0001752724-22-198441.txt : 20220829
0001752724-22-198441.hdr.sgml : 20220829
20220829083501
ACCESSION NUMBER: 0001752724-22-198441
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220630
FILED AS OF DATE: 20220829
DATE AS OF CHANGE: 20220829
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRAXIS MUTUAL FUNDS
CENTRAL INDEX KEY: 0000912900
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08056
FILM NUMBER: 221207323
BUSINESS ADDRESS:
STREET 1: 1110 N. MAIN ST.
CITY: GOSHEN
STATE: IN
ZIP: 46527
BUSINESS PHONE: 8009772947
MAIL ADDRESS:
STREET 1: PO BOX 483
CITY: GOSHEN
STATE: IN
ZIP: 46527
FORMER COMPANY:
FORMER CONFORMED NAME: MMA PRAXIS MUTUAL FUNDS
DATE OF NAME CHANGE: 19931229
FORMER COMPANY:
FORMER CONFORMED NAME: PRAXIS MUTUAL FUNDS
DATE OF NAME CHANGE: 19931001
0000912900
S000003160
Praxis Impact Bond Fund
C000008547
Praxis Impact Bond Fund Class A
MIIAX
C000035282
Praxis Impact Bond Fund Class I
MIIIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000912900
XXXXXXXX
S000003160
C000035282
C000008547
Praxis Mutual Funds
811-08056
0000912900
5493000A2TZD2B7R2O62
1110 N. Main Street
Goshen
46527
800-977-2947
PRAXIS IMPACT BOND FUND
S000003160
549300TB7KW4SLKSLR34
2022-12-31
2022-06-30
N
656549666.90
2267711.12
654281955.78
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
177507.59
USD
N
BorgWarner Inc.
549300DSFX2IE88NSX47
Borgwarner Inc 2.65% DUE 07/1/2027
099724AL0
601000.00000000
PA
USD
545942.55000000
0.083441480416
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
N
Regency Centers, L.P.
5493008PTR2GAOYBXW28
Regency Centers, L.P. 3.75%, Due 06/15/2024
75884RAT0
1000000.00000000
PA
USD
993669.31000000
0.151871727658
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
FIVE CORNERS FUNDING TRUST 4.419%, DUE 11/15/2023
33829TAA4
1000000.00000000
PA
USD
1005501.55000000
0.153680159007
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHLMC REMIC SERIES K-SG2 20311125 2.091%, DUE 11/15/2031
3137H4S84
2500000.00000000
PA
USD
2191636.75000000
0.334968239707
Long
ABS-O
USGSE
US
N
2
2031-11-25
Floating
2.09100000
N
N
N
N
N
N
NSTAR Electric Company
54930080R72Y2Z31UR68
NSTAR Electric Company 5.50%, Due 03/15/2040
67021CAF4
1250000.00000000
PA
USD
1340391.58000000
0.204864518753
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q18259
3132J9TR9
665503.35000000
PA
USD
636353.80000000
0.097259873114
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.00000000
N
N
N
N
N
N
Southern California Edison Company
9R1Z5I36FERIBVKW4P77
Southern California Edison 4.05%, Due 03/15/2042
842400FV0
1165000.00000000
PA
USD
959178.24000000
0.146600136458
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
Overseas Private Investment Corporation
549300IDY55XMYWXSD28
Overseas Private Investment 0% Due 6/21/2023
6903536L6
1000000.00000000
PA
USD
1062900.00000000
0.162452898266
Long
DBT
USGA
US
N
2
2023-06-21
None
0.00000000
N
N
N
N
N
N
Fnma Pass-Thru I
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #BM5573
3140JAFS2
1392644.40000000
PA
USD
1407622.85000000
0.215140099396
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.00000000
N
N
N
N
N
N
Stanford University
JIUV0DC2REIJXQ26CR37
STANFORD UNIV CALIF SR 2.413%, DUE 06/01/2050
85440KAD6
3450000.00000000
PA
USD
2468530.34000000
0.377288463817
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.41300000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AL2861
3138EKFB6
678432.12000000
PA
USD
666686.67000000
0.101895927911
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.50000000
N
N
N
N
N
N
International Development Association
P41R60HC414IWQA1XW02
International Development Association 2.75%, Due 04/24/2023
45939EAA8
5000000.00000000
PA
USD
4989150.00000000
0.762538223150
Long
DBT
NUSS
US
Y
2
2023-04-24
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #BC0830
3140EU4Q9
710672.40000000
PA
USD
673622.00000000
0.102955918935
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
3.00000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
International Bank 0.625% DUE 04/22/2025
459058JB0
1000000.00000000
PA
USD
933233.94000000
0.142634827654
Long
DBT
NUSS
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
Burlington Northern Santa Fe, LLC 5.75%, Due 05/01/2040
12189LAA9
1000000.00000000
PA
USD
1097027.98000000
0.167668995042
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
Stancorp Financial Group, Inc.
549300N3WY624Z84R831
StanCorp Financial Group, Inc. 5.0%, Due 08/15/2022
852891AC4
1250000.00000000
PA
USD
1252929.59000000
0.191496888907
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co.
R6ZXK5P01NP6HXSY1S07
Mass Mutual Life Insurance 3.375%, Due 04/15/2050
575767AQ1
1500000.00000000
PA
USD
1159916.51000000
0.177280834318
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association Pool #80799
36225C3H7
20437.52000000
PA
USD
20615.69000000
0.003150887750
Long
ABS-MBS
USGA
US
N
2
2034-01-20
Variable
2.00000160
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
BK OF AMERICA CORP FR ADJ%, DUE 12/06/2025
06051GKE8
2000000.00000000
PA
USD
1860890.44000000
0.284417203250
Long
DBT
CORP
US
N
2
2025-12-06
Fixed
1.53000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AE3049
31419DL74
104540.65000000
PA
USD
107610.56000000
0.016447123300
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
The Toronto-Dominion Bank
PT3QB789TSUIDF371261
TORONTO DOMINION BANK FRN, DUE 09/28/2023
89114QCL0
2000000.00000000
PA
USD
1989238.00000000
0.304033755237
Long
DBT
CORP
US
N
2
2023-09-28
Floating
0.50000400
N
N
N
N
N
N
Midland Cogeneration Venture L.P.
A7EF7IZXZY5NPHMMPV49
Midland Cogeneration Venture, L.P. 6.0%, Due 03/15/2025
59748TAA7
229637.14000000
PA
USD
230555.69000000
0.035237971636
Long
DBT
CORP
US
Y
2
2025-03-15
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G01217
31283HK61
24038.60000000
PA
USD
25831.58000000
0.003948080758
Long
ABS-MBS
USGSE
US
N
2
2031-03-01
Fixed
7.00000000
N
N
N
N
N
N
Duke Energy Progress Inc
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS NC 2.799%, DUE 07/01/2041
26442UAP9
1500000.00000000
PA
USD
1340569.64000000
0.204891733320
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Calvert Impact Capital Inc
549300B32FCKBWZSDR33
Calvert Impact Capital, Inc. 1.00%, 6/14/2024
13162EBT2
550000.00000000
PA
USD
508827.55000000
0.077768849576
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
1.00000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
Duke Energy Carolinas 3.55% Due 3/15/2052
26442CBH6
1000000.00000000
PA
USD
829529.30000000
0.126784682455
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
NUTRIEN LTD SR NT 1.9%, DUE 05/13/2023
67077MAV0
800000.00000000
PA
USD
787197.94000000
0.120314786774
Long
DBT
CORP
US
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
Union Electric Company
QMPJLLDULY5C1M8PNY21
Union Electric Co. 2.625%, DUE 03/15/2051
906548CS9
2000000.00000000
PA
USD
1386703.82000000
0.211942849370
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.62500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #A89870
3129366F9
117261.60000000
PA
USD
121153.19000000
0.018516969470
Long
ABS-MBS
USGSE
US
N
2
2039-11-01
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc. 3.272%, Due 09/29/2025
38141GWQ3
1500000.00000000
PA
USD
1457353.97000000
0.222740969260
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.27200000
N
N
N
N
N
N
FINDLAY OHIO CITY SCH DIST
N/A
Findlay City School District 6.25%, Due 12/01/2037
317747DQ3
270000.00000000
PA
USD
270558.90000000
0.041352034487
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.25000000
N
N
N
N
N
N
Relx Capital Inc.
2R15C3RTKJN1RCBOV146
Relx Capital Inc. 3.50%, Due 03/16/2023
74949LAB8
1500000.00000000
PA
USD
1497949.25000000
0.228945523679
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
Northern States Power Company
3S1GHB0TEH85KX44SB51
Northern States PWR-MINN 2.90%, Due 03/01/2050
665772CR8
1250000.00000000
PA
USD
939577.48000000
0.143604369905
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.90000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group 3.8% DUE 03/15/2030
38141GXH2
1500000.00000000
PA
USD
1390904.76000000
0.212584918124
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G08615
3128MJVH0
339576.69000000
PA
USD
333738.14000000
0.051008305677
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
3.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp.
4NYF266XZC35SCTGX023
National Rural Utilities 1.35%, DUE 03/15/2031
637432NW1
1000000.00000000
PA
USD
779348.29000000
0.119115051716
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.35000000
N
N
N
N
N
N
Rochester Gas and Electric Corporation
549300DD8M80WFTQO509
Rochester Gas & Electric Corp 1.85%, DUE 12/01/2030
771367CE7
500000.00000000
PA
USD
400019.57000000
0.061138713434
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
1.85000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Series 2018-M8 Class A2
3136B2GX4
1819064.18000000
PA
USD
1800729.29000000
0.275222214840
Long
ABS-O
USGSE
US
N
2
2028-06-25
Floating
3.43000000
N
N
N
N
N
N
PAX World Fds ST
N/A
Pax World High Yield Bond Fund Institutional Class
704223809
530983.77900000
NS
USD
3031917.38000000
0.463396147978
Long
EC
RF
US
N
1
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
Pacific Life Global 1.2% DUE 06/24/2025
6944PL2B4
415000.00000000
PA
USD
381135.25000000
0.058252447073
Long
DBT
CORP
US
Y
2
2025-06-24
Fixed
1.20000000
N
N
N
N
N
N
National Bank of Canada
BSGEFEIOM18Y80CKCV46
National Bank of Canada 2.15%, Due 10/07/2022
63307CAG6
1250000.00000000
PA
USD
1247871.60000000
0.190723829226
Long
DBT
CORP
US
Y
2
2022-10-07
Fixed
2.15000000
N
N
N
N
N
N
FIRST AMERN FDS INC
549300J5J5SJCZ9IA369
FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND CLASS X
31846V336
3493486.68000000
PA
USD
3493486.68000000
0.533942079425
Long
STIV
RF
US
N
1
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q10381
3132HLM67
440961.69000000
PA
USD
433738.87000000
0.066292347843
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AL6847
3138EPTD6
895543.62000000
PA
USD
877194.16000000
0.134069746574
Long
ABS-MBS
USGSE
US
N
2
2045-05-01
Fixed
3.50000000
N
N
N
N
N
N
Boston Properties Limited Partnership
BVHHEFJI6SHNOKQT2572
Boston Properties LP 4.5%, Due 12/01/2028
10112RBA1
1250000.00000000
PA
USD
1215316.30000000
0.185748099770
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA UMBS 3.0%, DUE 06/01/2050
31418DQA3
2019241.90000000
PA
USD
1884714.05000000
0.288058387267
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
3.00000000
N
N
N
N
N
N
Johnson Controls International PLC / Tyco Fire & Security Finance S.C.A.
549300XQ6S1GYKGBL205
JOHNSON CONTROLS 1.75%, DUE 09/15/2030
47837RAA8
1000000.00000000
PA
USD
813053.55000000
0.124266540261
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
CLI FUNDING VIII LLC
N/A
CLI Funding 2.72% Due 1/18/2047
12565KAE7
1288689.34000000
PA
USD
1142654.66000000
0.174642545145
Long
ABS-O
CORP
US
Y
2
2047-01-18
Fixed
2.72000000
N
N
N
N
N
N
Duke Energy Progress Inc
0NIFZ782LS46WOC9QK20
Duke Energy, LLC. 3.450% Due 03/15/2029
26442UAH7
1750000.00000000
PA
USD
1664392.24000000
0.254384554746
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
Federal Realty OP LP
549300LI6XZ51GOCJ427
Federal Realty 1.25%, DUE 02/15/2026
313747BB2
515000.00000000
PA
USD
460749.99000000
0.070420708676
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AP7534
3138MBLQ7
300108.91000000
PA
USD
295864.91000000
0.045219787491
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q06065
3132GRCA7
322200.00000000
PA
USD
316925.92000000
0.048438737642
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FANNIE MAE REMIC TR 2019-M22 2.522% 8/27/29
3136B6XJ7
5796707.64000000
PA
USD
5431418.83000000
0.830134284159
Long
ABS-O
USGSE
US
N
2
2029-08-27
Fixed
2.52200000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FNMA 2.412% Due 8/25/2029
3137FPHR9
3670000.00000000
PA
USD
3385492.79000000
0.517436368234
Long
ABS-O
USGSE
US
N
2
2029-08-25
Fixed
2.41200000
N
N
N
N
N
N
Calvert Social Investment Foundation/Calvert Community Investment Foundation
549300B32FCKBWZSDR33
Calvert Social Investment Foundation, Inc. 3.00%, Due 12/15/2023
13161GS29
950000.00000000
PA
USD
899678.50000000
0.137506237494
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
B1V7KEBTPIMZEU4LTD58
FHLMC Super 30Y Fixed 0.025
3132DWBJ1
8276204.10000000
PA
USD
7456893.16000000
1.139706374923
Long
ABS-MBS
USGA
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Calvert Social Investment Foundation/Calvert Community Investment Foundation
549300B32FCKBWZSDR33
Calvert Impact Capital 3.00% Due 06/17/2024
13161GTW2
980000.00000000
PA
USD
980000.00000000
0.149782519805
Long
DBT
CORP
US
N
2
2024-06-17
Fixed
3.00000000
N
N
N
N
N
N
Honda Motor Co Ltd.
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd 2.967%, Due 03/10/2032
438127AC6
760000.00000000
PA
USD
680134.25000000
0.103951246705
Long
DBT
CORP
US
N
2
2032-03-10
Fixed
2.96700000
N
N
N
N
N
N
HOUSTON TEX INDPT SCH DIST
N/A
Houston Independent School District 6.168%, Due 02/15/2034
442403FR7
1000000.00000000
PA
USD
1032080.00000000
0.157742390858
Long
DBT
MUN
US
N
2
2034-02-15
Fixed
6.16800000
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
FHLMC Super 30Y Fixed 3% DUE 07/1/2050
3132DV6K6
2542875.96000000
PA
USD
2371170.73000000
0.362408088600
Long
ABS-MBS
USGA
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 3.125%, Due 07/27/2026
61761J3R8
2000000.00000000
PA
USD
1907890.74000000
0.291600696480
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
American Express Company
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY 3.00%, DUE 10/30/2024
025816BR9
1000000.00000000
PA
USD
982388.24000000
0.150147536749
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.00000000
N
N
N
N
N
N
Kommuninvest I Sverige AB
EV2XZWMLLXF2QRX0CD47
Kommunivest I Sverige AB 0.00375
50046PBR5
500000.00000000
PA
USD
473629.12000000
0.072389145966
Long
DBT
CORP
SE
Y
2
2024-06-19
Fixed
0.37500000
N
N
N
N
N
N
Security Benefit Global Funding
5493003C0JW6BY7YFF93
Security Benefit 0.0125
81412DAA1
1500000.00000000
PA
USD
1422649.73000000
0.217436797306
Long
DBT
CORP
US
Y
2
2024-05-17
Fixed
1.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AB2089
31416XKB5
190488.59000000
PA
USD
192656.40000000
0.029445470457
Long
ABS-MBS
USGSE
US
N
2
2041-01-01
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q00876
3132GD6M9
336105.45000000
PA
USD
347273.63000000
0.053077060574
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
4.50000000
N
N
N
N
N
N
Teachers Insurance and Annuity Association of America
O06XD7BJ4EPXNABVFN69
Teachers Ins. & Annuity 4.375% DUE 09/15/2054
878091BE6
2678000.00000000
PA
USD
2625428.85000000
0.401268723186
Long
DBT
CORP
US
Y
2
2054-09-15
Fixed
4.37500080
N
N
N
N
N
N
Alexandria Real Estate Equities, Inc.
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate 2.95% Due 3/15/2034
015271AY5
1000000.00000000
PA
USD
832112.97000000
0.127179568785
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
The Estee Lauder Companies Inc.
549300VFZ8XJ9NUPU221
Estee Lauder Co. 2.6% DUE 04/15/2030
29736RAQ3
1000000.00000000
PA
USD
897717.91000000
0.137206582279
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
FEDERAL HOME LOAN BANK 3.25%, DUE 11/16/2028
3130AFFX0
8500000.00000000
PA
USD
8528057.31000000
1.303422360140
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
Zoetis Inc.
549300HD9Q1LOC9KLJ48
Zoetis, Inc. 3.250% Due 02/01/2023
98978VAB9
1200000.00000000
PA
USD
1195744.46000000
0.182756753328
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
Fibria Overseas Finance Ltd.
549300WABWKSHESAMG92
Fibria Overseas Finance Ltd. 5.5%, Due 01/17/2027
31572UAF3
800000.00000000
PA
USD
793200.00000000
0.121232137458
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #FN891596
31410MRR3
16675.35000000
PA
USD
17740.22000000
0.002711402911
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.50000000
N
N
N
N
N
N
Small Business Admin Gtd Ln Pool Ctfs
N/A
Small Business Administration Floating Rate, Due 02/25/2032
83164J3J3
104865.38000000
PA
USD
106066.33000000
0.016211104259
Long
ABS-MBS
CORP
US
N
2
2032-02-25
Variable
0.60000120
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc. 4.0%, Due 04/15/2029
40434LAK1
915000.00000000
PA
USD
857250.85000000
0.131021624916
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
Horace Mann Educators Corporation
254900G5YAV3A2YK8T32
Horace Mann Educators Corporation 4.50%, Due 12/01/2025
440327AK0
1235000.00000000
PA
USD
1212202.67000000
0.185272214721
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.50000000
N
N
N
N
N
Florida Power & Light Company
A89MY1K3YLIGJMYWVX50
Florida Power & Light Company 3.70%, Due 12/01/2047
341081FP7
1300000.00000000
PA
USD
1142469.97000000
0.174614317253
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Textainer Marine Containers Ltd
549300X48KLHDDGPK024
Textainer Marine Containers Series 2021-1A Class A
88315LAL2
1339999.97000000
PA
USD
1163964.17000000
0.177899475863
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
1.68000000
N
N
N
N
N
N
TRIBUTE RAIL LLC
N/A
Tribute Rail LLC 2022-1 4.76%, 05/17/2052
89609MAA7
2000000.00000000
PA
USD
1990696.80000000
0.304256717217
Long
ABS-O
CORP
US
Y
2
2052-05-17
Fixed
4.76000000
N
N
N
N
N
N
The Brooklyn Union Gas Company
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Company 4.504%, Due 03/10/2046
114259AP9
1250000.00000000
PA
USD
1070489.89000000
0.163612931786
Long
DBT
CORP
US
Y
2
2046-03-10
Fixed
4.50400000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation 2.456%, Due 10/22/2025
06051GHW2
1000000.00000000
PA
USD
952503.96000000
0.145580044136
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G05535
3128M7PU4
128687.15000000
PA
USD
132945.03000000
0.020319226111
Long
ABS-MBS
USGSE
US
N
2
2039-07-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 2.572% DUE 06/03/2031
172967MS7
1000000.00000000
PA
USD
840588.73000000
0.128474998060
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
2.57199840
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
International Bank 0.25%, DUE 11/24/2023
459058JM6
4500000.00000000
PA
USD
4337222.90000000
0.662898137673
Long
DBT
NUSS
US
N
2
2023-11-24
Fixed
0.25000000
N
N
N
N
N
N
Avery Dennison Corporation
549300PW7VPFCYKLIV37
Avery Dennison Corp 2.65% DUE 04/30/2030
053611AK5
1250000.00000000
PA
USD
1044415.74000000
0.159627776797
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.65000000
N
N
N
N
N
N
The Kroger Co.
6CPEOKI6OYJ13Q6O7870
Kroger Company 5.00%, Due 04/15/2042
501044CR0
1000000.00000000
PA
USD
966685.05000000
0.147747472089
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
5.00000000
N
N
N
N
N
N
Ingersoll-Rand Company Limited
XRCBIIVYC7OYQ5IGZZ62
Ingersoll-Rand Global Holding Company Ltd. 6.391%, DUE 11/15/2027
456866AK8
655000.00000000
PA
USD
687383.72000000
0.105059250668
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
6.39100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #917955
31411XZU2
2130.08000000
PA
USD
2145.54000000
0.000327922844
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Variable
1.94000040
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications 3.875% Due 02/08/2029
92343VES9
1000000.00000000
PA
USD
967487.21000000
0.147870073666
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
CCL Industries Inc
549300TD3EMSRRC0YH75
CCL Industries 3.05% DUE 06/01/2030
124900AD3
1750000.00000000
PA
USD
1519991.76000000
0.232314485608
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
3.05000000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
Agree LTD Partnership 2.9% Due 10/1/2030
008513AA1
650000.00000000
PA
USD
551161.88000000
0.084239199190
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Credit Suisse First Boston
3136AT5E0
111446.80000000
PA
USD
106277.73000000
0.016243414488
Long
ABS-O
USGSE
US
N
2
2026-07-25
Fixed
2.25400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNA 2021-M1G FLOAT
3136BFRV7
3000000.00000000
PA
USD
2487396.00000000
0.380171878198
Long
ABS-O
USGSE
US
N
2
2030-11-25
Floating
1.56059000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 6.625%, Due 11/15/2030
31359MGK3
12750000.00000000
PA
USD
15755825.25000000
2.408109395469
Long
DBT
USGSE
US
N
2
2030-11-15
Fixed
6.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AM1928
3138L2EA1
1818164.28000000
PA
USD
1816929.64000000
0.277698265090
Long
ABS-MBS
USGSE
US
N
2
2023-01-01
Fixed
2.19000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool FN AS8591
3138WJRM2
1300875.81000000
PA
USD
1243956.61000000
0.190125464871
Long
ABS-MBS
USGSE
US
N
2
2032-01-01
Fixed
2.00000000
N
N
N
N
N
N
Public Service Company of Colorado
5BANEF6PGSEK0SNMQF44
Public Service Colorado 3.70%, Due 06/15/2028
744448CP4
1750000.00000000
PA
USD
1722092.91000000
0.263203485101
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.70000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc. 5.875%, Due 9/15/2042
744320AL6
750000.00000000
PA
USD
736312.50000000
0.112537491443
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
5.87500000
N
N
N
N
N
N
Coca-Cola FEMSA SAB de CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB CV 1.850% Due 09/01/2032
191241AJ7
1000000.00000000
PA
USD
776250.00000000
0.118641511223
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc. 3.7%, Due 01/12/2026
172967KG5
1750000.00000000
PA
USD
1714813.94000000
0.262090972378
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.70000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Freddie Mac 1.78283%, Due 06/25/2034
3137FWHZ6
2084061.00000000
PA
USD
1773874.57000000
0.271117758075
Long
ABS-O
USGA
US
N
2
2034-06-25
Fixed
1.78283000
N
N
N
N
N
N
McDonald's Corporation
UE2136O97NLB5BYP9H04
McDonald's Corporation 3.50%, Due 07/01/2027
58013MFP4
1000000.00000000
PA
USD
979822.61000000
0.149755407641
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
3.50000000
N
N
N
N
N
N
RLI Corp
529900AMTJE5ECN9PS55
RLI Corporation 4.875%, Due 09/15/2023
749607AC1
1000000.00000000
PA
USD
1002594.25000000
0.153235809293
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.87500000
N
N
N
N
N
N
Sammons Financial Group Inc
N/A
Sammons Financial Group 4.45%, Due 05/12/2027
79588TAC4
1200000.00000000
PA
USD
1173177.12000000
0.179307576746
Long
DBT
CORP
US
Y
2
2027-05-12
Fixed
4.45000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Fannie Mae .75% Due 10/08/2027
3135G05Y5
10000000.00000000
PA
USD
8845925.60000000
1.352005128959
Long
DBT
USGSE
US
N
2
2027-10-08
Fixed
0.75000000
N
N
N
N
N
N
USAA Capital Corp.
5493007XLF4LU3U2W757
USAA Capital Corp 2.125% DUE 05/1/2030
90327QD55
3000000.00000000
PA
USD
2569596.51000000
0.392735347093
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning 4.2%, Due 12/01/2024
690742AE1
1000000.00000000
PA
USD
998938.45000000
0.152677059358
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.20000000
N
N
N
N
N
N
President & Fellows of Harvard College
6S3X7J22E861RNTJSA74
President & Fellow Harvard College 3.745% 11/15/2052
740816AQ6
500000.00000000
PA
USD
472887.67000000
0.072275823262
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
3.74500000
N
N
N
N
N
N
General Mills, Inc.
2TGYMUGI08PO8X8L6150
General Mills, Inc. 4.00%, Due 04/17/2025
370334CF9
1500000.00000000
PA
USD
1498819.83000000
0.229078582522
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
Avangrid Inc
549300OX0Q38NLSKPB49
Avangrid, Inc. 3.15%, Due 12/01/2024
05351WAA1
1800000.00000000
PA
USD
1757942.66000000
0.268682736008
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley 2.699%, Due 01/22/2031
6174468L6
1250000.00000000
PA
USD
1082650.06000000
0.165471483728
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corp. 3.3% Due 04/01/2027
20030NDK4
500000.00000000
PA
USD
484432.76000000
0.074040366805
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Corp 3.05% DUE 01/06/2028
24422EUB3
1250000.00000000
PA
USD
1199094.33000000
0.183268745134
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
3.05000000
N
N
N
N
N
N
IOWA STUDENT LN LIQUIDITY CORP
549300FO1LWVSZKGJK70
IOWA STUDENT LN LIQUIDITY CORPSTUDENT LN REV 1.73%, DUE 08/25/2070
462590MU1
1299479.58000000
PA
USD
1165941.81000000
0.178201736988
Long
DBT
MUN
US
N
2
2070-08-25
Fixed
1.73000000
N
N
N
N
N
N
Penske Truck Leasing Co., L.P.
549300ZX07JYMI8GHQ39
Penske Truck Leasing 3.45% 7/01/2024
709599BF0
1250000.00000000
PA
USD
1223488.55000000
0.186997140787
Long
DBT
CORP
US
Y
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
Texas Electric Market Stabilization Funding N LLC
N/A
Texas Electric Market Stabilization 5.167% 8/1/2046
88240TAC5
1500000.00000000
PA
USD
1509149.42000000
0.230657349888
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
5.05700000
N
N
N
N
N
N
Comcast Corporation
51M0QTTNCGUN7KFCFZ59
Comcast Corporation 4.75%, Due 03/01/2044
20030NDU2
672000.00000000
PA
USD
466969.18000000
0.071371245359
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C91027
3128P7D83
47106.87000000
PA
USD
49536.07000000
0.007571058557
Long
ABS-MBS
USGSE
US
N
2
2027-04-01
Fixed
6.00000000
N
N
N
N
N
N
Overseas Private Investment Corporation
549300IDY55XMYWXSD28
Overseas Private Investment Corporation 3.54%, Due 06/15/2030
690353XN2
470599.93000000
PA
USD
473059.11000000
0.072302026033
Long
DBT
USGA
US
N
2
2030-06-15
Fixed
3.54000000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
P&G Wildfire Recovery 4.674% 12/1/2053
693342AE7
1500000.00000000
PA
USD
1524795.00000000
0.233048609476
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
4.67400000
N
N
N
N
N
N
ENEL Finance International N.V.
0YQH6LCEF474UTUV4B96
ENEL Fin Intl NV 2.65% due 09/10/2024
29278GAL2
1250000.00000000
PA
USD
1210512.50000000
0.185013890312
Long
DBT
CORP
US
Y
2
2024-09-10
Fixed
2.65000000
N
N
N
N
N
N
Illinois Tool Works Inc.
76NA4I14SZCFAYMNSV04
Illinois Tool Works, Inc. 3.9%, Due 09/01/2042
452308AR0
1000000.00000000
PA
USD
888548.35000000
0.135805113093
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.90000000
N
N
N
N
N
N
Gilead Sciences, Inc.
549300WTZWR07K8MNV44
Gilead Sciences, Inc. 3.65%, Due 03/01/2026
375558BF9
750000.00000000
PA
USD
736538.99000000
0.112572108017
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.65000000
N
N
N
N
N
Conservation Fund / Sustainable Conservation Inc
N/A
Conservation Fund 3.474% due 12/15/19
20848FAA8
535000.00000000
PA
USD
496607.87000000
0.075901202167
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
Sysco Corporation
5RGWIFLMGH3YS7KWI652
Sysco Corporation 2.40%, DUE 02/15/2030
871829BK2
1750000.00000000
PA
USD
1492407.89000000
0.228098586063
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
TTX Co.
549300I8CNSYS1OGX775
TTX Company 4.60% due 02/01/2049
87305QCN9
280000.00000000
PA
USD
267627.08000000
0.040903937153
Long
DBT
CORP
US
Y
2
2049-02-01
Fixed
4.60000000
N
N
N
N
N
N
European Bank For Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank Reconstruction and Development 1.5% DUE 02/13/2025
29874QEE0
200000.00000000
PA
USD
192028.11000000
0.029349443050
Long
DBT
NUSS
US
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
John Deere Capital Corporation
E0KSF7PFQ210NWI8Z391
John Deere Capital 1.75% DUE 03/09/2027
24422EVF3
250000.00000000
PA
USD
227937.74000000
0.034837845975
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
1.75000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc. 4.75%, Due 05/15/2046
00206RCQ3
1500000.00000000
PA
USD
1388348.75000000
0.212194259330
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AS3945
3138WDL33
778249.13000000
PA
USD
783749.23000000
0.119787688331
Long
ABS-MBS
USGSE
US
N
2
2044-12-01
Fixed
4.00000000
N
N
N
N
N
N
Moodys Corp
549300GCEDD8YCF5WU84
Moody;s Corporation 3.25%, DUE 05/20/2050
615369AT2
500000.00000000
PA
USD
371131.78000000
0.056723523661
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR, Inc. 3%, DUE 03/15/2030
62944TAF2
1000000.00000000
PA
USD
861544.45000000
0.131677855760
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AT5895
3138WTRR9
544232.89000000
PA
USD
520006.40000000
0.079477417252
Long
ABS-MBS
USGSE
US
N
2
2043-06-01
Fixed
3.00000000
N
N
N
N
N
N
Calvert Social Investment Foundation/Calvert Community Investment Foundation
549300B32FCKBWZSDR33
Calvert Social Investment Foundation, Inc. 3.00%, Due 6/15/2023
13161GQ62
1650000.00000000
PA
USD
1650000.00000000
0.252184854774
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Amgen Inc.
62QBXGPJ34PQ72Z12S66
Amgen Incorporated 3.00%, Due 02/22/2029
031162DD9
2500000.00000000
PA
USD
2305940.75000000
0.352438383731
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
Camden Property 2.8% DUE 05/15/2030
133131AZ5
500000.00000000
PA
USD
441359.56000000
0.067457088813
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
Topaz Solar Farms LLC
N/A
Topaz Solar Farms, LLC 5.750%, Due 09/30/2039
89054XAC9
568221.00000000
PA
USD
515660.56000000
0.078813202082
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DowDuPont, Inc. 4.493%, due 11/15/2025
26078JAC4
1500000.00000000
PA
USD
1510212.00000000
0.230819753878
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
Indiana Gas Company, Inc.
5493003YS11LO8YYTJ56
Indiana Gas Company, Inc. 6.55%, Due 06/30/2028
45475QAQ6
250000.00000000
PA
USD
273442.50000000
0.041792761910
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
6.55000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AN8000
3138LL3J2
4500000.00000000
PA
USD
4468860.00000000
0.683017460671
Long
ABS-MBS
USGSE
US
N
2
2025-01-01
Fixed
2.71000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA 3.0% DUE 09/01/2049
31418DFQ0
983220.60000000
PA
USD
918744.64000000
0.140420293098
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
EcoLab Inc 4.8% DUE 03/24/2030
278865BE9
140000.00000000
PA
USD
145165.50000000
0.022186994264
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #D99701
3128E6X69
499091.10000000
PA
USD
490616.88000000
0.074985543413
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.00000000
N
N
N
N
N
N
BMW US Capital, LLC
KK5MZM9DIXLXZL9DZL15
BMW US Capital LLC 3.80%, Due 04/06/2023
05565EBM6
1000000.00000000
PA
USD
1004428.11000000
0.153516095182
Long
DBT
CORP
US
Y
2
2023-04-06
Fixed
3.80000000
N
N
N
N
N
N
BEACON CONTAINER FINANCE II LLC
N/A
BEACON CONTAINER FINANCE 2.25%, DUE 10/22/2046
07359BAA5
962000.00000000
PA
USD
856389.72000000
0.130890010405
Long
ABS-O
CORP
US
Y
2
2046-10-22
Fixed
2.25000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C43027
31298BLG4
61095.54000000
PA
USD
65889.71000000
0.010070537543
Long
ABS-MBS
USGSE
US
N
2
2030-07-01
Fixed
7.50000000
N
N
N
N
N
N
Hyundai Capital Services, Inc.
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc. 1.25%, Due 02/08/2026
44920UAP3
200000.00000000
PA
USD
179874.52000000
0.027491896790
Long
DBT
CORP
KR
Y
2
2026-02-08
Fixed
1.25000000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fidelity National Financial, Inc. 5.50%, Due 09/01/2022
31620RAF2
725000.00000000
PA
USD
727709.60000000
0.111222630178
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
5.50000000
N
N
N
N
N
N
European Bank For Reconstruction & Development
549300HTGDOVDU6OGK19
European Bank reconstruction and devolopment 1.625% Due 9/27/2024
29874QAY0
1250000.00000000
PA
USD
1211612.18000000
0.185181964640
Long
DBT
NUSS
US
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
ERAC USA Finance Co.
LTKX5ODQW6Z7BQ2K1V47
Erac USA Finance, LLC 2.70%, Due 11/01/2023
26884TAT9
1250000.00000000
PA
USD
1231761.56000000
0.188261581894
Long
DBT
CORP
US
Y
2
2023-11-01
Fixed
2.70000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA #2336 2.91% due 04/01/2026
3140HTSQ3
3000000.00000000
PA
USD
2957542.56000000
0.452028752111
Long
ABS-MBS
USGSE
US
N
2
2026-04-01
Fixed
2.91000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #725554
31402DBX7
26351.66000000
PA
USD
27000.96000000
0.004126807985
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
2.24200080
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FREMF 2.875% Due 04/25/2026
3137FMD33
2318304.31000000
PA
USD
2266826.83000000
0.346460239347
Long
ABS-O
USGSE
US
N
2
2029-04-25
Fixed
2.73800000
N
N
N
N
N
N
Local Initiatives Support Corp.
549300V1ATNB9BHB6146
Local Initiatives Support Corporation 4.649%, Due 03/01/2037
539565AD3
1500000.00000000
PA
USD
1509465.00000000
0.230705582916
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
4.64900000
N
N
N
N
N
N
Low Income Investment Fund
N/A
Low Income Investment 3.386% due 7/1/2026
54750AAA4
115000.00000000
PA
USD
112634.53000000
0.017214983388
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.38600000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AH9034
3138ABBC2
137833.60000000
PA
USD
139368.21000000
0.021300940484
Long
ABS-MBS
USGSE
US
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR INC. 1.90%, DUE 03/15/2033
90265EAU4
1000000.00000000
PA
USD
755611.32000000
0.115487109697
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C09022
31292SAX8
473499.04000000
PA
USD
453007.82000000
0.069237400786
Long
ABS-MBS
USGSE
US
N
2
2043-01-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3930 MTGE 2.5% DUE 02/01/2035
31418DLL4
1281025.72000000
PA
USD
1226331.23000000
0.187431614026
Long
ABS-MBS
USGSE
US
N
2
2035-02-01
Fixed
2.50000000
N
N
N
N
N
N
Calvert Impact Capital Inc
549300B32FCKBWZSDR33
Calvert Impact Capital, Inc. 1.00%, 6/14/2024
13162EDS2
500000.00000000
PA
USD
500000.00000000
0.076419652961
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
0.40000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
Electricite de France S.A. 3.625%, Due 10/13/2025
268317AS3
1250000.00000000
PA
USD
1227540.80000000
0.187616483865
Long
DBT
CORP
US
Y
2
2025-10-13
Fixed
3.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AJ8480
3138E1M61
307418.20000000
PA
USD
310172.35000000
0.047406526690
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNA 2021-M2G A2 (FANNIEMAE-ACES) 1.37556% Due 03/25/2031
3136BHB73
1000000.00000000
PA
USD
844416.00000000
0.129059955351
Long
ABS-O
USGSE
US
N
2
2031-03-25
Floating
1.37556000
N
N
N
N
N
N
Central American Bank for Economic Integration (CABEI)
549300OLDAMXBPSHIC05
Central American Bank 0.0114
15238PAG1
1200000.00000000
PA
USD
1096260.00000000
0.167551617512
Long
DBT
NUSS
US
Y
2
2026-02-09
Fixed
1.14000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank 2.375%, Due 05/24/2027
298785HM1
4000000.00000000
PA
USD
3860360.00000000
0.590014743016
Long
DBT
NUSS
US
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizion Communications Inc 1.50%, Due 09/18/2030
92343VFL3
1000000.00000000
PA
USD
799211.78000000
0.122150973741
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
Consolidated Edison Company of New York, Inc.
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co 3.35% DUE 04/01/2030
209111FX6
1000000.00000000
PA
USD
931570.54000000
0.142380594752
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.35000000
N
N
N
N
N
N
Midamerican Energy Company
NINLOILYRTLIMK26MZ18
MidAmerican Energy Company 3.95%, Due 08/01/2047
595620AR6
1750000.00000000
PA
USD
1558392.12000000
0.238183569978
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95000000
N
N
N
N
N
N
Wendys Funding Llc
5493009DRVSTWJOXUL48
Wendy's Funding LLC 0.03783
95058XAG3
686250.00000000
PA
USD
662533.89000000
0.101261219898
Long
ABS-O
CORP
US
Y
2
2049-06-15
Fixed
3.78300000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation 2.525%, Due 06/01/50
594918CE2
1000000.00000000
PA
USD
788814.33000000
0.120561834700
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AE0395
31419ANM5
103409.55000000
PA
USD
106717.57000000
0.016310639328
Long
ABS-MBS
USGSE
US
N
2
2040-10-01
Fixed
4.50000000
N
N
N
N
N
N
International Finance Corporation
QKL54NQY28TCDAI75F60
International Finance Corporation 0.02125
45950VHX7
3000000.00000000
PA
USD
2888160.00000000
0.441424369797
Long
DBT
NUSS
GB
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
N
AMERICAN MUN PWR OHIO INC
EARKGGZJJEMVD66XQ486
American Municipal Power Ohio, Inc., Rev. Taxable-Hydroelectric Projects
02765UEP5
1000000.00000000
PA
USD
1127402.00000000
0.172311339177
Long
DBT
MUN
US
N
2
2028-02-15
Fixed
7.33400000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association Pool #3010
36202DKX8
9385.04000000
PA
USD
9985.62000000
0.001526195230
Long
ABS-MBS
USGA
US
N
2
2030-12-20
Fixed
7.00000000
N
N
N
N
N
N
PacifiCorp.
SGY07Y7FNYBNLM6Z1M11
Pacificorp 8.08%, Due 10/14/2022
69512EEK7
500000.00000000
PA
USD
505558.40000000
0.077269194960
Long
DBT
CORP
US
N
2
2022-10-14
Fixed
8.08000000
N
N
N
N
N
N
Magallanes Inc.
N/A
Magallanes Inc. 3.428%, Due 03/15/2024
55903VAJ2
1500000.00000000
PA
USD
1373964.78000000
0.209995823339
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C03517
31292K4A2
173557.38000000
PA
USD
179307.26000000
0.027405197165
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Marriott International, Inc.
225YDZ14ZO8E1TXUSU86
Marriott International, Inc. 3.6%, Due 04/15/2024
571900BB4
727000.00000000
PA
USD
720243.15000000
0.110081463142
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
3.60000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #255808
31371MDM6
17921.23000000
PA
USD
18308.94000000
0.002798325681
Long
ABS-MBS
USGSE
US
N
2
2025-07-01
Fixed
5.00000000
N
N
N
N
N
N
Intel Corporation
KNX4USFCNGPY45LOCE31
Intel Corporation 3.734%, Due 12/08/2047
458140BG4
1361000.00000000
PA
USD
1154749.16000000
0.176491060130
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
Tenaska Virginia Partners L.P.
N/A
Tenaska Virginia Partners, L.P. 6.119% Due 03/30/2024
88031QAA8
268039.63000000
PA
USD
269338.97000000
0.041165581233
Long
DBT
CORP
US
Y
2
2024-03-30
Fixed
6.11900000
N
N
N
N
N
N
State Street Corporation
549300ZFEEJ2IP5VME73
State Street Corporation 7.350%, Due 06/15/2026
857473AE2
1000000.00000000
PA
USD
1121976.31000000
0.171482080483
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.35000000
N
N
N
N
N
N
Ing Groep N V / Ing Bank N V
549300NYKK9MWM7GGW15
ING Groep NV 4.625%, Due 01/06/2026
45685NAA4
1250000.00000000
PA
USD
1247172.78000000
0.190617022062
Long
DBT
CORP
US
Y
2
2026-01-06
Fixed
4.62500000
N
N
N
N
N
N
TRIUMPH RAIL LLC
5493004VSVYOZVEYVJ29
Triumph Rail 0.0215
89683LAA8
1987136.86000000
PA
USD
1752551.38000000
0.267858736515
Long
ABS-O
CORP
US
Y
2
2051-06-19
Fixed
2.15000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AE0828
31419A4N4
283426.96000000
PA
USD
278898.91000000
0.042626715827
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G02254
3128LXQF0
20727.16000000
PA
USD
22271.04000000
0.003403890295
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Banks
S6XOOCT0IEG5ABCC6L87
FHLMC Super 30Y Fixed 2% DUE 08/01/2050
3132DV7J8
3423321.65000000
PA
USD
2989171.89000000
0.456862956955
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
2.00000000
N
N
N
N
N
N
Lowes Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Compaies Inc. 3.0%, DUE 10/15/2050
548661DZ7
500000.00000000
PA
USD
348389.04000000
0.053247539065
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
Hyatt Hotels Corporation
T27JQIMTYSH41TCD5186
Hyatt Hotels Corporation 3.375%, Due 7/15/2023
448579AE2
1000000.00000000
PA
USD
978366.29000000
0.149532824703
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.37500000
N
N
N
N
N
N
Magna International Inc
95RWVLFZX6VGDZNNTN43
Magna International Inc 2.45% DUE 06/15/2030
559222AV6
1250000.00000000
PA
USD
1064201.31000000
0.162651789583
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
U.S. International Development Finance Corporation
N/A
International Development Finance Corp 0.0165
90376PCZ2
3500000.00000000
PA
USD
3205795.11000000
0.489971499546
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
1.65000000
N
N
N
N
N
N
SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN
549300RA28ZEFOB6M782
City of San Francisco, CA, Public Utilities Comm. on Water Revenue
79765R5A3
2500000.00000000
PA
USD
2116425.00000000
0.323472928040
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.30300000
N
N
N
N
N
N
Mexico City Airport Trust
N/A
Mexico City Airport Trust 4.25%, Due 10/31/2026
59284MAA2
497000.00000000
PA
USD
457667.42000000
0.069949570816
Long
DBT
CORP
US
Y
2
2026-10-31
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America Corporation 4.271%, Due 07/23/2029
06051GHM4
1000000.00000000
PA
USD
960812.95000000
0.146849984400
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
TRITON CONTAINER FINANCE VIII LLC
N/A
Triton Container Finance 0.0186
89680HAE2
1564062.49000000
PA
USD
1365124.06000000
0.208644613830
Long
ABS-O
CORP
US
Y
2
2046-03-20
Fixed
1.86000000
N
N
N
N
N
N
Topaz Solar Farms LLC
N/A
Topaz Solar Farms, LLC 4.875%, Due 09/30/2039
89054XAD7
236008.00000000
PA
USD
203556.90000000
0.031111495312
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
4.87500000
N
N
N
N
N
N
Legrand SA
969500TJLHIZLFRWEQ48
Legrand 8.50%, Due 02/15/2025
524671AA2
1000000.00000000
PA
USD
1105957.94000000
0.169033843930
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
8.50000000
N
N
N
N
N
N
Georgia Power Company
D981X4Z4RWS7PDMJUZ03
Georgia Power Company 3.25%, Due 04/01/2026
373334KE0
1000000.00000000
PA
USD
970935.37000000
0.148397088047
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Avista Corporation
Q0IK63NITJD6RJ47SW96
Avista Corp 4% Due 4/1/2052
05379BAR8
1000000.00000000
PA
USD
901737.30000000
0.137820903057
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Calvert Social Investment Foundation/Calvert Community Investment Foundation
549300B32FCKBWZSDR33
CALVERT 2.5% DUE 06/13/2025
13161GZL9
650000.00000000
PA
USD
647833.34000000
0.099014398040
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA4306 Mortgage 2.50%, Due 04/01/2051
31418DYC0
11260368.34000000
PA
USD
10148201.92000000
1.551044137829
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q04096
3132GKGD2
207340.68000000
PA
USD
209400.02000000
0.032004553717
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE 0.00563
46647PBY1
500000.00000000
PA
USD
470915.75000000
0.071974436378
Long
DBT
CORP
US
N
2
2025-02-16
Fixed
0.56300000
N
N
N
N
N
N
Rockefeller Foundation
549300JU3NX0IK5I9038
Rockefeller Foundation 2.492% 10/1/2050
77310VAA2
1800000.00000000
PA
USD
1308640.63000000
0.200011725593
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.49200000
N
N
N
N
N
N
Fidelity National Financial, Inc.
549300CAZYIH39SYQ287
Fedelity National Information Services 3.40%, due 06/15/2030
31620RAJ4
500000.00000000
PA
USD
437462.48000000
0.066861461810
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
Northern Natural Gas Company
5493007M02M6CT9EXE41
Northern Natural Gas Company 4.10%, Due 09/15/2042
665501AK8
1000000.00000000
PA
USD
834491.60000000
0.127543116943
Long
DBT
CORP
US
Y
2
2042-09-15
Fixed
4.10000000
N
N
N
N
N
N
Carlisle Companies Incorporated
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc 3.5%, Due 12/01/2024
142339AG5
1250000.00000000
PA
USD
1235639.99000000
0.188854358443
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G04913
3128M6YJ1
129092.00000000
PA
USD
136160.27000000
0.020810641161
Long
ABS-MBS
USGSE
US
N
2
2038-03-01
Fixed
5.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank 2.125%, Due 03/19/2025
045167CY7
1000000.00000000
PA
USD
973902.56000000
0.148850591307
Long
DBT
NUSS
US
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
Jackson National Life 1.75% Due 1/12/2025
46849LUV1
385000.00000000
PA
USD
363079.57000000
0.055492829473
Long
DBT
CORP
US
Y
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
KeyBank National Association
HUX2X73FUCYHUVH1BK78
Key Bank NA 1.25%, Due 03/10/2023
49327M2Z6
1750000.00000000
PA
USD
1725157.68000000
0.263671902420
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25000000
N
N
N
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning 3.95%, 08/15/2029
690742AJ0
300000.00000000
PA
USD
278277.11000000
0.042531680346
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AM7511
3138L8KZ6
2147274.94000000
PA
USD
2132987.87000000
0.326004385595
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
3.08000000
N
N
N
N
N
N
British Airways plc
375X9PSJLLOV7F21O626
British Airways 4.625% Due 06/20/2024
11042AAA2
345219.89000000
PA
USD
340226.59000000
0.051999995872
Long
ABS-O
CORP
US
Y
2
2025-12-20
Fixed
4.62500000
N
N
N
N
N
N
Cargill Inc.
QXZYQNMR4JZ5RIRN4T31
Cargill, Inc. 4.76%, Due 11/23/2045
141781BF0
1500000.00000000
PA
USD
1466264.03000000
0.224102776646
Long
DBT
CORP
US
Y
2
2045-11-23
Fixed
4.76000000
N
N
N
N
N
N
Prudential Financial, Inc.
5PRBRS5FEH7NREC8OR45
Prudential Financial, Inc. 1.50%, Due 03/10/2026
74432QCH6
644000.00000000
PA
USD
590638.16000000
0.090272726426
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
Kommunalbanken AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken A/S 2.125%, Due 02/11/2025
50048MBX7
1000000.00000000
PA
USD
974634.00000000
0.148962384089
Long
DBT
NUSS
US
Y
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
The Coca-Cola Company
UWJKFUJFZ02DKWI3RY53
Coca-Cola Company 3.45% Due 03/25/2030
191216CT5
500000.00000000
PA
USD
486349.07000000
0.074333254295
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.45000000
N
N
N
N
N
N
Primerica, Inc.
254900621R686KJR7022
PRIMERICA INC 2.8%, DUE 11/19/2031
74164MAB4
1000000.00000000
PA
USD
836794.41000000
0.127895076825
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
2.80000000
N
N
N
N
N
N
Brookfield Finance Inc.
549300XH8D8K6OYWGD17
Brookfield Finance, Inc. 4.25%, Due 06/02/2026
11271LAA0
1570000.00000000
PA
USD
1556526.68000000
0.237898457423
Long
DBT
CORP
US
N
2
2026-06-02
Fixed
4.25000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd 5.875%, Due 12/01/2036
67077MAF5
840000.00000000
PA
USD
931922.71000000
0.142434420171
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
5.87500000
N
N
N
N
N
N
F&G Global Funding
6354009CCUKJIZ7KFX73
F&G GLOBAL FUNDING 2.3%, DUE 04/11/2027
30321L2D3
535000.00000000
PA
USD
477290.61000000
0.072948765556
Long
DBT
CORP
US
Y
2
2027-04-11
Fixed
2.30000000
N
N
N
N
N
N
Sonoco Products Company
GKOMIK4RDJGHEF0VNP11
Sonoco Products Company 5.750% Due 11/01/2040
835495AJ1
1000000.00000000
PA
USD
1017799.91000000
0.155559831813
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.75000000
N
N
N
N
N
N
Experian Finance plc
635400RKRK5EGXSPC782
Experian Financial PLC 2.750%, DUE 03/08/2030
30217AAC7
635000.00000000
PA
USD
559433.23000000
0.085503386584
Long
DBT
CORP
US
Y
2
2030-03-08
Fixed
2.75000000
N
N
N
N
N
N
Regions Financial Corporation
CW05CS5KW59QTC0DG824
Regions Financial 2.25%, DUE 05/18/2025
7591EPAQ3
1000000.00000000
PA
USD
954013.18000000
0.145810712273
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank 2.125%, Due 04/13/2026
298785HD1
1000000.00000000
PA
USD
964668.12000000
0.147439205907
Long
DBT
NUSS
US
N
2
2026-04-13
Fixed
2.12500000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc. 3.0%, Due 06/20/2017
037833CX6
1000000.00000000
PA
USD
977688.54000000
0.149429237863
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3495 4.0% due 10/1/2048
31418C3D4
571820.90000000
PA
USD
572325.04000000
0.087473761876
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.00000000
N
N
N
N
N
N
Verizon Communications Inc.
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc. 2.987%, Due 10/30/2056
92343VFW9
1799000.00000000
PA
USD
1248995.65000000
0.190895628248
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank 2.50% Due 10/15/2024
298785GQ3
1000000.00000000
PA
USD
987820.00000000
0.150977723177
Long
DBT
NUSS
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
TOYOTA AUTO RECEIVABLES OWNER TRUST
N/A
TOYOTA AUTO REC OWN 2021-B A3 0.260% DUE 11/17/2025
89190GAC1
3000000.00000000
PA
USD
2884923.00000000
0.440929628964
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
0.26000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA 4812 Mortgage 2.00% Due 11/01/2050
31418DUG5
5636995.91000000
PA
USD
4915323.96000000
0.751254702437
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
Overseas Private Investment Corporation
549300IDY55XMYWXSD28
Overseas Private Investment Corporation 3.82%, Due 06/01/2033
690353YX9
797576.34000000
PA
USD
809611.59000000
0.123740473483
Long
DBT
USGA
US
N
2
2033-06-01
Fixed
3.82000000
N
N
N
N
N
N
NSTAR Electric Company
54930080R72Y2Z31UR68
NSTAR Electric Company 3.95%, Due 04/01/2030
67021CAP2
600000.00000000
PA
USD
587036.46000000
0.089722245098
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G07504
3128M9U59
397954.84000000
PA
USD
411087.69000000
0.062830357213
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
Citigroup Inc 1.678% DUE 05/15/2024
172967MR9
1250000.00000000
PA
USD
1224847.83000000
0.187204892199
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.67800000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #FH781632
31349SY56
26072.00000000
PA
USD
26847.64000000
0.004103374663
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
2.35599840
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G60989
31335BC20
1800522.55000000
PA
USD
1706539.94000000
0.260826379961
Long
ABS-MBS
USGSE
US
N
2
2046-12-01
Fixed
3.00000000
N
N
N
N
N
N
Calvert Social Investment Foundation/Calvert Community Investment Foundation
549300B32FCKBWZSDR33
Calvert Impact Capital 3.00%, DUE 12/15/2024
13161GVT6
400000.00000000
PA
USD
400000.00000000
0.061135722369
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.00000000
N
N
N
N
N
N
Potomac Electric Power Company
549300BXF2DWUNN57U06
Potomac Electric Power Company 6.5%, Due 11/15/2037
737679DB3
1000000.00000000
PA
USD
1162300.38000000
0.177645183354
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q09005
3132GUKS2
383581.23000000
PA
USD
377431.90000000
0.057686429629
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AB6812
31417DSA2
464511.26000000
PA
USD
457938.55000000
0.069991010137
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
Marsh & McLennan Companies, Inc.
549300XMP3KDCKJXIU47
Marsh & McLennan Cos., Inc. 3.75%, Due 03/14/2026
571748AZ5
1000000.00000000
PA
USD
989636.46000000
0.151255349663
Long
DBT
CORP
US
N
2
2026-03-14
Fixed
3.75000000
N
N
N
N
N
N
Solarcity LMC Series I LLC
54930080F5ME65CO1C91
SolarCity LMC Series I, LLC Series 2013-1 Class A
83417BAA6
328366.00000000
PA
USD
330211.42000000
0.050469284240
Long
ABS-O
CORP
US
Y
2
2026-12-20
Fixed
4.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #357486
31376KCX2
21977.16000000
PA
USD
23538.88000000
0.003597666081
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G02194
3128LXNK2
31011.66000000
PA
USD
33297.53000000
0.005089171374
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
5.50000000
N
N
N
N
N
N
Puget Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc. 4.223%, due 06/15/2048
745332CH7
1000000.00000000
PA
USD
885667.01000000
0.135364731088
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.22300000
N
N
N
N
N
N
AbbVie Inc.
FR5LCKFTG8054YNNRU85
Abbvie Inc. 2.95%, Due 11/21/2026
00287YBV0
500000.00000000
PA
USD
473773.28000000
0.072411179280
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Zeneca Wilmington Inc.
N/A
AstraZeneca Wilmington 7.00%, Due 11/15/2023
98934KAB6
1100000.00000000
PA
USD
1151896.57000000
0.176055072255
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
Canadian Pacific Railway Company
54930036474DURYNB481
Canadian Pacific Railway 2.05% DUE 03/05/2030
13648TAA5
1750000.00000000
PA
USD
1480902.01000000
0.226340035349
Long
DBT
CORP
US
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C42981
31298BJ28
14210.41000000
PA
USD
14242.93000000
0.002176879535
Long
ABS-MBS
USGSE
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #735060
31402QTR2
58196.16000000
PA
USD
63648.67000000
0.009728018545
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
6.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G08348
3128MJL65
196162.03000000
PA
USD
206702.56000000
0.031592275803
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
5.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
Nextera Energy Capital Holdings, Inc. 0.0065
65339KBU3
400000.00000000
PA
USD
393131.45000000
0.060085937954
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
Ingredion Incorporated
PKSTQ48QDN0XSVS7YK88
Ingredion Inc. 2.9% DUE 06/01/2030
457187AC6
1000000.00000000
PA
USD
866644.15000000
0.132457290369
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.90000000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JP MORGAN CHASE 0.653%, DUE 09/16/2024
46647PBS4
1000000.00000000
PA
USD
958377.31000000
0.146477722873
Long
DBT
CORP
US
N
2
2024-09-16
Fixed
0.65300000
N
N
N
N
N
N
Kemper Corporation
549300FNI1JKTRY2PV09
Kemper Corporation 4.35%, Due 02/15/2025
488401AB6
1250000.00000000
PA
USD
1245261.54000000
0.190324909467
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNA 2021-M3G A2 (FANNIEMAE-ACES) 1.25043% Due 01/25/2031
3136BG3C3
3000000.00000000
PA
USD
2486562.00000000
0.380044410216
Long
ABS-O
USGSE
US
N
2
2031-01-25
Floating
1.29200000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHLMC MULTIFAMILY FHMS KG06 A2
3137H4C65
2000000.00000000
PA
USD
1716635.20000000
0.262369332492
Long
ABS-O
USGSE
US
N
2
2031-10-25
Fixed
1.77700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 5.625%, Due 07/15/2037
31398AFD9
7750000.00000000
PA
USD
9451740.04000000
1.444597387487
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
5.62500000
N
N
N
N
N
N
Leland Stanford Junior University
JIUV0DC2REIJXQ26CR37
LELAND STANFORD JR UNIV CALIF 3.46%, DUE 05/01/2047
09659DAB2
1415000.00000000
PA
USD
1228339.51000000
0.187738558147
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
3.46000000
N
N
N
N
N
N
Solar Star Funding, LLC
N/A
Solar Star Funding, LLC 3.950% Due 06/30/2035
83416WAB9
262309.71000000
PA
USD
252597.69000000
0.038606855617
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
3.95000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #FH781631
31349SY49
2112.50000000
PA
USD
2113.54000000
0.000323031986
Long
ABS-MBS
USGSE
US
N
2
2034-05-01
Variable
2.35599840
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AM9388
3138LANE5
2185496.54000000
PA
USD
2183706.88000000
0.333756243880
Long
ABS-MBS
USGSE
US
N
2
2022-07-01
Fixed
2.89000000
N
N
N
N
N
N
Reliance Standard Life Global Funding II
N/A
Reliance STD Life Insurance 2.75% DUE 05/07/2025
75951AAP3
1280000.00000000
PA
USD
1224590.62000000
0.187165580401
Long
DBT
CORP
US
Y
2
2025-05-07
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AJ4050
3138AVQC2
153978.29000000
PA
USD
155356.03000000
0.023744507796
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
4.00000000
N
N
N
N
N
N
ERP Operating Limited Partnership
DX5HQV5MLU50FEWZ5072
ERP Operating L.P. 4.15%, due 12/01/2028
26884ABK8
1250000.00000000
PA
USD
1227222.76000000
0.187567874852
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.15000000
N
N
N
N
N
N
MASSACHUSETTS ST
5493001N1YCXNI1O7K10
Massachusetts St. 3.277%, Due 06/01/2046
57582RJN7
3100000.00000000
PA
USD
2631621.00000000
0.402215127094
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.27700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #MA0546
31417YTC1
31395.31000000
PA
USD
31333.05000000
0.004788921614
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHLMC GOLD 3.50% Due 03/01/2049
3128MJ6B1
559447.70000000
PA
USD
544424.85000000
0.083209516201
Long
ABS-MBS
USGSE
US
N
2
2049-03-01
Fixed
3.50000000
N
N
N
N
N
N
Rexford Industrial Realty L P
549300028US163ELJN70
Rexford Industrial Realty 2.15% 9/1/2031
76169XAB0
1750000.00000000
PA
USD
1375699.13000000
0.210260900189
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.15000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc 2% DUE 06/30/2030
776743AJ5
440000.00000000
PA
USD
354318.54000000
0.054153799729
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C03744
31292LER2
90354.14000000
PA
USD
91468.48000000
0.013979978997
Long
ABS-MBS
USGSE
US
N
2
2042-02-01
Fixed
4.00000000
N
N
N
N
N
N
Overseas Private Investment Corporation
549300IDY55XMYWXSD28
Overseas Private Investment Corporation 3.28%, Due 09/15/2029
690353C21
824052.17000000
PA
USD
822616.67000000
0.125728160884
Long
DBT
USGA
US
N
2
2029-09-15
Fixed
3.28000000
N
N
N
N
N
N
Ecolab Inc.
82DYEISM090VG8LTLS26
Ecolab, Inc. 2.75%, DUE 08/18/2055
278865BJ8
1470000.00000000
PA
USD
1023772.34000000
0.156472653869
Long
DBT
CORP
US
N
2
2055-08-18
Fixed
2.75000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #FN836283
31407PCU0
49432.80000000
PA
USD
51995.10000000
0.007946894995
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.00000000
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
Federal Home Loan Bank 5.50%, Due 07/15/2036
3133XGAY0
18620000.00000000
PA
USD
22440726.43000000
3.429825051991
Long
DBT
USGSE
US
N
2
2036-07-15
Fixed
5.50000000
N
N
N
N
N
N
Commercial Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates Series 2012-CR4 Class A3
12624QAR4
848287.16000000
PA
USD
845522.85000000
0.129229125536
Long
ABS-O
CORP
US
N
2
2045-10-17
Fixed
2.85300000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JP Morgan Chase & Company 2.739%, Due 10/15/2030
46647PBE5
2000000.00000000
PA
USD
1745006.96000000
0.266705652598
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G02408
3128M4AH6
25379.79000000
PA
USD
27284.26000000
0.004170107361
Long
ABS-MBS
USGSE
US
N
2
2036-12-01
Fixed
5.50000000
N
N
N
N
N
N
Andrew W. Mellon Foundation
HVIJIPOQ5TXYVD3NET54
ANDREW W MELLON FNDTN .947% DUE 08/01/2027
03444RAB4
1050000.00000000
PA
USD
921293.78000000
0.140809901887
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.94700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA 3.50% Due 05/01/2049
31418DB92
469067.88000000
PA
USD
455808.15000000
0.069665401280
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #255899
31371MGG6
62163.13000000
PA
USD
66680.24000000
0.010191361600
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
5.50000000
N
N
N
N
N
N
BNG Bank N.V.
529900GGYMNGRQTDOO93
BNG Bank NV 0.5%, DUE 11/24/2025
05591F2J8
2000000.00000000
PA
USD
1825825.32000000
0.279057874647
Long
DBT
NUSS
US
Y
2
2025-11-24
Fixed
0.50000000
N
N
N
N
N
Steelcase Inc
GIE4CCPBJDI8SMV1OX95
Steelcase, Inc. 5.125%, Due 01/18/2029
858155AE4
1000000.00000000
PA
USD
930660.00000000
0.142241428451
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal 3.3% Due 02/05/2024
06367WHH9
1000000.00000000
PA
USD
997874.98000000
0.152514519342
Long
DBT
CORP
US
N
2
2024-02-05
Fixed
3.30000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association Pool #4259
36202EWU9
5195.19000000
PA
USD
5330.50000000
0.000814709920
Long
ABS-MBS
USGA
US
N
2
2038-10-20
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #745002
31403CU33
33461.87000000
PA
USD
36558.68000000
0.005587603276
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
6.00000000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology 3.959%, Due 07/01/2038
575718AE1
1500000.00000000
PA
USD
1476638.37000000
0.225688383571
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
3.95900000
N
N
N
N
N
N
International Development Association
P41R60HC414IWQA1XW02
International Development Association 0.375%, DUE 09/23/2025
45939EAB6
2000000.00000000
PA
USD
1827494.22000000
0.279312948164
Long
DBT
NUSS
US
Y
2
2025-09-23
Fixed
0.37500000
N
N
N
N
N
N
Kilroy Realty L.P.
5493008CT3N3JR7P1552
Kilroy Realty Corporation 2.5% DUE 11/15/2032
49427RAQ5
1750000.00000000
PA
USD
1365841.40000000
0.208754251578
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA 2018-M2 A1 Float Due 01/25/2028
3136B0XN1
398881.93000000
PA
USD
398306.90000000
0.060876950140
Long
ABS-O
USGSE
US
N
2
2028-01-25
Floating
2.90000160
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank 4.375%, Due 01/24/2044
4581X0CE6
3000000.00000000
PA
USD
3309768.72000000
0.505862753933
Long
DBT
NUSS
US
N
2
2044-01-24
Fixed
4.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association .875% DUE 08/5/2030
3135G05Q2
19000000.00000000
PA
USD
15719676.60000000
2.402584460893
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #738252
31402UEZ1
19865.72000000
PA
USD
21730.78000000
0.003321317332
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
6.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AN3999
3138LGNR3
2249140.12000000
PA
USD
2237195.25000000
0.341931369226
Long
ABS-MBS
USGSE
US
N
2
2023-12-01
Fixed
2.67000000
N
N
N
N
N
N
Kaiser Foundation Hospitals/Health Plan, Inc.
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospital 3.15%, Due 05/01/2027
48305QAC7
1500000.00000000
PA
USD
1457417.54000000
0.222750685255
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G13908
3128MCR56
29264.50000000
PA
USD
29604.99000000
0.004524806123
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
4.00000000
N
N
N
N
N
N
San Diego Gas & Electric Company
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric 4.5%, Due 08/15/40
797440BM5
841000.00000000
PA
USD
790471.85000000
0.120815168906
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation 6.25%, Due 07/15/2032
3134A4KX1
7050000.00000000
PA
USD
8754427.32000000
1.338020595350
Long
DBT
USGSE
US
N
2
2032-07-15
Fixed
6.25000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust 3.448%, Due 03/15/2023
78403DAM2
1250000.00000000
PA
USD
1239552.00000000
0.189452267336
Long
ABS-O
CORP
US
Y
2
2048-03-15
Fixed
3.44800000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AP1949
3138M5EX3
446234.07000000
PA
USD
426673.50000000
0.065212481596
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 2.00%, DUE 01/01/2051
31418DV74
10089712.32000000
PA
USD
8797661.90000000
1.344628538549
Long
ABS-MBS
USGSE
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
DTE Electric Company
9N0FWODEJVKHC2DYLO03
DTE Electric Co. 4.05%, Due 05/15/2048
23338VAH9
1750000.00000000
PA
USD
1596002.10000000
0.243931853217
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
Spectrum Management Holding Company LLC
B1WXCWLJVJXMWJX6O298
Time Warner Cable, Inc. 4.500%, Due 09/15/2042
88732JBD9
500000.00000000
PA
USD
390310.05000000
0.059654717137
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA UMBS LNG 30 YEAR 2.5% DUE 08/01/2050
31418DRS3
2273713.68000000
PA
USD
2057008.37000000
0.314391731550
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T, Inc. 5.25%, Due 03/01/2037
00206RDR0
500000.00000000
PA
USD
515195.73000000
0.078742157788
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #255701
31371MAA5
22045.97000000
PA
USD
22616.19000000
0.003456642782
Long
ABS-MBS
USGSE
US
N
2
2025-04-01
Fixed
5.00000000
N
N
N
N
N
N
Solvay Finance America, LLC
54930073OEL5K0Y7NK81
Solvay Finance (America) 4.45% DUE 12/03/2025
834423AB1
1250000.00000000
PA
USD
1244861.13000000
0.190263711080
Long
DBT
CORP
US
Y
2
2025-12-03
Fixed
4.45000000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
Alcon Finance Corp. 2.60% DUE 05/27/2030
01400EAD5
1250000.00000000
PA
USD
1062847.21000000
0.162444829879
Long
DBT
CORP
US
Y
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
GATX Corporation
549300IHYHCQP2PIR591
GATX Corporation 4.35%, Due 02/15/2024
361448BD4
300000.00000000
PA
USD
300667.99000000
0.045953886905
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.35000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association Pool #3151
36202DQC8
7048.64000000
PA
USD
7614.25000000
0.001163756685
Long
ABS-MBS
USGA
US
N
2
2031-10-20
Fixed
7.00000000
N
N
N
N
N
N
BNG Bank N.V.
529900GGYMNGRQTDOO93
BNG Bank NV 1.5% DUE 10/16/2024
05591F2F6
1500000.00000000
PA
USD
1445838.00000000
0.220980876398
Long
DBT
NUSS
US
Y
2
2024-10-16
Fixed
1.50000000
N
N
N
N
N
Bluehub Loan Fund, Inc.
N/A
Bluehub Loan Fund 3.099% DUE 01/01/2030
095623AB0
1030000.00000000
PA
USD
935710.31000000
0.143013314326
Long
DBT
CORP
US
N
2
2030-01-01
Fixed
3.09900000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
Prudential PLC 3.125% DUE 04/14/2030
74435KAA3
750000.00000000
PA
USD
690281.29000000
0.105502113255
Long
DBT
CORP
US
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
Trustage Financial Group Inc
549300X7YNHNZXTI6F10
Trustage Financial Group 4.625% 4/15/2032
89787EAA9
250000.00000000
PA
USD
229047.22000000
0.035007418128
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.62500000
N
N
N
N
N
N
Yale University
9SFB6DIM0FRWV0EV8S84
YALE UNIV MTN BE 2.402%, DUE 04/15/2050
98459LAC7
4165000.00000000
PA
USD
3017014.00000000
0.461118325722
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
2.40200000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc. 4.0%, Due 04/15/2029
40434LAM7
1100000.00000000
PA
USD
1086944.53000000
0.166127847543
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
LG Chem Ltd
988400IES4EIG7O06940
LG Chemical 3.25%, Due 10/15/2024
501955AA6
290000.00000000
PA
USD
286444.60000000
0.043779993849
Long
DBT
CORP
US
Y
2
2024-10-15
Fixed
3.25000000
N
N
N
N
N
N
U.S. International Development Finance Corporation
N/A
INT DEVELOPMENT FIN CORP 1.59%, DUE 04/15/2028
90376PEE7
2000000.00000000
PA
USD
1826419.40000000
0.279148673422
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
1.59000000
N
N
N
N
N
N
OneBeacon U.S. Holdings, Inc.
N/A
OneBeacon US Holdings, Inc. 4.60%, Due 11/09/2022
68245JAB6
1000000.00000000
PA
USD
1003997.20000000
0.153450235197
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
4.60000000
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group 0.508%, DUE 01/12/2024
86562MCC2
2000000.00000000
PA
USD
1904478.90000000
0.291079233222
Long
DBT
CORP
US
N
2
2024-01-12
Fixed
0.50800000
N
N
N
N
N
N
National Australia Bank Limited New York Branch
549300E2IPL06NDXMZ63
National Australia Bank, New York Branch 3.625%, Due 06/20/2023
63254ABA5
1750000.00000000
PA
USD
1760884.60000000
0.269132380076
Long
DBT
CORP
US
N
2
2023-06-20
Fixed
3.62500000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter American Dev Bank .875% DUE 04/01/2025
4581X0DL9
3000000.00000000
PA
USD
2820893.79000000
0.431143448948
Long
DBT
NUSS
US
N
2
2025-04-03
Fixed
0.87500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation 0.375%, Due 09/23/2025
3137EAEX3
3500000.00000000
PA
USD
3210530.61000000
0.490695270080
Long
DBT
USGSE
US
N
2
2025-09-23
Fixed
0.37500000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc. 2.65%, Due 02/08/2051
037833EF3
2000000.00000000
PA
USD
1474032.24000000
0.225290064471
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
Ford Foundation
54930013YZ3DULPNNT44
The Ford Foundation 3.859%, Due 06/01/2047
34531XAA2
2485000.00000000
PA
USD
2328772.37000000
0.355927952685
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.85900000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G67709
3132XCR64
2037068.00000000
PA
USD
1993572.48000000
0.304696234152
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 2.125%, Due 04/24/2026
3135G0K36
2000000.00000000
PA
USD
1931402.16000000
0.295194165594
Long
DBT
USGSE
US
N
2
2026-04-24
Fixed
2.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q08998
3132GUKK9
375081.93000000
PA
USD
368938.67000000
0.056388330251
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G08636
3128MJV64
425348.70000000
PA
USD
416630.70000000
0.063677547014
Long
ABS-MBS
USGSE
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Moodys Corp
549300GCEDD8YCF5WU84
Moodys Corporation 3.75% Due 2/25/2052
615369AY1
1000000.00000000
PA
USD
815907.49000000
0.124702734469
Long
DBT
CORP
US
N
2
2052-02-25
Fixed
3.75000000
N
N
N
N
N
N
Westar Energy Inc.
J75GNWGEO73W89ZV3S44
Westar Energy, Inc. 2.55%, Due 07/01/2026
95709TAN0
1292000.00000000
PA
USD
1224271.60000000
0.187116821606
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.55000000
N
N
N
N
N
N
NEW JERSEY ST HSG & MTG FIN AGY
5493002ONULJL0FIGU24
New Jersey St. Housing and Mortgage Finance 2.60%, Due 07/01/2023
646127AS9
85000.00000000
PA
USD
85041.57000000
0.012997694533
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
2.60000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHLMC Series KG04 Class A2 1.487%, DUE 11/25/2030
3137F84S9
2500000.00000000
PA
USD
2117786.25000000
0.323680980545
Long
ABS-O
USGSE
US
N
2
2030-11-25
Fixed
1.48700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Series 2017-M10 Class AV2
3136AXVB8
2800537.74000000
PA
USD
2762542.56000000
0.422225087455
Long
ABS-O
USGSE
US
N
2
2024-07-25
Floating
2.63900160
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G03158
3128M4ZX4
14029.12000000
PA
USD
15266.80000000
0.002333367115
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
6.00000000
N
N
N
N
N
N
OSCEOLA CNTY FLA HSG FIN AUTH
N/A
Osceola County Housing Finance Authority Rev. 3.35%, Due 07/01/2023
687904CR1
65000.00000000
PA
USD
65646.10000000
0.010033304360
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
3.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #A02977
3138LTJX7
322762.33000000
PA
USD
317174.77000000
0.048476771703
Long
ABS-MBS
USGSE
US
N
2
2042-05-01
Fixed
3.50000000
N
N
N
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
Norfolk Southern Corporation 4.837%, Due 10/01/2041
655844BH0
1000000.00000000
PA
USD
977693.02000000
0.149429922583
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.83700000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #A86951
312933WL4
137089.05000000
PA
USD
141627.93000000
0.021646314520
Long
ABS-MBS
USGSE
US
N
2
2039-06-01
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 0.5%, DUE 11/07/2025
3135G06G3
12000000.00000000
PA
USD
11017166.88000000
1.683856139187
Long
DBT
USGSE
US
N
2
2025-11-07
Fixed
0.50000000
N
N
N
N
N
N
USAA Capital Corp.
5493007XLF4LU3U2W757
USAA Capital Corp 1.5% DUE 05/1/2023
90327QD48
1000000.00000000
PA
USD
984983.39000000
0.150544177674
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
1.50000000
N
N
N
N
N
N
Overseas Private Investment Corporation
549300IDY55XMYWXSD28
Overseas Private Investor Core Float Due 09/15/2026
6903538B6
708333.33000000
PA
USD
708333.33000000
0.108261174520
Long
DBT
USGA
US
N
2
2026-09-15
Floating
0.12999960
N
N
N
N
N
N
DTE Electric Company
9N0FWODEJVKHC2DYLO03
DTE Electric Company 3.65% Due 3/1/2052
23338VAR7
500000.00000000
PA
USD
431513.80000000
0.065952269688
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.65000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G06766
3128M8Z72
167373.78000000
PA
USD
176361.82000000
0.026955018160
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
5.00000000
N
N
N
N
N
N
Sun Communities Operating Limited Partnership
549300PUNBPJCGT6X741
SUN COMMUNITIES REITS 2.7% DUE 07/15/2031
866677AE7
500000.00000000
PA
USD
402933.50000000
0.061584076473
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corporation 4.125%, Due 09/15/2022
670346AL9
1025000.00000000
PA
USD
1026132.49000000
0.156833377557
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.12500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #J11210
3128PQKX8
44404.38000000
PA
USD
44921.02000000
0.006865697518
Long
ABS-MBS
USGSE
US
N
2
2024-11-01
Fixed
4.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp 2.5% Due 9/1/2051
3132DWCC5
3294660.74000000
PA
USD
2968462.94000000
0.453697815410
Long
ABS-MBS
USGA
US
N
2
2051-09-01
Fixed
2.50000000
N
N
N
N
N
N
Norfolk Southern Corporation
54930036C8MWP850MI84
Norfolk Southern Corporation 3.05%, Due 05/15/2050
655844CF3
1500000.00000000
PA
USD
1098893.28000000
0.167954086199
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
Kimco Realty Corporation
549300EA7I6T15IBYS12
KIMCO REALTY CORP 2.7% DUE 10/1/2030
49446RAW9
1750000.00000000
PA
USD
1505915.34000000
0.230163055345
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.70000000
N
N
N
N
N
N
Reliance Steel & Aluminum Co.
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Company 4.50%, Due 4/15/2023
759509AE2
1105000.00000000
PA
USD
1108395.64000000
0.169406420306
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #Q40598
3132WDUY8
713116.89000000
PA
USD
675921.37000000
0.103307353049
Long
ABS-MBS
USGSE
US
N
2
2046-05-01
Fixed
3.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHLMC K-1520 FLOATER
3137FYTX4
4000000.00000000
PA
USD
3329510.00000000
0.508879997466
Long
ABS-O
USGSE
US
N
2
2036-02-25
Floating
2.43799920
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G01890
3128LXC32
76486.28000000
PA
USD
78760.74000000
0.012037736835
Long
ABS-MBS
USGSE
US
N
2
2035-10-01
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC SR NT ADJ%, DUE 01/25/2026
17327CAN3
1000000.00000000
PA
USD
936807.14000000
0.143180953062
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01399840
N
N
N
N
N
N
Xylem, Inc.
549300DF5MV96DRYLQ48
XYLEM Inc 1.95% DUE 01/30/2028
98419MAM2
1775000.00000000
PA
USD
1567675.12000000
0.239602377255
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA-ACES 1.38345% Due 12/25/2030 1.38345% Due 12/25/2030
3136BDXH6
5000000.00000000
PA
USD
4217925.00000000
0.644664729439
Long
ABS-O
USGSE
US
N
2
2030-12-25
Floating
1.42899840
N
N
N
N
N
N
Principal Financial Group
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group 3.70% 05/15/2029
74251VAR3
1250000.00000000
PA
USD
1175645.26000000
0.179684805551
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
President & Fellows of Harvard College
6S3X7J22E861RNTJSA74
President & Fellows of Harvard College 3.15%, Due 07/15/2046
740816AM5
3961000.00000000
PA
USD
3353750.97000000
0.512584970496
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.15000000
N
N
N
N
N
N
Kellogg Company
LONOZNOJYIBXOHXWDB86
Kellogg Co. 2.650%, Due 12/01/2023
487836BS6
1250000.00000000
PA
USD
1237927.54000000
0.189203985997
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
2.65000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G18446
3128MMP80
251900.37000000
PA
USD
248563.63000000
0.037990292687
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
TIF FUNDING II LLC
N/A
TIF 2021-1A A 1.65% Due 02/20/2046
872480AE8
445104.11000000
PA
USD
382819.53000000
0.058509871259
Long
ABS-O
CORP
US
Y
2
2046-02-20
Fixed
1.65000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association Pool #3216
36202DSD4
28776.76000000
PA
USD
31148.69000000
0.004760744160
Long
ABS-MBS
USGA
US
N
2
2032-03-20
Fixed
7.00000000
N
N
N
N
N
N
California Endowment
54930046FICHFANLFV69
CALIFORNIA ENDOWMENT SR BD 2.498%, DUE 04/01/2051
1301ETAA0
4500000.00000000
PA
USD
3126886.20000000
0.477911116511
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
2.49800000
N
N
N
N
N
N
Narragansett Electric Co.
VAI0KZ806W8MCH0BCZ61
Narragansett Electric Co. 3.395% DUE 04/09/2030
631005BJ3
1500000.00000000
PA
USD
1408634.67000000
0.215294745263
Long
DBT
CORP
US
Y
2
2030-04-09
Fixed
3.39500000
N
N
N
N
N
N
Lowes Companies, Inc.
WAFCR4OKGSC504WU3E95
Lowe's Cos., Inc. 4.65%, Due 04/15/2042
548661CX3
1000000.00000000
PA
USD
924615.35000000
0.141317568340
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
4.65000000
N
N
N
N
N
N
Florida Power & Light Company
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT CO 2.875%, DUE 12/04/2051
341081GE1
2000000.00000000
PA
USD
1487158.24000000
0.227296233200
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.87500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G06784
3128M82R4
191511.03000000
PA
USD
188619.77000000
0.028828514730
Long
ABS-MBS
USGSE
US
N
2
2041-10-01
Fixed
3.50000000
N
N
N
N
N
N
Campbell Soup Company
5493007JDSMX8Z5Z1902
Campbell Soup Company 3.95%, Due 03/15/2025
134429BF5
1500000.00000000
PA
USD
1496209.19000000
0.228679574116
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
Ontario Teachers Cadillac Fairview Properties Trust
N/A
ONTARIO TEACHERS CADILLAC FAIR SR 144A 2.50%, DUE 10/15/2031
68327LAD8
1125000.00000000
PA
USD
956898.65000000
0.146251725505
Long
DBT
CORP
US
Y
2
2031-10-15
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #255894
31371MGB7
25638.13000000
PA
USD
26192.79000000
0.004003287843
Long
ABS-MBS
USGSE
US
N
2
2025-10-01
Fixed
5.00000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DNKN 2021-1A A2II Mortgage 2.493% Due 11/20/2051
233046AQ4
2014875.00000000
PA
USD
1704189.33000000
0.260467114360
Long
ABS-O
CORP
US
Y
2
2051-11-20
Fixed
2.49000120
N
N
N
N
N
N
Starbucks Corporation
OQSJ1DU9TAOC51A47K68
Starbucks Corporation 2.45%, Due 06/15/2026
855244AK5
1000000.00000000
PA
USD
943066.89000000
0.144137688907
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.45000000
N
N
N
N
N
N
U.S. International Development Finance Corporation
N/A
U.S International Development Finance Corp 3.13% 4/15/2028
90376PEX5
1000000.00000000
PA
USD
983516.61000000
0.150319996037
Long
DBT
USGA
US
N
2
2028-04-15
Fixed
3.13000000
N
N
N
N
N
N
Federal Home Loan Banks
2549001DPIFGXC1TOL40
FNMA 3.0% DUE 09/01/2049
3132DV3T0
1025251.55000000
PA
USD
955697.34000000
0.146068118118
Long
ABS-MBS
USGA
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER LLC
N/A
VANTAGE DATA CENTERS LLC 2.165%, DUE 10/15/2046
92212KAD8
2000000.00000000
PA
USD
1802602.00000000
0.275508438537
Long
ABS-O
CORP
US
Y
2
2046-10-15
Fixed
2.16500000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #G08609
3128MJVB3
378903.47000000
PA
USD
372702.04000000
0.056963521110
Long
ABS-MBS
USGSE
US
N
2
2044-10-01
Fixed
3.50000000
N
N
N
N
N
N
Duke Realty Limited Partnership
2549009GZDBNY1KE9O81
Duke Realty 2.875% DUE 11/15/2029
26441YBC0
1500000.00000000
PA
USD
1347908.16000000
0.206013347623
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
NVIDIA Corp.
549300S4KLFTLO7GSQ80
NVIDIA Corporation 2.85%, Due 04/01/30
67066GAF1
500000.00000000
PA
USD
457742.16000000
0.069960994026
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.85000000
N
N
N
N
N
Jordan (Kingdom Of)
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan AID Bond 3.00%, Due 06/30/2025
418097AF8
1450000.00000000
PA
USD
1439331.26000000
0.219986390773
Long
DBT
NUSS
US
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
Bunge Limited Finance Corp.
549300QHC068L40NNM71
Bunge LTD Finance Corporation 1.63%, due 08/17/2025
120568BB5
395000.00000000
PA
USD
363878.08000000
0.055614873188
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
Calvert Social Investment Foundation/Calvert Community Investment Foundation
549300B32FCKBWZSDR33
CALVERT 2.5% DUE 06/13/2025
13161GXP2
1400000.00000000
PA
USD
1294479.20000000
0.197847302461
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #FN831544
31407HZH2
14859.78000000
PA
USD
16270.08000000
0.002486707734
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
Solar Star Funding, LLC
N/A
Solar Star Funding, LLC 5.375% Due 06/30/2035
83416WAA1
408982.45000000
PA
USD
445116.05000000
0.068031228137
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.37500000
N
N
N
N
N
N
Bank of America Corporation
9DJT3UXIJIZJI4WXO774
Bank of America 0.981%, DUE 09/25/2025
06051GJG5
1500000.00000000
PA
USD
1387786.49000000
0.212108323902
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
Trustees of Princeton University
549300PJZYINN64GDJ90
Trustees of Princeton University 2.516%, Due 07/01/2050
89837LAG0
5150000.00000000
PA
USD
3855824.47000000
0.589321535759
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.51600000
N
N
N
N
N
N
John D & Catherine T Macarthur Foundation
UJ37UD5B4O5WRVV6NV96
John D & Catherine MaCathur 1.299% DUE 12/1/2030
477854AA1
1500000.00000000
PA
USD
1233852.00000000
0.188581083292
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
1.29900000
N
N
N
N
N
N
Caledonia Generating LLC
N/A
CALEDONIA GENERA - NEWCAL 1.95%, DUE 02/28/2034
129268AB4
1843208.68000000
PA
USD
1639788.48000000
0.250624133145
Long
ABS-O
CORP
US
Y
2
2034-02-28
Fixed
1.95000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA UMBS 0.02
31418DWR9
5958703.38000000
PA
USD
5196289.49000000
0.794197279031
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Ahold Lease Usa
N/A
Ahold Finance U.S.A., LLC 8.62%, Due 01/02/2025
00868PAA3
207742.69000000
PA
USD
219808.39000000
0.033595361763
Long
ABS-O
CORP
US
N
2
2025-01-02
Fixed
8.62000000
N
N
N
N
N
N
Nucor Corporation
549300GGJCRSI2TIEJ46
Nucor Corp 2% DUE 06/01/2025
670346AR6
460000.00000000
PA
USD
432877.14000000
0.066160641627
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.00000000
N
N
N
N
N
N
Athene Global Funding 2015-1
549300LM1QSI4MSIL320
Anthene Global Funding 2.8%, due 05/26/2023
04685A2M2
1500000.00000000
PA
USD
1484141.78000000
0.226835199547
Long
DBT
CORP
US
Y
2
2023-05-26
Fixed
2.80000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHLMC REMIC K-G05
3137FFXL6
3000000.00000000
PA
USD
2633373.00000000
0.402482901558
Long
ABS-O
USGSE
US
N
2
2031-01-25
Fixed
2.00000160
N
N
N
N
N
N
Interstate Power & Light Company
EF9UQIIO4KY2BWOK3P26
Interstate Power & Light Co 3.6% Due 4/1/2029
461070AQ7
1250000.00000000
PA
USD
1190342.14000000
0.181931066489
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.60000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C04306
31292LYB5
847524.86000000
PA
USD
810934.95000000
0.123942734907
Long
ABS-MBS
USGSE
US
N
2
2042-11-01
Fixed
3.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
New York Life Global Funding 2.900%, Due 01/17/2024
64952WCN1
3000000.00000000
PA
USD
2971915.47000000
0.454225497699
Long
DBT
CORP
US
Y
2
2024-01-17
Fixed
2.90000000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #FN902370
31411AQX6
19688.13000000
PA
USD
20996.84000000
0.003209142452
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #BE5067
3140FQTZ0
1187845.58000000
PA
USD
1161996.46000000
0.177598732432
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #255994
31371MKF3
6.91300000
PA
USD
7.18000000
0.000001097386
Long
ABS-MBS
USGSE
US
N
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
President & Fellows of Harvard College
6S3X7J22E861RNTJSA74
President & Fellows of Harvard College 2.517%, Due 10/15/2050
740816AP8
1300000.00000000
PA
USD
952043.86000000
0.145509722771
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.51700000
N
N
N
N
N
N
PG&E Recovery Funding LLC
N/A
PG&E ENERGY RECOVERY FND 2.822%, DUE 07/15/2046
71710TAC2
1000000.00000000
PA
USD
773830.40000000
0.118271701238
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
2.82200000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHLMC Super 30Y Fixed 3% DUE 07/1/2050
3132DWAW3
8410436.30000000
PA
USD
7330131.99000000
1.120332285682
Long
ABS-MBS
USGA
US
N
2
2051-01-01
Fixed
2.00000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FHMR 2021-P0009 A2 1.878%, DUE 01/25/31
3137H13V6
1500000.00000000
PA
USD
1339344.00000000
0.204704407353
Long
ABS-O
USGA
US
N
2
2031-01-25
Fixed
1.87800000
N
N
N
N
N
N
Microsoft Corporation
INR2EJN1ERAN0W5ZP974
Microsoft Corporation 2.525%, Due 06/01/50
594918CC6
3000000.00000000
PA
USD
2209578.84000000
0.337710496289
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AJ5303
3138AW3M3
158647.82000000
PA
USD
160069.51000000
0.024464912807
Long
ABS-MBS
USGSE
US
N
2
2041-11-01
Fixed
4.00000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
1000000.00000000
PA
USD
1000103.85000000
0.152855178285
Long
DBT
NUSS
US
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA Tower Trust 2.836% DUE 01/15/2025
78403DAN0
282000.00000000
PA
USD
272399.62000000
0.041633368854
Long
ABS-O
CORP
US
Y
2
2050-01-15
Fixed
2.83600000
N
N
N
N
N
N
Overseas Private Investment Corporation
549300IDY55XMYWXSD28
Overseas Private Investment Corporation 3.52%, Due 09/20/2032
6903534C8
732142.90000000
PA
USD
733411.78000000
0.112094147411
Long
DBT
USGA
US
N
2
2032-09-20
Fixed
3.52000000
N
N
N
N
N
N
Goldman Sachs Group, Inc.
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc 4.223% DUE 05/01/2029
38141GWZ3
1000000.00000000
PA
USD
961192.62000000
0.146908012900
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22299936
N
N
N
N
N
N
Mars Inc. (Del)
54930073HKEO6GZBSS03
Mars, Inc. 3.60%, Due 04/01/2034
571676AC9
1500000.00000000
PA
USD
1382158.74000000
0.211248182498
Long
DBT
CORP
US
Y
2
2034-04-01
Fixed
3.60000000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
Massachusetts Institue of Tech 3.067% Due 4/1/2052
575718AJ0
4000000.00000000
PA
USD
3302264.32000000
0.504715786646
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.06700000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AE8289
31419KF75
272748.54000000
PA
USD
275852.86000000
0.042161159659
Long
ABS-MBS
USGSE
US
N
2
2040-12-01
Fixed
4.00000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FNMA UMBS 30 YR 2.5% DUE 07/01/2020
31418DQ88
3223970.04000000
PA
USD
2907224.59000000
0.444338188500
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank 3.125%, Due 09/26/2028
045167EJ8
1000000.00000000
PA
USD
996350.00000000
0.152281442457
Long
DBT
NUSS
US
N
2
2028-09-26
Fixed
3.12500000
N
N
N
N
N
N
JPMorgan Chase & Co.
8I5DZWZKVSZI1NUHU748
JP Morgan Chase & Company 3.20%, Due 06/15/2026
46625HRS1
2557000.00000000
PA
USD
2466992.83000000
0.377053471856
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AJ9332
3138E2LN3
638441.76000000
PA
USD
647391.61000000
0.098946884333
Long
ABS-MBS
USGSE
US
N
2
2042-01-01
Fixed
4.00000000
N
N
N
N
N
N
Essex Portfolio Lp
5493003GN3O58H286O74
ESSEX Portfolio LP 2.65% DUE 03/15/2032
29717PAV9
1500000.00000000
PA
USD
1245299.88000000
0.190330769326
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Niagara Mohawk Power Corporation
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corporation 1.96% 6/27/2030
65364UAN6
1500000.00000000
PA
USD
1241020.82000000
0.189676760766
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
V.F. Corp
CWAJJ9DJ5Z7P057HV541
VF Corporation 2.4% DUE 04/23/2025
918204BA5
536000.00000000
PA
USD
514333.54000000
0.078610381267
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
African Development Bank
549300LNCLMO3ITVCU07
African Development Bank .75% DUE 04/03/2023
008281BC0
5000000.00000000
PA
USD
4922848.15000000
0.752404694415
Long
DBT
NUSS
US
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #C91581
3128P7XJ7
380049.56000000
PA
USD
373596.66000000
0.057100254209
Long
ABS-MBS
USGSE
US
N
2
2032-11-01
Fixed
3.00000000
N
N
N
N
N
N
International Development Association
P41R60HC414IWQA1XW02
International Development Association 0.00875
45939EAD2
2000000.00000000
PA
USD
1841599.26000000
0.281468752688
Long
DBT
NUSS
US
Y
2
2026-04-28
Fixed
0.87500000
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #FN807967
31406ETY0
32087.91000000
PA
USD
34383.95000000
0.005255219052
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
5.50000000
N
N
N
N
N
N
Master Credit Card Trust
549300G7G68IV2D8IM76
Mastercard Credit Trust Floating Rate, DUE 09/21/2024
576339CF0
4000000.00000000
PA
USD
3960798.00000000
0.605365617225
Long
ABS-O
CORP
US
Y
2
2024-09-21
Fixed
1.99000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AP2465
3138M5W39
486744.06000000
PA
USD
465406.47000000
0.071132401847
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.00000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
Lexington Realty Trust 2.7% DUE 09/15/2030
529043AE1
1500000.00000000
PA
USD
1231197.62000000
0.188175389696
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart, Inc. 1.8% DUE 09/22/2031
931142EB5
500000.00000000
PA
USD
424502.40000000
0.064880652179
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
Skyworks Solutions, Inc.
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc. 0.009
83088MAJ1
500000.00000000
PA
USD
483256.07000000
0.073860522322
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.90000000
N
N
N
N
N
N
International Finance Corporation
QKL54NQY28TCDAI75F60
INTL FINANCIAL CORP 0.50% DUE 03/20/2023
45950KCS7
2500000.00000000
PA
USD
2458125.00000000
0.375698118874
Long
DBT
NUSS
US
N
2
2023-03-20
Fixed
0.50000000
N
N
N
N
N
N
International Business Machines Corporation
VGRQXHF3J8VDLUA7XE92
IBM Corporation 3.30 5/15/2026
459200JZ5
1000000.00000000
PA
USD
975336.19000000
0.149069706322
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group 2.527%, Due 09/13/2023
606822AH7
1250000.00000000
PA
USD
1234759.28000000
0.188719751338
Long
DBT
CORP
US
N
2
2023-09-13
Fixed
2.52700000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3687 4.0% due 06/01/2049
31418D3G5
3742846.24000000
PA
USD
3258784.76000000
0.498070400874
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
Duke Energy Progress NC Storm Funding LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS NC 2.799%, DUE 07/01/2041
26444BAC8
2000000.00000000
PA
USD
1584596.42000000
0.242188617002
Long
DBT
CORP
US
N
2
2041-07-01
Fixed
2.79900000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #A49813
3128KA3W9
22109.06000000
PA
USD
23300.38000000
0.003561213906
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
6.00000000
N
N
N
N
N
N
TESLA AUTO LEASE TRUST
N/A
TESLA AUTO LEASE TR 2021-B 0.6%, DUE 09/22/2025
88161KAC9
1200000.00000000
PA
USD
1137623.64000000
0.173873607540
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.60000000
N
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #A16232
31296Q4R8
28921.02000000
PA
USD
31016.69000000
0.004740569371
Long
ABS-MBS
USGSE
US
N
2
2033-11-01
Fixed
5.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AQ9362
3138MRML2
307249.11000000
PA
USD
302899.42000000
0.046294937117
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AJ7689
3138E0RK7
202772.65000000
PA
USD
204591.36000000
0.031269601460
Long
ABS-MBS
USGSE
US
N
2
2041-12-01
Fixed
4.00000000
N
N
N
N
N
N
Mid-America Apartments, L.P.
549300FXWGE3QSYCUJ38
Mid-America Apartments 3.950% Due 03/15/2029
59523UAQ0
1750000.00000000
PA
USD
1671016.71000000
0.255397034143
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.95000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FUNDING TRUST 144A 2.25%, DUE 01/06/2027
36143L2G9
2000000.00000000
PA
USD
1788885.22000000
0.273411975402
Long
DBT
CORP
US
Y
2
2027-01-06
Fixed
2.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #MA1275
31418AMZ8
552066.75000000
PA
USD
538180.63000000
0.082255153950
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
3.00000000
N
N
N
N
N
N
The Home Depot, Inc.
QEKMOTMBBKA8I816DO57
Home Depot Inc 3.625% Due 4/15/2052
437076CQ3
1000000.00000000
PA
USD
857763.95000000
0.131100046764
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
FREMF 2.875% Due 04/25/2026
3137FMD25
3000000.00000000
PA
USD
2952552.30000000
0.451266044236
Long
ABS-O
USGSE
US
N
2
2026-04-25
Fixed
2.87500000
N
N
N
N
N
N
Community Preservation Corporation
254900CWS66ZXCS6P481
Community Preservation 2.867% DUE 02/01/2030
20402CAA3
1750000.00000000
PA
USD
1588636.00000000
0.242806023605
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
Federal Home Loan Banks
S6XOOCT0IEG5ABCC6L87
FHLMC 3.5% Due 07/01/2049
3132DV3J2
912336.87000000
PA
USD
886131.09000000
0.135435660753
Long
ABS-MBS
USGA
US
N
2
2049-07-01
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #491075
31382SQ46
4408.39000000
PA
USD
4428.45000000
0.000676841224
Long
ABS-MBS
USGSE
US
N
2
2026-09-01
Fixed
8.50000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CORP 1.8% DUE 06/11/2030
440452AF7
2250000.00000000
PA
USD
1886483.81000000
0.288328876157
Long
DBT
CORP
US
N
2
2030-06-11
Fixed
1.80000000
N
N
N
N
N
N
Vornado Realty Lp
549300BMOJ05INE4YK86
Vornado Realty LP 3.50%, Due 01/15/2025
929043AJ6
567000.00000000
PA
USD
548924.15000000
0.083897186090
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.50000000
N
N
N
N
N
N
Apple Inc.
HWUPKR0MPOU8FGXBT394
Apple, Inc. 2.65%, Due 05/11/2050
037833DW7
1000000.00000000
PA
USD
737609.50000000
0.112735724022
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Met Life Global Funding 3.60% Due 01/11/2024
59217GCT4
1750000.00000000
PA
USD
1742649.70000000
0.266345370616
Long
DBT
CORP
US
Y
2
2024-01-11
Fixed
3.60000000
N
N
N
N
N
N
Cards Ii Trust
549300GWPYLNK6X47W76
Cards II Trust 0.00602
14161GBY5
2250000.00000000
PA
USD
2139303.38000000
0.326969643760
Long
ABS-O
CORP
US
Y
2
2027-04-15
Fixed
0.60200000
N
N
N
N
N
N
Toyota Motor Credit Corp.
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp 2.9% 03/30/2023
89236TGW9
1735000.00000000
PA
USD
1735206.27000000
0.265207721941
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
Federal Home Loan Mortgage Corporation
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corporation Pool #A35795
31297RNL7
54950.88000000
PA
USD
57915.91000000
0.008851827486
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
5.00000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corporation 2.8%, DUE 05/01/2030
03040WAW5
1500000.00000000
PA
USD
1344893.91000000
0.205552651745
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
Liberty Utilities Finance GP1
N/A
Liberty Utilities 2.05%, DUE 09/15/2030
531546AB5
355000.00000000
PA
USD
291084.52000000
0.044489156002
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool #AB5463
31417CB95
597643.36000000
PA
USD
571379.06000000
0.087329178949
Long
ABS-MBS
USGSE
US
N
2
2042-06-01
Fixed
3.00000000
N
N
N
N
N
N
National Securities Clearing Corp.
549300RYC9NELN2ICA34
National Securities Clearing Corporation 1.50%, Due 04/23/2025
637639AB1
1000000.00000000
PA
USD
941009.52000000
0.143823241904
Long
DBT
CORP
US
Y
2
2025-04-23
Fixed
1.50000000
N
N
N
N
N
N
First American Financial Corporation
549300B6VEZK3N0A1P55
First American Financial 2.4% Due 8/15/2021
31847RAH5
1500000.00000000
PA
USD
1156567.44000000
0.176768964783
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
University Notre Dame du Lac
XV74408A6JGDG5126L34
University of Notre Dame 3.394%, Due 02/15/2048
914748AA6
2424000.00000000
PA
USD
2137257.38000000
0.326656934540
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
3.39400000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FN MA3687 4.0% due 06/01/2049
31418DCZ3
731012.30000000
PA
USD
730311.65000000
0.111620325694
Long
ABS-MBS
USGSE
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Government National Mortgage Association Pool #4286
36202EXP9
3326.88000000
PA
USD
3490.71000000
0.000533517693
Long
ABS-MBS
USGA
US
N
2
2038-11-20
Fixed
6.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association Pool FN AN7863
3138LLWZ4
4000000.00000000
PA
USD
3996332.80000000
0.610796731393
Long
ABS-MBS
USGSE
US
N
2
2024-12-01
Fixed
2.89000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
Met Life Global Funding I 1.95%, Due 01/13/2023
59217GEE5
500000.00000000
PA
USD
497010.47000000
0.075962735271
Long
DBT
CORP
US
Y
2
2023-01-13
Fixed
1.95000000
N
N
N
N
N
N
Ameriprise Financial, Inc.
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial, Inc. 3.0%, Due 04/02/2025
03076CAK2
730000.00000000
PA
USD
712835.51000000
0.108949284586
Long
DBT
CORP
US
N
2
2025-04-02
Fixed
3.00000000
N
N
N
N
N
N
Hanesbrands Inc.
GX5LWVWZLL5S4W1L2F20
Hanesbrands, Inc. 4.625%, Due 05/15/2024
410345AJ1
500000.00000000
PA
USD
489455.00000000
0.074807962481
Long
DBT
CORP
US
Y
2
2024-05-15
Fixed
4.62500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 3.00%, DUE 08/01/2050
31418DRT1
3593140.32000000
PA
USD
3355776.64000000
0.512894572493
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
International Bank 0.00875
459058JX2
3000000.00000000
PA
USD
2743876.14000000
0.419372124778
Long
DBT
NUSS
US
N
2
2026-07-15
Fixed
0.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association 3.50%, Due 08/01/2049
3140JQRY1
1892461.50000000
PA
USD
1837479.10000000
0.280839030293
Long
ABS-MBS
USGSE
US
N
2
2049-08-01
Fixed
3.50000000
N
N
N
N
N
N
Aflac Incorporated
549300N0B7DOGLXWPP39
Aflac Inc 4.00%, Due 10/15/2046
001055AR3
1058000.00000000
PA
USD
911784.39000000
0.139356493319
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
N
W. P. Carey Inc
54930042CRNE713E3Q67
WP CAREY INC SR NT 2.45%, DUE 02/01/2032
92936UAJ8
985000.00000000
PA
USD
792210.04000000
0.121080832659
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.45000000
N
N
N
N
N
N
2022-08-25
Susan Conti
Susan Conti
Susan Conti
AVP Fund Accounting