0001752724-24-093374.txt : 20240429
0001752724-24-093374.hdr.sgml : 20240429
20240429092907
ACCESSION NUMBER: 0001752724-24-093374
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240429
DATE AS OF CHANGE: 20240429
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD WORLD FUND
CENTRAL INDEX KEY: 0000052848
ORGANIZATION NAME:
IRS NUMBER: 046035483
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0831
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01027
FILM NUMBER: 24887250
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD WORLD FUNDS
DATE OF NAME CHANGE: 20020402
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD WORLD FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: IVEST FUND INC
DATE OF NAME CHANGE: 19850923
0000052848
S000059218
Vanguard Global Wellesley Income Fund
C000194068
Admiral Shares
VGYAX
C000194069
Investor Shares
VGWIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000052848
XXXXXXXX
S000059218
C000194069
C000194068
VANGUARD WORLD FUND
811-01027
0000052848
549300MP6BT0L4Q61L10
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD GLOBAL WELLESLEY INCOME FUND
S000059218
549300H6U6518MSWEQ81
2024-08-31
2024-02-29
N
541744215.99
20647996.14
521096219.85
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
9986558.50000000
0.00000000
0.00000000
1550689.96000000
AUD
CAD
CHF
EUR
GBP
JPY
USD
N
6.50% Bloomberg Global Aggregate Securitized Bond Index Hedged,52.00% Bloomberg Global Aggregate Credit Index Hedged in USD,35.00% FTSE Custom Developed High Dividend Yield UK UCITS Index,6.50% Bloomberg Global Aggregate Treasuries Index Hedged
6.50% H03444US,52.00% H03434US,35.00% GPVAN103,6.50% H03432US
Fannie Mae Pool
N/A
FN FS7075
3140XN2H6
1435999.07000000
PA
USD
1188560.10000000
0.228088413372
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FQ1
100000.00000000
PA
USD
83932.72000000
0.016106952382
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743756AE8
245000.00000000
PA
USD
189360.94000000
0.036338958677
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
3.93000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ADB8
717000.00000000
PA
USD
725084.81000000
0.139146050648
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.75000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
610000.00000000
PA
647978.97000000
0.124349197963
Long
DBT
CORP
DK
N
2
2025-08-27
Variable
0.50000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDG1
92000.00000000
PA
USD
82843.38000000
0.015897904618
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.37500000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
42017.00000000
NS
USD
3858421.11000000
0.740443120295
Long
EC
CORP
US
N
1
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CODELCO INC
N/A
800000.00000000
PA
USD
752453.08000000
0.144398107554
Long
DBT
CORP
CL
N
2
2027-08-01
Fixed
3.62500000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
KENVUE INC
49177J102
156812.00000000
NS
USD
2979428.00000000
0.571761583850
Long
EC
CORP
US
N
1
N
N
N
RTX Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CW7
550000.00000000
PA
USD
488433.13000000
0.093731850547
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
96000.00000000
PA
USD
93203.90000000
0.017886120921
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 3.5 3/24
01F032633
480000.00000000
PA
USD
426675.00000000
0.081880271578
Long
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
3.50000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
SORT 2020-1 A1
12530MAA3
168873.91000000
PA
USD
157112.45000000
0.030150372237
Long
ABS-CBDO
CORP
US
Y
2
2060-07-15
Fixed
1.69000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL
045054AR4
325000.00000000
PA
USD
326734.65000000
0.062701404760
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
DAE Funding LLC
635400SZTPQL3Y1P2C76
DAE FUNDING LLC
23371DAJ3
1125000.00000000
PA
USD
1103499.32000000
0.211764982735
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
1.55000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCG4
6000.00000000
PA
USD
4732.35000000
0.000908152817
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAP3
175000.00000000
PA
USD
165397.29000000
0.031740259034
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BL7
80000.00000000
PA
USD
65861.95000000
0.012639114906
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG
H5820Q150
48783.00000000
NS
4922086.36000000
0.944563819982
Long
EC
CORP
CH
N
2
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
EATON CORP
278062AJ3
80000.00000000
PA
USD
73811.13000000
0.014164587496
Long
DBT
CORP
US
N
2
2052-08-23
Fixed
4.70000000
N
N
N
N
N
N
SSM Health Care Corp
5493000QP6H63JFPC580
SSM HEALTH CARE
784710AA3
380000.00000000
PA
USD
364574.63000000
0.069963015679
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.82300000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
TOLEDO HOSPITAL
889184AD9
150000.00000000
PA
USD
150358.89000000
0.028854342878
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449W7M3
600000.00000000
PA
USD
543246.06000000
0.104250623839
Long
DBT
CORP
US
Y
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4 3/24
01F040636
1101000.00000000
PA
USD
1012747.97000000
0.194349513855
Long
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
AUD/GBP FWD 20240328
N/A
1.00000000
NC
-1410.06000000
-0.00027059493
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1016172.57000000
GBP
1970000.00000000
AUD
2024-03-28
-1410.06000000
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2Z5
1097000.00000000
PA
USD
957164.59000000
0.183682888790
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.61100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761J3R8
2100000.00000000
PA
USD
2002267.03000000
0.384241326981
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBV2
786000.00000000
PA
USD
732365.79000000
0.140543293561
Long
DBT
CORP
US
Y
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VBB8
1160000.00000000
PA
USD
1072061.61000000
0.205731987522
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Wheels Fleet Lease Funding 1 LLC
549300BSFY0E0XXREF43
WFLF 2023-1A A
96328GAS6
1425000.00000000
PA
USD
1426001.08000000
0.273654082620
Long
ABS-CBDO
CORP
US
Y
2
2038-04-18
Fixed
5.80000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4143 AH
3137AX6T5
530618.96750000
PA
USD
481608.45000000
0.092422173037
Long
ABS-MBS
USGSE
US
N
2
2042-09-15
Fixed
1.75000000
N
N
N
N
N
N
Sika Capital BV
549300QW8B2Z3FSBS808
SIKA CAPITAL BV
N/A
955000.00000000
PA
902475.07000000
0.173187798264
Long
DBT
CORP
NL
N
2
2031-04-29
Fixed
1.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUBISHI UFJ F
N/A
406853.00000000
NS
4179524.73000000
0.802063912726
Long
EC
CORP
JP
N
2
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAB9
2965000.00000000
PA
USD
2658313.74000000
0.510138749570
Long
DBT
CORP
US
Y
2
2029-09-23
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20240328
N/A
1.00000000
NC
426594.39000000
0.081864802266
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
75058000.00000000
EUR
81630708.97000000
USD
2024-03-28
426594.39000000
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAR8
225000.00000000
PA
USD
230140.05000000
0.044164597867
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.90000000
N
N
N
N
N
N
City of Toronto Canada
54930037NB6NXS8EKP78
CITY OF TORONTO
891288DR0
1000000.00000000
PA
583137.38000000
0.111905893343
Long
DBT
NUSS
CA
N
2
2048-08-01
Fixed
3.20000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
N/A
1225000.00000000
PA
1499161.89000000
0.287693871667
Long
DBT
CORP
CH
N
2
2029-03-01
Variable
7.75000000
N
N
N
N
N
N
Unilever PLC
549300MKFYEKVRWML317
UNILEVER PLC
N/A
63026.00000000
NS
3077829.55000000
0.590645150119
Long
EC
CORP
GB
N
2
N
N
N
Freddie Mac Pool
N/A
FR SD8128
3132DWA52
297290.93000000
PA
USD
234598.86000000
0.045020257500
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
09857LAW8
120000.00000000
PA
136809.70000000
0.026254210794
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAJ9
584000.00000000
PA
USD
545123.24000000
0.104610860573
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AD2
625000.00000000
PA
USD
530666.01000000
0.101836472763
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
181000.00000000
PA
94269.83000000
0.018090676233
Long
DBT
NUSS
AU
N
2
2031-11-21
Fixed
1.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBZ7
1350000.00000000
PA
USD
1038230.68000000
0.199239725879
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
Anglo American Capital PLC
TINT358G1SSHR3L3PW36
ANGLO AMERICAN
N/A
625000.00000000
PA
703644.24000000
0.135031537976
Long
DBT
CORP
GB
N
2
2032-09-21
Fixed
4.75000000
N
N
N
N
N
N
Banco BPM SpA
815600E4E6DCD2D25E30
BANCO BPM SPA
N/A
1295000.00000000
PA
1285384.42000000
0.246669304254
Long
DBT
CORP
IT
N
2
2027-03-15
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD2712
3132DQAM8
135856.11000000
PA
USD
131003.11000000
0.025139907949
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA8149
36179XBS4
179419.22000000
PA
USD
162216.41000000
0.031129838179
Long
ABS-MBS
USGA
US
N
2
2052-07-20
Fixed
3.50000000
N
N
N
N
N
N
KUBOTA CREDIT OWNER TRUST KCOT_23-2
N/A
KCOT 2023-2A A3
500945AC4
685000.00000000
PA
USD
686688.60000000
0.131777697446
Long
ABS-CBDO
CORP
US
Y
2
2028-01-18
Fixed
5.28000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
N/A
860000.00000000
PA
957050.76000000
0.183661044456
Long
DBT
CORP
US
N
2
2034-11-02
Fixed
4.12500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CW3
1158000.00000000
PA
USD
1112908.19000000
0.213570574417
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
25160PAJ6
1545000.00000000
PA
USD
1548223.63000000
0.297108973549
Long
DBT
CORP
DE
N
2
2026-07-14
Variable
6.11900000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
3150000.00000000
PA
3031184.77000000
0.581693870447
Long
DBT
NUSS
N/A
N
2
2048-02-04
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CB4566
3140QQCC7
136030.57000000
PA
USD
132130.41000000
0.025356240357
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL
045054AQ6
205000.00000000
PA
USD
200455.77000000
0.038468091374
Long
DBT
CORP
US
Y
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2016-66 DE
3136ATPH1
13997.52000000
PA
USD
13721.45000000
0.002633189318
Long
ABS-MBS
USGSE
US
N
2
2040-09-25
Fixed
2.00000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
22535WAJ6
741000.00000000
PA
USD
764527.98000000
0.146715318760
Long
DBT
CORP
FR
Y
2
2029-10-03
Variable
6.31600000
N
N
N
N
N
N
Metropolitan Edison Co
N/A
METROPLTN EDISON
591894CE8
40000.00000000
PA
USD
39902.47000000
0.007657409223
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PAY7
285000.00000000
PA
USD
274693.86000000
0.052714613834
Long
DBT
NUSS
QA
Y
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7938
36179WZB7
223772.38000000
PA
USD
202395.29000000
0.038840291349
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-A
23503CAN7
175000.00000000
PA
USD
159052.69000000
0.030522710382
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.50700000
N
N
N
N
N
N
Banco de Sabadell SA
SI5RG2M0WQQLZCXKRM20
BANCO SABADELL
N/A
1700000.00000000
PA
1838867.00000000
0.352884348408
Long
DBT
CORP
ES
N
2
2026-08-28
Fixed
3.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172DH9
580000.00000000
PA
USD
570697.83000000
0.109518704657
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
5.12500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBM6
656000.00000000
PA
USD
635861.34000000
0.122023786736
Long
DBT
CORP
US
N
2
2053-05-17
Fixed
5.00000000
N
N
N
N
N
N
Carmila SA
222100P6D3QKU33LZQ72
CARMILA SA
N/A
700000.00000000
PA
787640.69000000
0.151150720346
Long
DBT
CORP
FR
N
2
2028-10-09
Fixed
5.50000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD8289
3132DWF65
325057.20000000
PA
USD
321809.73000000
0.061756297156
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
Japan Government Twenty Year Bond
N/A
JAPAN GOVT 20-YR
N/A
135400000.00000000
PA
853298.08000000
0.163750579546
Long
DBT
NUSS
JP
N
2
2043-06-20
Fixed
1.10000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CE8
250000.00000000
PA
USD
246534.26000000
0.047310698218
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
ARES MANAGEM- A
03990B101
36719.00000000
NS
USD
4870040.97000000
0.934576146302
Long
EC
CORP
US
N
1
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7829
36179WVW5
1110006.46000000
PA
USD
1003453.50000000
0.192565875893
Long
ABS-MBS
USGA
US
N
2
2052-01-20
Fixed
3.50000000
N
N
N
N
N
N
Pennsylvania Electric Co
O1PLQWO3TX952VMBJ146
PENN ELEC CO
708696BZ1
124000.00000000
PA
USD
114453.58000000
0.021964001203
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.60000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO
N/A
2630000.00000000
PA
2865504.41000000
0.549899289391
Long
DBT
CORP
IT
N
2
2028-06-30
Fixed
3.62500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDX7
215000.00000000
PA
USD
180694.30000000
0.034675803261
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAL5
95000.00000000
PA
USD
98592.14000000
0.018920141088
Long
DBT
CORP
US
N
2
2063-06-28
Fixed
6.10000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FM7130
3140XA4Q2
350564.92000000
PA
USD
292550.11000000
0.056141284249
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFU3
180000.00000000
PA
USD
114686.87000000
0.022008770286
Long
DBT
CORP
US
N
2
2050-11-20
Fixed
2.87500000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT
114894ZW1
80000.00000000
PA
USD
64826.14000000
0.012440339716
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
3.47700000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039482AD6
805000.00000000
PA
USD
686006.26000000
0.131646754259
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20240328
N/A
1.00000000
NC
-24339.02000000
-0.00467073432
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
769957000.00000000
JPY
5131419.32000000
USD
2024-03-28
-24339.02000000
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
9125.00000000
NS
USD
3774465.00000000
0.724331679298
Long
EC
CORP
US
N
1
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCF0
830000.00000000
PA
USD
630152.40000000
0.120928223233
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABF7
1550000.00000000
PA
USD
1555460.59000000
0.298497768885
Long
DBT
CORP
DK
Y
2
2026-01-09
Variable
6.46600000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140CM0
1131000.00000000
PA
USD
1130808.23000000
0.217005648270
Long
DBT
CORP
US
N
2
2054-02-21
Fixed
5.60000000
N
N
N
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
725000.00000000
PA
724577.13000000
0.139048625263
Long
DBT
CORP
BE
N
2
2036-03-17
Fixed
2.75000000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO TRANSIT SER B
167725AF7
33960.64000000
PA
USD
37744.20000000
0.007243230436
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFN6
8000.00000000
PA
USD
7953.75000000
0.001526349587
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS3492
3140XJ3A9
474997.09000000
PA
USD
464485.11000000
0.089136150351
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA8269
36179XFJ0
610339.64000000
PA
USD
596861.61000000
0.114539616152
Long
ABS-MBS
USGA
US
N
2
2052-09-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS5497
3140XMDB9
51675.98000000
PA
USD
48723.71000000
0.009350232863
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
4.00000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CT4
270000.00000000
PA
USD
268738.77000000
0.051571813373
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CA8933
3140QG4T1
160928.52000000
PA
USD
129025.62000000
0.024760421412
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BJ2
140000.00000000
PA
USD
136822.44000000
0.026256655640
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
4.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSN-TXB-E-BABS
59259YGF0
380000.00000000
PA
USD
419488.31000000
0.080501123213
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81400000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DR5
1949000.00000000
PA
USD
1759200.10000000
0.337596020271
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAE3
395000.00000000
PA
USD
386674.83000000
0.074204113419
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Columbia Pipelines Operating Co LLC
N/A
COLUMBIA PIPE OC
19828TAE6
402000.00000000
PA
USD
426557.52000000
0.081857726798
Long
DBT
CORP
US
Y
2
2043-08-15
Fixed
6.49700000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2U4
1481000.00000000
PA
USD
1367975.32000000
0.262518757168
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.45000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
600000.00000000
PA
767845.17000000
0.147351897931
Long
DBT
CORP
FR
N
2
2032-06-13
Fixed
5.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEK4
50000.00000000
PA
USD
45559.20000000
0.008742953463
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BU7
2390000.00000000
PA
2717799.08000000
0.521554173005
Long
DBT
CORP
US
N
2
2030-07-06
Fixed
4.87500000
N
N
N
N
N
N
Argenta Spaarbank NV
A6NZLYKYN1UV7VVGFX65
ARGENTA SPBNK
N/A
1600000.00000000
PA
1640561.88000000
0.314828973518
Long
DBT
CORP
BE
N
2
2026-10-13
Variable
1.00000000
N
N
N
N
N
N
Bulgaria Government International Bond
N/A
BGARIA-FLIRB-REG
N/A
2760000.00000000
PA
3115776.62000000
0.597927311945
Long
DBT
NUSS
BG
N
2
2033-01-27
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TZ1
608100.00000000
PA
USD
608100.00000000
0.116696298463
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BV5
890000.00000000
PA
USD
920838.93000000
0.176711880632
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.20000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
TSMC
N/A
171000.00000000
NS
3747383.23000000
0.719134602641
Long
EC
CORP
TW
N
2
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
2910000.00000000
PA
3127417.16000000
0.600161168104
Long
DBT
NUSS
RO
Y
2
2031-03-22
Fixed
5.37500000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KPN (KONIN) NV
N/A
794088.00000000
NS
2902759.31000000
0.557048621622
Long
EC
CORP
NL
N
2
N
N
N
Fannie Mae Pool
N/A
FN BM4882
3140J9M81
82630.01000000
PA
USD
79780.30000000
0.015310089952
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWV2
235000.00000000
PA
USD
221991.85000000
0.042600932715
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC
378272BQ0
554000.00000000
PA
USD
591038.01000000
0.113422049035
Long
DBT
CORP
US
Y
2
2033-10-06
Fixed
6.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
NY & NJ PORT AUTH
73358XCN0
160000.00000000
PA
USD
109214.40000000
0.020958586118
Long
DBT
MUN
US
N
2
2060-07-15
Fixed
3.17500000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
610000.00000000
PA
642054.94000000
0.123212358014
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.25000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20240328
N/A
1.00000000
NC
3421.33000000
0.000656563964
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
1104000.00000000
EUR
1197822.23000000
USD
2024-03-28
3421.33000000
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO CORP
422806AA7
1057000.00000000
PA
USD
1063721.05000000
0.204131407882
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
LONG GILT FUTURE Jun24
N/A
-13.00000000
NC
-614.65000000
-0.00011795326
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Long Gilt Future
2024-06-26
-1616935.48000000
GBP
-614.65000000
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
245427.00000000
NS
3938219.33000000
0.755756649152
Long
EC
CORP
FR
N
2
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JU2
370000.00000000
PA
USD
290703.78000000
0.055786967728
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
4.20000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
9364.00000000
NS
USD
3418328.20000000
0.655987909677
Long
EC
CORP
US
N
1
N
N
N
Toyota Motor Finance Netherlands BV
724500OPA8GZSQUNSR96
TOYOTA MOTOR FIN
N/A
805000.00000000
PA
926658.00000000
0.177828578427
Long
DBT
CORP
NL
N
2
2027-06-15
Fixed
2.13000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN MA4208
31418DVA7
503010.22000000
PA
USD
398246.03000000
0.076424663014
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05571AAR6
1415000.00000000
PA
USD
1468890.98000000
0.281884789036
Long
DBT
CORP
FR
Y
2
2029-10-19
Variable
6.71400000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS7074
3140XN2G8
1223997.84000000
PA
USD
967426.93000000
0.185652264044
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081GK7
125000.00000000
PA
USD
125907.13000000
0.024161973394
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.05000000
N
N
N
N
N
N
Columbia Pipelines Operating Co LLC
N/A
COLUMBIA PIPE OC
19828TAA4
225000.00000000
PA
USD
229172.85000000
0.043978989152
Long
DBT
CORP
US
Y
2
2030-08-15
Fixed
5.92700000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
N/A
425000.00000000
PA
507128.32000000
0.097319516181
Long
DBT
CORP
NL
N
2
2029-05-23
Fixed
4.62500000
N
N
N
N
N
N
Municipal Finance Authority of British Columbia
549300XJ89QPG8565B79
BRIT COL MUN FIN
626209JC5
600000.00000000
PA
456438.39000000
0.087591959529
Long
DBT
NUSS
CA
N
2
2027-12-01
Fixed
4.95000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
N/A
1075000.00000000
PA
1148320.14000000
0.220366238759
Long
DBT
NUSS
CA
N
2
2029-06-28
Fixed
0.25000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
N/A
510000.00000000
PA
556344.65000000
0.106764284369
Long
DBT
CORP
US
N
2
2032-05-17
Fixed
3.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDS7
961000.00000000
PA
USD
608772.80000000
0.116825410895
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
400000.00000000
PA
431209.63000000
0.082750481307
Long
DBT
CORP
FR
N
2
2035-01-11
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDT3
645000.00000000
PA
USD
644962.98000000
0.123770420016
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.95000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2021-215 KA
38383DY69
1233820.68000000
PA
USD
1066738.41000000
0.204710448735
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
2.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HX4
359000.00000000
PA
USD
364796.53000000
0.070005598986
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.87500000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP INDUSTRIAL T
529043AF8
1557000.00000000
PA
USD
1603421.39000000
0.307701596926
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.75000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KONINKLIJKE KPN
N/A
500000.00000000
PA
419914.74000000
0.080582956468
Long
DBT
CORP
NL
N
2
2033-11-15
Fixed
0.87500000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2L8
790000.00000000
PA
USD
780155.72000000
0.149714331112
Long
DBT
CORP
US
Y
2
2029-01-08
Fixed
5.50000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAB0
350000.00000000
PA
USD
287732.42000000
0.055216754418
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
32650000.00000000
PA
191386.58000000
0.036727685350
Long
DBT
NUSS
JP
N
2
2053-06-20
Fixed
1.20000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA
Y002A1105
423800.00000000
NS
3416331.00000000
0.655604640729
Long
EC
CORP
HK
N
2
N
N
N
Spain Government Bond
N/A
SPANISH GOV'T
N/A
420000.00000000
PA
398461.02000000
0.076465920269
Long
DBT
NUSS
ES
Y
2
2029-10-31
Fixed
0.60000000
N
N
N
N
N
N
Bundesschatzanweisungen
N/A
BUNDESSCHATZANW
N/A
5150000.00000000
PA
5572511.02000000
1.069382353532
Long
DBT
NUSS
DE
N
2
2025-12-12
Fixed
3.10000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL
04505AAA7
300000.00000000
PA
USD
293429.20000000
0.056309984379
Long
DBT
CORP
US
Y
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68333ZAC1
815000.00000000
PA
577649.95000000
0.110852838304
Long
DBT
NUSS
CA
N
2
2028-06-02
Fixed
2.90000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TBG3
1285000.00000000
PA
USD
1262174.24000000
0.242215197869
Long
DBT
NUSS
SA
Y
2
2034-01-16
Fixed
5.00000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BX9
471000.00000000
PA
USD
456286.15000000
0.087562744195
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
40483.00000000
NS
USD
5147413.45000000
0.987804795721
Long
EC
CORP
US
N
1
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BX1
174000.00000000
PA
USD
140347.82000000
0.026933187126
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
CONSTELLATION ST
21037XAD2
1681000.00000000
PA
USD
1679974.67000000
0.322392411613
Long
DBT
CORP
CA
Y
2
2034-02-16
Fixed
5.46100000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KS ST DEV EMPLOYEES-C
485428ZX7
410000.00000000
PA
USD
410036.57000000
0.078687304643
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.37100000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BT0
277000.00000000
PA
USD
264280.39000000
0.050716236259
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
4.90000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AG9
200000.00000000
PA
USD
167270.34000000
0.032099703208
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
MASS MUTUAL LIFE
575767AQ1
140000.00000000
PA
USD
96718.35000000
0.018560554906
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KN0
35000.00000000
PA
USD
26499.55000000
0.005085346811
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD3993
3132E0NJ7
160049.43000000
PA
USD
159539.85000000
0.030616197915
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.50000000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Jun24
N/A
-71.00000000
NC
USD
-15108.60000000
-0.00289938775
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Ultra 10-Year US Treasury Note Futures
2024-06-18
-8091094.53000000
USD
-15108.60000000
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAS0
858000.00000000
PA
USD
831519.43000000
0.159571188261
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CL4
340000.00000000
PA
USD
227866.59000000
0.043728313758
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABH3
280000.00000000
PA
USD
280355.50000000
0.053801100318
Long
DBT
CORP
DK
Y
2
2030-03-01
Variable
5.70500000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAA4
192407.89000000
PA
USD
163462.89000000
0.031369041603
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
0.86100000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L
N/A
165000.00000000
PA
182613.88000000
0.035044176688
Long
DBT
CORP
IT
N
2
2031-01-24
Fixed
4.75000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7473
36179WJS8
273849.41000000
PA
USD
240582.98000000
0.046168628908
Long
ABS-MBS
USGA
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBJ7
565000.00000000
PA
USD
496532.91000000
0.095286223750
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Isuzu Motors Ltd
529900C0QSXVCC7AR494
ISUZU MOTORS
N/A
259427.00000000
NS
3701745.83000000
0.710376642353
Long
EC
CORP
JP
N
2
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AX1
648000.00000000
PA
USD
527541.12000000
0.101236796565
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.95000000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L
N/A
2025000.00000000
PA
2007377.09000000
0.385221963532
Long
DBT
CORP
IT
N
2
2028-12-04
Fixed
2.00000000
N
N
N
N
N
N
American Medical Systems Europe BV
549300AA2JE6ZQ5D2493
AMER MED SYST EU
N/A
1250000.00000000
PA
1342143.52000000
0.257561553677
Long
DBT
CORP
NL
N
2
2032-03-08
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
EUR/GBP FWD 20240328
N/A
1.00000000
NC
329.04000000
0.000063143808
N/A
DFE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
244000.00000000
GBP
285035.74000000
EUR
2024-03-28
329.04000000
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BQ4
275000.00000000
PA
USD
225779.42000000
0.043327779285
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599AZ7
740000.00000000
PA
USD
726071.09000000
0.139335320875
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
Pernod Ricard SA
52990097YFPX9J0H5D87
PERNOD RICARD SA
N/A
21994.00000000
NS
3675939.03000000
0.705424236441
Long
EC
CORP
FR
N
2
N
N
N
KDDI Corp
5299003FU7V4I45FU310
KDDI CORP
J31843105
102490.00000000
NS
3098456.07000000
0.594603444041
Long
EC
CORP
JP
N
2
N
N
N
Gray Oak Pipeline LLC
N/A
GRAY OAK PIPE
38937LAB7
45000.00000000
PA
USD
41909.80000000
0.008042622149
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
3.45000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEW8
857000.00000000
PA
USD
815410.34000000
0.156479803333
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.05000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
23636TAE0
285000.00000000
PA
USD
270008.05000000
0.051815392189
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.94700000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAC9
700000.00000000
PA
USD
645000.65000000
0.123777649008
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7255
36179WBY3
125751.82000000
PA
USD
106610.31000000
0.020458853075
Long
ABS-MBS
USGA
US
N
2
2051-03-20
Fixed
2.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HDE2
105000.00000000
PA
USD
105197.99000000
0.020187824434
Long
DBT
CORP
US
N
2
2030-02-01
Variable
5.70000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAF0
710000.00000000
PA
USD
519556.61000000
0.099704544037
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC
378272BL1
255000.00000000
PA
USD
257426.40000000
0.049400934068
Long
DBT
CORP
US
Y
2
2033-05-08
Fixed
5.70000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWZ3
285000.00000000
PA
USD
273273.36000000
0.052442015426
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS3956
3140XKME7
41536.99000000
PA
USD
40056.43000000
0.007686954630
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HDB8
2752000.00000000
PA
USD
2853097.75000000
0.547518412400
Long
DBT
CORP
US
N
2
2027-10-29
Variable
7.14900000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7192
36179V7D6
111280.19000000
PA
USD
90820.06000000
0.017428654544
Long
ABS-MBS
USGA
US
N
2
2051-02-20
Fixed
2.00000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
GENERAL MILLS IN
N/A
765000.00000000
PA
835020.01000000
0.160242960549
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90700000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
N/A
1155000.00000000
PA
1296456.38000000
0.248794048126
Long
DBT
CORP
CH
N
2
2032-03-17
Variable
4.75000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD4010
3132E0N32
82802.86000000
PA
USD
77905.35000000
0.014950281163
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4.00000000
N
N
N
N
N
N
Corebridge Global Funding
54930057MDZ7KOVOTV71
COREBRIDGE GF
00138CAV0
160000.00000000
PA
USD
163082.93000000
0.031296126087
Long
DBT
CORP
US
Y
2
2028-09-19
Fixed
5.90000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AD3
659000.00000000
PA
USD
648743.02000000
0.124495821556
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81200000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
9467.00000000
NS
USD
3603234.87000000
0.691472079961
Long
EC
CORP
US
N
1
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175AZ7
305000.00000000
PA
USD
294677.22000000
0.056549483334
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L
N/A
785000.00000000
PA
884147.33000000
0.169670647439
Long
DBT
CORP
IT
N
2
2033-06-14
Fixed
5.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YFL4
155000.00000000
PA
USD
154843.78000000
0.029715007344
Long
DBT
CORP
US
N
2
2035-01-18
Variable
5.46600000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP FINANCE BV
N/A
1100000.00000000
PA
1087684.91000000
0.208730147824
Long
DBT
CORP
NL
N
2
2029-09-21
Fixed
1.87500000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARAB OIL
80414L2D6
585000.00000000
PA
USD
543237.82000000
0.104249042558
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS3575
3140XJ6M0
85711.96000000
PA
USD
81908.51000000
0.015718500131
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
LKQ Dutch Bond BV
724500O7KBK1ICWRWC17
LKQ DUTCH BOND
N/A
1230000.00000000
PA
1329849.28000000
0.255202250437
Long
DBT
CORP
NL
N
2
2031-03-13
Fixed
4.12500000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
200000.00000000
PA
219481.10000000
0.042119111910
Long
DBT
CORP
FR
N
2
2034-11-28
Fixed
3.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TK4
214700.00000000
PA
USD
183568.50000000
0.035227371262
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDK5
415000.00000000
PA
USD
399518.01000000
0.076668759968
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039482AE4
667000.00000000
PA
USD
635707.75000000
0.121994312333
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
4.50000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2015-179 NC
38379TAR0
62073.85900000
PA
USD
58426.47000000
0.011212222958
Long
ABS-MBS
USGA
US
N
2
2044-09-20
Fixed
2.75000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
TARGA RESOURCES
87612GAE1
465000.00000000
PA
USD
479420.24000000
0.092002248670
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYA6
1310000.00000000
PA
USD
1210888.66000000
0.232373334112
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20240328
N/A
1.00000000
NC
31488.61000000
0.006042763082
N/A
DFE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
10353000.00000000
CAD
7662747.34000000
USD
2024-03-28
31488.61000000
N
N
N
Fannie Mae Pool
N/A
FN FS2619
3140XH4D6
135869.81000000
PA
USD
131795.84000000
0.025292035324
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
700000.00000000
PA
803647.69000000
0.154222513882
Long
DBT
CORP
ES
N
2
2034-07-19
Variable
5.12500000
N
N
N
N
N
N
Avolon Holdings Funding Ltd
635400ZRKEX9L1BKCH30
AVOLON HDGS
05401AAM3
178000.00000000
PA
USD
164997.20000000
0.031663480507
Long
DBT
CORP
KY
Y
2
2026-02-21
Fixed
2.12500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA
N/A
156343.00000000
NS
5566110.57000000
1.068154087090
Long
EC
CORP
FR
N
2
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
134627.00000000
NS
USD
3575693.12000000
0.686186731699
Long
EC
CORP
US
N
1
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MEAG TXB-PLT VOGTLE
626207YF5
525000.00000000
PA
USD
591868.41000000
0.113581405401
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
P3 Group Sarl
529900GR62MT0O5VW110
P3 GROUP SARL
N/A
1530000.00000000
PA
1450210.22000000
0.278299892564
Long
DBT
CORP
LU
N
2
2029-01-26
Fixed
1.62500000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR QC9119
3133AUDY1
1186445.06000000
PA
USD
1025166.23000000
0.196732616923
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
155000.00000000
PA
206683.35000000
0.039663183520
Long
DBT
CORP
NL
N
2
2030-06-03
Fixed
6.25000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AC4
12000.00000000
PA
USD
8413.72000000
0.001614619273
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS3574
3140XJ6L2
192941.03000000
PA
USD
184672.81000000
0.035439291817
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Jun24
N/A
-55.00000000
NC
USD
223.74000000
0.000042936408
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
US 10YR NOTE (CBT)Jun24
2024-06-18
-6074286.24000000
USD
223.74000000
N
N
N
FinecoBank Banca Fineco SpA
549300L7YCATGO57ZE10
FINECOBANK SPA
N/A
289165.00000000
NS
4005958.82000000
0.768756069877
Long
EC
CORP
IT
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GLS6
1289000.00000000
PA
USD
1314030.65000000
0.252166605694
Long
DBT
CORP
US
N
2
2029-09-15
Variable
5.81900000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CJW2
7395000.00000000
PA
USD
7309495.31000000
1.402715090142
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD3913
3132E0K27
160864.97000000
PA
USD
159381.93000000
0.030585892571
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CB7133
3140QS4T5
1379896.18000000
PA
USD
1387483.66000000
0.266262468839
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
6.00000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KR1
700000.00000000
PA
USD
664386.44000000
0.127497842949
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.12500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBL2
401000.00000000
PA
USD
265444.01000000
0.050939538589
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB76
75000.00000000
PA
USD
69122.56000000
0.013264836198
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
N/A
N/A
GBP/JPY FWD 20240328
N/A
1.00000000
NC
-4199.54000000
-0.00080590490
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
65000000.00000000
JPY
341430.17000000
GBP
2024-03-28
-4199.54000000
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVT BK
N/A
2220000.00000000
PA
1722256.50000000
0.330506427487
Long
DBT
CORP
N/A
N
2
2048-10-16
Fixed
1.50000000
N
N
N
N
N
N
Bureau Veritas SA
969500TPU5T3HA5D1F11
BUREAU VERITAS S
N/A
145594.00000000
NS
4230467.62000000
0.811840013197
Long
EC
CORP
FR
N
2
N
N
N
Eurogrid GmbH
967600Q53854Z2NBCC81
EUROGRID GMBH
N/A
1200000.00000000
PA
1265724.53000000
0.242896509662
Long
DBT
CORP
DE
N
2
2031-09-05
Fixed
3.27900000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BG6
705000.00000000
PA
USD
689455.17000000
0.132308610912
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH
036752103
8684.00000000
NS
USD
4352855.00000000
0.835326535520
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae REMICS
N/A
FNR 2015-28 HP
3136ANUU9
78618.44470000
PA
USD
75368.74000000
0.014463497743
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
3.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAN5
255000.00000000
PA
USD
256165.42000000
0.049158948048
Long
DBT
CORP
US
N
2
2028-03-30
Fixed
5.25000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS1219
3140XGK99
645093.97000000
PA
USD
581575.44000000
0.111606152155
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 6 3/24
01F060634
787000.00000000
PA
USD
790443.13000000
0.151688517377
Long
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20240328
N/A
1.00000000
NC
428.03000000
0.000082140300
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
646539.12000000
USD
598000.00000000
EUR
2024-03-28
428.03000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GLG2
1050000.00000000
PA
USD
1044056.99000000
0.200357813054
Long
DBT
CORP
US
N
2
2029-04-25
Variable
5.20200000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAB9
235000.00000000
PA
USD
223097.49000000
0.042813108501
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
CLECO CORP
18551PAE9
270000.00000000
PA
USD
234702.67000000
0.045040178964
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.37500000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7937
36179WZA9
752309.87000000
PA
USD
659638.15000000
0.126586631196
Long
ABS-MBS
USGA
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
Texas Electric Market Stabilization Funding N LLC
N/A
TX ELECTRIC MRKT
88240TAA9
792339.81000000
PA
USD
764313.81000000
0.146674218864
Long
DBT
CORP
US
Y
2
2036-08-01
Fixed
4.26500000
N
N
N
N
N
N
Tokio Marine Holdings Inc
5299009QN2NZ191KLS29
TOKIO MARINE HD
J86298106
141797.00000000
NS
4142834.65000000
0.795022971226
Long
EC
CORP
JP
N
2
N
N
N
Anheuser-Busch InBev SA/NV
5493008H3828EMEXB082
AB INBEV SA/NV
N/A
355000.00000000
PA
342445.64000000
0.065716393048
Long
DBT
CORP
BE
N
2
2031-03-28
Fixed
1.65000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATL GRID PLC
N/A
650000.00000000
PA
707650.36000000
0.135800324977
Long
DBT
CORP
GB
N
2
2029-01-16
Fixed
3.87500000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC HOLDINGS COR
465685AR6
295000.00000000
PA
USD
293136.01000000
0.056253720298
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
400000.00000000
PA
396714.77000000
0.076130809414
Long
DBT
CORP
FR
N
2
2026-09-04
Fixed
0.12500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
560000.00000000
PA
643550.76000000
0.123499410566
Long
DBT
CORP
DK
N
2
2028-01-14
Variable
2.25000000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
835000.00000000
PA
717214.89000000
0.137635788301
Long
DBT
NUSS
GB
N
2
2035-07-31
Fixed
0.62500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-6 GJ
3136B3T59
53612.80330000
PA
USD
50784.97000000
0.009745795126
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TA6
670000.00000000
PA
USD
446073.44000000
0.085602893094
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION RES
25746UBM0
583000.00000000
PA
USD
522004.38000000
0.100174278782
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.90000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDS4
1325000.00000000
PA
958496.98000000
0.183938578613
Long
DBT
CORP
GB
N
2
2025-05-15
Fixed
3.47000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JW2
1486000.00000000
PA
USD
1268362.91000000
0.243402823065
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TX NATURAL GAS SECZ
88258MAA3
515000.00000000
PA
USD
518562.31000000
0.099513734747
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
5.10200000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
N/A
1200000.00000000
PA
1133474.30000000
0.217517275470
Long
DBT
CORP
FR
N
2
2034-02-02
Variable
1.75000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BR3
160000.00000000
PA
USD
140928.34000000
0.027044590736
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FU5
1225000.00000000
PA
859965.26000000
0.165030032312
Long
DBT
CORP
US
N
2
2027-03-30
Fixed
3.05700000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CJ4
1255000.00000000
PA
USD
1184605.34000000
0.227329482516
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCK5
20000.00000000
PA
USD
15856.59000000
0.003042929385
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
N/A
362694.00000000
NS
5693088.12000000
1.092521477442
Long
EC
CORP
GB
N
2
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
N/A
635000.00000000
PA
521974.91000000
0.100168623397
Long
DBT
CORP
GB
N
2
2038-09-16
Fixed
2.00000000
N
N
N
N
N
N
Danfoss Finance II BV
549300NZCU7GI52SSK89
DANFOSS FIN 2 BV
N/A
1330000.00000000
PA
1469810.68000000
0.282061282352
Long
DBT
CORP
NL
N
2
2029-12-02
Fixed
4.12500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109CG7
725000.00000000
PA
USD
702107.97000000
0.134736722941
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.12500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
N/A
330000.00000000
PA
376723.11000000
0.072294347118
Long
DBT
CORP
GB
N
2
2034-01-29
Variable
5.26200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TQ1
319900.00000000
PA
USD
293008.41000000
0.056229233457
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.87500000
N
N
N
N
N
N
BPCE SFH SA
969500T1UBNNTYVWOS04
BPCE SFH
N/A
1200000.00000000
PA
1285627.16000000
0.246715886822
Long
DBT
CORP
FR
N
2
2029-10-17
Fixed
3.00000000
N
N
N
N
N
N
Wintershall Dea Finance BV
529900SUC9JUI6M74U66
WINTERSHALL FIN
N/A
500000.00000000
PA
450425.83000000
0.086438130395
Long
DBT
CORP
NL
N
2
2031-09-25
Fixed
1.82300000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBS8
375000.00000000
PA
USD
376985.94000000
0.072344785020
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.74900000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS1892
3140XHC62
17952.27000000
PA
USD
16939.33000000
0.003250710589
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
4.00000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087M68
219000.00000000
PA
112875.00000000
0.021661066747
Long
DBT
NUSS
CA
N
2
2053-12-01
Fixed
1.75000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAK5
1178000.00000000
PA
USD
974382.84000000
0.186987125003
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
N/A
N/A
EURO-BOBL FUTURE Mar24
N/A
-46.00000000
NC
10624.03000000
0.002038784699
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Eurex 5 Year Euro BOBL Future
2024-03-07
-5790844.61000000
EUR
10624.03000000
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
103257.00000000
NS
6581518.25000000
1.263014007642
Long
EC
CORP
FR
N
2
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
N/A
310000.00000000
PA
244382.55000000
0.046897778316
Long
DBT
CORP
GB
N
2
2040-04-17
Fixed
2.00000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
225401BG2
783000.00000000
PA
USD
808443.95000000
0.155142931229
Long
DBT
CORP
CH
Y
2
2034-09-22
Variable
6.30100000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL
045054AP8
1212000.00000000
PA
USD
976328.09000000
0.187360424583
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.45000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
11816.43400000
NS
USD
1181525.24000000
0.226738401660
Long
STIV
CORP
US
N
1
N
N
N
Citizens Financial Group Inc
2138004JDDA4ZQUPFW65
CITIZENS FIN GRP
174610BF1
265000.00000000
PA
USD
261816.15000000
0.050243340870
Long
DBT
CORP
US
N
2
2030-01-23
Variable
5.84100000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CJR3
2010000.00000000
PA
USD
1964146.88000000
0.376925950559
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
VICI Properties LP / VICI Note Co Inc
N/A
VICI PROPERTIES
92564RAA3
2672000.00000000
PA
USD
2559078.26000000
0.491095149517
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SB8205
3132D6DJ6
455958.37000000
PA
USD
449166.21000000
0.086196405364
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
4.50000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA INDL-C
71781LBH1
525000.00000000
PA
USD
557714.59000000
0.107027180155
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-C
2350366Z8
60000.00000000
PA
USD
47558.13000000
0.009126554403
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.08900000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
05581KAG6
635000.00000000
PA
USD
650412.07000000
0.124816117489
Long
DBT
CORP
FR
Y
2
2034-12-05
Variable
5.89400000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP AG
N/A
155871.00000000
NS
4450399.32000000
0.854045596661
Long
EC
CORP
CH
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CJZ5
3072700.00000000
PA
USD
3012206.22000000
0.578051827139
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
SORT 2021-1A A1
12530MAE5
546619.59000000
PA
USD
490707.08000000
0.094168228689
Long
ABS-CBDO
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAC0
60000.00000000
PA
USD
40391.23000000
0.007751203801
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
2.51000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
SIERRA PAC POWER
826418BM6
180000.00000000
PA
USD
170492.01000000
0.032717951791
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CA
780087102
40133.00000000
NS
3897527.47000000
0.747947753511
Long
EC
CORP
CA
N
1
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250N105
75422.00000000
NS
2592518.37000000
0.497512411574
Long
EC
CORP
CA
N
1
N
N
N
Japan Government Thirty Year Bond
N/A
JAPAN GOVT 30-YR
N/A
80700000.00000000
PA
422114.83000000
0.081005160644
Long
DBT
NUSS
JP
N
2
2051-06-20
Fixed
0.70000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCO
064149107
94788.00000000
NS
4596395.59000000
0.882062739070
Long
EC
CORP
CA
N
1
N
N
N
LKQ Corp
DS830JTTZQN6GK0I2E41
LKQ CORP
501889AD1
275000.00000000
PA
USD
277772.08000000
0.053305333913
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.75000000
N
N
N
N
N
N
Start II LTD
N/A
STARR 2019-1 A
85573LAA9
107829.93000000
PA
USD
99066.45000000
0.019011162665
Long
ABS-CBDO
CORP
BM
Y
2
2044-03-15
Fixed
4.08900000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308KH9
473000.00000000
PA
USD
506962.96000000
0.097287783078
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
USRE 2021-1 A1
643821AA9
975000.00000000
PA
USD
850935.60000000
0.163297212220
Long
ABS-CBDO
CORP
US
Y
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BX7
129000.00000000
PA
USD
129680.75000000
0.024886142915
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.30000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BX1
695000.00000000
PA
914269.52000000
0.175451190235
Long
DBT
CORP
US
N
2
2039-12-05
Fixed
6.00000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822V101
38027.00000000
NS
USD
4180688.38000000
0.802287220813
Long
EC
CORP
US
N
1
N
N
N
Connecticut Avenue Securities Trust 2021-R01
N/A
CAS 2021-R01 1M2
20754RAB2
145000.00000000
PA
USD
145584.74000000
0.027938168509
Long
ABS-MBS
CORP
US
Y
2
2041-10-25
Floating
6.87160000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CU2
1000000.00000000
PA
USD
950420.00000000
0.182388580802
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BR4
435000.00000000
PA
USD
416136.16000000
0.079857835107
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD3994
3132E0NK4
159237.83000000
PA
USD
158436.04000000
0.030404373312
Long
ABS-MBS
USGSE
US
N
2
2053-09-01
Fixed
5.50000000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087N83
1100000.00000000
PA
785468.81000000
0.150733929757
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
2.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3G6
965000.00000000
PA
USD
1000116.94000000
0.191925579557
Long
DBT
CORP
US
N
2
2029-10-23
Variable
6.30300000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA
N/A
750000.00000000
PA
704257.63000000
0.135149249442
Long
DBT
CORP
NO
N
2
2029-05-12
Fixed
1.12500000
N
N
N
N
N
N
United Kingdom Gilt
N/A
UK TSY GILT
N/A
1770000.00000000
PA
899643.75000000
0.172644459071
Long
DBT
NUSS
GB
N
2
2050-10-22
Fixed
0.62500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDQ1
130000.00000000
PA
USD
72477.36000000
0.013908632847
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR ZT1526
3132ADVT2
481281.02000000
PA
USD
452276.51000000
0.086793281695
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TC2
578000.00000000
PA
USD
399994.06000000
0.076760115457
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CB4289
3140QPXT9
69445.02000000
PA
USD
65960.66000000
0.012658057665
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFW9
1232000.00000000
PA
USD
765868.88000000
0.146972641678
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AC0
249375.00000000
PA
USD
247814.18000000
0.047556318883
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
6.19100000
N
N
N
N
N
N
N/A
N/A
AUD/JPY FWD 20240328
N/A
1.00000000
NC
-16235.21000000
-0.00311558775
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
209400000.00000000
JPY
2130563.02000000
AUD
2024-03-28
-16235.21000000
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
23925.00000000
NS
USD
3775125.75000000
0.724458479297
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
N/A
FN MA4387
31418D2V3
392847.79000000
PA
USD
327836.20000000
0.062912795662
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CJN2
389000.00000000
PA
USD
390641.09000000
0.074965251160
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
21821.00000000
NS
USD
3651307.93000000
0.700697451048
Long
EC
CORP
US
N
1
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2V2
1475000.00000000
PA
USD
1306758.68000000
0.250771091829
Long
DBT
CORP
US
Y
2
2028-03-24
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2015-28 P
3136ANUP0
219297.46020000
PA
USD
200220.60000000
0.038422961513
Long
ABS-MBS
USGSE
US
N
2
2045-05-25
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CA2045
3140Q9HX4
192013.66000000
PA
USD
186286.44000000
0.035748952478
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.50000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AK2
20000.00000000
PA
USD
16250.53000000
0.003118527707
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.55000000
N
N
N
N
N
N
Navient Private Education Refi Loan Trust 2023-A
N/A
NAVSL 2023-A A
638961AA0
807766.04000000
PA
USD
800392.73000000
0.153597876843
Long
ABS-CBDO
CORP
US
Y
2
2071-10-15
Fixed
5.51000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAL0
500000.00000000
PA
USD
401619.77000000
0.077072094308
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PBE0
205000.00000000
PA
USD
179395.74000000
0.034426605522
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A3Q2
685000.00000000
PA
USD
682291.71000000
0.130933920456
Long
DBT
CORP
US
Y
2
2029-01-09
Fixed
5.58300000
N
N
N
N
N
N
Emera Inc
NQZVQT2P5IUF2PGA1Q48
EMERA INC
290876AE1
1560000.00000000
PA
1140494.77000000
0.218864525697
Long
DBT
CORP
CA
N
2
2030-05-02
Fixed
4.83800000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
SORT 2022-1A A1
12530MAL9
244282.61000000
PA
USD
237114.36000000
0.045502989844
Long
ABS-CBDO
CORP
US
Y
2
2062-08-15
Fixed
5.97000000
N
N
N
N
N
N
Retained Vantage Data Centers Issuer LLC
254900N4NW6XZ9B4HM15
VDCR 2023-1A A2A
76134KAA2
1543000.00000000
PA
USD
1449896.43000000
0.278239675278
Long
ABS-CBDO
CORP
US
Y
2
2048-09-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TX6
1321700.00000000
PA
USD
1297331.16000000
0.248961921154
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
HEICO Corp
529900O1DTDLCJ7L0I14
HEICO CORP
422806AB5
1987000.00000000
PA
USD
1974967.44000000
0.379002449982
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
675000.00000000
PA
598831.97000000
0.114917734420
Long
DBT
CORP
US
N
2
2031-02-07
Variable
0.49700000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
1100000.00000000
PA
1216829.74000000
0.233513446010
Long
DBT
CORP
FR
N
2
2031-04-13
Variable
4.25000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBS8
1115000.00000000
PA
USD
739958.04000000
0.142000270163
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA8200
36179XDD5
809478.33000000
PA
USD
753747.12000000
0.144646437891
Long
ABS-MBS
USGA
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TW8
2638000.00000000
PA
USD
2715079.06000000
0.521032192630
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
Westinghouse Air Brake Technologies Corp
06BTX5UWZD0GQ5N5Y745
WESTINGHOUSE AIR
960386AR1
1660000.00000000
PA
USD
1666844.15000000
0.319872623616
Long
DBT
CORP
US
N
2
2034-03-11
Fixed
5.61100000
N
N
N
N
N
N
E.ON International Finance BV
549300TG53AWJ719M814
E.ON INTL FIN BV
N/A
855000.00000000
PA
1150583.24000000
0.220800534751
Long
DBT
CORP
NL
N
2
2032-06-07
Fixed
6.37500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
355000.00000000
PA
USD
272625.67000000
0.052317721682
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAK7
105000.00000000
PA
USD
107973.71000000
0.020720493814
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK
233853AQ3
150000.00000000
PA
USD
149802.13000000
0.028747498886
Long
DBT
CORP
US
Y
2
2028-01-19
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 5 3/24
01F050635
-3307000.00000000
PA
USD
-3206756.56000000
-0.61538664796
Short
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
5.00000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
46653KAC2
445000.00000000
PA
USD
328597.05000000
0.063058805165
Long
DBT
CORP
NL
Y
2
2052-04-08
Fixed
4.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
61625.00000000
NS
USD
5543785.00000000
1.063869740140
Long
EC
CORP
US
N
1
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KEYSPAN GAS EAST
49338CAB9
500000.00000000
PA
USD
466408.87000000
0.089505325932
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCE6
1585000.00000000
PA
USD
1593614.38000000
0.305819600928
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.37500000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR RA8755
3133KQWQ5
161719.83000000
PA
USD
160217.57000000
0.030746254510
Long
ABS-MBS
USGSE
US
N
2
2053-03-01
Fixed
5.50000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
N/A
178060.00000000
NS
3565424.28000000
0.684216109076
Long
EC
CORP
NO
N
2
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TF5
731000.00000000
PA
USD
537285.00000000
0.103106677717
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CG3
280000.00000000
PA
USD
247197.10000000
0.047437899294
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJW0
625000.00000000
PA
USD
473711.44000000
0.090906712034
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.31100000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
N/A
1220000.00000000
PA
1363929.87000000
0.261742422616
Long
DBT
CORP
DK
N
2
2030-06-21
Variable
4.75000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BJ2
185000.00000000
PA
USD
164197.80000000
0.031510073139
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
N/A
435000.00000000
PA
473831.28000000
0.090929709706
Long
DBT
CORP
DE
N
2
2035-01-12
Fixed
3.87500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
20271AAL1
1500000.00000000
PA
USD
1510297.02000000
0.289830738061
Long
DBT
CORP
AU
Y
2
2028-09-14
Fixed
5.07100000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674ZW3
1845000.00000000
PA
USD
1881775.83000000
0.361118687550
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830109
7479.00000000
NS
USD
3202806.96000000
0.614628707328
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
N/A
FN MA5112
31418EVE7
344024.39000000
PA
USD
336234.41000000
0.064524438518
Long
ABS-MBS
USGSE
US
N
2
2043-08-01
Fixed
5.00000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRN-BABS-TXB-TR
59259YDK2
10000.00000000
PA
USD
10137.69000000
0.001945454527
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
6.20000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CBG8
810000.00000000
PA
913435.35000000
0.175291110394
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
4.50000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
160000.00000000
PA
100574.50000000
0.019300562193
Long
DBT
NUSS
AU
N
2
2027-11-21
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 5 3/24
01F050635
3307000.00000000
PA
USD
3206756.56000000
0.615386647963
Long
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
5.00000000
N
N
N
N
N
N
WEA Finance LLC
3CYEJKBUJZO3UW777J80
WEA FINANCE LLC
92928QAF5
110000.00000000
PA
USD
95140.43000000
0.018257747106
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BV1
156000.00000000
PA
USD
173375.71000000
0.033271342872
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
667000.00000000
PA
USD
585434.87000000
0.112346788884
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
N/A
39701.00000000
NS
5004450.64000000
0.960369783807
Long
EC
CORP
GB
N
2
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAB3
565000.00000000
PA
USD
489542.04000000
0.093944653857
Long
DBT
CORP
US
Y
2
2027-08-27
Fixed
1.40000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY I
127097103
135118.00000000
NS
USD
3483342.04000000
0.668464269612
Long
EC
CORP
US
N
1
N
N
N
EDP - Energias de Portugal SA
529900CLC3WDMGI9VH80
EDP SA
N/A
1200000.00000000
PA
1309301.61000000
0.251259088077
Long
DBT
CORP
PT
N
2
2028-06-26
Fixed
3.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDU2
447000.00000000
PA
USD
275235.92000000
0.052818636849
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD2553
3132DPZS0
70521.30000000
PA
USD
66688.94000000
0.012797816882
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAZ5
565000.00000000
PA
USD
560377.71000000
0.107538241240
Long
DBT
CORP
US
Y
2
2034-10-30
Fixed
5.20000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 3/24
01F042632
3535000.00000000
PA
USD
3344993.75000000
0.641914798568
Long
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
4.50000000
N
N
N
N
N
N
Hammerson PLC
213800G1C9KKVVDN1A60
HAMMERSON PLC
N/A
1050000.00000000
PA
1357777.92000000
0.260561844104
Long
DBT
CORP
GB
N
2
2028-04-21
Fixed
7.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TV0
215500.00000000
PA
USD
229406.48000000
0.044023823482
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
2170000.00000000
PA
USD
1777264.65000000
0.341062664110
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TU2
2117200.00000000
PA
USD
2073532.75000000
0.397917442309
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAT7
615000.00000000
PA
USD
551669.20000000
0.105867050841
Long
DBT
CORP
US
Y
2
2051-05-15
Fixed
1.63100000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN MA4701
31418EGK0
110567.48000000
PA
USD
104664.02000000
0.020085353916
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.50000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
500000.00000000
PA
429265.28000000
0.082377354440
Long
DBT
CORP
FR
N
2
2037-09-28
Fixed
2.00000000
N
N
N
N
N
N
Home Partners of America 2021-2 Trust
N/A
HPA 2021-2 B
43732VAA4
682868.04000000
PA
USD
616644.44000000
0.118336003315
Long
ABS-CBDO
CORP
US
Y
2
2026-12-17
Fixed
2.30200000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust Series 2019-3
N/A
SCRT 2019-3 MA
35563PLH0
139848.32080000
PA
USD
130963.21000000
0.025132251014
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDW8
4000.00000000
PA
USD
2393.53000000
0.000459325918
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
N/A
1515000.00000000
PA
1638306.85000000
0.314396226184
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.70000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
DEUTSCHE BANK NY
251526CU1
670000.00000000
PA
USD
692714.84000000
0.132934151815
Long
DBT
CORP
DE
N
2
2029-11-20
Variable
6.81900000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAZ4
875000.00000000
PA
USD
820212.65000000
0.157401381694
Long
DBT
CORP
DK
Y
2
2026-09-11
Variable
1.62100000
N
N
N
N
N
N
CaixaBank SA
7CUNS533WID6K7DGFI87
CAIXABANK
N/A
1100000.00000000
PA
1220512.29000000
0.234220138912
Long
DBT
CORP
ES
N
2
2030-09-06
Fixed
4.25000000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
1300000.00000000
PA
1265687.71000000
0.242889443789
Long
DBT
CORP
FR
N
2
2027-06-11
Fixed
0.37500000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
IL ST TXB-PENSION
452151LF8
2235000.00000000
PA
USD
2200957.37000000
0.422370626797
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAV6
1768000.00000000
PA
USD
1716070.55000000
0.329319324268
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_23-3
N/A
EFF 2023-3 A2
29374LAB6
1065000.00000000
PA
USD
1080981.50000000
0.207443742407
Long
ABS-CBDO
CORP
US
Y
2
2030-03-20
Fixed
6.40000000
N
N
N
N
N
N
United Airlines 2018-1 Class B Pass Through Trust
N/A
UNTD AIR 18-1 B
90932NAA1
40305.50720000
PA
USD
38556.41000000
0.007399096084
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
4.60000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR QB9896
3133AG7H6
608279.28000000
PA
USD
478941.62000000
0.091910399990
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS6067
3140XMW51
52342.02000000
PA
USD
49513.32000000
0.009501761500
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
4.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816DF3
1487000.00000000
PA
USD
1458473.45000000
0.279885632334
Long
DBT
CORP
US
N
2
2034-05-01
Variable
5.04300000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
2015000.00000000
PA
1550706.46000000
0.297585436418
Long
DBT
NUSS
N/A
N
2
2036-06-04
Fixed
0.20000000
N
N
N
N
N
N
Japan Treasury Discount Bill
N/A
JAPAN T-BILL
N/A
819750000.00000000
PA
5468717.82000000
1.049464112707
Long
DBT
NUSS
JP
N
2
2024-05-10
None
0.00000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172DJ5
2154000.00000000
PA
USD
2104543.84000000
0.403868567806
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
RIO TINTO PLC
N/A
63439.00000000
NS
4069635.33000000
0.780975791989
Long
EC
CORP
GB
N
2
N
N
N
Arizona Public Service Co
YG6VT0TPHRH4TFVAQV64
ARIZONA PUB SERV
040555CT9
560000.00000000
PA
USD
460066.61000000
0.088288226334
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAA5
100000.00000000
PA
USD
94491.83000000
0.018133278730
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
BUPA Finance PLC
ZIMCVQHUFZ8GVHENP290
BUPA FINANCE
N/A
1670000.00000000
PA
1888442.63000000
0.362398067394
Long
DBT
CORP
GB
N
2
2030-10-12
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SC0445
3132D9P65
838318.69000000
PA
USD
826679.62000000
0.158642413533
Long
ABS-MBS
USGSE
US
N
2
2043-11-01
Fixed
5.00000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CC4
1179000.00000000
PA
USD
923977.67000000
0.177314214688
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20240328
N/A
1.00000000
NC
33790.52000000
0.006484506836
N/A
DFE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
8422000.00000000
AUD
5512342.17000000
USD
2024-03-28
33790.52000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PL
N/A
423026.00000000
NS
3292741.30000000
0.631887389424
Long
EC
CORP
GB
N
2
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AL0
81000.00000000
PA
USD
61975.29000000
0.011893252654
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDW6
115000.00000000
PA
USD
116767.44000000
0.022408038199
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.40000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDH6
912000.00000000
PA
USD
884812.10000000
0.169798218888
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Jun24
N/A
-1.00000000
NC
USD
-173.14000000
-0.00003322610
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT 5 Year US Treasury Note
2024-06-28
-106733.11000000
USD
-173.14000000
N
N
N
Kite Realty Group LP
549300X6R2GYI8Y3OD81
KITE REALTY GRP
49803XAE3
1906000.00000000
PA
USD
1862833.87000000
0.357483665979
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
GLENCORE FDG LLC
378272BP2
2047000.00000000
PA
USD
2150293.71000000
0.412648111440
Long
DBT
CORP
US
Y
2
2030-10-06
Fixed
6.37500000
N
N
N
N
N
N
Pacific Gas and Electric Co
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS&ELEC
694308JQ1
1148075.00000000
PA
USD
964528.36000000
0.185096019364
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
Industria de Diseno Textil SA
549300TTCXZOGZM2EY83
INDUSTRIA DE DISENO TEXTIL
E6282J125
77730.00000000
NS
3458061.52000000
0.663612858484
Long
EC
CORP
ES
N
2
N
N
N
Freddie Mac Pool
N/A
FR SD3029
3132DQLJ3
19403.71000000
PA
USD
18398.68000000
0.003530764434
Long
ABS-MBS
USGSE
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560105
25785.00000000
NS
USD
2911384.35000000
0.558703793867
Long
EC
CORP
US
N
1
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189YAG1
1120000.00000000
PA
USD
1128059.09000000
0.216478079676
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.25000000
N
N
N
N
N
N
Aker BP ASA
549300NFTY73920OYK69
AKER BP ASA
00973RAJ2
1900000.00000000
PA
USD
1715596.37000000
0.329228327638
Long
DBT
CORP
NO
Y
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K142 A2
3137H73P6
820000.00000000
PA
USD
691745.21000000
0.132748076775
Long
ABS-MBS
USGSE
US
N
2
2032-03-25
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CJT9
243000.00000000
PA
USD
240152.34000000
0.046085987741
Long
DBT
UST
US
N
2
2027-01-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CB5651
3140QRH55
2973860.86000000
PA
USD
2999270.00000000
0.575569325922
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac STACR REMIC Trust 2020-DNA5
5493000ITF7RKPWPZQ19
STACR 2020-DNA5 M2
35566AAH2
134924.42000000
PA
USD
136855.66000000
0.026263030662
Long
ABS-MBS
CORP
US
Y
2
2050-10-25
Floating
8.14460000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
USRE 2021-1 B1
643821AB7
245000.00000000
PA
USD
203548.75000000
0.039061643943
Long
ABS-CBDO
CORP
US
Y
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RBH4
972000.00000000
PA
USD
820657.33000000
0.157486717181
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAP5
110000.00000000
PA
USD
101860.29000000
0.019547309329
Long
DBT
CORP
US
Y
2
2050-07-15
Fixed
1.88400000
N
N
N
N
N
N
Daimler Truck Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK
233853AP5
310000.00000000
PA
USD
308953.12000000
0.059289073347
Long
DBT
CORP
US
Y
2
2026-01-16
Fixed
5.15000000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
KENVUE INC
49177JAP7
617000.00000000
PA
USD
593789.75000000
0.113950116577
Long
DBT
CORP
US
N
2
2053-03-22
Fixed
5.05000000
N
N
N
N
N
N
Constellation Software Inc/Canada
549300B6PYHMCTDWQV29
CONSTELLATION ST
21037XAC4
130000.00000000
PA
USD
129501.14000000
0.024851675192
Long
DBT
CORP
CA
Y
2
2029-02-16
Fixed
5.15800000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
2713000.00000000
PA
1815654.11000000
0.348429721966
Long
DBT
NUSS
AU
N
2
2033-04-21
Fixed
4.50000000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
SOUTHERN GAS
8426EPAG3
285000.00000000
PA
USD
291871.34000000
0.056011026156
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.75000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BS2
205000.00000000
PA
USD
206868.99000000
0.039698808419
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.70000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
CRED AGRICOLE SA
N/A
1300000.00000000
PA
1454014.50000000
0.279029945835
Long
DBT
CORP
FR
N
2
2033-11-27
Fixed
4.37500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER
44891ACQ8
2648000.00000000
PA
USD
2677900.55000000
0.513897519880
Long
DBT
CORP
US
Y
2
2025-11-03
Fixed
6.25000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR ZT2398
3132AEUX2
56563.08000000
PA
USD
54296.22000000
0.010419615021
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
1300000.00000000
PA
1434419.39000000
0.275269582729
Long
DBT
CORP
FR
N
2
2030-05-02
Fixed
4.37500000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATL GRID PLC
N/A
925000.00000000
PA
871605.32000000
0.167263796358
Long
DBT
CORP
GB
N
2
2028-01-20
Fixed
0.16300000
N
N
N
N
N
N
Towd Point Mortgage Trust 2018-1
N/A
TPMT 2018-1 A1
89176EAA8
51993.74820000
PA
USD
50544.30000000
0.009699609798
Long
ABS-MBS
CORP
US
Y
2
2058-01-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS3111
3140XJN58
66311.80000000
PA
USD
64620.03000000
0.012400786560
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
EDISON INTL
281020107
37537.00000000
NS
USD
2553266.74000000
0.489979900590
Long
EC
CORP
US
N
1
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AL7
105000.00000000
PA
USD
92113.85000000
0.017676936905
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
3.00100000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22550L2M2
1816000.00000000
PA
USD
1956021.86000000
0.375366733722
Long
DBT
CORP
CH
N
2
2028-02-15
Fixed
7.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CB6870
3140QST43
160263.76000000
PA
USD
158619.90000000
0.030439656623
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RX1
600000.00000000
PA
424767.42000000
0.081514200990
Long
DBT
CORP
US
N
2
2026-05-19
Fixed
2.97500000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261FAS3
1748000.00000000
PA
USD
1833636.65000000
0.351880627828
Long
DBT
CORP
US
N
2
2029-10-30
Variable
7.41300000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7135
36179V4U1
126329.30000000
PA
USD
103120.70000000
0.019789185964
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
N/A
400000.00000000
PA
391518.76000000
0.075133678788
Long
DBT
CORP
FR
N
2
2032-01-15
Variable
1.12500000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
36321PAD2
2225532.80000000
PA
USD
1908989.46000000
0.366341068555
Long
DBT
CORP
JE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX 2021-ARIA B
05608RAE5
770000.00000000
PA
USD
755285.96000000
0.144941746116
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
6.72950000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPR
38611TDL8
210000.00000000
PA
USD
152686.72000000
0.029301060760
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3967 ZP
3137AJUU6
379369.78000000
PA
USD
362254.17000000
0.069517712123
Long
ABS-MBS
USGSE
US
N
2
2041-09-15
Fixed
4.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BV5
40000.00000000
PA
USD
24223.69000000
0.004648602134
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GN7
30000.00000000
PA
USD
29303.66000000
0.005623464320
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Piedmont Natural Gas Co Inc
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NAT GAS
720186AG0
440000.00000000
PA
USD
382405.87000000
0.073384886597
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.65000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA8485
36179XNA0
231360.74000000
PA
USD
195667.33000000
0.037549174710
Long
ABS-MBS
USGA
US
N
2
2052-12-20
Fixed
2.50000000
N
N
N
N
N
N
Bulgaria Government International Bond
N/A
BGARIA-FLIRB-REG
N/A
145000.00000000
PA
163691.18000000
0.031412851171
Long
DBT
NUSS
BG
Y
2
2033-01-27
Fixed
4.50000000
N
N
N
N
N
N
Grainger PLC
2138007CEIRKZMNI2979
GRAINGER PLC
N/A
1230000.00000000
PA
1303813.68000000
0.250205937086
Long
DBT
CORP
GB
N
2
2030-07-03
Fixed
3.00000000
N
N
N
N
N
N
American Transmission Systems Inc
N/A
AMER TRANS SYST
030288AC8
605000.00000000
PA
USD
496669.89000000
0.095312510642
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RCQ3
995000.00000000
PA
USD
871061.27000000
0.167159391455
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBL4
1587000.00000000
PA
USD
1339965.01000000
0.257143490771
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7649
36179WQA9
287217.30000000
PA
USD
243097.61000000
0.046651194297
Long
ABS-MBS
USGA
US
N
2
2051-10-20
Fixed
2.50000000
N
N
N
N
N
N
Pennsylvania Electric Co
O1PLQWO3TX952VMBJ146
PENN ELEC CO
708696CA5
35000.00000000
PA
USD
34676.96000000
0.006654617454
Long
DBT
CORP
US
Y
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
96773.00000000
NS
USD
3340603.96000000
0.641072384090
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKJ0
879000.00000000
PA
USD
604720.33000000
0.116047729184
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Australia Government Bond
N/A
AUSTRALIAN GOVT.
N/A
1183000.00000000
PA
725085.78000000
0.139146236794
Long
DBT
NUSS
AU
N
2
2028-05-21
Fixed
2.25000000
N
N
N
N
N
N
GLP Capital LP / GLP Financing II Inc
N/A
GLP CAP/FIN II
361841AS8
1497000.00000000
PA
USD
1554666.85000000
0.298345447688
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN FS2831
3140XJED1
40065.65000000
PA
USD
37837.97000000
0.007261225193
Long
ABS-MBS
USGSE
US
N
2
2046-03-01
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TM0
194000.00000000
PA
USD
181117.19000000
0.034756957180
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7534
36179WLP1
484604.23000000
PA
USD
410113.66000000
0.078702098456
Long
ABS-MBS
USGA
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
46653KAB4
500000.00000000
PA
USD
324934.91000000
0.062356029006
Long
DBT
CORP
NL
Y
2
2051-05-28
Fixed
3.75000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA7051
36179VZQ6
491549.38000000
PA
USD
399888.87000000
0.076739929166
Long
ABS-MBS
USGA
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN CB4784
3140QQJ63
135168.81000000
PA
USD
131355.53000000
0.025207538453
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDV8
50000.00000000
PA
USD
50416.54000000
0.009675092253
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.35000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
N/A
127668.00000000
NS
3145583.68000000
0.603647380306
Long
EC
CORP
NO
N
2
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BT0
815000.00000000
PA
USD
819430.75000000
0.157251332630
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4646 BM
3137BUD96
494227.67730000
PA
USD
474188.43000000
0.090998247912
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4 3/24
01F040636
-1101000.00000000
PA
USD
-1012747.97000000
-0.19434951385
Short
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
4.00000000
N
N
N
N
N
N
Brooklyn Union Gas Co/The
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION
114259AQ7
760000.00000000
PA
USD
575043.55000000
0.110352661964
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE Mar24
N/A
-31.00000000
NC
58391.52000000
0.011205515944
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
Eurex 10 Year Euro BUND Future
2024-03-07
-4530103.09000000
EUR
58391.52000000
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
91301.00000000
NS
USD
3272227.84000000
0.627950792070
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Pool
N/A
FR SD8245
3132DWES8
140416.66000000
PA
USD
133005.03000000
0.025524082680
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.50000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743820AC6
1000000.00000000
PA
USD
995266.84000000
0.190994830146
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
5.40300000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANS AUTH
59259YBY4
155000.00000000
PA
USD
169673.90000000
0.032560953915
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
6.66800000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PL
N/A
286939.00000000
NS
3754602.10000000
0.720519926450
Long
EC
CORP
GB
N
2
N
N
N
Becton Dickinson Euro Finance Sarl
549300W40NLZ25XUTH09
BECTON DICKINSON
N/A
875000.00000000
PA
823286.98000000
0.157991355269
Long
DBT
CORP
LU
N
2
2028-08-13
Fixed
0.33400000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CKA8
2067700.00000000
PA
USD
2050899.94000000
0.393574135039
Long
DBT
UST
US
N
2
2027-02-15
Fixed
4.12500000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
18279.00000000
NS
USD
3120408.09000000
0.598816105574
Long
EC
CORP
US
N
1
N
N
N
Genting New York LLC / GENNY Capital Inc
N/A
GENTING NEW YORK
37255JAA0
1002000.00000000
PA
USD
929392.89000000
0.178353412401
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
FORTIS INC
349553AM9
625000.00000000
PA
USD
590043.63000000
0.113231224392
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
N/A
1500000.00000000
PA
1583592.70000000
0.303896409084
Long
DBT
CORP
FR
N
2
2032-06-16
Variable
3.87500000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FS2
275000.00000000
PA
USD
229650.90000000
0.044070728447
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175CD4
65000.00000000
PA
USD
54830.33000000
0.010522112406
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CJP7
1365000.00000000
PA
USD
1362227.34000000
0.261415701766
Long
DBT
UST
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TBH1
1911000.00000000
PA
USD
1848436.94000000
0.354720849929
Long
DBT
NUSS
SA
Y
2
2054-01-16
Fixed
5.75000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20240328
N/A
1.00000000
NC
47303.41000000
0.009077672836
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
7424000.00000000
GBP
9420006.25000000
USD
2024-03-28
47303.41000000
N
N
N
A1 Towers Holding GmbH
5299009DKBSXJEP9OY31
A1 TOWERS HLDG
N/A
1000000.00000000
PA
1126009.86000000
0.216084826008
Long
DBT
CORP
AT
N
2
2028-07-13
Fixed
5.25000000
N
N
N
N
N
N
Regional Municipality of York
5493009S3CM37R37M402
REG MUNI OF YORK
98704CRC2
500000.00000000
PA
323030.17000000
0.061990503422
Long
DBT
NUSS
CA
N
2
2031-06-22
Fixed
2.15000000
N
N
N
N
N
N
Wheels Fleet Lease Funding 1 LLC
549300BSFY0E0XXREF43
WFLF 2023-2A A
96328GBG1
730000.00000000
PA
USD
732644.77000000
0.140596830698
Long
ABS-CBDO
CORP
US
Y
2
2038-08-18
Fixed
6.46000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-A
23503CAP2
30000.00000000
PA
USD
25498.16000000
0.004893176927
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.08700000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GY3
515000.00000000
PA
USD
329531.86000000
0.063238198138
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BBA7
980000.00000000
PA
USD
966918.79000000
0.185554750383
Long
DBT
NUSS
MX
N
2
2054-05-07
Fixed
6.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CJJ1
1479600.00000000
PA
USD
1507804.88000000
0.289352488573
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
N/A
G2 MA6283
36179U6U1
64517.37000000
PA
USD
57141.70000000
0.010965671563
Long
ABS-MBS
USGA
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
05581KAF8
1490000.00000000
PA
USD
1488249.47000000
0.285599744022
Long
DBT
CORP
FR
Y
2
2029-06-12
Variable
5.33500000
N
N
N
N
N
N
N/A
N/A
CHF/USD FWD 20240328
N/A
1.00000000
NC
10704.07000000
0.002054144626
N/A
DFE
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
1837000.00000000
CHF
2093467.81000000
USD
2024-03-28
10704.07000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
27137.00000000
NS
USD
4379369.06000000
0.840414666846
Long
EC
CORP
US
N
1
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
40.53000000
NS
USD
4052.59000000
0.000777704739
Long
STIV
CORP
US
N
1
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 3/24
01F042632
-3535000.00000000
PA
USD
-3344993.75000000
-0.64191479856
Short
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
4.50000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL
045054AS2
305000.00000000
PA
USD
302156.30000000
0.057984742258
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
5.80000000
N
N
N
N
N
N
Extra Space Storage LP
549300YNKSKNZFR8UC42
EXTRA SPACE STOR
30225VAK3
1059000.00000000
PA
USD
1063646.73000000
0.204117145640
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.50000000
N
N
N
N
N
N
Texas Natural Gas Securitization Finance Corp
N/A
TX NATURAL GAS SECZ
88258MAB1
390000.00000000
PA
USD
395459.69000000
0.075889955623
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.16900000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
N/A
610000.00000000
PA
679244.91000000
0.130349229974
Long
DBT
CORP
US
N
2
2033-05-12
Fixed
4.12500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBG3
274000.00000000
PA
USD
223469.81000000
0.042884557877
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859BV3
489000.00000000
PA
USD
501728.69000000
0.096283310238
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.87500000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS
17275R102
91860.00000000
NS
USD
4443268.20000000
0.852677112353
Long
EC
CORP
US
N
1
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
865000.00000000
PA
667877.96000000
0.128167876595
Long
DBT
NUSS
N/A
N
2
2035-07-04
Fixed
0.00000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2019-1
549300MHTIBONNXM3R82
CLAST 2019-1A A
14855MAA6
144012.68000000
PA
USD
129482.06000000
0.024848013681
Long
ABS-CBDO
CORP
US
Y
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR RA5287
3133KL2U0
705858.21000000
PA
USD
561131.90000000
0.107682972668
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 5170 DP
3137H4FG0
616735.84000000
PA
USD
520617.13000000
0.099908061154
Long
ABS-MBS
USGSE
US
N
2
2050-07-25
Fixed
2.00000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AA8
280000.00000000
PA
USD
218006.83000000
0.041836194870
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
HEATHROW FNDG
N/A
790000.00000000
PA
879838.78000000
0.168843823172
Long
DBT
CORP
JE
N
2
2031-10-13
Fixed
2.75000000
N
N
N
N
N
N
Columbia Pipelines Holding Co LLC
N/A
COLUMBIA PIPE HC
19828AAC1
190000.00000000
PA
USD
186317.27000000
0.035754868851
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
5.68100000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAW5
480000.00000000
PA
USD
402867.52000000
0.077311541449
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BR0918
3140KYAU8
320466.86000000
PA
USD
267428.37000000
0.051320343501
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
2.00000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
ADC 2021-1A A2
01627AAA6
740000.00000000
PA
USD
671023.84000000
0.128771580840
Long
ABS-CBDO
CORP
US
Y
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAB2
105000.00000000
PA
USD
76967.68000000
0.014770339347
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
1.94200000
N
N
N
N
N
N
Canadian Government Bond
N/A
CANADA-GOV'T
135087L93
1065000.00000000
PA
730578.31000000
0.140200270539
Long
DBT
NUSS
CA
N
2
2026-09-01
Fixed
1.00000000
N
N
N
N
N
N
City of Montreal Canada
549300N5ZBGB87CAZW93
CITY OF MONTREAL
614852NZ0
910000.00000000
PA
593630.99000000
0.113919650035
Long
DBT
NUSS
CA
N
2
2038-12-01
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac Pool
N/A
FR SD4838
3132DSLT7
3654998.48000000
PA
USD
3619568.28000000
0.694606512601
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
5.50000000
N
N
N
N
N
N
French Republic Government Bond OAT
N/A
FRANCE O.A.T.
N/A
1660000.00000000
PA
1680712.38000000
0.322533980477
Long
DBT
NUSS
FR
N
2
2032-11-25
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 3.5 3/24
01F032633
-480000.00000000
PA
USD
-426675.00000000
-0.08188027157
Short
ABS-MBS
USGSE
US
N
2
2024-03-13
Fixed
3.50000000
N
N
N
N
N
N
Autostrade per l'Italia SpA
815600149448CEB9B230
AUTOSTRADE PER L
N/A
420000.00000000
PA
400938.52000000
0.076941360295
Long
DBT
CORP
IT
N
2
2030-01-15
Fixed
2.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFV1
183000.00000000
PA
USD
111092.56000000
0.021319010917
Long
DBT
CORP
US
N
2
2060-11-20
Fixed
3.00000000
N
N
N
N
N
N
Gray Oak Pipeline LLC
N/A
GRAY OAK PIPE
38937LAC5
291000.00000000
PA
USD
276725.31000000
0.053104455464
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
2.60000000
N
N
N
N
N
N
2024-04-25
VANGUARD WORLD FUND
Ashley Grim
Ashley Grim
Treasurer