0001752724-22-260046.txt : 20221122
0001752724-22-260046.hdr.sgml : 20221122
20221122103504
ACCESSION NUMBER: 0001752724-22-260046
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221122
DATE AS OF CHANGE: 20221122
PERIOD START: 20230331
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: TIAA-CREF FUNDS
CENTRAL INDEX KEY: 0001084380
IRS NUMBER: 134055167
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09301
FILM NUMBER: 221408323
BUSINESS ADDRESS:
STREET 1: 730 THIRD AVE.
CITY: NEW YORK
STATE: NY
ZIP: 10017
BUSINESS PHONE: 2129166746
MAIL ADDRESS:
STREET 1: 730 THIRD AVE.
CITY: NEW YORK
STATE: NY
ZIP: 10017
FORMER COMPANY:
FORMER CONFORMED NAME: TIAA CREF INSTITUTIONAL MUTUAL FUNDS
DATE OF NAME CHANGE: 19990415
0001084380
S000038169
TIAA-CREF Core Impact Bond Fund
C000117721
Institutional Class
TSBIX
C000117722
Premier Class
TSBPX
C000117723
Retail Class
TSBRX
C000117724
Retirement Class
TSBBX
C000162598
Advisor Class
TSBHX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001084380
XXXXXXXX
S000038169
C000117723
C000117721
C000117722
C000162598
C000117724
TIAA-CREF Funds
811-09301
0001084380
549300L8R42TEBN5NG46
730 Third Avenue
New York
10017
800-842-2733
TIAA-CREF Core Impact Bond Fund
S000038169
549300RG66L13CH69250
2023-03-31
2022-09-30
N
6380035410.00
378423651.00
6001611759.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
171993168.00000000
0.00000000
0.00000000
27321092.00000000
USD
UST
Bloomberg US Aggregate
LFI:LHMN0001
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines Pass Through Trust
247361ZV3
6779173.46000000
PA
USD
5749812.17000000
0.095804467214
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61691LAA7
425000.00000000
PA
USD
422493.05000000
0.007039659794
Long
ABS-MBS
CORP
US
Y
2
2034-11-15
Variable
3.51800000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759MW5
2500000.00000000
PA
USD
2473695.35000000
0.041217183805
Long
DBT
USGSE
US
N
2
2023-08-01
Fixed
2.61800000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
12075000.00000000
PA
USD
9939082.95000000
0.165606896099
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
JACKSON CNTY GA INDL DEV AUTH
N/A
Jackson County Industrial Development Authority
466782DE6
3105000.00000000
PA
USD
2756900.93000000
0.045936009203
Long
DBT
MUN
US
N
2
2039-05-01
Fixed
4.25000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BJ1
6550000.00000000
PA
USD
5371000.00000000
0.089492626575
Long
DBT
CORP
CL
Y
2
2030-01-29
Fixed
4.20000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328HBG5
4000000.00000000
PA
USD
3395406.00000000
0.056574902481
Long
ABS-MBS
CORP
US
N
2
2052-11-10
Fixed
3.30000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353ZS9
9072431.08000000
PA
USD
8487975.82000000
0.141428272284
Long
DBT
USGSE
US
N
2
2033-06-01
Fixed
3.43000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAN6
11725000.00000000
PA
USD
9976863.00000000
0.166236394499
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
1.90000000
N
N
N
N
N
N
CMWLTH FING AUTH PA
N/A
Commonwealth Financing Authority
20281PKT8
2730000.00000000
PA
USD
2325083.94000000
0.038740992142
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300DNBJ7A0SEFVK31
Wells Fargo Commercial Mortgage Trust
95000GAZ7
569254.61000000
PA
USD
543158.78000000
0.009050215205
Long
ABS-MBS
CORP
US
N
2
2049-08-15
Fixed
2.51400000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAA7
14000000.00000000
PA
USD
11440930.20000000
0.190630961472
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Fixed
2.86500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DS4
2500000.00000000
PA
USD
1992451.10000000
0.033198600309
Long
DBT
NUSS
N/A
N
2
2031-01-13
Fixed
1.12500000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HBF5
10231000.00000000
PA
USD
8326723.92000000
0.138741462366
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.95700000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAC8
1000000.00000000
PA
USD
958527.20000000
0.015971163055
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
3.84530000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
9525000.00000000
PA
USD
6861143.25000000
0.114321677667
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS76
4438322.85000000
PA
USD
4195250.15000000
0.069902058288
Long
ABS-MBS
USGSE
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
BRUNSWICK & GLYNN CNTY GA DEVA
5493008KJ013KGMHRO82
Brunswick & Glynn County Development Authority
117019BM0
2000000.00000000
PA
USD
1933760.60000000
0.032220688002
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
3.06000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063BN81
2480000.00000000
PA
USD
2481676.98000000
0.041350175247
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
4.98800000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772BAA1
2395468.87000000
PA
USD
2167608.28000000
0.036117102655
Long
ABS-O
CORP
KY
Y
2
2057-09-20
Fixed
2.72000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAJ2
10000000.00000000
PA
USD
8486019.60000000
0.141395677374
Long
DBT
CORP
NO
Y
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
KERN CNTY CA WTR AGY IMPT DIST
N/A
Kern County Water Agency Improvement District No 4
49228YBJ6
2000000.00000000
PA
USD
1869406.60000000
0.031148409378
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
4.27600000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAB9
7500000.00000000
PA
USD
6664668.83000000
0.111047983402
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.80000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36263NAH8
3609250.82000000
PA
USD
3112695.51000000
0.051864326367
Long
ABS-CBDO
CORP
US
Y
2
2052-05-01
Variable
2.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDF3
7115000.00000000
PA
USD
6643662.20000000
0.110697966925
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.60000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NA2
3726000.00000000
PA
USD
3461274.03000000
0.057672408162
Long
DBT
USGSE
US
N
2
2027-08-01
Fixed
2.87000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAA8
5545000.00000000
PA
USD
4665024.03000000
0.077729520291
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
Y
N
N
N
N
MIAMI-DADE CNTY FL WTR & SWR R
N/A
County of Miami-Dade FL Water & Sewer System Revenue
59334DLS1
12020000.00000000
PA
USD
9402538.02000000
0.156666882123
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
3.49000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8KY0
240116.64000000
PA
USD
234143.76000000
0.003901347994
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4.50000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy, Inc
95709TAN0
4250000.00000000
PA
USD
3890722.51000000
0.064827960658
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.55000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AY2
5270000.00000000
PA
USD
4044196.42000000
0.067385172223
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.40000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YGU0
3247000.00000000
PA
USD
3096992.50000000
0.051602679819
Long
ABS-CBDO
USGSE
US
N
3
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
14000000.00000000
PA
USD
12743998.96000000
0.212342941725
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
CANAL BARGE CO
549300FW5XOTMDFBYM02
Canal Barge Co, Inc
137001AF0
1512000.00000000
PA
USD
1448898.34000000
0.024141820533
Long
DBT
CORP
US
N
2
2034-11-12
Fixed
4.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
BM6607360
9475000000.00000000
PA
7601455.56000000
0.126656902599
Long
DBT
NUSS
CL
Y
2
2028-10-01
Fixed
2.30000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746XAU0
148926.43000000
PA
USD
131130.51000000
0.002184921572
Long
ABS-CBDO
CORP
US
Y
2
2047-04-25
Variable
3.50000000
N
N
N
N
N
N
VCM LEASE SA
549300LOI46W5VHWFC65
VCM Lease S.A.
92242WAA2
833333.17000000
PA
USD
783256.82000000
0.013050774549
Long
DBT
CORP
LU
N
2
2027-09-28
Fixed
2.51600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNAX1
15196063.76000000
PA
USD
12831310.82000000
0.213797748592
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JQ8
9537000.00000000
PA
USD
8381428.60000000
0.139652962180
Long
DBT
CORP
DE
N
2
2026-10-01
Fixed
1.00000000
N
N
N
N
N
N
Liberty Street Trust
N/A
Liberty Street Trust
902055AA0
10000000.00000000
PA
USD
9160731.00000000
0.152637847429
Long
ABS-MBS
CORP
US
Y
2
2036-02-10
Fixed
3.59700000
N
N
N
N
N
N
MIAMI FL SPL OBLG
N/A
City of Miami FL
593490MJ1
870000.00000000
PA
USD
816003.28000000
0.013596402312
Long
DBT
MUN
US
Y
2
2039-01-01
Fixed
4.80800000
N
N
N
N
N
N
CCRC Affordable Multifamily Ho
N/A
CCRC Affordable Multifamily Housing Mortgage Trust
12508HAG9
2901500.00000000
PA
USD
2690553.12000000
0.044830509337
Long
ABS-MBS
CORP
US
Y
2
2034-06-25
Variable
5.70280900
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
Exgen Renewables IV LLC
30204KAD8
7103052.00000000
PA
USD
6972533.42000000
0.116177681929
Long
LON
CORP
US
N
2
2027-12-15
Variable
5.57000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BEXK4
9753602.23000000
PA
USD
9318019.03000000
0.155258610589
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649KAN5
1197786.13000000
PA
USD
1043377.36000000
0.017384952607
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Series
12655VAD6
1600000.00000000
PA
USD
1399343.20000000
0.023316123338
Long
ABS-CBDO
CORP
US
Y
2
2059-10-25
Variable
3.38800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654TBQ0
5471735.17000000
PA
USD
4317183.73000000
0.071933738858
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
2.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HM1
1250000.00000000
PA
USD
1155437.50000000
0.019252120037
Long
DBT
NUSS
N/A
N
2
2027-05-24
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series
3137H2NN0
2454003.66000000
PA
USD
2124730.11000000
0.035402658407
Long
ABS-MBS
USGSE
US
N
2
2031-09-25
Fixed
1.20400000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BJU7
10875000.00000000
PA
USD
10563105.00000000
0.176004470535
Long
DBT
NUSS
CA
N
2
2025-08-26
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335AEK0
3180007.28000000
PA
USD
2935813.69000000
0.048917087740
Long
ABS-MBS
MUN
US
N
2
2045-08-01
Fixed
3.50000000
N
N
N
N
N
N
SWISS RE TREASURY (US)
549300G1I1ZMYS87KM16
Swiss Re Treasury US Corp
87089HAB9
6674000.00000000
PA
USD
5658398.47000000
0.094281314707
Long
DBT
CORP
US
Y
2
2042-12-06
Fixed
4.25000000
N
N
N
N
N
N
LAVACA-NAVIDAD RIVER TX AUTH
N/A
Lavaca-Navidad River Authority
519385DJ4
1000000.00000000
PA
USD
953717.20000000
0.015891017918
Long
DBT
MUN
US
N
2
2035-08-01
Fixed
4.43000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770QAA0
153164.42000000
PA
USD
141846.73000000
0.002363477274
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.99000000
N
Y
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGH3
1000000.00000000
PA
USD
808159.10000000
0.013465701089
Long
DBT
MUN
US
N
2
2044-08-01
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262WAD8
4454740.52000000
PA
USD
3514777.80000000
0.058563898185
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAF8
10100000.00000000
PA
USD
7228344.57000000
0.120440056109
Long
DBT
CORP
US
N
2
2031-02-02
Fixed
1.80000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NL8
1750000.00000000
PA
USD
1507950.96000000
0.025125766553
Long
DBT
USGSE
US
N
2
2037-08-01
Fixed
3.58500000
N
N
N
N
N
N
REPUBLIC OF SEYCHELLES
N/A
Seychelles International Bond
AU8714019
4250000.00000000
PA
USD
3530815.00000000
0.058831113070
Long
DBT
NUSS
SC
N
2
2028-10-11
Fixed
6.50000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63874FAA5
3450000.00000000
PA
USD
3435491.03000000
0.057242806898
Long
ABS-MBS
CORP
US
Y
2
2032-11-15
Variable
3.91674700
N
N
N
N
N
N
RHODE ISLAND ST HSG & MTGE FIN
N/A
Rhode Island Housing & Mortgage Finance Corp
76221TLU1
6950000.00000000
PA
USD
5498179.06000000
0.091611708334
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
3.50000000
N
N
N
N
N
N
KOREA ELECTRIC POWER CO
988400QG33WS7JEIV602
Korea Electric Power Corp
500631AU0
7445000.00000000
PA
USD
6707553.17000000
0.111762530455
Long
DBT
NUSS
KR
Y
2
2025-06-15
Fixed
1.12500000
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015AF0
12875000.00000000
PA
USD
9900111.00000000
0.164957538033
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFN6
81205000.00000000
PA
USD
81243064.84000000
1.353687444346
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multiclass Certificates Series
3137H74G5
7324000.00000000
PA
USD
6404835.07000000
0.106718583727
Long
ABS-MBS
USGSE
US
N
2
2032-02-25
Variable
2.85200000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M3A7
20000000.00000000
PA
USD
17878200.00000000
0.297889978857
Long
DBT
NUSS
N/A
N
2
2027-03-31
Fixed
0.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771LAC6
911699.99000000
PA
USD
845896.58000000
0.014094490179
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
4.07000000
N
Y
N
N
N
N
DEVELOPMENT BK OF JAPAN
5493001HGBABMWFZUI25
Development Bank of Japan, Inc
25159MBC0
12500000.00000000
PA
USD
11808583.25000000
0.196756866724
Long
DBT
NUSS
JP
Y
2
2024-03-04
Fixed
0.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EE55
16819809.55000000
PA
USD
15625302.67000000
0.260351773780
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FB4
12500000.00000000
PA
USD
10261521.38000000
0.170979426728
Long
DBT
NUSS
N/A
N
2
2031-03-04
Fixed
1.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAJ9
1500000.00000000
PA
USD
1148569.50000000
0.019137684110
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754NAK1
11580000.00000000
PA
USD
10995059.46000000
0.183201778147
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
6.13069000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TD0
31783000.00000000
PA
USD
23092335.94000000
0.384768906541
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
Y
N
N
N
N
GREAT-WEST LIFECO US FI
N/A
Great-West Lifeco US Finance 2020 LP
391399AA0
4100000.00000000
PA
USD
3603666.59000000
0.060044980160
Long
DBT
CORP
US
Y
2
2025-08-12
Fixed
0.90400000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAC8
2000000.00000000
PA
USD
1947706.58000000
0.032453058581
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.16600000
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing, Inc
053015AG8
9500000.00000000
PA
USD
8128859.30000000
0.135444604323
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAW5
10500000.00000000
PA
USD
8420639.43000000
0.140306300509
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486C98
2490000.00000000
PA
USD
2653763.81000000
0.044217518836
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75000000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46187XAC9
499976.93000000
PA
USD
490117.83000000
0.008166436778
Long
ABS-O
CORP
US
Y
2
2038-01-17
Variable
4.24300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ETGQ3
731269.40000000
PA
USD
692444.08000000
0.011537635352
Long
ABS-MBS
USGSE
US
N
2
2046-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140GVZ73
4964324.19000000
PA
USD
4680482.95000000
0.077987099765
Long
ABS-MBS
USGSE
US
N
2
2047-12-01
Fixed
4.00000000
N
N
N
N
N
N
Bank
N/A
BANK
06541UBE5
2500000.00000000
PA
USD
1804663.00000000
0.030069639164
Long
ABS-MBS
CORP
US
N
2
2053-12-15
Variable
3.01550400
N
N
N
N
N
N
UNIV OF NEW MEXICO NM
549300WZXG6PIBC7KB43
University of New Mexico
914692X60
2000000.00000000
PA
USD
1872172.40000000
0.031194493665
Long
DBT
MUN
US
N
2
2032-06-20
Fixed
3.53200000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TBA3
3900000.00000000
PA
USD
2862282.38000000
0.047691895026
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.90000000
N
N
N
N
N
N
WLB ASSET II PTE LTD
549300IOAZLPOFTPUJ20
WLB Asset II Pte Ltd
ZP1776035
1925000.00000000
PA
USD
1886011.22000000
0.031425078724
Long
DBT
CORP
SG
Y
2
2024-01-14
Fixed
4.00000000
N
N
N
N
N
N
DIST OF COLUMBIA REVENUE
549300HWFOZXPKGOX654
District of Columbia
25483VXM1
3500000.00000000
PA
USD
2597892.15000000
0.043286574578
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.43200000
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935L0
745000.00000000
PA
USD
671614.82000000
0.011190574248
Long
DBT
MUN
US
N
2
2026-04-01
Fixed
2.71100000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp
743315AQ6
5000000.00000000
PA
USD
3796191.10000000
0.063252860272
Long
DBT
CORP
US
N
2
2045-01-26
Fixed
3.70000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12655TBP3
2250000.00000000
PA
USD
1900881.23000000
0.031672845667
Long
ABS-MBS
CORP
US
N
2
2057-08-15
Fixed
3.26300000
N
N
N
N
N
N
RHODE ISLAND ST HSG & MTGE FIN
N/A
Rhode Island Housing & Mortgage Finance Corp
76221TLT4
1450000.00000000
PA
USD
1146467.59000000
0.019102661685
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
3.40000000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix, Inc
78392BAC1
2850000.00000000
PA
USD
2107322.35000000
0.035112606989
Long
DBT
CORP
KR
Y
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAD9
88403.65000000
PA
USD
84302.83000000
0.001404669835
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNDJ8
13001373.24000000
PA
USD
10978108.51000000
0.182919338185
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SW9
14543000.00000000
PA
USD
10301102.27000000
0.171638931068
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
CHICAGO IL PARK DIST
549300DNSTZGBZLIU409
Chicago Park District
167615YM9
1000000.00000000
PA
USD
970997.20000000
0.016178940574
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
4.09500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754DAB3
2405000.00000000
PA
USD
2225145.92000000
0.037075805789
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
5.28069000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75973LAA6
751717.42000000
PA
USD
674395.54000000
0.011236907135
Long
ABS-O
CORP
KY
Y
2
2052-09-20
Fixed
3.67000000
N
N
N
N
N
N
JUPITER AIRCRAFT LEASING
N/A
Jupiter Aircraft Leasing LLC
48204KAB4
555553.52000000
PA
USD
554543.86000000
0.009239915580
Long
DBT
CORP
US
N
2
2023-08-19
Variable
3.21657000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BU3
3050000.00000000
PA
USD
2577250.00000000
0.042942631137
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.75000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770XAC1
1391390.16000000
PA
USD
1314678.92000000
0.021905430954
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.91000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA R
5493001TPOZL3UK8DX25
San Francisco City & County Redevelopment Agency
79770GGF7
1000000.00000000
PA
USD
964993.50000000
0.016078905779
Long
DBT
MUN
US
N
2
2025-08-01
Fixed
3.53300000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAE2
7800000.00000000
PA
USD
5127877.17000000
0.085441667603
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35100000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAT7
2327620.74000000
PA
USD
1836486.25000000
0.030599884226
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
3000000.00000000
PA
USD
2440731.78000000
0.040667938514
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BS1
5350000.00000000
PA
USD
3532893.42000000
0.058865744101
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128284M9
620000.00000000
PA
USD
599002.34000000
0.009980691255
Long
DBT
UST
US
N
2
2025-04-30
Fixed
2.87500000
N
N
N
N
N
N
DELTA AIR LINES 2019-1A
N/A
Delta Air Lines Pass Through Trust
24737RAA8
13700000.00000000
PA
USD
12963759.26000000
0.216004629765
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.40400000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WJRD2
2971744.18000000
PA
USD
2719701.02000000
0.045316177207
Long
ABS-MBS
USGSE
US
N
2
2047-01-01
Fixed
3.50000000
N
N
N
N
N
N
FEDERAL REALTY INVS TRST
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BB2
8800000.00000000
PA
USD
7743565.81000000
0.129024770694
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622ABB43
5000465.25000000
PA
USD
4446371.95000000
0.074086297623
Long
ABS-MBS
USGSE
US
N
2
2051-07-20
Fixed
3.00000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAG9
12500000.00000000
PA
USD
11840871.25000000
0.197294855540
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
4.13780000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05490VAA5
5750000.00000000
PA
USD
5740409.58000000
0.095647799466
Long
ABS-MBS
CORP
US
Y
2
2032-09-15
Fixed
3.59300000
N
N
N
N
N
N
BERKELEY CA
N/A
City of Berkeley CA
084113UP2
1925000.00000000
PA
USD
1626091.01000000
0.027094238602
Long
DBT
MUN
US
N
2
2035-09-01
Fixed
3.25000000
N
N
N
N
N
N
S DAVIS UT SWR DIST RESOURCE R
N/A
South Davis Sewer District
83759YAA2
130000.00000000
PA
USD
129502.70000000
0.002157798691
Long
DBT
MUN
US
Y
2
2022-12-01
Fixed
3.75000000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AE8
2795000.00000000
PA
USD
2729736.75000000
0.045483394454
Long
DBT
CORP
KR
Y
2
2025-07-14
Fixed
4.37500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593JBL9
360000.00000000
PA
USD
302637.53000000
0.005042604256
Long
ABS-MBS
CORP
US
N
2
2048-08-10
Variable
3.46300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46644MBJ4
13575.57000000
PA
USD
12377.85000000
0.000206242097
Long
ABS-CBDO
CORP
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
YUBA CITY CA PUBLIC FING AUTH
N/A
Yuba City Public Financing Authority
988233AM4
1500000.00000000
PA
USD
1317733.05000000
0.021956319450
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
4.32000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854VN9
3000000.00000000
PA
USD
2797196.40000000
0.046607420011
Long
DBT
MUN
US
N
2
2050-04-15
Fixed
4.64800000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05609KAE9
10478111.49000000
PA
USD
9898621.63000000
0.164932721866
Long
ABS-MBS
CORP
US
Y
2
2038-10-15
Variable
4.01520000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
4800000.00000000
PA
USD
3203894.78000000
0.053383906001
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EJ8
16194000.00000000
PA
USD
15202582.92000000
0.253308336668
Long
DBT
NUSS
N/A
N
2
2028-09-26
Fixed
3.12500000
N
N
N
N
N
N
CSAIL Commercial Mortgage Trus
N/A
CSAIL Commercial Mortgage Trust
12595BBB6
3600000.00000000
PA
USD
2999985.84000000
0.049986336345
Long
ABS-MBS
CORP
US
Y
2
2037-06-15
Variable
3.79951500
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KRF8
12750000.00000000
PA
USD
11872020.98000000
0.197813878283
Long
ABS-CBDO
CORP
US
Y
2
2042-02-25
Variable
4.68069000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFJ5
25570000.00000000
PA
USD
24267528.13000000
0.404350182992
Long
DBT
UST
US
N
2
2029-08-31
Fixed
3.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAH5
11900000.00000000
PA
USD
10334767.42000000
0.172199866219
Long
DBT
CORP
FR
Y
2
2026-10-06
Fixed
1.65200000
N
N
N
N
N
N
Chase Funding Loan Acquisition
N/A
Chase Funding Loan Acquisition Trust
161542DZ5
1401321.43000000
PA
USD
1300864.90000000
0.021675259117
Long
ABS-O
CORP
US
N
2
2034-06-25
Variable
3.93900000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FH7
5300000.00000000
PA
USD
4745305.71000000
0.079067188957
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
9350000.00000000
PA
USD
5156794.75000000
0.085923497838
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co, Inc
720186AM7
7075000.00000000
PA
USD
4690940.43000000
0.078161344291
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538CAC5
520748.88000000
PA
USD
474769.72000000
0.007910703642
Long
ABS-CBDO
CORP
US
Y
2
2065-05-25
Fixed
1.73300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AGEJ7
669661.59000000
PA
USD
67444.03000000
0.001123765293
Long
ABS-CBDO
USGSE
US
N
2
2043-09-25
Variable
2.86600000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France S.A.
268317AS3
7059000.00000000
PA
USD
6780520.12000000
0.112978319696
Long
DBT
CORP
FR
Y
2
2025-10-13
Fixed
3.62500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
8300000.00000000
PA
USD
7536183.62000000
0.125569329083
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BK2
6125000.00000000
PA
USD
4696346.87000000
0.078251427426
Long
DBT
CORP
US
N
2
2030-09-14
Fixed
1.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BN4W3
1907339.67000000
PA
USD
1682395.66000000
0.028032397421
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
LOS ANGELES CA DEPT OF ARPTS C
N/A
City of Los Angeles Department of Airports Customer Facility Charge Revenue
54445CAK9
5850000.00000000
PA
USD
4977696.56000000
0.082939329631
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
4.24200000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA, Inc
80282KBE5
6425000.00000000
PA
USD
6279712.89000000
0.104633774095
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
5.80700000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
3625000.00000000
PA
USD
2541507.44000000
0.042347081784
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust
61770YAA3
3300000.00000000
PA
USD
2574391.05000000
0.042894994767
Long
ABS-MBS
CORP
US
Y
2
2042-04-05
Variable
2.50852000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAPZ5
4259173.30000000
PA
USD
3912432.60000000
0.065189698319
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust
20753YCK6
6340000.00000000
PA
USD
5953987.20000000
0.099206470513
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
5.38069000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAB4
2072614.95000000
PA
USD
1821468.32000000
0.030349652612
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
3.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128282U3
1092000.00000000
PA
USD
1044225.00000000
0.017399076147
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.87500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2P8
15300000.00000000
PA
USD
11568330.31000000
0.192753726407
Long
DBT
CORP
FR
Y
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAC9
775359.00000000
PA
USD
713353.54000000
0.011886032763
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QEDU3
15211631.57000000
PA
USD
13379589.36000000
0.222933270215
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHP8
28550770.59000000
PA
USD
27842220.41000000
0.463912387672
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAB3
6732208.47000000
PA
USD
5131370.76000000
0.085499878466
Long
DBT
MUN
US
N
2
2037-07-25
Fixed
1.87700000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680BB8
13500000.00000000
PA
USD
10970054.51000000
0.182785140900
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
MUNICH RE
529900MUF4C20K50JS49
Muenchener Rueckversicherungs-Gesellschaft AG. in Muenchen
62582PAA8
5200000.00000000
PA
USD
4901520.00000000
0.081670061257
Long
DBT
CORP
DE
Y
2
2042-05-23
Fixed
5.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJF8
5422348.21000000
PA
USD
5287821.38000000
0.088106688541
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
5.00000000
N
N
N
N
N
N
AVISTA CORP
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAQ0
5025000.00000000
PA
USD
4234811.61000000
0.070561238881
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.35000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
11274000.00000000
PA
USD
8799462.52000000
0.146618323099
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.95000000
N
N
N
N
N
N
Credit-Based Asset Servicing a
N/A
C-BASS Trust
14986PAA1
107607.03000000
PA
USD
102208.28000000
0.001703013858
Long
ABS-O
CORP
US
N
2
2036-07-25
Variable
3.24400000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F72G9
4000546.72000000
PA
USD
3229495.35000000
0.053810467582
Long
ABS-MBS
USGSE
US
N
2
2036-01-25
Fixed
1.55500000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
SYSCO Corp
871829BK2
11225000.00000000
PA
USD
9135263.98000000
0.152213511083
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.40000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05547HAL5
1250000.00000000
PA
USD
1096095.13000000
0.018263346147
Long
ABS-MBS
CORP
US
Y
2
2035-08-10
Fixed
4.79800000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36257LAA5
33787.78000000
PA
USD
32220.45000000
0.000536863284
Long
ABS-CBDO
CORP
US
Y
2
2049-11-25
Variable
4.00000000
N
Y
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833CX6
5750000.00000000
PA
USD
5402652.05000000
0.090020019070
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
3.00000000
N
N
N
N
N
N
Agate Bay Mortgage Loan Trust
549300LRONE82VI44B39
Agate Bay Mortgage Trust
00842DAJ2
12879.39000000
PA
USD
11732.96000000
0.000195496817
Long
ABS-CBDO
CORP
US
Y
2
2045-09-25
Variable
3.50000000
N
N
N
N
N
N
SEATTLE WA LOCAL IMPT DIST #67
N/A
City of Seattle WA Local Improvement District No 6751
812645AK5
5240000.00000000
PA
USD
4281936.74000000
0.071346446787
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
3.07900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BPL4
218782.99000000
PA
USD
213015.95000000
0.003549312393
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHH6
7607861.19000000
PA
USD
6856683.27000000
0.114247364630
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002VAS8
319644.53000000
PA
USD
262397.35000000
0.004372114700
Long
ABS-CBDO
CORP
US
Y
2
2050-07-25
Variable
3.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust, Inc
85571BAY1
3150000.00000000
PA
USD
2685327.75000000
0.044743443225
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KYP8
12600000.00000000
PA
USD
12659950.80000000
0.210942515250
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
6.78069000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FCB9
217542.01000000
PA
USD
188468.78000000
0.003140302764
Long
ABS-CBDO
CORP
US
Y
2
2047-09-25
Variable
3.71868100
N
N
N
N
N
N
KOMMUNALBANKEN AS
I7ETN0QQO2AHZZGHJ389
Kommunalbanken AS.
50048MBX7
6000000.00000000
PA
USD
5705403.60000000
0.095064523149
Long
DBT
NUSS
NO
Y
2
2025-02-11
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20755DAB2
3990000.00000000
PA
USD
3788234.08000000
0.063120278887
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
5.90473000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America, Inc
10373QBN9
9875000.00000000
PA
USD
6132419.34000000
0.102179540867
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36261HAD2
2492574.45000000
PA
USD
1966634.26000000
0.032768435196
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CK7
1434000.00000000
PA
USD
1193111.83000000
0.019879856910
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
SUMIT 2022-BVUE Mortgage Trust
N/A
SUMIT Mortgage Trust
865592AA7
4000000.00000000
PA
USD
3349144.00000000
0.055804076212
Long
ABS-MBS
CORP
US
Y
2
2041-02-12
Fixed
2.78900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TF5
116487800.00000000
PA
USD
89258776.75000000
1.487246765273
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CS47
3262934.26000000
PA
USD
2984244.76000000
0.049724055467
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
UEP PENONOME II SA
549300DS6G5XB230S845
UEP Penonome II S.A.
90363PAA4
8305190.64000000
PA
USD
7142463.95000000
0.119009096836
Long
DBT
CORP
PA
Y
2
2038-10-01
Fixed
6.50000000
N
N
N
N
N
N
THIRAX 2 LLC
N/A
Thirax 2 LLC
88411JAA4
3854505.58000000
PA
USD
3343389.74000000
0.055708197635
Long
DBT
CORP
US
N
2
2034-01-22
Fixed
2.32000000
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAB9
4950000.00000000
PA
USD
3669221.31000000
0.061137265410
Long
DBT
CORP
US
Y
2
2031-03-17
Fixed
1.77600000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp (FICC)
85748R009
16760000.00000000
PA
USD
16760000.00000000
0.279258317149
Long
RA
CORP
US
N
2
Repurchase
N
2.95000000
2022-10-03
19357000.00000000
USD
17095222.20000000
USD
UST
N
N
N
First Republic Bank/CA
YWC0TIKBQM2JV8L4IV08
First Republic Bank
33616C746
317240.00000000
NS
USD
5656389.20000000
0.094247835867
Long
EP
CORP
US
N
1
N
N
N
PAPIO-MISSOURI RIVER NE NATURA
N/A
Papio-Missouri River Natural Resource District
698874EQ3
3250000.00000000
PA
USD
2930095.03000000
0.048821802336
Long
DBT
MUN
US
N
2
2027-12-15
Fixed
2.48200000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421GAJ2
11650000.00000000
PA
USD
9211634.03000000
0.153486003425
Long
ABS-MBS
CORP
US
Y
2
2039-07-10
Variable
3.55789700
N
N
N
N
N
N
Banc of America Merrill Lynch
549300UQK6PJ8BF5JQ90
BAMLL Commercial Mortgage Securities Trust
05526QAJ5
900000.00000000
PA
USD
804255.93000000
0.013400665726
Long
ABS-MBS
CORP
US
Y
2
2033-04-14
Variable
3.71566000
N
Y
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F0424A8
8645000.00000000
PA
USD
8489660.16000000
0.141456337079
Long
ABS-O
CORP
US
N
2
2037-10-25
Fixed
4.50000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AQ8
6875000.00000000
PA
USD
6368928.43000000
0.106120300441
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.10000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAH4
3842393.70000000
PA
USD
3328151.17000000
0.055454289674
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
UNITED OVERSEAS BANK LTD
IO66REGK3RCBAMA8HR66
United Overseas Bank Ltd
91127KAE2
11570000.00000000
PA
USD
9950345.32000000
0.165794551856
Long
DBT
CORP
SG
Y
2
2031-10-14
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754BAF8
3000000.00000000
PA
USD
2695007.10000000
0.044904722401
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
6.78069000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383T6G3
2254958.22000000
PA
USD
1923616.46000000
0.032051664406
Long
ABS-CBDO
USGSE
US
N
2
2052-07-20
Fixed
4.00000000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75975BAA6
4285881.72000000
PA
USD
3638085.70000000
0.060618477937
Long
ABS-O
CORP
KY
Y
2
2056-11-20
Fixed
2.06000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140HJJT9
235032.45000000
PA
USD
232538.23000000
0.003874596347
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
5.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BFRV7
15250000.00000000
PA
USD
12103215.88000000
0.201666091810
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Variable
1.51537200
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group plc
780097BN0
5485000.00000000
PA
USD
5356146.98000000
0.089245142723
Long
DBT
CORP
GB
N
2
2024-05-22
Fixed
2.35900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335BQT6
785049.98000000
PA
USD
792051.35000000
0.013197310685
Long
ABS-MBS
MUN
US
N
2
2044-08-01
Fixed
5.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655LAP9
5861991.27000000
PA
USD
5101805.90000000
0.085007263129
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.50000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
6600000.00000000
PA
USD
5620331.24000000
0.093647031259
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KND7
3180000.00000000
PA
USD
2812598.06000000
0.046864045408
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
3.69967000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KB32
4030000.00000000
PA
USD
3871608.51000000
0.064509479544
Long
ABS-CBDO
USGSE
US
Y
2
2042-07-25
Variable
6.28069000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ECG3
13299372.60000000
PA
USD
11115239.65000000
0.185204243398
Long
ABS-MBS
USGSE
US
N
2
2042-03-01
Fixed
2.00000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161KAG0
7000000.00000000
PA
USD
6392677.20000000
0.106516006977
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
1.32000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
549300O5GNH0TNJ6B119
WFRBS Commercial Mortgage Trust
96221QAK9
650000.00000000
PA
USD
609445.07000000
0.010154690014
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Variable
5.02853700
N
N
N
N
N
N
MSCG Trust
N/A
MSCG Trust
55352NAN7
290000.00000000
PA
USD
233782.54000000
0.003895329277
Long
ABS-MBS
CORP
US
Y
2
2035-06-07
Variable
3.57714200
N
N
N
N
N
N
BELLWOOD IL TAX INCREMENT REVE
N/A
Village of Bellwood IL
080031AA5
750000.00000000
PA
USD
704236.43000000
0.011734121737
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
5.37500000
N
N
N
N
N
N
TERRAFORM POWER OPERATING
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88103NAK6
16398900.00000000
PA
USD
16265658.94000000
0.271021512106
Long
LON
CORP
US
N
2
2029-05-21
Variable
6.40320000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAA1
2750000.00000000
PA
USD
2675456.05000000
0.044578959076
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
20500000.00000000
PA
USD
15821537.77000000
0.263621480451
Long
DBT
CORP
US
Y
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBL0
7200000.00000000
PA
USD
5955253.78000000
0.099227574510
Long
DBT
CORP
IT
Y
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948PAB4
2721299.11000000
PA
USD
2233736.74000000
0.037218947671
Long
ABS-O
CORP
US
Y
2
2048-01-20
Fixed
2.84000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938GAX4
4734701.29000000
PA
USD
3955633.65000000
0.065909522455
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.50000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAD8
6650000.00000000
PA
USD
6328394.03000000
0.105444908536
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
0.66000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AS2
1925000.00000000
PA
USD
1766430.26000000
0.029432597957
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31416YTH1
73165.61000000
PA
USD
69425.92000000
0.001156787922
Long
ABS-MBS
USGSE
US
N
2
2026-07-01
Fixed
3.50000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42772GAB8
3283450.36000000
PA
USD
3133392.74000000
0.052209187562
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
4.67000000
N
N
N
N
N
N
Vivint Solar Financing LLC
N/A
Vivint Solar Financing VII LLC
92855HAA3
4594259.35000000
PA
USD
3725406.80000000
0.062073438762
Long
ABS-O
CORP
US
Y
2
2051-07-31
Fixed
2.21000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNQB1
8499858.85000000
PA
USD
6906967.20000000
0.115085205064
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
Y
N
N
N
N
YUBA CITY CA PUBLIC FING AUTH
N/A
Yuba City Public Financing Authority
988233AL6
650000.00000000
PA
USD
607917.83000000
0.010129242850
Long
DBT
MUN
US
N
2
2032-06-01
Fixed
3.96000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AH1
9000000.00000000
PA
USD
7560707.13000000
0.125977944485
Long
DBT
CORP
CH
Y
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
382371AA0
3534079.65000000
PA
USD
2889578.73000000
0.048146712017
Long
ABS-O
CORP
US
Y
2
2048-05-20
Fixed
2.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAY7
6025000.00000000
PA
USD
5064530.29000000
0.084386169805
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas S.A.
09659W2M5
3250000.00000000
PA
USD
2622498.71000000
0.043696573775
Long
DBT
CORP
FR
Y
2
2028-09-30
Fixed
1.90400000
N
N
N
N
N
N
JAPAN FIN ORG MUNICIPAL
5493007YYYNZ4NMEOD64
Japan Finance Organization for Municipalities
471068AN6
3350000.00000000
PA
USD
3315863.50000000
0.055249550173
Long
DBT
NUSS
JP
Y
2
2023-09-27
Fixed
3.37500000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AU8
10000000.00000000
PA
USD
7514675.50000000
0.125210956685
Long
DBT
CORP
US
Y
2
2049-03-04
Fixed
4.48700000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard, Inc
57636QAS3
7725000.00000000
PA
USD
6161985.38000000
0.102672175866
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.90000000
N
N
N
N
N
N
SALINE CNTY AR SALES & USE TAX
N/A
County of Saline AR
79506TAV1
2730000.00000000
PA
USD
2390563.27000000
0.039832021230
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.00000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KE0
8882000.00000000
PA
USD
8324111.90000000
0.138697940391
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
FIVE CORNERS FUNDING TRS
N/A
Five Corners Funding Trust
33829TAA4
7725000.00000000
PA
USD
7652595.97000000
0.127509013866
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
10990000.00000000
PA
USD
8899829.59000000
0.148290658366
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772EEB1
5480000.00000000
PA
USD
3928350.06000000
0.065454918074
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
3.48200000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCS7
7375000.00000000
PA
USD
7256262.50000000
0.120905229984
Long
DBT
NUSS
N/A
N
2
2023-03-20
Fixed
0.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
10000000.00000000
PA
USD
8671281.80000000
0.144482551491
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
DIST OF COLUMBIA WTR & SWR AUT
549300OT2FIJQJ5PSH71
District of Columbia Water & Sewer Authority
254845JZ4
1900000.00000000
PA
USD
1672198.55000000
0.027862491229
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc
25746UDM8
8325000.00000000
PA
USD
7062585.26000000
0.117678142865
Long
DBT
CORP
US
N
2
N/A
Fixed
4.35000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46655NBX7
2909249.10000000
PA
USD
2341121.63000000
0.039008215193
Long
ABS-CBDO
CORP
US
Y
2
2052-12-25
Variable
3.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36258FAS8
489249.49000000
PA
USD
393307.32000000
0.006553361593
Long
ABS-CBDO
CORP
US
Y
2
2050-05-25
Variable
3.65445200
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Trust
91831UAA5
2711000.00000000
PA
USD
2451740.56000000
0.040851368906
Long
ABS-MBS
CORP
US
Y
2
2035-01-10
Fixed
3.80500000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AH7
8000000.00000000
PA
USD
6684298.48000000
0.111375056375
Long
DBT
NUSS
CA
Y
2
2052-04-19
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SC3
2500000.00000000
PA
USD
2161718.75000000
0.036018970183
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Brookfield Renewable Partners LP
VA8DFMRI2GY8Y7V79H93
Brookfield Renewable Partners LP
EP0586206
308000.00000000
NS
USD
6039880.00000000
0.100637632731
Long
EP
CORP
BM
N
1
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JG7
750000.00000000
PA
USD
635689.88000000
0.010591986045
Long
DBT
MUN
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACSW1
4818431.24000000
PA
USD
4566468.29000000
0.076087365750
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTH DAKOTA ST HSG DEV AUTH
549300G853EK61667C18
South Dakota Housing Development Authority
83756CY90
1900000.00000000
PA
USD
1909687.91000000
0.031819584249
Long
DBT
MUN
US
N
2
2053-05-01
Fixed
5.46000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88165GAH3
1650000.00000000
PA
USD
1652725.80000000
0.027538032554
Long
ABS-O
CORP
US
Y
2
2023-05-22
Fixed
5.48000000
N
N
N
N
N
N
JPMBB Commercial Mortgage Secu
N/A
JPMBB Commercial Mortgage Securities Trust
46643ABL6
2400000.00000000
PA
USD
2250373.92000000
0.037496159537
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
4.63207300
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42771XAA4
1429559.25000000
PA
USD
1336561.85000000
0.022270048508
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.71000000
N
N
N
N
N
N
NATURE CONSERVANCY (THE)
549300GJ1IZME7V1JJ28
Nature Conservancy
63902HAC3
7850000.00000000
PA
USD
7835886.64000000
0.130563037974
Long
DBT
CORP
US
N
2
2024-02-01
Variable
3.86229000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBW5
5000000.00000000
PA
USD
4248677.05000000
0.070792267487
Long
DBT
CORP
US
N
2
2027-02-04
Fixed
1.04000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
11950000.00000000
PA
USD
10304334.67000000
0.171692789933
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.98500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGJ7
14225000.00000000
PA
USD
11357639.58000000
0.189243157273
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
670861AU7
4800184.35000000
PA
USD
3787332.01000000
0.063105248424
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133B9S88
2441827.29000000
PA
USD
2137402.97000000
0.035613816018
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650MAN7
51173.11000000
PA
USD
47827.82000000
0.000796916260
Long
ABS-CBDO
CORP
US
Y
2
2049-01-25
Variable
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BDC89
4412537.79000000
PA
USD
907850.97000000
0.015126786044
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
3.00000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RESOURCES
549300GBS2G3YGHOYO19
Massachusetts Water Resources Authority
576051WJ1
6000000.00000000
PA
USD
4748987.40000000
0.079128533978
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.10400000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAW8
7350000.00000000
PA
USD
5269344.36000000
0.087798820910
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.35000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161KAC9
4500000.00000000
PA
USD
4218462.90000000
0.070288833556
Long
ABS-O
CORP
US
Y
2
2025-09-22
Fixed
0.60000000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAA1
4703298.18000000
PA
USD
4675504.13000000
0.077904141716
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
5.37500000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CY2
10750000.00000000
PA
USD
6878686.35000000
0.114613984146
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772EBK4
5000000.00000000
PA
USD
4022060.00000000
0.067016330970
Long
DBT
MUN
US
N
2
2048-09-01
Fixed
4.00000000
N
N
N
N
N
N
Home Equity Asset Trust
N/A
Home Equity Asset Trust
22541NZD4
24638.74000000
PA
USD
24215.55000000
0.000403484113
Long
ABS-O
CORP
US
N
2
2033-06-25
Variable
3.98550000
N
N
N
N
N
N
WASHINGTON CNTY OR CLEAN WTR S
N/A
Washington County Clean Water Services
938240CL0
530000.00000000
PA
USD
535305.57000000
0.008919363522
Long
DBT
MUN
US
N
2
2024-10-01
Fixed
5.07800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BCHU7
13382307.16000000
PA
USD
1978653.07000000
0.032968694901
Long
ABS-CBDO
USGSE
US
N
2
2050-11-25
Fixed
2.50000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
14825000.00000000
PA
USD
9420431.80000000
0.156965031699
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
MOUNT SHASTA CA PUBLIC FING AU
N/A
City of Mount Shasta CA
623094AK5
170000.00000000
PA
USD
176243.47000000
0.002936602317
Long
DBT
MUN
US
N
2
2029-08-01
Fixed
4.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale S.A.
83368RBD3
2575000.00000000
PA
USD
1881033.87000000
0.031342145169
Long
DBT
CORP
FR
Y
2
2032-06-09
Fixed
2.88900000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
5000000.00000000
PA
USD
3867747.80000000
0.064445151657
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746VAA8
13852.11000000
PA
USD
12529.44000000
0.000208767919
Long
ABS-CBDO
CORP
US
Y
2
2048-03-25
Variable
3.50000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CW2
83841.61000000
PA
USD
82295.26000000
0.001371219320
Long
ABS-MBS
MUN
US
N
2
2044-02-01
Fixed
4.50000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
1000000.00000000
PA
USD
935994.26000000
0.015595714911
Long
DBT
NUSS
N/A
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
10690000.00000000
PA
USD
8026659.73000000
0.133741735592
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
KLICKITAT CNTY WA PUBLIC UTILI
N/A
Klickitat County Public Utilities
498622KT5
450000.00000000
PA
USD
368947.31000000
0.006147470459
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
3.68800000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KH44
6385000.00000000
PA
USD
6217195.18000000
0.103592092085
Long
ABS-CBDO
USGSE
US
Y
2
2042-09-25
Variable
5.98502000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAA1
4906190.22000000
PA
USD
4133332.79000000
0.068870379424
Long
ABS-O
CORP
US
Y
2
2049-01-20
Fixed
2.70000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133KNQT3
20817466.25000000
PA
USD
17590947.80000000
0.293103727904
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
WASHINGTON CNTY OR CLEAN WTR S
N/A
Clean Water Services
938240CN6
360000.00000000
PA
USD
379516.54000000
0.006323576986
Long
DBT
MUN
US
N
2
2030-10-01
Fixed
5.70100000
N
N
N
N
N
N
DELTA AIR LINES 2020-A
N/A
Delta Air Lines Pass Through Trust
247361ZW1
17122997.46000000
PA
USD
14349557.31000000
0.239095061230
Long
ABS-O
CORP
US
N
2
2028-06-10
Fixed
2.50000000
N
N
N
N
N
N
MAINE ST FIN AUTH SOL WST DISP
N/A
Finance Authority of Maine
56042CAX3
500000.00000000
PA
USD
3400.00000000
0.000056651448
Long
DBT
MUN
US
N
3
2034-06-15
Fixed
5.25000000
Y
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAFA2
22692000.00000000
PA
USD
21650690.67000000
0.360747938044
Long
DBT
USGSE
US
N
2
2023-12-04
Fixed
0.25000000
N
N
N
N
N
N
CHULA VISTA CA MUNI FING AUTH
N/A
Chula Vista Municipal Financing Authority
17132ECE2
740000.00000000
PA
USD
621983.17000000
0.010363602228
Long
DBT
MUN
US
N
2
2041-12-01
Fixed
4.07500000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PCZ2
1000000.00000000
PA
USD
872833.23000000
0.014543313780
Long
DBT
USGSE
US
N
2
2028-04-15
Fixed
1.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TG3
101707500.00000000
PA
USD
85291273.83000000
1.421139474776
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05Q2
16800000.00000000
PA
USD
13139999.21000000
0.218941173432
Long
DBT
USGSE
US
N
2
2030-08-05
Fixed
0.87500000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421MAL4
5000000.00000000
PA
USD
3693800.50000000
0.061546808562
Long
ABS-MBS
CORP
US
Y
2
2041-12-10
Variable
3.04089300
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759KC1
420000.00000000
PA
USD
421543.73000000
0.007023842043
Long
DBT
USGSE
US
N
2
2027-08-01
Fixed
5.38000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AK5
6850000.00000000
PA
USD
6281202.92000000
0.104658601259
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.45000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos, Inc
548661EE3
5525000.00000000
PA
USD
3518984.11000000
0.058633984524
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHC1
1111402.21000000
PA
USD
989769.17000000
0.016491722719
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XDD5
7723948.25000000
PA
USD
7225048.08000000
0.120385129364
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772QAG5
3660187.88000000
PA
USD
3162093.41000000
0.052687403600
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAX7
12850000.00000000
PA
USD
9159770.67000000
0.152621846227
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Freddiemac Strip
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
31325VDB7
509300.63000000
PA
USD
45828.44000000
0.000763602209
Long
ABS-CBDO
USGSE
US
N
2
2044-03-15
Variable
3.10229000
N
N
N
N
N
N
LYB INT FINANCE III
N/A
LYB International Finance III LLC
50249AAH6
5925000.00000000
PA
USD
4060593.23000000
0.067658378999
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852FAW6
3958385.05000000
PA
USD
3123154.72000000
0.052038599719
Long
ABS-CBDO
CORP
US
Y
2
2051-06-01
Variable
2.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
6903537D3
5592180.00000000
PA
USD
4794329.98000000
0.079884040696
Long
DBT
USGSE
US
N
2
2035-06-15
Fixed
2.04000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772NBN6
3614891.83000000
PA
USD
2852139.53000000
0.047522892924
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BNY67
1675566.66000000
PA
USD
1454339.25000000
0.024232478014
Long
ABS-CBDO
USGSE
US
N
2
2052-09-25
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNK27
20942671.31000000
PA
USD
17017955.02000000
0.283556412899
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46645GAN8
234546.19000000
PA
USD
207703.86000000
0.003460801337
Long
ABS-CBDO
CORP
US
Y
2
2045-10-25
Variable
3.50000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36259DAA1
1500000.00000000
PA
USD
1485038.55000000
0.024743995607
Long
ABS-MBS
CORP
US
Y
2
2031-10-15
Variable
3.91000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46643UDN6
1751816.36000000
PA
USD
1702918.61000000
0.028374354729
Long
ABS-CBDO
CORP
US
Y
2
2044-12-25
Variable
3.41314100
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592GAG8
2158000.00000000
PA
USD
1970329.53000000
0.032830006490
Long
ABS-MBS
CORP
US
Y
2
2047-08-10
Variable
4.85392700
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV55
29855873.33000000
PA
USD
26078130.86000000
0.434518791071
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BH9
5528000.00000000
PA
USD
4596987.95000000
0.076595890147
Long
DBT
CORP
US
N
2
2029-09-06
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGNP0
3694957.69000000
PA
USD
3234285.92000000
0.053890288973
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
HERO Funding Trust
42771AAB2
2246339.68000000
PA
USD
2054840.35000000
0.034238141894
Long
ABS-O
CORP
KY
Y
2
2048-09-20
Fixed
3.95000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KUX5
5490000.00000000
PA
USD
5194685.21000000
0.086554835910
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
5.18069000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KP5
250000.00000000
PA
USD
164875.23000000
0.002747182533
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8J38
652354.87000000
PA
USD
636139.78000000
0.010599482364
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VII Issuer LLC
86745RAA7
6923532.35000000
PA
USD
5861375.25000000
0.097663352535
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.03000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31419ARB5
294768.69000000
PA
USD
297088.33000000
0.004950142427
Long
ABS-MBS
USGSE
US
N
2
2040-09-01
Fixed
5.00000000
N
N
N
N
N
N
SWEIHAN PV POWER CO PJSC
353800EF1E1IC18GBC48
Sweihan PV Power Co PJSC
870674AA6
15643057.50000000
PA
USD
12322407.29000000
0.205318300896
Long
DBT
CORP
AE
Y
2
2049-01-31
Fixed
3.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J77G4
497790.49000000
PA
USD
470371.38000000
0.007837417661
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
ATLANTIC CITY ELECTRIC
549300S5TW3VP5V06B73
Atlantic City Electric Co
048303CJ8
4500000.00000000
PA
USD
3646197.50000000
0.060753638296
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20753XAB0
11725000.00000000
PA
USD
11172872.10000000
0.186164526274
Long
ABS-CBDO
CORP
US
Y
2
2042-03-25
Variable
5.78069000
N
Y
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
549300RA28ZEFOB6M782
City & County of San Francisco CA
79765DV23
935000.00000000
PA
USD
840327.42000000
0.014001695773
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
3.70000000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938VAV5
4127337.85000000
PA
USD
3256458.01000000
0.054259724566
Long
ABS-CBDO
CORP
US
Y
2
2051-09-25
Variable
2.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690355AX0
5283876.83000000
PA
USD
4501302.81000000
0.075001566091
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
2.45000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132WK6Q6
1738125.64000000
PA
USD
1601913.57000000
0.026691389485
Long
ABS-MBS
MUN
US
N
2
2047-02-01
Fixed
3.50000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AT5
5000000.00000000
PA
USD
4058600.00000000
0.067625167421
Long
DBT
CORP
CH
Y
2
2027-02-02
Fixed
1.30500000
N
N
N
N
N
N
CALIFORNIA ST EARTHQUAKE AUTH
254900P2MGLOUH3QS859
California Earthquake Authority
13017HAK2
3000000.00000000
PA
USD
2929144.80000000
0.048805969423
Long
DBT
MUN
US
N
2
2023-07-01
Fixed
1.47700000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AU3
15000000.00000000
PA
USD
12852390.45000000
0.214148981408
Long
DBT
CORP
IT
Y
2
2026-09-22
Fixed
2.56900000
N
N
N
N
N
N
New York Mortgage Trust
N/A
New York Mortgage Trust
649603AG2
58465.08000000
PA
USD
57424.44000000
0.000956816973
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
3.56400000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAH0
39851996.06000000
PA
USD
5368462.39000000
0.089450344433
Long
ABS-MBS
MUN
US
N
2
2037-11-25
Variable
1.77946600
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592NBP0
2090530.07000000
PA
USD
1635886.82000000
0.027257458257
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81733YAA7
194792.03000000
PA
USD
172897.09000000
0.002880844295
Long
ABS-CBDO
CORP
US
Y
2
2045-05-25
Variable
3.50000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05492TBF6
3000000.00000000
PA
USD
2410139.70000000
0.040158207441
Long
ABS-MBS
CORP
US
Y
2
2053-02-15
Variable
3.81129500
N
N
N
N
N
N
Freddie Mac Multiclass Certifi
N/A
Freddie Mac Multiclass Certificates Series
3137H13V6
7200000.00000000
PA
USD
5953163.76000000
0.099192750198
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Fixed
1.87800000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36250SBF5
2188000.00000000
PA
USD
2001526.82000000
0.033349821687
Long
ABS-MBS
CORP
US
Y
2
2033-03-10
Variable
5.06727000
N
N
N
N
N
N
SAN JUAN CAPISTRANO CA
N/A
City of San Juan Capistrano CA
798339HE0
1385000.00000000
PA
USD
1231955.98000000
0.020527085547
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
4.19000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAE0
848250.00000000
PA
USD
811188.26000000
0.013516173530
Long
ABS-O
CORP
US
Y
2
2045-10-25
Fixed
4.47400000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64972EGM5
2500000.00000000
PA
USD
2026744.75000000
0.033770007647
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.72000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JA5
10500000.00000000
PA
USD
8950095.00000000
0.149128190216
Long
DBT
NUSS
N/A
N
2
2029-10-09
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QMRB2
14584559.36000000
PA
USD
11851562.14000000
0.197472989188
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAL8
5000000.00000000
PA
USD
4654105.45000000
0.077547592828
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.88000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
15713403.75000000
PA
USD
15344302.50000000
0.255669695344
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46648HAN3
63057.00000000
PA
USD
56188.42000000
0.000936222172
Long
ABS-CBDO
CORP
US
Y
2
2047-05-25
Variable
3.50000000
N
N
N
N
N
N
SOLAR STAR FUNDING LLC
N/A
Solar Star Funding LLC
83416WAB9
2349042.23000000
PA
USD
2171727.43000000
0.036185736718
Long
DBT
CORP
US
Y
2
2035-06-30
Fixed
3.95000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X4JV9
131841.63000000
PA
USD
129174.02000000
0.002152322162
Long
ABS-MBS
USGSE
US
N
2
2047-05-01
Fixed
4.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
90376PAD3
5038383.47000000
PA
USD
4540473.13000000
0.075654229435
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
1.79000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61762V853
400000.00000000
NS
USD
10056000.00000000
0.167554990289
Long
EP
CORP
US
N
1
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DH9
6575000.00000000
PA
USD
5846447.26000000
0.097414619518
Long
DBT
CORP
GB
N
2
2033-08-11
Fixed
5.40200000
N
N
N
N
N
N
OHIO ST AIR QUALITY DEV AUTH E
549300DZUU80AYOR6M80
Ohio Air Quality Development Authority
67754AAE4
2000000.00000000
PA
USD
1745718.20000000
0.029087489662
Long
DBT
MUN
US
Y
2
2048-01-15
Fixed
4.50000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BP5
3400000.00000000
PA
USD
3135014.61000000
0.052236211469
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
4.75000000
N
N
N
N
N
N
FLORENCE SC SPL OBLIG
N/A
City of Florence SC
340329AP6
2750000.00000000
PA
USD
2558091.25000000
0.042623404390
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.25000000
N
N
N
N
N
N
MARYLAND ST CMNTY DEV ADMIN DE
N/A
Maryland Community Development Administration Housing Revenue
57419RD77
2490000.00000000
PA
USD
2396758.71000000
0.039935250833
Long
DBT
MUN
US
N
2
2039-03-01
Fixed
3.79700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132FCC52
96960.15000000
PA
USD
97826.38000000
0.001630001804
Long
ABS-MBS
MUN
US
N
2
2036-06-01
Fixed
5.00000000
N
N
N
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0585729
695000.00000000
NS
USD
11815000.00000000
0.196863783837
Long
EP
CORP
BM
N
1
N
N
N
CPT MORTGAGE TRUST
N/A
Century Plaza Towers
12654YAE9
1000000.00000000
PA
USD
777096.50000000
0.012948130122
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17328FAY1
5000000.00000000
PA
USD
4196997.50000000
0.069931172967
Long
ABS-MBS
CORP
US
N
2
2056-08-10
Fixed
3.01780000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2A3
8500000.00000000
PA
USD
7533040.00000000
0.125516949487
Long
DBT
NUSS
FR
Y
2
2025-09-23
Fixed
0.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418MY89
128027.69000000
PA
USD
132249.41000000
0.002203564897
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.50000000
N
N
N
N
N
N
BANK HAPOALIM
B6ARUI4946ST4S7WOU88
Bank Hapoalim BM
BR9645804
10575000.00000000
PA
USD
8776805.85000000
0.146240813342
Long
DBT
CORP
IL
Y
2
2032-01-21
Fixed
3.25500000
N
N
N
N
Y
Bank Hapoalim BM
Bank Hapoalim BM 3.255 01/21/2032
USD
XXXX
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
10000000.00000000
PA
USD
8926470.60000000
0.148734555956
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754LAB5
5100000.00000000
PA
USD
4656853.35000000
0.077593378862
Long
ABS-CBDO
CORP
US
Y
2
2041-12-25
Variable
4.18069000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD48
5800000.00000000
PA
USD
5708484.29000000
0.095115854194
Long
DBT
CORP
US
Y
2
2023-05-01
Fixed
1.50000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
5000000.00000000
PA
USD
4677307.25000000
0.077934185645
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
TERRAFORM POWER OPERATIN
5493000S2OLR3UT5BE13
TerraForm Power Operating LLC
88104LAE3
5000000.00000000
PA
USD
4405150.00000000
0.073399449629
Long
DBT
CORP
US
Y
2
2028-01-31
Fixed
5.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300JPCJUA5JJLRW54
Wells Fargo Commercial Mortgage Trust
95000LBA0
513381.92000000
PA
USD
495973.14000000
0.008263999070
Long
ABS-MBS
CORP
US
N
2
2059-03-15
Fixed
3.18500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ECS7
1419615.25000000
PA
USD
1279232.42000000
0.021314814609
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.50000000
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935R7
525000.00000000
PA
USD
421884.70000000
0.007029523350
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
3.64400000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBG8
5650000.00000000
PA
USD
4001528.03000000
0.066674223370
Long
DBT
CORP
CA
N
2
2041-12-02
Fixed
3.00000000
N
N
N
N
N
N
GREAT LAKES MI WTR AUTH WTR SP
N/A
Great Lakes Water Authority Water Supply System Revenue
39081JDZ8
13265000.00000000
PA
USD
10698256.99000000
0.178256398774
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
3.47300000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAJ9
6000000.00000000
PA
USD
5974008.66000000
0.099540071898
Long
DBT
CORP
ID
Y
2
2023-03-01
Fixed
3.75000000
N
N
N
N
N
N
USAA CAPITAL CORP
5493007XLF4LU3U2W757
USAA Capital Corp
90327QD55
11135000.00000000
PA
USD
8941903.51000000
0.148991702047
Long
DBT
CORP
US
Y
2
2030-05-01
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPCG4
1825000.00000000
PA
USD
1769494.09000000
0.029483648077
Long
ABS-CBDO
USGSE
US
N
3
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHEZ1
924974.03000000
PA
USD
849759.67000000
0.014158857722
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854ZH8
3000000.00000000
PA
USD
2406677.40000000
0.040100517938
Long
DBT
MUN
US
N
2
2047-10-15
Fixed
3.70000000
N
N
N
N
N
N
PENNSYLVANIA ST ECON DEV FINGA
N/A
Pennsylvania Economic Development Financing Authority
708686EL0
7250000.00000000
PA
USD
6715209.55000000
0.111890102520
Long
DBT
MUN
US
Y
2
2029-12-01
Fixed
10.00000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G0K36
3750000.00000000
PA
USD
3488592.04000000
0.058127586056
Long
DBT
USGSE
US
N
2
2026-04-24
Fixed
2.12500000
N
N
N
N
N
N
INTL DEVELOPMENT ASSOC
P41R60HC414IWQA1XW02
International Development Association
45939EAA8
10450000.00000000
PA
USD
10362429.00000000
0.172660768742
Long
DBT
NUSS
N/A
Y
2
2023-04-24
Fixed
2.75000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946GAA1
2130069.25000000
PA
USD
1962622.38000000
0.032701588486
Long
ABS-O
CORP
US
Y
2
2043-06-22
Fixed
3.82000000
N
N
N
N
N
N
COUNCIL OF EUROPE
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213BA7
6625000.00000000
PA
USD
6395495.49000000
0.106562965863
Long
DBT
NUSS
N/A
N
2
2025-06-16
Fixed
3.00000000
N
N
N
N
N
N
VERMONT ST EDUCTNL & HLTH BLDG
549300ZC1ZW1EUIIV708
Vermont Educational & Health Buildings Financing Agency
924166JF9
5000000.00000000
PA
USD
4360687.00000000
0.072658598641
Long
DBT
MUN
US
N
2
2042-12-01
Fixed
4.00000000
N
N
N
N
N
N
GSCG Trust
N/A
GSCG Trust
36260TAA3
7789000.00000000
PA
USD
7263903.79000000
0.121032550616
Long
ABS-MBS
CORP
US
Y
2
2034-09-06
Fixed
2.93590000
N
N
N
N
N
N
AID-JORDAN
5493000JZ4MYPVMBVN50
Hashemite Kingdom of Jordan Government AID Bond
418097AF8
7909000.00000000
PA
USD
7605107.98000000
0.126717759918
Long
DBT
NUSS
JO
N
2
2025-06-30
Fixed
3.00000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAH9
750000.00000000
PA
USD
642725.48000000
0.010709214554
Long
DBT
CORP
US
Y
2
2034-10-01
Fixed
4.27800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654ABP3
1077211.26000000
PA
USD
847234.09000000
0.014116776026
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
HYUNDAI CAPITAL SERVICES
549300MALMDAGL2ZJJ27
Hyundai Capital Services, Inc
44920UAP3
13025000.00000000
PA
USD
11321237.26000000
0.188636614873
Long
DBT
CORP
KR
Y
2
2026-02-08
Fixed
1.25000000
N
N
N
N
N
N
NORTHWEST NATURAL GAS CO
H4JZVBMGV45MWUCMUB11
Northwest Natural Gas Co
66765RCK0
5250000.00000000
PA
USD
3096969.33000000
0.051602293756
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.07800000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81743AAU3
181146.24000000
PA
USD
160934.65000000
0.002681523838
Long
ABS-CBDO
CORP
US
Y
2
2049-12-25
Variable
3.50000000
N
N
N
N
N
N
STAR ENERGY GEOTHERMAL
N/A
Star Energy Geothermal Wayang Windu Ltd
85511XAC4
4771660.00000000
PA
USD
4330281.45000000
0.072151975567
Long
DBT
CORP
VG
Y
2
2033-04-24
Fixed
6.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHS86
1920351.11000000
PA
USD
1764162.44000000
0.029394811108
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3.50000000
N
N
N
N
N
N
FORD FOUNDATION/THE
54930013YZ3DULPNNT44
Ford Foundation
34531XAC8
10000000.00000000
PA
USD
5944555.50000000
0.099049317728
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates
12659FAC9
3127765.43000000
PA
USD
2631126.32000000
0.043840328659
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.40500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905UWL4
2900000.00000000
PA
USD
2374057.39000000
0.039556997108
Long
DBT
NUSS
N/A
N
2
2036-05-31
Fixed
2.75000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AA3
1825000.00000000
PA
USD
1357556.03000000
0.022619857540
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.87500000
N
N
N
N
N
N
20 TSQ GroundCo LLC
N/A
20 Times Square Trust
90137LAC4
2165000.00000000
PA
USD
2109716.29000000
0.035152495274
Long
ABS-MBS
CORP
US
Y
2
2035-05-15
Variable
3.20323000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140JAV88
607555.48000000
PA
USD
575180.59000000
0.009583768712
Long
ABS-MBS
USGSE
US
N
2
2045-01-01
Fixed
4.00000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AV6
7050000.00000000
PA
USD
6635439.56000000
0.110560959729
Long
DBT
CORP
US
Y
2
2027-08-05
Fixed
4.63200000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAH7
3000000.00000000
PA
USD
2927138.25000000
0.048772535904
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.60000000
N
N
N
N
N
N
HNA 2015 LLC
N/A
HNA LLC
40426UAB1
4292550.22000000
PA
USD
4016913.16000000
0.066930573341
Long
DBT
CORP
US
N
2
2027-09-18
Fixed
2.36900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Bond
912810SF6
2500000.00000000
PA
USD
2132812.50000000
0.035537328731
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BKB1
218127.15000000
PA
USD
212405.15000000
0.003539135127
Long
ABS-MBS
USGSE
US
N
2
2044-11-01
Fixed
4.50000000
N
N
N
N
N
N
Woodward Capital Management
N/A
Woodward Capital Management
74938XAV1
3110255.48000000
PA
USD
2503029.73000000
0.041705958840
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
3.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KWT2
15185000.00000000
PA
USD
14467653.01000000
0.241062794311
Long
ABS-CBDO
CORP
US
Y
2
2042-05-25
Variable
5.63069000
N
N
N
N
N
N
LG CHEM LTD
988400IES4EIG7O06940
LG Chem Ltd
501955AB4
5940000.00000000
PA
USD
5360860.40000000
0.089323678626
Long
DBT
CORP
KR
Y
2
2029-04-15
Fixed
3.62500000
N
N
N
N
N
N
CBRE Realty Finance CDO Ltd
N/A
CBRE Realty Finance
1248MLAE3
1447024.51000000
PA
USD
3617.56000000
0.000060276474
Long
ABS-O
CORP
KY
Y
3
2052-04-07
Variable
0.43800000
N
Y
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
14434750.00000000
PA
USD
13880854.00000000
0.231285437269
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
TEXAS ST
549300X9CH74QB747L76
State of Texas
882723TV1
1000000.00000000
PA
USD
995108.80000000
0.016580692653
Long
DBT
MUN
US
N
2
2043-08-01
Fixed
3.72600000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP Commercial Mortgage Trust
26863LAL8
7500000.00000000
PA
USD
7016816.25000000
0.116915530890
Long
ABS-MBS
CORP
US
Y
2
2038-11-15
Variable
4.93610000
N
N
N
N
N
N
HONOLULU CITY & CNTY HI
N/A
City & County of Honolulu HI
438687EN1
5730000.00000000
PA
USD
5229835.75000000
0.087140520913
Long
DBT
MUN
US
N
2
2034-09-01
Fixed
3.94400000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353G50
3951156.23000000
PA
USD
3750947.19000000
0.062498997613
Long
DBT
USGSE
US
N
2
2029-09-15
Fixed
3.22000000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC S.A.
46128MAJ0
3750000.00000000
PA
USD
3393750.00000000
0.056547309894
Long
DBT
CORP
CL
Y
2
2027-04-04
Fixed
4.37500000
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89190GAD9
9900000.00000000
PA
USD
9002787.75000000
0.150006166868
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J5LR8
294976.12000000
PA
USD
280585.69000000
0.004675172291
Long
ABS-MBS
USGSE
US
N
2
2032-05-01
Fixed
3.50000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAB2
10000000.00000000
PA
USD
9210508.00000000
0.153467241298
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.71100000
N
N
N
N
N
N
Brookfield Infrastructure Partners LP
549300WEH5R2OODI7Y90
Brookfield Infrastructure Partners LP
EP0593202
490000.00000000
NS
USD
8227100.00000000
0.137081509607
Long
EP
CORP
BM
N
1
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
008281BC0
12750000.00000000
PA
USD
12539625.00000000
0.208937623817
Long
DBT
NUSS
N/A
N
2
2023-04-03
Fixed
0.75000000
N
N
N
N
N
N
Ellington Loan Acquisition Tru
N/A
Ellington Loan Acquisition Trust
288547AD4
227284.86000000
PA
USD
225673.18000000
0.003760209574
Long
ABS-O
CORP
US
Y
2
2037-05-25
Variable
4.18400000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HN6
5000000.00000000
PA
USD
3362416.80000000
0.056025230138
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.45000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12591UAJ2
2000000.00000000
PA
USD
1948735.00000000
0.032470194312
Long
ABS-MBS
CORP
US
N
2
2047-03-10
Fixed
4.70100000
N
N
N
N
N
N
Angel Oak Mortgage Trust
N/A
Angel Oak Mortgage Trust
03465MAC7
1900000.00000000
PA
USD
1268060.95000000
0.021128673445
Long
ABS-CBDO
CORP
US
Y
2
2066-11-25
Variable
2.83700000
N
N
N
N
N
N
CONTINUUM ENERGY LEVANTE
254900MFSMO37F3WJ232
Continuum Energy Levanter Pte Ltd
21218MAB1
4876200.00000000
PA
USD
3934264.45000000
0.065553464768
Long
DBT
CORP
SG
Y
2
2027-02-09
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley Residential Mor
N/A
Morgan Stanley Residential Mortgage Loan Trust
61772MAH2
1192519.33000000
PA
USD
1022514.97000000
0.017037339485
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Tricon American Homes
N/A
Tricon American Homes Trust
89613GAB2
325000.00000000
PA
USD
279307.37000000
0.004653872679
Long
ABS-O
CORP
US
Y
2
2038-07-17
Fixed
2.04900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ADV44
461188.44000000
PA
USD
464830.48000000
0.007745094129
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
5.00000000
N
N
N
N
N
N
SOCIEDAD DE TRANSMISION
N/A
Sociedad de Transmision Austral S.A.
83364AAA1
6250000.00000000
PA
USD
5066268.63000000
0.084415134357
Long
DBT
CORP
CL
Y
2
2032-01-27
Fixed
4.00000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer, Inc
717081FB4
5400000.00000000
PA
USD
4214260.98000000
0.070218820364
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
1.75000000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SEC4
5825000.00000000
PA
USD
4107667.68000000
0.068442742465
Long
DBT
MUN
US
N
2
2051-08-15
Fixed
3.59400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBU4
6140000.00000000
PA
USD
6027273.41000000
0.100427579324
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KLU1
1900000.00000000
PA
USD
1706427.43000000
0.028432819357
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
5.68069000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAM8
5975000.00000000
PA
USD
4392703.19000000
0.073192058506
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem, Inc
98419MAL4
3575000.00000000
PA
USD
2858323.72000000
0.047625935078
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
WASHINGTON AIRCRAFT 2 CO
213800HU3KCKPYWP9238
Washington Aircraft 2 Co Ltd
937257AA1
3397912.28000000
PA
USD
3391601.85000000
0.056511517008
Long
DBT
CORP
IE
N
2
2024-06-26
Variable
4.07143000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNEM0
17742350.36000000
PA
USD
14433884.61000000
0.240500138789
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAN2
2000000.00000000
PA
USD
1970809.78000000
0.032838008507
Long
DBT
CORP
NO
N
2
2024-03-01
Fixed
3.70000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JJ6
3725000.00000000
PA
USD
3126718.77000000
0.052097984600
Long
DBT
NUSS
N/A
N
2
2027-10-21
Fixed
0.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179W5B0
21899279.04000000
PA
USD
18856363.05000000
0.314188318191
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
ROCKEFELLER FOUNDATION
549300JU3NX0IK5I9038
Rockefeller Foundation
77310VAA2
15760000.00000000
PA
USD
9855366.60000000
0.164211998305
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.49200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132H3RK1
89501.00000000
PA
USD
85034.89000000
0.001416867558
Long
ABS-MBS
MUN
US
N
2
2042-06-01
Fixed
4.00000000
N
N
N
N
N
N
VESSEL MANAGEMENT SERVIC
549300FGG4OD84UNFA43
Vessel Management Services, Inc
228027AB4
7970000.00000000
PA
USD
7197062.55000000
0.119918829124
Long
DBT
CORP
US
N
2
2037-01-16
Fixed
3.47700000
N
N
N
N
N
N
BERKELEY CA
N/A
City of Berkeley CA
084113UX5
8885000.00000000
PA
USD
7001858.90000000
0.116666308671
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
3.75000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAJ4
7703000.00000000
PA
USD
6840878.55000000
0.113984023370
Long
DBT
CORP
HK
Y
2
2030-04-07
Fixed
3.37500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBJ5
6250000.00000000
PA
USD
5884322.13000000
0.098045697827
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
WLB ASSET II C PTE LTD
549300QP5TA3PCYZ7Y92
WLB Asset II C Pte Ltd
BS8095082
5425000.00000000
PA
USD
5152442.47000000
0.085850979318
Long
DBT
CORP
SG
Y
2
2025-12-23
Fixed
3.90000000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAP4
1500000.00000000
PA
USD
1303862.69000000
0.021725208866
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
5.15100000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JG0
3586000.00000000
PA
USD
2787404.00000000
0.046444257175
Long
DBT
CORP
DE
N
2
2030-09-30
Fixed
0.75000000
N
N
N
N
N
NEW YORK ST TRANSPRTN DEV CORP
N/A
New York Transportation Development Corp
650116DZ6
1500000.00000000
PA
USD
1492298.10000000
0.024864955614
Long
DBT
MUN
US
N
2
2022-12-01
Fixed
1.61000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAA5
13907585.15000000
PA
USD
11558175.40000000
0.192584523360
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.31000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEV7
18700000.00000000
PA
USD
18051237.53000000
0.300773163191
Long
DBT
USGSE
US
N
2
2023-08-24
Fixed
0.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
1475000.00000000
PA
USD
1256237.31000000
0.020931665699
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
TOTE SHIPHOLDINGS INC
N/A
Tote Shipholdings LLC
89156HAB3
2620000.00000000
PA
USD
2346571.40000000
0.039099020300
Long
DBT
CORP
US
N
2
2041-01-22
Fixed
3.45000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
95002JAS5
28343.54000000
PA
USD
27366.06000000
0.000455978512
Long
ABS-CBDO
CORP
US
Y
2
2049-04-25
Variable
4.00000000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Callisto Issuer LLC
86773PAA6
14212375.68000000
PA
USD
12917537.30000000
0.215234470650
Long
ABS-O
CORP
US
Y
2
2054-06-30
Fixed
3.98000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237JAB9
3231174.56000000
PA
USD
2673834.75000000
0.044551944667
Long
ABS-O
CORP
US
Y
2
2049-01-20
Fixed
2.94000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137H8JP7
1334678.57000000
PA
USD
1188193.86000000
0.019797912755
Long
ABS-CBDO
USGSE
US
N
2
2052-08-25
Fixed
4.00000000
N
N
N
N
N
N
YMCA OF GREATER NY
N/A
YMCA of Greater New York
98752YAN9
5000000.00000000
PA
USD
4627918.70000000
0.077111264204
Long
DBT
CORP
US
N
2
2038-08-01
Fixed
5.02100000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746FAU9
20070.78000000
PA
USD
18117.14000000
0.000301871242
Long
ABS-CBDO
CORP
US
Y
2
2047-09-25
Variable
3.50000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
3250000.00000000
PA
USD
3013920.00000000
0.050218509977
Long
DBT
NUSS
N/A
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
362925CB3
4589799.22000000
PA
USD
3693717.11000000
0.061545419102
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
FRETE 2021-ML08 TRUST
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
30318LAA5
3185728.73000000
PA
USD
2434691.91000000
0.040567301047
Long
DBT
MUN
US
N
2
2037-11-25
Fixed
1.89600000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AK4
10000000.00000000
PA
USD
7429298.10000000
0.123788382160
Long
DBT
CORP
CH
Y
2
2033-02-11
Fixed
2.74600000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AT0
3350000.00000000
PA
USD
2577966.84000000
0.042954575262
Long
DBT
CORP
US
N
2
2047-07-13
Fixed
4.95000000
N
N
N
N
N
N
Dominos Pizza Master Issuer LL
N/A
Domino's Pizza Master Issuer LLC
25755TAJ9
770000.00000000
PA
USD
724733.24000000
0.012075643495
Long
ABS-O
CORP
US
Y
2
2048-07-25
Fixed
4.11600000
N
N
N
N
N
N
MASSACHUSETTS ST WTR POLL ABAT
549300SYPEROLSQU0261
Massachusetts St. Water Pollution Abatement
57604P5P5
2705000.00000000
PA
USD
2730057.77000000
0.045488743351
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
5.19200000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAC9
450649.86000000
PA
USD
413070.71000000
0.006882662967
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.79682000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust
36251XAY3
93000.00000000
PA
USD
80120.75000000
0.001334987220
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
4.07947700
N
N
N
N
N
N
CALIFORNIA ST HLTH FACS FING A
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UD96
950000.00000000
PA
USD
842750.32000000
0.014042066595
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
4.35300000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group plc
53944YAL7
5725000.00000000
PA
USD
5520111.35000000
0.091977148333
Long
DBT
CORP
GB
N
2
2025-07-09
Fixed
3.87000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFH9
211341000.00000000
PA
USD
202722249.84000000
3.377796798268
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
WASHINGTON ST ECON DEV FIN AUT
549300TQ7IXFA28IYO51
Washington Economic Development Finance Authority
93975YAD3
1905000.00000000
PA
USD
764095.50000000
0.012731504980
Long
DBT
MUN
US
Y
3
2032-01-01
Fixed
7.50000000
Y
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VLH7
6905000.00000000
PA
USD
6900364.33000000
0.114975186784
Long
DBT
NUSS
N/A
N
2
2022-10-24
Fixed
2.00000000
N
N
N
N
N
N
NY PUBLIC LIBRARY
549300UUPLEIDLHTTI88
New York Public Library Astor Lenox & Tilden Foundations
649757AA9
4100000.00000000
PA
USD
3492671.39000000
0.058195556964
Long
DBT
CORP
US
N
2
2045-07-01
Fixed
4.30500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFK2
18614000.00000000
PA
USD
18234449.00000000
0.303825867653
Long
DBT
UST
US
N
2
2025-09-15
Fixed
3.50000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DW9
1765000.00000000
PA
USD
1699247.13000000
0.028313179829
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138WHKM3
1308205.88000000
PA
USD
1201800.22000000
0.020024624521
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
4750000.00000000
PA
USD
4579760.00000000
0.076308834758
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage A
N/A
Government National Mortgage Association (GNMA)
BCCXPCFI9
3247000.00000000
PA
USD
3106973.13000000
0.051768978980
Long
ABS-CBDO
CORP
US
N
3
2051-09-20
Fixed
4.50000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33851RAA9
12626795.26000000
PA
USD
10476416.67000000
0.174560053043
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179ASR8
598532.75000000
PA
USD
552136.89000000
0.009199810187
Long
ABS-O
USGSE
US
N
2
2033-06-15
Fixed
2.69000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PDF5
1775000.00000000
PA
USD
1533779.33000000
0.025556123781
Long
DBT
USGSE
US
N
2
2028-04-15
Fixed
1.44000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PDT5
4131030.98000000
PA
USD
3308806.31000000
0.055131961927
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
1.67000000
N
N
N
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
N/A
Grant County Public Utility District No 2
387883ZM6
20000000.00000000
PA
USD
14807252.00000000
0.246721257465
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
2.91800000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
11986000.00000000
PA
USD
10905263.37000000
0.181705578566
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.98100000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12659DAJ9
6000000.00000000
PA
USD
5087832.60000000
0.084774437339
Long
ABS-MBS
CORP
US
Y
2
2039-01-10
Variable
3.89584000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
17327CAP8
3125000.00000000
PA
USD
3046145.09000000
0.050755450574
Long
DBT
CORP
US
N
2
2026-01-25
Variable
3.14057800
N
Y
N
N
N
N
MSDB Trust
N/A
MSDB Trust
55354JAA2
1500000.00000000
PA
USD
1323699.30000000
0.022055730246
Long
ABS-MBS
CORP
US
Y
2
2039-07-11
Variable
3.42653300
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
10000000.00000000
PA
USD
8506616.40000000
0.141738865184
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772EBJ7
5405000.00000000
PA
USD
4654443.32000000
0.077553222482
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
3.75000000
N
N
N
N
N
N
OHIO ST WTR DEV AUTH WTR POLL
N/A
Ohio State Water Development Authority
67766WQG0
13180000.00000000
PA
USD
13279576.22000000
0.221266832198
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
4.87900000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05578QAF0
15875000.00000000
PA
USD
11357183.28000000
0.189235554315
Long
DBT
CORP
FR
Y
2
2032-10-19
Fixed
3.11600000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BC5C0
4580859.41000000
PA
USD
719930.16000000
0.011995613660
Long
ABS-CBDO
USGSE
US
N
2
2050-12-25
Fixed
3.00000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237GAA7
3848693.84000000
PA
USD
3090820.21000000
0.051499835945
Long
ABS-O
CORP
US
Y
2
2048-07-20
Fixed
1.93000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBF1
8800000.00000000
PA
USD
5731318.65000000
0.095496324656
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH RE
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13048VNB0
670000.00000000
PA
USD
664742.31000000
0.011076063175
Long
DBT
MUN
US
Y
2
2023-11-01
Fixed
4.25000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854S78
7500000.00000000
PA
USD
6802982.25000000
0.113352587991
Long
DBT
MUN
US
N
2
2043-10-15
Fixed
4.19000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655DBX9
2053544.25000000
PA
USD
1660192.37000000
0.027662441968
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
THE BUSH FOUNDATION
N/A
Bush Foundation
12316UAA5
2800000.00000000
PA
USD
1816006.72000000
0.030258650391
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.75400000
N
N
N
N
N
N
BMO 2022-C1 Mortgage Trust
N/A
BMO 360A
05609MCU7
5200000.00000000
PA
USD
4283248.84000000
0.071368309247
Long
ABS-MBS
CORP
US
Y
2
2042-02-15
Fixed
3.77600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133BE6T5
9377645.04000000
PA
USD
8958851.60000000
0.149274094355
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592GBG7
2000000.00000000
PA
USD
1928595.20000000
0.032134621122
Long
ABS-MBS
CORP
US
N
2
2047-08-10
Variable
4.70300000
N
N
N
N
N
N
GREAT LAKES MI WTR AUTH SEWAGE
N/A
Great Lakes Water Authority Sewage Disposal System Revenue
39081HCV2
9375000.00000000
PA
USD
7295921.25000000
0.121566031642
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.05600000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92537KAD6
925000.00000000
PA
USD
849271.82000000
0.014150729072
Long
ABS-CBDO
CORP
US
Y
2
2059-11-25
Variable
3.20700000
N
N
N
N
N
N
Helios Issuer, LLC
N/A
Sunnova Helios VIII Issuer LLC
86745AAA4
3884311.41000000
PA
USD
3424924.78000000
0.057066750025
Long
ABS-O
CORP
US
Y
2
2049-02-22
Fixed
2.79000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CS9
16400000.00000000
PA
USD
10084168.45000000
0.168024338376
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFSL6
22332347.39000000
PA
USD
18871016.67000000
0.314432479603
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418AJY5
1445309.79000000
PA
USD
1372221.04000000
0.022864208734
Long
ABS-MBS
USGSE
US
N
2
2042-09-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFMM0
8297676.33000000
PA
USD
6989316.07000000
0.116457317645
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
Y
N
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64986RAS3
1210000.00000000
PA
USD
1088311.87000000
0.018133659985
Long
DBT
MUN
US
N
2
2027-10-01
Fixed
2.66500000
N
N
N
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744482BM1
2975000.00000000
PA
USD
2251016.26000000
0.037506862329
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.60000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust
17323VBD6
5000000.00000000
PA
USD
4662061.50000000
0.077680158051
Long
ABS-MBS
CORP
US
N
2
2048-04-10
Variable
3.75800000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CU6
3605000.00000000
PA
USD
2591237.95000000
0.043175701029
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
LIBERTY UTILITIES FIN
N/A
Liberty Utilities Finance GP
531546AB5
14750000.00000000
PA
USD
11162204.69000000
0.185986783854
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
2.05000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCR31
69486.94000000
PA
USD
63633.45000000
0.001060272682
Long
ABS-MBS
MUN
US
N
2
2047-12-01
Fixed
3.50000000
N
N
N
N
N
N
DOLP Trust
N/A
DOLP Trust
23345LAC3
102725000.00000000
PA
USD
4236456.04000000
0.070588638687
Long
ABS-MBS
CORP
US
Y
2
2041-05-10
Variable
0.66526200
N
N
N
N
N
N
OAKLAND CA
549300BRTTFKDQCGL048
City of Oakland CA
672240WK0
2685000.00000000
PA
USD
2375561.27000000
0.039582055044
Long
DBT
MUN
US
N
2
2027-01-15
Fixed
1.83000000
N
N
N
N
N
N
KOREA HYDRO & NUCLEAR PO
9884008CRY5MLCN8OQ43
Korea Hydro & Nuclear Power Co Ltd
50064YAN3
7925000.00000000
PA
USD
7859064.00000000
0.130949223568
Long
DBT
NUSS
KR
Y
2
2023-07-25
Fixed
3.75000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237TAA9
15295457.39000000
PA
USD
14647512.75000000
0.244059651609
Long
ABS-O
CORP
US
Y
2
2049-07-20
Fixed
4.95000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746PAU7
53207.76000000
PA
USD
48034.75000000
0.000800364167
Long
ABS-CBDO
CORP
US
Y
2
2046-06-25
Variable
3.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
10000000.00000000
PA
USD
8829846.90000000
0.147124593435
Long
DBT
CORP
NL
Y
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X42F2
10825647.48000000
PA
USD
10872446.10000000
0.181158770953
Long
ABS-MBS
USGSE
US
N
2
2048-10-01
Fixed
4.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JK1
9200000.00000000
PA
USD
9314360.97000000
0.155197659295
Long
DBT
CORP
DE
N
2
2024-02-12
Variable
3.61180000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MBA2
9400000.00000000
PA
USD
9200053.73000000
0.153293050257
Long
DBT
CORP
IE
N
2
2023-09-29
Variable
3.65129000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M2B6
3215000.00000000
PA
USD
3228015.90000000
0.053785816704
Long
DBT
NUSS
N/A
N
2
2024-06-17
Variable
3.28660000
N
N
N
N
N
N
HERO Funding Trust
549300Z5C0ID42MSJA91
HERO Funding Trust
42771AAA4
2400545.97000000
PA
USD
2164387.94000000
0.036063444736
Long
ABS-O
CORP
US
Y
2
2048-09-20
Fixed
3.19000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America, Inc
759351AP4
6100000.00000000
PA
USD
5080114.77000000
0.084645841383
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AF6
4250000.00000000
PA
USD
4127191.15000000
0.068768046247
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Variable
4.06800000
N
N
N
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64986RAK0
230000.00000000
PA
USD
226621.94000000
0.003776017994
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
4.57700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
31335ALZ9
930974.19000000
PA
USD
887775.40000000
0.014792283067
Long
ABS-MBS
MUN
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup, Inc
172967MT5
6250000.00000000
PA
USD
5935370.75000000
0.098896279671
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
0.77600000
N
N
N
N
N
N
HENRY J KAISER FAMILY FO
4CMPMZ2TOE77XRTFWV21
Henry J Kaiser Family Foundation
426767AA7
4040000.00000000
PA
USD
3794831.43000000
0.063230205191
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
3.35600000
N
N
N
N
N
N
GRANT CNTY WA PUBLIC UTIL DIST
N/A
Grant County Public Utility District No 2
387883YU9
9405000.00000000
PA
USD
7193621.16000000
0.119861488027
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
3.21000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AR2
15000000.00000000
PA
USD
12418500.00000000
0.206919415961
Long
DBT
NUSS
CA
N
2
2031-04-21
Fixed
1.90000000
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G03U5
8600000.00000000
PA
USD
7836970.16000000
0.130581091791
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
COMM Mortgage Trust
549300NMFC2YLCA2NF13
COMM Mortgage Trust
12625XAA5
3315000.00000000
PA
USD
3265988.39000000
0.054418521576
Long
ABS-MBS
CORP
US
Y
2
2030-08-10
Fixed
4.35300000
N
N
N
N
N
N
SAN FRANCISCO CA CITY & CNTY P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79771FAA5
22745000.00000000
PA
USD
17074489.54000000
0.284498401856
Long
DBT
MUN
US
N
2
2041-11-01
Fixed
2.82500000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2C9
4750000.00000000
PA
USD
3814060.00000000
0.063550595292
Long
DBT
NUSS
FR
Y
2
2031-01-20
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F9LG4
15221662.58000000
PA
USD
2439419.08000000
0.040646066056
Long
ABS-CBDO
USGSE
US
N
2
2051-02-25
Fixed
2.50000000
N
N
N
N
N
N
RGA GLOBAL FUNDING
549300Y22K5FOEBMSK42
RGA Global Funding
76209PAB9
9100000.00000000
PA
USD
7617943.15000000
0.126931621969
Long
DBT
CORP
US
Y
2
2029-01-18
Fixed
2.70000000
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88161FAG1
10250000.00000000
PA
USD
9493169.73000000
0.158177004964
Long
ABS-O
CORP
US
Y
2
2025-03-20
Fixed
1.34000000
N
N
N
N
N
N
BELLWOOD IL TAX INCREMENT REVE
N/A
Village of Bellwood IL
080031AB3
4460000.00000000
PA
USD
3963264.82000000
0.066036674465
Long
DBT
MUN
US
N
2
2050-12-01
Fixed
6.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36264DAD8
1053362.32000000
PA
USD
819295.63000000
0.013651260076
Long
ABS-CBDO
CORP
US
Y
2
2051-07-25
Variable
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138ERSB7
710728.71000000
PA
USD
676519.65000000
0.011272299461
Long
ABS-MBS
USGSE
US
N
2
2044-01-01
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DS4
10050000.00000000
PA
USD
6809425.44000000
0.113459945651
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
SYRACUSE NY INDL DEV AGY PILOT
N/A
Syracuse Industrial Development Agency
87172NBE7
2400000.00000000
PA
USD
1614647.52000000
0.026903564989
Long
DBT
MUN
US
Y
3
2036-01-01
Fixed
5.00000000
N
N
N
N
N
N
CALIFORNIA ST
N/A
State of California
13063DGE2
2090000.00000000
PA
USD
1956913.61000000
0.032606467871
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
Bank
N/A
BANK
06541RBE2
2000000.00000000
PA
USD
1678747.20000000
0.027971606085
Long
ABS-MBS
CORP
US
N
2
2052-12-15
Fixed
3.20300000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653PBM8
4004264.05000000
PA
USD
3133426.72000000
0.052209753743
Long
ABS-CBDO
CORP
US
Y
2
2051-10-25
Variable
2.50000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CT7
15000000.00000000
PA
USD
11584045.95000000
0.193015583399
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.15000000
N
N
N
N
N
N
SUNRUN VULCAN ISSUER LLC
N/A
Sunrun Vulcan Issuer LLC
86773QAA4
9361404.32000000
PA
USD
7591430.50000000
0.126489863137
Long
ABS-O
CORP
US
Y
2
2052-01-30
Fixed
2.46000000
N
N
N
N
N
N
CHULA VISTA CA MUNI FING AUTH
N/A
Chula Vista Municipal Financing Authority
17132EBP8
625000.00000000
PA
USD
562096.88000000
0.009365765440
Long
DBT
MUN
US
N
2
2033-12-01
Fixed
3.77500000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBB0
7750000.00000000
PA
USD
7240004.82000000
0.120634341419
Long
DBT
NUSS
NL
Y
2
2026-03-24
Fixed
2.37500000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts, Inc
00751YAF3
2800000.00000000
PA
USD
2309295.32000000
0.038477919144
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75000000
N
N
N
N
N
N
NATIONAL COMMUNITY RENAI
N/A
National Community Renaissance of California
63548MAA6
8000000.00000000
PA
USD
6298472.48000000
0.104946349962
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
3.27000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc
47837RAA8
4925000.00000000
PA
USD
3809361.17000000
0.063472302490
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
HarborView Mortgage Loan Trust
N/A
HarborView Mortgage Loan Trust
41161PUK7
231234.42000000
PA
USD
212840.74000000
0.003546393011
Long
ABS-CBDO
CORP
US
N
2
2045-08-19
Variable
3.61343000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JT4
3750000.00000000
PA
USD
3589390.95000000
0.059807116723
Long
DBT
NUSS
N/A
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
549300RA28ZEFOB6M782
City & County of San Francisco CA
79765DV31
440000.00000000
PA
USD
392463.85000000
0.006539307535
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
3.75000000
N
N
N
N
N
N
FOND DU LAC CNTY WI REVENUE
N/A
County of Fond Du Lac WI
34446ABB3
4500000.00000000
PA
USD
4301545.95000000
0.071673179184
Long
DBT
MUN
US
Y
2
2051-11-01
Fixed
5.56900000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
8850000.00000000
PA
USD
8395258.77000000
0.139883403111
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CA0
13988000.00000000
PA
USD
9086680.20000000
0.151403998873
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179W5C8
63544760.43000000
PA
USD
56265579.13000000
0.937507812724
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
3.00000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power & Light Co
461070AR5
9700000.00000000
PA
USD
6915205.27000000
0.115222469358
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J7QA6
256537.30000000
PA
USD
248840.63000000
0.004146230046
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
4.50000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAC7
8884000.00000000
PA
USD
8401267.78000000
0.139983526381
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
8500000.00000000
PA
USD
5638894.31000000
0.093956332672
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AN2
5525000.00000000
PA
USD
4893167.41000000
0.081530888809
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.25000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet, Inc
02079KAD9
10000000.00000000
PA
USD
7731432.50000000
0.128822603168
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion S.A.
151191BL6
550000.00000000
PA
USD
388362.99000000
0.006470978223
Long
DBT
CORP
CL
Y
2
2050-01-29
Fixed
5.15000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAD5
400000.00000000
PA
USD
353754.68000000
0.005894327960
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.24700000
N
N
N
N
N
N
MFT Trust
N/A
MFT Trust
55316TAC3
2250000.00000000
PA
USD
1671535.13000000
0.027851437199
Long
ABS-MBS
CORP
US
Y
2
2040-08-10
Variable
3.39220500
N
N
N
N
N
N
S DAVIS UT SWR DIST COMB UTILI
N/A
South Davis Sewer District
83759RAK5
1100000.00000000
PA
USD
1011075.01000000
0.016846724689
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
4.50000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
7569000.00000000
PA
USD
6097148.84000000
0.101591857068
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.12500000
N
N
N
N
N
N
DELTA AIRLINES 2015B
N/A
Delta Air Lines Pass Through Trust
24737AAA5
2078645.99000000
PA
USD
2029442.36000000
0.033814955740
Long
ABS-O
CORP
US
N
2
2023-07-30
Fixed
4.25000000
N
N
N
N
N
N
DBUBS Mortgage Trust
N/A
DBUBS Mortgage Trust
23305JAJ1
3440000.00000000
PA
USD
3127814.84000000
0.052116247528
Long
ABS-MBS
CORP
US
Y
2
2034-10-10
Variable
3.64766700
N
Y
N
N
N
N
Freddie Mac - STACR
N/A
Structured Agency Credit Risk Debt Note (STACR)
35564KEL9
2745000.00000000
PA
USD
2618747.57000000
0.043634071565
Long
ABS-CBDO
CORP
US
Y
2
2033-10-25
Variable
4.38069000
N
Y
N
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64986RAR5
1370000.00000000
PA
USD
1249995.40000000
0.020827661804
Long
DBT
MUN
US
N
2
2026-10-01
Fixed
2.46500000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BY9
13250000.00000000
PA
USD
10413594.23000000
0.173513293564
Long
DBT
CORP
DE
N
2
2030-09-03
Fixed
0.87500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FWNA4
8795139.98000000
PA
USD
1036461.51000000
0.017269719395
Long
ABS-CBDO
USGSE
US
N
2
2050-09-25
Fixed
2.00000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
7500000.00000000
PA
USD
6001288.13000000
0.099994607631
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260DAD2
350237.46000000
PA
USD
292308.22000000
0.004870495322
Long
ABS-CBDO
CORP
US
Y
2
2051-03-27
Variable
3.00000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AW3
10000000.00000000
PA
USD
7612661.60000000
0.126843619775
Long
DBT
CORP
NL
N
2
2032-04-01
Fixed
2.72700000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust
056054AA7
2077421.42000000
PA
USD
2047734.86000000
0.034119748864
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Variable
3.73800000
N
N
N
N
N
N
IDAHO ST BLDG AUTH BLDG REVENU
549300XZ1VJYPPKQZU06
Idaho State Building Authority
451443G58
1180000.00000000
PA
USD
978610.93000000
0.016305801996
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
3.20200000
N
N
N
N
N
N
BANQUE OUEST AFRICAINE D
529900LIZJABE4JJS826
Banque Ouest Africaine de Developpement
BN5341076
7925000.00000000
PA
5623588.95000000
0.093701311844
Long
DBT
NUSS
N/A
Y
2
2033-01-22
Fixed
2.75000000
N
N
N
N
N
N
CDP FINANCIAL INC
549300OXMGVYFCBFV096
CDP Financial, Inc
125094AV4
7000000.00000000
PA
USD
6172233.55000000
0.102842932829
Long
DBT
NUSS
CA
Y
2
2026-05-26
Fixed
1.00000000
N
N
N
N
N
N
ARAB PETROLEUM INVST
213800A54KIUYH5YD185
Arab Petroleum Investments Corp
03845EAC6
11850000.00000000
PA
USD
10478470.10000000
0.174594267686
Long
DBT
NUSS
N/A
Y
2
2026-10-06
Fixed
1.48300000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759LM8
371000.00000000
PA
USD
367965.87000000
0.006131117519
Long
DBT
USGSE
US
N
2
2023-08-01
Fixed
2.91000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHJ2
13276344.53000000
PA
USD
12325241.02000000
0.205365517046
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO IL HSG AUTH
N/A
Chicago Housing Authority
16753QBH9
12250000.00000000
PA
USD
11306573.60000000
0.188392286172
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
4.36100000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAA2
2500000.00000000
PA
USD
2398446.78000000
0.039963377777
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.36600000
N
N
N
N
N
N
PHILADELPHIA PA REDEV AUTH
N/A
Redevelopment Authority of the City of Philadelphia
717868GM9
300000.00000000
PA
USD
272806.20000000
0.004545548945
Long
DBT
MUN
US
N
2
2025-09-01
Fixed
1.37700000
N
N
N
N
N
N
Banc of America Commercial Mor
N/A
Banc of America Commercial Mortgage Trust
06054MAC7
551942.69000000
PA
USD
529662.64000000
0.008825339946
Long
ABS-MBS
CORP
US
N
2
2049-07-15
Fixed
3.01900000
N
Y
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592WBP0
1032733.54000000
PA
USD
814823.87000000
0.013576750758
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
549300RA28ZEFOB6M782
City & County of San Francisco CA
79765DV64
5835000.00000000
PA
USD
4942624.28000000
0.082354948611
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
3.90000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZX6
9125639.46000000
PA
USD
8085392.58000000
0.134720353542
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
15000000.00000000
PA
USD
11890040.55000000
0.198114123796
Long
DBT
CORP
NL
Y
2
2029-12-13
Fixed
2.47000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33849NAL9
14524.41000000
PA
USD
13880.21000000
0.000231274706
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655GAW5
4699241.52000000
PA
USD
3810814.67000000
0.063496520985
Long
ABS-CBDO
CORP
US
Y
2
2052-10-25
Variable
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGPX1
1960509.76000000
PA
USD
1656677.60000000
0.027603878200
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loans LLC
61946RAA7
3732278.38000000
PA
USD
3059755.41000000
0.050982228322
Long
ABS-O
CORP
US
Y
2
2047-04-22
Fixed
1.64000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MPF71
2815812.34000000
PA
USD
2464760.06000000
0.041068302299
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770VAA9
622221.92000000
PA
USD
601707.89000000
0.010025771645
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
4.05000000
N
N
N
N
N
N
LTR INTERMEDIATE HOLDING
549300J0IFHJE2TQGX07
LTR Intermediate Holdings, Inc
50219UAB1
15800000.00000000
PA
USD
14457000.00000000
0.240885291827
Long
LON
CORP
US
N
2
2028-05-05
Variable
8.17410000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
10000000.00000000
PA
USD
8165335.70000000
0.136052381058
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BN6
3000000.00000000
PA
USD
2785386.30000000
0.046410637872
Long
DBT
CORP
US
N
2
2024-08-12
Fixed
0.62600000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG.
22550L2K6
15975000.00000000
PA
USD
14730839.68000000
0.245448060813
Long
DBT
CORP
CH
N
2
2027-07-09
Fixed
5.00000000
N
N
N
N
N
N
New Residential Mortgage Loan
N/A
New Residential Mortgage Loan Trust
64828EAD7
425000.00000000
PA
USD
355983.32000000
0.005931461985
Long
ABS-CBDO
CORP
US
Y
2
2059-09-25
Variable
2.98588000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities, Inc
29670GAD4
8500000.00000000
PA
USD
6957294.29000000
0.115923764638
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70400000
N
N
N
N
N
N
SEMITROPIC CA IMPT DIST SEMITR
N/A
Semitropic Improvement District
81684LDK9
3000000.00000000
PA
USD
2811063.90000000
0.046838482942
Long
DBT
MUN
US
N
2
2025-12-01
Fixed
2.49900000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353UU9
862830.08000000
PA
USD
832792.77000000
0.013876151997
Long
DBT
USGSE
US
N
2
2026-12-15
Fixed
2.04000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAG7
5750000.00000000
PA
USD
4971014.73000000
0.082827995705
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
3.07585400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MUXL9
4098760.22000000
PA
USD
3915714.92000000
0.065244388961
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust
35564KTB5
1270000.00000000
PA
USD
1218529.69000000
0.020303374142
Long
ABS-CBDO
USGSE
US
Y
2
2042-03-25
Variable
5.78069000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748AAU8
1592849.91000000
PA
USD
1287743.01000000
0.021456619683
Long
ABS-CBDO
CORP
US
Y
2
2050-04-25
Variable
3.00000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448FM5
10000000.00000000
PA
USD
9243868.40000000
0.154023098647
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
CHULA VISTA CA MUNI FING AUTH
N/A
Chula Vista Municipal Financing Authority
17132EBQ6
1350000.00000000
PA
USD
1164947.54000000
0.019410578137
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
3.97500000
N
N
N
N
N
N
Ladder Capital Commercial Mort
N/A
Ladder Capital Commercial Mortgage Securities
50184BAA6
719751.61000000
PA
USD
669583.63000000
0.011156730173
Long
ABS-MBS
CORP
US
Y
2
2036-02-15
Fixed
3.57460000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140M2SE3
723739.36000000
PA
USD
634356.03000000
0.010569761182
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
31509720.00000000
PA
USD
31013688.00000000
0.516755985648
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Mortgage Trust
78486EAL2
2050000.00000000
PA
USD
1929717.69000000
0.032153324265
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
4.77300000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNA86
18723084.52000000
PA
USD
15766953.81000000
0.262711992097
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
SUNRUN CALLISTO ISSUER LLC
N/A
Sunrun Atlas Issuer LLC
86772FAA9
6672475.16000000
PA
USD
5906517.72000000
0.098415524981
Long
ABS-O
CORP
US
Y
2
2055-02-01
Fixed
3.61000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949798AS1
5950069.75000000
PA
USD
4694588.37000000
0.078222126963
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
ALGONQUIN PWR & UTILITY
549300K5VIUTJXQL7X75
Algonquin Power & Utilities Corp
015857AH8
8500000.00000000
PA
USD
6942545.00000000
0.115678009154
Long
DBT
CORP
CA
N
2
2082-01-18
Fixed
4.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HM8
750000.00000000
PA
USD
594053.39000000
0.009898230906
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAL3
2000000.00000000
PA
USD
1414428.60000000
0.023567479150
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International, Inc
559222AV6
11025000.00000000
PA
USD
8927767.94000000
0.148756172483
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAG8
7500000.00000000
PA
USD
6811208.18000000
0.113489650005
Long
DBT
CORP
NO
Y
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
ENTERPRISE COMMUNITY
549300L4U1958WIM9C65
Enterprise Community Loan Fund, Inc
29375EAA3
5820000.00000000
PA
USD
5337983.18000000
0.088942494022
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
4.15200000
N
N
N
N
N
N
PHARR TX ECON DEV CORP SALES T
N/A
Pharr Economic Development Corp
717185AC6
275000.00000000
PA
USD
256412.20000000
0.004272388989
Long
DBT
MUN
US
N
2
2027-08-15
Fixed
3.21600000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
6950000.00000000
PA
USD
5559396.25000000
0.092631720831
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
CONNECTICUT ST GREEN BANK
N/A
Connecticut Green Bank
207580AL5
1250000.00000000
PA
USD
1003298.63000000
0.016717153162
Long
DBT
MUN
US
N
2
2035-11-15
Fixed
2.90000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust
92937EAF1
943000.00000000
PA
USD
938324.89000000
0.015634548312
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Fixed
3.31100000
N
Y
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AY9
7246000.00000000
PA
USD
6078420.07000000
0.101279794729
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
3.40000000
N
N
N
N
N
N
VESSEL MANAGEMENT SERVIC
549300FGG4OD84UNFA43
Vessel Management Services, Inc
228027AA6
4262000.00000000
PA
USD
3837499.52000000
0.063941149046
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
3.43200000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132QPGY4
144184.16000000
PA
USD
132576.64000000
0.002209017266
Long
ABS-MBS
MUN
US
N
2
2045-04-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFZZ7
8162753.46000000
PA
USD
7397603.07000000
0.123260273524
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAR9
120005.76000000
PA
USD
113551.45000000
0.001892015921
Long
ABS-CBDO
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
Bank
N/A
BANK
06540XBM2
8000000.00000000
PA
USD
6441936.00000000
0.107336766500
Long
ABS-MBS
CORP
US
N
2
2062-11-15
Variable
3.57643000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPB2
3682415.65000000
PA
USD
3283668.44000000
0.054713109942
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.00000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co, Inc
58933YBE4
12550000.00000000
PA
USD
10121984.38000000
0.168654434616
Long
DBT
CORP
US
N
2
2031-12-10
Fixed
2.15000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948KAA7
3894647.38000000
PA
USD
3222764.23000000
0.053698312376
Long
ABS-O
CORP
US
Y
2
2047-07-20
Fixed
2.75000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAG1
4250000.00000000
PA
USD
4145180.13000000
0.069067782063
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
5.01800000
N
N
N
N
N
N
SOUTHERN POWER CO
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AM2
13788000.00000000
PA
USD
13306860.16000000
0.221721442411
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
4.15000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167DR1
9732000.00000000
PA
USD
8823966.83000000
0.147026618587
Long
DBT
NUSS
N/A
N
2
2026-08-14
Fixed
1.75000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
9500000.00000000
PA
USD
6452926.97000000
0.107519900138
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
WARM SPRINGS OR RESERVATION CO
N/A
Warm Springs Reservation Confederated Tribe
934312AJ8
1000000.00000000
PA
USD
945488.50000000
0.015753909749
Long
DBT
MUN
US
Y
2
2027-11-01
Fixed
3.30000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAL1
10000000.00000000
PA
USD
7058308.70000000
0.117606886007
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
SANTOS FINANCE LTD
213800BKUBSWG53XNS94
Santos Finance Ltd
803014AA7
11700000.00000000
PA
USD
9092267.96000000
0.151497103196
Long
DBT
CORP
AU
Y
2
2031-04-29
Fixed
3.64900000
N
N
N
N
N
N
Gracechurch Mortgage Finance P
N/A
Grace Trust
38406JAA6
3250000.00000000
PA
USD
2505909.25000000
0.041753937952
Long
ABS-MBS
CORP
US
Y
2
2040-12-10
Fixed
2.34700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140X45K8
1793893.64000000
PA
USD
1647770.10000000
0.027455459735
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3.50000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948PAA6
2008383.47000000
PA
USD
1647315.49000000
0.027447884937
Long
ABS-O
CORP
US
Y
2
2048-01-20
Fixed
2.29000000
N
N
N
N
N
N
STOCKTON CA PUBLIC FING AUTH W
N/A
Stockton Public Financing Authority
861398CU7
6625000.00000000
PA
USD
5361796.68000000
0.089339279102
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
3.61000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J8N66
477269.36000000
PA
USD
465400.63000000
0.007754594077
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NatWest Markets plc
63906YAC2
11600000.00000000
PA
USD
11359077.05000000
0.189267108672
Long
DBT
CORP
GB
Y
2
2024-08-12
Variable
3.17929500
N
N
N
N
N
N
MASSACHUSETTS HIGHER EDU
N/A
Massachusetts Higher Education Assistance Corp
575674AA4
11525000.00000000
PA
USD
9521217.98000000
0.158644350256
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.67300000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer, Inc
714046AN9
7000000.00000000
PA
USD
5263678.49000000
0.087704415103
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280DG1
10000000.00000000
PA
USD
9348724.10000000
0.155770224323
Long
DBT
CORP
GB
N
2
2028-08-11
Fixed
5.21000000
N
N
N
N
N
N
Countrywide Home Loans
N/A
Countrywide Home Loan Mortgage Pass Through Trust
12669GBA8
73926.77000000
PA
USD
70528.26000000
0.001175155322
Long
ABS-CBDO
CORP
US
N
2
2034-11-20
Variable
3.30301800
N
N
N
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351NE5
9060000.00000000
PA
USD
7938912.88000000
0.132279680838
Long
DBT
MUN
US
N
2
2038-09-01
Fixed
3.88000000
N
N
N
N
N
N
GCT Commercial Mortgage Trust
N/A
GCT Commercial Mortgage Trust
36167RAC7
2500000.00000000
PA
USD
2405578.75000000
0.040082212022
Long
ABS-MBS
CORP
US
Y
2
2038-02-15
Variable
4.06800000
N
N
N
N
N
N
Madison Avenue Trust
N/A
MAD Mortgage Trust
55282MAA2
4000000.00000000
PA
USD
3768366.00000000
0.062789233148
Long
ABS-MBS
CORP
US
Y
2
2034-08-15
Variable
3.29437000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AC4
5442000.00000000
PA
USD
5383271.73000000
0.089697100481
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40000000
N
N
N
N
N
N
MASSACHUSETTS ELECTRIC
549300XN8GZY5U5O1B96
Massachusetts Electric Co
575634AU4
2498000.00000000
PA
USD
1848727.23000000
0.030803845770
Long
DBT
CORP
US
Y
2
2030-11-24
Fixed
1.72900000
N
N
N
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
79585TAS2
5000000.00000000
PA
USD
4407223.00000000
0.073433990350
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.52800000
N
N
N
N
N
N
Oceanview Mortgage Trust
N/A
Oceanview Mortgage Trust
67647LAU5
1373363.70000000
PA
USD
1083580.11000000
0.018054818497
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
MET TRANSPRTN AUTH NY REVENUE
5493000TKYODLXADQD60
Metropolitan Transportation Authority
59261AG76
10735000.00000000
PA
USD
9585553.10000000
0.159716314298
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
MIAMI-DADE CNTY FL AVIATION RE
N/A
County of Miami-Dade FL Aviation Revenue
59333PU97
1500000.00000000
PA
USD
1500000.00000000
0.024993286141
Long
DBT
MUN
US
N
2
2022-10-01
Fixed
2.21800000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAX8
12350000.00000000
PA
USD
7954088.27000000
0.132532536082
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3622AATU8
1583943.62000000
PA
USD
1450797.83000000
0.024173470198
Long
ABS-MBS
USGSE
US
N
2
2050-10-20
Fixed
3.50000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BC6
5375000.00000000
PA
USD
4556015.82000000
0.075913204701
Long
DBT
CORP
NL
N
2
2033-03-28
Fixed
4.25200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140MFZE6
5017298.00000000
PA
USD
4793231.99000000
0.079865745777
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Structured Agency Credit Risk Debt Note (STACR)
3137G1CL9
66738.99000000
PA
USD
64020.08000000
0.001066714785
Long
ABS-CBDO
USGSE
US
Y
2
2048-02-25
Variable
3.76330600
N
N
N
N
N
N
BWAY Mortgage Trust
N/A
BWAY Mortgage Trust
05604LAA0
825000.00000000
PA
USD
743186.73000000
0.012383119066
Long
ABS-MBS
CORP
US
Y
2
2035-01-10
Fixed
2.91700000
N
N
N
N
N
N
Invitation Homes Trust
N/A
Invitation Homes Trust
46185JAC2
839879.54000000
PA
USD
831776.89000000
0.013859225211
Long
ABS-O
CORP
US
Y
2
2037-03-17
Variable
3.94300000
N
N
N
N
N
N
NORTHWESTERN CORP
3BPWMBHR1R9SHUN7J795
NorthWestern Corp
668074AU1
4408000.00000000
PA
USD
3499175.13000000
0.058303923521
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.17600000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46653QBP9
1744094.92000000
PA
USD
1376086.01000000
0.022928607601
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.50000000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAL6
2500000.00000000
PA
USD
2113822.00000000
0.035220905398
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
3.07585400
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CAU5
3235000.00000000
PA
USD
2708048.84000000
0.045122026361
Long
DBT
UST
US
N
2
2027-10-31
Fixed
0.50000000
N
N
N
N
N
N
CALIFORNIA ST MUNI FIN AUTH MO
5493000UQOV6R4ZWS346
California Municipal Finance Authority
13049SDK7
6400000.00000000
PA
USD
5466329.60000000
0.091081026555
Long
DBT
MUN
US
Y
2
2048-11-15
Fixed
6.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CBD2
9100000.00000000
PA
USD
9025866.58000000
0.150390710736
Long
DBT
UST
US
N
2
2022-12-31
Fixed
0.12500000
N
Y
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
40417QAA3
1423778.51000000
PA
USD
1350850.87000000
0.022508134885
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
3.57000000
N
N
N
N
N
N
SEATTLE WA LOCAL IMPT DIST #67
N/A
City of Seattle WA Local Improvement District No 6751
812645AJ8
5255000.00000000
PA
USD
4343823.46000000
0.072377615121
Long
DBT
MUN
US
N
2
2043-11-01
Fixed
2.99900000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DV7
10000000.00000000
PA
USD
7823344.90000000
0.130354065110
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
FLORIDA ST DEV FIN CORP
549300HC854CNBLMWC48
Florida Development Finance Corp
340618DF1
6550000.00000000
PA
USD
6394869.80000000
0.106552540497
Long
DBT
MUN
US
Y
2
2057-07-01
Fixed
7.25000000
N
N
N
N
N
N
NONGHYUP BANK
988400GSDJCW3LKJBD20
NongHyup Bank
65540JAE8
5000000.00000000
PA
USD
4493956.50000000
0.074879160473
Long
DBT
CORP
KR
Y
2
2025-07-20
Fixed
1.25000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CA6
10050000.00000000
PA
USD
9151939.74000000
0.152491365778
Long
DBT
CORP
US
N
2
2032-08-05
Fixed
4.15000000
N
N
N
N
N
N
Bank
N/A
BANK
06540BAJ8
5000000.00000000
PA
USD
3394197.00000000
0.056554757893
Long
ABS-MBS
CORP
US
Y
2
2052-10-17
Fixed
2.50000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Mortgage Trust
78486EAJ7
2000000.00000000
PA
USD
1895711.00000000
0.031586698309
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
4.47400000
N
N
N
N
N
N
CONTINENTAL WIND
N/A
Continental Wind LLC
212168AA6
5448358.50000000
PA
USD
5474748.61000000
0.091221305706
Long
DBT
CORP
US
Y
2
2033-02-28
Fixed
6.00000000
N
N
N
N
N
N
Imperial Fund LLC
N/A
Imperial Fund Mortgage Trust
452760AD3
440000.00000000
PA
USD
381180.93000000
0.006351309369
Long
ABS-CBDO
CORP
US
Y
2
2055-10-25
Variable
3.53100000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAH4
8883000.00000000
PA
USD
7196862.52000000
0.119915496186
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
2.10000000
N
N
N
N
N
N
CHICAGO IL MET WTR RECLAMATION
254900GOGQEZEWCZ4D37
Chicago Metropolitan Water Reclamation District-Greater Chicago
167560PL9
16465000.00000000
PA
USD
17765237.76000000
0.296007780465
Long
DBT
MUN
US
N
2
2038-12-01
Fixed
5.72000000
N
N
N
N
N
N
TEXAS ST WTR DEV BRD
N/A
Texas Water Development Board
882854ZG0
1000000.00000000
PA
USD
862386.70000000
0.014369251704
Long
DBT
MUN
US
N
2
2037-10-15
Fixed
3.50000000
N
N
N
N
N
N
AES ANDES SA
549300IF4IFG0FS0RM26
AES Gener S.A.
00105DAG0
8750000.00000000
PA
USD
7526881.25000000
0.125414331220
Long
DBT
CORP
CL
Y
2
2079-10-07
Fixed
6.35000000
N
N
N
N
N
N
HOUSING AND URBAN DEV CO
335800KSC46MN2VPTI91
Housing and Urban Development Corp Ltd
44182YAB9
415500.00000000
PA
USD
412212.68000000
0.006868366308
Long
DBT
NUSS
IN
N
2
2030-09-15
Variable
3.87186000
N
Y
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770WAA7
769657.94000000
PA
USD
744146.32000000
0.012399107937
Long
ABS-O
CORP
US
Y
2
2041-09-20
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BBPS5
4661267.55000000
PA
USD
657669.43000000
0.010958213500
Long
ABS-CBDO
USGSE
US
N
2
2050-08-25
Fixed
2.00000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAA4
10644998.90000000
PA
USD
8706331.27000000
0.145066552446
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.86100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CQH0
4154468.18000000
PA
USD
3871863.93000000
0.064513735401
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Fixed
3.00000000
N
N
N
N
N
N
SUNNOVA ENERGY CORP
549300TH3GCD8YQUDR46
Sunnova Energy Corp
86745GAF0
6350000.00000000
PA
USD
5673994.88000000
0.094541185065
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.87500000
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAB1
10500000.00000000
PA
USD
9563097.18000000
0.159342149476
Long
DBT
CORP
BM
Y
2
2024-06-07
Fixed
1.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
465976AA6
2909395.20000000
PA
USD
2474206.70000000
0.041225704016
Long
ABS-CBDO
USGSE
US
Y
2
2052-07-25
Variable
3.25000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DNAM5
18715099.72000000
PA
USD
15225399.51000000
0.253688511043
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.00000000
N
N
N
N
N
N
CPT MORTGAGE TRUST
N/A
CPT Mortgage Trust
12654YAG4
2500000.00000000
PA
USD
1897244.75000000
0.031612253944
Long
ABS-MBS
CORP
US
Y
2
2039-11-13
Variable
3.09669300
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAH7
1000000.00000000
PA
USD
906696.72000000
0.015107553710
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759LN6
2257000.00000000
PA
USD
2206914.46000000
0.036772029725
Long
DBT
USGSE
US
N
2
2024-08-01
Fixed
2.96000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262LAD2
7499680.90000000
PA
USD
5900418.20000000
0.098313893616
Long
ABS-CBDO
CORP
US
Y
2
2051-11-25
Variable
2.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162VBJ6
5500000.00000000
PA
USD
4160883.65000000
0.069329437109
Long
ABS-MBS
CORP
US
Y
2
2062-03-15
Variable
4.02945200
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
14500000.00000000
PA
USD
9121888.81000000
0.151990651449
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QN7M8
12481011.24000000
PA
USD
11246905.07000000
0.187398077743
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649TAN6
432173.27000000
PA
USD
375764.68000000
0.006261062779
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
3.50000000
N
N
N
N
N
N
One Bryant Park Trust
N/A
One Bryant Park Trust
68236JAA9
14500000.00000000
PA
USD
11942983.00000000
0.198996260997
Long
ABS-MBS
CORP
US
Y
2
2054-09-15
Fixed
2.51641000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EES5
22918671.31000000
PA
USD
21300598.22000000
0.354914630858
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
DETROIT MI
549300BQRJP7MKKHOY28
City of Detroit MI
2510935K2
650000.00000000
PA
USD
601826.75000000
0.010027752113
Long
DBT
MUN
US
N
2
2025-04-01
Fixed
2.51100000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KR1
8700000.00000000
PA
USD
7842563.41000000
0.130674287590
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.12500000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
6475000.00000000
PA
USD
5585193.33000000
0.093061556699
Long
DBT
CORP
PE
Y
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46590YAB0
785729.99000000
PA
USD
751799.26000000
0.012526622683
Long
ABS-CBDO
CORP
US
Y
2
2048-10-26
Variable
3.12369100
N
N
N
N
N
N
LOS ANGELES CA CMNTY CLG DIST
N/A
Los Angeles Community College District
54438CYP1
7690000.00000000
PA
USD
6030353.43000000
0.100478899204
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
2.10600000
N
N
N
N
N
N
SunRun Athena Issuer
5493001ZI15Y2FZFMI30
Sunrun Athena Issuer LLC
86772DAA4
5259630.11000000
PA
USD
4919557.15000000
0.081970599691
Long
ABS-O
CORP
US
Y
2
2049-04-30
Fixed
5.31000000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33850RBA9
267438.67000000
PA
USD
241286.94000000
0.004020369022
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
4.04372600
N
N
N
N
N
N
INTER-AMERICAN INVEST CO
5493001X4LH60PFRL744
Inter-American Investment Corp
45828Q2A4
10625000.00000000
PA
USD
10152868.24000000
0.169169027382
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
2.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179ME63
30715.82000000
PA
USD
31142.55000000
0.000518903108
Long
ABS-MBS
USGSE
US
N
2
2042-06-20
Fixed
5.00000000
N
N
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AE3
10000000.00000000
PA
USD
8025000.00000000
0.133714080854
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
3.37500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGE8
9000000.00000000
PA
USD
8826494.13000000
0.147068728942
Long
DBT
CORP
US
N
2
2026-03-20
Variable
3.71680000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple, Inc
037833BU3
3839000.00000000
PA
USD
3821966.24000000
0.063682330571
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
2.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810SY5
9700000.00000000
PA
USD
7332972.63000000
0.122183388803
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654WBS9
5914676.70000000
PA
USD
4688757.04000000
0.078124964230
Long
ABS-CBDO
CORP
US
Y
2
2052-07-25
Variable
2.50000000
N
N
N
N
N
N
PAPIO-MISSOURI RIVER NE NATURA
N/A
Papio-Missouri River Natural Resource District
698874EP5
2080000.00000000
PA
USD
1900625.79000000
0.031668589477
Long
DBT
MUN
US
N
2
2026-12-15
Fixed
2.31800000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR, Inc
90265EAU4
7310000.00000000
PA
USD
5066327.23000000
0.084416110762
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
1.90000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines Pass Through Trust
24737BAA3
2850000.00000000
PA
USD
2753648.91000000
0.045881823426
Long
ABS-O
CORP
US
N
2
2024-04-25
Fixed
3.20400000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46651XBT8
859305.12000000
PA
USD
698475.68000000
0.011638135021
Long
ABS-CBDO
CORP
US
Y
2
2050-06-25
Variable
3.83560100
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46654VAC7
1149529.81000000
PA
USD
886228.28000000
0.014766504658
Long
ABS-CBDO
CORP
US
Y
2
2052-05-25
Variable
2.92660000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38383YHD7
2710572.00000000
PA
USD
2492285.57000000
0.041526937597
Long
ABS-CBDO
USGSE
US
N
3
2052-09-20
Fixed
4.50000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAP1
9025000.00000000
PA
USD
6329239.27000000
0.105458992086
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DYB2
34721181.85000000
PA
USD
28271742.11000000
0.471069160173
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae - CAS
B1V7KEBTPIMZEU4LTD58
Connecticut Avenue Securities Trust
20754KAF8
1870000.00000000
PA
USD
1694806.99000000
0.028239197369
Long
ABS-CBDO
USGSE
US
Y
2
2041-11-25
Variable
5.58069000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CDF5
9000000.00000000
PA
USD
7709765.58000000
0.128461584814
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KDB2
2835000.00000000
PA
USD
2749800.88000000
0.045817706816
Long
ABS-CBDO
USGSE
US
Y
2
2033-08-25
Variable
4.58069000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SSQ1
2678384.44000000
PA
USD
2474748.37000000
0.041234729425
Long
ABS-MBS
USGSE
US
N
2
2046-12-20
Fixed
3.50000000
N
N
N
N
N
N
MAINE ST HSG AUTH MTGE PURCHAS
549300SO05LH6D240016
Maine State Housing Authority
56052FWZ4
1300000.00000000
PA
USD
1071905.64000000
0.017860296251
Long
DBT
MUN
US
N
2
2031-11-15
Fixed
2.48100000
N
N
N
N
N
N
NEW YORK ST TRANSPRTN DEV CORP
N/A
New York Transportation Development Corp
650116CE4
7500000.00000000
PA
USD
7556247.00000000
0.125903628948
Long
DBT
MUN
US
N
2
2026-01-01
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36260RAD1
898720.17000000
PA
USD
710340.96000000
0.011835836580
Long
ABS-CBDO
CORP
US
Y
2
2051-05-25
Variable
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJV2
15000000.00000000
PA
USD
14514675.00000000
0.241846283679
Long
DBT
CORP
US
N
2
2027-07-22
Variable
3.44320000
N
Y
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3133AWHF4
1647293.62000000
PA
USD
1459514.75000000
0.024318713182
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
Wells Fargo Mortgage Backed Se
N/A
Wells Fargo Mortgage Backed Securities Trust
949930AT8
1519672.74000000
PA
USD
1199017.54000000
0.019978258976
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk, Inc
052769AH9
3250000.00000000
PA
USD
2527869.83000000
0.042119849325
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XGV30
39054382.34000000
PA
USD
34185433.83000000
0.569604219712
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource, Inc
65473PAM7
9700000.00000000
PA
USD
8465877.92000000
0.141060072859
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BZ0
10750000.00000000
PA
USD
7638076.03000000
0.127267079856
Long
DBT
NUSS
IT
N
2
2049-10-17
Fixed
4.00000000
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv plc
00217GAA1
9000000.00000000
PA
USD
8398339.02000000
0.139934726824
Long
DBT
CORP
JE
N
2
2025-02-18
Fixed
2.39600000
N
N
N
N
N
N
SCENTRE GROUP TRUST 2
549300VRF0U0JH8TBJ74
Scentre Group Trust 2
76025LAB0
6090000.00000000
PA
USD
4957686.30000000
0.082605914862
Long
DBT
CORP
AU
Y
2
2080-09-24
Fixed
5.12500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FR0
219989.72000000
PA
USD
216084.48000000
0.003600440826
Long
ABS-MBS
MUN
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Loanpal Solar Loan Ltd.
N/A
Loanpal Solar Loan Ltd
53948QAA4
5958448.44000000
PA
USD
4739374.32000000
0.078968359006
Long
ABS-O
CORP
US
Y
2
2048-03-20
Fixed
2.22000000
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
3053000.00000000
PA
USD
2785655.75000000
0.046415127500
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136AVKR9
4315725.87000000
PA
USD
4028548.84000000
0.067124449260
Long
ABS-MBS
USGSE
US
N
2
2027-02-25
Variable
2.85056000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770XAA5
1542202.74000000
PA
USD
1448805.25000000
0.024140269450
Long
ABS-O
CORP
US
Y
2
2042-09-20
Fixed
3.08000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2M6
12150000.00000000
PA
USD
11501972.10000000
0.191648053254
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
0.55000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAS5
8400000.00000000
PA
USD
7950631.08000000
0.132474931722
Long
DBT
CORP
US
Y
2
2052-09-16
Fixed
5.78300000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAD8
3280000.00000000
PA
USD
2976642.54000000
0.049597385827
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
1.97700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DMZ65
420727.81000000
PA
USD
370187.63000000
0.006168136908
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
3.00000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa, Inc
92826CAN2
10000000.00000000
PA
USD
7482745.90000000
0.124678939599
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co
27409LAA1
3350000.00000000
PA
USD
3008010.76000000
0.050120049093
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Commercial Mortgage Trust
12652FAG7
5000000.00000000
PA
USD
4646849.00000000
0.077426684474
Long
ABS-MBS
CORP
US
Y
2
2032-11-10
Variable
3.85409900
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE S.A.
05583JAK8
10000000.00000000
PA
USD
8419467.30000000
0.140286770255
Long
DBT
CORP
FR
Y
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
3625000.00000000
PA
USD
3164661.25000000
0.052730189440
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAE4
4000000.00000000
PA
USD
3822660.40000000
0.063693896798
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
4.01630000
N
N
N
N
N
N
WISCONSIN ALUM RESEARCH
UMSL8J1I3AHWSX5XNO15
Wisconsin Alumni Research Foundation
97658WAA8
11440000.00000000
PA
USD
8381762.30000000
0.139658522353
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.56400000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries, Inc
693506BU0
9875000.00000000
PA
USD
8618114.74000000
0.143596671795
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.20000000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BK4
5000000.00000000
PA
USD
4650000.00000000
0.077479187037
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
639832AG9
10000000.00000000
PA
USD
9436839.80000000
0.157238424925
Long
DBT
NUSS
NL
Y
2
2025-01-15
Fixed
1.75000000
N
N
N
N
N
N
LOW INCOME INVESTMENT
N/A
Low Income Investment Fund
54750AAA4
4500000.00000000
PA
USD
4269254.81000000
0.071135138050
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.38600000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765RQ51
5750000.00000000
PA
USD
4887926.65000000
0.081443566266
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
4.18500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
200474AZ7
328049.57000000
PA
USD
320406.21000000
0.005338669391
Long
ABS-MBS
CORP
US
N
2
2048-02-10
Fixed
3.04000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AY3
12000000.00000000
PA
USD
10934466.84000000
0.182192172354
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.85000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
Total Capital International S.A.
89153VAV1
11550000.00000000
PA
USD
7975738.39000000
0.132893274511
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418CCP7
2514662.67000000
PA
USD
2175093.51000000
0.036241822985
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV
62954HAY4
8158000.00000000
PA
USD
6798782.24000000
0.113282606623
Long
DBT
CORP
N/A
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JH0
10279000.00000000
PA
USD
7991386.24000000
0.133154001973
Long
DBT
NUSS
N/A
N
2
2030-09-23
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EGK0
24082349.45000000
PA
USD
23006863.03000000
0.383344740610
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38378PKX5
8673906.19000000
PA
USD
7772742.85000000
0.129510924100
Long
ABS-CBDO
USGSE
US
N
2
2043-12-20
Fixed
2.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353RQ2
875200.00000000
PA
USD
860730.99000000
0.014341663949
Long
DBT
USGSE
US
N
2
2030-05-15
Fixed
4.14000000
N
N
N
N
N
N
COLBUN SA
5493003VQJLE2QB8IF36
Colbun S.A.
192714AE3
8850000.00000000
PA
USD
6761631.78000000
0.112663598571
Long
DBT
CORP
CL
Y
2
2032-01-19
Fixed
3.15000000
N
N
N
N
N
N
RHODE ISLAND ST HSG & MTGE FIN
N/A
Rhode Island Housing & Mortgage Finance Corp
76221TLS6
1000000.00000000
PA
USD
831980.00000000
0.013862609469
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EJV3
10740000.00000000
PA
USD
10158522.01000000
0.169263231577
Long
ABS-MBS
USGSE
US
N
2
2037-10-01
Fixed
3.50000000
N
N
N
N
N
N
Progress Residential Trust
N/A
Progress Residential Trust
74333QAG0
700000.00000000
PA
USD
560044.17000000
0.009331562794
Long
ABS-O
CORP
US
Y
2
2040-11-17
Fixed
2.71100000
N
N
N
N
N
N
PRSVN OF AFFORD HOUSING
N/A
Preservation Of Affordable Housing, Inc
74082VAA5
9775000.00000000
PA
USD
8923240.03000000
0.148680727583
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
4.47900000
N
N
N
N
N
N
PHARR TX ECON DEV CORP SALES T
N/A
Pharr Economic Development Corp
717185AE2
1110000.00000000
PA
USD
1009780.32000000
0.016825152318
Long
DBT
MUN
US
N
2
2029-08-15
Fixed
3.40100000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754DAF4
2000000.00000000
PA
USD
1900242.40000000
0.031662201360
Long
ABS-CBDO
CORP
US
Y
2
2042-04-25
Variable
6.01422000
N
Y
N
N
N
N
MATHER FOUNDATION
N/A
Mather Foundation
576722AA0
7500000.00000000
PA
USD
6145091.85000000
0.102390692646
Long
DBT
CORP
US
N
2
2031-10-01
Fixed
2.67500000
N
N
N
N
N
N
Freddie Mac Multifamily Variab
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Variable Rate Certificate
3137FWGF1
6088632.35000000
PA
USD
4860400.86000000
0.080984926302
Long
ABS-MBS
MUN
US
N
2
2038-09-15
Fixed
1.76131000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759ME5
2000000.00000000
PA
USD
1981855.12000000
0.033022048069
Long
DBT
USGSE
US
N
2
2023-08-01
Fixed
2.80000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654UCC7
9348493.37000000
PA
USD
7581090.58000000
0.126317577417
Long
ABS-CBDO
CORP
US
Y
2
2052-08-25
Variable
3.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AU5
9500000.00000000
PA
USD
7073575.74000000
0.117861268340
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NB0
4675000.00000000
PA
USD
4346253.02000000
0.072418096913
Long
DBT
USGSE
US
N
2
2028-08-01
Fixed
2.98500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132ACS68
17027872.45000000
PA
USD
16108944.07000000
0.268410299047
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.00000000
N
N
N
N
N
N
WLB ASSET II B
549300MGGSM9XCNTYR69
WLB Asset II B Pte Ltd
BM9352774
3450000.00000000
PA
USD
3258041.21000000
0.054286104147
Long
DBT
CORP
SG
Y
2
2024-12-10
Fixed
3.95000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81748WAU0
2452658.01000000
PA
USD
1935140.30000000
0.032243676827
Long
ABS-CBDO
CORP
US
Y
2
2051-06-25
Variable
2.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAK8
7725000.00000000
PA
USD
6415515.32000000
0.106896540089
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAE4
8750000.00000000
PA
USD
7116760.09000000
0.118580814217
Long
DBT
NUSS
JP
N
2
2031-04-28
Fixed
1.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNE99
13720471.90000000
PA
USD
11545603.68000000
0.192375050963
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754MCB1
6275000.00000000
PA
USD
6224011.86000000
0.103705672908
Long
ABS-CBDO
CORP
US
Y
2
2042-06-25
Variable
6.95473000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC
00774MAS4
10800000.00000000
PA
USD
9236094.88000000
0.153893574774
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.75000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12659DAG5
4375000.00000000
PA
USD
3741272.94000000
0.062337803414
Long
ABS-MBS
CORP
US
Y
2
2039-01-10
Fixed
3.37600000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137F5RP6
809942.58000000
PA
USD
755832.50000000
0.012593825298
Long
ABS-CBDO
USGSE
US
N
2
2048-06-15
Variable
5.41166400
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QAY0
15000000.00000000
PA
USD
14226257.85000000
0.237040622107
Long
DBT
NUSS
N/A
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CW7
12900000.00000000
PA
USD
11872611.36000000
0.197823715307
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N
Freddie Mac Multifamily Variab
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Variable Rate Certificate
3137H92A6
1750000.00000000
PA
USD
1657459.65000000
0.027616908866
Long
ABS-MBS
MUN
US
N
2
2037-04-15
Fixed
4.01300000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BPAP6
1600000.00000000
PA
USD
1539937.28000000
0.025658728718
Long
ABS-CBDO
USGSE
US
N
3
2052-10-25
Fixed
4.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group plc
92857WBW9
5000000.00000000
PA
USD
3462500.00000000
0.057692835508
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAD9
5750000.00000000
PA
USD
419750.00000000
0.006993954571
Long
DBT
MUN
US
Y
3
2031-04-01
Fixed
6.50000000
Y
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9RK9
1004226.50000000
PA
USD
954298.02000000
0.015900695651
Long
ABS-MBS
USGSE
US
N
2
2045-12-01
Fixed
4.00000000
N
N
N
N
N
N
One Market Plaza Trust
N/A
One Market Plaza Trust
68245HAA2
2750000.00000000
PA
USD
2660470.73000000
0.044329270816
Long
ABS-MBS
CORP
US
Y
2
2032-02-10
Fixed
3.61390000
N
N
N
N
N
N
UPPER SANTA CLARA VY CA JT PWR
N/A
Upper Santa Clara Valley Joint Powers Authority
916544DZ9
4400000.00000000
PA
USD
3486388.40000000
0.058090868586
Long
DBT
MUN
US
N
2
2048-08-01
Fixed
3.87500000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA P
N/A
City of San Francisco CA Public Utilities Commission Water Revenue
79765R5A3
12615000.00000000
PA
USD
10314415.07000000
0.171860751481
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
3.30300000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric & Gas Co
74456QCA2
6150000.00000000
PA
USD
4282314.25000000
0.071352736930
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36267ECK5
5068138.33000000
PA
USD
4097347.58000000
0.068270786990
Long
ABS-CBDO
CORP
US
Y
2
2052-06-25
Variable
3.00000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VKY1
110000.00000000
PA
USD
109938.76000000
0.001831820591
Long
DBT
NUSS
N/A
N
2
2022-12-15
Variable
3.36257000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F0606B6
8300000.00000000
PA
USD
8400832.05000000
0.139976266165
Long
ABS-O
USGSE
US
N
2
2052-11-25
Fixed
6.00000000
N
N
N
N
N
N
EXCALIBUR ONE 77B LLC
N/A
Excalibur One 77B LLC
30066CAA9
230200.31000000
PA
USD
222356.20000000
0.003704941421
Long
DBT
CORP
US
N
2
2025-01-01
Fixed
1.49200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group, Inc
38141GXS8
10000000.00000000
PA
USD
8922011.80000000
0.148660262580
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.85500000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BT9
2875000.00000000
PA
USD
2172384.93000000
0.036196692109
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.75000000
N
N
N
N
N
N
SANGAMON CNTY IL WTR RECLAMATI
N/A
Sangamon County Water Reclamation District
800768AH6
2500000.00000000
PA
USD
1983646.75000000
0.033051900550
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
2.90700000
N
N
N
N
N
N
MARY FREE BED REHAB HSP
N/A
Mary Free Bed Rehabilitation Hospital
57388MAA1
2250000.00000000
PA
USD
1630969.70000000
0.027175528266
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.78600000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust
61764RBD9
288349.49000000
PA
USD
282163.15000000
0.004701456230
Long
ABS-MBS
CORP
US
N
2
2048-02-15
Fixed
3.06900000
N
Y
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
42770LAA1
655720.69000000
PA
USD
643619.76000000
0.010724115218
Long
ABS-O
CORP
US
Y
2
2040-09-21
Fixed
3.84000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8RE7
954029.52000000
PA
USD
930305.35000000
0.015500925207
Long
ABS-MBS
USGSE
US
N
2
2048-03-01
Fixed
4.50000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co
742718FM6
12125000.00000000
PA
USD
9357266.99000000
0.155912567585
Long
DBT
CORP
US
N
2
2030-10-29
Fixed
1.20000000
N
N
N
N
N
N
Solarcity LMC Series LLC
54930080F5ME65CO1C91
SolarCity LMC
83417BAA6
57060.74000000
PA
USD
54687.01000000
0.000911205392
Long
ABS-O
CORP
US
Y
3
2038-11-20
Fixed
4.80000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AQ6
6225000.00000000
PA
USD
5478600.28000000
0.091285482966
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.95000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEW5
13600000.00000000
PA
USD
13093691.99000000
0.218169593698
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
0.25000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust
92538QAC4
3385040.93000000
PA
USD
2796937.12000000
0.046603099839
Long
ABS-CBDO
CORP
US
Y
2
2066-10-25
Variable
2.24000000
N
N
N
N
N
N
Starwood Commercial Mortgage T
N/A
STWD Mortgage Trust
78486EAG3
1125000.00000000
PA
USD
1073242.24000000
0.017882566935
Long
ABS-MBS
CORP
US
Y
2
2036-11-15
Variable
4.07500000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
2312000.00000000
PA
USD
1873502.77000000
0.031216660544
Long
DBT
CORP
NL
Y
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CN6
10975000.00000000
PA
USD
10576786.17000000
0.176232428799
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
4.75000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CT0
11250000.00000000
PA
USD
8713386.68000000
0.145184111033
Long
DBT
CORP
US
Y
2
2031-10-01
Fixed
2.15000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKW4
2354835.07000000
PA
USD
2085410.48000000
0.034747507232
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEB7
14500000.00000000
PA
USD
13582985.06000000
0.226322288169
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
0.79100000
N
N
N
N
N
N
ALEN 2021-ACEN Mortgage Trust
N/A
Alen Mortgage Trust
01449NAE6
4075000.00000000
PA
USD
3802708.50000000
0.063361454434
Long
ABS-MBS
CORP
US
Y
2
2034-04-15
Variable
5.06800000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46655KCR5
4083318.50000000
PA
USD
3321505.20000000
0.055343553254
Long
ABS-CBDO
CORP
US
Y
2
2052-11-25
Variable
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCU3
7450000.00000000
PA
USD
7173826.19000000
0.119531660461
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q8D28
899547.11000000
PA
USD
877166.58000000
0.014615516884
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
4.50000000
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087N75
19600000.00000000
PA
USD
18894792.00000000
0.314828628687
Long
DBT
NUSS
CA
N
2
2025-04-28
Fixed
2.87500000
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
4625000.00000000
PA
USD
3995530.66000000
0.066574294047
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7CN2
88894.14000000
PA
USD
87240.02000000
0.001453609855
Long
ABS-MBS
MUN
US
N
2
2043-12-01
Fixed
4.50000000
N
N
N
N
N
N
AZURE POWER SOLAR ENERGY
549300N77HEXIINE3X94
Azure Power Solar Energy Pvt Ltd
05502TAA6
5025000.00000000
PA
USD
4155144.11000000
0.069233803798
Long
DBT
CORP
MU
Y
2
2024-12-24
Fixed
5.65000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAH4
10000000.00000000
PA
USD
8451984.40000000
0.140828576379
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CCV1
46750000.00000000
PA
USD
39578622.93000000
0.659466565304
Long
DBT
UST
US
N
2
2028-08-31
Fixed
1.12500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JM7
11750000.00000000
PA
USD
11089876.54000000
0.184781638421
Long
DBT
CORP
DE
N
2
2024-03-08
Fixed
0.25000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BG3C3
15500000.00000000
PA
USD
12042461.50000000
0.200653790741
Long
ABS-MBS
USGSE
US
N
2
2031-01-25
Variable
1.29196000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust
20754RAB2
565000.00000000
PA
USD
537459.41000000
0.008955251215
Long
ABS-CBDO
CORP
US
Y
2
2041-10-25
Variable
3.83069000
N
N
N
N
N
N
INDIA CLEANTECH ENERGY
254900DGTS4HHR3Q6F66
India Cleantech Energy
45410BAA2
8096850.00000000
PA
USD
6133347.11000000
0.102194999548
Long
DBT
CORP
MU
Y
2
2026-08-10
Fixed
4.70000000
N
N
N
N
N
N
SUNRUN JUPITER ISSUER 2022-1,
N/A
Sunrun Jupiter Issuer LLC
86772RAA3
7210975.80000000
PA
USD
6538716.00000000
0.108949333321
Long
ABS-O
CORP
US
Y
2
2057-07-30
Fixed
4.75000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
12626000.00000000
PA
USD
12399641.20000000
0.206605187038
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
Public Service New Hampshire F
N/A
PSNH Funding LLC
69363PAB6
4000000.00000000
PA
USD
3849983.20000000
0.064149154503
Long
ABS-O
CORP
US
N
2
2028-08-01
Fixed
3.50600000
N
N
N
N
N
N
Sunrun Demeter Issuer LLC
N/A
Sunrun Callisto Issuer LLC
86772HAA5
5864807.34000000
PA
USD
4517326.80000000
0.075268560869
Long
ABS-O
CORP
US
Y
2
2057-01-30
Fixed
2.27000000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385U87
10000000.00000000
PA
USD
9918842.50000000
0.165269645860
Long
STIV
USGSE
US
N
2
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG.
225401AV0
4325000.00000000
PA
USD
4022030.03000000
0.067015831605
Long
DBT
CORP
CH
Y
2
2028-08-11
Fixed
6.44200000
N
N
N
N
N
N
NEW YORK ST ENVRNMNTL FACS COR
549300QJ33JJW73OQO60
New York State Environmental Facilities Corp
64985HRU3
2115000.00000000
PA
USD
2041233.24000000
0.034011417631
Long
DBT
MUN
US
N
2
2026-07-15
Fixed
3.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QNSY9
24290674.76000000
PA
USD
21210189.44000000
0.353408222519
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
4725000.00000000
PA
USD
4526052.55000000
0.075413950980
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36262DAD0
1108797.70000000
PA
USD
970607.24000000
0.016172442986
Long
ABS-CBDO
CORP
US
Y
2
2050-07-25
Variable
3.50000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid, Inc
05351WAA1
3345000.00000000
PA
USD
3197904.03000000
0.053284086982
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG.
902613AL2
6875000.00000000
PA
USD
4427586.76000000
0.073773295204
Long
DBT
CORP
CH
Y
2
2043-02-11
Fixed
3.17900000
N
N
N
N
N
N
Shellpoint Co-Originator Trust
N/A
Shellpoint Co-Originator Trust
82281FAA2
380735.25000000
PA
USD
343608.99000000
0.005725278538
Long
ABS-CBDO
CORP
US
Y
2
2047-10-25
Variable
3.50000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAH5
9735000.00000000
PA
USD
6954294.11000000
0.115873775066
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
CityLine Commercial Mortgage T
N/A
Cityline Commercial Mortgage Trust
178772AA7
5341000.00000000
PA
USD
5145494.30000000
0.085735207584
Long
ABS-MBS
CORP
US
Y
2
2031-11-10
Variable
2.87070300
N
N
N
N
N
N
EMPOWER FINANCE 2020 LP
N/A
Empower Finance 2020 LP
29248HAA1
5275000.00000000
PA
USD
4332950.94000000
0.072196455118
Long
DBT
CORP
US
Y
2
2027-09-17
Fixed
1.35700000
N
N
N
N
N
N
EURO STABILITY MECHANISM
222100W4EEAQ77386N50
European Stability Mechanism
29881WAC6
9300000.00000000
PA
USD
8790048.17000000
0.146461459404
Long
DBT
NUSS
N/A
Y
2
2024-09-11
Fixed
1.37500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy, Inc
15135UAW9
2650000.00000000
PA
USD
2042326.17000000
0.034029628240
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
SHINHAN FINANCIAL GROUP
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
82460P2A2
11225000.00000000
PA
USD
10500201.75000000
0.174956364584
Long
DBT
CORP
KR
Y
2
2030-02-05
Fixed
3.34000000
N
N
N
N
N
N
VNO Mortgage Trust
N/A
VNDO Trust
91831UAD9
3000000.00000000
PA
USD
2696249.70000000
0.044925426839
Long
ABS-MBS
CORP
US
Y
2
2035-01-10
Variable
4.03271800
N
N
N
N
N
N
TRITON CONTAINER
549300O4LZFLCX53XZ54
Triton Container International Ltd
89680YAC9
3500000.00000000
PA
USD
2563404.52000000
0.042711935109
Long
DBT
CORP
BM
Y
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46654KBP1
3690283.15000000
PA
USD
2911623.07000000
0.048514019015
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12593ABF1
2000000.00000000
PA
USD
1706702.00000000
0.028437394295
Long
ABS-MBS
CORP
US
N
2
2048-05-10
Variable
4.42776900
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAB1
10438498.76000000
PA
USD
9667549.86000000
0.161082559955
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
7.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136BJYS8
4795150.25000000
PA
USD
675602.62000000
0.011257019732
Long
ABS-CBDO
USGSE
US
N
2
2051-11-25
Fixed
2.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649YAN5
84000.82000000
PA
USD
78388.17000000
0.001306118641
Long
ABS-CBDO
CORP
US
Y
2
2049-02-25
Variable
4.00000000
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAE6
7100000.00000000
PA
USD
5499841.05000000
0.091639400728
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
2.94300000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
Federal National Mortgage Association (FNMA)
01F0404A2
17290000.00000000
PA
USD
16679446.88000000
0.277916125697
Long
ABS-O
CORP
US
N
2
2037-10-25
Fixed
4.00000000
N
N
N
N
N
N
STANFORD HEALTH CARE
5493005311WCPXQGDG42
Stanford Health Care
85434VAC2
10385000.00000000
PA
USD
6871678.27000000
0.114497214180
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.02700000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
Federal Home Loan Bank (FHLB)
313385N51
10000000.00000000
PA
USD
9969423.10000000
0.166112429466
Long
STIV
USGSE
US
N
2
N
N
N
Impac CMB Trust
N/A
Impac CMB Trust
45254NMB0
11333.50000000
PA
USD
10743.50000000
0.000179010246
Long
ABS-CBDO
CORP
US
N
2
2035-03-25
Variable
3.74400000
N
N
N
N
N
N
HERO Funding Trust
N/A
HERO Funding Trust
40417QAC9
210930.15000000
PA
USD
202046.64000000
0.003366539658
Long
ABS-O
CORP
US
Y
2
2047-09-20
Fixed
4.29000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36264RBZ7
2122456.64000000
PA
USD
1715904.74000000
0.028590732105
Long
ABS-CBDO
CORP
US
Y
2
2052-09-25
Variable
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179XFG6
4770000.00000000
PA
USD
4459852.79000000
0.074310917951
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
690353ZW0
789650.00000000
PA
USD
746296.84000000
0.012434940312
Long
DBT
USGSE
US
N
2
2033-05-15
Fixed
3.33000000
N
N
N
N
N
N
Renew Financial
N/A
Renew
75973FAA9
2050527.27000000
PA
USD
1869781.90000000
0.031154662698
Long
ABS-O
CORP
KY
Y
2
2053-09-20
Fixed
3.95000000
N
Y
N
N
N
N
CD Commercial Mortgage Trust
N/A
CD Mortgage Trust
12515ABH2
2000000.00000000
PA
USD
1787785.20000000
0.029788418041
Long
ABS-MBS
CORP
US
N
2
2049-11-10
Variable
3.87900000
N
N
N
N
N
N
Freddie Mac Multifamily
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily ML Certificates
35833TAA3
9930211.07000000
PA
USD
7883763.38000000
0.131360769349
Long
ABS-MBS
MUN
US
N
2
2041-07-25
Fixed
2.34000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
12500000.00000000
PA
USD
10157932.00000000
0.169253400718
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
CROWLEY CONRO LLC
5493002RTOQUGXZXJJ02
Crowley Conro LLC
228023AB3
13014094.95000000
PA
USD
12167395.72000000
0.202735468547
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.18100000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSB2
361657.43000000
PA
USD
342237.40000000
0.005702424844
Long
ABS-MBS
MUN
US
N
2
2048-07-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
14150000.00000000
PA
USD
10140294.97000000
0.168959529159
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
BMO 2022-C1 Mortgage Trust
N/A
BMO 360C
05609MDA0
3500000.00000000
PA
USD
2561981.80000000
0.042688229476
Long
ABS-MBS
CORP
US
Y
2
2042-02-15
Variable
4.06994900
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132XCSC0
1468797.00000000
PA
USD
1433721.29000000
0.023888937631
Long
ABS-MBS
MUN
US
N
2
2048-08-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
3617LYQM5
11566591.85000000
PA
USD
10382467.10000000
0.172994647386
Long
ABS-O
USGSE
US
N
2
2045-01-15
Fixed
2.75000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KBB8
6275000.00000000
PA
USD
6251525.04000000
0.104164102761
Long
DBT
CORP
NL
Y
2
2024-03-11
Variable
3.29648000
N
N
N
N
N
N
CAISSE D'AMORT DETTE SOC
969500P04DQJS4BPM574
Caisse d'Amortissement de la Dette Sociale
12802D2H8
5000000.00000000
PA
USD
4200400.00000000
0.069987866071
Long
DBT
NUSS
FR
Y
2
2032-01-26
Fixed
2.12500000
N
N
N
N
N
N
MAINE ST FIN AUTH SOL WST DISP
N/A
Finance Authority of Maine
56042CAV7
1550000.00000000
PA
USD
10540.00000000
0.000175619490
Long
DBT
MUN
US
Y
3
2033-12-15
Fixed
5.37500000
Y
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167CY7
1000000.00000000
PA
USD
946193.42000000
0.015765655260
Long
DBT
NUSS
N/A
N
2
2025-03-19
Fixed
2.12500000
N
N
N
N
N
N
CHULA VISTA CA MUNI FING AUTH
N/A
Chula Vista Municipal Financing Authority
17132EBS2
4300000.00000000
PA
USD
3529066.76000000
0.058801983562
Long
DBT
MUN
US
N
2
2048-12-01
Fixed
4.27500000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46646BAN8
162133.51000000
PA
USD
146415.88000000
0.002439609322
Long
ABS-CBDO
CORP
US
Y
2
2046-05-25
Variable
3.50000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
549300XYOVNMTJWOZ135
Morgan Stanley Capital I Trust
61756UBG5
106067.45000000
PA
USD
53431.48000000
0.000890285512
Long
ABS-MBS
CORP
US
N
3
2049-12-12
Variable
6.28181900
N
Y
N
N
N
N
SEMITROPIC CA IMPT DIST SEMITR
N/A
Semitropic Improvement District of the Semitropic Water Storage District
81684LDV5
1000000.00000000
PA
USD
829722.50000000
0.013824994573
Long
DBT
MUN
US
N
2
2035-12-01
Fixed
3.29300000
N
N
N
N
N
N
TOPAZ SOLAR FARMS LLC
N/A
Topaz Solar Farms LLC
89054XAD7
7275636.00000000
PA
USD
6329803.32000000
0.105468390395
Long
DBT
CORP
US
Y
2
2039-09-30
Fixed
4.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TK4
27886000.00000000
PA
USD
25258615.94000000
0.420863877143
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAEP0
14000000.00000000
PA
USD
13120300.06000000
0.218612942437
Long
DBT
USGSE
US
N
2
2025-02-12
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140Q7TF4
536017.55000000
PA
USD
507362.35000000
0.008453768260
Long
ABS-MBS
USGSE
US
N
2
2047-10-01
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
9128283D0
1395000.00000000
PA
USD
1339472.46000000
0.022318545647
Long
DBT
UST
US
N
2
2024-10-31
Fixed
2.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179SUV7
1824947.78000000
PA
USD
1688213.48000000
0.028129335048
Long
ABS-MBS
USGSE
US
N
2
2047-01-20
Fixed
3.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
8650000.00000000
PA
USD
7102892.92000000
0.118349756785
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746YAU8
39954.00000000
PA
USD
38527.52000000
0.000641952887
Long
ABS-CBDO
CORP
US
Y
2
2049-06-25
Variable
4.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
9110000.00000000
PA
USD
6529674.22000000
0.108798677458
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
J.P. Morgan Chase Commercial Mortgage Securities Trust
46652RAA2
4000000.00000000
PA
USD
3846808.80000000
0.064096262045
Long
ABS-MBS
CORP
US
Y
2
2033-10-15
Variable
4.18800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418EHA1
7363756.62000000
PA
USD
6842286.97000000
0.114007490733
Long
ABS-MBS
USGSE
US
N
2
2037-09-01
Fixed
3.00000000
N
N
N
N
N
N
CONSERVATION FUND
N/A
Conservation Fund
20848FAA8
10750000.00000000
PA
USD
9193839.78000000
0.153189512237
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.47400000
N
N
N
N
N
N
NA DEVELOPMENT BANK
5493008W785ZKQMVNG08
North American Development Bank
656836AB9
2500000.00000000
PA
USD
2498200.00000000
0.041625484958
Long
DBT
NUSS
N/A
N
2
2022-10-26
Fixed
2.40000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BU6
18529000.00000000
PA
USD
12641060.24000000
0.210627757136
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark Mortgage Trust
08162FAG8
1000000.00000000
PA
USD
859856.80000000
0.014327098028
Long
ABS-MBS
CORP
US
N
2
2052-08-15
Fixed
3.41880000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946TAB1
5940008.07000000
PA
USD
4809263.38000000
0.080132863855
Long
ABS-O
CORP
US
Y
2
2052-06-20
Fixed
1.92000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAH2
6375000.00000000
PA
USD
6383160.00000000
0.106357429575
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
6.12500000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BR7
9425000.00000000
PA
USD
6080365.99000000
0.101312218020
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
2.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings plc
404280CV9
13750000.00000000
PA
USD
10639267.93000000
0.177273511803
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
Brookfield Property Partners LP
5493004J5Z0TZW83NU62
Brookfield Property Partners LP
EP0575654
400000.00000000
NS
USD
7392000.00000000
0.123166914102
Long
EP
CORP
BM
N
1
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46649CAN3
232216.01000000
PA
USD
203421.53000000
0.003389448337
Long
ABS-CBDO
CORP
US
Y
2
2048-10-25
Variable
3.50000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46650HAC2
74619.87000000
PA
USD
70606.57000000
0.001176460138
Long
ABS-CBDO
CORP
US
Y
2
2049-05-25
Variable
4.00000000
N
N
N
N
N
N
NEW YORK CITY NY HSG DEV CORP
549300SQWVHKBRF8D702
New York City Housing Development Corp
64966WFA0
4065000.00000000
PA
USD
3070582.30000000
0.051162628028
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.11900000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3132DVKT1
3991719.61000000
PA
USD
3770470.21000000
0.062824293896
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
4.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262PAD3
4306465.56000000
PA
USD
3397789.27000000
0.056614612981
Long
ABS-CBDO
CORP
US
Y
2
2052-03-25
Variable
2.50000000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
United States International Development Finance Corp
90376PAX9
1553502.43000000
PA
USD
1361377.23000000
0.022683527103
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
1.05000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140QPHW0
17041314.31000000
PA
USD
15371215.24000000
0.256118120552
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
NEW YORK ST ENERGY RESEARCH &
N/A
New York State Energy Research & Development Authority
64986RAT1
1045000.00000000
PA
USD
925352.62000000
0.015418401875
Long
DBT
MUN
US
N
2
2028-10-01
Fixed
2.87900000
N
N
N
N
N
N
HOUSING URBAN DEVELOPMNT
N/A
US Department of Housing and Urban Development (HUD)
911759NC8
1931000.00000000
PA
USD
1806065.05000000
0.030093000389
Long
DBT
USGSE
US
N
2
2029-08-01
Fixed
3.18500000
N
N
N
N
N
N
ALAMEDA CNTY CA
N/A
County of Alameda CA
010878BA3
5000000.00000000
PA
USD
4369749.00000000
0.072809591414
Long
DBT
MUN
US
N
2
2038-08-01
Fixed
3.82000000
N
N
N
N
N
N
FMG RESOURCES AUG 2006
549300EFD6S2NFE9D745
FMG Resources August 2006 Pty Ltd
30251GBE6
10250000.00000000
PA
USD
8807312.50000000
0.146749120963
Long
DBT
CORP
AU
Y
2
2032-04-15
Fixed
6.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications, Inc
92343VGK4
22950000.00000000
PA
USD
16756937.91000000
0.279207296021
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BN0
1200000.00000000
PA
USD
1072311.10000000
0.017867052102
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.95000000
N
N
N
N
N
N
BFLD Trust
N/A
BFLD Trust
05493AAJ9
2500000.00000000
PA
USD
2368458.50000000
0.039463707335
Long
ABS-MBS
CORP
US
Y
2
2035-10-15
Variable
4.91800000
N
N
N
N
N
N
OMERS FINANCE TRUST
529900M039WCPES03P17
OMERS Finance Trust
682142AG9
11250000.00000000
PA
USD
10227214.13000000
0.170407792784
Long
DBT
NUSS
CA
Y
2
2032-04-19
Fixed
3.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
14681000.00000000
PA
USD
11605114.84000000
0.193366637263
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
912810TH1
19066000.00000000
PA
USD
16921075.00000000
0.281942179525
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137EAER6
23000000.00000000
PA
USD
22488865.71000000
0.374713770451
Long
DBT
USGSE
US
N
2
2023-05-05
Fixed
0.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140J9VU2
99683.77000000
PA
USD
91098.78000000
0.001517905250
Long
ABS-MBS
USGSE
US
N
2
2048-01-01
Fixed
3.50000000
N
N
N
N
N
N
THE REINVESTMENT FUND
254900M05GOONA6Z9I72
Reinvestment Fund, Inc
75936LAB0
5000000.00000000
PA
USD
4711171.65000000
0.078498440738
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.51300000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AP7
8750000.00000000
PA
USD
6932950.85000000
0.115518149597
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.85000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NZ4
6500000.00000000
PA
USD
5947622.79000000
0.099100425499
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
36179WW87
4650954.92000000
PA
USD
3860399.37000000
0.064322710715
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
2.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
10000000.00000000
PA
USD
9362838.90000000
0.156005407813
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
Bank
N/A
BANK
06540BBJ7
6500000.00000000
PA
USD
5141363.50000000
0.085666379406
Long
ABS-MBS
CORP
US
N
2
2052-10-17
Variable
3.51700000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
9128286N5
23494600.00000000
PA
USD
22829531.54000000
0.380390009496
Long
DBT
UST
US
N
2
2024-04-15
Fixed
0.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KA0
3000000.00000000
PA
USD
2462679.39000000
0.041033633778
Long
DBT
NUSS
N/A
N
2
2031-11-03
Fixed
1.62500000
N
N
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
6903536P7
12595958.70000000
PA
USD
11594687.80000000
0.193192899934
Long
DBT
USGSE
US
N
2
2029-10-15
Fixed
2.36000000
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81747WBN6
22277.09000000
PA
USD
21058.98000000
0.000350888741
Long
ABS-CBDO
CORP
US
Y
2
2048-09-25
Variable
4.00000000
N
N
N
N
N
N
MASSACHUSETTS ST CLEAN ENERGYC
N/A
Massachusetts Clean Energy Cooperative Corp
575625AZ1
3000000.00000000
PA
USD
2571506.70000000
0.042846935177
Long
DBT
MUN
US
N
2
2028-07-01
Fixed
2.02000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit S.p.A
904678AS8
3600000.00000000
PA
USD
2676742.81000000
0.044600399317
Long
DBT
CORP
IT
Y
2
2035-06-30
Fixed
5.45900000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
11825000.00000000
PA
USD
9051324.10000000
0.150814888790
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BGE0
112883.17000000
PA
USD
109833.02000000
0.001830058731
Long
ABS-MBS
USGSE
US
N
2
2044-08-01
Fixed
4.50000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BQ9
11875000.00000000
PA
USD
10730135.17000000
0.178787559090
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418DPM8
1038740.92000000
PA
USD
962100.15000000
0.016030696230
Long
ABS-MBS
USGSE
US
N
2
2040-05-01
Fixed
3.50000000
N
N
N
N
N
N
COMMUNITY PRESERVATION C
254900CWS66ZXCS6P481
Community Preservation Corp
20402CAA3
11645000.00000000
PA
USD
9456389.56000000
0.157564166756
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.86700000
N
N
N
N
N
N
Flagstar Mortgage Trust
N/A
Flagstar Mortgage Trust
33852EAD1
1272780.31000000
PA
USD
1004220.10000000
0.016732506871
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Variable
2.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy, Inc (Step Bond)
25746UDB2
4850000.00000000
PA
USD
4651068.37000000
0.077496988421
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418ED80
7883737.31000000
PA
USD
7323944.34000000
0.122032957713
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co
114259AW4
10000000.00000000
PA
USD
9154875.10000000
0.152540275306
Long
DBT
CORP
US
Y
2
2032-08-05
Fixed
4.86600000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AM4
3500000.00000000
PA
USD
3242533.11000000
0.054027705226
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.80000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAV0
9850000.00000000
PA
USD
8036142.79000000
0.133899744147
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140LNJM0
2285670.40000000
PA
USD
2012155.22000000
0.033526914115
Long
ABS-MBS
USGSE
US
N
2
2051-09-01
Fixed
3.00000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Trust
05547HAC5
200000.00000000
PA
USD
185443.22000000
0.003089890306
Long
ABS-MBS
CORP
US
Y
2
2035-08-10
Fixed
4.19700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3C5
10000000.00000000
PA
USD
9674054.50000000
0.161190941508
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.54000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3140XFTE1
10568523.31000000
PA
USD
8895510.53000000
0.148218693364
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
Winwater Mortgage Loan Trust
5493002CYMIHYUBDIR84
WinWater Mortgage Loan Trust
97652PAX9
139012.36000000
PA
USD
117876.18000000
0.001964075397
Long
ABS-CBDO
CORP
US
Y
2
2044-06-20
Variable
3.92629700
N
N
N
N
N
N
SCE RECOVERY FUNDING LLC
N/A
SCE Recovery Funding LLC
78433LAF3
2640000.00000000
PA
USD
1937506.88000000
0.032283109234
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
3.24000000
N
N
N
N
N
N
MOUNT SHASTA CA PUBLIC FING AU
N/A
City of Mount Shasta CA
623094AN9
190000.00000000
PA
USD
171194.37000000
0.002852473250
Long
DBT
MUN
US
N
2
2032-08-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZQ8
136965.55000000
PA
USD
130099.37000000
0.002167740520
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
4.00000000
N
N
N
N
N
N
GALLATIN CNTY MT INDL DEV REVE
N/A
County of Gallatin MT
363671BN7
3500000.00000000
PA
USD
3650409.00000000
0.060823811112
Long
DBT
MUN
US
Y
2
2027-09-01
Fixed
11.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Corp
46640JAC1
1600000.00000000
PA
USD
1542394.40000000
0.025699669721
Long
ABS-MBS
CORP
US
Y
2
2046-01-15
Variable
4.21220400
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables Owner Trust
89190GAC1
9500000.00000000
PA
USD
9101756.20000000
0.151655198061
Long
ABS-O
CORP
US
N
2
2025-11-17
Fixed
0.26000000
N
N
N
N
N
N
PEND OREILLE CNTY WA PUBLIC UT
N/A
Pend Oreille County Public Utility District No Box Canyon
706643CH4
2725000.00000000
PA
USD
2678494.06000000
0.044629578979
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Corp Trust
36259VAD5
455724.94000000
PA
USD
385108.49000000
0.006416751123
Long
ABS-CBDO
CORP
US
Y
2
2051-01-25
Variable
3.00000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46591DBF5
430845.84000000
PA
USD
425763.37000000
0.007094150489
Long
ABS-CBDO
CORP
US
Y
2
2049-10-25
Variable
4.03400000
N
N
N
N
N
N
SANGAMON CNTY IL WTR RECLAMATI
N/A
Sangamon County Water Reclamation District
800768AJ2
2050000.00000000
PA
USD
1583049.36000000
0.026377070419
Long
DBT
MUN
US
N
2
2037-01-01
Fixed
3.27200000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
549300ZFEEJ2IP5VME73
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
185730512.95000100
NS
USD
185730512.95000100
3.094677236851
Long
STIV
RF
US
N
1
N
N
ETHIOPIAN LEASING 2012
N/A
Ethiopian Leasing LLC
29766DAG9
409421.35000000
PA
USD
382704.54000000
0.006376696050
Long
DBT
CORP
US
N
2
2026-08-14
Fixed
2.56600000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAA0
3500000.00000000
PA
USD
3145208.85000000
0.052406069840
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Fixed
2.83500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138XTA88
43389.82000000
PA
USD
42243.90000000
0.000703875920
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
OHIO ST AIR QUALITY DEV AUTH E
549300DZUU80AYOR6M80
Ohio Air Quality Development Authority
67754AAD6
1500000.00000000
PA
USD
1364415.30000000
0.022734148005
Long
DBT
MUN
US
Y
2
2038-01-15
Fixed
4.25000000
N
N
N
N
N
N
TOTE SHIPHOLDINGS INC
N/A
Tote Shipholdings LLC
89156HAA5
4070000.00000000
PA
USD
3642949.71000000
0.060699522999
Long
DBT
CORP
US
N
2
2040-10-16
Fixed
3.40000000
N
N
N
N
N
N
CHICAGO IL
T5UYO5SYLC8K73MJQX30
City of Chicago IL
167486D22
510000.00000000
PA
USD
532681.54000000
0.008875641434
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
7.75000000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
9157000.00000000
PA
USD
8877147.89000000
0.147912731553
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
OREGON ST BUSINESS DEV COMMISS
N/A
Oregon State Business Development Commission
68608GAG2
2000000.00000000
PA
USD
120000.00000000
0.001999462891
Long
DBT
MUN
US
N
3
2031-04-01
Fixed
11.50000000
Y
Y
N
N
N
N
HAT HOLDINGS I LLC/HAT
N/A
HAT Holdings I LLC
418751AD5
7600000.00000000
PA
USD
5526720.00000000
0.092087262920
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
NEDER WATERSCHAPSBANK
JLP5FSPH9WPSHY3NIM24
Nederlandse Waterschapsbank NV
63983TBP9
6000000.00000000
PA
USD
5994614.46000000
0.099883409669
Long
DBT
NUSS
NL
Y
2
2022-12-05
Fixed
3.12500000
N
N
N
N
N
N
SLG Office Trust
N/A
SLG Office Trust
78449RAA3
12900000.00000000
PA
USD
10368425.31000000
0.172760680403
Long
ABS-MBS
CORP
US
Y
2
2041-07-15
Fixed
2.58540000
N
N
N
N
N
N
PUBLIC FIN AUTH WI REVENUE
5493004S6D3NA627K012
Public Finance Authority
74442PXM2
1735000.00000000
PA
USD
1695899.87000000
0.028257407144
Long
DBT
MUN
US
Y
2
2029-06-01
Fixed
7.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Variab
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Variable Rate Certificate
3137H6L29
9941103.60000000
PA
USD
8573750.53000000
0.142857466865
Long
ABS-MBS
MUN
US
N
2
2036-10-15
Fixed
3.15000000
N
N
N
N
N
N
MVW Owner Trust
N/A
MVW Owner Trust
553896AA9
247029.82000000
PA
USD
241487.58000000
0.004023712124
Long
ABS-O
CORP
US
Y
2
2034-12-20
Fixed
2.42000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac STACR REMIC Trust
35564KQC6
2590000.00000000
PA
USD
2268578.93000000
0.037799494887
Long
ABS-CBDO
CORP
US
Y
2
2042-01-25
Variable
4.78069000
N
N
N
N
N
N
SAN FRANCISCO CITY & CNTY CA C
N/A
City & County of San Francisco CA Community Facilities District
79772ECS6
4610000.00000000
PA
USD
4070910.75000000
0.067830291486
Long
DBT
MUN
US
N
2
2039-09-01
Fixed
4.22100000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US Holdings, Inc
62877VAB7
8500000.00000000
PA
USD
7755200.00000000
0.129218621787
Long
DBT
CORP
US
Y
2
2029-08-06
Fixed
6.62500000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3136B2GX4
9090107.30000000
PA
USD
8538746.84000000
0.142274228705
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Variable
3.41195200
N
N
N
N
N
N
Tesla Auto Lease Trust
N/A
Tesla Auto Lease Trust
88167HAG1
1000000.00000000
PA
USD
980791.20000000
0.016342130070
Long
ABS-O
CORP
US
Y
2
2024-02-20
Fixed
2.33000000
N
N
N
N
N
N
GoodLeap Sustainable Home Impr
N/A
GoodLeap Sustainable Home Solutions Trust
38237HAB3
4920368.17000000
PA
USD
3973903.37000000
0.066213936015
Long
ABS-O
CORP
US
Y
2
2048-10-20
Fixed
2.56000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM Mortgage Trust
12592XAG1
3500000.00000000
PA
USD
3075923.20000000
0.051251619123
Long
ABS-MBS
CORP
US
Y
2
2048-03-10
Variable
4.20704600
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp Gold (FGLMC)
3132H7FF6
327346.88000000
PA
USD
311210.46000000
0.005185448051
Long
ABS-MBS
MUN
US
N
2
2047-09-01
Fixed
4.00000000
N
N
N
N
N
N
Natixis Commercial Mortgage Se
N/A
Natixis Commercial Mortgage Securities Trust
63875FAN6
4000000.00000000
PA
USD
3782779.60000000
0.063029395300
Long
ABS-MBS
CORP
US
Y
2
2036-07-15
Variable
7.06800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418D6H0
17233.01000000
PA
USD
15655.03000000
0.000260847096
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.50000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAA6
1631348.54000000
PA
USD
1406216.24000000
0.023430643241
Long
ABS-O
CORP
US
Y
2
2046-04-20
Fixed
2.10000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo, Inc
713448EP9
20310000.00000000
PA
USD
14228616.71000000
0.237079925882
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp
00130HCG8
12450000.00000000
PA
USD
9524327.94000000
0.158696169003
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45000000
N
N
N
N
N
N
PAPIO-MISSOURI RIVER NE NATURA
N/A
Papio-Missouri River Natural Resource District
698874EN0
2665000.00000000
PA
USD
2475831.90000000
0.041252783409
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
2.19800000
N
N
N
N
N
N
Hudson Yards
N/A
Hudson Yards Mortgage Trust
44421LAE2
2500000.00000000
PA
USD
2202478.75000000
0.036698121078
Long
ABS-MBS
CORP
US
Y
2
2038-08-10
Variable
3.07585400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3138EQZS4
650326.21000000
PA
USD
597419.70000000
0.009954321005
Long
ABS-MBS
USGSE
US
N
2
2046-01-01
Fixed
3.50000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
3135G05G4
17500000.00000000
PA
USD
16976303.40000000
0.282862405661
Long
DBT
USGSE
US
N
2
2023-07-10
Fixed
0.25000000
N
N
N
N
N
N
PHILADELPHIA PA REDEV AUTH
N/A
Redevelopment Authority of the City of Philadelphia
717868GY3
1750000.00000000
PA
USD
1319720.68000000
0.021989437720
Long
DBT
MUN
US
N
2
2041-09-01
Fixed
3.17200000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDJ0
2565000.00000000
PA
USD
2230123.81000000
0.037158748342
Long
DBT
CORP
NL
Y
2
2026-09-24
Fixed
1.00400000
N
N
N
N
N
N
ATLANTICA SUSTAIN INFRA
549300ITBBGKJ651R879
Atlantica Sustainable Infrastructure plc
04916WAA2
5420000.00000000
PA
USD
4563231.71000000
0.076033437237
Long
DBT
CORP
GB
Y
2
2028-06-15
Fixed
4.12500000
N
N
N
N
N
N
Onslow Bay Financial LLC
N/A
OBX Trust
67112FAD2
283760.03000000
PA
USD
275715.43000000
0.004594023090
Long
ABS-CBDO
CORP
US
Y
2
2057-06-25
Variable
3.73400000
N
Y
N
N
N
N
INT DEVELOPMENT FIN CORP
254900QI8QTIK0FY6E92
Overseas Private Investment Corp (OPIC)
6903537E1
9607048.78000000
PA
USD
8082425.03000000
0.134670907658
Long
DBT
USGSE
US
N
2
2038-07-15
Fixed
2.29000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAZ6
12500000.00000000
PA
USD
10902946.38000000
0.181666972437
Long
DBT
CORP
NL
Y
2
2026-03-11
Fixed
1.20000000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
JP Morgan Mortgage Trust
46592TBP7
2652720.95000000
PA
USD
2092989.40000000
0.034873788642
Long
ABS-CBDO
CORP
US
Y
2
2051-12-25
Variable
2.50000000
N
N
N
N
N
N
SALVATION ARMY
549300UQ1LCLSQQ6V491
Salvation Army
795830AV0
60000.00000000
PA
USD
60262.80000000
0.001004110269
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.63700000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Federal Home Loan Mortgage Corp (FHLMC)
3137FJE54
713355.69000000
PA
USD
649256.40000000
0.010818033989
Long
ABS-CBDO
USGSE
US
N
2
2048-10-15
Variable
5.33166400
N
N
N
N
N
N
Sequoia Mortgage Trust
N/A
Sequoia Mortgage Trust
81746QAU5
31311.01000000
PA
USD
28180.42000000
0.000469547533
Long
ABS-CBDO
CORP
US
Y
2
2048-02-25
Variable
3.50000000
N
N
N
N
N
N
WARM SPRINGS OR RESERVATION CO
N/A
Warm Springs Reservation Confederated Tribe
934312AK5
1250000.00000000
PA
USD
1117382.50000000
0.018618040367
Long
DBT
MUN
US
Y
2
2032-11-01
Fixed
3.55000000
N
N
N
N
N
N
BRANDYWINE OPER PARTNERS
IXBXSCONLDQ1ZI73YU71
Brandywine Operating Partnership LP
105340AM5
1975000.00000000
PA
USD
1965054.31000000
0.032742109768
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.95000000
N
N
N
N
N
N
PRIVATE EXPORT FUNDING
CYQE6SAYPFKNQJ6FMH60
Private Export Funding Corp (PEFCO)
742651DT6
1926000.00000000
PA
USD
1907990.36000000
0.031791299347
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.55000000
N
N
N
N
N
N
Mosaic Solar Loans LLC
N/A
Mosaic Solar Loan Trust
61946NAE8
2588950.88000000
PA
USD
2115172.87000000
0.035243413851
Long
ABS-O
CORP
US
Y
3
2046-04-20
Fixed
0.00000100
N
Y
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Government National Mortgage Association (GNMA)
38380WZL6
576566.29000000
PA
USD
81389.02000000
0.001356119377
Long
ABS-CBDO
USGSE
US
N
2
2046-06-20
Fixed
4.00000000
N
N
N
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351LY3
4000000.00000000
PA
USD
3329533.60000000
0.055477323987
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
3.50000000
N
N
N
N
N
N
S DAVIS UT SWR DIST COMB UTILI
N/A
South Davis Sewer District
83759RAJ8
1000000.00000000
PA
USD
933910.60000000
0.015560996570
Long
DBT
MUN
US
N
2
2032-12-01
Fixed
4.12500000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust
05610FAC1
12000000.00000000
PA
USD
11539734.00000000
0.192277249235
Long
ABS-MBS
CORP
US
Y
2
2039-01-17
Variable
4.68538000
N
N
N
N
N
N
JUPITER AIRCRAFT LEASING
N/A
Jupiter Aircraft Leasing LLC
48204KAC2
555550.93000000
PA
USD
554129.11000000
0.009233004936
Long
DBT
CORP
US
N
2
2023-09-22
Variable
3.84171000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567PAL4
5900000.00000000
PA
USD
5835336.00000000
0.097229481584
Long
DBT
CORP
ID
Y
2
2024-08-20
Fixed
3.90000000
N
N
N
N
N
N
SANGAMON CNTY IL WTR RECLAMATI
N/A
Sangamon County Water Reclamation District
800768AG8
250000.00000000
PA
USD
223294.10000000
0.003720568889
Long
DBT
MUN
US
N
2
2029-01-01
Fixed
2.50700000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart, Inc
931142ET6
18025000.00000000
PA
USD
14320307.15000000
0.238607689484
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
AMSR Trust
N/A
AMSR Trust
00178XAC7
450000.00000000
PA
USD
401907.92000000
0.006696666431
Long
ABS-O
CORP
US
Y
2
2039-01-19
Fixed
3.14800000
N
N
N
N
N
N
Manhattan West
N/A
Manhattan West
563136AJ9
2350000.00000000
PA
USD
1859842.17000000
0.030989045021
Long
ABS-MBS
CORP
US
Y
2
2039-09-10
Variable
2.41281000
N
N
N
N
N
N
BNG BANK NV
529900GGYMNGRQTDOO93
BNG Bank NV
05591F2D1
7500000.00000000
PA
USD
7316915.25000000
0.121915837675
Long
DBT
NUSS
NL
Y
2
2024-02-27
Fixed
2.62500000
N
N
N
N
N
N
Woodward Capital Management
N/A
RCKT Mortgage Trust
74938WAY7
6595793.53000000
PA
USD
5204062.63000000
0.086711084271
Long
ABS-CBDO
CORP
US
Y
2
2052-02-25
Variable
2.50000000
N
Y
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association (FNMA)
31418BFQ4
261859.83000000
PA
USD
254963.13000000
0.004248244309
Long
ABS-MBS
USGSE
US
N
2
2044-06-01
Fixed
4.50000000
N
N
N
N
N
N
THIRAX 1 LLC
N/A
Thirax LLC
88410XAA4
12357285.95000000
PA
USD
10165706.95000000
0.169382948418
Long
DBT
CORP
US
N
2
2033-01-14
Fixed
0.96800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note
91282CFF3
334785000.00000000
PA
USD
306119034.38000000
5.100613746314
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo S.p.A
46115HBS5
6000000.00000000
PA
USD
3562898.04000000
0.059365686803
Long
DBT
CORP
IT
Y
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK, Inc
682680AZ6
6100000.00000000
PA
USD
4368261.42000000
0.072784805072
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
5000000.00000000
PA
USD
3903671.65000000
0.065043721699
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
JP Morgan Mortgage Trust
N/A
J.P. Morgan Mortgage Trust
46655KAD8
2474442.11000000
PA
USD
2055926.60000000
0.034256241199
Long
ABS-CBDO
CORP
US
Y
2
2052-11-25
Variable
3.00000000
N
N
N
N
N
N
LOS ANGELES CA
549300E7TO710PTXPJ65
City of Los Angeles CA
544351RH4
7000000.00000000
PA
USD
6717109.70000000
0.111921763181
Long
DBT
MUN
US
N
2
2042-09-01
Fixed
5.00000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust
36262CAD2
9496834.19000000
PA
USD
7492975.58000000
0.124849388479
Long
ABS-CBDO
CORP
US
Y
2
2052-01-25
Variable
2.50000000
N
N
N
N
N
N
VIVINT SOLAR FINANCING LLC
N/A
Vivint Colar Financing V LLC
92854VAA3
5348302.00000000
PA
USD
4726205.16000000
0.078748931950
Long
ABS-O
CORP
US
Y
2
2048-04-30
Fixed
4.73000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences, Inc
375558BT9
14150000.00000000
PA
USD
8738558.90000000
0.145603535365
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
2022-09-30
TIAA-CREF Funds
E. Scott Wickerham
E. Scott Wickerham
Principal Financial Officer, Principal Accounting Officer and Treasurer