| U.S. Treasury Notes |
11,000,000 |
11,000,000 |
0 |
1.28% |
$4.68K |
| PAYPAL HOLDINGS INC FRN SOFR+67 03/06/2028 |
8,100,000 |
8,100,000 |
0 |
0.95% |
-$842 |
| 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95 |
7,926,000 |
7,926,000 |
0 |
0.92% |
$68.71K |
| CARGILL INC FRN SOFR+61 02/11/2028 144A |
7,500,000 |
7,500,000 |
0 |
0.88% |
-$354 |
| Honeywell International, Inc. |
6,200,000 |
6,200,000 |
0 |
0.87% |
$179.48K |
| Revvity, Inc. |
6,000,000 |
6,000,000 |
0 |
0.83% |
$204.77K |
| PHILIP MORRIS INTL INC FRN SOFR+83 04/28/2028 |
7,000,000 |
7,000,000 |
0 |
0.82% |
-$5.00K |
| CELANESE US HLDS |
6,800,000 |
6,800,000 |
0 |
0.78% |
$70.46K |
| JOHN DEERE CAPITAL CORP SR UNSECURED 07/27 VAR |
6,375,000 |
6,375,000 |
0 |
0.75% |
-$16.18K |
| SUEZ SACA 2.375% 05/24/2030 REGS |
5,400,000 |
5,400,000 |
0 |
0.73% |
$153.87K |
| RTX Corp. |
5,360,000 |
5,360,000 |
0 |
0.72% |
$150.51K |
| LLOYDS BANK CORPORATE MARKETS PLC |
5,080,000 |
5,080,000 |
0 |
0.71% |
$136.83K |
| CONTINENTAL AG |
5,050,000 |
5,050,000 |
0 |
0.71% |
$128.82K |
| Heidelberg Materials Finance Luxembourg SA |
5,100,000 |
5,100,000 |
0 |
0.71% |
$146.13K |
| VORNADO REALTY LP SR UNSECURED 06/26 2.15 |
6,100,000 |
6,100,000 |
0 |
0.70% |
$46.59K |
| International Business Machines Corp. |
5,046,000 |
5,046,000 |
0 |
0.70% |
$127.68K |
| Scentre Group Trust 1 |
8,500,000 |
8,500,000 |
0 |
0.69% |
$355.16K |
| ORIGIN ENERGY FINANCE LTD MTN 1.000000% 09/17/2029 |
5,390,000 |
5,390,000 |
0 |
0.69% |
$194.79K |
| ABERTIS INFRAESTRUCTURAS SA |
5,000,000 |
5,000,000 |
0 |
0.69% |
$156.22K |
| Belfius Bank SA |
5,000,000 |
5,000,000 |
0 |
0.69% |
$189.37K |
| ITALGAS SPA |
5,000,000 |
5,000,000 |
0 |
0.69% |
$130.24K |
| MOTABILITY OPERATIONS GROUP PLC |
4,800,000 |
4,800,000 |
0 |
0.69% |
$151.51K |
| NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 02/04/2028 |
5,850,000 |
5,850,000 |
0 |
0.69% |
-$7.53K |
| NASDAQ INC 0.875% 02/13/2030 |
5,329,000 |
5,329,000 |
0 |
0.68% |
$171.62K |
| NESTE OYJ |
4,700,000 |
4,700,000 |
0 |
0.67% |
$129.27K |
| Norfina Ltd. |
8,050,000 |
8,050,000 |
0 |
0.66% |
$336.85K |
| NOMURA HOLDINGS INC |
4,600,000 |
4,600,000 |
0 |
0.65% |
$153.81K |
| ACCIONA FILIALES |
4,600,000 |
4,600,000 |
0 |
0.65% |
$59.51K |
| KONINKLIJKE PHILIPS NV 3.25% 05/23/2030 REGS |
4,600,000 |
4,600,000 |
0 |
0.64% |
$126.86K |
| EUROFINS SCIENTIFIC SE 4.000000% 07/06/2029 |
4,420,000 |
4,420,000 |
0 |
0.63% |
$159.84K |
| ELECTROLUX AB |
4,700,000 |
4,700,000 |
0 |
0.63% |
$154.68K |
| SCHWAB CHARLES CORP FRN SOFRINDX+105 03/03/2027 |
5,324,000 |
5,324,000 |
0 |
0.63% |
$1.58K |
| CITIBANK NA SR UNSECURED 08/26 VAR |
5,238,000 |
5,238,000 |
0 |
0.61% |
-$2.75K |
| HOCHTIEF AG |
4,100,000 |
4,100,000 |
0 |
0.59% |
$126.95K |
| HCA INC VARIABLE RATE 03/01/2028 |
5,000,000 |
5,000,000 |
0 |
0.59% |
-$13.53K |
| FLEX LTD |
5,000,000 |
5,000,000 |
0 |
0.58% |
$14.41K |
| AMERICAN NATL GR |
4,824,000 |
4,824,000 |
0 |
0.58% |
$14.12K |
| WESTERN UNION CO |
5,000,000 |
5,000,000 |
0 |
0.58% |
$39.70K |
| HEALTHCARE RLTY |
5,000,000 |
5,000,000 |
0 |
0.58% |
$11.18K |
| MUFG Bank Ltd. |
7,000,000 |
7,000,000 |
0 |
0.57% |
$293.08K |
| SUMITOMO MITSUI FINL GRP SR UNSECURED 07/29 VAR |
4,800,000 |
4,800,000 |
0 |
0.57% |
$8.56K |
| Landesbank Baden-Wuerttemberg |
6,840,000 |
6,840,000 |
0 |
0.56% |
$298.90K |
| HOST HOTELS |
5,000,000 |
5,000,000 |
0 |
0.56% |
$57.32K |
| Kering SA |
4,000,000 |
4,000,000 |
0 |
0.56% |
$112.85K |
| Volkswagen Financial Services AG |
4,000,000 |
4,000,000 |
0 |
0.56% |
$134.78K |
| APA INFRASTRUCTURE LTD |
4,200,000 |
4,200,000 |
0 |
0.54% |
$140.98K |
| CREDIT AGRICOLE SA |
3,700,000 |
3,700,000 |
0 |
0.54% |
$107.76K |
| SANDOZ FINANCE BV 4.220000% 04/17/2030 |
3,700,000 |
3,700,000 |
0 |
0.54% |
$100.66K |
| WERFEN SA/SPAIN |
3,700,000 |
3,700,000 |
0 |
0.53% |
$94.79K |
| DEUTSCHE POST AG |
3,800,000 |
3,800,000 |
0 |
0.53% |
$111.25K |
| HSBC USA INC REGD V/R 5.15916200 |
4,500,000 |
4,500,000 |
0 |
0.53% |
$3.84K |
| ENI SPA |
4,100,000 |
4,100,000 |
0 |
0.52% |
$125.74K |
| GEN MOTORS FIN |
3,600,000 |
3,600,000 |
0 |
0.52% |
$115.70K |
| BANCO BILBAO VIZCAYA ARGENTARIA SA |
3,500,000 |
3,500,000 |
0 |
0.50% |
$100.21K |
| AYVENS SA |
3,500,000 |
3,500,000 |
0 |
0.49% |
$115.11K |
| SWEDBANK AB |
3,500,000 |
3,500,000 |
0 |
0.49% |
$95.42K |
| CASTELLUM HELSINKI FINANCE HOLDING ABP |
3,700,000 |
3,700,000 |
0 |
0.48% |
$219.92K |
| HUNTSMAN INT LLC |
4,300,000 |
4,300,000 |
0 |
0.48% |
$162.33K |
| BANK OF NEW ZEALAND |
3,370,000 |
3,370,000 |
0 |
0.48% |
$88.36K |
| US TREASURY N/B |
4,000,000 |
4,000,000 |
0 |
0.47% |
-$17.24K |
| WHIRLPOOL CORP |
4,000,000 |
4,000,000 |
0 |
0.46% |
$6.63K |
| UBS AG |
5,500,000 |
5,500,000 |
0 |
0.46% |
$236.09K |
| NYKREDIT REALKREDIT AS |
3,200,000 |
3,200,000 |
0 |
0.46% |
$91.05K |
| Mizuho Bank Ltd. |
5,500,000 |
5,500,000 |
0 |
0.45% |
$229.00K |
| RIO TINTO FIN. USA PL FRN |
3,750,000 |
3,750,000 |
0 |
0.44% |
-$6.71K |
| SELP FINANCE SARL |
3,400,000 |
3,400,000 |
0 |
0.44% |
$120.02K |
| PARKER HANNIFIN CORP |
3,180,000 |
3,180,000 |
0 |
0.44% |
$113.28K |
| CADENT FIN PLC |
3,463,000 |
3,463,000 |
0 |
0.44% |
$120.62K |
| ABN AMRO BANK NV |
3,000,000 |
3,000,000 |
0 |
0.44% |
$80.00K |
| Norfina Ltd. |
5,300,000 |
5,300,000 |
0 |
0.43% |
$223.94K |
| BOSTON PROP LP |
3,800,000 |
3,800,000 |
0 |
0.43% |
$34.96K |
| Elis SA |
3,000,000 |
3,000,000 |
0 |
0.43% |
$84.18K |
| CRITERIA CAIXA SA |
3,000,000 |
3,000,000 |
0 |
0.42% |
$91.48K |
| BANCO BPM SPA |
3,000,000 |
3,000,000 |
0 |
0.42% |
$80.11K |
| CBS CORP |
3,700,000 |
3,700,000 |
0 |
0.42% |
-$23.07K |
| NATIONAL GRID NORTH AMERICA INC |
3,000,000 |
3,000,000 |
0 |
0.42% |
$87.25K |
| NORDEA BANK ABP 2.75% 05/02/2030 REGS |
3,000,000 |
3,000,000 |
0 |
0.41% |
$86.10K |
| NATWEST MARKETS PLC SR UNSECURED 144A 05/27 VAR |
3,500,000 |
3,500,000 |
0 |
0.41% |
$71 |
| AIRCASTLE LTD |
3,500,000 |
3,500,000 |
0 |
0.41% |
$1.49K |
| Fortive Corp. |
2,800,000 |
2,800,000 |
0 |
0.40% |
$83.21K |
| ARCELORMITTAL SA |
2,800,000 |
2,800,000 |
0 |
0.39% |
$92.99K |
| CREDIT AGRICOLE SA SR UNSECURED 144A 03/27 VAR |
3,300,000 |
3,300,000 |
0 |
0.39% |
$1.26K |
| RCI BANQUE SA |
2,700,000 |
2,700,000 |
0 |
0.38% |
$108.11K |
| FRESENIUS MEDICAL CARE US FINANCE III INC 1.875% 12/01/2026 144A |
3,280,000 |
3,280,000 |
0 |
0.38% |
$27.22K |
| AMERICAN HONDA FIN. C FRN |
3,200,000 |
3,200,000 |
0 |
0.37% |
$9.76K |
| Toyota Finance Australia Ltd. |
4,500,000 |
4,500,000 |
0 |
0.37% |
$194.82K |
| 3M Co. |
2,780,000 |
2,780,000 |
0 |
0.37% |
$86.86K |
| HIGHWOODS REALTY |
3,340,000 |
3,340,000 |
0 |
0.36% |
$21.96K |
| BAYER AG |
2,800,000 |
2,800,000 |
0 |
0.36% |
$99.56K |
| JEFFERIES GROUP |
2,500,000 |
2,500,000 |
0 |
0.36% |
$98.89K |
| SUMITOMO MITSUI SUMIBK Float 04/15/30 |
3,000,000 |
3,000,000 |
0 |
0.35% |
$8.82K |
| HEIMSTADEN BOSTAD AB 3.875% 11/05/2029 REGS |
2,500,000 |
2,500,000 |
0 |
0.35% |
$72.42K |
| SLM Corp |
3,000,000 |
3,000,000 |
0 |
0.35% |
$11.71K |
| MXCN 5 1/4 12/15/29 |
2,900,000 |
2,900,000 |
0 |
0.34% |
$25.19K |
| GOLDMAN SACHS GROUP INC (THE) 1.25% 02/07/2029 REGS |
2,534,000 |
2,534,000 |
0 |
0.34% |
$79.58K |
| DXC Capital Funding DAC |
2,500,000 |
2,500,000 |
0 |
0.33% |
$105.92K |
| MYLAN NV |
2,759,000 |
2,759,000 |
0 |
0.32% |
$9.68K |
| TIKEHAU CAPITAL SCA |
2,100,000 |
2,100,000 |
0 |
0.32% |
$40.10K |
| NATIONAL FUEL GA |
2,600,000 |
2,600,000 |
0 |
0.31% |
$3.30K |
| TELEFONICA EMISIONES SAU 0.664% 02/03/2030 REGS |
2,400,000 |
2,400,000 |
0 |
0.30% |
$70.09K |
| SNAM SPA |
2,100,000 |
2,100,000 |
0 |
0.30% |
$51.47K |
| Aviation Capital Group LLC |
2,500,000 |
2,500,000 |
0 |
0.30% |
$11.73K |
| TORONTO DOMINION BANK THE |
2,500,000 |
2,500,000 |
0 |
0.29% |
$1.01K |
| YUM! BRANDS INC SR UNSECURED 144A 01/30 4.75 |
2,500,000 |
2,500,000 |
0 |
0.29% |
$117 |
| VIER GAS TRANSPORT GMBH |
2,300,000 |
2,300,000 |
0 |
0.29% |
$81.61K |
| EDISON INTL |
2,400,000 |
2,400,000 |
0 |
0.29% |
$23.74K |
| AKER BP ASA |
2,500,000 |
2,500,000 |
0 |
0.28% |
$9.55K |
| Illinois Tool Works, Inc. |
2,100,000 |
2,100,000 |
0 |
0.28% |
$62.24K |
| NATL GAS TRANSM |
1,950,000 |
1,950,000 |
0 |
0.28% |
$54.84K |
| BAT INTL FINANCE |
2,100,000 |
2,100,000 |
0 |
0.28% |
$56.72K |
| Verizon Communications, Inc. |
2,169,000 |
2,169,000 |
0 |
0.28% |
$61.89K |
| NORDSTROM INC REGD 6.95000000 |
2,246,000 |
2,246,000 |
0 |
0.27% |
-$9.58K |
| AUTOLIV INC |
1,900,000 |
1,900,000 |
0 |
0.27% |
$57.64K |
| ELIA TRANSMISSION BELGIUM SA 0.875% 04/28/2030 REGS |
2,100,000 |
2,100,000 |
0 |
0.27% |
$64.93K |
| AMADEUS IT GROUP SA |
1,900,000 |
1,900,000 |
0 |
0.27% |
$52.18K |
| DELL BANK INTERNATIONAL DAC |
1,860,000 |
1,860,000 |
0 |
0.26% |
$47.00K |
| NATIONAL RURAL UTL COOP FIN FRN SOFR+82 09/16/2027 |
2,222,000 |
2,222,000 |
0 |
0.26% |
$2.67K |
| NATWEST MARKETS PLC SR UNSECURED 144A 03/28 VAR |
2,200,000 |
2,200,000 |
0 |
0.26% |
$4.49K |
| TOYOTA MOTOR CREDIT CORP SR UNSECURED 03/27 VAR |
2,200,000 |
2,200,000 |
0 |
0.26% |
$379 |
| Enbridge Pipelines, Inc. |
3,000,000 |
3,000,000 |
0 |
0.26% |
$63.79K |
| URW SE |
1,915,000 |
1,915,000 |
0 |
0.25% |
$60.89K |
| OP CORPORATE BANK PLC |
1,940,000 |
1,940,000 |
0 |
0.25% |
$63.13K |
| Danaher Corp. |
1,800,000 |
1,800,000 |
0 |
0.25% |
$47.11K |
| STANDARD CHARTERED BK/NY SR UNSECURED 10/26 VAR |
2,100,000 |
2,100,000 |
0 |
0.25% |
-$1.03K |
| SUMITOMO TR&BK |
2,050,000 |
2,050,000 |
0 |
0.24% |
-$1.39K |
| SIKA CAPITAL BV |
1,680,000 |
1,680,000 |
0 |
0.24% |
$42.13K |
| PERNOD RICARD SA |
1,900,000 |
1,900,000 |
0 |
0.24% |
$64.17K |
| TEOLLISUUDEN VOIMA OYJ |
1,600,000 |
1,600,000 |
0 |
0.24% |
$47.33K |
| TORONTO DOMINION BANK THE |
2,000,000 |
2,000,000 |
0 |
0.24% |
$878 |
| JEFFERIES GROUP |
2,000,000 |
2,000,000 |
0 |
0.23% |
$8.57K |
| EPR PROPERTIES |
2,000,000 |
2,000,000 |
0 |
0.23% |
-$1.36K |
| AUTOSTRADE PER LITALIA SPA 1.875% 09/26/2029 REGS |
1,740,000 |
1,740,000 |
0 |
0.23% |
$50.38K |
| WESTLAKE CORP /EUR/ REGD 1.62500000 |
1,727,000 |
1,727,000 |
0 |
0.23% |
$58.22K |
| HARLEY DAVIDSON FINANCIAL SERVICES INC |
1,600,000 |
1,600,000 |
0 |
0.23% |
$49.35K |
| WARNERMEDIA HOLDINGS INC SR UNSEC 4.054% 03-15-29 |
2,000,000 |
2,000,000 |
0 |
0.23% |
-$1.99K |
| BOARDWALK PIPELI |
1,926,000 |
1,926,000 |
0 |
0.23% |
-$6.77K |
| CVS HEALTH CORP |
1,860,000 |
1,860,000 |
0 |
0.22% |
-$1.88K |
| ADVANCE AUTO PARTS REGD 1.75000000 |
2,000,000 |
2,000,000 |
0 |
0.22% |
$31.36K |
| GLENCORE CAPITAL FINANCE DAC |
1,700,000 |
1,700,000 |
0 |
0.22% |
$56.70K |
| BUCKEYE PARTNERS MLP 4.5% 03/01/2028 144A |
1,900,000 |
1,900,000 |
0 |
0.22% |
$11.07K |
| CK HUTCHISON EUROPE FINANCE 21 LTD |
1,700,000 |
1,700,000 |
0 |
0.22% |
$59.29K |
| ENERGY TRANS |
1,800,000 |
1,800,000 |
0 |
0.22% |
$1.34K |
| STELLANTIS NV |
1,500,000 |
1,500,000 |
0 |
0.22% |
$42.80K |
| WELLS FARGO CO |
2,500,000 |
2,500,000 |
0 |
0.21% |
$53.11K |
| BP CAP MKY BV |
1,500,000 |
1,500,000 |
0 |
0.21% |
$37.99K |
| SECURITAS TREASURY IRELAND DAC |
1,481,000 |
1,481,000 |
0 |
0.21% |
$48.28K |
| ING Bank Australia Ltd. |
2,500,000 |
2,500,000 |
0 |
0.20% |
$107.31K |
| STLA 5.75 03/18/30 144A |
1,700,000 |
1,700,000 |
0 |
0.20% |
$10.12K |
| MACQUARIE GROUP LTD |
1,370,000 |
1,370,000 |
0 |
0.20% |
$38.49K |
| GRAND CITY PROPERTIES SA |
1,400,000 |
1,400,000 |
0 |
0.20% |
$43.91K |
| JOHN DEERE CAPITAL CORP SR UNSECURED 03/28 VAR |
1,700,000 |
1,700,000 |
0 |
0.20% |
$5.06K |
| JCDECAUX SE |
1,500,000 |
1,500,000 |
0 |
0.20% |
$47.80K |
| NATWEST MARKETS PLC |
1,400,000 |
1,400,000 |
0 |
0.20% |
$42.63K |
| SIXT SE |
1,400,000 |
1,400,000 |
0 |
0.20% |
$44.21K |
| INMOBILIARIA COLONIAL SOCIMI SA |
1,400,000 |
1,400,000 |
0 |
0.19% |
$44.19K |
| HELMERICH & PAYN |
1,630,000 |
1,630,000 |
0 |
0.19% |
$20.30K |
| E.ON SE |
1,340,000 |
1,340,000 |
0 |
0.19% |
$31.03K |
| GLOBAL PAY INC |
1,600,000 |
1,600,000 |
0 |
0.19% |
$13.65K |
| APA INFRASTRUCTURE LTD 2% 07/15/2030 REGS |
1,400,000 |
1,400,000 |
0 |
0.18% |
$37.31K |
| NYKREDIT REALKREDIT AS |
1,300,000 |
1,300,000 |
0 |
0.18% |
$37.40K |
| Infineon Technologies AG |
1,300,000 |
1,300,000 |
0 |
0.18% |
$36.08K |
| Swedbank AB |
1,500,000 |
1,500,000 |
0 |
0.18% |
$4.04K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA |
1,500,000 |
1,500,000 |
0 |
0.18% |
$1.48K |
| KEURIG DR PEPPER INC REGD V/R 5.02405700 |
1,500,000 |
1,500,000 |
0 |
0.18% |
$17 |
| NSANY 2 03/09/26 |
1,500,000 |
1,500,000 |
0 |
0.17% |
$12.34K |
| KERING SA |
1,300,000 |
1,300,000 |
0 |
0.17% |
$45.33K |
| NATIONAL BANK OF CANADA |
1,200,000 |
1,200,000 |
0 |
0.17% |
$33.54K |
| EUROGRID GMBH |
1,200,000 |
1,200,000 |
0 |
0.17% |
$33.54K |
| SoftBank Group Corp. |
1,200,000 |
1,200,000 |
0 |
0.17% |
$24.65K |
| HP ENTERPRISE |
1,464,000 |
1,464,000 |
0 |
0.17% |
$10.46K |
| Emerson Electric Co. |
1,260,000 |
1,260,000 |
0 |
0.17% |
$35.72K |
| TELUS Corp. |
2,000,000 |
2,000,000 |
0 |
0.17% |
$40.47K |
| NTT FIN. CORP FRN |
1,400,000 |
1,400,000 |
0 |
0.16% |
-$235 |
| CANADIAN IMPERIAL BK OF COMM 3.807% 07/09/2029 REGS |
1,151,000 |
1,151,000 |
0 |
0.16% |
$33.32K |
| Medtronic, Inc. |
1,150,000 |
1,150,000 |
0 |
0.16% |
$31.60K |
| INTEL CORP |
1,360,000 |
1,360,000 |
0 |
0.16% |
-$2.19K |
| RCI BANQUE S A 4.875% 10/02/2029 REGS |
1,100,000 |
1,100,000 |
0 |
0.16% |
$41.39K |
| AT&T, Inc. |
1,157,000 |
1,157,000 |
0 |
0.16% |
$33.36K |
| CITIGROUP INC |
1,200,000 |
1,200,000 |
0 |
0.16% |
$36.80K |
| TELE2 AB MTN 3.750000% 11/22/2029 |
1,090,000 |
1,090,000 |
0 |
0.15% |
$26.28K |
| FMC CORP |
1,462,000 |
1,462,000 |
0 |
0.15% |
-$49.66K |
| ICADE |
1,200,000 |
1,200,000 |
0 |
0.15% |
$46.22K |
| CONSOLIDATED EDISON CO OF NY FRN SOFRINDX+52 11/18/2027 |
1,300,000 |
1,300,000 |
0 |
0.15% |
$2.03K |
| MIZUHO FINL GROUP INC 0.797% 04/15/2030 REGS |
1,200,000 |
1,200,000 |
0 |
0.15% |
$38.85K |
| Mizuho Bank Ltd. |
1,850,000 |
1,850,000 |
0 |
0.15% |
$77.22K |
| CATERPILLAR FINL SVCS CORP FRN SOFR+52 05/14/2027 |
1,274,000 |
1,274,000 |
0 |
0.15% |
$3.06K |
| Mizuho Bank Ltd. |
1,830,000 |
1,830,000 |
0 |
0.15% |
$78.26K |
| WPP FINANCE 2013 |
1,067,000 |
1,067,000 |
0 |
0.15% |
$25.05K |
| VAR ENERGI ASA |
1,010,000 |
1,010,000 |
0 |
0.15% |
$26.68K |
| SWEDBANK AB 3.25% 09/24/2029 REGS |
1,060,000 |
1,060,000 |
0 |
0.15% |
$30.20K |
| JDE PEET'S NV |
1,010,000 |
1,010,000 |
0 |
0.15% |
$31.45K |
| DSV FINANCE BV |
1,100,000 |
1,100,000 |
0 |
0.14% |
$34.71K |
| RCI Banque SA |
1,000,000 |
1,000,000 |
0 |
0.14% |
$37.36K |
| LEGGETT & PLATT |
1,221,000 |
1,221,000 |
0 |
0.14% |
$7.35K |
| CATERPILLAR FINL SVCS CORP FRN SOFR+52 03/03/2028 |
1,200,000 |
1,200,000 |
0 |
0.14% |
$1.15K |
| CORPORATE OFFICE |
1,200,000 |
1,200,000 |
0 |
0.14% |
$9.38K |
| ERSTE GROUP BANK AG (UNGTD) 0.25% 09/14/2029 REGS |
1,100,000 |
1,100,000 |
0 |
0.14% |
$34.60K |
| Enexis Holding NV |
1,000,000 |
1,000,000 |
0 |
0.14% |
$36.54K |
| EXPEDIA GRP INC |
1,166,000 |
1,166,000 |
0 |
0.14% |
-$82 |
| KLEPIERRE SA |
1,000,000 |
1,000,000 |
0 |
0.14% |
$36.33K |
| ROCKIES EXPRESS PIPELINE SR UNSECURED 144A 07/29 4.95 |
1,150,000 |
1,150,000 |
0 |
0.13% |
$6.31K |
| Capital One Financial Corp. |
1,005,000 |
1,005,000 |
0 |
0.13% |
$26.47K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA |
900,000 |
900,000 |
0 |
0.13% |
$25.41K |
| RECKITT BENCKISER TREASURY SERVICES PLC |
880,000 |
880,000 |
0 |
0.13% |
$26.49K |
| NATIONWIDE BUILDING SOC(UNGTD) 3% 03/03/2030 REGS |
900,000 |
900,000 |
0 |
0.12% |
$25.69K |
| AT&T INC |
970,000 |
970,000 |
0 |
0.12% |
$29.49K |
| ING Bank Australia Ltd. |
1,500,000 |
1,500,000 |
0 |
0.12% |
$62.73K |
| EIX 6.25 03/15/30 |
1,000,000 |
1,000,000 |
0 |
0.12% |
$10.96K |
| HEALTHCARE RLTY |
1,100,000 |
1,100,000 |
0 |
0.12% |
$4.39K |
| SLM CORP SR UNSECURED 01/30 6.5 |
1,000,000 |
1,000,000 |
0 |
0.12% |
-$4.96K |
| SOFTBANK GROUP CORP |
1,000,000 |
1,000,000 |
0 |
0.12% |
-$15.78K |
| MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/28 VAR |
1,000,000 |
1,000,000 |
0 |
0.12% |
$1.55K |
| FORD MOTOR CRED |
1,000,000 |
1,000,000 |
0 |
0.12% |
-$4.17K |
| Newell Brands Inc. |
1,000,000 |
1,000,000 |
0 |
0.12% |
$23.11K |
| UBS Group AG |
1,000,000 |
1,000,000 |
0 |
0.12% |
$556 |
| SEALED AIR CORP REGD 144A P/P 4.00000000 |
1,000,000 |
1,000,000 |
0 |
0.12% |
$10.74K |
| ABN AMRO BANK NV 0.5% 09/23/2029 REGS |
900,000 |
900,000 |
0 |
0.11% |
$29.50K |
| LAS VEGAS SANDS |
1,000,000 |
1,000,000 |
0 |
0.11% |
$3.68K |
| Deutsche Lufthansa AG |
800,000 |
800,000 |
0 |
0.11% |
$23.69K |
| NATIONWIDE BUILDING SOCIETY |
800,000 |
800,000 |
0 |
0.11% |
$24.52K |
| CARLSBERG BREWERIES A S |
800,000 |
800,000 |
0 |
0.11% |
$23.17K |
| SWEDBANK AB |
800,000 |
800,000 |
0 |
0.11% |
$25.04K |
| KILROY REALTY LP |
1,000,000 |
1,000,000 |
0 |
0.11% |
$10.50K |
| TMHC 5.75 01/15/28 144A |
900,000 |
900,000 |
0 |
0.11% |
$4.05K |
| TELSTRA GROUP LTD 1.375% 03/26/2029 REGS |
800,000 |
800,000 |
0 |
0.11% |
$23.10K |
| CREDIT MUTUEL ARKEA SA |
800,000 |
800,000 |
0 |
0.10% |
$26.46K |
| Kellanova |
800,000 |
800,000 |
0 |
0.10% |
$26.28K |
| BPCE SA |
800,000 |
800,000 |
0 |
0.10% |
$25.90K |
| DAIMLER TRUCK INTERNATIONAL FINANCE BV |
700,000 |
700,000 |
0 |
0.10% |
$18.69K |
| KEYCORP |
900,000 |
900,000 |
0 |
0.10% |
$7.85K |
| ENBW INTERNATIONAL FINANCE BV |
700,000 |
700,000 |
0 |
0.10% |
$22.31K |
| CROWN AMERICAS LLC REGD 5.25000000 |
810,000 |
810,000 |
0 |
0.10% |
$3.96K |
| Verizon Communications, Inc. |
711,000 |
711,000 |
0 |
0.10% |
$20.76K |
| HAT HOLDINGS I LLC/HAT REGD 144A P/P 8.00000000 |
783,000 |
783,000 |
0 |
0.09% |
-$1.36K |
| WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/29 4.5 |
800,000 |
800,000 |
0 |
0.09% |
$1.71K |
| CNH Industrial Finance Europe SA |
690,000 |
690,000 |
0 |
0.09% |
$19.43K |
| Ren Finance BV |
700,000 |
700,000 |
0 |
0.09% |
$23.19K |
| PRAEMIA HEALTHCR |
700,000 |
700,000 |
0 |
0.09% |
$19.84K |
| BANQUE FEDERATIVE DU CREDIT MUTUEL SA |
750,000 |
750,000 |
0 |
0.09% |
$257 |
| Booking Holdings, Inc. |
600,000 |
600,000 |
0 |
0.09% |
$16.54K |
| NORDEA BANK ABP FRN SOFR+102 09/10/2029 144A |
722,000 |
722,000 |
0 |
0.09% |
$71 |
| AMER MED SYST EU |
600,000 |
600,000 |
0 |
0.08% |
$18.24K |
| FEDERATION DES CAISSES DESJARDINS DU QUEBEC |
600,000 |
600,000 |
0 |
0.08% |
$17.12K |
| ORACLE CORP VARIABLE RATE 08/03/2028 |
710,000 |
710,000 |
0 |
0.08% |
-$15.23K |
| GLENLN 1.625 04/27/26 144A |
700,000 |
700,000 |
0 |
0.08% |
$4.94K |
| WESTERN DIGITAL |
652,000 |
652,000 |
0 |
0.08% |
$82 |
| NTT FINANCE CORP |
600,000 |
600,000 |
0 |
0.07% |
$19.77K |
| RADIAN GROUP INC |
600,000 |
600,000 |
0 |
0.07% |
$3.04K |
| PVH Corp. |
500,000 |
500,000 |
0 |
0.07% |
$14.14K |
| BPCE SA 3.875% 01/11/2029 REGS |
500,000 |
500,000 |
0 |
0.07% |
$15.84K |
| SANDOZ FINANCE BV |
508,000 |
508,000 |
0 |
0.07% |
$14.03K |
| GENUINE PARTS CO |
600,000 |
600,000 |
0 |
0.07% |
$2.92K |
| NYKREDIT REALKREDIT AS |
500,000 |
500,000 |
0 |
0.07% |
$13.90K |
| SWISS LIFE FIN I |
500,000 |
500,000 |
0 |
0.07% |
$14.40K |
| AMPRION GMBH 3.125% 08/27/2030 REGS |
500,000 |
500,000 |
0 |
0.07% |
$12.27K |
| Macquarie Group Ltd. |
500,000 |
500,000 |
0 |
0.07% |
$19.18K |
| American Tower Corp. |
510,000 |
510,000 |
0 |
0.07% |
$18.39K |
| TORONTO DOMINION BANK THE |
800,000 |
800,000 |
0 |
0.07% |
$34.55K |
| Sumitomo Mitsui Banking Corp. |
800,000 |
800,000 |
0 |
0.07% |
$33.69K |
| STEDIN HOLDING NV |
500,000 |
500,000 |
0 |
0.06% |
$16.60K |
| PENSKE TRUCK LE |
510,000 |
510,000 |
0 |
0.06% |
-$782 |
| ARES CAPITAL COR |
500,000 |
500,000 |
0 |
0.06% |
$739 |
| Banque Federative du Credit Mutuel SA |
500,000 |
500,000 |
0 |
0.06% |
-$909 |
| ALLY FINANCIAL |
530,000 |
530,000 |
0 |
0.06% |
$7.60K |
| MCDONALD'S CORP EUR REG S SR UNSEC 4.0% 03-07-30 |
400,000 |
400,000 |
0 |
0.06% |
$10.49K |
| CARGILL INC /EUR/ REGD REG S |
400,000 |
400,000 |
0 |
0.06% |
$9.86K |
| American Tower Corp. |
400,000 |
400,000 |
0 |
0.06% |
$10.53K |
| ENGIE SA |
400,000 |
400,000 |
0 |
0.06% |
$11.95K |
| AEROPORTS DE PARIS SA |
400,000 |
400,000 |
0 |
0.05% |
$13.33K |
| General Electric Co. |
410,000 |
410,000 |
0 |
0.05% |
$10.83K |
| BG ENERGY CAPITAL PLC |
400,000 |
400,000 |
0 |
0.05% |
$11.66K |
| FORTESCUE TREASURY PTY LTD COMPANY GUAR 144A 04/30 5.875 |
445,000 |
445,000 |
0 |
0.05% |
-$1.25K |
| SVENSKA HNDLSBKN |
400,000 |
400,000 |
0 |
0.05% |
$13.26K |
| GLAXOSMITHKLINE CAPITAL PLC |
400,000 |
400,000 |
0 |
0.05% |
$12.12K |
| AMERICAN EXPRESS CO SR UNSECURED 11/26 VAR |
426,000 |
426,000 |
0 |
0.05% |
-$527 |
| DCP MIDSTREAM OP |
400,000 |
400,000 |
0 |
0.05% |
$749 |
| GELF Bond Issuer I SA |
360,000 |
360,000 |
0 |
0.05% |
$10.76K |
| Advance Auto Parts, Inc. |
380,000 |
380,000 |
0 |
0.05% |
$4.32K |
| SSE PLC |
320,000 |
320,000 |
0 |
0.04% |
$8.60K |
| AMERICAN TOWER |
400,000 |
400,000 |
0 |
0.04% |
$2.24K |
| BANCO BILBAO VIZCAYA ARGENTARIA SA |
300,000 |
300,000 |
0 |
0.04% |
$8.98K |
| CADENT FINANCE PLC 4.25% 07/05/2029 REGS |
300,000 |
300,000 |
0 |
0.04% |
$7.98K |
| BNP PARIBAS SA |
300,000 |
300,000 |
0 |
0.04% |
$9.96K |
| PROLOGIS EURO FINANCE LLC EUR SR UNSEC 3.875% 01-31-30 |
290,000 |
290,000 |
0 |
0.04% |
$8.29K |
| MCDONALD'S CORP |
300,000 |
300,000 |
0 |
0.04% |
$8.68K |
| DSV FINANCE BV |
290,000 |
290,000 |
0 |
0.04% |
$8.60K |
| FINGRID OYJ |
280,000 |
280,000 |
0 |
0.04% |
$8.03K |
| KBC GROUP NV |
300,000 |
300,000 |
0 |
0.04% |
$9.99K |
| ROYAL BANK OF CANADA FRN SOFRINDX+95 01/19/2027 |
326,000 |
326,000 |
0 |
0.04% |
-$134 |
| VOLVO TREASURY AB |
240,000 |
240,000 |
0 |
0.03% |
$7.35K |
| SKANDINAVISKA ENSKILDA BANKEN AB |
260,000 |
260,000 |
0 |
0.03% |
$8.71K |
| CROWN CASTLE INC |
250,000 |
250,000 |
0 |
0.03% |
-$212 |
| CROWN CASTLE INC |
250,000 |
250,000 |
0 |
0.03% |
$681 |
| BOSTON PROP LP |
252,000 |
252,000 |
0 |
0.03% |
$1.38K |
| Nissan Motor Acceptance Co. LLC |
250,000 |
250,000 |
0 |
0.03% |
$2.60K |
| CVS HEALTH CORP |
250,000 |
250,000 |
0 |
0.03% |
$1.20K |
| WELLS FARGO CO |
220,000 |
220,000 |
0 |
0.03% |
$6.59K |
| EATON CAPITAL UNLTD CO |
210,000 |
210,000 |
0 |
0.03% |
$6.83K |
| BHP BILLITON FINANCE LTD MTN 1.500000% 04/29/2030 |
200,000 |
200,000 |
0 |
0.03% |
$6.56K |
| Fresenius Medical Care AG |
197,000 |
197,000 |
0 |
0.03% |
$5.59K |