37500000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206REF5
350000.00000000
PA
467978.52000000
0.040069466981
Long
DBT
CORP
US
N
2
2036-09-04
Fixed
3.15000000
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
1120000.00000000
PA
USD
1223745.60000000
0.104780095275
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
Madison Park Funding XVIII Ltd.
N/A
Madison Park Funding XVIII Ltd.
55819BAL4
730000.00000000
PA
USD
728691.04000000
0.062392311439
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-21
Floating
3.00913000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
Suncor Energy Inc.
867224107
524509.00000000
NS
14454526.29000000
1.237631940678
Long
EC
CORP
CA
N
1
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CN3
173000.00000000
PA
USD
181473.54000000
0.015538208930
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.95000000
N
N
N
N
N
N
Allergan Funding SCS
222100FLFVOSKCBCAR54
Allergan Funding SCS
00507UAS0
1060000.00000000
PA
USD
1153439.00000000
0.098760271999
Long
DBT
CORP
LU
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F032633
4707000.00000000
PA
USD
4887937.08000000
0.418517143548
Long
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
3.50000000
N
N
N
N
N
N
PPL Capital Funding Inc.
549300MROK5WY0D2NU17
PPL Capital Funding Inc.
69352PAL7
1500000.00000000
PA
USD
1590585.00000000
0.136189783108
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc.
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc.
65339KBJ8
155000.00000000
PA
USD
169605.65000000
0.014522051124
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
Intel Corp.
KNX4USFCNGPY45LOCE31
Intel Corp.
458140100
69641.00000000
NS
USD
3866468.32000000
0.331056486698
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV3Y9
890475.80000000
PA
USD
915889.98000000
0.078420743139
Long
ABS-CBDO
CORP
US
N
2
2049-10-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
31339UCN8
901100.58000000
PA
USD
920005.67000000
0.078773138597
Long
ABS-CBDO
CORP
US
N
2
2049-10-01
Fixed
2.50000000
N
N
N
N
N
N
Broadcom Corp. / Broadcom Cayman Finance Ltd.
N/A
Broadcom Corp. / Broadcom Cayman Finance Ltd.
11134LAH2
915000.00000000
PA
USD
959688.60000000
0.082170888248
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
060505104
521715.00000000
NS
USD
14868877.50000000
1.273109706041
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
252160.03000000
NS
USD
25223568.20000000
2.159703682838
Long
STIV
CORP
US
N
1
N
N
N
Schlumberger Ltd.
213800ZUA17OK3QLGM62
Schlumberger Ltd.
806857108
209929.00000000
NS
USD
5686976.61000000
0.486932864987
Long
EC
CORP
CW
N
1
N
N
N
Astellas Pharma Inc.
549300PZYT0QC9UNJF13
Astellas Pharma Inc.
N/A
480700.00000000
NS
7534114.52000000
0.645089336558
Long
EC
CORP
JP
N
2
N
N
N
Iberdrola International BV
549300ZMLFJKWC63XN87
Iberdrola International BV
N/A
1800000.00000000
PA
2029363.43000000
0.173759066871
Long
DBT
CORP
NL
N
2
2020-11-11
Fixed
2.87500000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
34540UAB5
2575000.00000000
PA
3496765.35000000
0.299401612989
Long
DBT
CORP
US
N
2
2025-03-06
Fixed
4.53500000
N
N
N
N
N
N
Dollarama Inc.
5493002GJ0NJP1HI0C79
Dollarama Inc.
25675T107
233669.00000000
NS
6869494.31000000
0.588182926496
Long
EC
CORP
CA
N
1
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAR4
80000.00000000
PA
USD
80524.80000000
0.006894730584
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Tencent Holdings Ltd.
254900N4SLUMW4XUYY11
Tencent Holdings Ltd.
88032WAN6
445000.00000000
PA
USD
498061.80000000
0.042645271089
Long
DBT
CORP
KY
Y
2
2029-04-11
Fixed
3.97500000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAF0
950000.00000000
PA
USD
957125.00000000
0.081951386538
Long
DBT
CORP
NO
Y
2
2030-01-15
Fixed
3.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAY6
1405000.00000000
PA
USD
1461256.20000000
0.125116334520
Long
DBT
CORP
US
Y
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CZ1
125000.00000000
PA
USD
153241.25000000
0.013120891119
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
Merck & Co. Inc.
4YV9Y5M8S0BRK1RP0397
Merck & Co. Inc.
58933YAW5
360000.00000000
PA
USD
449766.00000000
0.038510066415
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Energy Transfer Operating LP
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBE8
1075000.00000000
PA
USD
1160752.75000000
0.099386493186
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
Consolidated Edison Co. of New York Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co. of New York Inc.
209111FF5
290000.00000000
PA
USD
384032.50000000
0.032881803161
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
4.62500000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
N/A
2500000.00000000
PA
2793998.32000000
0.239228978775
Long
DBT
CORP
US
N
2
2020-09-03
Fixed
2.25000000
N
N
N
N
N
N
American Express Co.
R4PP93JZOLY261QX3811
American Express Co.
025816109
32106.00000000
NS
USD
3529412.58000000
0.302196948776
Long
EC
CORP
US
N
1
N
N
N
Berkshire Hathaway Energy Co.
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co.
59562VBD8
10000.00000000
PA
USD
13313.60000000
0.001139943037
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
N/A
975000.00000000
PA
1119522.12000000
0.095856225670
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
1.50000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4N2
2301915.68000000
PA
USD
2349703.45000000
0.201187363909
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
2.50000000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBG0
117000.00000000
PA
USD
128306.88000000
0.010985949294
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.55000000
N
N
N
N
N
N
EOG Resources Inc.
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc.
26875P101
80271.00000000
NS
USD
5077943.46000000
0.434785955137
Long
EC
CORP
US
N
1
N
N
N
KLA Corp.
549300H0BF5JCG96TJ81
KLA Corp.
482480100
31239.00000000
NS
USD
4801746.69000000
0.411137311272
Long
EC
CORP
US
N
1
N
N
N
European Financial Stability Facility
222100OW6UHQXNHKN143
European Financial Stability Facility
N/A
1025000.00000000
PA
1490822.97000000
0.127647913778
Long
DBT
CORP
LU
N
2
2047-05-31
Fixed
1.37500000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON International Finance BV
N/A
250000.00000000
PA
480920.60000000
0.041177599566
Long
DBT
CORP
NL
N
2
2037-10-30
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DEL2
1669664.20000000
PA
USD
1730206.22000000
0.148144493902
Long
ABS-CBDO
CORP
US
N
2
2034-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4W1
948999.91000000
PA
USD
1000321.83000000
0.085650004913
Long
ABS-CBDO
CORP
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
City of Toronto Canada
891288DR0
1000000.00000000
PA
877830.36000000
0.075161985265
Long
DBT
NUSS
CA
N
2
2048-08-01
Fixed
3.20000000
N
N
N
N
N
N
Altria Group Inc.
XSGZFLO9YTNO9VCQV219
Altria Group Inc.
02209SAV5
400000.00000000
PA
USD
389524.00000000
0.033351998840
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
Union Pacific Corp.
549300LMMRSZZCZ8CL11
Union Pacific Corp.
907818FL7
675000.00000000
PA
USD
708243.75000000
0.060641564393
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
State of California
N/A
California GO
13063BFR8
20000.00000000
PA
USD
34115.00000000
0.002921009849
Long
DBT
MUN
US
N
2
2040-03-01
Fixed
7.62500000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XAU9
575000.00000000
PA
USD
617803.00000000
0.052897805884
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.40000000
N
N
N
N
N
N
PNC Financial Services Group Inc.
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc.
693475105
40601.00000000
NS
USD
5131966.40000000
0.439411531564
Long
EC
CORP
US
N
1
N
N
N
Race Point IX CLO Ltd.
549300C3570PBQ31OI09
Race Point IX CLO Ltd.
74981HCC2
730000.00000000
PA
USD
728236.69000000
0.062353408879
Long
ABS-CBDO
CORP
KY
Y
2
2030-10-15
Floating
3.04125000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc.
035240AN0
765000.00000000
PA
USD
914320.35000000
0.078286347575
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
1000000.00000000
PA
1076485.43000000
0.092171318873
Long
DBT
CORP
FR
N
2
2032-09-04
Fixed
0.50000000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
949746RX1
625000.00000000
PA
482825.90000000
0.041340736018
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.97500000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
N/A
985000.00000000
PA
1093618.71000000
0.093638312267
Long
DBT
NUSS
CA
N
2
2029-06-28
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138L8K45
150000.00000000
PA
USD
161385.00000000
0.013818178938
Long
ABS-CBDO
CORP
US
N
2
2025-02-01
Fixed
3.07000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
Vantage Data Centers Issuer LLC
92212KAA4
194025.00000000
PA
USD
199337.40000000
0.017067756373
Long
ABS-CBDO
CORP
US
Y
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
Arkema SA
9695000EHMS84KKP2785
Arkema SA
N/A
74004.00000000
NS
7000809.79000000
0.599426479490
Long
EC
CORP
FR
N
2
N
N
N
Cargill Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill Inc.
141781BF0
340000.00000000
PA
USD
461556.80000000
0.039519623587
Long
DBT
CORP
US
Y
2
2045-11-23
Fixed
4.76000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VCX0
695000.00000000
PA
USD
895896.70000000
0.076708869541
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.52200000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co.
46647PAL0
975000.00000000
PA
USD
1167699.00000000
0.099981248122
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Hess Corp.
UASVRYNXNK17ULIGK870
Hess Corp.
023551AJ3
555000.00000000
PA
USD
739104.60000000
0.063283945949
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
7.30000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CM 0 06/16/22
136069TZ4
570000.00000000
PA
USD
575643.00000000
0.049287963433
Long
DBT
CORP
CA
N
2
2022-06-16
Floating
2.61363000
N
N
N
N
N
N
British Telecommunications plc
549300OWFMSO9NYV4H90
British Telecommunications plc
N/A
1950000.00000000
PA
2691453.04000000
0.230448800763
Long
DBT
CORP
GB
N
2
2031-11-21
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMJ8
1725000.00000000
PA
USD
1780648.50000000
0.152463485451
Long
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust
78403DAK6
805000.00000000
PA
USD
813259.30000000
0.069633252971
Long
DBT
CORP
US
Y
2
2021-07-09
Fixed
2.87700000
N
N
N
N
N
N
Cigna Corp.
549300VIWYMSIGT1U456
Cigna Corp.
125523AH3
420000.00000000
PA
USD
476998.20000000
0.040841754072
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Sales Tax Securitization Corp.
N/A
Sales Tax Securitization Corp. Illinois Revenue
79467BCN3
650000.00000000
PA
USD
872514.50000000
0.074706828313
Long
DBT
MUN
US
N
2
2048-01-01
Fixed
4.78700000
N
N
N
N
N
N
International Business Machines Corp.
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp.
459200JZ5
550000.00000000
PA
USD
597740.00000000
0.051179962689
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
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
0.014943061843
Long
ABS-CBDO
CORP
US
Y
2
2021-06-15
Fixed
2.60000000
N
N
N
N
N
N
Ford Motor Credit Co. LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co. LLC
345397YT4
975000.00000000
PA
USD
927498.00000000
0.079414650240
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCL3
255000.00000000
PA
USD
320869.05000000
0.027473593882
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc.
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc.
837004BX7
113000.00000000
PA
USD
151903.64000000
0.013006361675
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.30000000
N
N
N
N
N
N
N/A
N/A
EURO BTP FUT MAR 20
N/A
13.00000000
NC
2091871.54000000
0.179111164334
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Euro-BTP Future Mar20
2020-03-08
2058941.87000000
USD
32887.19000000
N
N
N
Australia Government Bond
213800J6B7JSBDETCB42
Australia Government Bond
N/A
1260000.00000000
PA
859647.38000000
0.073605113987
Long
DBT
NUSS
AU
N
2
2022-11-21
Fixed
2.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761J3R8
1850000.00000000
PA
USD
1964052.50000000
0.168166985095
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Samsung Electronics Co. Ltd.
9884007ER46L6N7EI764
Samsung Electronics Co. Ltd.
N/A
251087.00000000
NS
11301771.16000000
0.967685325221
Long
EC
CORP
KR
N
2
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
Nestle SA
N/A
188125.00000000
NS
19359157.62000000
1.657578486796
Long
EC
CORP
CH
N
2
N
N
N
Sky Ltd.
2138003TS48MQKF4BZ29
Sky Ltd.
111013AK4
725000.00000000
PA
USD
757559.75000000
0.064864121089
Long
DBT
CORP
GB
Y
2
2022-11-26
Fixed
3.12500000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
1015000.00000000
PA
1312868.33000000
0.112411001683
Long
DBT
NUSS
GB
N
2
2021-01-22
Fixed
1.50000000
N
N
N
N
N
N
State of Connecticut
5493007GRO6CU0IKP741
State of Connecticut
20772GE79
275000.00000000
PA
USD
334732.75000000
0.028660637829
Long
DBT
MUN
US
N
2
2025-03-15
Fixed
5.77000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
Bay Area Toll Authority California Toll Bridge Revenue (San Francisco Bay Area)
072024PY2
75000.00000000
PA
USD
139975.50000000
0.011985045115
Long
DBT
MUN
US
N
2
2050-10-01
Fixed
6.90700000
N
N
N
N
N
N
AT&T Inc.
549300Z40J86GGSTL398
AT&T Inc.
00206RHS4
850000.00000000
PA
USD
918799.00000000
0.078669820556
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
255000.00000000
PA
USD
339981.30000000
0.029110031534
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
N/A
728323.00000000
NS
6974366.85000000
0.597162370207
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJQ6
921977.51000000
PA
USD
941117.76000000
0.080580807447
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
2.50000000
N
N
N
N
N
N
Nippon Telegraph & Telephone Corp.
353800VHQU5VIXVUA841
Nippon Telegraph & Telephone Corp.
N/A
346244.00000000
NS
8077793.32000000
0.691640446906
Long
EC
CORP
JP
N
2
N
N
N
Otis Worldwide Corp.
549300ZLBKR8VSU25153
Otis Worldwide Corp.
68902VAB3
335000.00000000
PA
USD
346601.05000000
0.029676830741
Long
DBT
CORP
US
Y
2
2050-02-15
Fixed
3.36200000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority Revenue (Personal Income Tax)
64990FRB2
285000.00000000
PA
USD
321713.70000000
0.027545914884
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
Microsoft Corp.
INR2EJN1ERAN0W5ZP974
Microsoft Corp.
594918BT0
1125000.00000000
PA
USD
1364861.25000000
0.116862762826
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAB9
45000.00000000
PA
USD
61303.50000000
0.005248955804
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
N
UnitedHealth Group Inc.
549300GHBMY8T5GXDE41
UnitedHealth Group Inc.
91324PDK5
820000.00000000
PA
USD
926944.40000000
0.079367249652
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
Iberdrola SA
5QK37QC7NWOJ8D7WVQ45
Iberdrola SA
N/A
1296143.00000000
NS
14838633.05000000
1.270520102163
Long
EC
CORP
ES
N
2
N
N
N
Saudi Arabian Oil Co.
5586006WD91QHB7J4X50
Saudi Arabian Oil Co.
80414L2D6
910000.00000000
PA
USD
964490.80000000
0.082582064373
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Mondelez International Inc.
549300DV9GIB88LZ5P30
Mondelez International Inc.
609207105
240621.00000000
NS
USD
12704788.80000000
1.087815131605
Long
EC
CORP
US
N
1
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
N/A
700000.00000000
PA
813910.76000000
0.069689032572
Long
DBT
CORP
ES
N
2
2022-05-27
Fixed
2.24200000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBE5
227000.00000000
PA
USD
252387.68000000
0.021610051269
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
RCI Banque SA
96950001WI712W7PQG45
RCI Banque SA
N/A
800000.00000000
PA
895290.29000000
0.076656947232
Long
DBT
CORP
FR
N
2
2024-03-08
Fixed
1.37500000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GCK3
775000.00000000
PA
USD
833760.50000000
0.071388615923
Long
DBT
CORP
US
Y
2
2027-09-19
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple Inc.
037833DF4
780000.00000000
PA
USD
822861.00000000
0.070455374040
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
KKR Clo 16 Ltd.
254900VCKMCY079T6M57
KKR Clo 16 Ltd.
48251BAL4
360000.00000000
PA
USD
360151.70000000
0.030837070580
Long
ABS-CBDO
CORP
KY
Y
2
2029-01-20
Floating
3.06913000
N
N
N
N
N
N
Freddie Mac Pool
N/A
Freddie Mac Pool
3132DV4V4
6319048.75000000
PA
USD
6517403.69000000
0.558036065327
Long
ABS-CBDO
CORP
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
Memorial Sloan-Kettering Cancer Center New York GO
586054AB4
150000.00000000
PA
USD
191899.50000000
0.016430905159
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.12500000
N
N
N
N
N
N
FedEx Corp.
549300E707U7WNPZN687
FedEx Corp.
31428XBB1
85000.00000000
PA
USD
87442.90000000
0.007487075249
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.10000000
N
N
N
N
N
N
Capital One Financial Corp.
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp.
14040HCC7
1900000.00000000
PA
2218038.94000000
0.189913926111
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
1.65000000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
Foothill-Eastern Transportation Corridor Agency
345105JG6
405000.00000000
PA
USD
435342.60000000
0.037275099583
Long
DBT
MUN
US
N
2
2053-01-15
Fixed
3.92400000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140HUE69
330000.00000000
PA
USD
354311.10000000
0.030336984104
Long
ABS-CBDO
CORP
US
N
2
2026-06-01
Fixed
2.78000000
N
N
N
N
N
N
Verus Securitization Trust 2019-2
N/A
Verus Securitization Trust 2019-2
92537GAA1
288739.51000000
PA
USD
294358.38000000
0.025203685391
Long
ABS-CBDO
CORP
US
Y
2
2059-05-25
Variable
3.21100000
N
N
N
N
N
N
Aaset 2019-1 Trust
549300TXM3PCKZJKD061
Aaset 2019-1 Trust
00256DAA0
225498.60000000
PA
USD
230452.80000000
0.019731933124
Long
ABS-CBDO
CORP
US
Y
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DD7
707000.00000000
PA
USD
833065.17000000
0.071329080066
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
TransCanada PipeLines Ltd.
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd.
89352HAT6
400000.00000000
PA
USD
453164.00000000
0.038801011497
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137AX6T5
1130963.43000000
PA
USD
1131325.34000000
0.096866846273
Long
ABS-CBDO
CORP
US
N
2
2042-09-15
Fixed
1.75000000
N
N
N
N
N
N
AutoZone Inc.
GA3JGKJ41LJKXDN23E90
AutoZone Inc.
053332AT9
1525000.00000000
PA
USD
1616408.50000000
0.138400854420
Long
DBT
CORP
US
N
2
2026-04-21
Fixed
3.12500000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
65015.00000000
NS
USD
9087796.70000000
0.778119409841
Long
EC
CORP
US
N
1
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAD3
575000.00000000
PA
USD
616940.50000000
0.052823956522
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
4.20000000
N
N
N
N
N
N
Bank of New York Mellon Corp.
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp.
06406FAF0
415000.00000000
PA
USD
423349.80000000
0.036248246677
Long
DBT
CORP
US
N
2
2023-10-30
Floating
2.81950000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Inc.
031162BV1
275000.00000000
PA
USD
295377.50000000
0.025290944941
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
3.62500000
N
N
N
N
N
N
Gilead Sciences Inc.
549300WTZWR07K8MNV44
Gilead Sciences Inc.
375558103
102476.00000000
NS
USD
7107735.36000000
0.608581708659
Long
EC
CORP
US
N
1
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
1405000.00000000
PA
USD
1634619.15000000
0.139960094872
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
Takeda Pharmaceutical Co. Ltd.
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co. Ltd.
N/A
14315.00000000
NS
494348.21000000
0.042327304419
Long
EC
CORP
JP
N
2
N
N
N
Bayerische Motoren Werke AG
YEH5ZCD6E441RHVHD759
Bayerische Motoren Werke AG
N/A
109770.00000000
NS
7242989.65000000
0.620162512212
Long
EC
CORP
DE
N
2
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023CD5
400000.00000000
PA
USD
427652.00000000
0.036616611577
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.20000000
N
N
N
N
N
N
Tennessee Gas Pipeline Co. LLC
N/A
Tennessee Gas Pipeline Co. LLC
880451AZ2
1485000.00000000
PA
USD
1491771.60000000
0.127729137801
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
2.90000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183AL8
203001.13000000
PA
USD
203141.20000000
0.017393447045
Long
ABS-CBDO
CORP
US
Y
2
2029-05-15
Fixed
1.99000000
N
N
N
N
N
N
Qatar Government International Bond
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAT8
1400000.00000000
PA
USD
1406048.00000000
0.120389273229
Long
DBT
NUSS
QA
Y
2
2021-06-02
Fixed
2.37500000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
New York State Dormitory Authority Revenue
64990GWW8
120000.00000000
PA
USD
132781.20000000
0.011369051530
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
3.14200000
N
N
N
N
N
N
Marsh & McLennan Cos. Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos. Inc.
571748BG6
1010000.00000000
PA
USD
1173963.40000000
0.100517621392
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Brooklyn Union Gas Co.
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co.
114259AQ7
965000.00000000
PA
USD
1181758.30000000
0.101185039820
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
AZ4598605
40250000.00000000
PA
383671.17000000
0.032850865201
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health California GO
254010AB7
166000.00000000
PA
USD
194613.42000000
0.016663277636
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
267200.32000000
0.022878345782
N/A
DFE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
20138000.00000000
GBP
26111192.59000000
USD
2020-03-31
267200.32000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
875000.00000000
PA
USD
937860.00000000
0.080301870057
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.12500000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc.
718172CD9
575000.00000000
PA
USD
590910.25000000
0.050595182768
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
2.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAJ7
525000.00000000
PA
USD
560033.25000000
0.047951418409
Long
DBT
CORP
FR
Y
2
2028-01-11
Fixed
3.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
500000.00000000
PA
USD
508905.00000000
0.043573692429
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGL8
275000.00000000
PA
USD
309135.75000000
0.026468960001
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
Anthem Inc.
8MYN82XMYQH89CTMTH67
Anthem Inc.
94973VBJ5
275000.00000000
PA
USD
295465.50000000
0.025298479717
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
Schneider Electric SE
N/A
30104.00000000
NS
3058577.52000000
0.261882897844
Long
EC
CORP
FR
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
615000.00000000
PA
USD
638929.65000000
0.054706721397
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
McDonald's Corp.
UE2136O97NLB5BYP9H04
McDonald's Corp.
580135101
76464.00000000
NS
USD
14847014.88000000
1.271237774975
Long
EC
CORP
US
N
1
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL / EASTERN TRANSN CORRIDOR AGY CALIF TOLL RD REV TAXABLE REF BDS 2019A
345105JE1
55000.00000000
PA
USD
59400.00000000
0.005085973473
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09400000
N
N
N
N
N
N
Sinopec Group Overseas Development 2018 Ltd.
549300C6OZZ8LTVR8209
Sinopec Group Overseas Development 2018 Ltd.
82939GAL2
1170000.00000000
PA
USD
1226405.70000000
0.105007859551
Long
DBT
CORP
VG
Y
2
2029-11-12
Fixed
2.95000000
N
N
N
N
N
N
Chubb INA Holdings Inc.
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc.
171239AC0
1455000.00000000
PA
1654878.06000000
0.141694712361
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.87500000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFJ2
910000.00000000
PA
USD
1008088.90000000
0.086315040469
Long
DBT
CORP
US
N
2
2028-01-22
Fixed
3.25000000
N
N
N
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334JW2
860000.00000000
PA
USD
1005297.00000000
0.086075991153
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
CK Hutchison International 17 II Ltd.
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd.
12563XAB7
1275000.00000000
PA
USD
1317355.50000000
0.112795204167
Long
DBT
CORP
KY
Y
2
2023-03-29
Fixed
2.75000000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
Boeing Co.
097023BX2
727000.00000000
PA
USD
785516.23000000
0.067257823374
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.25000000
N
N
N
N
N
N
Starbucks Corp.
OQSJ1DU9TAOC51A47K68
Starbucks Corp.
855244AS8
730000.00000000
PA
USD
874255.30000000
0.074855879873
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
Fannie Mae REMICS
3136ANUP0
451278.71000000
PA
USD
464058.92000000
0.039733861229
Long
ABS-CBDO
CORP
US
N
2
2045-05-25
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.
709599AN4
1405000.00000000
PA
USD
1507663.35000000
0.129089828356
Long
DBT
CORP
US
Y
2
2023-01-17
Fixed
4.25000000
N
N
N
N
N
N
State of California
N/A
California GO
13063A5G5
180000.00000000
PA
USD
309106.80000000
0.026466481231
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Goldman Sachs Group Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc.
38141GWQ3
1375000.00000000
PA
USD
1450185.00000000
0.124168391262
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
Mercy Health/OH
RV2KCMRGYKSCKT5REH48
Mercy Health/OH
58942HAC5
370000.00000000
PA
USD
431797.40000000
0.036971550877
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.30200000
N
N
N
N
N
N
Oglethorpe Power Corp.
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp.
677050AN6
161000.00000000
PA
USD
202855.17000000
0.017368956456
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137ACCY3
193956.85000000
PA
USD
200419.49000000
0.017160407569
Long
ABS-CBDO
CORP
US
N
2
2040-11-15
Fixed
3.50000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780086QC1
1875000.00000000
PA
1448931.41000000
0.124061055816
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
2.94900000
N
N
N
N
N
N
Tyson Foods Inc.
WD6L6041MNRW1JE49D58
Tyson Foods Inc.
902494BH5
400000.00000000
PA
USD
521844.00000000
0.044681561297
Long
DBT
CORP
US
N
2
2048-09-28
Fixed
5.10000000
N
N
N
N
N
N
TOTAL SA
529900S21EQ1BO4ESM68
Total SA
N/A
172153.00000000
NS
7440927.37000000
0.637110424556
Long
EC
CORP
FR
N
2
N
N
N
Penske Truck Leasing Co. Lp / PTL Finance Corp.
N/A
Penske Truck Leasing Co. Lp / PTL Finance Corp.
709599AS3
145000.00000000
PA
USD
149265.90000000
0.012780511916
Long
DBT
CORP
US
Y
2
2022-02-01
Fixed
3.37500000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
Illinois GO
452151LF8
660000.00000000
PA
USD
772200.00000000
0.066117655149
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
UniCredit SPA
549300TRUWO2CD2G5692
UniCredit SPA
N/A
1700000.00000000
PA
2047589.13000000
0.175319595940
Long
DBT
CORP
IT
N
2
2029-02-20
Variable
4.87500000
N
N
N
N
N
N
Diageo plc
213800ZVIELEA55JMJ32
Diageo plc
N/A
336037.00000000
NS
11989811.84000000
1.026597053282
Long
EC
CORP
GB
N
2
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
Bayer US Finance LLC
07274EAG8
770000.00000000
PA
USD
822090.50000000
0.070389401943
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.37500000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
1100000.00000000
PA
1473664.75000000
0.126178784960
Long
DBT
NUSS
GB
N
2
2029-10-22
Fixed
0.87500000
N
N
N
N
N
N
Veolia Environnement SA
969500LENY69X51OOT31
Veolia Environnement SA
N/A
400000.00000000
PA
488320.37000000
0.041811185996
Long
DBT
CORP
FR
N
2
2028-01-10
Fixed
1.59000000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
SABSM 1 3/4 05/10/24
N/A
1800000.00000000
PA
2020096.27000000
0.172965589936
Long
DBT
CORP
ES
N
2
2024-05-10
Fixed
1.75000000
N
N
N
N
N
N
National Retail Properties Inc.
5493008JKH5SOTI0JS97
National Retail Properties Inc.
637417AG1
805000.00000000
PA
USD
873103.00000000
0.074757217125
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.90000000
N
N
N
N
N
N
Shandong Weigao Group Medical Polymer Co. Ltd.
5299005WQUU15JQU8S60
Shandong Weigao Group Medical Polymer Co. Ltd.
N/A
5101490.00000000
NS
6656820.09000000
0.569973238931
Long
EC
CORP
CN
N
2
N
N
N
General Motors Financial Co. Inc.
5493008B6JBRUJ90QL97
General Motors Financial Co. Inc.
37045XAW6
1310000.00000000
PA
USD
1343208.50000000
0.115008801342
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc.
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc.
035240AM2
670000.00000000
PA
USD
773427.90000000
0.066222790954
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
Legrand SA
969500XXRPGD7HCAFA90
Legrand SA
N/A
38850.00000000
NS
2981839.00000000
0.255312357826
Long
EC
CORP
FR
N
2
N
N
N
Bell Canada Inc.
549300O5ZKB2MUUSKB97
Bell Canada Inc.
07813ZBC7
975000.00000000
PA
755284.51000000
0.064669309469
Long
DBT
CORP
CA
N
2
2023-03-22
Fixed
3.35000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJT0
206261.95000000
PA
USD
218229.27000000
0.018685324549
Long
ABS-CBDO
CORP
US
N
2
2049-12-01
Fixed
4.00000000
N
N
N
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
N/A
828000000.00000000
PA
7899443.19000000
0.676369671988
Long
DBT
NUSS
JP
N
2
2028-12-20
Fixed
0.10000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd.
632525AS0
1050000.00000000
PA
USD
1134661.50000000
0.097152496462
Long
DBT
CORP
AU
Y
2
2034-08-02
Variable
3.93300000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AD3
594000.00000000
PA
USD
642583.26000000
0.055019552434
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81200000
N
N
N
N
N
N
Healthpeak Properties Inc.
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc.
42250PAA1
420000.00000000
PA
USD
440584.20000000
0.037723898212
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Oracle Corp.
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp.
68389XBQ7
220000.00000000
PA
USD
266178.00000000
0.022790812240
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Bank of Nova Scotia
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia
064159QE9
1205000.00000000
PA
USD
1263647.35000000
0.108196580831
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
Boeing Co.
RVHJWBXLJ1RFUBSY1F30
BA 3 3/8 06/15/46
097023BS3
300000.00000000
PA
USD
307497.00000000
0.026328646212
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Strip Principal
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803EY5
660000.00000000
PA
USD
412500.00000000
0.035319260229
Long
DBT
UST
US
N
2
2047-05-15
None
0.00000000
N
N
N
N
N
N
Truist Financial Corp.
549300DRQQI75D2JP341
Truist Financial Corp.
05531FBD4
510000.00000000
PA
USD
523163.10000000
0.044794505869
Long
DBT
CORP
US
N
2
2021-09-03
Fixed
3.20000000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp.
N/A
1250000.00000000
PA
1391385.52000000
0.119133835782
Long
DBT
CORP
US
N
2
2020-07-23
Fixed
1.80000000
N
N
N
N
N
N
Brandywine Operating Partnership LP
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
890000.00000000
PA
USD
970918.80000000
0.083132445476
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
400000.00000000
PA
USD
447568.00000000
0.038321868272
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Syngenta Finance NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAC8
550000.00000000
PA
USD
620251.50000000
0.053107452451
Long
DBT
CORP
NL
Y
2
2028-04-24
Fixed
5.18200000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BA6
1050000.00000000
PA
USD
1118848.50000000
0.095798548675
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
Carrier Global Corp.
549300JE3W6CWY2NAN77
Carrier Global Corp.
14448CAA2
68000.00000000
PA
USD
68944.52000000
0.005903198650
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
N/A
N/A
5YR TREASURY NOTE JUN20
N/A
8.00000000
NC
USD
982000.00000000
0.084081244958
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
US 5YR NOTE (CBT) Jun20
2020-06-30
969517.28000000
USD
12482.72000000
N
N
N
Georgia Power Co.
D981X4Z4RWS7PDMJUZ03
Georgia Power Co.
373334KN0
255000.00000000
PA
USD
283305.00000000
0.024257267925
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DAZ8
575000.00000000
PA
USD
603364.75000000
0.051661567560
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22200000
N
N
N
N
N
N
Wells Fargo & Co.
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co.
94974BGU8
800000.00000000
PA
USD
1008976.00000000
0.086390996143
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Towd Point Mortgage Trust 2018-1
N/A
Towd Point Mortgage Trust 2018-1
89176EAA8
233587.33000000
PA
USD
239228.46000000
0.020483326625
Long
ABS-CBDO
CORP
US
Y
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
Catholic Health Initiatives Colorado GO
14916RAF1
770000.00000000
PA
USD
832485.50000000
0.071279447301
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824100
42460.00000000
NS
USD
3270693.80000000
0.280044813219
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc.
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc.
25746UDA4
140000.00000000
PA
USD
142455.60000000
0.012197397351
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.71500000
N
N
N
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
026874DA2
73000.00000000
PA
USD
89392.88000000
0.007654037312
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
1265000.00000000
PA
1537874.01000000
0.131676539052
Long
DBT
CORP
DE
N
2
2029-05-22
Fixed
1.62500000
N
N
N
N
N
N
Florida Power & Light Co.
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co.
341081FP7
275000.00000000
PA
USD
324739.25000000
0.027804969884
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
American Tower Corp.
5493006ORUSIL88JOE18
American Tower Corp.
03027X100
35476.00000000
NS
USD
8045956.80000000
0.688914526094
Long
EC
CORP
US
N
1
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
Chesapeake Funding II LLC
165183BN3
582929.39000000
PA
USD
592291.24000000
0.050713426514
Long
ABS-CBDO
CORP
US
Y
2
2030-08-15
Fixed
3.23000000
N
N
N
N
N
N
KKR Clo 17 Ltd.
549300I0HBY0ZQ3YIB77
KKR Clo 17 Ltd.
48251FAA9
730000.00000000
PA
USD
731707.03000000
0.062650547889
Long
ABS-CBDO
CORP
KY
Y
2
2029-04-15
Floating
3.17125000
N
N
N
N
N
N
N/A
N/A
EUR OAT 10YRS DEC9
N/A
14.00000000
NC
2607487.05000000
0.223259427063
N/A
DE
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
N/A
N/A
Euro-OAT Future Mar20
2020-03-08
2533049.44000000
USD
74093.52000000
N
N
N
American International Group Inc.
ODVCVCQG2BP6VHV36M30
American International Group Inc.
026874DL8
45000.00000000
PA
USD
56789.10000000
0.004862421820
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
Freddie Mac
N/A
Freddie Mac Gold Pool
3132XUSH9
1989096.66000000
PA
USD
2090520.70000000
0.178995502105
Long
ABS-CBDO
CORP
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fox Corp.
549300DDU6FDRBIELS05
Fox Corp.
35137LAB1
160000.00000000
PA
USD
173305.60000000
0.014838849904
Long
DBT
CORP
US
Y
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
1045000.00000000
PA
USD
1158424.30000000
0.099187125594
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
State of California
N/A
California GO
13063BBU5
140000.00000000
PA
USD
228110.40000000
0.019531371099
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
BAT Capital Corp.
2138005GYEXN7XRHFA84
BAT Capital Corp.
05526DBB0
925000.00000000
PA
USD
974709.50000000
0.083457014493
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
Comcast Corp.
51M0QTTNCGUN7KFCFZ59
Comcast Corp.
20030NCK5
40000.00000000
PA
USD
47289.60000000
0.004049051366
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Strip Principal
254900HROIFWPRGM1V77
United States Treasury Strip Principal
912803EZ2
755000.00000000
PA
USD
469813.85000000
0.040226612430
Long
DBT
UST
US
N
2
2047-08-15
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2J2
470000.00000000
PA
USD
485439.50000000
0.041564518851
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
Dominion Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AJ4
660000.00000000
PA
USD
780252.00000000
0.066807087109
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp.
637432NL5
400000.00000000
PA
USD
424620.00000000
0.036357004311
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.95000000
N
N
N
N
N
N
United Technologies Corp.
I07WOS4YJ0N7YRFE7309
United Technologies Corp.
913017CU1
380000.00000000
PA
436408.87000000
0.037366396232
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
1.15000000
N
N
N
N
N
N
Macquarie Group Ltd.
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd.
55608JAL2
1025000.00000000
PA
USD
1094915.25000000
0.093749325197
Long
DBT
CORP
AU
Y
2
2024-03-27
Variable
4.15000000
N
N
N
N
N
N
Lockheed Martin Corp.
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp.
539830BL2
253000.00000000
PA
USD
336907.45000000
0.028846840969
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAS9
1490000.00000000
PA
USD
1629508.70000000
0.139522525627
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JJ0
35000.00000000
PA
USD
39526.55000000
0.003384360013
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
AstraZeneca plc
PY6ZZQWO2IZFZC3IOL08
AstraZeneca plc
046353AT5
755000.00000000
PA
USD
865985.00000000
0.074147756532
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBK 4 5/8 05/23/29
N/A
200000.00000000
PA
309143.31000000
0.026469607306
Long
DBT
CORP
NL
N
2
2029-05-23
Fixed
4.62500000
N
N
N
N
N
N
General Motors Co.
54930070NSV60J38I987
General Motors Co.
37045VAN0
475000.00000000
PA
USD
500944.50000000
0.042892094923
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.20000000
N
N
N
N
N
N
ViacomCBS Inc.
5KYC8KF17ROCY24M3H09
ViacomCBS Inc.
92553PAT9
800000.00000000
PA
USD
863168.00000000
0.073906558093
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
36609.55000000
0.003134599329
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
4262000.00000000
AUD
2815238.53000000
USD
2020-03-31
36609.55000000
N
N
N
Derwent London plc
213800BXKQ9KZNUR1M61
Derwent London plc
N/A
191018.00000000
NS
9662038.43000000
0.827287393105
Long
EC
CORP
GB
N
2
N
N
N
TJX Cos. Inc.
V167QI9I69W364E2DY52
TJX Cos. Inc.
872540109
156510.00000000
NS
USD
9359298.00000000
0.801366016065
Long
EC
CORP
US
N
1
N
N
N
Northwestern Mutual Life Insurance Co.
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co.
668138AA8
230000.00000000
PA
USD
269509.40000000
0.023076054867
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications Inc.
92343VCZ5
118000.00000000
PA
USD
157778.98000000
0.013509422674
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67200000
N
N
N
N
N
N
Caterpillar Inc.
WRJR7GS4GTRECRRTVX92
Caterpillar Inc.
149123101
40900.00000000
NS
USD
5081416.00000000
0.435083282516
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac REMICS
N/A
Freddie Mac REMICS
3137BWQU1
203189.74000000
PA
USD
208078.49000000
0.017816189906
Long
ABS-CBDO
CORP
US
N
2
2040-09-15
Fixed
3.50000000
N
N
N
N
N
N
Westlake Automobile Receivables Trust 2018-3
5493000EWZKZ6H2PNY04
Westlake Automobile Receivables Trust 2018-3
96042GAC6
183624.74000000
PA
USD
183958.94000000
0.015751014965
Long
ABS-CBDO
CORP
US
Y
2
2022-01-18
Fixed
2.98000000
N
N
N
N
N
N
John Deere Capital Corp.
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp.
24422EUE7
985000.00000000
PA
USD
1072852.15000000
0.091860228541
Long
DBT
CORP
US
N
2
2025-03-13
Fixed
3.45000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
860000.00000000
PA
USD
1135492.40000000
0.097223640155
Long
DBT
CORP
US
Y
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
FCE Bank plc
TU5V87TL5Q0UV1EW4H93
F 0.869 09/13/21
N/A
1800000.00000000
PA
1996604.24000000
0.170954144794
Long
DBT
CORP
GB
N
2
2021-09-13
Fixed
0.86900000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
New York Metropolitan Transportation Authority Revenue (Transit Revenue)
59259YBY4
170000.00000000
PA
USD
262461.30000000
0.022472579284
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
6.66800000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co.
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co.
668138AC4
36000.00000000
PA
USD
39948.48000000
0.003420486693
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Infraestructura Energetica Nova SAB de CV
715K4H1JYF3O6JOK1411
Infraestructura Energetica Nova SAB de CV
456829AB6
980000.00000000
PA
USD
993475.00000000
0.085063762561
Long
DBT
CORP
MX
Y
2
2048-01-14
Fixed
4.87500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAD5
650000.00000000
PA
USD
670904.00000000
0.057444443551
Long
DBT
CORP
NL
Y
2
2022-05-27
Fixed
2.90000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
N/A
1675000.00000000
PA
1832867.87000000
0.156934635798
Long
DBT
CORP
DK
N
2
2025-08-27
Variable
0.50000000
N
N
N
N
N
N
National Australia Bank Ltd.
F8SB4JFBSYQFRQEH3Z21
NAB 2.4 12/07/21
63253WAJ0
575000.00000000
PA
USD
587517.75000000
0.050304708610
Long
DBT
CORP
AU
Y
2
2021-12-07
Fixed
2.40000000
N
N
N
N
N
N
FirstEnergy Corp.
549300SVYJS666PQJH88
FirstEnergy Corp.
337932AH0
1025000.00000000
PA
USD
1133219.50000000
0.097029028891
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.90000000
N
N
N
N
N
N
United Parcel Service Inc.
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc.
911312106
91704.00000000
NS
USD
8298294.96000000
0.710520337340
Long
EC
CORP
US
N
1
N
N
N
Evergy Kansas Central Inc.
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc.
95709TAQ3
525000.00000000
PA
USD
567593.25000000
0.048598724124
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.25000000
N
N
N
N
N
N
Fidelity National Information Services Inc.
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc.
31620MBE5
835000.00000000
PA
1020499.45000000
0.087377662154
Long
DBT
CORP
US
N
2
2030-05-21
Fixed
2.00000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc.
N/A
1000000.00000000
PA
1290367.47000000
0.110484422944
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
CURRENCY CONTRACT - USD
N/A
1.00000000
NC
N/A
-21360.58000000
-0.00182894517
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
1434000.00000000
CHF
1468476.90000000
USD
2020-03-31
-21360.58000000
N
N
N
Autoliv Inc.
A23RUXWKASG834LTMK28
Autoliv Inc.
052800109
103826.00000000
NS
USD
6928308.98000000
0.593218782580
Long
EC
CORP
US
N
1
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
Georgia Municipal Electric Power Authority Revenue
626207YM0
94000.00000000
PA
USD
144534.40000000
0.012375389298
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
Commonwealth Edison Co.
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co.
202795JM3
245000.00000000
PA
USD
294786.45000000
0.025240337793
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
700000.00000000
PA
912036.38000000
0.078090788470
Long
DBT
NUSS
GB
N
2
2025-06-07
Fixed
0.62500000
N
N
N
N
N
N
Welltower Inc.
T6IZ0MBEG5ACZDTR7D06
Welltower Inc.
42217KBF2
275000.00000000
PA
USD
302343.25000000
0.025887369516
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
First Investors Auto Owner Trust
N/A
First Investors Auto Owner Trust
32059AAB6
76359.97000000
PA
USD
76484.44000000
0.006548785066
Long
ABS-CBDO
CORP
US
Y
2
2022-12-15
Fixed
2.41000000
N
N
N
N
N
N
Bank of America Corp.
9DJT3UXIJIZJI4WXO774
Bank of America Corp.
06051GEU9
570000.00000000
PA
USD
598209.30000000
0.051220145305
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
3980000.00000000
PA
USD
4084475.00000000
0.349722752547
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
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
109862.00000000
PA
USD
117350.19000000
0.010047810663
Long
ABS-CBDO
CORP
US
N
2
2058-07-25
Fixed
3.50000000
N
N
N
N
N
N
Conagra Brands Inc.
54930035UDEIH090K650
Conagra Brands Inc.
205887CD2
600000.00000000
PA
USD
731202.00000000
0.062607305983
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
CVS Health Corp.
549300EJG376EN5NQE29
CVS Health Corp.
126650CU2
1455000.00000000
PA
USD
1510930.20000000
0.129369544054
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAA1
450000.00000000
PA
USD
462168.00000000
0.039571956028
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
Engie SA
N/A
546978.00000000
NS
9134079.01000000
0.782082214571
Long
EC
CORP
FR
N
2
N
N
N
Fannie Mae or Freddie Mac
N/A
Fannie Mae or Freddie Mac
01F022634
3600000.00000000
PA
USD
-3673692.00000000
-0.31455050606
Short
ABS-CBDO
CORP
US
N
2
2050-03-01
Fixed
2.50000000
N
N
N
N
N
N
Lundin Petroleum AB
549300IULC8F8IGXKI15
Lundin Petroleum AB
N/A
255410.00000000
NS
7291522.61000000
0.624318023106
Long
EC
CORP
SE
N
2
N
N
N
Japan Government Ten Year Bond
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
N/A
158800000.00000000
PA
1514469.39000000
0.129672578169
Long
DBT
NUSS
JP
N
2
2029-03-20
Fixed
0.10000000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
Chicago IL Transit Authority Sales Tax Receipts Revenue
167725AF7
55000.00000000
PA
USD
80438.05000000
0.006887302837
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
United Kingdom Gilt
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
N/A
430000.00000000
PA
553949.03000000
0.047430472592
Long
DBT
NUSS
GB
N
2
2022-07-22
Fixed
0.50000000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
AbbVie Inc.
00287YAW9
475000.00000000
PA
USD
544782.25000000
0.046645590439
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
City of Montreal Canada
614852PJ4
750000.00000000
PA
616264.99000000
0.052766117702
Long
DBT
NUSS
CA
N
2
2036-12-01
Fixed
3.15000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc.
N/A
1607022.00000000
NS
7851844.61000000
0.672294164998
Long
EC
CORP
JP
N
2
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
N/A
500000.00000000
PA
628408.81000000
0.053805901311
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
2020-03-31
VANGUARD WORLD FUND
Christine M. Buchanan
Christine M. Buchanan
Treasurer