0001752724-22-020363.txt : 20220131
0001752724-22-020363.hdr.sgml : 20220131
20220131161958
ACCESSION NUMBER: 0001752724-22-020363
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211130
FILED AS OF DATE: 20220131
PERIOD START: 20211130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD WELLINGTON FUND
CENTRAL INDEX KEY: 0000105563
IRS NUMBER: 510071687
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00121
FILM NUMBER: 22574256
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD/WELLINGTON FUND INC
DATE OF NAME CHANGE: 19940608
FORMER COMPANY:
FORMER CONFORMED NAME: WELLINGTON FUND INC
DATE OF NAME CHANGE: 19920703
0000105563
S000004406
VANGUARD WELLINGTON FUND
C000012163
Investor Shares
VWELX
C000012164
Admiral Shares
VWENX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000105563
XXXXXXXX
S000004406
C000012164
C000012163
VANGUARD WELLINGTON FUND
811-00121
0000105563
549300X1E8M3H6XRMS84
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD WELLINGTON FUND
S000004406
E3QB1G8NW83S4GO70B86
2021-11-30
2021-11-30
N
124214689530.55
359288079.29
123855401451.26
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
196230807.73000000
0.00000000
0.00000000
93762804.78000000
CAD
USD
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353REF1
18195000.00000000
PA
USD
19337126.35000000
0.015612662930
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABY0
9460000.00000000
PA
USD
9414713.56000000
0.007601375030
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH
072024WS7
14455000.00000000
PA
USD
15232556.13000000
0.012298661141
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AQ9
22605000.00000000
PA
USD
30929771.61000000
0.024972485049
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX HWY-TXB-B
66285WFB7
11035000.00000000
PA
USD
18952292.49000000
0.015301950716
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAK6
16810000.00000000
PA
USD
17766348.13000000
0.014344427390
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAY3
34305000.00000000
PA
USD
34016821.88000000
0.027464948223
Long
DBT
CORP
FR
Y
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd
5493006GGLR4BTEL8O61
SUMITOMO TR&BK
86563VAU3
58195000.00000000
PA
USD
57846928.72000000
0.046705212725
Long
DBT
CORP
JP
Y
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FQ1
22530000.00000000
PA
USD
28359502.32000000
0.022897267287
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYG3
97685000.00000000
PA
USD
95661667.20000000
0.077236572712
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54200000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAB9
56790000.00000000
PA
USD
55934984.53000000
0.045161522125
Long
DBT
CORP
GB
Y
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAC7
22830000.00000000
PA
USD
25774782.11000000
0.020810381951
Long
DBT
CORP
US
Y
2
2049-09-23
Fixed
3.80000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743756AE8
11805000.00000000
PA
USD
14209084.00000000
0.011472316777
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
3.93000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NF4
19370000.00000000
PA
USD
19268888.21000000
0.015557567925
Long
DBT
CORP
US
N
2
2042-11-03
Variable
2.90400000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBN1
35925000.00000000
PA
USD
37179330.00000000
0.030018335546
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AP0
41565000.00000000
PA
USD
44222524.78000000
0.035704962611
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CR9
29570000.00000000
PA
USD
30271743.71000000
0.024441197844
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CV7
30885000.00000000
PA
USD
32690105.64000000
0.026393766648
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BS4
13468000.00000000
PA
USD
14422835.54000000
0.011644898301
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AE5
41220000.00000000
PA
USD
42020117.71000000
0.033926754277
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RG34
8175000.00000000
PA
USD
8254474.08000000
0.006664605647
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.51400000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ8913
3138MQ3X9
141319.02000000
PA
USD
146824.99000000
0.000118545487
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
Wisconsin Public Service Corp
549300BJRHJVYNUMQZ30
WISC PUB SERVICE
976843AZ5
45000000.00000000
PA
USD
55278501.30000000
0.044631482076
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.08000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PBB8
21754000.00000000
PA
USD
24749821.87000000
0.019982836097
Long
DBT
CORP
NL
Y
2
2028-06-21
Fixed
4.37500000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NY ST THRUWAY AUTH-M
650009S53
16730000.00000000
PA
USD
17896119.48000000
0.014449203886
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
Barings CLO Ltd 2020-IV
549300Q89L7I93JSRH83
BABSN 2020-4A B
06762BAE0
13600000.00000000
PA
USD
13601523.20000000
0.010981776362
Long
ABS-MBS
CORP
KY
Y
2
2032-01-20
Floating
1.68150000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GBY4
23660000.00000000
PA
USD
25648178.90000000
0.020708163390
Long
DBT
CORP
US
Y
2
2026-12-18
Fixed
3.45000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RBL2
5745000.00000000
PA
USD
6637780.58000000
0.005359298425
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
11274218.00000000
NS
USD
1093711888.18000000
0.883055462551
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEA9
42545000.00000000
PA
USD
41911038.23000000
0.033838684255
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.79000000
N
N
N
N
N
N
Towd Point Mortgage Trust 2016-3
N/A
TPMT 2016-3 A1
89172YAA8
125250.49150000
PA
USD
125374.08000000
0.000101226170
Long
ABS-CBDO
CORP
US
Y
2
2056-04-25
Variable
2.25000000
N
N
N
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
GUARDIAN LIFE
40139LBD4
6735000.00000000
PA
USD
6665127.81000000
0.005381378391
Long
DBT
CORP
US
Y
2
2026-05-13
Fixed
1.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAU5
6000000.00000000
PA
USD
7591282.68000000
0.006129149468
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CW7
9325000.00000000
PA
USD
11397883.16000000
0.009202572537
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
953000.00000000
PA
USD
1072520.51000000
0.000865945689
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDY5
8505000.00000000
PA
USD
8561178.50000000
0.006912236688
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAH9
12135000.00000000
PA
USD
12182453.55000000
0.009836029278
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJB7
64150000.00000000
PA
USD
63824963.50000000
0.051531836926
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FG3
36735000.00000000
PA
USD
44517777.75000000
0.035943347830
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
Ooredoo International Finance Ltd
549300BHXCDJ03WU7N77
OOREDOO INTL FIN
74735KAA0
23430000.00000000
PA
USD
23524471.87000000
0.018993496928
Long
DBT
CORP
BM
Y
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SY5
1154810000.00000000
PA
USD
1229511771.88000000
0.992699355436
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACA1
24985000.00000000
PA
USD
24595929.83000000
0.019858584722
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Enterprise Fleet Financing 2019-2 LLC
N/A
EFF 2019-2 A2
29374DAB4
12473649.26000000
PA
USD
12585895.89000000
0.010161765851
Long
ABS-CBDO
CORP
US
Y
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGP9
32170000.00000000
PA
USD
34480805.20000000
0.027839565167
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCQ3
9595000.00000000
PA
USD
11961085.93000000
0.009657298583
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AL4
17000000.00000000
PA
USD
20151919.85000000
0.016270521603
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FM5
24430000.00000000
PA
USD
27721170.76000000
0.022381882772
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCN9
98000000.00000000
PA
USD
97464057.60000000
0.078691810335
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.12500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HNJ5
13420000.00000000
PA
USD
14994037.03000000
0.012106082459
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.25000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687EV4
2358000.00000000
PA
USD
3034431.37000000
0.002449979035
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCG4
10339000.00000000
PA
USD
12327202.11000000
0.009952898271
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175CE2
24235000.00000000
PA
USD
23454144.18000000
0.018936714834
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BA1734
3140E54U5
9571.19000000
PA
USD
10218.51000000
0.000008250354
Long
ABS-MBS
USGSE
US
N
2
2045-11-01
Fixed
3.50000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
867229AD8
20700000.00000000
PA
USD
27053037.83000000
0.021842436836
Long
DBT
CORP
CA
N
2
2034-12-01
Fixed
5.95000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZC7
198905000.00000000
PA
USD
200210314.06000000
0.161648431730
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.12500000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
BELL 2021-1A A2II
87342RAH7
36015000.00000000
PA
USD
35686723.28000000
0.028813215137
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
MASS MUTUAL LIFE
575767AR9
30000000.00000000
PA
USD
30384491.70000000
0.024532229796
Long
DBT
CORP
US
Y
2
2061-12-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAP3
56905000.00000000
PA
USD
62009485.48000000
0.050066032448
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BL7
16610000.00000000
PA
USD
17333538.74000000
0.013994980062
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKA9
8341000.00000000
PA
USD
8655254.01000000
0.006988192608
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Novartis AG
5493007HIVTX6SY6XD66
NOVARTIS AG-REG
H5820Q150
12852161.00000000
NS
1024391089.53000000
0.827086326092
Long
EC
CORP
CH
N
2
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FK9
5565000.00000000
PA
USD
6036595.52000000
0.004873905739
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
Indiana University Health Inc Obligated Group
N/A
INDIANA UNIV
455170AB6
12370000.00000000
PA
USD
12750728.44000000
0.010294850519
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.85200000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB6192
31417C3A1
4416.67000000
PA
USD
4598.41000000
0.000003712724
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
ROYAL DUTCH SH-A
N/A
2607900.00000000
NS
54555636.61000000
0.044047846093
Long
EC
CORP
DE
N
2
N
N
N
Southwest Gas Corp
OQQR1IQTGBKH0UR88X59
SOUTHWEST GAS
845011AC9
6310000.00000000
PA
USD
6231780.10000000
0.005031496428
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
N
OHA Credit Funding 3 LTD
N/A
OAKC 2019-3A AR
67112RAS3
43800000.00000000
PA
USD
43775945.04000000
0.035344397197
Long
ABS-MBS
CORP
KY
Y
2
2035-07-02
Floating
1.27150000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
53079EBE3
3160000.00000000
PA
USD
3315819.38000000
0.002677169781
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CM9
27495000.00000000
PA
USD
27650760.27000000
0.022325033826
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CB6
7855000.00000000
PA
USD
8706315.79000000
0.007029419539
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
SSM Health Care Corp
5493000QP6H63JFPC580
SSM HEALTH CARE
784710AA3
34910000.00000000
PA
USD
38560278.62000000
0.031133303972
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.82300000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
TOLEDO HOSPITAL
889184AD9
18440000.00000000
PA
USD
21774097.12000000
0.017580256383
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLL AUTH-TXBL
66285WE51
9145000.00000000
PA
USD
9420226.09000000
0.007605825809
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.01100000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCJ3
42085000.00000000
PA
USD
41602415.93000000
0.033589504730
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAG3
16695000.00000000
PA
USD
17665576.51000000
0.014263065076
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.40000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BX1
7150000.00000000
PA
USD
6755658.91000000
0.005454472579
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449W7M3
26755000.00000000
PA
USD
26192504.49000000
0.021147648130
Long
DBT
CORP
US
Y
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NY ST URBAN DEV-B
6500354S4
28840000.00000000
PA
USD
28999863.00000000
0.023414290099
Long
DBT
MUN
US
N
2
2022-03-15
Fixed
2.10000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
853254CB4
6465000.00000000
PA
USD
6419241.83000000
0.005182851740
Long
DBT
CORP
GB
Y
2
2025-03-23
Variable
1.21400000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
12373565.00000000
NS
USD
1788970027.70000000
1.444402106600
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGR4
37950000.00000000
PA
USD
40790361.30000000
0.032933857403
Long
DBT
CORP
US
N
2
2028-07-21
Variable
3.59300000
N
N
N
N
N
N
CIFC Funding 2018-I Ltd
635400VBVF8AYJQBI411
CIFC 2018-1A A
12551RAA6
12000000.00000000
PA
USD
11996524.80000000
0.009685911683
Long
ABS-MBS
CORP
KY
Y
2
2031-04-18
Floating
1.12220000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCW9
175000000.00000000
PA
USD
171855460.00000000
0.138754917416
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2D5
60670000.00000000
PA
USD
63961044.76000000
0.051641708000
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.37500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578AAN8
50000000.00000000
PA
USD
51691064.00000000
0.041735009853
Long
DBT
CORP
FR
Y
2
2029-10-01
Fixed
2.70000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBH1
22028000.00000000
PA
USD
26025468.08000000
0.021012784081
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761J3R8
11435000.00000000
PA
USD
12096340.71000000
0.009766502363
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAF4
28220000.00000000
PA
USD
27803352.30000000
0.022448235582
Long
DBT
CORP
US
Y
2
2028-03-08
Fixed
1.80000000
N
N
N
N
N
N
Shackleton 2021-XVI Clo Ltd
549300OH4RL7RZQLLL91
SHACK 2021-16A A
81883JAA8
24870000.00000000
PA
USD
24874421.89000000
0.020083437297
Long
ABS-MBS
CORP
KY
Y
2
2034-10-20
Floating
1.33440000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAZ1
14935000.00000000
PA
USD
15870776.62000000
0.012813955979
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.12000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAT2
30403000.00000000
PA
USD
37290492.58000000
0.030108087449
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2F9
60555000.00000000
PA
USD
64010173.83000000
0.051681374473
Long
DBT
CORP
US
N
2
2027-06-17
Variable
3.19600000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAV6
13275000.00000000
PA
USD
13718271.10000000
0.011076037814
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BS0344
3140LAL29
20592100.13000000
PA
USD
20191509.65000000
0.016302486135
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.77000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409V104
1815068.00000000
NS
USD
827180939.64000000
0.667860206295
Long
EC
CORP
US
N
1
N
N
N
Utility Debt Securitization Authority
N/A
UTIL DEBT SEC-T-TXB
91802RAW9
7129000.00000000
PA
USD
7288488.56000000
0.005884675577
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
3.43500000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
SKY LTD
111013AL2
45046000.00000000
PA
USD
48148483.79000000
0.038874754936
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
Bristol Park CLO LTD
549300XRS6MFERKEPO61
BRIST 2016-1A BR
11014PAL9
10000000.00000000
PA
USD
10000806.00000000
0.008074582039
Long
ABS-MBS
CORP
KY
Y
2
2029-04-15
Floating
1.57380000
N
N
N
N
N
N
Piedmont Healthcare Inc
N/A
PIEDMONT HLTH
72014TAC3
8825000.00000000
PA
USD
8615814.32000000
0.006956349274
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04400000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
CBS CORP
124857AX1
15190000.00000000
PA
USD
16581706.74000000
0.013387956072
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
3.70000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY
74730DAE3
23200000.00000000
PA
USD
23329185.72000000
0.018835824232
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
Chubb Corp/The
N/A
CHUBB CORP
171232AQ4
50000000.00000000
PA
USD
71904974.50000000
0.058055582281
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDU3
23160000.00000000
PA
USD
26800211.91000000
0.021638306925
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.70000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJM3
16100000.00000000
PA
USD
22329444.84000000
0.018028640316
Long
DBT
CORP
US
N
2
2043-08-16
Fixed
5.62500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114BX5
12500000.00000000
PA
USD
16490326.50000000
0.013314176294
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.90000000
N
N
N
N
N
N
City of Atlanta GA Water & Wastewater Revenue
N/A
ATLANTA-TXBL-REF-REV
047870SN1
1230000.00000000
PA
USD
1249645.44000000
0.001008955140
Long
DBT
MUN
US
N
2
2035-11-01
Fixed
2.25700000
N
N
N
N
N
N
Rivian Automotive Inc
N/A
RIVIAN AUTOMOT-A
76954A103
354769.00000000
NS
USD
42487135.44000000
0.034303821183
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AV5
16075000.00000000
PA
USD
15999385.93000000
0.012917794252
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
RR 16 Ltd
549300FLUOZC8QYYKL96
RRAM 2021-16A A1
74971CAA1
26720000.00000000
PA
USD
26674073.66000000
0.021536463769
Long
ABS-MBS
CORP
KY
Y
2
2036-07-15
Floating
1.23380000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB68
4645000.00000000
PA
USD
4786283.71000000
0.003864412576
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.29300000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDR2
85963000.00000000
PA
USD
107913287.57000000
0.087128446806
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CD0
36890000.00000000
PA
USD
44085066.92000000
0.035593980079
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAJ9
39700000.00000000
PA
USD
50415622.72000000
0.040705227329
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAE5
28400000.00000000
PA
USD
29182873.83000000
0.023562051786
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
DASNY -REV - F
64990FRB2
21260000.00000000
PA
USD
22875568.66000000
0.018469576935
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
Louisville and Jefferson County Metropolitan Sewer District
5493004O4I11L8BK0A22
LOUISVILLE/JEFFERSON
546589QY1
19000000.00000000
PA
USD
28737444.90000000
0.023202415529
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
6.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BM7
41385000.00000000
PA
USD
53806886.53000000
0.043443310424
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
Mid-Atlantic Interstate Transmission LLC
N/A
MID-ATLANTIC INT
59524QAA3
3170000.00000000
PA
USD
3510830.92000000
0.002834620758
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
Battalion CLO XX Ltd
549300CDYR56PY734566
BATLN 2021-20A B
07134UAG2
16000000.00000000
PA
USD
15886932.80000000
0.012827000368
Long
ABS-MBS
CORP
KY
Y
2
2034-07-15
Floating
1.88820000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4000 GA
3137ALXH7
6343187.88000000
PA
USD
6410187.80000000
0.005175541579
Long
ABS-MBS
USGSE
US
N
2
2031-07-15
Fixed
2.00000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAQ6
5945000.00000000
PA
USD
6288011.70000000
0.005076897435
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BW9
9000000.00000000
PA
USD
11578976.01000000
0.009348785659
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.80000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2017-84 KA
3136AYMB6
4156423.49000000
PA
USD
4303225.87000000
0.003474394995
Long
ABS-MBS
USGSE
US
N
2
2053-04-25
Fixed
3.50000000
N
N
N
N
N
N
Kuwait International Government Bond
N/A
KUWAIT INTL BOND
501499AC1
4255000.00000000
PA
USD
4281880.07000000
0.003457160543
Long
DBT
NUSS
KW
Y
2
2022-03-20
Fixed
2.75000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AS8
51181000.00000000
PA
USD
64079795.30000000
0.051737586370
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAH4
7595000.00000000
PA
USD
7601955.96000000
0.006137767001
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.05000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBJ9
34030000.00000000
PA
USD
33997132.46000000
0.027449051120
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BW9
43925000.00000000
PA
USD
45518067.95000000
0.036750975263
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
3.05000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAV1
750000.00000000
PA
USD
886179.53000000
0.000715495262
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225433AC5
67850000.00000000
PA
USD
72210929.84000000
0.058302608520
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558AZ6
22335000.00000000
PA
USD
23671214.83000000
0.019111976185
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA
913366KB5
15445000.00000000
PA
USD
16328057.06000000
0.013183161064
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.00600000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
904678AW9
35165000.00000000
PA
USD
34352520.41000000
0.027735988909
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200000
N
N
N
N
N
N
British Telecommunications PLC
549300OWFMSO9NYV4H90
BRITISH TELECOMM
11102AAE1
19060000.00000000
PA
USD
19583234.55000000
0.015811369000
Long
DBT
CORP
GB
Y
2
2029-11-08
Fixed
3.25000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JM3
17455000.00000000
PA
USD
20913663.91000000
0.016885548522
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHS1
78120000.00000000
PA
USD
97959825.48000000
0.079092089914
Long
DBT
CORP
US
N
2
2050-03-15
Variable
4.33000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558AW3
26895000.00000000
PA
USD
28327329.00000000
0.022871290769
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
N
American Tower Trust #1
5493004YGM0MQZJOEJ36
AMERICAN TOWER T
03027WAJ1
43000000.00000000
PA
USD
43107048.50000000
0.034804334728
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
3.07000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833100
18428327.00000000
NS
USD
3046202453.10000000
2.459482927192
Long
EC
CORP
US
N
1
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BN8
5500000.00000000
PA
USD
6873806.34000000
0.005549864002
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT2060
3138WPJE5
50199.57000000
PA
USD
52162.73000000
0.000042115829
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2B7
12993000.00000000
PA
USD
13171239.79000000
0.010634368493
Long
DBT
CORP
AU
Y
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
FLORIDA PWR CORP
341099CL1
27055000.00000000
PA
USD
39410956.27000000
0.031820135261
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
6.40000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAC7
14823000.00000000
PA
USD
15879216.42000000
0.012820770215
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAW1
71340000.00000000
PA
USD
68229662.32000000
0.055088160484
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAC7
24615000.00000000
PA
USD
24425881.97000000
0.019721289248
Long
DBT
CORP
GB
Y
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
SoFi Consumer Loan Program 2020-1 Trust
N/A
SCLP 2020-1 A
83407AAA0
3121512.67950000
PA
USD
3136560.87000000
0.002532437692
Long
ABS-CBDO
CORP
US
Y
2
2029-01-25
Fixed
2.02000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AV2
51605000.00000000
PA
USD
62110079.68000000
0.050147251514
Long
DBT
CORP
US
N
2
2046-05-19
Fixed
4.10000000
N
N
N
N
N
N
County of Riverside CA
254900CB5HEOBAVTY629
RIVERSIDE CO-TXBL-REV
76913CBF5
9585000.00000000
PA
USD
10876226.98000000
0.008781390922
Long
DBT
MUN
US
N
2
2038-02-15
Fixed
3.81800000
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764AH3
25330000.00000000
PA
USD
26162653.33000000
0.021123546509
Long
DBT
CORP
US
N
2
2023-06-24
Fixed
3.19100000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFJ4
48895000.00000000
PA
USD
50433307.11000000
0.040719505583
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
3.45000000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
CFII 2018-3A A1
165183BT0
9603256.75000000
PA
USD
9750713.80000000
0.007872659315
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Fixed
3.39000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGE4
10315000.00000000
PA
USD
12646858.52000000
0.010210986660
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-6
N/A
AOMT 2021-6 A1
03465JAA8
30945446.69000000
PA
USD
30724582.85000000
0.024806817054
Long
ABS-MBS
CORP
US
Y
2
2066-09-25
Variable
1.45800000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FY7
50260000.00000000
PA
USD
55387277.42000000
0.044719307168
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAM2
23770000.00000000
PA
USD
23963326.16000000
0.019347824866
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
3.44800000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAA1
29395000.00000000
PA
USD
30456046.33000000
0.024590002513
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCB3
18435000.00000000
PA
USD
22221179.19000000
0.017941227374
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAR4
10000000.00000000
PA
USD
11470997.40000000
0.009261604472
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBD3
36735000.00000000
PA
USD
38013012.85000000
0.030691445350
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.27500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAK8
14000000.00000000
PA
USD
14477625.68000000
0.011689135484
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 782085
36241KJ66
6972.35000000
PA
USD
8125.85000000
0.000006560755
Long
ABS-MBS
USGA
US
N
2
2033-11-15
Fixed
7.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAL5
37859000.00000000
PA
USD
41483425.69000000
0.033493432828
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 782074
36241KJT6
15538.72000000
PA
USD
17409.33000000
0.000014056173
Long
ABS-MBS
USGA
US
N
2
2033-01-15
Fixed
7.00000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22546QAP2
4885000.00000000
PA
USD
5197023.56000000
0.004196041108
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAP6
46290000.00000000
PA
USD
48410694.88000000
0.039086462368
Long
DBT
CORP
DK
Y
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AM0
17585000.00000000
PA
USD
17980605.35000000
0.014517417197
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
State of Oregon Department of Transportation
N/A
OR TRN-TXB-A-SUB LIEN
68607DNL5
25930000.00000000
PA
USD
35392572.67000000
0.028575719956
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.83400000
N
N
N
N
N
N
Trane Technologies PLC
549300BURLR9SLYY2705
TRANE TECHNOLOGI
G8994E103
4632795.00000000
NS
USD
864711186.75000000
0.698161869904
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CE8
2945000.00000000
PA
USD
4033632.30000000
0.003256726999
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
CANADIAN PACER AUTO RECEIVABLES TRUST CPART_18-2
N/A
CPART 2018-2A A3
13646AAD2
57131.76000000
PA
USD
57200.09000000
0.000046182959
Long
ABS-CBDO
CORP
CA
Y
2
2022-12-19
Fixed
3.27000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135106
565954.00000000
NS
USD
1984840294.78000000
1.602546414224
Long
EC
CORP
US
N
1
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JS1
34703000.00000000
PA
USD
41039116.42000000
0.033134700577
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHD4
8681000.00000000
PA
USD
9249374.59000000
0.007467881482
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41900000
N
N
N
N
N
N
Georgetown University/The
549300GCL3B0KVXSX752
GEORGETOWN UNIV
37310PAC5
5405000.00000000
PA
USD
6864909.90000000
0.005542681077
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.31500000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar22
N/A
2686.00000000
NC
USD
2496522.90000000
0.002015675433
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT 5 Year US Treasury Note
2022-03-31
323579681.57000000
USD
2496522.90000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBN5
19885000.00000000
PA
USD
20876475.25000000
0.016855522654
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.10900000
N
N
N
N
N
N
CK Hutchison International 20 Ltd
254900SSPRZHBMNJF043
CK HUTCHISON INT
12564HAB1
22015000.00000000
PA
USD
24585774.55000000
0.019850385418
Long
DBT
CORP
KY
Y
2
2050-05-08
Fixed
3.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDX7
7515000.00000000
PA
USD
7468726.01000000
0.006030198055
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CAB7
245975000.00000000
PA
USD
239287554.69000000
0.193199127277
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAK7
945000.00000000
PA
USD
1360119.32000000
0.001098150992
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBH3
32935000.00000000
PA
USD
33470164.44000000
0.027023580762
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044CS8
10770000.00000000
PA
USD
11241851.58000000
0.009076593711
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.85000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081EV5
5000000.00000000
PA
USD
6810129.15000000
0.005498451476
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.65000000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AB3
45000000.00000000
PA
USD
59871225.60000000
0.048339616115
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.37500000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT
114894ZW1
10370000.00000000
PA
USD
11111619.88000000
0.008971445532
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
3.47700000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAE9
36510000.00000000
PA
USD
37362556.69000000
0.030166271516
Long
DBT
CORP
FR
N
2
2023-01-25
Fixed
2.70000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAG8
40000000.00000000
PA
USD
45656220.40000000
0.036862518602
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BJ2
17700000.00000000
PA
USD
18888259.76000000
0.015250251130
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.12500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAT1
2675000.00000000
PA
USD
3371131.65000000
0.002721828527
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
4.55000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918104
20719810.00000000
NS
USD
6849761987.90000000
5.530450757608
Long
EC
CORP
US
N
1
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FN9
34540000.00000000
PA
USD
35205655.23000000
0.028424804100
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP
00131LAJ4
12460000.00000000
PA
USD
13527516.73000000
0.010922024046
Long
DBT
CORP
HK
Y
2
2030-04-07
Fixed
3.37500000
N
N
N
N
N
N
Cedars-Sinai Health System
N/A
CEDARS-SINAI HLT
15073LAA1
43795000.00000000
PA
USD
44271612.23000000
0.035744595480
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.28800000
N
N
N
N
N
N
Madison Park Funding XIII Ltd
N/A
MDPK 2014-13A AR2
55818MBA4
33025176.01000000
PA
USD
33020357.64000000
0.026660409843
Long
ABS-MBS
CORP
KY
Y
2
2030-04-19
Floating
1.07360000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HLDG
05523UAP5
11010000.00000000
PA
USD
11879495.26000000
0.009591422837
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AE0
4185000.00000000
PA
USD
5162052.62000000
0.004167805811
Long
DBT
CORP
US
Y
2
2043-11-01
Fixed
4.80000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBD9
5565000.00000000
PA
USD
6602011.87000000
0.005330419014
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH
512807108
608990.00000000
NS
USD
414021851.50000000
0.334278397751
Long
EC
CORP
US
N
1
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II
07274NAJ2
46665000.00000000
PA
USD
50850077.73000000
0.041056003318
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBE2
18665000.00000000
PA
USD
22676450.26000000
0.018308810107
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO TRANSIT SER B
167725AF7
57835000.00000000
PA
USD
83248491.34000000
0.067214259826
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Delmarva Power & Light Co
NJ98T8DDD027ZFXUDB24
DELMARVA PR & LT
247109BS9
11816000.00000000
PA
USD
12356384.44000000
0.009976459884
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.50000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315103
12627007.00000000
NS
USD
1173554030.58000000
0.947519459651
Long
EC
CORP
US
N
1
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAX6
42835000.00000000
PA
USD
42275321.32000000
0.034132803918
Long
DBT
CORP
AU
Y
2
2028-04-14
Variable
1.93500000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Mar22
N/A
1779.00000000
NC
USD
4541742.53000000
0.003666971707
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Ultra 10-Year US Treasury Note Futures
2022-03-22
256776679.35000000
USD
4541742.53000000
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AH3
8125000.00000000
PA
USD
8066675.26000000
0.006512978170
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2A1
4105000.00000000
PA
USD
4152770.13000000
0.003352918065
Long
DBT
CORP
FR
Y
2
2022-05-23
Fixed
2.95000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FH1
40000000.00000000
PA
USD
52357283.20000000
0.042272910657
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAM5
44555000.00000000
PA
USD
44828253.14000000
0.036194023526
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HBA6
7125000.00000000
PA
USD
7923286.50000000
0.006397207071
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.10000000
N
N
N
N
N
N
RR 16 Ltd
549300FLUOZC8QYYKL96
RRAM 2021-16A A2
74971CAC7
15540000.00000000
PA
USD
15588871.75000000
0.012586347924
Long
ABS-MBS
CORP
KY
Y
2
2036-07-15
Floating
1.77380000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65559CAE1
65800000.00000000
PA
USD
64734191.34000000
0.052265941235
Long
DBT
CORP
FI
Y
2
2026-09-30
Fixed
1.50000000
N
N
N
N
N
N
Manufacturers & Traders Trust Co
WWB2V0FCW3A0EE3ZJN75
MANUF & TRADERS
55279HAK6
24685000.00000000
PA
USD
25993370.42000000
0.020986868651
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
2.90000000
N
N
N
N
N
N
MAPS 2019-1 Ltd
N/A
MAPSL 2019-1A A
55283LAA3
5960350.47000000
PA
USD
5980057.18000000
0.004828257072
Long
ABS-CBDO
CORP
BM
Y
2
2044-03-15
Fixed
4.45800000
N
N
N
N
N
N
Northeastern University
549300I2J5CUY7XEVC78
NRTHEAST UNIV
664675AT2
6995000.00000000
PA
USD
7169534.48000000
0.005788632870
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.89400000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-43 XP
3136AD2H1
4279094.03000000
PA
USD
4311861.19000000
0.003481367093
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
1.50000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAZ8
22950000.00000000
PA
USD
26988723.56000000
0.021790509936
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSN-TXB-E-BABS
59259YGF0
27295000.00000000
PA
USD
39398585.62000000
0.031810147283
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81400000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BN4
30130000.00000000
PA
USD
30009120.85000000
0.024229157952
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCD2
67400000.00000000
PA
USD
82310248.22000000
0.066456728778
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.25000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAE8
14410000.00000000
PA
USD
15463324.60000000
0.012484982018
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.30000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AD0
23385000.00000000
PA
USD
34686749.04000000
0.028005842808
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DK3
11570000.00000000
PA
USD
13269717.23000000
0.010713878502
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBT7
107000000.00000000
PA
USD
105395000.00000000
0.085095198727
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1512 A3
3137FMTT9
6000000.00000000
PA
USD
6613020.00000000
0.005339306903
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Fixed
3.05900000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
904678AY5
38145000.00000000
PA
USD
37892186.00000000
0.030593890582
Long
DBT
CORP
IT
Y
2
2032-06-03
Variable
3.12700000
N
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
RUTGERS NJ ST UNIV
783186UJ6
11960000.00000000
PA
USD
12945702.54000000
0.010452271268
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
3.27000000
N
N
N
N
N
N
Evergy Metro Inc
1128SIJQ26096WL7IO82
EVERGY METRO
485134BR0
3419000.00000000
PA
USD
4197126.72000000
0.003388731271
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473QBC6
10370000.00000000
PA
USD
12886451.81000000
0.010404432635
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AS1208
3138WAKW6
627666.67000000
PA
USD
652395.17000000
0.000526739377
Long
ABS-MBS
USGSE
US
N
2
2028-12-01
Fixed
2.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBS3
79830000.00000000
PA
USD
83379842.92000000
0.067320312189
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687GA8
28415000.00000000
PA
USD
33655664.26000000
0.027173352042
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
SIERRA PAC POWER
826418BJ3
34040000.00000000
PA
USD
35311818.14000000
0.028510519304
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
3.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCD6
50000000.00000000
PA
USD
52215368.50000000
0.042158329703
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.15700000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
JACKSON NAT LIFE
46849LSS1
24070000.00000000
PA
USD
25207069.45000000
0.020352014651
Long
DBT
CORP
US
Y
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141G104
656201.00000000
NS
USD
250006018.99000000
0.201853141696
Long
EC
CORP
US
N
1
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FA0
39215000.00000000
PA
USD
55559955.92000000
0.044858726602
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC 2019-4
N/A
AOMT 2019-4 A1
03463UAA5
6550675.01940000
PA
USD
6590970.84000000
0.005321504563
Long
ABS-MBS
CORP
US
Y
2
2049-07-26
Variable
2.99300000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BQ1
14440000.00000000
PA
USD
15385279.51000000
0.012421968949
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDB4
610000000.00000000
PA
USD
606950000.00000000
0.490047259052
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.62500000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBD0
5830000.00000000
PA
USD
5797463.00000000
0.004680831786
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAM7
10000000.00000000
PA
USD
10165354.30000000
0.008207437205
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AS0189
3138W9F70
9637.88000000
PA
USD
10013.18000000
0.000008084572
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.50000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2015-151 BA
38379QW43
3402693.13000000
PA
USD
3430716.69000000
0.002769937079
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
1.70000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBN4
34035000.00000000
PA
USD
35561848.56000000
0.028712392147
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAQ4
4480000.00000000
PA
USD
4908746.21000000
0.003963287957
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FF5
50475000.00000000
PA
USD
63182893.90000000
0.051013434343
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
5.55000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAW0
33804000.00000000
PA
USD
36679609.26000000
0.029614864455
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BA6
60200000.00000000
PA
USD
62657379.05000000
0.050589137264
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBR1
157000000.00000000
PA
USD
155552648.40000000
0.125592139363
Long
DBT
UST
US
N
2
2024-03-15
Fixed
0.25000000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBJ4
34420000.00000000
PA
USD
32956853.30000000
0.026609136875
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3829 EB
3137A8G93
9101336.45000000
PA
USD
9631816.04000000
0.007776662081
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GD9
4295000.00000000
PA
USD
4301761.45000000
0.003473212633
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.40000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HLL2
15000000.00000000
PA
USD
19790525.85000000
0.015978734571
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.95000000
N
N
N
N
N
N
Bon Secours Mercy Health Inc
5493006NA7JSVYYYF398
BON SECOURS HLTH
09778PAB1
11305000.00000000
PA
USD
11170586.38000000
0.009019054679
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.09500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KU4
14550000.00000000
PA
USD
15989825.51000000
0.012910075235
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBX8
269460000.00000000
PA
USD
268407435.35000000
0.216710318811
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS-A
30303M102
10611397.00000000
NS
USD
3442973870.62000000
2.779833443093
Long
EC
CORP
US
N
1
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CS6
10150000.00000000
PA
USD
10028073.63000000
0.008096597736
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FL2
1980000.00000000
PA
USD
2647720.77000000
0.002137751554
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.05000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZQ6
8450000.00000000
PA
USD
7932437.50000000
0.006404595525
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWV2
23795000.00000000
PA
USD
25905877.06000000
0.020916227113
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBM1
7780000.00000000
PA
USD
7480062.25000000
0.006039350857
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AT6
21645000.00000000
PA
USD
21985458.10000000
0.017750907786
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
2.50000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
22535WAE7
31675000.00000000
PA
USD
32982378.34000000
0.026629745617
Long
DBT
CORP
FR
Y
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
Evergy Metro Inc
1128SIJQ26096WL7IO82
EVERGY METRO
30037DAA3
5680000.00000000
PA
USD
5699986.10000000
0.004602129606
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
Piedmont Healthcare Inc
N/A
PIEDMONT HLTH
72014TAE9
11725000.00000000
PA
USD
11766867.98000000
0.009500488345
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2G7
15000000.00000000
PA
USD
15578545.35000000
0.012578010460
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87900000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
SCHWAB (CHARLES)
808513105
38877116.00000000
NS
USD
3008700007.24000000
2.429203710121
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDQ2
4970000.00000000
PA
USD
6392586.56000000
0.005161330458
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CM0
6900000.00000000
PA
USD
8440080.97000000
0.006814463375
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.87500000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAS4
56400000.00000000
PA
USD
56383580.27000000
0.045523715243
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAB7
6670000.00000000
PA
USD
6871750.69000000
0.005548204284
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
3.25000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AY6
21904000.00000000
PA
USD
26379746.17000000
0.021298825776
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10000000
N
N
N
N
N
N
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
549300FIGODFFTOAAU64
SFAVE 2015-5AVE A2B
78413MAE8
27300000.00000000
PA
USD
28987959.00000000
0.023404678891
Long
ABS-MBS
CORP
US
Y
2
2043-01-05
Variable
4.14400000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199105
2401913.00000000
NS
USD
829957018.02000000
0.670101592901
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAL3
41500000.00000000
PA
USD
44094514.02000000
0.035601607603
Long
DBT
CORP
FR
N
2
2024-04-10
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3823 DB
3137A8D70
2731615.92000000
PA
USD
2888274.37000000
0.002331972878
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BL2
14370000.00000000
PA
USD
19002374.27000000
0.015342386401
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Deutsche Bank Securities, Inc.
N/A
DEUTSCHE TRIPARTY MTGE
N/A
67000000.00000000
PA
USD
67000000.00000000
0.054095339577
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-12-01
67037200.00000000
USD
68340090.95000000
USD
UST
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUT
485429Z72
7745000.00000000
PA
USD
10475580.30000000
0.008457911546
Long
DBT
MUN
US
N
2
2045-04-15
Fixed
4.92700000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBP4
30385000.00000000
PA
USD
29468057.88000000
0.023792307428
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO TRANSIT SER A
167725AC4
33870000.00000000
PA
USD
48709673.09000000
0.039327855321
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV-B
13077DRW4
12090000.00000000
PA
USD
12421437.68000000
0.010028983422
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.71900000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AZ8
54405000.00000000
PA
USD
55974015.72000000
0.045193035640
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XBW5
57810000.00000000
PA
USD
60960481.98000000
0.049219074231
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BK4
8015000.00000000
PA
USD
9878038.42000000
0.007975460338
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBQ5
26420000.00000000
PA
USD
29930559.88000000
0.024165728364
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HU8
35000000.00000000
PA
USD
36972452.30000000
0.029851303913
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
3.62500000
N
N
N
N
N
N
Oregon School Boards Association
N/A
OR SCH BRDS-TXB-PENSI
686053DR7
50000000.00000000
PA
USD
57728905.00000000
0.046609921185
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
5.52800000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBY0
18200000.00000000
PA
USD
18957157.13000000
0.015305878393
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BS2
31097000.00000000
PA
USD
35767618.89000000
0.028878529697
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
632525AU5
75550000.00000000
PA
USD
72740197.29000000
0.058729935422
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJJ0
15450000.00000000
PA
USD
16002164.00000000
0.012920037247
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
HCA Healthcare Inc
529900PH4ZGUH2MNEU89
HCA HEALTHCARE I
40412C101
6341920.00000000
NS
USD
1430673732.80000000
1.155116140302
Long
EC
CORP
US
N
1
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA
913366KC3
26520000.00000000
PA
USD
29639685.50000000
0.023930878389
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
3.25600000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAC8
13735000.00000000
PA
USD
13997097.18000000
0.011301160075
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CY3
52995000.00000000
PA
USD
53165173.83000000
0.042925196000
Long
DBT
CORP
GB
N
2
2032-11-22
Variable
2.87100000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2N3
18995000.00000000
PA
USD
18507770.27000000
0.014943046530
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS
60871RAG5
54900000.00000000
PA
USD
57593628.97000000
0.046500700248
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDT5
198153000.00000000
PA
USD
192429485.34000000
0.155366244092
Long
DBT
CORP
US
Y
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CX4
11806000.00000000
PA
USD
12537229.64000000
0.010122473055
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GCK3
21455000.00000000
PA
USD
22787448.40000000
0.018398429243
Long
DBT
CORP
US
Y
2
2027-09-19
Fixed
3.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFJ2
60465000.00000000
PA
USD
65416524.80000000
0.052816852582
Long
DBT
CORP
US
N
2
2028-01-22
Fixed
3.25000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BM5
2450000.00000000
PA
USD
2617910.26000000
0.002113682753
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687CM6
11891000.00000000
PA
USD
12120179.52000000
0.009785749654
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBM2
26890000.00000000
PA
USD
31572866.34000000
0.025491715314
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.20000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBJ1
31045000.00000000
PA
USD
31611979.80000000
0.025523295253
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AP1651
3138M4ZR6
6025.81000000
PA
USD
6355.68000000
0.000005131532
Long
ABS-MBS
USGSE
US
N
2
2042-08-01
Fixed
3.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABN4
19300000.00000000
PA
USD
18875532.40000000
0.015239975147
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423CE6
17790000.00000000
PA
USD
18770469.17000000
0.015155147817
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.12500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAF1
9885000.00000000
PA
USD
10386741.64000000
0.008386183822
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.20000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBC8
36385000.00000000
PA
USD
36893255.88000000
0.029787361267
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
4.06290000
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AK9
5385000.00000000
PA
USD
5624091.95000000
0.004540853191
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAV2
54190000.00000000
PA
USD
53830010.41000000
0.043461980486
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
BlueMountain CLO XXXI Ltd
N/A
BLUEM 2021-31A A1
09631BAA1
30000000.00000000
PA
USD
29991033.00000000
0.024214553946
Long
ABS-MBS
CORP
KY
Y
2
2034-04-19
Floating
1.27360000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAB0
40400000.00000000
PA
USD
48948566.88000000
0.039520736525
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAX3
15735000.00000000
PA
USD
17883493.09000000
0.014439009425
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CJ7
55925000.00000000
PA
USD
60602131.90000000
0.048929744839
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VCB7
15000000.00000000
PA
USD
15000303.15000000
0.012111141681
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAW2
12060000.00000000
PA
USD
14308674.68000000
0.011552725607
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
02364WAW5
7380000.00000000
PA
USD
10428930.99000000
0.008420247213
Long
DBT
CORP
MX
N
2
2040-03-30
Fixed
6.12500000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BH6
3600000.00000000
PA
USD
4271760.97000000
0.003448990451
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
6.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NA5
66630000.00000000
PA
USD
65357013.86000000
0.052768803858
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 782072
36241KJR0
1237.97000000
PA
USD
1375.63000000
0.000001110674
Long
ABS-MBS
USGA
US
N
2
2033-07-15
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJB7
96000000.00000000
PA
USD
134679285.12000000
0.108739129292
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081FP7
17370000.00000000
PA
USD
20343943.76000000
0.016425560388
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05583JAC6
64230000.00000000
PA
USD
68069878.15000000
0.054959151843
Long
DBT
CORP
FR
Y
2
2027-10-23
Fixed
3.50000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CM5
17155000.00000000
PA
USD
17496703.24000000
0.014126717958
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
ELECTRONIC ARTS
285512109
3329191.00000000
NS
USD
413552106.02000000
0.333899128479
Long
EC
CORP
US
N
1
N
N
N
Marvell Technology Inc
N/A
MARVELL TECHNOLO
573874104
9460262.00000000
NS
USD
673286846.54000000
0.543607173083
Long
EC
CORP
US
N
1
N
N
N
Southwest Airlines Co 2007-1 Pass Through Trust
N/A
SW AIRLN 07-1 TR
84474YAA4
3500903.68000000
PA
USD
3557779.64000000
0.002872526832
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.15000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
1474891.00000000
NS
USD
1334201147.51000000
1.077224837896
Long
EC
CORP
US
N
1
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044CY5
22290000.00000000
PA
USD
23568746.54000000
0.019029243992
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.00000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BW3
5940000.00000000
PA
USD
7272207.99000000
0.005871530756
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
VICI Properties Inc
254900RKH6RY9KCJQH63
VICI PROPERTIES
925652109
8830111.00000000
NS
USD
240179019.20000000
0.193918889596
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBE4
12030000.00000000
PA
USD
12871280.76000000
0.010392183634
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CN5
17795000.00000000
PA
USD
17861747.27000000
0.014421452000
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
2.60000000
N
N
N
N
N
N
Johns Hopkins University
549300Z1XKWYKTIOM958
JOHNS HOPKINS
478115AF5
6420000.00000000
PA
USD
6604160.40000000
0.005332153723
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CC3
14200000.00000000
PA
USD
14969478.40000000
0.012086253990
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2P8
23435000.00000000
PA
USD
23766021.02000000
0.019188522051
Long
DBT
CORP
FR
Y
2
2032-04-19
Variable
2.87100000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1521 A2
3137H2NY6
17705000.00000000
PA
USD
17903118.95000000
0.014454855210
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
2.18400000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FH1
2729000.00000000
PA
USD
3057556.92000000
0.002468650445
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.85000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AG9
17415000.00000000
PA
USD
17228781.93000000
0.013910400134
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AB9
26975000.00000000
PA
USD
29387288.47000000
0.023727094761
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MX6
32820000.00000000
PA
USD
32590525.84000000
0.026313366601
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.98100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148LAC0
17545000.00000000
PA
USD
18557027.88000000
0.014982816786
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
University of California
N/A
UNIV CA-AJ-TXBL
91412GTG0
21975000.00000000
PA
USD
25733735.85000000
0.020777241483
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAJ9
5065000.00000000
PA
USD
5935338.65000000
0.004792151638
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RE3
46156000.00000000
PA
USD
49372669.80000000
0.039863154308
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.48000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BG8
10220000.00000000
PA
USD
10572024.22000000
0.008535779704
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
Time Warner Entertainment Co LP
N/A
TIME WARNER ENT
88731EAF7
3925000.00000000
PA
USD
4300274.86000000
0.003472012370
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAX3
49240000.00000000
PA
USD
53909691.16000000
0.043526314176
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AP8
35565000.00000000
PA
USD
36256532.62000000
0.029273275283
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
University of Chicago/The
54930099Y7GU6182V326
UNIV OF CHICAGO
91412NBD1
5825000.00000000
PA
USD
5975736.03000000
0.004824768205
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76100000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CL4
42435000.00000000
PA
USD
43329767.44000000
0.034984156469
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAD6
27490000.00000000
PA
USD
31593319.04000000
0.025508228684
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAA4
9867279.53000000
PA
USD
9438937.87000000
0.007620933572
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.86100000
N
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
BANNER HEALTH
06654DAG2
29965000.00000000
PA
USD
30819102.58000000
0.024883131634
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.90700000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAE4
36800000.00000000
PA
USD
41373512.10000000
0.033404689351
Long
DBT
CORP
SG
Y
2
2028-08-01
Fixed
3.62500000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBQ7
12590000.00000000
PA
USD
12522410.08000000
0.010110507844
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
0.80000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
BRDCOM CRP / FIN
11134LAH2
11385000.00000000
PA
USD
12247390.30000000
0.009888458764
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYJ7
67160000.00000000
PA
USD
66030101.50000000
0.053312250193
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JR3
6665000.00000000
PA
USD
8367176.35000000
0.006755600685
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
5.40000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
92857WBM1
45220000.00000000
PA
USD
58815263.67000000
0.047487039709
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-BG
91412HGG2
16140000.00000000
PA
USD
15758585.98000000
0.012723374027
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.61400000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1513 A3
3137FPJ97
7500000.00000000
PA
USD
8071350.00000000
0.006516752523
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Fixed
2.79700000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
202712BN4
74015000.00000000
PA
USD
73257551.21000000
0.059147643422
Long
DBT
CORP
AU
Y
2
2031-03-11
Fixed
2.68800000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AH9
17220000.00000000
PA
USD
22578809.58000000
0.018229975693
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DC6
24800000.00000000
PA
USD
26334179.83000000
0.021262035826
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-AN
91412GVC6
5980000.00000000
PA
USD
6410684.98000000
0.005175942998
Long
DBT
MUN
US
N
2
2044-05-15
Fixed
4.76500000
N
N
N
N
N
N
HSBC Bank USA
N/A
HSBC TRIPARTY TREAS
N/A
13300000.00000000
PA
USD
13300000.00000000
0.010738328602
Long
RA
CORP
US
N
2
Repurchase
Y
0.04500000
2021-12-01
13328200.00
USD
13566007.86
USD
UST
N
N
N
Emera US Finance LP
N/A
EMERA US FINANCE
29103DAJ5
34050000.00000000
PA
USD
36416419.50000000
0.029402366851
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
State of California
N/A
CA ST-BAB
13063BBU5
56970000.00000000
PA
USD
91469117.81000000
0.073851537145
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BV5
5390000.00000000
PA
USD
6212317.80000000
0.005015782700
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.75000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BK8
29475000.00000000
PA
USD
29815038.93000000
0.024072457543
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
Leland Stanford Junior University/The
JIUV0DC2REIJXQ26CR37
STANFORD UNIV
52555LAA1
29000000.00000000
PA
USD
35901064.75000000
0.028986272967
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
7.65000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AN6
5640000.00000000
PA
USD
7150349.25000000
0.005773142847
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05583JAK8
25245000.00000000
PA
USD
25031612.35000000
0.020210351794
Long
DBT
CORP
FR
Y
2
2027-10-19
Variable
2.04500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBJ7
29710000.00000000
PA
USD
31818641.11000000
0.025690152175
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBF7
9950000.00000000
PA
USD
10429852.08000000
0.008420990895
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAV7
850000.00000000
PA
USD
1022482.08000000
0.000825545004
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.15000000
N
N
N
N
N
N
Regatta VI Funding Ltd
2549001NU08X5ZRD6A39
REGT6 2016-1A AR2
75887NAW9
22000000.00000000
PA
USD
22020028.80000000
0.017778819931
Long
ABS-MBS
CORP
KY
Y
2
2034-04-20
Floating
1.29150000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBW4
28900000.00000000
PA
USD
28478116.93000000
0.022993035908
Long
DBT
CORP
US
Y
2
2026-08-12
Fixed
1.25000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV-B
13077DRV6
15225000.00000000
PA
USD
15627191.21000000
0.012617286793
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.93900000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2W0
22095000.00000000
PA
USD
21970793.40000000
0.017739067608
Long
DBT
CORP
US
Y
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BY9
16610000.00000000
PA
USD
15884171.07000000
0.012824770566
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-S1
072024NV0
26165000.00000000
PA
USD
47602361.28000000
0.038433819375
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
7.04300000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCV2
15350000.00000000
PA
USD
16377190.38000000
0.013222830969
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ3971
3138MKMV5
16086.77000000
PA
USD
16716.31000000
0.000013496633
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BF0
16420000.00000000
PA
USD
17296032.94000000
0.013964698137
Long
DBT
CORP
US
Y
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL INC
071813109
5117520.00000000
NS
USD
381613466.40000000
0.308112090331
Long
EC
CORP
US
N
1
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAQ9
4385000.00000000
PA
USD
4952806.50000000
0.003998861932
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.95000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
BELL 2021-1A A2I
87342RAG9
39345000.00000000
PA
USD
38674797.27000000
0.031225765543
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS
60871RAC4
16525000.00000000
PA
USD
16726409.01000000
0.013504787691
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBH0
35035000.00000000
PA
USD
37120751.62000000
0.029971039764
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBM6
31380000.00000000
PA
USD
31995505.83000000
0.025832951534
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
3.30000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
41137000.00000000
PA
USD
48700173.20000000
0.039320185175
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
COTTAGE HEALTH SYSTEM
N/A
COTHEA 3.304 11/01/49
22170QAA8
9875000.00000000
PA
USD
10962255.08000000
0.008850849419
Long
DBT
MUN
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599AZ7
52010000.00000000
PA
USD
55729851.42000000
0.044995899062
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CM9
25850000.00000000
PA
USD
25274790.97000000
0.020406692541
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGQ7
19160000.00000000
PA
USD
24450775.72000000
0.019741388291
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAW5
15230000.00000000
PA
USD
15335571.62000000
0.012381835140
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
19400000.00000000
PA
USD
20632594.91000000
0.016658615343
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ-192
73358WXQ2
21985000.00000000
PA
USD
31274616.65000000
0.025250910564
Long
DBT
MUN
US
N
2
2065-10-15
Fixed
4.81000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3775 DB
3137A4UE5
1899190.74000000
PA
USD
2009887.16000000
0.001622769081
Long
ABS-MBS
USGSE
US
N
2
2030-12-15
Fixed
4.00000000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2E1
62667000.00000000
PA
USD
62658204.69000000
0.050589803880
Long
DBT
CORP
AU
Y
2
2032-01-08
Fixed
2.50000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAF0
34365000.00000000
PA
USD
44438269.49000000
0.035879153407
Long
DBT
CORP
NL
Y
2
2045-05-27
Fixed
4.40000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BK8
14930000.00000000
PA
USD
17690244.66000000
0.014282981971
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199BA2
17500000.00000000
PA
USD
24693878.30000000
0.019937667643
Long
DBT
CORP
US
N
2
2031-03-03
Fixed
7.12500000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
FIVE COR FND TRS
33829TAA4
5935000.00000000
PA
USD
6313940.85000000
0.005097832453
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWL4
15055000.00000000
PA
USD
16214323.37000000
0.013091333264
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV CA-BABS
913366DF4
15150000.00000000
PA
USD
23975456.76000000
0.019357619029
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
6.58300000
N
N
N
N
N
N
Home Partners of America 2021-2 Trust
N/A
HPA 2021-2 A
43732VAT3
36570000.00000000
PA
USD
36434691.00000000
0.029417119134
Long
ABS-CBDO
CORP
US
Y
2
2026-12-17
Fixed
1.90100000
N
N
N
N
N
N
Oregon State University
549300UBMR6O3SFCEV73
OREGON ST UNIV GEN
68608WAL6
28000000.00000000
PA
USD
29374114.00000000
0.023716457785
Long
DBT
MUN
US
N
2
2060-03-01
Fixed
3.42400000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2011-33 GD
31397SGR9
4522441.15000000
PA
USD
4778831.91000000
0.003858396044
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Fixed
3.50000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
MFCC 2021-1A A
58940BAA4
33270000.00000000
PA
USD
33303000.51000000
0.026888613754
Long
ABS-CBDO
CORP
US
Y
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAE5
9445000.00000000
PA
USD
9510805.77000000
0.007678959220
Long
DBT
CORP
JP
Y
2
2031-04-03
Fixed
2.06500000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AB4
12320000.00000000
PA
USD
15879459.29000000
0.012820966307
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.12500000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
23636TAE0
30550000.00000000
PA
USD
32109721.70000000
0.025925168643
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.94700000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
23329PAG5
44030000.00000000
PA
USD
43459384.41000000
0.035088808320
Long
DBT
CORP
NO
Y
2
2027-05-25
Variable
1.53500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANK
316773DA5
19150000.00000000
PA
USD
19808598.76000000
0.015993326514
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137AX5
6810000.00000000
PA
USD
7614308.26000000
0.006147740163
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AUTOZONE INC
053332AM4
46136000.00000000
PA
USD
46314836.98000000
0.037394281103
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.70000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAC9
44235000.00000000
PA
USD
43487981.44000000
0.035111897366
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
AdventHealth Obligated Group
N/A
ADVENTHEALTH
00778XAA5
30030000.00000000
PA
USD
30520887.50000000
0.024642354828
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.79500000
N
N
N
N
N
N
Metropolitan Edison Co
N/A
METROPLTN EDISON
591894CC2
6572000.00000000
PA
USD
7371409.40000000
0.005951625293
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEF8
34305000.00000000
PA
USD
33097430.38000000
0.026722637843
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AP1
37370000.00000000
PA
USD
47707727.75000000
0.038518891538
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818108
2284619.00000000
NS
USD
538347621.16000000
0.434658169810
Long
EC
CORP
US
N
1
N
N
N
Atlas Senior Loan Fund X Ltd
N/A
ATCLO 2018-10A A
04942JAC5
7798684.04000000
PA
USD
7796622.07000000
0.006294939081
Long
ABS-MBS
CORP
KY
Y
2
2031-01-15
Floating
1.21380000
N
N
N
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR HORTON INC
23331A109
2094152.00000000
NS
USD
204598650.40000000
0.165191544335
Long
EC
CORP
US
N
1
N
N
N
Freddie Mac Gold Pool
N/A
FG J19054
3128Q0BX4
214.70000000
PA
USD
225.15000000
0.000000181784
Long
ABS-MBS
USGSE
US
N
2
2022-05-01
Fixed
3.00000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAA1
31475000.00000000
PA
USD
33132032.85000000
0.026750575640
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAF0
37455000.00000000
PA
USD
38226490.97000000
0.030863806117
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AP0
5485000.00000000
PA
USD
6883726.34000000
0.005557873342
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAS2
61400000.00000000
PA
USD
64289864.68000000
0.051907194944
Long
DBT
CORP
NL
Y
2
2024-03-16
Fixed
3.12500000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DQ8
13390000.00000000
PA
USD
12510915.30000000
0.010101227038
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBL4
2540000.00000000
PA
USD
2694459.79000000
0.002175488318
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37500000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AH0
31740000.00000000
PA
USD
32576743.53000000
0.026302238859
Long
DBT
CORP
US
N
2
2023-03-18
Fixed
2.80000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCG4
386000000.00000000
PA
USD
381295625.00000000
0.307855467369
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NY ST THRUWAY AUTH-M
650009S61
9430000.00000000
PA
USD
10014218.68000000
0.008085411344
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
DASNY-F-UNREFUNDED
64990FXE9
12095000.00000000
PA
USD
13039122.40000000
0.010527697821
Long
DBT
MUN
US
N
2
2043-02-15
Fixed
3.19000000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INV
806854AD7
23925000.00000000
PA
USD
24124357.93000000
0.019477840810
Long
DBT
CORP
LU
Y
2
2022-08-01
Fixed
2.40000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWZ3
67740000.00000000
PA
USD
75264696.03000000
0.060768198357
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AU5035
3138X4SZ4
6966.44000000
PA
USD
7239.14000000
0.000005844831
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
2.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2C7
69325000.00000000
PA
USD
74374354.31000000
0.060049342570
Long
DBT
CORP
FR
Y
2
2027-11-16
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCR1
24520000.00000000
PA
USD
32373046.88000000
0.026137775584
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NJ TPK-F-TXB
646139W35
30285000.00000000
PA
USD
49856211.83000000
0.040253562820
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DN5
35135000.00000000
PA
USD
35002113.46000000
0.028260465873
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAW7
29835000.00000000
PA
USD
38117140.21000000
0.030775517065
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAB9
36655000.00000000
PA
USD
39101599.19000000
0.031570362480
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AH1
25015000.00000000
PA
USD
25310918.19000000
0.020435861410
Long
DBT
CORP
CH
Y
2
2024-06-12
Floating
3.83660000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VBE3
7750000.00000000
PA
USD
9731454.28000000
0.007857109311
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
4.75000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBF1
55460000.00000000
PA
USD
58659801.86000000
0.047361520912
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.75000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAH4
10215000.00000000
PA
USD
10994493.27000000
0.008876878312
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAA1
5830000.00000000
PA
USD
6041311.61000000
0.004877713478
Long
DBT
CORP
US
Y
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 2.5 12/21
01F0226C4
50000000.00000000
PA
USD
51250000.00000000
0.041378897811
Long
ABS-MBS
USGSE
US
N
2
2021-12-13
Fixed
2.50000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
PRINCIPAL LFE II
74256LBG3
25000000.00000000
PA
USD
26181014.25000000
0.021138370990
Long
DBT
CORP
US
Y
2
2029-09-16
Fixed
2.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAT9
8115000.00000000
PA
USD
8608183.44000000
0.006950188154
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04300000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
VDC 2020-1A A2
92212KAB2
29505000.00000000
PA
USD
28933390.78000000
0.023360620886
Long
ABS-CBDO
CORP
US
Y
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3787 LM
3137A5HU1
15222064.35000000
PA
USD
16106976.23000000
0.013004661921
Long
ABS-MBS
USGSE
US
N
2
2031-01-15
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BT5
40480000.00000000
PA
USD
45387959.14000000
0.036645926304
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.58300000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LU3
37030000.00000000
PA
USD
42120789.23000000
0.034008035771
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
74290000.00000000
PA
USD
76358478.01000000
0.061651310411
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69900000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBF5
14172000.00000000
PA
USD
15650201.67000000
0.012635865280
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159QE9
63160000.00000000
PA
USD
66052718.53000000
0.053330511028
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAZ8
7230000.00000000
PA
USD
7456703.95000000
0.006020491526
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
Nestle SA
KY37LUS27QQX7BB93L28
NESTLE SA-REG
H57312649
7771740.00000000
NS
996117739.09000000
0.804258617240
Long
EC
CORP
CH
N
2
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AU2
59185000.00000000
PA
USD
60022827.00000000
0.048462018044
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.09100000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AD3
20780000.00000000
PA
USD
22190560.74000000
0.017916506248
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81200000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
4583420.00000000
NS
USD
1836163886.20000000
1.482506103637
Long
EC
CORP
US
N
1
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Mar22
N/A
1640.00000000
NC
USD
740250.43000000
0.000597673110
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT 2 Year US Treasury Note Future
2022-03-31
357984126.21000000
USD
740250.43000000
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AH6
44565000.00000000
PA
USD
48776129.57000000
0.039381511826
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HR7
5535000.00000000
PA
USD
5985535.77000000
0.004832680448
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MES9
5460000.00000000
PA
USD
5756877.24000000
0.004648063122
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.25000000
N
N
N
N
N
N
Venture 43 CLO Ltd
549300OLN5VHTMLSN650
VENTR 2021-43A A1
92290CAB5
9500000.00000000
PA
USD
9503985.25000000
0.007673452379
Long
ABS-MBS
CORP
KY
Y
2
2034-04-15
Floating
1.36380000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GG2
6530000.00000000
PA
USD
7291066.86000000
0.005886757278
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RW3
39405000.00000000
PA
USD
41379009.24000000
0.033409127704
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AG8
40910000.00000000
PA
USD
45617693.29000000
0.036831412078
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
Octagon 54 Ltd
N/A
OCT54 2021-1A A1
67577FAA6
35000000.00000000
PA
USD
34940038.00000000
0.028210346573
Long
ABS-MBS
CORP
KY
Y
2
2034-07-15
Floating
1.25310000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AS9
39950000.00000000
PA
USD
42266889.86000000
0.034125996415
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.45000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QDA3
50285000.00000000
PA
USD
53541354.52000000
0.043228921704
Long
DBT
CORP
GB
N
2
2025-03-17
Fixed
3.50600000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL C
256677105
3397999.00000000
NS
USD
751977178.70000000
0.607141206510
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
N/A
FN AS8318
3138WJG44
305652.13000000
PA
USD
320092.48000000
0.000258440468
Long
ABS-MBS
USGSE
US
N
2
2046-11-01
Fixed
3.00000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAN0
25075000.00000000
PA
USD
25906050.70000000
0.020916367309
Long
DBT
CORP
US
Y
2
2050-01-15
Fixed
2.83600000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AD7
37435000.00000000
PA
USD
37689741.43000000
0.030430438227
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578DAG7
30615000.00000000
PA
USD
32673841.61000000
0.026380635181
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLD
80282KAS5
20375000.00000000
PA
USD
20893516.86000000
0.016869281932
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CN0
14316000.00000000
PA
USD
17385168.59000000
0.014036665649
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TAD1
30195000.00000000
PA
USD
30978853.14000000
0.025012113139
Long
DBT
NUSS
SA
Y
2
2023-03-04
Fixed
2.87500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BF8
28655000.00000000
PA
USD
36116678.90000000
0.029160358350
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARAB OIL
80414L2D6
28670000.00000000
PA
USD
30506068.94000000
0.024630390425
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FB5
1740000.00000000
PA
USD
2408191.93000000
0.001944357615
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEF9
60000000.00000000
PA
USD
64882232.40000000
0.052385468570
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JCB8
21180000.00000000
PA
USD
21027926.54000000
0.016977803384
Long
DBT
CORP
US
Y
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZT0
717325000.00000000
PA
USD
699391875.00000000
0.564684193668
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
8258035.00000000
NS
USD
905410957.40000000
0.731022585039
Long
EC
CORP
US
N
1
N
N
N
Voya CLO 2021-2 Ltd
N/A
VOYA 2021-2A A
92919AAA2
37765000.00000000
PA
USD
37815110.38000000
0.030531660256
Long
ABS-MBS
CORP
KY
Y
2
2034-10-20
Floating
1.27710000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CJ7
29850000.00000000
PA
USD
44414801.54000000
0.035860205545
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
5.10000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AG3
12375000.00000000
PA
USD
12931207.25000000
0.010440567870
Long
DBT
CORP
CH
Y
2
2024-06-12
Variable
4.20700000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC
872540109
18472078.00000000
NS
USD
1281962213.20000000
1.035047481319
Long
EC
CORP
US
N
1
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBE8
1845000.00000000
PA
USD
1842501.87000000
0.001487623348
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BG4
8096000.00000000
PA
USD
9310350.94000000
0.007517113368
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAM3
21397000.00000000
PA
USD
21907848.03000000
0.017688245949
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
BXHPP Trust 2021-FILM
N/A
BXHPP 2021-FILM A
05609JAA0
15225000.00000000
PA
USD
15175214.25000000
0.012252363701
Long
ABS-MBS
CORP
US
Y
2
2036-08-15
Floating
0.74000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDK5
34565000.00000000
PA
USD
38676287.26000000
0.031226968551
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MA ST
576000KV4
22105000.00000000
PA
USD
30839585.17000000
0.024899669137
Long
DBT
MUN
US
N
2
2039-08-15
Fixed
5.71500000
N
N
N
N
N
N
Schlumberger Holdings Corp
529900IKZG65COT1D505
SCHLUMBERGER HLD
806851AK7
31025000.00000000
PA
USD
33820053.11000000
0.027306078470
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TB4
76650000.00000000
PA
USD
78159046.88000000
0.063105077343
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QCJ5
16185000.00000000
PA
USD
17080993.02000000
0.013791076384
Long
DBT
CORP
GB
N
2
2023-09-26
Fixed
3.99400000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust 2021-1
N/A
ODART 2021-1A A
682687AA6
30280000.00000000
PA
USD
29933318.22000000
0.024167955429
Long
ABS-CBDO
CORP
US
Y
2
2028-07-14
Fixed
0.87000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AH7
6835000.00000000
PA
USD
6766681.24000000
0.005463371932
Long
DBT
NUSS
BM
Y
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468C6
29455000.00000000
PA
USD
31955574.86000000
0.025800711543
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCX5
15725000.00000000
PA
USD
16821191.64000000
0.013581314535
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BC1
37015000.00000000
PA
USD
38594558.49000000
0.031160981303
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.95000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYA6
71545000.00000000
PA
USD
70169775.60000000
0.056654594614
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2D3
26265000.00000000
PA
USD
25905803.54000000
0.020916167754
Long
DBT
CORP
AU
Y
2
2027-01-08
Fixed
1.62500000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
SUNTRUST BANK
86787GAJ1
12895000.00000000
PA
USD
13762732.40000000
0.011111935562
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT3400
3138WQX64
14056.43000000
PA
USD
14573.90000000
0.000011766866
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAL9
14000000.00000000
PA
USD
13954187.10000000
0.011266514771
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUE7
43145000.00000000
PA
USD
46253669.73000000
0.037344895085
Long
DBT
CORP
US
N
2
2025-03-13
Fixed
3.45000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FX9
3850000.00000000
PA
USD
4002815.36000000
0.003231845614
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
Daimler Finance North America LLC
549300423Z16BB673J12
DAIMLER FINANCE
233851BJ2
5870000.00000000
PA
USD
6171467.82000000
0.004982800707
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGM0
3321000.00000000
PA
USD
3284061.18000000
0.002651528428
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAW9
29520000.00000000
PA
USD
35850378.61000000
0.028945349326
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLD
80282KAT3
33065000.00000000
PA
USD
33300151.34000000
0.026886313353
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
Oaktree CLO 2021-1 Ltd
N/A
OAKCL 2021-1A A1
67402JAA9
29000000.00000000
PA
USD
29020233.30000000
0.023430736939
Long
ABS-MBS
CORP
KY
Y
2
2034-07-15
Floating
1.28380000
N
N
N
N
N
N
Continental Airlines 2007-1 Class A Pass Through Trust
N/A
CONTL AIRLINES
21079NAA9
4726225.98000000
PA
USD
4796060.65000000
0.003872306410
Long
DBT
CORP
US
N
2
2023-10-19
Fixed
5.98300000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BK4
21805000.00000000
PA
USD
23599360.05000000
0.019053961130
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BA2867
3140E7FH8
68598.56000000
PA
USD
72491.29000000
0.000058528969
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3.50000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743820AA0
17470000.00000000
PA
USD
18134263.38000000
0.014641479634
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.53200000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAE4
4000000.00000000
PA
USD
5606211.04000000
0.004526416267
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.05000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
25155000.00000000
PA
USD
25980239.96000000
0.020976267208
Long
DBT
NUSS
CL
N
2
2053-04-15
Fixed
3.50000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDW8
19250000.00000000
PA
USD
19408180.52000000
0.015670031579
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
2.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
34912188.00000000
NS
USD
1875831861.24000000
1.514533754087
Long
EC
CORP
US
N
1
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MEAG TXB-PLT VOGTLE
626207YF5
62624000.00000000
PA
USD
97422841.70000000
0.078658532900
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FX7
16025000.00000000
PA
USD
17348302.67000000
0.014006900358
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2T9
13885000.00000000
PA
USD
13741358.56000000
0.011094678471
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.80500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DL9
7347000.00000000
PA
USD
9491942.47000000
0.007663729121
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Columbia Cent CLO 31 Ltd
5493007YZPNOMQEILE23
CECLO 2021-31A B
19737LAJ2
14400000.00000000
PA
USD
14259114.72000000
0.011512711236
Long
ABS-MBS
CORP
KY
Y
2
2034-04-20
Floating
1.68150000
N
N
N
N
N
N
Emory University
95MD72NUUVZ3P8PQ6919
EMORY UNIVERSITY
29157TAD8
25351000.00000000
PA
USD
25813085.35000000
0.020841307724
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.14300000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAW4
22880000.00000000
PA
USD
22373343.22000000
0.018064083566
Long
DBT
CORP
SG
Y
2
2070-10-06
Fixed
2.50000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AC4
9324000.00000000
PA
USD
10465114.10000000
0.008449461208
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BP9
27375000.00000000
PA
USD
27687946.07000000
0.022355057385
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER LLC VDC_19-1A
N/A
VDC 2019-1A A2
92212KAA4
10679187.01000000
PA
USD
10915423.44000000
0.008813037874
Long
ABS-CBDO
CORP
US
Y
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
857006AG5
28630000.00000000
PA
USD
31077384.30000000
0.025091666520
Long
DBT
CORP
VG
Y
2
2027-05-04
Fixed
3.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367XD24
60000000.00000000
PA
USD
60143967.60000000
0.048559826132
Long
DBT
CORP
CA
Y
2
2022-01-11
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2012-128 PD
3136A9VK1
10035916.25000000
PA
USD
10074598.69000000
0.008134161749
Long
ABS-MBS
USGSE
US
N
2
2042-06-25
Fixed
1.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBC4
2715000.00000000
PA
USD
3310276.35000000
0.002672694376
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.05000000
N
N
N
N
N
N
Schneider Electric SE
969500A1YF1XUYYXS284
SCHNEIDER ELECTR
N/A
2440941.00000000
NS
433203371.20000000
0.349765424942
Long
EC
CORP
GB
N
2
N
N
N
Angel Oak Mortgage Trust 2019-5
N/A
AOMT 2019-5 A1
03464KAA6
4642733.72440000
PA
USD
4634935.32000000
0.003742214926
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
2.59300000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AD0
18985000.00000000
PA
USD
19891287.70000000
0.016060088996
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MASSACHUSETTS ST SCH
576000XQ1
16745000.00000000
PA
USD
17979968.87000000
0.014516903307
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.39500000
N
N
N
N
N
N
Symphony CLO XXVIII Ltd
54930054F3QGDZOYIH14
SYMP 2021-28A B
87168BAE0
25350000.00000000
PA
USD
25317349.20000000
0.020441053763
Long
ABS-MBS
CORP
KY
Y
2
2034-10-23
Floating
1.73770000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCZ2
254100000.00000000
PA
USD
250844343.75000000
0.202529999346
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDY8
18360000.00000000
PA
USD
22715852.17000000
0.018340622939
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH-C2
59261AG76
23665000.00000000
PA
USD
32948985.39000000
0.026602784379
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VCK8
20077000.00000000
PA
USD
26434603.10000000
0.021343116884
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CY4
14741000.00000000
PA
USD
13915263.57000000
0.011235088181
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CN8
31100000.00000000
PA
USD
40837738.42000000
0.032972109364
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
BAYER US FINANCE
07274EAG8
33220000.00000000
PA
USD
34839957.69000000
0.028129542419
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.37500000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KBD4
20360000.00000000
PA
USD
20110515.08000000
0.016237091676
Long
DBT
CORP
NL
Y
2
2028-03-11
Fixed
1.70000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AE4
8980000.00000000
PA
USD
9534589.53000000
0.007698162065
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00800000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCX7
108000000.00000000
PA
USD
106768130.40000000
0.086203854776
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.37500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBL2
16442000.00000000
PA
USD
17568527.08000000
0.014184708033
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB76
11430000.00000000
PA
USD
11767483.32000000
0.009500985166
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INS&ANN
878091BF3
42390000.00000000
PA
USD
52017122.96000000
0.041998267617
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
Madison Park Funding XI Ltd
N/A
MDPK 2013-11A BR2
55818KAX9
8550000.00000000
PA
USD
8547794.10000000
0.006901430216
Long
ABS-MBS
CORP
KY
Y
2
2029-07-23
Floating
1.57390000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
INT BK RECON&DEV
45905CAA2
40000000.00000000
PA
USD
53547095.60000000
0.043233557012
Long
DBT
CORP
N/A
N
2
2035-02-15
Fixed
4.75000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAE2
21787000.00000000
PA
USD
30176307.67000000
0.024364143441
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.62500000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KS ST DEV EMPLOYEES-C
485428ZY5
50000000.00000000
PA
USD
63029180.00000000
0.050889326796
Long
DBT
MUN
US
N
2
2034-05-01
Fixed
5.50100000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796Q69
300000000.00000000
PA
USD
299986320.00000000
0.242206893268
Long
DBT
UST
US
N
2
2022-01-11
None
0.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCC8
58675000.00000000
PA
USD
59176144.94000000
0.047778412767
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BN2
27474000.00000000
PA
USD
26635292.69000000
0.021505152280
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCS6
18695000.00000000
PA
USD
18761225.35000000
0.015147684420
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MEK6
10000000.00000000
PA
USD
12694439.60000000
0.010249403297
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
4.87500000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2015-119 TG
38379MVW1
908001.46000000
PA
USD
909031.77000000
0.000733946004
Long
ABS-MBS
USGA
US
N
2
2041-05-20
Fixed
1.80000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA-ADR
N/A
15517735.00000000
NS
USD
850837410.05000000
0.686960277937
Long
EC
CORP
US
N
1
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER
44891ABV8
49225000.00000000
PA
USD
48580039.28000000
0.039223189873
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAL7
14550000.00000000
PA
USD
14577252.00000000
0.011769573090
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FB7
14000000.00000000
PA
USD
18446410.92000000
0.014893505413
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CQ9
17720000.00000000
PA
USD
21037853.11000000
0.016985818029
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BG6
23405000.00000000
PA
USD
26694728.16000000
0.021553140070
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AI9142
3138APEQ7
176160.42000000
PA
USD
183656.10000000
0.000148282673
Long
ABS-MBS
USGSE
US
N
2
2027-12-01
Fixed
2.50000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752103
2576370.00000000
NS
USD
1046598785.10000000
0.845016666884
Long
EC
CORP
US
N
1
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AN7
41675000.00000000
PA
USD
48502862.80000000
0.039160878114
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BM1257
3140J5MF3
10942639.38000000
PA
USD
11287613.75000000
0.009113541773
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 2.5 1/22
01F022618
50000000.00000000
PA
USD
51126955.00000000
0.041279552123
Long
ABS-MBS
USGSE
US
N
2
2022-01-13
Fixed
2.50000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FC6
4000000.00000000
PA
USD
5732490.64000000
0.004628373549
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.69000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWB6
17980000.00000000
PA
USD
19293832.76000000
0.015577707983
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
70109HAN5
17735000.00000000
PA
USD
21635431.24000000
0.017468298504
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PAZ4
3360000.00000000
PA
USD
3526685.10000000
0.002847421314
Long
DBT
NUSS
QA
Y
2
2024-03-14
Fixed
3.37500000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBB4
20000000.00000000
PA
USD
20533451.00000000
0.016578567231
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAX8
51750000.00000000
PA
USD
52419256.88000000
0.042322947780
Long
DBT
CORP
US
Y
2
2031-10-15
Fixed
2.59300000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AQ2
13210000.00000000
PA
USD
17163788.53000000
0.013857924909
Long
DBT
CORP
GB
N
2
2044-03-14
Fixed
5.25000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EM8
6549000.00000000
PA
USD
6675856.55000000
0.005390040702
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BF0
28190000.00000000
PA
USD
37685248.98000000
0.030426811054
Long
DBT
CORP
US
Y
2
2045-11-23
Fixed
4.76000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NL5
15255000.00000000
PA
USD
15863797.46000000
0.012808321053
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.95000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BP3
1700000.00000000
PA
USD
1682674.67000000
0.001358579965
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CB4
44155000.00000000
PA
USD
62851702.22000000
0.050746032456
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.05000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RF0
68281000.00000000
PA
USD
92651405.23000000
0.074806107884
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.60600000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GRX4
33885000.00000000
PA
USD
33582399.83000000
0.027114198845
Long
DBT
CORP
CA
Y
2
2026-07-08
Fixed
1.15000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAB9
14250000.00000000
PA
USD
19105330.82000000
0.015425512812
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
CLECO CORP
18551PAE9
9180000.00000000
PA
USD
9450741.15000000
0.007630463459
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.37500000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA INC
40434CAD7
28025000.00000000
PA
USD
29644419.86000000
0.023934700879
Long
DBT
CORP
US
N
2
2024-06-23
Fixed
3.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
74977RDK7
46710000.00000000
PA
USD
45527324.75000000
0.036758449140
Long
DBT
CORP
NL
Y
2
2027-02-24
Variable
1.10600000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-174TH
73358WJA3
44055000.00000000
PA
USD
60337899.81000000
0.048716405665
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAG7
15017000.00000000
PA
USD
15315949.73000000
0.012365992561
Long
DBT
CORP
NO
N
2
2023-01-17
Fixed
2.45000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBY8
5935000.00000000
PA
USD
6274703.49000000
0.005066152478
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AT5
47000000.00000000
PA
USD
53125893.99000000
0.042893481727
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBL4
690000.00000000
PA
USD
673828.13000000
0.000544044201
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BS1
20000000.00000000
PA
USD
19129819.80000000
0.015445285046
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER
44891ABZ9
36480000.00000000
PA
USD
35805048.86000000
0.028908750398
Long
DBT
CORP
US
Y
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CG3
22535000.00000000
PA
USD
23487472.87000000
0.018963624189
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CAS4
11775000.00000000
PA
USD
12213856.13000000
0.009861383505
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Alabama Federal Aid Highway Finance Authority
N/A
ALABAMA FEDERAL AID
010268CX6
4935000.00000000
PA
USD
4975974.81000000
0.004017567866
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
CAS 2016-C03 2M2
30711XCT9
4756981.49140000
PA
USD
5032201.41000000
0.004062964837
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
5.99200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCT6
305000000.00000000
PA
USD
301807016.00000000
0.243676910706
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBM2
117355000.00000000
PA
USD
116071429.69000000
0.093715274691
Long
DBT
UST
US
N
2
2024-02-15
Fixed
0.12500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-6 GJ
3136B3T59
1457899.99000000
PA
USD
1510094.41000000
0.001219239849
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Fixed
3.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EZ2
7535000.00000000
PA
USD
7504286.36000000
0.006058909237
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BJ0
10915000.00000000
PA
USD
15020889.22000000
0.012127762732
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TA6
661580000.00000000
PA
USD
649485523.70000000
0.524390148584
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAC7
54248000.00000000
PA
USD
64719544.60000000
0.052254115558
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BM5
5265000.00000000
PA
USD
5273162.86000000
0.004257515456
Long
DBT
CORP
US
Y
2
2030-04-23
Fixed
2.12500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2J2
45685000.00000000
PA
USD
47142940.84000000
0.038062886468
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DE4
16375000.00000000
PA
USD
19758808.93000000
0.015953126547
Long
DBT
CORP
US
N
2
2035-07-10
Fixed
4.70000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AV7
45450000.00000000
PA
USD
48797968.81000000
0.039399144678
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADM
341271AE4
29555000.00000000
PA
USD
29628553.53000000
0.023921890513
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.70500000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YAU3
48310000.00000000
PA
USD
49353624.02000000
0.039847776876
Long
DBT
CORP
GB
N
2
2023-04-29
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2017-49 JA
3136AXJT3
4226775.00000000
PA
USD
4362087.17000000
0.003521919204
Long
ABS-MBS
USGSE
US
N
2
2053-07-25
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GRD8
35320000.00000000
PA
USD
36467579.65000000
0.029443673204
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.62500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AE8
23650000.00000000
PA
USD
22899507.69000000
0.018488905143
Long
DBT
CORP
CH
Y
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBG5
11745000.00000000
PA
USD
12139130.72000000
0.009801050723
Long
DBT
CORP
US
Y
2
2051-02-15
Fixed
3.75000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBW4
37170000.00000000
PA
USD
37718393.17000000
0.030453571445
Long
DBT
CORP
GB
N
2
2042-11-24
Variable
3.33000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CK3
54320000.00000000
PA
USD
53173436.80000000
0.042931867465
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35700000
N
N
N
N
N
N
Piedmont Healthcare Inc
N/A
PIEDMONT HLTH
72014TAD1
8830000.00000000
PA
USD
8761410.15000000
0.007073902346
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.71900000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FF5
66625000.00000000
PA
USD
84567528.24000000
0.068279241154
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
4.62500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAZ4
3505000.00000000
PA
USD
3828208.81000000
0.003090869485
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JW2
9934000.00000000
PA
USD
11393897.96000000
0.009199354914
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER HANNIFIN
701094104
1115978.00000000
NS
USD
337092314.68000000
0.272166018381
Long
EC
CORP
US
N
1
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GT4
5405000.00000000
PA
USD
5806149.43000000
0.004687845150
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS
63906YAB4
22050000.00000000
PA
USD
21742796.09000000
0.017554984147
Long
DBT
CORP
GB
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
Nationwide Financial Services Inc
5493001H7AZNDS6BKJ36
NATIONWIDE FIN
638612AM3
48905000.00000000
PA
USD
58085175.18000000
0.046897571280
Long
DBT
CORP
US
Y
2
2049-11-30
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJZ4
29835000.00000000
PA
USD
33000542.43000000
0.026644411178
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.12500000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY
26442TAH0
25700000.00000000
PA
USD
27413998.79000000
0.022133874234
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9776
31417G2J4
46639.99000000
PA
USD
48457.75000000
0.000039124454
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BE8
10450000.00000000
PA
USD
10985767.42000000
0.008869833120
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.90000000
N
N
N
N
N
N
DNB Boligkreditt AS
5967007LIEEXZX659K67
DNB BOLIGKREDITT
25600WAF7
47550000.00000000
PA
USD
47875825.44000000
0.038654612458
Long
DBT
CORP
NO
Y
2
2022-03-28
Fixed
2.50000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO ARPT-BABS-B
167593AN2
3205000.00000000
PA
USD
4909710.01000000
0.003964066122
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJT8
39000000.00000000
PA
USD
41403806.34000000
0.033429148712
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.87500000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSP
345105JE1
5345000.00000000
PA
USD
5791227.86000000
0.004675797576
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09400000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBP5
32325000.00000000
PA
USD
38413953.25000000
0.031015161874
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCK5
12180000.00000000
PA
USD
14159034.66000000
0.011431907283
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PDB9
14185000.00000000
PA
USD
16965385.96000000
0.013697736038
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828Y61
104000000.00000000
PA
USD
107965000.00000000
0.087170199066
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04352EAA3
22515000.00000000
PA
USD
23498604.47000000
0.018972611767
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
268317AQ7
15100000.00000000
PA
USD
19517411.23000000
0.015758223703
Long
DBT
CORP
FR
Y
2
2045-10-13
Fixed
4.95000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473QBB8
14588000.00000000
PA
USD
19147340.96000000
0.015459431510
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.25000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AC2
10630000.00000000
PA
USD
14226641.26000000
0.011486492388
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04351LAA8
23970000.00000000
PA
USD
35673740.33000000
0.028802732793
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
4.84700000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HK2
16150000.00000000
PA
USD
19847805.26000000
0.016024981573
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.30000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAD2
2770000.00000000
PA
USD
2993207.71000000
0.002416695335
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDD0
20000000.00000000
PA
USD
19943750.00000000
0.016102446696
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.37500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER
44891ABU0
91160000.00000000
PA
USD
91016160.46000000
0.073485822494
Long
DBT
CORP
US
Y
2
2023-04-03
Fixed
0.80000000
N
N
N
N
N
N
Niagara Mohawk Power Corp
3T97Y9RR5EN5Y18QHB56
NIAGARA MOHAWK
65364UAP1
14840000.00000000
PA
USD
14527268.52000000
0.011729216771
Long
DBT
CORP
US
Y
2
2050-06-27
Fixed
3.02500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BB4
12085000.00000000
PA
USD
13063437.86000000
0.010547329956
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
22535WAD9
71600000.00000000
PA
USD
75476695.36000000
0.060939365159
Long
DBT
CORP
FR
Y
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBW0
89000000.00000000
PA
USD
87595473.20000000
0.070723983107
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Voya CLO 2014-1 Ltd
549300ITL5IR423IJ183
INGIM 2014-1A AAR2
92915PAH8
20525072.65040000
PA
USD
20519502.15000000
0.016567305026
Long
ABS-MBS
CORP
KY
Y
2
2031-04-18
Floating
1.11220000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KAT7
32275000.00000000
PA
USD
34835305.39000000
0.028125786184
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WK
452308AT6
52955000.00000000
PA
USD
55703002.29000000
0.044974221259
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CAJ0
125010000.00000000
PA
USD
121455028.13000000
0.098061955075
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BY5
37631000.00000000
PA
USD
40270219.33000000
0.032513898350
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851AP4
14800000.00000000
PA
USD
20565173.06000000
0.016604179405
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX-TXBL
79625GDG5
8220000.00000000
PA
USD
8465157.39000000
0.006834709904
Long
DBT
MUN
US
N
2
2048-02-01
Fixed
2.90500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCS8
24835000.00000000
PA
USD
24443073.90000000
0.019735169894
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CQ9
29675000.00000000
PA
USD
30504350.67000000
0.024629003105
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.95000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CJ6
5923000.00000000
PA
USD
6702845.40000000
0.005411831314
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBH2
9260000.00000000
PA
USD
9800395.17000000
0.007912771712
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.25000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CY2
4553000.00000000
PA
USD
4662612.43000000
0.003764561234
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH
59447TXW8
11320000.00000000
PA
USD
12208132.11000000
0.009856761971
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.08400000
N
N
N
N
N
N
RR 18 Ltd
54930003V8ISBLDELD80
RRAM 2021-18A A2
749752AE1
30080000.00000000
PA
USD
30034332.54000000
0.024249513697
Long
ABS-MBS
CORP
KY
Y
2
2034-10-15
Floating
1.68380000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PBV3
4696000.00000000
PA
USD
4705460.37000000
0.003799156366
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.87500000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BA0
9915000.00000000
PA
USD
12212369.95000000
0.009860183574
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AX2
12940000.00000000
PA
USD
13903936.96000000
0.011225943153
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWES COMPANIES
548661AK3
13301000.00000000
PA
USD
17102671.07000000
0.013808579092
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
6.50000000
N
N
N
N
N
N
MACH 1 Cayman 2019-1 Ltd
N/A
MAACH 2019-1 A
55446MAA5
10540304.41000000
PA
USD
10425561.60000000
0.008417526791
Long
ABS-CBDO
CORP
KY
Y
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967BL4
45000000.00000000
PA
USD
60232005.90000000
0.048630907650
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AV2
31655000.00000000
PA
USD
33359275.13000000
0.026934049495
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Duke Energy Progress NC Storm Funding LLC
N/A
DUKE ENERGY PROG
26444BAB0
34870000.00000000
PA
USD
35346068.25000000
0.028538172607
Long
DBT
CORP
US
N
2
2039-07-01
Fixed
2.38700000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAQ4
20891000.00000000
PA
USD
21876990.23000000
0.017663331573
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.85000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FL7
10510000.00000000
PA
USD
12231034.05000000
0.009875252840
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578QAA1
6225000.00000000
PA
USD
6732734.97000000
0.005435963947
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
Columbia Cent CLO 30 Ltd
549300EPPYTG18BLNK44
CECLO 2020-30A B
19736WAJ9
15255000.00000000
PA
USD
15265878.34000000
0.012325565264
Long
ABS-MBS
CORP
KY
Y
2
2034-01-20
Floating
1.88150000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BL7
3455000.00000000
PA
USD
4158814.25000000
0.003357798046
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCC7
17300000.00000000
PA
USD
17211631.95000000
0.013896553358
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CW8
43075000.00000000
PA
USD
42766884.96000000
0.034529689023
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CV9
53960000.00000000
PA
USD
52833242.35000000
0.042657196804
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600000
N
N
N
N
N
N
Niagara Mohawk Power Corp
3T97Y9RR5EN5Y18QHB56
NIAGARA MOHAWK
65364UAL0
35970000.00000000
PA
USD
40084480.25000000
0.032363933894
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.27800000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DAR0
14288000.00000000
PA
USD
15582807.85000000
0.012581451973
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
CAROLINA P & L
144141DD7
615000.00000000
PA
USD
723934.68000000
0.000584499885
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
TotalEnergies SE
529900S21EQ1BO4ESM68
TOTALENERGIES SE
N/A
32813629.00000000
NS
1509845696.70000000
1.219039039887
Long
EC
CORP
FR
N
2
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761JVL0
29050000.00000000
PA
USD
30958732.28000000
0.024995867695
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAN2
25320000.00000000
PA
USD
26836079.82000000
0.021667266429
Long
DBT
CORP
NO
N
2
2024-03-01
Fixed
3.70000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL
045054AP8
17915000.00000000
PA
USD
17561295.20000000
0.014178869063
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.45000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAX1
19772000.00000000
PA
USD
25806313.96000000
0.020835840550
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDL3
22215000.00000000
PA
USD
27728448.66000000
0.022387758898
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXR0
30600000.00000000
PA
USD
29221734.38000000
0.023593427527
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.99200000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175CC6
13740000.00000000
PA
USD
14350227.48000000
0.011586275052
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VBD8
10715000.00000000
PA
USD
14064158.19000000
0.011355304674
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAJ4
22090000.00000000
PA
USD
26857341.42000000
0.021684432899
Long
DBT
CORP
US
N
2
2043-05-18
Fixed
4.15000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
05523RAD9
7335000.00000000
PA
USD
7860228.25000000
0.006346294273
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
9128284U1
119090000.00000000
PA
USD
123202320.61000000
0.099472707016
Long
DBT
UST
US
N
2
2023-06-30
Fixed
2.62500000
N
N
N
N
N
N
Mass General Brigham Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAE8
24480000.00000000
PA
USD
26991163.54000000
0.021792479959
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
FG J20329
31306XLJ0
1014.96000000
PA
USD
1064.79000000
0.000000859704
Long
ABS-MBS
USGSE
US
N
2
2022-09-01
Fixed
3.00000000
N
N
N
N
N
N
Vantage Data Centers LLC
5493000RL8X7WTQ7HO20
VDC 2021-1A A2
92212KAD8
48430000.00000000
PA
USD
48305441.91000000
0.039001481844
Long
ABS-CBDO
CORP
US
Y
2
2046-10-15
Fixed
2.16500000
N
N
N
N
N
N
CIFC Funding 2021-III Ltd
N/A
CIFC 2021-3A B
12564DAC8
6400000.00000000
PA
USD
6399962.88000000
0.005167286048
Long
ABS-MBS
CORP
KY
Y
2
2036-07-15
Floating
1.82380000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GGM0
20135000.00000000
PA
USD
29267300.33000000
0.023630217162
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDV0
95407000.00000000
PA
USD
92297567.57000000
0.074520421789
Long
DBT
CORP
US
Y
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AU9
11545000.00000000
PA
USD
14485198.17000000
0.011695249460
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Diageo Investment Corp
S4G8DPIPDVCF6CB81Z61
DIAGEO INV CORP
25245BAB3
26991000.00000000
PA
USD
27265754.34000000
0.022014182684
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.87500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 782071
36241KJQ2
515699.89000000
PA
USD
577218.14000000
0.000466041959
Long
ABS-MBS
USGA
US
N
2
2033-05-15
Fixed
7.00000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
46653KAA6
9385000.00000000
PA
USD
9203407.66000000
0.007430768099
Long
DBT
CORP
NL
Y
2
2030-11-23
Fixed
2.20000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCF6
281245000.00000000
PA
USD
276674768.75000000
0.223385306985
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUNIVERSAL MED
63946BAJ9
6331000.00000000
PA
USD
7703732.81000000
0.006219940930
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BJ1
10605000.00000000
PA
USD
11800963.92000000
0.009528017173
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
3440537.00000000
NS
USD
359536116.50000000
0.290286989737
Long
EC
CORP
US
N
1
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA INDL-C
71781LBH1
66810000.00000000
PA
USD
85283840.21000000
0.068857586516
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-C
2350366Z8
7405000.00000000
PA
USD
7688980.27000000
0.006208029831
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.08900000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-21 BD
3136B4QP6
24268477.92000000
PA
USD
25258852.66000000
0.020393824059
Long
ABS-MBS
USGSE
US
N
2
2057-09-25
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4166 PB
3137AYCY5
7412395.67000000
PA
USD
7450744.44000000
0.006015679859
Long
ABS-MBS
USGSE
US
N
2
2041-03-15
Fixed
1.75000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
13925459.00000000
NS
USD
730390324.55000000
0.589712128814
Long
EC
CORP
US
N
1
N
N
N
Orange SA
969500MCOONR8990S771
FRANCE TELECOM
35177PAL1
20280000.00000000
PA
USD
31170434.63000000
0.025166794717
Long
DBT
CORP
FR
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
East Ohio Gas Co/The
BC95Y6MXLT75BGO7UM71
EAST OHIO GAS CO
27409LAC7
8960000.00000000
PA
USD
8784055.97000000
0.007092186426
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
2.00000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AT5
23105000.00000000
PA
USD
24390658.78000000
0.019692850286
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BR3
3756000.00000000
PA
USD
4320797.65000000
0.003488582330
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.70000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CW6
5025000.00000000
PA
USD
5229740.86000000
0.004222456831
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAU7
19100000.00000000
PA
USD
23922136.70000000
0.019314568779
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
CF Hippolyta LLC
N/A
SORT 2021-1A A1
12530MAE5
23893991.08000000
PA
USD
23516614.16000000
0.018987152667
Long
ABS-CBDO
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAC0
3310000.00000000
PA
USD
3214010.70000000
0.002594970152
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
2.51000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
SIERRA PAC POWER
826418BM6
7857000.00000000
PA
USD
8195266.64000000
0.006616801967
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ1269
3138MGMT9
7347.85000000
PA
USD
7632.64000000
0.000006162541
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2021-VOLT
N/A
BX 2021-VOLT A
05609VAA3
29050000.00000000
PA
USD
28953263.50000000
0.023376665983
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
0.78950000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824100
3836548.00000000
NS
USD
482522641.96000000
0.389585465232
Long
EC
CORP
US
N
1
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE
68902VAK3
8000000.00000000
PA
USD
8143563.76000000
0.006575057417
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.56500000
N
N
N
N
N
N
Diageo PLC
213800ZVIELEA55JMJ32
DIAGEO PLC
G42089113
5499993.00000000
NS
277574997.18000000
0.224112145233
Long
EC
CORP
GB
N
2
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFC8
39433000.00000000
PA
USD
51628788.16000000
0.041684728768
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ- 158
73358WAH7
2600000.00000000
PA
USD
2969310.50000000
0.002397400892
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.85900000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFK5
37735000.00000000
PA
USD
42148495.03000000
0.034030405243
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DPABS 2021-1A A2I
25755TAN0
34954350.00000000
PA
USD
35164355.73000000
0.028391459167
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAS9
22215000.00000000
PA
USD
24770088.22000000
0.019999199009
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
WELLPOINT INC
94973VBA4
42468000.00000000
PA
USD
43700165.28000000
0.035283213140
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2A5
2425000.00000000
PA
USD
2411981.12000000
0.001947416981
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBW9
27465000.00000000
PA
USD
27143246.15000000
0.021915270413
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Taconic Park CLO Ltd 2016-1A
N/A
TPARK 2016-1A A2R
873549AL3
12291000.00000000
PA
USD
12292011.55000000
0.009924485655
Long
ABS-MBS
CORP
KY
Y
2
2029-01-20
Floating
1.58150000
N
N
N
N
N
N
START Ireland
N/A
STARR 2019-1 A
85573LAA9
12203215.38000000
PA
USD
12226669.96000000
0.009871729304
Long
ABS-CBDO
CORP
BM
Y
2
2044-03-15
Fixed
4.08900000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AG8
12955000.00000000
PA
USD
13065371.29000000
0.010548890994
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
701094AN4
9650000.00000000
PA
USD
10272282.86000000
0.008293770590
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AX9
15865000.00000000
PA
USD
19551650.79000000
0.015785868489
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
USRE 2021-1 A1
643821AA9
100980000.00000000
PA
USD
99241538.42000000
0.080126936134
Long
ABS-CBDO
CORP
US
Y
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BX7
1438000.00000000
PA
USD
1848649.47000000
0.001492586878
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.30000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081ES2
50000000.00000000
PA
USD
66622262.00000000
0.053790356511
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
5.65000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
19123MAE3
32165000.00000000
PA
USD
31684303.72000000
0.025581689089
Long
DBT
CORP
GB
Y
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2017-35 AH
3136AWNN3
5005791.12000000
PA
USD
5136146.43000000
0.004146889332
Long
ABS-MBS
USGSE
US
N
2
2053-04-25
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXH2
19490000.00000000
PA
USD
21366396.44000000
0.017251081656
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2C6
50755000.00000000
PA
USD
53518216.40000000
0.043210240145
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYB4
74125000.00000000
PA
USD
74269654.94000000
0.059964809019
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFA7
9940000.00000000
PA
USD
12892666.26000000
0.010409450140
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743820AB8
39905000.00000000
PA
USD
39143527.20000000
0.031604214867
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX SECURITIZTN
79467BCN3
20690000.00000000
PA
USD
27430473.03000000
0.022147175422
Long
DBT
MUN
US
N
2
2048-01-01
Fixed
4.78700000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABX2
4745000.00000000
PA
USD
4559305.61000000
0.003681152018
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
Massachusetts Electric Co
549300XN8GZY5U5O1B96
MASS ELECTRIC CO
575634AS9
21565000.00000000
PA
USD
29132883.73000000
0.023521690123
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
5.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHA0
5380000.00000000
PA
USD
6372692.80000000
0.005145268373
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.94600000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
GTOWNU 2.943 4/1/2050
37310PAD3
9430000.00000000
PA
USD
9714282.53000000
0.007843244958
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
2.94300000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CR7
20963000.00000000
PA
USD
26195951.14000000
0.021150430932
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BD3
11051000.00000000
PA
USD
11782508.46000000
0.009513116361
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
Life 2021-BMR Mortgage Trust
N/A
LIFE 2021-BMR A
53218CAA8
9305000.00000000
PA
USD
9273269.95000000
0.007487174431
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
0.79000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGT1
73300000.00000000
PA
USD
88109192.62000000
0.071138756636
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
Children's Hospital Corp/The
549300NXFO6BISJLOS32
CHILDREN'S HOSP
16876BAB8
5460000.00000000
PA
USD
5413548.01000000
0.004370861461
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BZ2
43466000.00000000
PA
USD
45292732.54000000
0.036569041002
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YDA4
18000000.00000000
PA
USD
22750863.84000000
0.018368891120
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.85000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081ET0
10000000.00000000
PA
USD
12906317.40000000
0.010420471976
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
4.95000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BF8
96700000.00000000
PA
USD
119208893.81000000
0.096248441661
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
Imperial Brands Finance PLC
2138008L3B3MCG1DFS50
IMP TOBACCO FIN
453140AE5
34745000.00000000
PA
USD
35203440.82000000
0.028423016200
Long
DBT
CORP
GB
Y
2
2022-07-21
Fixed
3.75000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E ENERGY RECO
71710TAC2
16989000.00000000
PA
USD
17106961.93000000
0.013812043503
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
2.82200000
N
N
N
N
N
N
State Grid Overseas Investment BVI Ltd
3003006V8BHG5158QO96
STATE GRID OSEAS
857006AE0
62480000.00000000
PA
USD
62969522.05000000
0.050841159377
Long
DBT
CORP
VG
Y
2
2022-05-04
Fixed
2.75000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBV6
43865000.00000000
PA
USD
44052479.01000000
0.035567668824
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT7254
3138WVBY6
96195.49000000
PA
USD
99708.95000000
0.000080504321
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.50000000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AH3
18600000.00000000
PA
USD
21103477.60000000
0.017038802791
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DP9
68700000.00000000
PA
USD
73205220.28000000
0.059105391789
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.10000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJY9
36795000.00000000
PA
USD
37344404.54000000
0.030151615595
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAG7
20910000.00000000
PA
USD
20910375.75000000
0.016882893684
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.15000000
N
N
N
N
N
N
Bon Secours Mercy Health Inc
5493006NA7JSVYYYF398
BON SECOURS HLTH
09778PAA3
17085000.00000000
PA
USD
18473877.75000000
0.014915681943
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.46400000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325BQ7
30240000.00000000
PA
USD
31209951.02000000
0.025198699979
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DPABS 2021-1A A2II
25755TAP5
29014200.00000000
PA
USD
29943408.77000000
0.024176102470
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NE7
25750000.00000000
PA
USD
25753223.39000000
0.020792975589
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.52000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAJ9
7315000.00000000
PA
USD
8019004.74000000
0.006474489320
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAM9
41185000.00000000
PA
USD
56288936.08000000
0.045447300174
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
83368RAJ1
38635000.00000000
PA
USD
38753806.49000000
0.031289557044
Long
DBT
CORP
FR
Y
2
2022-01-12
Fixed
3.25000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851AT6
27530000.00000000
PA
USD
27943535.56000000
0.022561418583
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.87500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFW9
9247000.00000000
PA
USD
8953236.68000000
0.007228781768
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AC0
36565000.00000000
PA
USD
45294312.00000000
0.036570316247
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
6.19100000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CV8
11625000.00000000
PA
USD
13937553.58000000
0.011253084981
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2021-B
N/A
AFFRM 2021-B A
00834DAA1
17590000.00000000
PA
USD
17521381.41000000
0.014146642943
Long
ABS-CBDO
CORP
US
Y
2
2026-08-17
Fixed
1.03000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
39185000.00000000
PA
USD
42198328.85000000
0.034070640727
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BL7
44660000.00000000
PA
USD
43154851.26000000
0.034842930348
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
21993301.00000000
NS
USD
1099225183.98000000
0.887506859692
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828K74
61860000.00000000
PA
USD
64102425.00000000
0.051755857434
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
8614452.00000000
NS
USD
1657162131.24000000
1.337981316779
Long
EC
CORP
US
N
1
N
N
N
Texas Transportation Commission
5493006JSGNPGVJS7691
TX ST TRANS COMM
882830AP7
7310000.00000000
PA
USD
7409982.53000000
0.005982768973
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
2.56200000
N
N
N
N
N
N
Mercy Health/OH
RV2KCMRGYKSCKT5REH48
MERCY HEALTH
58942HAC5
20339000.00000000
PA
USD
22788317.97000000
0.018399131328
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.30200000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBG2
17000000.00000000
PA
USD
22396367.46000000
0.018082673179
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.87500000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
IL TWY TXB-A-SR PRIOR
452252FH7
29200000.00000000
PA
USD
40945221.12000000
0.033058890157
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.18400000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
WYETH
983024AN0
25000000.00000000
PA
USD
35493854.25000000
0.028657494008
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AK2
1825000.00000000
PA
USD
2118892.01000000
0.001710778847
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.55000000
N
N
N
N
N
N
Brooklyn Union Gas Co/The
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION
114259AN4
2685000.00000000
PA
USD
2839553.33000000
0.002292635845
Long
DBT
CORP
US
Y
2
2026-03-10
Fixed
3.40700000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CAT2
9940000.00000000
PA
USD
10730095.51000000
0.008663405377
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WO
452308109
2620333.00000000
NS
USD
608310305.95000000
0.491145560728
Long
EC
CORP
US
N
1
N
N
N
NBK SPC Ltd
549300P1ANDK86KWB419
NBK SPC LTD
62877PAA2
56530000.00000000
PA
USD
57018701.85000000
0.046036508042
Long
DBT
CORP
AE
Y
2
2022-05-30
Fixed
2.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFM6
32900000.00000000
PA
USD
35190764.49000000
0.028412781419
Long
DBT
CORP
US
N
2
2025-01-22
Fixed
4.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAL0
159600000.00000000
PA
USD
189750875.50000000
0.153203552914
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Wisconsin Electric Power Co
AENKIFMULUAWOUU8Q584
WISCONSIN ELECTR
976656BZ0
17280000.00000000
PA
USD
22908231.48000000
0.018495948672
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
5.70000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PBE0
14035000.00000000
PA
USD
17214997.95000000
0.013899271043
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AN5
1050000.00000000
PA
USD
1307283.92000000
0.001055492053
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.40000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BD1
29395000.00000000
PA
USD
30681181.75000000
0.024771775304
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.87500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EM6
38061000.00000000
PA
USD
44861778.30000000
0.036221091510
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.79900000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZP8
164470000.00000000
PA
USD
163853237.50000000
0.132293977961
Long
DBT
UST
US
N
2
2023-05-15
Fixed
0.12500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EA4
48290000.00000000
PA
USD
45713228.22000000
0.036908546324
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAT8
28240000.00000000
PA
USD
30518554.85000000
0.024640471463
Long
DBT
CORP
DK
Y
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDQ6
97010000.00000000
PA
USD
102974537.62000000
0.083140934035
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CS4
10055000.00000000
PA
USD
10628320.51000000
0.008581232942
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAQ1
15270000.00000000
PA
USD
19884298.53000000
0.016054445988
Long
DBT
CORP
US
Y
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_18-3
N/A
EFF 2018-3 A2
29373GAB8
397080.31000000
PA
USD
399073.53000000
0.000322209225
Long
ABS-CBDO
CORP
US
Y
2
2024-05-20
Fixed
3.38000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAZ1
59895000.00000000
PA
USD
60011793.45000000
0.048453109631
Long
DBT
CORP
AU
Y
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAS0
21605000.00000000
PA
USD
21705613.84000000
0.017524963453
Long
DBT
CORP
DK
Y
2
2022-01-12
Fixed
5.00000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111GC1
22155000.00000000
PA
USD
22499554.56000000
0.018165985735
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
81175000.00000000
PA
USD
79548431.59000000
0.064226857010
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23900000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CC6
122844000.00000000
PA
USD
121874583.94000000
0.098400701553
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034WAA4
10420000.00000000
PA
USD
10705100.68000000
0.008643224723
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBS8
68790000.00000000
PA
USD
67421491.74000000
0.054435649111
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081FA6
8330000.00000000
PA
USD
8439367.32000000
0.006813887179
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
639057AC2
29040000.00000000
PA
USD
28569517.73000000
0.023066832286
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64200000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BT0
3777000.00000000
PA
USD
4256375.56000000
0.003436568377
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
Taiwan Semiconductor Manufacturing Co Ltd
549300KB6NK5SBD14S87
TAIWAN SEMIC-ADR
N/A
8392840.00000000
NS
USD
983221206.00000000
0.793846045048
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEF5
10000000.00000000
PA
USD
10869466.70000000
0.008775932718
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX 2021-ARIA A
05608RAA3
14785000.00000000
PA
USD
14755873.55000000
0.011913790902
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
0.98910000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DN4
35227000.00000000
PA
USD
40194565.35000000
0.032452815847
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
Globe Life Inc
5493001JFHKQOPP6XA71
TORCHMARK CORP
891027AF1
45000000.00000000
PA
USD
49280495.85000000
0.039788733694
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
7.87500000
N
N
N
N
N
N
Magnetite VII Ltd
549300B54XJTQC6DWJ15
MAGNE 2012-7A A1R2
55951PBA4
25886824.69000000
PA
USD
25882845.89000000
0.020897631905
Long
ABS-MBS
CORP
KY
Y
2
2028-01-15
Floating
0.92380000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBN9
11870000.00000000
PA
USD
11168476.59000000
0.009017351249
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2021-Z1
N/A
AFFRM 2021-Z1 A
00834CAA3
14430635.86000000
PA
USD
14404577.02000000
0.011630156497
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
1.07000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AZ9
14010000.00000000
PA
USD
14639249.34000000
0.011819629316
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBG9
24185000.00000000
PA
USD
25478235.31000000
0.020570952103
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
Federal Express Corp 1998 Pass Through Trust
N/A
FEDEX 1998 TRUST
31331FAX9
1226580.41000000
PA
USD
1240381.65000000
0.001001475620
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
6.72000000
N
N
N
N
N
N
Leland Stanford Junior University/The
JIUV0DC2REIJXQ26CR37
STANFORD UNIV
525555AB4
13685000.00000000
PA
USD
15413043.27000000
0.012444385218
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.87500000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141784BH0
19355000.00000000
PA
USD
24422215.45000000
0.019718328925
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
6.87500000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAR1
5045000.00000000
PA
USD
5917438.31000000
0.004777699026
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DW7
17660000.00000000
PA
USD
17555602.91000000
0.014174273147
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2018-77 PA
3136B3JN1
6824522.30000000
PA
USD
7160950.09000000
0.005781701892
Long
ABS-MBS
USGSE
US
N
2
2048-02-25
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2015-61 PB
3136APL59
1246015.92000000
PA
USD
1258749.08000000
0.001016305357
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
2.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-BG
91412HGF4
13075000.00000000
PA
USD
12974598.38000000
0.010475601570
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
1.31600000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DE2
15490000.00000000
PA
USD
15491037.06000000
0.012507356868
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
COLGATE-PALM CO
19416QBX7
13920000.00000000
PA
USD
16830381.63000000
0.013588734470
Long
DBT
CORP
US
N
2
2025-05-19
Fixed
7.60000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BM3972
3140J8MW0
19998279.03000000
PA
USD
20546161.88000000
0.016588829909
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
2.50000000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAY INC
37940XAD4
14680000.00000000
PA
USD
14887955.12000000
0.012020432654
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466L302
2934483.00000000
NS
USD
836210275.68000000
0.675150430164
Long
EC
CORP
US
N
1
N
N
N
Farmers Exchange Capital
N/A
FARMERS EXCH CAP
309588AC5
25000000.00000000
PA
USD
30654011.50000000
0.024749838231
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
7.05000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBK6
10535000.00000000
PA
USD
10869455.38000000
0.008775923579
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KEYSPAN GAS EAST
49338CAB9
25345000.00000000
PA
USD
26080743.05000000
0.021057412712
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
144141CY2
14705000.00000000
PA
USD
20981784.69000000
0.016940548772
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.30000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BL7
67980000.00000000
PA
USD
68882901.52000000
0.055615581325
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SU3
4560000.00000000
PA
USD
4635525.00000000
0.003742691029
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
Chicago Transit Authority Sales Tax Receipts Fund
N/A
CHICAGO TRANSIT BAB
16772PAQ9
2260000.00000000
PA
USD
3172271.15000000
0.002561269926
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.20000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MTA NY-TXB
59259NZH9
10860000.00000000
PA
USD
17585788.05000000
0.014198644422
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.33600000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCA1
12525000.00000000
PA
USD
13480796.15000000
0.010884302171
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCE9
23162000.00000000
PA
USD
27027934.68000000
0.021822168725
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CG3
7251000.00000000
PA
USD
9059936.19000000
0.007314930220
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJW0
55635000.00000000
PA
USD
58942120.21000000
0.047589462808
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.31100000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBH3
42890000.00000000
PA
USD
50159022.93000000
0.040498050421
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BJ2
24400000.00000000
PA
USD
24619938.18000000
0.019877968898
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GK3
11495000.00000000
PA
USD
13058276.09000000
0.010543162378
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGU8
23150000.00000000
PA
USD
29135353.33000000
0.023523684061
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH
035229BQ5
19550000.00000000
PA
USD
24038188.32000000
0.019408268059
Long
DBT
CORP
US
N
2
2028-01-01
Fixed
6.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CT3
3611000.00000000
PA
USD
4339045.63000000
0.003503315623
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AU6353
3138X6BX2
55507.96000000
PA
USD
57656.55000000
0.000046551502
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2.50000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3803 TY
3137A76P0
4351430.57000000
PA
USD
4633033.83000000
0.003740679676
Long
ABS-MBS
USGSE
US
N
2
2031-02-15
Fixed
4.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VER1
23335000.00000000
PA
USD
26595785.30000000
0.021473254285
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
N/A
SPRINT SPECTRUM
85208NAD2
37856875.00000000
PA
USD
39672397.98000000
0.032031221501
Long
DBT
CORP
US
Y
2
2029-09-20
Fixed
4.73800000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAR8
22345000.00000000
PA
USD
23622995.46000000
0.019073044197
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.35000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRN-BABS-TXB-TR
59259YDK2
2195000.00000000
PA
USD
2496956.71000000
0.002016025688
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
6.20000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BT9
48610000.00000000
PA
USD
47267295.55000000
0.038163289607
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AC4
24863000.00000000
PA
USD
30293299.49000000
0.024458601833
Long
DBT
CORP
US
Y
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CODELCO INC
21987BBA5
20705000.00000000
PA
USD
21018770.61000000
0.016970410949
Long
DBT
CORP
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QCP1
38938000.00000000
PA
USD
41117301.84000000
0.033197826948
Long
DBT
CORP
GB
N
2
2024-02-10
Fixed
3.81400000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BV1
4886000.00000000
PA
USD
6687788.43000000
0.005399674420
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141EC31
25675000.00000000
PA
USD
32898062.51000000
0.026561669595
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BD0
6185000.00000000
PA
USD
7519801.30000000
0.006071435893
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
20255000.00000000
PA
USD
23194005.97000000
0.018726681031
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Arizona Public Service Co
YG6VT0TPHRH4TFVAQV64
ARIZONA PUB SERV
040555DB7
11220000.00000000
PA
USD
11930721.70000000
0.009632782712
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432ND3
40345000.00000000
PA
USD
42184562.55000000
0.034059525911
Long
DBT
CORP
US
N
2
2025-01-27
Fixed
2.85000000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC
G72899100
20926697.00000000
NS
353478406.05000000
0.285396035948
Long
EC
CORP
GB
N
2
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAW1
13365000.00000000
PA
USD
16311857.00000000
0.013170081247
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AY2
18255000.00000000
PA
USD
18485269.85000000
0.014924879846
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2021-Z2
N/A
AFFRM 2021-Z2 A
00834TAA6
19585000.00000000
PA
USD
19571942.68000000
0.015802252021
Long
ABS-CBDO
CORP
US
Y
3
2026-11-16
Fixed
1.17000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
03523TBQ0
19610000.00000000
PA
USD
21436972.71000000
0.017308064451
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
3.75000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAB3
18220000.00000000
PA
USD
17793080.80000000
0.014366011164
Long
DBT
CORP
US
Y
2
2027-08-27
Fixed
1.40000000
N
N
N
N
N
N
Accenture PLC
N/A
ACCENTURE PLC-A
G1151C101
2633121.00000000
NS
USD
941077445.40000000
0.759819462351
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BX9
12215000.00000000
PA
USD
15986307.72000000
0.012907234995
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAX0
25200000.00000000
PA
USD
26673232.32000000
0.021535784477
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
136069TZ4
57780000.00000000
PA
USD
57985790.40000000
0.046817328691
Long
DBT
CORP
US
N
2
2022-06-16
Floating
3.33460000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
48126BAA1
18035000.00000000
PA
USD
24803356.05000000
0.020026059226
Long
DBT
CORP
US
N
2
2042-01-06
Fixed
5.40000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DS4
11865000.00000000
PA
USD
11334392.57000000
0.009151310671
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406HDA4
27990000.00000000
PA
USD
29540772.79000000
0.023851016947
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAW4
1750000.00000000
PA
USD
1835149.52000000
0.001481687111
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E ENERGY RECO
71710TAB4
3775000.00000000
PA
USD
3763904.52000000
0.003038950643
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
2.28000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDR9
67805000.00000000
PA
USD
66694116.10000000
0.053848371018
Long
DBT
CORP
US
Y
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
32340000.00000000
PA
USD
32414940.19000000
0.026171599954
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
CISCO SYSTEMS
17275RBL5
15676000.00000000
PA
USD
16504894.68000000
0.013325938543
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
2.50000000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAK7
8435000.00000000
PA
USD
9189096.25000000
0.007419213164
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Mar22
N/A
2027.00000000
NC
USD
3640165.06000000
0.002939044254
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT 10 Year US Treasury Note
2022-03-22
261516772.44000000
USD
3640165.06000000
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAT7
19150000.00000000
PA
USD
18797888.95000000
0.015177286359
Long
DBT
CORP
US
Y
2
2051-05-15
Fixed
1.63100000
N
N
N
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK TELECOM CO
78440PAE8
11995000.00000000
PA
USD
12464891.41000000
0.010064067665
Long
DBT
CORP
KR
Y
2
2023-04-16
Fixed
3.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BCY0
20000000.00000000
PA
USD
23961889.00000000
0.019346664512
Long
DBT
CORP
US
N
2
2026-08-09
Fixed
6.25000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2E7
16275000.00000000
PA
USD
16139244.04000000
0.013030714729
Long
DBT
CORP
US
Y
2
2028-06-28
Fixed
2.00000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CB3
50000000.00000000
PA
USD
71976587.50000000
0.058113402125
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.25000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION RES INC
257469AJ5
5706000.00000000
PA
USD
7045854.90000000
0.005688774827
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.25000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
61875000.00000000
PA
USD
67242220.65000000
0.054290906865
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP
235851102
2389686.00000000
NS
USD
768618605.04000000
0.620577379778
Long
EC
CORP
US
N
1
N
N
N
Seasoned Credit Risk Transfer Trust Series 2019-3
N/A
SCRT 2019-3 MA
35563PLH0
34066032.32000000
PA
USD
35314586.47000000
0.028512754434
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Credit Suisse Group Funding Guernsey Ltd
549300PXR5FKNXF0OH19
CRED SUIS GP FUN
225433AH4
55260000.00000000
PA
USD
56607560.97000000
0.045704555721
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAP2
830000.00000000
PA
USD
1136873.78000000
0.000917904077
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAF0
21827000.00000000
PA
USD
22430140.91000000
0.018109941631
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JG6
13610000.00000000
PA
USD
16890073.97000000
0.013636929655
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CY3
16675000.00000000
PA
USD
18769103.70000000
0.015154045346
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578QAB9
43790000.00000000
PA
USD
47683780.09000000
0.038499556362
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAQ2
3500000.00000000
PA
USD
4054538.50000000
0.003273606522
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBQ7
32175000.00000000
PA
USD
34610826.71000000
0.027944543640
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400ES8
7695000.00000000
PA
USD
10110482.20000000
0.008163133849
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBE1
25195000.00000000
PA
USD
25840999.04000000
0.020863845046
Long
DBT
CORP
US
N
2
2029-08-16
Fixed
2.44000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BR9
26340000.00000000
PA
USD
26575336.57000000
0.021456744121
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
3.68290000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY
127097AB9
31555000.00000000
PA
USD
33576155.81000000
0.027109157466
Long
DBT
CORP
US
Y
2
2024-06-01
Fixed
4.37500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EJ8
53995000.00000000
PA
USD
64649438.65000000
0.052197512496
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BU7
32150000.00000000
PA
USD
31835694.21000000
0.025703920730
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDC0
111320000.00000000
PA
USD
113428819.36000000
0.091581649270
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
2.45000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023AG0
9460000.00000000
PA
USD
13845178.18000000
0.011178501718
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
8.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAZ4
28990000.00000000
PA
USD
28674635.76000000
0.023151703861
Long
DBT
CORP
DK
Y
2
2026-09-11
Variable
1.62100000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHV4
35285000.00000000
PA
USD
37241273.79000000
0.030068348536
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.19400000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UCZ0
27385000.00000000
PA
USD
35069977.24000000
0.028315258623
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.60000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAY1
6030000.00000000
PA
USD
6064887.35000000
0.004896748368
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
IL ST TXB-PENSION
452151LF8
126980000.00000000
PA
USD
148462031.97000000
0.119867224384
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALDS CORP
580135101
8314779.00000000
NS
USD
2033794943.40000000
1.642072061104
Long
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAV5
22775000.00000000
PA
USD
22351087.56000000
0.018046114499
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHQ5
120185000.00000000
PA
USD
132837245.12000000
0.107251878855
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400000
N
N
N
N
N
N
American Express Credit Corp
9ET6B8VCXWW51H8Z3M54
AMERICAN EXPRESS
0258M0EG0
54990000.00000000
PA
USD
55202742.01000000
0.044570314546
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.70000000
N
N
N
N
N
N
United Airlines 2018-1 Class B Pass Through Trust
N/A
UNTD AIR 18-1 B
90932NAA1
5664767.52000000
PA
USD
5713340.13000000
0.004612911559
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
4.60000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 782086
36241KJ74
1212.87000000
PA
USD
1328.92000000
0.000001072960
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
7.00000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INS&ANN
878091BD8
24830000.00000000
PA
USD
32562109.18000000
0.026290423185
Long
DBT
CORP
US
Y
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
MASTER CREDIT CARD TRUST MCCT_17-1A
N/A
MCCT 2018-1A A
576339BM6
30925000.00000000
PA
USD
31028236.93000000
0.025051985271
Long
ABS-CBDO
CORP
CA
Y
2
2024-07-21
Floating
0.58110000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAK8
7585000.00000000
PA
USD
7730524.60000000
0.006241572438
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EY5
6065000.00000000
PA
USD
5941746.95000000
0.004797325655
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
1.70000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874AZ0
7775000.00000000
PA
USD
10946285.35000000
0.008837955568
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHG8
52500000.00000000
PA
USD
55519332.23000000
0.044825927314
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.70000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N0280G100
2850137.00000000
NS
318132331.39000000
0.256857858165
Long
EC
CORP
DE
N
2
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-14 CA
3136B4FP8
25002802.46000000
PA
USD
26591993.09000000
0.021470192481
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807102
1525349.00000000
NS
USD
532041731.20000000
0.429566837591
Long
EC
CORP
US
N
1
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
92857WBL3
1895000.00000000
PA
USD
2366058.08000000
0.001910339034
Long
DBT
CORP
GB
N
2
2038-05-30
Fixed
5.00000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BH6
5900000.00000000
PA
USD
6343048.29000000
0.005121333600
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKF8
9685000.00000000
PA
USD
9484846.30000000
0.007657999722
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEA6
13830000.00000000
PA
USD
14408120.42000000
0.011633017414
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.12500000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAX3
2280000.00000000
PA
USD
2494897.66000000
0.002014363225
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAD4
4775000.00000000
PA
USD
5008528.44000000
0.004043851443
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
2.87500000
N
N
N
N
N
N
Jackson National Life Insurance Co
8IM72RBRSPXY5ZCXZB30
JACKSON NATL LIF
468502AA7
18890000.00000000
PA
USD
24410987.86000000
0.019709263846
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
8.15000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CR4
16150000.00000000
PA
USD
16851169.21000000
0.013605518219
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAR6
1435000.00000000
PA
USD
1640069.72000000
0.001324181021
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDA6
2530000.00000000
PA
USD
2518536.06000000
0.002033448707
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON REF-TXB-A-PEN
442331QM9
15875000.00000000
PA
USD
20164093.21000000
0.016280350290
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.29000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBJ8
14165000.00000000
PA
USD
15358870.54000000
0.012400646528
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_19-1
N/A
EFF 2019-1 A2
29374AAB0
3724724.65000000
PA
USD
3739708.47000000
0.003019414919
Long
ABS-CBDO
CORP
US
Y
2
2024-10-20
Fixed
2.98000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FB9
17470000.00000000
PA
USD
19386990.44000000
0.015652922854
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.70000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAA5
10395000.00000000
PA
USD
10340390.49000000
0.008348760222
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKB4
65950000.00000000
PA
USD
67230173.92000000
0.054281180418
Long
DBT
CORP
US
N
2
2052-07-21
Variable
2.97200000
N
N
N
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
KANSAS CITY SOUT
485170AS3
16985000.00000000
PA
USD
22356642.64000000
0.018050599633
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480100
977071.00000000
NS
USD
398771987.23000000
0.321965762136
Long
EC
CORP
US
N
1
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX
2350368N3
18860000.00000000
PA
USD
19200330.59000000
0.015502214974
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.84300000
N
N
N
N
N
N
Octagon Investment Partners 51 Ltd
N/A
OCT51 2021-1A A
67578JAA7
30000000.00000000
PA
USD
29999904.00000000
0.024221716330
Long
ABS-MBS
CORP
KY
Y
2
2034-07-20
Floating
1.28150000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DF1
7130000.00000000
PA
USD
9231890.13000000
0.007453764649
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
Indiana Michigan Power Co
JHR9V15J0ZRG02MIRD06
IND MICH POWER
454889AT3
14980000.00000000
PA
USD
18584604.44000000
0.015005081911
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.25000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAL4
8068000.00000000
PA
USD
8946938.73000000
0.007223696847
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.00000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KS DEV FIN AUTH-K-TXB
48542RSV7
15140000.00000000
PA
USD
15482139.78000000
0.012500173265
Long
DBT
MUN
US
N
2
2051-05-01
Fixed
2.77400000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CC4
18410000.00000000
PA
USD
19992488.62000000
0.016141797923
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
Columbia Cent CLO 27 Ltd
549300066YASG4MIU864
CECLO 2018-27A A1
19736RAC5
16363582.09000000
PA
USD
16363822.63000000
0.013212037939
Long
ABS-MBS
CORP
KY
Y
2
2028-10-25
Floating
1.27390000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBH7
55605000.00000000
PA
USD
58737033.92000000
0.047423877547
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.93200000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATL IN
31620MBS4
8070000.00000000
PA
USD
7799059.19000000
0.006296906795
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
Rockland Park CLO Ltd
N/A
ROCKP 2021-1A B
773663AC3
9970000.00000000
PA
USD
10005156.21000000
0.008078094368
Long
ABS-MBS
CORP
KY
Y
2
2034-04-20
Floating
1.78150000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9929
31417HA79
47125.93000000
PA
USD
48959.66000000
0.000039529693
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFG8
41975000.00000000
PA
USD
45209993.52000000
0.036502238085
Long
DBT
CORP
US
N
2
2027-10-25
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9167
31417GFH4
80367.19000000
PA
USD
83511.57000000
0.000067426667
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AL0
19060000.00000000
PA
USD
20845091.37000000
0.016830183525
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GEN5
9965000.00000000
PA
USD
14289878.26000000
0.011537549507
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
BLACKSTONE INC
09260D107
7301910.00000000
NS
USD
1032855169.50000000
0.833920166095
Long
EC
CORP
US
N
1
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-F-2
072024ND0
1965000.00000000
PA
USD
3299126.34000000
0.002663691935
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DB0
4755000.00000000
PA
USD
5981566.13000000
0.004829475388
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
4.37500000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
11823774.00000000
NS
USD
956779792.08000000
0.772497429154
Long
EC
CORP
US
N
1
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017BT5
8727000.00000000
PA
USD
10830827.58000000
0.008744735758
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBF7
4375000.00000000
PA
USD
4206409.11000000
0.003396225809
Long
DBT
CORP
US
Y
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LS8
72550000.00000000
PA
USD
77646213.81000000
0.062691019447
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
Comerica Bank
70WY0ID1N53Q4254VH70
COMERICA BANK
20034DJA8
27415000.00000000
PA
USD
28417220.85000000
0.022943868831
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT7282
3138WVCU3
195170.09000000
PA
USD
202658.18000000
0.000163624821
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
NBK SPC Ltd
549300P1ANDK86KWB419
NBK SPC LTD
62877PAB0
67900000.00000000
PA
USD
66092832.67000000
0.053362898909
Long
DBT
CORP
AE
Y
2
2027-09-15
Variable
1.62500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JJ0
6365000.00000000
PA
USD
7347741.30000000
0.005932515832
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
FLORIDA PWR CORP
341099CH0
8000000.00000000
PA
USD
11601459.52000000
0.009366938691
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DD9
3765000.00000000
PA
USD
3797436.91000000
0.003066024465
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.05000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AA6
16000000.00000000
PA
USD
16774957.60000000
0.013543985489
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12600000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2012-124 JA
3136A9V96
1319096.84000000
PA
USD
1320861.66000000
0.001066454627
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
1.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 782067
36241KJL3
592139.19000000
PA
USD
677387.28000000
0.000546917834
Long
ABS-MBS
USGA
US
N
2
2032-11-15
Fixed
7.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON
075887109
3876623.00000000
NS
USD
919302378.22000000
0.742238422747
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BB3
17615000.00000000
PA
USD
18466998.44000000
0.014910127635
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA-H
913366EP1
10400000.00000000
PA
USD
16533268.96000000
0.013348847742
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.54800000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
USRE 2021-1 B1
643821AB7
10325000.00000000
PA
USD
10333661.64000000
0.008343327395
Long
ABS-CBDO
CORP
US
Y
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAX3
11930000.00000000
PA
USD
12011736.01000000
0.009698193110
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RBH4
35590000.00000000
PA
USD
40115762.13000000
0.032389190669
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAP5
8960000.00000000
PA
USD
8995795.20000000
0.007263143225
Long
DBT
CORP
US
Y
2
2050-07-15
Fixed
1.88400000
N
N
N
N
N
N
SoFi Professional Loan Program 2021-B Trust
N/A
SOFI 2021-B AFX
83405NAA4
20195906.50000000
PA
USD
19988845.95000000
0.016138856857
Long
ABS-CBDO
CORP
US
Y
2
2047-02-15
Fixed
1.14000000
N
N
N
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CH8
2503000.00000000
PA
USD
2619579.15000000
0.002115030204
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
404280AG4
25000000.00000000
PA
USD
33993577.75000000
0.027446181072
Long
DBT
CORP
GB
N
2
2036-05-02
Fixed
6.50000000
N
N
N
N
N
N
Dryden 87 CLO Ltd
N/A
DRSLF 2021-87A A1
26246GAA1
36675000.00000000
PA
USD
36656706.51000000
0.029596372932
Long
ABS-MBS
CORP
KY
Y
2
2034-05-20
Floating
1.25960000
N
N
N
N
N
N
Schlumberger Investment SA
529900EZ29I5KXPV2J32
SCHLUMBERGER INV
806854AH8
44520000.00000000
PA
USD
46598096.55000000
0.037622982933
Long
DBT
CORP
LU
N
2
2023-12-01
Fixed
3.65000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAD0
17450000.00000000
PA
USD
18158552.71000000
0.014661090672
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBN4
97075000.00000000
PA
USD
102756978.37000000
0.082965278192
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BE1
43465000.00000000
PA
USD
51021174.66000000
0.041194145804
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
6790327.00000000
NS
USD
643858806.14000000
0.519847175493
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828U24
30000000.00000000
PA
USD
31237500.00000000
0.025220942836
Long
DBT
UST
US
N
2
2026-11-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBH3
936810000.00000000
PA
USD
909583959.38000000
0.734391838161
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
052528AM8
22135000.00000000
PA
USD
21382481.50000000
0.017264068623
Long
DBT
CORP
AU
Y
2
2035-11-25
Variable
2.57000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
02364WBD6
84600000.00000000
PA
USD
85927717.48000000
0.069377448599
Long
DBT
CORP
MX
N
2
2022-07-16
Fixed
3.12500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FG8
29365000.00000000
PA
USD
34836615.10000000
0.028126843635
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-12 HA
3136B4EJ3
46997232.97000000
PA
USD
50107608.54000000
0.040456538796
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHT9
86705000.00000000
PA
USD
92571400.47000000
0.074741512590
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.55900000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBR5
44170000.00000000
PA
USD
43742281.57000000
0.035317217543
Long
DBT
CORP
GB
N
2
2032-03-10
Variable
2.66700000
N
N
N
N
N
N
Coupang Inc
549300XR4L1D80AK4W76
COUPANG INC
22266T109
9961421.00000000
NS
USD
263977656.50000000
0.213133745809
Long
EC
CORP
US
N
1
N
N
N
Cloud Pass-Through Trust 2019-1
N/A
CLOUD 2019-1A CLOU
18913AAA3
614905.00000000
PA
USD
617451.26000000
0.000498525904
Long
ABS-CBDO
CORP
US
Y
2
2022-12-05
Variable
3.55420000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
SUTTER HEALTH
86944BAG8
18345000.00000000
PA
USD
18535830.74000000
0.014965702361
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.29400000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAF8
4725000.00000000
PA
USD
6267566.40000000
0.005060390040
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.65000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2J1
76020000.00000000
PA
USD
77133393.48000000
0.062276971836
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57200000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAD5
30395000.00000000
PA
USD
30405156.79000000
0.024548914648
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
53079EBG8
11170000.00000000
PA
USD
12979726.20000000
0.010479741737
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BW1
10250000.00000000
PA
USD
11598525.88000000
0.009364570090
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHZ5
50870000.00000000
PA
USD
51025676.95000000
0.041197780922
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49600000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828J27
244920000.00000000
PA
USD
253339125.00000000
0.204544268583
Long
DBT
UST
US
N
2
2025-02-15
Fixed
2.00000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AX4
30355000.00000000
PA
USD
29590494.15000000
0.023891161631
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_19-3
N/A
EFF 2019-3 A2
29374WAB2
8768879.41000000
PA
USD
8843683.21000000
0.007140329050
Long
ABS-CBDO
CORP
US
Y
2
2025-05-20
Fixed
2.06000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3817 DW
3137A7QU7
8371540.83000000
PA
USD
8916071.05000000
0.007198774494
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
4.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AN2
12990000.00000000
PA
USD
17871608.75000000
0.014429414091
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-77 BP
3136AFLL6
2555743.93000000
PA
USD
2573019.74000000
0.002077438456
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
1.70000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AV1449
3138XCTF9
146396.66000000
PA
USD
151843.23000000
0.000122597180
Long
ABS-MBS
USGSE
US
N
2
2028-11-01
Fixed
2.50000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CA-AP-TXBL
91412GXE0
22370000.00000000
PA
USD
25813968.88000000
0.020842021080
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BE3
16450000.00000000
PA
USD
18132535.45000000
0.014640084515
Long
DBT
CORP
US
Y
2
2026-01-29
Fixed
4.45000000
N
N
N
N
N
N
Aaset 2019-1 Trust
549300TXM3PCKZJKD061
AASET 2019-1 A
00256DAA0
11800374.10000000
PA
USD
11341824.54000000
0.009157311192
Long
ABS-CBDO
CORP
US
Y
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
Global Payments Inc
549300NOMHGVQBX6S778
GLOBAL PAYMENTS
37940X102
5368309.00000000
NS
USD
639043503.36000000
0.515959333119
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDJ7
45565000.00000000
PA
USD
45294457.81000000
0.036570433973
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3838 QB
3137AA3L5
13107404.34000000
PA
USD
13955908.23000000
0.011267904400
Long
ABS-MBS
USGSE
US
N
2
2031-04-15
Fixed
4.00000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAV6
39210000.00000000
PA
USD
38007518.31000000
0.030687009096
Long
DBT
CORP
SG
Y
2
2051-04-06
Fixed
2.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CT4
50910000.00000000
PA
USD
50927986.50000000
0.041118906324
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AG5
19580000.00000000
PA
USD
20543556.28000000
0.016586726165
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4122 AB
3137AUXZ7
7221611.63000000
PA
USD
7242281.33000000
0.005847368177
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AL7
5970000.00000000
PA
USD
6175638.02000000
0.004986167698
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
3.00100000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AQ8
19665000.00000000
PA
USD
21156302.35000000
0.017081453131
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.20000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CK6
8965000.00000000
PA
USD
8826289.58000000
0.007126285552
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
1.75000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2B0
21750000.00000000
PA
USD
21632737.92000000
0.017466123936
Long
DBT
CORP
US
Y
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCU3
287000000.00000000
PA
USD
285251079.40000000
0.230309761268
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200BB6
20240000.00000000
PA
USD
26824719.48000000
0.021658094169
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
5.87500000
N
N
N
N
N
N
OhioHealth Corp
JGYGIL4QGKKPZU7C1D18
OHIOHEALTH
67777JAM0
16515000.00000000
PA
USD
17082421.54000000
0.013792229761
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
2.83400000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468J1
53860000.00000000
PA
USD
55612170.29000000
0.044900884126
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000000
N
N
N
N
N
N
Rush Obligated Group
N/A
RUSH OBL GROUP
78200JAA0
11880000.00000000
PA
USD
13366951.05000000
0.010792384420
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.92200000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CE2
123829000.00000000
PA
USD
131613976.92000000
0.106264220516
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
NORTHEAST UTILS
664397AM8
5025000.00000000
PA
USD
5279437.31000000
0.004262581403
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.15000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
9128283F5
183280000.00000000
PA
USD
193646775.00000000
0.156349075398
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCC3
8452000.00000000
PA
USD
9778924.36000000
0.007895436327
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT2894
3138WQGC0
5134.78000000
PA
USD
5333.69000000
0.000004306384
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Mass General Brigham Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAF5
32045000.00000000
PA
USD
36082347.63000000
0.029132639519
Long
DBT
CORP
US
N
2
2060-07-01
Fixed
3.34200000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAH1
25896000.00000000
PA
USD
33309587.68000000
0.026893932190
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PAW1
56160000.00000000
PA
USD
58525809.08000000
0.047253336063
Long
DBT
NUSS
QA
Y
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBC6
9720000.00000000
PA
USD
12124548.28000000
0.009789276961
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
5.10000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDV1
4125000.00000000
PA
USD
4986607.11000000
0.004026152312
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.87500000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAD5
37780000.00000000
PA
USD
38140145.03000000
0.030794090998
Long
DBT
CORP
GB
Y
2
2031-04-06
Fixed
2.50000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB50
2430000.00000000
PA
USD
2503653.79000000
0.002021432864
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.74600000
N
N
N
N
N
N
OhioHealth Corp
JGYGIL4QGKKPZU7C1D18
OHIOHEALTH
67777JAL2
26665000.00000000
PA
USD
27070662.38000000
0.021856666776
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.29700000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BP7
41155000.00000000
PA
USD
39100368.73000000
0.031569369015
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
36321PAD2
47605000.00000000
PA
USD
46314106.64000000
0.037393691431
Long
DBT
CORP
JE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CL4
19335000.00000000
PA
USD
18931689.49000000
0.015285315996
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPR
38611TDL8
28900000.00000000
PA
USD
30214363.33000000
0.024394869320
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAL2
49500000.00000000
PA
USD
51514058.97000000
0.041592097208
Long
DBT
CORP
AU
Y
2
2024-03-27
Variable
4.15000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFX2
10000000.00000000
PA
USD
10766559.90000000
0.008692846475
Long
DBT
CORP
US
N
2
2026-04-19
Fixed
3.50000000
N
N
N
N
N
N
Symphony CLO XIV Ltd
54930085JMJSZBQ6N270
SYMP 2014-14A AR
87159QBV9
15741583.26000000
PA
USD
15743015.74000000
0.012710802722
Long
ABS-MBS
CORP
KY
Y
2
2026-07-14
Floating
1.07680000
N
N
N
N
N
N
Johns Hopkins University
549300Z1XKWYKTIOM958
JOHNS HOPKINS
478115AB4
7805000.00000000
PA
USD
10169376.69000000
0.008210684855
Long
DBT
CORP
US
N
2
2053-07-01
Fixed
4.08300000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FZ4
27250000.00000000
PA
USD
31258674.74000000
0.025238039176
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BV5
17760000.00000000
PA
USD
17303427.70000000
0.013970668616
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
Fortive Corp
549300MU9YQJYHDQEF63
FORTIVE CORP
34959J108
10971414.00000000
NS
USD
810458352.18000000
0.654358504097
Long
EC
CORP
US
N
1
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER CO
29736RAP5
12615000.00000000
PA
USD
12970175.96000000
0.010472030939
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.37500000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2019-6
N/A
AOMT 2019-6 A1
03464VAA2
10139567.44180000
PA
USD
10266312.03000000
0.008288949783
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.62000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GN7
3315000.00000000
PA
USD
3552897.43000000
0.002868584969
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAR3
11910000.00000000
PA
USD
12183760.76000000
0.009837084711
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.72600000
N
N
N
N
N
N
Scentre Group Trust 1 / Scentre Group Trust 2
N/A
SCENTRE GROUP TR
80622GAE4
19110000.00000000
PA
USD
22076733.67000000
0.017824603054
Long
DBT
CORP
AU
Y
2
2030-05-28
Fixed
4.37500000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BS2
2904000.00000000
PA
USD
3411709.40000000
0.002754590724
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
14260014.00000000
NS
USD
2264918023.62000000
1.828679247801
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAL8
39540000.00000000
PA
USD
39687539.95000000
0.032043447023
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAN4
9525000.00000000
PA
USD
8973025.11000000
0.007244758811
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2011-36 QB
31397SD27
6646277.11000000
PA
USD
7073392.13000000
0.005711008197
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Fixed
4.00000000
N
N
N
N
N
N
TD Securities (USA) LLC
N/A
TD TRIPARTY MORTGAGE
N/A
200000.00000000
PA
USD
200000.00000000
0.000161478625
Long
RA
CORP
US
N
2
Repurchase
Y
0.05000000
2021-12-01
1642905.00000000
USD
204000.12000000
USD
AMBS
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HMN7
13870000.00000000
PA
USD
15000013.45000000
0.012110907779
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.90000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
AETNA INC
00817YAV0
25660000.00000000
PA
USD
26335420.21000000
0.021263037301
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
BlueMountain CLO XXXII Ltd
N/A
BLUEM 2021-32A A
09631EAA5
21445000.00000000
PA
USD
21396253.37000000
0.017275187936
Long
ABS-MBS
CORP
KY
Y
2
2034-10-15
Floating
1.25330000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAQ8
9975000.00000000
PA
USD
10556615.52000000
0.008523338826
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBD7
16000000.00000000
PA
USD
17393158.40000000
0.014043116566
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.70200000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAW5
52385000.00000000
PA
USD
64705619.36000000
0.052242872415
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
SOUTHWESTN EL PR
845437BL5
9800000.00000000
PA
USD
13866162.69000000
0.011195444467
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
18107775.00000000
NS
USD
1268268561.00000000
1.023991320636
Long
EC
CORP
US
N
1
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK
854502AJ0
24455000.00000000
PA
USD
33462870.37000000
0.027017691580
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.85000000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAE8
55395000.00000000
PA
USD
73297703.45000000
0.059180062065
Long
DBT
CORP
US
Y
2
2033-05-15
Fixed
5.87500000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAG8
36720000.00000000
PA
USD
38534218.80000000
0.031112263452
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKD0
17275000.00000000
PA
USD
17376173.63000000
0.014029403180
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AG1
6075000.00000000
PA
USD
8151380.51000000
0.006581368607
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.95000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRN AUTH-A2-BABS
59259NZN6
16085000.00000000
PA
USD
22614478.95000000
0.018258774898
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.08900000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAT5
9245000.00000000
PA
USD
10666887.19000000
0.008612371414
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
East Ohio Gas Co/The
BC95Y6MXLT75BGO7UM71
EAST OHIO GAS CO
27409LAE3
13050000.00000000
PA
USD
13177495.50000000
0.010639419311
Long
DBT
CORP
US
Y
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBB0
63450000.00000000
PA
USD
66537808.21000000
0.053722169102
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DP9
9505000.00000000
PA
USD
11975178.31000000
0.009668676674
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA
060505104
29482555.00000000
NS
USD
1311089220.85000000
1.058564427136
Long
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKJ0
33515000.00000000
PA
USD
33851204.38000000
0.027331229791
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FM3
16835000.00000000
PA
USD
16507855.21000000
0.013328328854
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP
00131LAH8
50475000.00000000
PA
USD
55424381.65000000
0.044749264869
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY
74730DAC7
31765000.00000000
PA
USD
31228418.31000000
0.025213610342
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CR6
3265000.00000000
PA
USD
3434041.52000000
0.002772621524
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.75000000
N
N
N
N
N
N
Beth Israel Lahey Health Inc
549300QPZ5W3279DU141
BETH ISRAEL LAHE
08661UAB2
13585000.00000000
PA
USD
14024653.66000000
0.011323408987
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
268317AV6
69680000.00000000
PA
USD
86078457.06000000
0.069499154700
Long
DBT
CORP
FR
Y
2
2038-09-21
Fixed
4.87500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAG0
16400000.00000000
PA
USD
17046315.47000000
0.013763077968
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MA SCH BLDG AUTH-B
576000ZJ5
27675000.00000000
PA
USD
27516076.31000000
0.022216290922
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
1.75300000
N
N
N
N
N
N
COLT 2020-1 Mortgage Loan Trust
N/A
COLT 2020-1 A1
12597KAA7
4488218.24000000
PA
USD
4487356.95000000
0.003623061164
Long
ABS-MBS
CORP
US
Y
2
2050-02-25
Variable
2.48800000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC-A
98138H101
2937883.00000000
NS
USD
805655655.09000000
0.650480839470
Long
EC
CORP
US
N
1
N
N
N
EMD Finance LLC
529900C8KS5G529A0B76
EMD FINANCE LLC
26867LAG5
23660000.00000000
PA
USD
23660000.00000000
0.019102921408
Long
DBT
CORP
US
Y
2
2022-03-19
Fixed
2.95000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBF0
8735000.00000000
PA
USD
8842816.02000000
0.007139628886
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACB9
4750000.00000000
PA
USD
4690698.82000000
0.003787237992
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QCB2
22000000.00000000
PA
USD
22403108.64000000
0.018088115962
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796K65
200000000.00000000
PA
USD
199990000.00000000
0.161470551672
Long
DBT
UST
US
N
2
2022-01-06
None
0.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ7337
3138MPEK7
192372.42000000
PA
USD
200327.79000000
0.000161743280
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GCD9
13770000.00000000
PA
USD
13882729.48000000
0.011208820380
Long
DBT
CORP
US
Y
2
2022-04-08
Fixed
2.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHM4
74365000.00000000
PA
USD
83067385.65000000
0.067068036336
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CX5
49725000.00000000
PA
USD
49796022.22000000
0.040204966143
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100000
N
N
N
N
N
N
Maryland State Transportation Authority
N/A
MD TRN AUTH
574300HZ5
18985000.00000000
PA
USD
26737522.85000000
0.021587692209
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.88800000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBR0
20000000.00000000
PA
USD
20168621.80000000
0.016284006642
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFC9
10720000.00000000
PA
USD
10808822.92000000
0.008726969347
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BC7
23520000.00000000
PA
USD
27018416.54000000
0.021814483844
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392EC8
15000000.00000000
PA
USD
19578800.55000000
0.015807789018
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.70000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
36321PAE0
44479000.00000000
PA
USD
43923036.96000000
0.035463158203
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AH1
40005000.00000000
PA
USD
39131493.63000000
0.031594499046
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.49400000
N
N
N
N
N
N
Horizon Aircraft Finance III Ltd
N/A
HORZN 2019-2 A
44040JAA6
10342708.65000000
PA
USD
10245995.02000000
0.008272545968
Long
ABS-CBDO
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSP
345105JG6
39440000.00000000
PA
USD
42536572.44000000
0.034343736277
Long
DBT
MUN
US
N
2
2053-01-15
Fixed
3.92400000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
BRANCH BKG & TR
07330NAQ8
16800000.00000000
PA
USD
16831617.94000000
0.013589732658
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.62500000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAP9
5860000.00000000
PA
USD
5634595.69000000
0.004549333839
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBE0
116810000.00000000
PA
USD
115605396.88000000
0.093339003003
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.12500000
N
N
N
N
N
N
Sound Point Clo XXXI Ltd
N/A
SNDPT 2021-3A B
83615PAC1
11405000.00000000
PA
USD
11326024.94000000
0.009144554704
Long
ABS-MBS
CORP
KY
Y
2
2034-10-25
Floating
1.78130000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
46653KAB4
19275000.00000000
PA
USD
21312981.22000000
0.017207954574
Long
DBT
CORP
NL
Y
2
2051-05-28
Fixed
3.75000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AD6
7210000.00000000
PA
USD
7289060.32000000
0.005885137212
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21100000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAQ3
9000000.00000000
PA
USD
9645694.92000000
0.007787867793
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.25000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
HUMANA INC
444859102
1945729.00000000
NS
USD
816641918.59000000
0.659351073123
Long
EC
CORP
US
N
1
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674YH7
36125000.00000000
PA
USD
35530502.07000000
0.028687083206
Long
DBT
CORP
CH
Y
2
2026-06-01
Fixed
1.25000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AB4
20675000.00000000
PA
USD
20732781.04000000
0.016739504936
Long
DBT
CORP
CH
Y
2
2023-01-09
Fixed
3.57400000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP-A
526057104
1904018.00000000
NS
USD
200017090.90000000
0.161492424679
Long
EC
CORP
US
N
1
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DF1
19865000.00000000
PA
USD
20117394.76000000
0.016242646282
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
14484407.00000000
NS
USD
1082854267.32000000
0.874289094082
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAG4
15600000.00000000
PA
USD
15251600.68000000
0.012314037580
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KBE2
35655000.00000000
PA
USD
35591416.08000000
0.028736264759
Long
DBT
CORP
NL
Y
2
2031-03-11
Fixed
2.15000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DD6
8990000.00000000
PA
USD
9657109.06000000
0.007797083491
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWQ3
46260000.00000000
PA
USD
48533691.95000000
0.039185769357
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC
74435KAA3
14640000.00000000
PA
USD
15717186.31000000
0.012689948218
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69349LAQ1
16650000.00000000
PA
USD
18380365.24000000
0.014840180585
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.20000000
N
N
N
N
N
N
Brooklyn Union Gas Co/The
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION
114259AQ7
61265000.00000000
PA
USD
72053890.87000000
0.058175816335
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324P102
3978441.00000000
NS
USD
1767303061.02000000
1.426908346597
Long
EC
CORP
US
N
1
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBG2
2415000.00000000
PA
USD
2683177.83000000
0.002166379341
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDZ2
26720000.00000000
PA
USD
27336605.15000000
0.022071387141
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BE8
7000000.00000000
PA
USD
7382635.19000000
0.005960688919
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.60000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
26355358.00000000
NS
USD
1389718027.34000000
1.122048785160
Long
EC
CORP
US
N
1
N
N
N
Chile Government International Bond
N/A
CHILE
168863DT2
44260000.00000000
PA
USD
43449766.70000000
0.035081043047
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FAX1
61300000.00000000
PA
USD
61653822.37000000
0.049778872497
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DB3
55355000.00000000
PA
USD
58848594.10000000
0.047513950470
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
2.90000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BA6
80765000.00000000
PA
USD
85594201.03000000
0.069108169710
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
3.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AT7
5075000.00000000
PA
USD
6532292.29000000
0.005274127905
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AU1950
3138X1EY8
196689.41000000
PA
USD
204439.13000000
0.000165062748
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAP0
44700000.00000000
PA
USD
56210410.47000000
0.045383899136
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
4.80000000
N
N
N
N
N
N
Liberty Mutual Insurance Co
CNC20I6IOMGF7KY49D67
LIBERTY MUT INS
53079QAC1
31210000.00000000
PA
USD
38877455.27000000
0.031389390219
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
7.87500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FY4
1690000.00000000
PA
USD
1971905.60000000
0.001592103030
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
City of Riverside CA
549300FG48YQF1N4C302
RIVERSIDE CA PENSN OB
769036BT0
8775000.00000000
PA
USD
9622392.98000000
0.007769053967
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.85700000
N
N
N
N
N
N
Great Lakes Water Authority Sewage Disposal System Revenue
N/A
GREAT LAKES WTR AUTH
39081HCV2
8495000.00000000
PA
USD
9079153.58000000
0.007330446208
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.05600000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCD1
400000000.00000000
PA
USD
398250000.00000000
0.321544313234
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAF9
80155000.00000000
PA
USD
86231683.61000000
0.069622868764
Long
DBT
CORP
NO
N
2
2030-04-06
Fixed
3.12500000
N
N
N
N
N
N
Sigma Alimentos SA de CV
549300FW3RGHPHT21D10
SIGMA ALIMENTOS
82655AAC7
14750000.00000000
PA
USD
15581314.28000000
0.012580246075
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAD5
4690000.00000000
PA
USD
4750276.82000000
0.003835340860
Long
DBT
CORP
US
Y
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAC8
45150000.00000000
PA
USD
46034771.14000000
0.037168157868
Long
DBT
CORP
SG
Y
2
2023-01-23
Fixed
2.37500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAT1
17085000.00000000
PA
USD
19259998.07000000
0.015550390087
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BLDG
63861VAD9
23975000.00000000
PA
USD
24244157.97000000
0.019574566539
Long
DBT
CORP
GB
Y
2
2023-04-26
Variable
3.62200000
N
N
N
N
N
N
Bain Capital Credit CLO 2021-3 Ltd
N/A
BCC 2021-3A A
05683NAA0
11155000.00000000
PA
USD
11158567.37000000
0.009009350613
Long
ABS-MBS
CORP
KY
Y
2
2034-07-24
Floating
1.34580000
N
N
N
N
N
N
Monongahela Power Co
N/A
MONONGAHELA PWR
610202BP7
4570000.00000000
PA
USD
5980490.74000000
0.004828607125
Long
DBT
CORP
US
Y
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBE2
49000000.00000000
PA
USD
52945415.32000000
0.042747764489
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CU2
44990000.00000000
PA
USD
46942787.80000000
0.037901284279
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.85000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
FORTIS INC
349553AM9
28565000.00000000
PA
USD
29857662.51000000
0.024106871529
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BK5
10583000.00000000
PA
USD
13636409.06000000
0.011009942965
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
5.15000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MASSACHUSETTS ST SCH
576000ZW6
21350000.00000000
PA
USD
22025221.51000000
0.017783012490
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
2.95000000
N
N
N
N
N
N
COMM 2012-CCRE2 Mortgage Trust
N/A
COMM 2012-CR2 A4
12624KAD8
18085000.00000000
PA
USD
18204180.15000000
0.014697929954
Long
ABS-MBS
CORP
US
N
2
2045-08-15
Fixed
3.14700000
N
N
N
N
N
N
Rockland Park CLO Ltd
N/A
ROCKP 2021-1A A
773663AA7
20000000.00000000
PA
USD
20090748.00000000
0.016221131871
Long
ABS-MBS
CORP
KY
Y
2
2034-04-20
Floating
1.25150000
N
N
N
N
N
N
Zeneca Wilmington Inc
N/A
ZENECA WILMINGTN
98934KAB6
29000000.00000000
PA
USD
32467486.79000000
0.026214025718
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
7.00000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FS2
28015000.00000000
PA
USD
34743340.42000000
0.028051534299
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CF7
11765000.00000000
PA
USD
11274836.33000000
0.009103225372
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAX4
64735000.00000000
PA
USD
73607346.70000000
0.059430065897
Long
DBT
CORP
US
N
2
2029-12-05
Variable
4.45200000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CG1
36635000.00000000
PA
USD
51889354.96000000
0.041895108612
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER C
03027X100
2944348.00000000
NS
USD
772832463.04000000
0.623979619769
Long
EC
CORP
US
N
1
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CK6
15000000.00000000
PA
USD
15086357.85000000
0.012180621654
Long
DBT
CORP
NL
N
2
2041-11-26
Fixed
2.87500000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HAT6
47256000.00000000
PA
USD
52845206.71000000
0.042666856746
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAG8
5345000.00000000
PA
USD
6150947.75000000
0.004966232944
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
INTL PAPER CO
460146CS0
24132000.00000000
PA
USD
30380224.38000000
0.024528784392
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CAZ4
208000000.00000000
PA
USD
202345000.00000000
0.163371962489
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDG3
174360000.00000000
PA
USD
174114814.97000000
0.140579105093
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
Battalion CLO XXII Ltd
5493003R1TSL3IKE4V49
BATLN 2021-22A A
07134KAA7
42990000.00000000
PA
USD
42963660.03000000
0.034688563862
Long
ABS-MBS
CORP
KY
Y
2
2035-01-20
Floating
1.29930000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust 2018-1
N/A
ODART 2018-1A A
68268XAA9
2560436.28000000
PA
USD
2562156.64000000
0.002068667664
Long
ABS-CBDO
CORP
US
Y
2
2024-12-16
Fixed
3.43000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CZ3
6870000.00000000
PA
USD
6457095.28000000
0.005213414356
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBM7
19440000.00000000
PA
USD
20247617.50000000
0.016347787228
Long
DBT
CORP
US
N
2
2041-04-22
Variable
3.10900000
N
N
N
N
N
N
OneMain Financial Issuance Trust 2019-1
N/A
OMFIT 2019-1A A
68267DAA4
9744747.62000000
PA
USD
9755133.57000000
0.007876227807
Long
ABS-CBDO
CORP
US
Y
2
2031-02-14
Fixed
3.48000000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC 2019-2
N/A
AOMT 2019-2 A1
03463WAA1
1585362.00920000
PA
USD
1610252.19000000
0.001300106552
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBH6
16340000.00000000
PA
USD
16823037.85000000
0.013582805152
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967FT3
33920000.00000000
PA
USD
34084219.61000000
0.027519364687
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCC3
24315000.00000000
PA
USD
24041456.25000000
0.019410906563
Long
DBT
UST
US
N
2
2024-05-15
Fixed
0.25000000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
25601B2B0
45870000.00000000
PA
USD
45029485.00000000
0.036356496747
Long
DBT
CORP
NO
Y
2
2028-03-30
Variable
1.60500000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
64952WCN1
29050000.00000000
PA
USD
30231676.15000000
0.024408847572
Long
DBT
CORP
US
Y
2
2024-01-17
Fixed
2.90000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FN3
22015000.00000000
PA
USD
22180253.62000000
0.017908184350
Long
DBT
CORP
US
N
2
2062-09-16
Fixed
2.97300000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
1436.50000000
NS
USD
143650.00000000
0.000115982022
Long
STIV
CORP
US
N
1
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DA2
12612000.00000000
PA
USD
15514999.13000000
0.012526703678
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AM7514
3138L8K45
11700000.00000000
PA
USD
12296350.17000000
0.009927988626
Long
ABS-MBS
USGSE
US
N
2
2025-02-01
Fixed
3.07000000
N
N
N
N
N
N
FirstKey Homes 2021-SFR1 Trust
N/A
FKH 2021-SFR1 A
33767WAA1
64899362.13000000
PA
USD
63559190.30000000
0.051317253470
Long
ABS-CBDO
CORP
US
Y
2
2038-08-17
Fixed
1.53800000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JZ5
155985000.00000000
PA
USD
167136718.62000000
0.134945038053
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Horizon Aircraft Finance II Ltd
549300KSCDSEIWTVMM32
HORZN 2019-1 A
44040HAA0
10273866.12000000
PA
USD
10181319.13000000
0.008220327099
Long
ABS-CBDO
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY-E
38611TAV9
5645000.00000000
PA
USD
7775542.67000000
0.006277919718
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.18400000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PBB9
46170000.00000000
PA
USD
46046103.27000000
0.037177307352
Long
DBT
CORP
SG
Y
2
2041-08-02
Fixed
2.37500000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAA8
54000000.00000000
PA
USD
64457276.58000000
0.052042362161
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
6.12500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AF5
10980000.00000000
PA
USD
11767679.29000000
0.009501143391
Long
DBT
CORP
CH
Y
2
2029-01-12
Variable
3.86900000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828R36
78110000.00000000
PA
USD
79843065.63000000
0.064464742509
Long
DBT
UST
US
N
2
2026-05-15
Fixed
1.62500000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2C1
20210000.00000000
PA
USD
19999042.36000000
0.016147089368
Long
DBT
CORP
US
Y
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
JobsOhio Beverage System
N/A
JOBSOHIO BEVERAGE SYS
47770VBQ2
5480000.00000000
PA
USD
5807844.84000000
0.004689214012
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.83300000
N
N
N
N
N
N
Wellfleet CLO X LTD
254900A99ZMAJM1OOV76
WELF 2019-XA A2R
94949WAN6
10000000.00000000
PA
USD
9970229.00000000
0.008049894379
Long
ABS-MBS
CORP
KY
Y
2
2032-07-20
Floating
1.88150000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAB8
22005000.00000000
PA
USD
21796863.07000000
0.017598637455
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
1.95000000
N
N
N
N
N
N
Cisco Systems Inc/Delaware
549300LKFJ962MZ46593
CISCO SYSTEMS
17275R102
9175839.00000000
NS
USD
503203010.76000000
0.406282652886
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCX8
8620000.00000000
PA
USD
10599820.74000000
0.008558222423
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DNKN 2019-1A A2II
233046AK7
13924487.50000000
PA
USD
14458680.97000000
0.011673839655
Long
ABS-CBDO
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY
257375AE5
21445000.00000000
PA
USD
22377790.38000000
0.018067674173
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.55000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2019-1
549300MHTIBONNXM3R82
CLAST 2019-1A A
14855MAA6
23365259.12000000
PA
USD
23284742.44000000
0.018799941033
Long
ABS-CBDO
CORP
US
Y
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KA8
103700000.00000000
PA
USD
112832411.02000000
0.091100113275
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AM1
40665000.00000000
PA
USD
58257262.14000000
0.047036513109
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
9128286Z8
316970000.00000000
PA
USD
325092356.25000000
0.262477334408
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
Santander Retail Auto Lease Trust 2019-B
N/A
SRT 2019-B A3
80281GAD8
4417098.78000000
PA
USD
4428580.14000000
0.003575605171
Long
ABS-CBDO
CORP
US
Y
2
2023-01-20
Fixed
2.30000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CD2
6410000.00000000
PA
USD
8124112.01000000
0.006559352208
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
05581KAB7
25780000.00000000
PA
USD
27148821.33000000
0.021919771775
Long
DBT
CORP
FR
Y
2
2024-01-10
Fixed
3.80000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JY8
86100000.00000000
PA
USD
90081872.73000000
0.072731485001
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GGS7
40725000.00000000
PA
USD
41043671.90000000
0.033138378640
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AA8
24134000.00000000
PA
USD
27984854.59000000
0.022594779284
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBJ9
50730000.00000000
PA
USD
53982967.91000000
0.043585477320
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.60000000
N
N
N
N
N
N
Plains All American Pipeline LP / PAA Finance Corp
N/A
PLAINS ALL AMER
72650RBD3
36775000.00000000
PA
USD
38312962.86000000
0.030933622927
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BN3
51385000.00000000
PA
USD
47920101.74000000
0.038690360838
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25200000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DB3
25000000.00000000
PA
USD
36624620.25000000
0.029570466706
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABB6
55460000.00000000
PA
USD
54332819.87000000
0.043867945389
Long
DBT
CORP
DK
Y
2
2027-09-10
Variable
1.54900000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
AMERICAN EXPRESS
025816109
6510294.00000000
NS
USD
991517776.20000000
0.800544638814
Long
EC
CORP
US
N
1
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
86959LAH6
62395000.00000000
PA
USD
61410048.13000000
0.049582050851
Long
DBT
CORP
SE
Y
2
2027-06-11
Variable
1.41800000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483BQ4
35045000.00000000
PA
USD
46735504.20000000
0.037733924925
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796Q85
120000000.00000000
PA
USD
119991756.00000000
0.096880519213
Long
DBT
UST
US
N
2
2022-01-25
None
0.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDP3
25780000.00000000
PA
USD
23567094.30000000
0.019027909985
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
ADC 2021-1A A2
01627AAA6
43270000.00000000
PA
USD
42844491.47000000
0.034592347986
Long
ABS-CBDO
CORP
US
Y
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
Prologis Inc
529900DFH19P073LZ636
PROLOGIS INC
74340W103
3714848.00000000
NS
USD
560013336.00000000
0.452150919086
Long
EC
CORP
US
N
1
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAH3
35700000.00000000
PA
USD
42947380.96000000
0.034675420253
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
BXHPP Trust 2021-FILM
N/A
BXHPP 2021-FILM B
05609JAJ1
3140000.00000000
PA
USD
3121065.80000000
0.002519927079
Long
ABS-MBS
CORP
US
Y
2
2036-08-15
Floating
0.99000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468X0
50000000.00000000
PA
USD
47825042.00000000
0.038613610258
Long
DBT
CORP
US
N
2
2032-04-28
Variable
1.92800000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAB2
3655000.00000000
PA
USD
3510559.66000000
0.002834401744
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
1.94200000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
02364WBH7
26990000.00000000
PA
USD
29305614.61000000
0.023661151848
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SZ2
321205000.00000000
PA
USD
336412065.28000000
0.271616789690
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
STATE STREET CRP
857477AZ6
30770000.00000000
PA
USD
31058727.53000000
0.025076603172
Long
DBT
CORP
US
N
2
2023-05-15
Variable
2.65300000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
PACIFIC LIFE GF
6944PL2E8
27085000.00000000
PA
USD
27104311.06000000
0.021883834489
Long
DBT
CORP
US
Y
2
2026-04-14
Fixed
1.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKB7
26704000.00000000
PA
USD
27994895.39000000
0.022602886157
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VBK2
2876000.00000000
PA
USD
3620853.80000000
0.002923452475
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAQ7
15418000.00000000
PA
USD
15734728.74000000
0.012704111855
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4314 GA
3137B9F67
26502.63000000
PA
USD
26490.56000000
0.000021388296
Long
ABS-MBS
USGSE
US
N
2
2039-12-15
Fixed
3.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYN8
14050000.00000000
PA
USD
14110358.38000000
0.011392606389
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC-A
02079K305
1941770.00000000
NS
USD
5510646171.50000000
4.449257849823
Long
EC
CORP
US
N
1
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBQ2
12750000.00000000
PA
USD
13177852.39000000
0.010639707461
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ET6
70335000.00000000
PA
USD
77617960.66000000
0.062668208047
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBR0
40110000.00000000
PA
USD
39941409.25000000
0.032248419351
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2R4
31165000.00000000
PA
USD
30568451.41000000
0.024680757602
Long
DBT
CORP
FR
Y
2
2029-09-15
Variable
2.15900000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PBA0
10918000.00000000
PA
USD
11774888.20000000
0.009506963815
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.60000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CP1
31020000.00000000
PA
USD
33963762.02000000
0.027422108056
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AQ0
3205000.00000000
PA
USD
3248085.36000000
0.002622481798
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
05574LFY9
7620000.00000000
PA
USD
7869527.03000000
0.006353802044
Long
DBT
CORP
FR
N
2
2023-03-03
Fixed
3.25000000
N
N
N
N
N
N
ACE Capital Trust II
N/A
ACE CAP TRUST II
00440FAA2
20000000.00000000
PA
USD
29427049.00000000
0.023759197140
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
Texas Transportation Commission State Highway Fund
N/A
TX TRANSPRTN COM-REF
88283LKV7
12640000.00000000
PA
USD
15245918.02000000
0.012309449439
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
632525AY7
62492000.00000000
PA
USD
62932303.63000000
0.050811109481
Long
DBT
CORP
AU
Y
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DL8
17010000.00000000
PA
USD
22361853.24000000
0.018054806635
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GFD1
43995000.00000000
PA
USD
62231544.31000000
0.050245321222
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PCP9
26724000.00000000
PA
USD
32268440.57000000
0.026053317168
Long
DBT
CORP
US
N
2
2041-08-16
Fixed
4.37500000
N
N
N
N
N
N
Royal Dutch Shell PLC
21380068P1DRHMJ8KU70
ROYAL DUTCH SH-A
N/A
45865451.00000000
NS
966120907.42000000
0.780039381488
Long
EC
CORP
DE
N
2
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CF2
30000000.00000000
PA
USD
35677494.30000000
0.028805763722
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
2022-01-28
VANGUARD WELLINGTON FUND
Christine M. Buchanan
Christine M. Buchanan
Chief Financial Officer and Acting Treasurer