0001752724-23-075080.txt : 20230331
0001752724-23-075080.hdr.sgml : 20230331
20230331103331
ACCESSION NUMBER: 0001752724-23-075080
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230331
DATE AS OF CHANGE: 20230331
PERIOD START: 20230131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS
CENTRAL INDEX KEY: 0000106444
IRS NUMBER: 231899003
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02368
FILM NUMBER: 23784171
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 FIXED INCOME SECURITIES FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: WESTMINSTER BOND FUND INC
DATE OF NAME CHANGE: 19800619
0000106444
S000002588
Vanguard Long-Term Investment-Grade Fund
C000007101
Investor Shares
VWESX
C000007102
Admiral Shares
VWETX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000106444
XXXXXXXX
S000002588
C000007102
C000007101
VANGUARD FIXED INCOME SECURITIES FUNDS
811-02368
0000106444
549300F3N7VQKU6I4K64
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD LONG-TERM INVESTMENT-GRADE FUND
S000002588
4IWOXNHIBJ1X5UBP4985
2023-01-31
2023-01-31
N
16441285351.86
133836259.14
16307449092.72
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
4005.00000000
0.00000000
0.00000000
0.00000000
AUD
CAD
EUR
GBP
JPY
MXN
USD
N
Bloomberg U.S. Long Credit A or Better Bond Index
I03602
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAA2
11230000.00000000
PA
USD
12425985.45000000
0.076198217019
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AQ9
6000000.00000000
PA
USD
6229562.22000000
0.038200715418
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
22942200.00000000
PA
USD
29355201.05000000
0.180010993032
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JV3
1500000.00000000
PA
USD
1275682.13000000
0.007822695767
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Petroleos del Peru SA
549300ZMGDLC9JT2OR80
PETROLEOS DEL PE
N/A
4570000.00000000
PA
USD
3036765.00000000
0.018621949899
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JD3
15891200.00000000
PA
USD
15446732.83000000
0.094721944199
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.70000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GCZ1
192300.00000000
PA
USD
187256.16000000
0.001148286031
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FQ1
2436800.00000000
PA
USD
2184753.39000000
0.013397272483
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NF4
8685000.00000000
PA
USD
6504512.55000000
0.039886756739
Long
DBT
CORP
US
N
2
2042-11-03
Variable
2.90400000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Mar23
N/A
630.00000000
NC
USD
60561.41000000
0.000371372675
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
Ultra 10-Year US Treasury Note Futures
2023-03-22
76297407.35000000
USD
60561.41000000
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CR9
1250000.00000000
PA
USD
978488.15000000
0.006000252672
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RG34
6670000.00000000
PA
USD
5081581.52000000
0.031161106136
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.51400000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JF8
17765000.00000000
PA
USD
14825233.77000000
0.090910808218
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO ELEC
796253T93
10450000.00000000
PA
USD
11938354.84000000
0.073207984719
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.98500000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAH7
22660000.00000000
PA
USD
18542060.06000000
0.113703007469
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153AZ5
21000.00000000
PA
USD
22532.21000000
0.000138171272
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Endeavor Energy Resources LP / EER Finance Inc
N/A
ENDEAVOR ENERGY
29260FAE0
150000.00000000
PA
USD
148158.39000000
0.000908531979
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWN PUB SERV
845743BN2
23975200.00000000
PA
USD
22218472.61000000
0.136247382920
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC
291011BS2
3130000.00000000
PA
USD
2196637.00000000
0.013470144763
Long
DBT
CORP
US
N
2
2051-12-21
Fixed
2.80000000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
71376LAD2
80000.00000000
PA
USD
80590.34000000
0.000494193417
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue
N/A
L A MET TRANSN
5447122H4
15020200.00000000
PA
USD
16312447.89000000
0.100030653459
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
5.73500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2U7
18335000.00000000
PA
USD
15492538.33000000
0.095002831171
Long
DBT
CORP
FR
Y
2
2033-01-20
Variable
3.13200000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAU5
43085000.00000000
PA
USD
41611906.19000000
0.255171154932
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAL5
2450000.00000000
PA
USD
1779716.63000000
0.010913519458
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDY5
1520000.00000000
PA
USD
1174529.52000000
0.007202411078
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
Chevron USA Inc
VA8TZDWPEZYU430RZ444
CHEVRON USA INC
166756AH9
3620000.00000000
PA
USD
2449825.26000000
0.015022737437
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34300000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJB7
2000000.00000000
PA
USD
1595513.10000000
0.009783952664
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Northern States Power Co/WI
OOVRSRHKQSBLKRB7QM17
NORTHERN ST PR-W
665789BA0
12250000.00000000
PA
USD
10341843.84000000
0.063417912766
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
400000.00000000
PA
351891.42000000
0.002157856927
Long
DBT
CORP
GB
N
2
2039-05-24
Fixed
2.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FG3
5715000.00000000
PA
USD
5226955.00000000
0.032052560583
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBW2
1500000.00000000
PA
USD
1283100.15000000
0.007868184304
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAH7
8910000.00000000
PA
USD
9302504.75000000
0.057044511971
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
5.30000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SY5
3700000.00000000
PA
USD
2947281.25000000
0.018073220607
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCC4
397000.00000000
PA
USD
275819.98000000
0.001691374159
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
MAYO CLINIC
578454AB6
11795000.00000000
PA
USD
10261925.77000000
0.062927841820
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
3.77400000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCQ3
10000000.00000000
PA
USD
10099519.60000000
0.061931940075
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687DZ6
3326000.00000000
PA
USD
3814409.00000000
0.023390592718
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CV2
10180000.00000000
PA
USD
9761260.36000000
0.059857677951
Long
DBT
CORP
CA
N
2
2049-01-20
Fixed
4.45000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAH2
252000.00000000
PA
USD
230329.26000000
0.001412417470
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FT0
1943600.00000000
PA
USD
1499786.38000000
0.009196940437
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
TENN VALLEY AUTH
880591ES7
10000000.00000000
PA
USD
9245884.10000000
0.056697304694
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AL4
49484100.00000000
PA
USD
44941066.72000000
0.275586123031
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
10000000.00000000
PA
USD
9543377.50000000
0.058521583883
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FM5
23325000.00000000
PA
USD
19307570.58000000
0.118397245763
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.75000000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINE
00253XAB7
730000.00000000
PA
USD
706701.99000000
0.004333614570
Long
DBT
CORP
N/A
Y
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AS4
2780000.00000000
PA
USD
2328493.61000000
0.014278711506
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
3.65000000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BR4
13715000.00000000
PA
USD
10163209.58000000
0.062322497664
Long
DBT
CORP
US
Y
2
2051-05-25
Fixed
3.12500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687EV4
8473700.00000000
PA
USD
8298826.98000000
0.050889792344
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCG4
3837300.00000000
PA
USD
3315066.03000000
0.020328538271
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAT2
70945000.00000000
PA
USD
62774881.57000000
0.384946052647
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABHLD 7.375 9/1/2025
N/A
94000.00000000
PA
USD
92885.36000000
0.000569588532
Long
DBT
CORP
US
Y
2
2025-09-01
Fixed
7.37500000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBG4
2000000.00000000
PA
USD
1459439.16000000
0.008949524549
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HHV5
32390000.00000000
PA
USD
34503807.68000000
0.211583108331
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKA9
13690000.00000000
PA
USD
10528028.23000000
0.064559626524
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAK0
25075000.00000000
PA
USD
23175369.15000000
0.142115232236
Long
DBT
CORP
US
N
2
2048-02-26
Fixed
3.95000000
N
N
N
N
N
N
Ford Foundation/The
54930013YZ3DULPNNT44
FORD FOUNDATION
34531XAC8
11950000.00000000
PA
USD
7806441.23000000
0.047870400732
Long
DBT
CORP
US
N
2
2070-06-01
Fixed
2.81500000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAJ4
1000000.00000000
PA
USD
968808.47000000
0.005940895258
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
Wachovia Corp
N/A
WACHOVIA CORP
929903AM4
2322400.00000000
PA
USD
2388268.74000000
0.014645262581
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B36
140000.00000000
PA
USD
122221.12000000
0.000749480309
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
4.00000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
EATON CORP
278062AJ3
11065000.00000000
PA
USD
10775927.32000000
0.066079785125
Long
DBT
CORP
US
N
2
2052-08-23
Fixed
4.70000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ED1
10834100.00000000
PA
USD
10235213.70000000
0.062764038948
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.12500000
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TX ST PRIV ACTIVITY-B
882667AZ1
4150000.00000000
PA
USD
3373715.53000000
0.020688186796
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CY2
7299000.00000000
PA
USD
5214293.63000000
0.031974918948
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.90000000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAL7
30000000.00000000
PA
USD
26679721.20000000
0.163604503980
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA-REF
915217XF5
15280000.00000000
PA
USD
10141184.73000000
0.062187437608
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
2.25600000
N
N
N
N
N
N
Washington University/The
2V765680J33YAZOYW441
WASHINGTON UNIVE
940663AD9
1830000.00000000
PA
USD
1596502.67000000
0.009790020872
Long
DBT
CORP
US
N
2
2122-04-15
Fixed
4.34900000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCJ8
39335000.00000000
PA
USD
35996598.82000000
0.220737152790
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Mass General Brigham Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAD0
6455000.00000000
PA
USD
5414504.16000000
0.033202643339
Long
DBT
CORP
US
N
2
2048-07-01
Fixed
3.76500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQT MIDSTREAM PT
26885BAC4
170000.00000000
PA
USD
156835.26000000
0.000961739994
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
Board of Regents of the University of Texas System
TEHUYFNKZR6XVWLGEU86
UNIV TX REVS-C-BABS
9151375R0
8915000.00000000
PA
USD
9196367.21000000
0.056393658859
Long
DBT
MUN
US
N
2
2046-08-15
Fixed
4.79400000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBH1
9000000.00000000
PA
USD
7030438.83000000
0.043111824479
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2Z5
5300000.00000000
PA
USD
4943600.55000000
0.030314983796
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.61100000
N
N
N
N
N
N
Big River Steel LLC / BRS Finance Corp
N/A
BIG RVR STL/FIN
08949LAB6
160000.00000000
PA
USD
157710.22000000
0.000967105395
Long
DBT
CORP
US
Y
2
2029-01-31
Fixed
6.62500000
N
N
N
N
N
N
University of Michigan
N/A
UNIV OF MICHIGAN-A
914455UH1
17535000.00000000
PA
USD
14912340.90000000
0.091444963680
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
3.50400000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
812127AA6
45000.00000000
PA
USD
45419.32000000
0.000278518851
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
6.12500000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AV1
335000.00000000
PA
USD
336865.09000000
0.002065712963
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BP6
946800.00000000
PA
USD
769343.18000000
0.004717740804
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Scripps Escrow II Inc
N/A
SCRIPPS ESCROW
81105DAB1
155000.00000000
PA
USD
125027.22000000
0.000766687783
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
5.37500000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAK1
965800.00000000
PA
USD
933220.77000000
0.005722665541
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CJ5
35943600.00000000
PA
USD
41116498.32000000
0.252133231176
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.35000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DG2
24095000.00000000
PA
USD
21182227.74000000
0.129892956400
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
LONG GILT FUTURE Mar23
N/A
-29.00000000
NC
1819.77000000
0.000011159133
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Long Gilt Future
2023-03-29
-3666824.03000000
GBP
1819.77000000
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BT2
4114700.00000000
PA
USD
4093469.38000000
0.025101837551
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AL9
22525000.00000000
PA
USD
22263446.01000000
0.136523167317
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
4.80000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
ABC SUPPLY CO
024747AG2
115000.00000000
PA
USD
98036.59000000
0.000601176734
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CS9
15075000.00000000
PA
USD
13227948.14000000
0.081115986104
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RM2
28000000.00000000
PA
USD
24631250.00000000
0.151042936635
Long
DBT
UST
US
N
2
2045-05-15
Fixed
3.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO-A1
38122ND66
26160000.00000000
PA
USD
21640281.86000000
0.132701820725
Long
DBT
MUN
US
N
2
2050-06-01
Fixed
4.21400000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DD7
4784100.00000000
PA
USD
4809843.19000000
0.029494761336
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTRM
958667AA5
2235000.00000000
PA
USD
1939237.98000000
0.011891731005
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
5.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDU3
21722200.00000000
PA
USD
18388447.92000000
0.112761032185
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.70000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664DB4
62665000.00000000
PA
USD
54039063.74000000
0.331376559465
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EL5
6645000.00000000
PA
USD
5985975.88000000
0.036707003320
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEU5
8375000.00000000
PA
USD
8299195.95000000
0.050892054930
Long
DBT
CORP
US
N
2
2033-07-20
Variable
4.88900000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BZ0
2000000.00000000
PA
USD
1335728.22000000
0.008190908414
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
2.50000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAH3
145000.00000000
PA
USD
141817.14000000
0.000869646375
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBC1
1500000.00000000
PA
USD
1316473.83000000
0.008072837281
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KC4
37215000.00000000
PA
USD
32964253.95000000
0.202142307865
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG ENERGY CORP
552704AF5
20000.00000000
PA
USD
19186.17000000
0.000117652797
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
5.87500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FT5
6790000.00000000
PA
USD
6333136.75000000
0.038835851726
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.65000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CD0
42955300.00000000
PA
USD
38574903.64000000
0.236547748336
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
8000000.00000000
PA
USD
7811620.56000000
0.047902161249
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466LAK0
3824000.00000000
PA
USD
2885766.34000000
0.017696000910
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BS1
115000.00000000
PA
USD
85550.43000000
0.000524609517
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
3.62500000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
DASNY -REV - F
64990FRB2
8465000.00000000
PA
USD
7134933.49000000
0.043752603178
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20230315
N/A
1.00000000
NC
-3456.03000000
-0.00002119295
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
3550618.43000000
GBP
4378196.57000000
USD
2023-03-15
-3456.03000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BM7
50347600.00000000
PA
USD
46133782.29000000
0.282900054004
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BE6
574400.00000000
PA
USD
574186.46000000
0.003521007220
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FZ1
25563000.00000000
PA
USD
17419799.50000000
0.106821118379
Long
DBT
CORP
US
N
2
2060-12-01
Fixed
3.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBF8
5000000.00000000
PA
USD
4778802.65000000
0.029304415563
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
Yale University
9SFB6DIM0FRWV0EV8S84
YALE UNIVERSITY
98459LAC7
19845000.00000000
PA
USD
13715890.21000000
0.084108128328
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
2.40200000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CC4
24000.00000000
PA
USD
24020.21000000
0.000147295937
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.62500000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
UNILEVER CAPITAL
904764BR7
2000000.00000000
PA
USD
1427949.16000000
0.008756422613
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
2.62500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CZ9
3950000.00000000
PA
USD
4218971.73000000
0.025871438911
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.35000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDD9
20000.00000000
PA
USD
19714.89000000
0.000120894996
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
WA ST-BABS-D
93974CPM6
852100.00000000
PA
USD
933793.47000000
0.005726177433
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
5.48100000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
SAN FRANCISCO WTR-BAB
79765RTL3
1325600.00000000
PA
USD
1718384.43000000
0.010537420170
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
6.95000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAX2
57395000.00000000
PA
USD
56556735.69000000
0.346815344131
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CM2
4000000.00000000
PA
USD
3140649.72000000
0.019258988344
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
N/A
358000.00000000
PA
400160.19000000
0.002453849082
Long
DBT
CORP
US
N
2
2034-11-02
Fixed
4.12500000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAY8
5177800.00000000
PA
USD
4242294.72000000
0.026014459379
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX CORP
361448BH5
2725000.00000000
PA
USD
1795893.54000000
0.011012718971
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.10000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CK0
43035000.00000000
PA
USD
37747545.18000000
0.231474248151
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp / Millennium Op
N/A
CEDAR FAIR LP
150190AF3
180000.00000000
PA
USD
178757.37000000
0.001096170032
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FT5
7660000.00000000
PA
USD
6173723.92000000
0.037858305642
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
3.90000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BW9
17768000.00000000
PA
USD
12340489.00000000
0.075673938516
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
3.05000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING TXB-SER C
20281PBE1
1982100.00000000
PA
USD
1996162.60000000
0.012240802277
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.19700000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA
913366KB5
28170000.00000000
PA
USD
20794020.72000000
0.127512406151
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.00600000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AQ2
750000.00000000
PA
USD
682254.92000000
0.004183701056
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.85000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JM3
8765000.00000000
PA
USD
7707824.25000000
0.047265664949
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
29336000.00000000
PA
USD
26690794.88000000
0.163672409634
Long
DBT
CORP
US
N
2
2050-03-15
Variable
4.33000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DW5
7380000.00000000
PA
USD
6233771.46000000
0.038226527181
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DK1
5000000.00000000
PA
USD
4715266.95000000
0.028914804045
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.35000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBF1
24805000.00000000
PA
USD
20114337.54000000
0.123344475433
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.IG.39.V1)
N/A
-2132140000.00000000
NC
USD
26391938.08000000
0.161839769849
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.39.V1)
2I65BYEB7
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
6067592.65000000
USD
0.00000000
USD
-2132140000.00000000
USD
20324345.43000000
N
N
N
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
N/A
UNITI/UNITI/CSL
91327AAA0
80000.00000000
PA
USD
78937.07000000
0.000484055290
Long
DBT
CORP
US
Y
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BN8
29552000.00000000
PA
USD
27183403.06000000
0.166693165224
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
03523TBF4
12383000.00000000
PA
USD
16289524.45000000
0.099890083098
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AP1
3400000.00000000
PA
USD
2267177.05000000
0.013902708125
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.10000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EM1
10637000.00000000
PA
USD
11920875.69000000
0.073100799654
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.20000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBP5
22300000.00000000
PA
USD
17835719.52000000
0.109371609370
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.70000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440CA0
1500000.00000000
PA
USD
1092678.83000000
0.006700488983
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EK2
53725000.00000000
PA
USD
38246654.51000000
0.234534869877
Long
DBT
CORP
US
N
2
2051-08-05
Fixed
2.70000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAV2
11097000.00000000
PA
USD
11826099.53000000
0.072519616420
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
MBNUM2BPBDO7JBLYG310
CITI TREAS TRI-PARTY
N/A
1800000.00000000
PA
USD
1800000.00000000
0.011037900469
Long
RA
CORP
US
N
2
Repurchase
Y
4.25000000
2023-02-01
1849200.00000000
USD
1836086.03000000
USD
UST
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAY4
2000000.00000000
PA
USD
1657039.38000000
0.010161242083
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.60000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC CORP
03966VAB3
45000.00000000
PA
USD
44774.38000000
0.000274563972
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466CAC0
287400.00000000
PA
USD
276284.40000000
0.001694222060
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
693627AY7
1000000.00000000
PA
USD
1076925.35000000
0.006603886014
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.12000000
N
N
N
N
N
N
CNX Resources Corp
549300JK3KH8PWM3B226
CNX RESOURCES CO
12653CAK4
65000.00000000
PA
USD
63323.80000000
0.000388312112
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
7.37500000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES
16115QAG5
20000.00000000
PA
USD
20873.44000000
0.000127999418
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
9.50000000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS RAPID TRN SR
235241LS3
189400.00000000
PA
USD
221400.78000000
0.001357666540
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
5.99900000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBK6
1700000.00000000
PA
USD
1245113.20000000
0.007635241986
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BS1785
3140LB6X6
15933000.00000000
PA
USD
12860161.62000000
0.078860657769
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.32000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KB6
39305000.00000000
PA
USD
35563220.99000000
0.218079607594
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BF0
6055500.00000000
PA
USD
5656672.90000000
0.034687662477
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.87500000
N
N
N
N
N
N
Kinder Morgan Inc
549300WR7IX8XE0TBO16
KINDER MORGAN
49456BAW1
3765000.00000000
PA
USD
3615758.60000000
0.022172435305
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
5.45000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AV2
7330000.00000000
PA
USD
6326234.86000000
0.038793528184
Long
DBT
CORP
US
N
2
2046-05-19
Fixed
4.10000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CA REGENTS-Q
913366KW9
9255000.00000000
PA
USD
8972555.91000000
0.055021210607
Long
DBT
MUN
US
N
2
2053-05-15
Fixed
4.56300000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AA8
774500.00000000
PA
USD
891749.43000000
0.005468356362
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
6.35000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGE4
3957000.00000000
PA
USD
3648744.60000000
0.022374710963
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081FU6
2890500.00000000
PA
USD
2573595.49000000
0.015781717148
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103AM0
1000000.00000000
PA
USD
819602.31000000
0.005025938179
Long
DBT
CORP
US
N
2
2052-03-07
Fixed
3.95000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group Inc
35380028MYWPB6AUO129
SUMITOMO MITSUI
86562MCK4
2300000.00000000
PA
USD
1662659.51000000
0.010195705659
Long
DBT
CORP
JP
N
2
2041-09-17
Fixed
2.93000000
N
N
N
N
N
N
Chart Industries Inc
EM7QGKC1GYOF3LSZSL80
CHART INDUSTRIES
16115QAF7
30000.00000000
PA
USD
30645.49000000
0.000187923260
Long
DBT
CORP
US
Y
2
2030-01-01
Fixed
7.50000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
1190000.00000000
PA
948157.68000000
0.005814261167
Long
DBT
NUSS
RO
N
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824BH2
62345000.00000000
PA
USD
65072271.43000000
0.399034030767
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBJ9
5025000.00000000
PA
USD
4794374.96000000
0.029399907568
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDI
98919VAA3
705000.00000000
PA
USD
560349.90000000
0.003436159124
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FY7
58715000.00000000
PA
USD
50272985.48000000
0.308282338912
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FR0
15490000.00000000
PA
USD
14150594.57000000
0.086773808028
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810PW2
34818000.00000000
PA
USD
38174671.07000000
0.234093455407
Long
DBT
UST
US
N
2
2038-02-15
Fixed
4.37500000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BH0
7325000.00000000
PA
USD
7112514.42000000
0.043615125698
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AE3
600000.00000000
PA
USD
558194.38000000
0.003422941116
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTH SHORE LI
662352AA1
1041500.00000000
PA
USD
936103.37000000
0.005740342126
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.80000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AC8
235000.00000000
PA
USD
227340.12000000
0.001394087565
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
City of Hope
549300QIQJNNQEIXBL15
CITY OF HOPE/THE
17858PAA9
1943600.00000000
PA
USD
1999128.09000000
0.012258987157
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.62300000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAP9
7295000.00000000
PA
USD
6247877.08000000
0.038313025197
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FV5
5660000.00000000
PA
USD
4415366.17000000
0.027075762400
Long
DBT
CORP
US
N
2
2061-05-20
Fixed
3.55000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CQ0
12525000.00000000
PA
USD
10321339.85000000
0.063292178876
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAR4
3000000.00000000
PA
USD
2623734.48000000
0.016089177805
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Aon Corp / Aon Global Holdings PLC
N/A
AON CORP/AON GLO
03740LAE2
4600000.00000000
PA
USD
3798747.11000000
0.023294551394
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
3.90000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DK2
3010000.00000000
PA
USD
3210137.22000000
0.019685097293
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
7.62500000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DIAMOND 1 FIN/DI
24703TAJ5
1727000.00000000
PA
USD
2021348.91000000
0.012395248935
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CE8
3000000.00000000
PA
USD
3130031.34000000
0.019193874665
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DS5
6000000.00000000
PA
USD
6875944.50000000
0.042164439458
Long
DBT
CORP
GB
N
2
2033-11-03
Variable
8.11300000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KCA6
1360000.00000000
PA
USD
958355.91000000
0.005876798416
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.00000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017BJ7
1260000.00000000
PA
USD
1322729.73000000
0.008111199504
Long
DBT
CORP
US
N
2
2035-05-01
Fixed
5.40000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAZ7
15121800.00000000
PA
USD
11458341.62000000
0.070264463527
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-BI
91412HJU8
5000000.00000000
PA
USD
4018504.00000000
0.024642137327
Long
DBT
MUN
US
N
2
2033-05-15
Fixed
2.14700000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796ZR3
20000000.00000000
PA
USD
19623422.00000000
0.120334099394
Long
DBT
UST
US
N
2
2023-06-29
None
0.00000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JS1
33945000.00000000
PA
USD
32542522.95000000
0.199556182974
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EE6
18015000.00000000
PA
USD
13422676.91000000
0.082310095427
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FL2
1000000.00000000
PA
USD
823409.10000000
0.005049282050
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.87500000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAD5
17943600.00000000
PA
USD
16468683.99000000
0.100988719304
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBM4
3750000.00000000
PA
USD
2635038.79000000
0.016158497720
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCA8
4316500.00000000
PA
USD
3936726.74000000
0.024140665518
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95000000
N
N
N
N
N
N
Georgetown University/The
549300GCL3B0KVXSX752
GEORGETOWN UNIV
37310PAC5
14755000.00000000
PA
USD
13172719.25000000
0.080777313331
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.31500000
N
N
N
N
N
N
LBJ Infrastructure Group LLC
254900DEJSU2OQFZWQ97
LBJ INFRASTRUCTU
50203UAA1
14570000.00000000
PA
USD
10017215.21000000
0.061427235817
Long
DBT
CORP
US
Y
2
2057-12-31
Fixed
3.79700000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MA COMMONWEALTH
57582RYY6
6540000.00000000
PA
USD
4903370.89000000
0.030068288805
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
2.90000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CB5
26112000.00000000
PA
USD
23670207.61000000
0.145149664275
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80300000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CQ3
2025000.00000000
PA
USD
1526817.20000000
0.009362697938
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBN5
19160000.00000000
PA
USD
14088463.53000000
0.086392810119
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.10900000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AS6
395800.00000000
PA
USD
356672.95000000
0.002187178067
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.15000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JP6
13485000.00000000
PA
USD
11671615.14000000
0.071572292353
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PBW1
23917100.00000000
PA
USD
22669618.75000000
0.139013886360
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162DG2
3300000.00000000
PA
USD
2830948.99000000
0.017359851770
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.40000000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOM INC
92553PAP7
11065000.00000000
PA
USD
8165165.91000000
0.050070160351
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAK7
4320400.00000000
PA
USD
5035292.53000000
0.030877254323
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RY6
22000000.00000000
PA
USD
18473125.00000000
0.113280286174
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Barclays Capital Inc.
AC28XWWI3WIBK2824319
BZW TRIPARTY TREASURY
N/A
2800000.00000000
PA
USD
2800000.00000000
0.017170067397
Long
RA
CORP
US
N
2
Repurchase
Y
4.23000000
2023-02-01
2954100.00000000
USD
2856020.78000000
USD
UST
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBH3
5830000.00000000
PA
USD
4207078.76000000
0.025798509233
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBA0
15000000.00000000
PA
USD
14248755.45000000
0.087375746930
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
WMG Acquisition Corp
549300NAS11NXI33CP80
WMG ACQUISITION
92933BAT1
580000.00000000
PA
USD
507958.10000000
0.003114883861
Long
DBT
CORP
US
Y
2
2029-12-01
Fixed
3.75000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081EV5
1500000.00000000
PA
USD
1605313.11000000
0.009844047961
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.65000000
N
N
N
N
N
N
Directv Financing LLC
N/A
DIRECTV FINANCIN
25460HAB8
120811.51000000
PA
USD
118596.67000000
0.000727254577
Long
LON
CORP
US
N
2
2027-08-02
Floating
9.56560000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BY7
63375000.00000000
PA
USD
54066372.26000000
0.331544019868
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
Caesars Resort Collection LLC / CRC Finco Inc
N/A
CAESARS RESORT
12770RAA1
168000.00000000
PA
USD
168100.40000000
0.001030819713
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MM0
10000000.00000000
PA
USD
10262295.70000000
0.062930110292
Long
DBT
CORP
US
N
2
2041-03-26
Variable
5.31600000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DN3
19985000.00000000
PA
USD
13643937.96000000
0.083666905120
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.65000000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBH1
10535000.00000000
PA
USD
11406377.87000000
0.069945813138
Long
DBT
CORP
GB
N
2
2033-01-24
Fixed
5.50000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448BZ3
960000.00000000
PA
USD
1094132.47000000
0.006709402946
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
6.25000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AW5
1250000.00000000
PA
USD
871840.71000000
0.005346272768
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
2.70000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CX6
30500000.00000000
PA
USD
22059216.20000000
0.135270796030
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DC6
145000.00000000
PA
USD
146575.04000000
0.000898822612
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QCL4
1147000.00000000
PA
USD
766050.18000000
0.004697547578
Long
DBT
CORP
MX
N
2
2048-02-12
Fixed
6.35000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AS2
3419600.00000000
PA
USD
3105832.69000000
0.019045484504
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.12500000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance SA
254900OM17Q9YNDIUG82
CK HUTCHISON
N/A
220000.00000000
PA
198741.62000000
0.001218716789
Long
DBT
CORP
LU
N
2
2034-10-17
Fixed
2.62500000
N
N
N
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AK3
24046000.00000000
PA
USD
32986798.15000000
0.202280552663
Long
DBT
CORP
US
Y
2
2039-08-15
Fixed
9.37500000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCF0
6484100.00000000
PA
USD
5351520.70000000
0.032816418248
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY
16411RAK5
145000.00000000
PA
USD
138188.99000000
0.000847397954
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.62500000
N
N
N
N
N
N
University of Michigan
N/A
UNIV OF MICHIGAN-C
914455VJ6
26363000.00000000
PA
USD
23424822.56000000
0.143644922187
Long
DBT
MUN
US
N
2
2047-04-01
Fixed
3.59900000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BT4
5624600.00000000
PA
USD
5320264.65000000
0.032624750932
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039482AC8
21850000.00000000
PA
USD
15575016.49000000
0.095508601016
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.70000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111ED1
691200.00000000
PA
USD
690883.49000000
0.004236612888
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.10000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CJ3
35150000.00000000
PA
USD
25997481.66000000
0.159420897236
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.25000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BH4
21515000.00000000
PA
USD
20028167.20000000
0.122816064524
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516AR7
10300000.00000000
PA
USD
11398113.69000000
0.069895135806
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.70000000
N
N
N
N
N
N
Rockefeller Foundation/The
549300JU3NX0IK5I9038
ROCKFEL FNDATION
77310VAA2
36482000.00000000
PA
USD
24855014.40000000
0.152415097288
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.49200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YFB6
8990000.00000000
PA
USD
9158330.29000000
0.056160410116
Long
DBT
CORP
US
N
2
2038-01-19
Variable
5.94800000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBD9
56080700.00000000
PA
USD
50951739.75000000
0.312444573398
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL L
18060TAA3
31000.00000000
PA
USD
31195.91000000
0.000191298527
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AV0
15140000.00000000
PA
USD
15943051.79000000
0.097765454911
Long
DBT
CORP
CH
Y
2
2034-01-12
Variable
5.95900000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBE2
2250000.00000000
PA
USD
2168678.77000000
0.013298700229
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
9360000.00000000
PA
USD
10914945.91000000
0.066932270325
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AM8
500000.00000000
PA
USD
444447.73000000
0.002725427670
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.80000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BN9
34110000.00000000
PA
USD
23136452.46000000
0.141876588597
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
News Corp
549300ITS31QK8VRBQ14
NEWS CORP
65249BAA7
340000.00000000
PA
USD
304600.18000000
0.001867859149
Long
DBT
CORP
US
Y
2
2029-05-15
Fixed
3.87500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BQ1
26945000.00000000
PA
USD
19832797.46000000
0.121618024666
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423BP2
5830000.00000000
PA
USD
6765003.51000000
0.041484130789
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAF8
1000000.00000000
PA
USD
893401.79000000
0.005478488909
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.20000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FBD7
38905000.00000000
PA
USD
33615352.48000000
0.206134952737
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
4.02500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TH1
208490000.00000000
PA
USD
193309321.87000000
1.185405030369
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBN5
32895000.00000000
PA
USD
24376764.75000000
0.149482390601
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAD5
65000.00000000
PA
USD
62322.08000000
0.000382169397
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAK6
1230900.00000000
PA
USD
1100753.53000000
0.006750004392
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
4.62500000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAE6
2910500.00000000
PA
USD
2470161.43000000
0.015147442226
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
3.70000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAF9
38195500.00000000
PA
USD
37144252.51000000
0.227774756792
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FH1
11060000.00000000
PA
USD
11816296.96000000
0.072459505424
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
450000.00000000
PA
USD
402698.20000000
0.002469412583
Long
DBT
NUSS
SA
N
2
2046-10-26
Fixed
4.50000000
N
N
N
N
N
N
Wisconsin Public Service Corp
549300BJRHJVYNUMQZ30
WISCONSIN PUBLIC
976843BM3
1943600.00000000
PA
USD
1477278.19000000
0.009058916459
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.30000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DBJ3
700000.00000000
PA
USD
697834.33000000
0.004279236599
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NYC WTR-BABS-TXB
64972FL20
6842800.00000000
PA
USD
8081346.80000000
0.049556167577
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.01100000
N
N
N
N
N
N
Orlando Health Obligated Group
N/A
ORLANDO HEALTH
686514AH3
1350000.00000000
PA
USD
987377.86000000
0.006054765858
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.32700000
N
N
N
N
N
N
Trustees of Princeton University/The
549300PJZYINN64GDJ90
TRST PRINCETON U
89837LAH8
18865000.00000000
PA
USD
18395754.25000000
0.112805835820
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
4.20100000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BL2
2000000.00000000
PA
USD
1702790.16000000
0.010441793503
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FB4
10500800.00000000
PA
USD
9389982.95000000
0.057580942896
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.20000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QBZ8
2890500.00000000
PA
USD
2484626.94000000
0.015236147148
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.85000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JA9
20732700.00000000
PA
USD
17944624.14000000
0.110039430679
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.80000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AB6
10411300.00000000
PA
USD
11828525.20000000
0.072534491033
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
6.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468N2
750000.00000000
PA
USD
819503.05000000
0.005025329500
Long
DBT
CORP
US
N
2
2051-03-24
Variable
5.59700000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GA6
7310000.00000000
PA
USD
6792430.58000000
0.041652318160
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.60000000
N
N
N
N
N
N
Northeastern University
549300I2J5CUY7XEVC78
NRTHEAST UNIV
664675AT2
17647000.00000000
PA
USD
12569251.51000000
0.077076748414
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.89400000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS
67059TAG0
35000.00000000
PA
USD
34630.65000000
0.000212360926
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.75000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
RBC TRIPARTY MTGE
N/A
200000.00000000
PA
USD
200000.00000000
0.001226433385
Long
RA
CORP
US
N
2
Repurchase
Y
4.27000000
2023-02-01
779085.00000000
USD
204000.24000000
USD
AMBS
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSN-TXB-E-BABS
59259YGF0
750000.00000000
PA
USD
827193.83000000
0.005072490647
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81400000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FZ1
21738600.00000000
PA
USD
20231913.28000000
0.124065469497
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
4.65000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAE4
2000000.00000000
PA
USD
1601184.24000000
0.009818729041
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
46513JB59
3192000.00000000
PA
USD
2773387.43000000
0.017006874675
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH-A
20281PKT8
19285000.00000000
PA
USD
17684815.55000000
0.108446241036
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
N
N
N
N
N
N
Rolls-Royce PLC
X57JK1U580XATGR67572
ROLLS-ROYCE PLC
77578JAC2
760000.00000000
PA
USD
739190.15000000
0.004532837391
Long
DBT
CORP
GB
Y
2
2027-10-15
Fixed
5.75000000
N
N
N
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
N/A
1675000.00000000
PA
USD
1333795.97000000
0.008179059535
Long
DBT
CORP
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEK4
9165000.00000000
PA
USD
9078523.64000000
0.055671022416
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bouygues SA
969500MOCLNQFNZN0D63
BOUYGUS SA
N/A
200000.00000000
PA
241388.81000000
0.001480236477
Long
DBT
CORP
FR
N
2
2042-06-30
Fixed
5.37500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AC3
14870900.00000000
PA
USD
16593149.79000000
0.101751964367
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.37500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAG7
19225000.00000000
PA
USD
16790846.43000000
0.102964273164
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INS&AN
878091BG1
16150000.00000000
PA
USD
12129346.87000000
0.074379179729
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
N/A
400000.00000000
PA
555194.99000000
0.003404548356
Long
DBT
CORP
US
N
2
2038-01-18
Fixed
6.87500000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
85205TAK6
74000.00000000
PA
USD
62804.29000000
0.000385126390
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.60000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCD6
27500000.00000000
PA
USD
21710260.00000000
0.133130938361
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.15700000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EQ7
18335000.00000000
PA
USD
16270526.30000000
0.099773583271
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL C
92328MAE3
45000.00000000
PA
USD
45855.76000000
0.000281195174
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.25000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617482V92
36920000.00000000
PA
USD
43101322.51000000
0.264304504431
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AE8
288000.00000000
PA
USD
269428.94000000
0.001652183235
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I
431318AU8
35000.00000000
PA
USD
32560.07000000
0.000199663784
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664BV2
2000000.00000000
PA
USD
1925616.08000000
0.011808199241
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEG7
22750000.00000000
PA
USD
21314322.12000000
0.130702981188
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.37500000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PBC7
41455000.00000000
PA
USD
29208015.68000000
0.179108427773
Long
DBT
CORP
SG
Y
2
2061-08-02
Fixed
2.75000000
N
N
N
N
N
N
PPL Electric Utilities Corp
549300GCZLSGYEYPIR35
PPL ELECTRIC UTI
69351UAU7
12500000.00000000
PA
USD
10996867.00000000
0.067434624124
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.95000000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAU3
500000.00000000
PA
USD
403937.90000000
0.002477014631
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46100000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
BOOKING HLDS INC
09857LAX6
167000.00000000
PA
193130.08000000
0.001184305889
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.75000000
N
N
N
N
N
N
MPT Operating Partnership LP / MPT Finance Corp
N/A
MPT OP PTNR/FINL
55342UAM6
435000.00000000
PA
USD
306485.07000000
0.001879417610
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP FINANCE USA
055451AV0
4310700.00000000
PA
USD
4466165.14000000
0.027387270164
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES USD
544646ZR6
27775000.00000000
PA
USD
32506857.32000000
0.199337475378
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
6.75800000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345MAA5
235000.00000000
PA
USD
207253.50000000
0.001270913058
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AX4
165000.00000000
PA
USD
135239.96000000
0.000829314010
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
3.12500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
6182.48000000
0.000037911999
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
8892107.24000000
EUR
9700488.71000000
USD
2023-03-15
6182.48000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BT5
2530000.00000000
PA
USD
2329512.38000000
0.014284958774
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
4.30000000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BE1
110000.00000000
PA
USD
102895.59000000
0.000630972933
Long
DBT
CORP
US
Y
2
2026-04-01
Fixed
3.37500000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
254687AH9
2511700.00000000
PA
USD
2609051.18000000
0.015999137358
Long
DBT
CORP
US
N
2
2093-07-15
Fixed
7.55000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FV5
2700000.00000000
PA
USD
1972573.53000000
0.012096150162
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810PX0
94700000.00000000
PA
USD
105220582.86000000
0.645230178317
Long
DBT
UST
US
N
2
2038-05-15
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZQ6
20000000.00000000
PA
USD
16356250.00000000
0.100299255309
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FC2
8740000.00000000
PA
USD
7488358.93000000
0.045919866972
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
3.95000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBG9
2180000.00000000
PA
USD
1518614.01000000
0.009312394607
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824BG4
6000000.00000000
PA
USD
6271329.48000000
0.038456839229
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY
26442TAF4
3100000.00000000
PA
USD
2405793.32000000
0.014752726231
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
2.68200000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NEW YORK NY
64966QL65
9170000.00000000
PA
USD
10094877.03000000
0.061903471061
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
5.26300000
N
N
N
N
N
N
PeaceHealth Obligated Group
N/A
PEACEHEALTH OBLI
70462GAA6
6015000.00000000
PA
USD
5603790.90000000
0.034363381226
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.78700000
N
N
N
N
N
N
Philippine Government International Bond
N/A
PHILIPPINES(REP)
N/A
186000.00000000
PA
135913.04000000
0.000833441448
Long
DBT
NUSS
PH
N
2
2041-04-28
Fixed
1.75000000
N
N
N
N
N
N
N/A
N/A
MXN/USD FWD 20230315
N/A
1.00000000
NC
0.12000000
0.000000000735
N/A
DFE
N/A
N
2
HSBC UK BANK PLC
21380081EP12LC86CB82
3732.80000000
MXN
196.79000000
USD
2023-03-15
0.12000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDQ2
2890500.00000000
PA
USD
2745755.24000000
0.016837429474
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAC8
22000000.00000000
PA
USD
17747498.78000000
0.108830625066
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AY6
33354900.00000000
PA
USD
28410687.16000000
0.174219076193
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055AR3
1696800.00000000
PA
USD
1432440.39000000
0.008783963585
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO ELEC-TXBL
796253Z21
1325600.00000000
PA
USD
1308466.35000000
0.008023734077
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
4.42700000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FD4
2778700.00000000
PA
USD
2914797.03000000
0.017874021948
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH
03524BAF3
2000000.00000000
PA
USD
1886413.72000000
0.011567803825
Long
DBT
CORP
US
N
2
2044-02-01
Fixed
4.62500000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AE7
33293900.00000000
PA
USD
39818696.69000000
0.244174894942
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BL2
4544200.00000000
PA
USD
4554182.61000000
0.027927007983
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QY7
24000000.00000000
PA
USD
20490000.00000000
0.125648100346
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CX6
10000.00000000
PA
USD
11761.04000000
0.000072120660
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
21685WCJ4
1375000.00000000
PA
USD
1502658.86000000
0.009214554964
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
OneMain Finance Corp
5493008I795YYBFWFU90
ONEMAIN FINANCE
682691AB6
140000.00000000
PA
USD
122287.53000000
0.000749887547
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.50000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUT
485429Z72
20480000.00000000
PA
USD
20445767.68000000
0.125376860376
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
54570000.00000000
PA
USD
39021454.49000000
0.239286072690
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
42170000.00000000
PA
USD
49175562.94000000
0.301552760707
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
10925000.00000000
PA
USD
7916281.22000000
0.048543957886
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.71900000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABV6
590000.00000000
PA
USD
538890.17000000
0.003304564478
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664BU4
2000000.00000000
PA
USD
1965193.88000000
0.012050896917
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHU6
28584600.00000000
PA
USD
25563815.48000000
0.156761583829
Long
DBT
CORP
US
N
2
2040-04-23
Variable
4.07800000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NT8
13055000.00000000
PA
USD
11713731.65000000
0.071830557822
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.30000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BK4
12189000.00000000
PA
USD
12138484.64000000
0.074435214060
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BW8
2670000.00000000
PA
USD
2849870.53000000
0.017475881812
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.25000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBU8
16620000.00000000
PA
USD
15884193.21000000
0.097404524274
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
Public Service Co of New Hampshire
549300SHPFALUPKK2351
PUB SVC NEW HAMP
744482BM1
3655000.00000000
PA
USD
3045969.03000000
0.018678390548
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.60000000
N
N
N
N
N
N
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
N/A
WYNN RESORTS FIN
983133AB5
185000.00000000
PA
USD
185627.09000000
0.001138296302
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES IN
26875PAT8
16580000.00000000
PA
USD
17115600.65000000
0.104955720252
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TOPBUILD CORP
89055FAC7
85000.00000000
PA
USD
72101.73000000
0.000442139844
Long
DBT
CORP
US
Y
2
2032-02-15
Fixed
4.12500000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAJ8
5580000.00000000
PA
USD
5055566.66000000
0.031001578672
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.25000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
6389000.00000000
PA
USD
4649785.78000000
0.028513262580
Long
DBT
NUSS
BM
N
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBF1
1535000.00000000
PA
USD
1171146.81000000
0.007181667735
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CT2
714900.00000000
PA
USD
606515.32000000
0.003719253186
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.25000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AF7
29514300.00000000
PA
USD
29380664.85000000
0.180167141304
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.90000000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EH4
17480000.00000000
PA
USD
15631927.00000000
0.095857585764
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.15000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDS7
41693000.00000000
PA
USD
29089317.84000000
0.178380552805
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CB0
22740000.00000000
PA
USD
17289250.43000000
0.106020569689
Long
DBT
CORP
US
N
2
2051-05-12
Fixed
3.10000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FE9
1943600.00000000
PA
USD
2169629.00000000
0.013304527198
Long
DBT
CORP
US
N
2
2037-11-30
Fixed
6.35000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EU3
34185000.00000000
PA
USD
31734763.46000000
0.194602866944
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.90000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCM1
8835000.00000000
PA
USD
8529125.23000000
0.052302019656
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AZ2
4650000.00000000
PA
USD
3554024.48000000
0.021793871376
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
MAYO CLINIC
578454AF7
23785000.00000000
PA
USD
16943383.18000000
0.103899653978
Long
DBT
CORP
US
N
2
2061-11-15
Fixed
3.19600000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO O'HARE ARPT-C
167593H62
11525000.00000000
PA
USD
11116746.47000000
0.068169745045
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
4.47200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QS0
47094400.00000000
PA
USD
47344589.00000000
0.290324922866
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BD0
8571400.00000000
PA
USD
7498158.81000000
0.045979961472
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAB0
22105000.00000000
PA
USD
19672017.38000000
0.120632094376
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AX7
10000.00000000
PA
USD
8917.59000000
0.000054684150
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
3.75000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAW3
2475000.00000000
PA
USD
2090080.75000000
0.012816724051
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AW6
324000.00000000
PA
USD
266224.45000000
0.001632532767
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.87500000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAW2
35010000.00000000
PA
USD
31919915.52000000
0.195738250283
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HN6
23965000.00000000
PA
USD
18255017.62000000
0.111942815312
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.45000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B69
315000.00000000
PA
USD
261918.58000000
0.001606128454
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.62500000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
71376LAE0
40000.00000000
PA
USD
35682.63000000
0.000218811843
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
4.25000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBE4
140000.00000000
PA
USD
120631.52000000
0.000739732617
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
5.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKY4
18835000.00000000
PA
USD
18825055.87000000
0.115438385016
Long
DBT
CORP
US
N
2
2033-07-22
Variable
5.01500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJB7
6286000.00000000
PA
USD
6748574.73000000
0.041383386767
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBK9
4930000.00000000
PA
USD
5208634.33000000
0.031940215176
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.35000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DH7
33520000.00000000
PA
USD
24430200.59000000
0.149810068092
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFF3
63660000.00000000
PA
USD
59900081.25000000
0.367317297202
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Everest Reinsurance Holdings Inc
N/A
EVEREST RE HLDGS
299808AJ4
4300000.00000000
PA
USD
3001075.18000000
0.018403093966
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.12500000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
300000.00000000
PA
233373.68000000
0.001431086362
Long
DBT
CORP
NL
N
2
2039-12-19
Fixed
2.25000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FV0
1704300.00000000
PA
USD
1444827.50000000
0.008859923411
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BZ4
7950000.00000000
PA
USD
6081376.51000000
0.037292015908
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.12500000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAS6
1700000.00000000
PA
USD
1472084.37000000
0.009027067088
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.50000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FD5
26873900.00000000
PA
USD
27242512.36000000
0.167055633318
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CL6
43125000.00000000
PA
USD
39011836.69000000
0.239227094735
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAB8
105000.00000000
PA
USD
101747.63000000
0.000623933451
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC
432833AH4
105000.00000000
PA
USD
104116.06000000
0.000638457059
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAP5
1000000.00000000
PA
USD
910842.37000000
0.005585437457
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
Ohio Power Co
06ZODLC132CY1O2Y7D77
OHIO POWER CO
677415CR0
734000.00000000
PA
USD
628177.85000000
0.003852091436
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
N/A
200000.00000000
PA
155631.72000000
0.000954359686
Long
DBT
CORP
GB
N
2
2056-08-12
Fixed
3.00000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BX1
2081000.00000000
PA
USD
1825554.71000000
0.011194606217
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAV5
950000.00000000
PA
USD
821737.90000000
0.005039033973
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBV5
255000.00000000
PA
USD
215985.89000000
0.001324461531
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.70000000
N
N
N
N
N
N
Thermo Fisher Scientific Finance I BV
549300SM0PJC1F3RPL91
THERMO FISHER
N/A
500000.00000000
PA
361083.99000000
0.002214227301
Long
DBT
CORP
NL
N
2
2051-10-18
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DP2
2100000.00000000
PA
USD
1518477.91000000
0.009311560020
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAE3
24545000.00000000
PA
USD
19543254.27000000
0.119842497492
Long
DBT
CORP
GB
Y
2
2041-04-06
Fixed
3.20000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BS2
1330000.00000000
PA
USD
991736.27000000
0.006081492355
Long
DBT
NUSS
PA
N
2
2063-01-19
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1521 A2
3137H2NY6
21675000.00000000
PA
USD
16794453.26000000
0.102986390848
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
7000000.00000000
PA
USD
5835907.14000000
0.035786756756
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.85000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BV0
2000000.00000000
PA
USD
1887500.00000000
0.011574465075
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DR6
28285000.00000000
PA
USD
20656310.63000000
0.126667944891
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CJ3
5625000.00000000
PA
USD
4975766.55000000
0.030512231077
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
MASS MUTUAL LIFE
575767AQ1
7366000.00000000
PA
USD
5627988.18000000
0.034511762986
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
3.37500000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KN0
17230000.00000000
PA
USD
13723847.31000000
0.084156922593
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
University of California
N/A
UNIV CA-AJ-TXBL
91412GTG0
2141500.00000000
PA
USD
2159943.24000000
0.013245132501
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918KAT5
310000.00000000
PA
USD
240990.50000000
0.001477793973
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTHWELL HEALTH
667274AA2
1943600.00000000
PA
USD
1579516.98000000
0.009685861786
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.97900000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BU6
10750000.00000000
PA
USD
8019270.38000000
0.049175504607
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BA4
3000000.00000000
PA
USD
2196234.90000000
0.013467679019
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.05000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RX8
4800000.00000000
PA
USD
4221000.00000000
0.025883876601
Long
DBT
UST
US
N
2
2047-05-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TD0
37885000.00000000
PA
USD
28455188.61000000
0.174491966513
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BY3
10335000.00000000
PA
USD
6981808.01000000
0.042813612173
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
Linde Inc/CT
ZU69GUVJQGZ6Z1UOOO79
PRAXAIR INC
74005PBD5
1799000.00000000
PA
USD
1537235.37000000
0.009426583895
Long
DBT
CORP
US
N
2
2042-11-07
Fixed
3.55000000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAD9
90000.00000000
PA
USD
79350.09000000
0.000486587997
Long
DBT
CORP
FR
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AS9
4283000.00000000
PA
USD
3963847.16000000
0.024306972460
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687EH5
2710000.00000000
PA
USD
3201323.03000000
0.019631047209
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BY4
12770000.00000000
PA
USD
14959740.22000000
0.091735624222
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
5.90000000
N
N
N
N
N
N
University of Chicago/The
54930099Y7GU6182V326
UNIV OF CHICAGO
91412NBD1
11735000.00000000
PA
USD
9423628.17000000
0.057787261002
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
22000000.00000000
PA
USD
16202643.83000000
0.099357316634
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
George Washington University/The
5493002S4P5IVD462L47
GEORGE WASHINGTO
372546AT8
2890500.00000000
PA
USD
2633802.38000000
0.016150915848
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AU3
1750000.00000000
PA
USD
1412504.96000000
0.008661716200
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-TXB-164TH
73358WCW2
15253000.00000000
PA
USD
16540142.70000000
0.101426916042
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAR7
10715000.00000000
PA
USD
8899104.73000000
0.054570795710
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.65000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAQ7
600000.00000000
PA
USD
407697.37000000
0.002500068328
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
Transocean Titan Financing Ltd
N/A
TRANSOCEAN TITAN
89386MAA6
20000.00000000
PA
USD
20755.03000000
0.000127273308
Long
DBT
CORP
KY
Y
2
2028-02-01
Fixed
8.37500000
N
N
N
N
N
N
Stanford Health Care
5493005311WCPXQGDG42
STANFORD HEALTH
85434VAB4
2140000.00000000
PA
USD
1972476.54000000
0.012095555404
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.31000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DE3
1943600.00000000
PA
USD
1635952.51000000
0.010031933876
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.75000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAE3
1171000.00000000
PA
USD
914483.00000000
0.005607762408
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.26600000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAA4
36921200.00000000
PA
USD
33406560.21000000
0.204854603684
Long
DBT
CORP
US
N
2
2048-02-22
Variable
4.26000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FY5
34972000.00000000
PA
USD
28792636.80000000
0.176561255143
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.80000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AY2
100000.00000000
PA
USD
103218.31000000
0.000632951906
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.87500000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560AS4
2890500.00000000
PA
USD
2263088.01000000
0.013877633449
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.37500000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BD8
266000.00000000
PA
USD
157304.87000000
0.000964619721
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BV5
1000000.00000000
PA
USD
830076.19000000
0.005090165759
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.75000000
N
N
N
N
N
N
Organon & Co / Organon Foreign Debt Co-Issuer BV
N/A
ORGANON & CO/ORG
68622TAA9
210000.00000000
PA
USD
190565.46000000
0.001168579211
Long
DBT
CORP
US
Y
2
2028-04-30
Fixed
4.12500000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTRM
958667AC1
180000.00000000
PA
USD
164790.05000000
0.001010520094
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.30000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AN6
8535000.00000000
PA
USD
7847268.99000000
0.048120763372
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBP1
6160000.00000000
PA
USD
6135008.94000000
0.037620898922
Long
DBT
CORP
US
N
2
2034-02-01
Variable
4.70600000
N
N
N
N
N
N
Hartford Financial Services Group Inc/The
IU7C3FTM7Y3BQM112U94
HARTFORD FINL
416518AD0
4800000.00000000
PA
USD
3324827.47000000
0.020388397051
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.90000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CT9
2000000.00000000
PA
USD
1335465.14000000
0.008189295164
Long
DBT
CORP
US
N
2
2060-09-01
Fixed
2.45000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EU3
9600000.00000000
PA
USD
11245041.31000000
0.068956470420
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.75000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBF7
4000000.00000000
PA
USD
2997207.04000000
0.018379373885
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AX1
1670000.00000000
PA
USD
1463090.07000000
0.008971912539
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.95000000
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764CA6
19305000.00000000
PA
USD
15041711.21000000
0.092238284016
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.07800000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DQ0
34025000.00000000
PA
USD
25761566.01000000
0.157974223089
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
HARVARD PRES&FEL
740816AD5
2500000.00000000
PA
USD
2811134.70000000
0.017238347236
Long
DBT
CORP
US
N
2
2038-10-01
Fixed
5.62500000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
HARVARD UNIV
740816AH6
750000.00000000
PA
USD
784974.44000000
0.004813594299
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
4.87500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SC3
12000000.00000000
PA
USD
10824374.40000000
0.066376870707
Long
DBT
UST
US
N
2
2048-05-15
Fixed
3.12500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAT1
3000000.00000000
PA
USD
2318637.42000000
0.014218271704
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.95000000
N
N
N
N
N
N
Genesis Energy LP / Genesis Energy Finance Corp
N/A
GENESIS ENERGY
37185LAJ1
14000.00000000
PA
USD
13758.81000000
0.000084371319
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.50000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH PA
20281PKG6
17060000.00000000
PA
USD
16023263.80000000
0.098257328346
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.14400000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAL0
2235000.00000000
PA
USD
1638875.82000000
0.010049860101
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN-A-REF-TXBL
977100EL6
3363900.00000000
PA
USD
3160476.22000000
0.019380567751
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
3.95400000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GR8
1415000.00000000
PA
USD
1345032.74000000
0.008247965284
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAG9
22525000.00000000
PA
USD
19587955.34000000
0.120116611915
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BQ4
37137000.00000000
PA
USD
33069918.42000000
0.202790260033
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DE7
13575000.00000000
PA
USD
12320521.49000000
0.075551494411
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.15000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CB0
15992000.00000000
PA
USD
16881856.93000000
0.103522364742
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.79500000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TBE8
34145000.00000000
PA
USD
32764375.61000000
0.200916620519
Long
DBT
NUSS
SA
Y
2
2053-01-18
Fixed
5.00000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PKG FIN
03969AAQ3
102000.00000000
PA
USD
99894.99000000
0.000612572753
Long
DBT
CORP
N/A
Y
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Tap Rock Resources LLC
549300Y3SDS1HPFQ6H17
TAP ROCK RESOURC
87602LAA0
200000.00000000
PA
USD
189585.22000000
0.001162568216
Long
DBT
CORP
US
Y
2
2026-10-01
Fixed
7.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EM6
2943600.00000000
PA
USD
2480618.35000000
0.015211565805
Long
DBT
CORP
US
N
2
2049-07-29
Fixed
3.37500000
N
N
N
N
N
N
Canpack SA / Canpack US LLC
N/A
CANPACK SA
13806CAA0
405000.00000000
PA
USD
336152.78000000
0.002061344960
Long
DBT
CORP
N/A
Y
2
2029-11-15
Fixed
3.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGQ7
18930000.00000000
PA
USD
17960878.27000000
0.110139103718
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796ZZ5
10000000.00000000
PA
USD
9784290.00000000
0.059998899548
Long
DBT
UST
US
N
2
2023-07-20
None
0.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
42600000.00000000
PA
USD
30759911.06000000
0.188624909298
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PER9
14260000.00000000
PA
USD
15177479.84000000
0.093070839919
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076AS1
24524700.00000000
PA
USD
27577038.53000000
0.169107003634
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.87500000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV CA-BABS
913366DF4
852100.00000000
PA
USD
1040906.95000000
0.006383015173
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
6.58300000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAX8
1340000.00000000
PA
USD
1050455.10000000
0.006441566023
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.50000000
N
N
N
N
N
N
New York and Presbyterian Hospital/The
19EOSPKL8HML7MY3UE63
NY & PRES HOSP
649322AA2
12210000.00000000
PA
USD
10855958.74000000
0.066570551152
Long
DBT
CORP
US
N
2
2045-08-01
Fixed
4.02400000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON TX-TXBL
4423313K8
1500000.00000000
PA
USD
1373815.20000000
0.008424464134
Long
DBT
MUN
US
N
2
2047-03-01
Fixed
3.96100000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140CB4
30645000.00000000
PA
USD
28911262.49000000
0.177288687676
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AB4
2000000.00000000
PA
USD
1797593.08000000
0.011023140834
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.12500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
N/A
400000.00000000
PA
485790.74000000
0.002978949909
Long
DBT
CORP
GB
N
2
2040-03-29
Fixed
6.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJE0
66163000.00000000
PA
USD
48856556.85000000
0.299596562112
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67600000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
FIRST STUDENT BI
33718FAF7
16000.00000000
PA
USD
15404.99000000
0.000094465970
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.58750000
N
N
N
N
N
N
AdventHealth Obligated Group
N/A
ADVENTHEALTH
00778XAA5
3000000.00000000
PA
USD
2054670.75000000
0.012599584020
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.79500000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBA5
99400.00000000
PA
USD
94065.80000000
0.000576827187
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
PPL Electric Utilities Corp
549300GCZLSGYEYPIR35
PPL ELECTRIC UTI
69351UAN3
1183500.00000000
PA
USD
1177781.32000000
0.007222351658
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.20000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
344700.00000000
PA
USD
352403.62000000
0.002160997823
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
Inova Health System Foundation
5493001L7PBVS286Y307
INOVA HEALTH SY
45791GAA0
11245000.00000000
PA
USD
10010148.88000000
0.061383903902
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.06800000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE INC
203372AV9
136000.00000000
PA
USD
106822.85000000
0.000655055547
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGP3
7500000.00000000
PA
USD
6160502.78000000
0.037777231404
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.87500000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NYC MUN WTR FIN -BABS
64972FT30
12710900.00000000
PA
USD
14584208.29000000
0.089432799741
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.72400000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FF0
14920200.00000000
PA
USD
14688002.90000000
0.090069285615
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
5.20000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EQ9
33965000.00000000
PA
USD
30494876.11000000
0.186999670743
Long
DBT
CORP
US
N
2
2052-08-08
Fixed
3.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAS0
19000000.00000000
PA
USD
19089379.42000000
0.117059261147
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.90000000
N
N
N
N
N
N
Case Western Reserve University
2YXI7YIWYFWZG3QHF204
CASE WESTERN RES
14745XAA6
1893000.00000000
PA
USD
1926481.83000000
0.011813508164
Long
DBT
CORP
US
N
2
2122-06-01
Fixed
5.40500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCL3
19518200.00000000
PA
USD
19171513.63000000
0.117562921834
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
Cable One Inc
549300648QS85T0XSH18
CABLE ONE INC
12685JAC9
165000.00000000
PA
USD
136470.30000000
0.000836858660
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
4.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCD5
390000.00000000
PA
USD
358671.90000000
0.002199435963
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
4.41800000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CV9
5330000.00000000
PA
USD
5160729.01000000
0.031646451757
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
N/A
400000.00000000
PA
484422.97000000
0.002970562515
Long
DBT
CORP
FR
N
2
2054-01-16
Variable
5.62500000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAF0
17350000.00000000
PA
USD
13401165.16000000
0.082178181785
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BG4
1380000.00000000
PA
USD
841001.28000000
0.005157160235
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.12500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
26443TAC0
9000000.00000000
PA
USD
6108708.60000000
0.037459620847
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.75000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AP0
24721000.00000000
PA
USD
22077185.96000000
0.135380989598
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
N/A
200000.00000000
PA
278703.83000000
0.001709058408
Long
DBT
CORP
GB
N
2
2033-09-19
Fixed
7.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2U6
59060000.00000000
PA
USD
52083881.82000000
0.319387057557
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JB7
15204900.00000000
PA
USD
14630081.94000000
0.089714104620
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.60000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAJ8
1100000.00000000
PA
USD
1055804.02000000
0.006474366493
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
22606.20000000
0.000138624991
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
8892108.00000000
EUR
9716913.26000000
USD
2023-03-15
22606.20000000
N
N
N
Chile Government International Bond
N/A
CHILE
168863DQ8
17745000.00000000
PA
USD
11783264.88000000
0.072256947196
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
First Student Bidco Inc
2549006DRO2F06AA1391
FIRST STUDENT BI
33718FAE0
236001.00000000
PA
USD
227224.59000000
0.001393379115
Long
LON
CORP
US
N
2
2028-07-21
Floating
8.58750000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NY ST THRUWAY AUTH-M
650009S61
10945000.00000000
PA
USD
9322863.44000000
0.057169354857
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
7295000.00000000
PA
USD
5872766.80000000
0.036012786344
Long
DBT
MUN
US
N
2
2043-02-15
Fixed
3.19000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FV0
4044000.00000000
PA
USD
3510754.12000000
0.021528530305
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.12500000
N
N
N
N
N
N
KeyBank NA/Cleveland OH
HUX2X73FUCYHUVH1BK78
KEY BANK NA
49327M3H5
7565000.00000000
PA
USD
7582316.51000000
0.046496030537
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
5.00000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAT4
7320000.00000000
PA
USD
7530253.68000000
0.046176772572
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CR3
3250000.00000000
PA
USD
2381771.63000000
0.014605421218
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCR1
48919800.00000000
PA
USD
49120960.66000000
0.301217930411
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBB9
7120000.00000000
PA
USD
6111623.52000000
0.037477495623
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.75000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
62482BAA0
110000.00000000
PA
USD
94120.29000000
0.000577161329
Long
DBT
CORP
US
Y
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NJ TPK-F-TXB
646139W35
946800.00000000
PA
USD
1236682.61000000
0.007583544200
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBZ3
18875000.00000000
PA
USD
16338425.56000000
0.100189952868
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.00000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAW7
20125000.00000000
PA
USD
19107355.02000000
0.117169490527
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
Rayburn Country Securitization LLC
N/A
RAYBURN CTRY
75458JAB3
8724000.00000000
PA
USD
7107361.84000000
0.043583529217
Long
DBT
CORP
US
Y
2
2043-12-01
Fixed
3.02500000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DV7
3250000.00000000
PA
USD
3006068.72000000
0.018433715186
Long
DBT
CORP
US
N
2
2047-05-02
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Water Resources Authority
549300GBS2G3YGHOYO19
MA WTR RESOURCES-TXBL
576051ZT6
16390000.00000000
PA
USD
13208250.28000000
0.080995195538
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
2.82300000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CP1
3390000.00000000
PA
USD
3162890.24000000
0.019395370925
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
4.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LU3
65730000.00000000
PA
USD
57647534.21000000
0.353504302740
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
16850000.00000000
PA
USD
14610053.84000000
0.089591288968
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69900000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CG4
20555000.00000000
PA
USD
17223851.77000000
0.105619534189
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.60000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBT7
16810000.00000000
PA
USD
14410541.94000000
0.088367848693
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEL2
20415000.00000000
PA
USD
20579875.42000000
0.126199231424
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
4.95000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAZ8
6150000.00000000
PA
USD
4782437.97000000
0.029326707952
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAE2
1943600.00000000
PA
USD
1819391.95000000
0.011156815144
Long
DBT
CORP
NO
N
2
2041-11-23
Fixed
4.25000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CN6
19700000.00000000
PA
USD
17435710.17000000
0.106918685263
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.10000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AW7
30240000.00000000
PA
USD
26470953.23000000
0.162324303939
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.90000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALT GAS & ELEC
059165EC0
1164600.00000000
PA
USD
1299722.06000000
0.007970112631
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.35000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GG2
32720000.00000000
PA
USD
27458066.46000000
0.168377447042
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA VA U
915217XM0
2025000.00000000
PA
USD
1432967.15000000
0.008787193765
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.58400000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
084670BK3
25247000.00000000
PA
USD
25152982.19000000
0.154242285516
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Mar23
N/A
-1225.00000000
NC
USD
235824.85000000
0.001446117345
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT 10 Year US Treasury Note
2023-03-22
-140517465.48000000
USD
235824.85000000
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGYP
16411QAK7
170000.00000000
PA
USD
152500.45000000
0.000935158215
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.00000000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466LAL8
30670000.00000000
PA
USD
21907941.99000000
0.134343157322
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAC0
3000000.00000000
PA
USD
2772960.84000000
0.017004258754
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
University of California
N/A
UNIV OF CA-TXBL-AD
91412GHA6
32222600.00000000
PA
USD
30592822.78000000
0.187600296073
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.85800000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BS4
3837300.00000000
PA
USD
3172884.97000000
0.019456660278
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.40000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CR0
34010000.00000000
PA
USD
30115869.62000000
0.184675539679
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
Parkland Corp/Alberta
549300XHQS1JYWBNK868
PARKLAND CORP
70137WAG3
150000.00000000
PA
USD
129264.48000000
0.000792671369
Long
DBT
CORP
CA
Y
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
Securian Financial Group Inc
5493007EAD0HGURCS836
SECURIAN FIN GRP
81373PAA1
4146300.00000000
PA
USD
3498135.54000000
0.021451151066
Long
DBT
CORP
US
Y
2
2048-04-15
Fixed
4.80000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BC2
2000000.00000000
PA
USD
1851379.22000000
0.011352966423
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.60000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CL0
32205800.00000000
PA
USD
35265459.86000000
0.216253686640
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
6.00000000
N
N
N
N
N
N
Hilcorp Energy I LP / Hilcorp Finance Co
N/A
HILCORP ENERGY I
431318AV6
45000.00000000
PA
USD
41431.68000000
0.000254065977
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.00000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BY7
39700000.00000000
PA
USD
28007647.31000000
0.171747568554
Long
DBT
CORP
US
Y
2
2051-12-13
Fixed
2.60700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJA8
39475000.00000000
PA
USD
34050524.72000000
0.208803501555
Long
DBT
CORP
US
N
2
2051-03-20
Variable
4.08300000
N
N
N
N
N
N
Novant Health Inc
549300ZUXEGFGE8EP917
NOVANT HEALTH IN
66988AAJ3
26665000.00000000
PA
USD
19400252.74000000
0.118965588239
Long
DBT
CORP
US
N
2
2061-11-01
Fixed
3.31800000
N
N
N
N
N
N
State of California
N/A
CA TXB-VAR PURP
13063A5E0
4800000.00000000
PA
USD
6053109.60000000
0.037118678498
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
JPY/USD FWD 20230315
N/A
1.00000000
NC
-6.00000000
-0.00000003679
N/A
DFE
N/A
N
2
Standard Chartered Bank
RILFO74KP1CM8P6PCT96
446604.00000000
JPY
3445.88000000
USD
2023-03-15
-6.00000000
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RBF0
1650000.00000000
PA
USD
1255778.78000000
0.007700645103
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
UNIVERSITY OF MI
914453AA3
12840000.00000000
PA
USD
11405928.13000000
0.069943055257
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CN0
21550000.00000000
PA
USD
18444009.28000000
0.113101743719
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BF8
12900000.00000000
PA
USD
12307985.98000000
0.075474624571
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AV5
41225200.00000000
PA
USD
38202870.93000000
0.234266381656
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
4.30000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FB5
52203200.00000000
PA
USD
57293007.30000000
0.351330284548
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGK0
3837300.00000000
PA
USD
3267830.87000000
0.020038884386
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148LAF3
2000000.00000000
PA
USD
1979884.28000000
0.012140980902
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANS
29273VAQ3
3080000.00000000
PA
USD
3170126.74000000
0.019439746351
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.75000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERN MUN PWR-E-RMKT
02765UEQ3
40385900.00000000
PA
USD
45623862.38000000
0.279773139996
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
6.27000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANS
019736AE7
220600.00000000
PA
USD
209151.40000000
0.001282551297
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
MSCI Inc
549300HTIN2PD78UB763
MSCI INC
55354GAK6
125000.00000000
PA
USD
109415.02000000
0.000670951167
Long
DBT
CORP
US
Y
2
2030-09-01
Fixed
3.62500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AW9
17345000.00000000
PA
USD
14589443.56000000
0.089464903290
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659BC4
3730000.00000000
PA
USD
2635046.53000000
0.016158545183
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BG4
56122100.00000000
PA
USD
44592786.59000000
0.273450411137
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TK4
162580000.00000000
PA
USD
153638100.00000000
0.942134475640
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES
90932LAH0
300000.00000000
PA
USD
273728.38000000
0.001678548118
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423CA4
21620000.00000000
PA
USD
21867436.79000000
0.134094772675
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TB4
37500000.00000000
PA
USD
25722656.25000000
0.157735621946
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Mount Sinai Hospitals Group Inc
549300IJEDK5LH7YPT15
MT SINAI HOSP
623115AF9
2000000.00000000
PA
USD
1420474.36000000
0.008710585891
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.39100000
N
N
N
N
N
N
SPCM SA
969500F7036FEDYPRV54
SPCM SA
7846ELAE7
240000.00000000
PA
USD
203253.59000000
0.001246384942
Long
DBT
CORP
FR
Y
2
2030-03-15
Fixed
3.37500000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC
02079KAE7
33925000.00000000
PA
USD
23879806.82000000
0.146434961619
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
Centrica PLC
E26EDV109X6EEPBKVH76
CENTRICA PLC
15639KAB8
3800000.00000000
PA
USD
3577574.41000000
0.021938283478
Long
DBT
CORP
GB
Y
2
2043-10-16
Fixed
5.37500000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
HUDBAY MINERALS
443628AJ1
445000.00000000
PA
USD
409959.46000000
0.002513939842
Long
DBT
CORP
CA
Y
2
2026-04-01
Fixed
4.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DX3
42835000.00000000
PA
USD
36204501.82000000
0.222012048691
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
N/A
1690000.00000000
PA
1349507.54000000
0.008275405505
Long
DBT
CORP
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAZ3
3310000.00000000
PA
USD
3846858.90000000
0.023589580921
Long
DBT
CORP
US
N
2
2052-12-01
Fixed
5.90000000
N
N
N
N
N
N
PPL Electric Utilities Corp
549300GCZLSGYEYPIR35
PPL ELECTRIC UTI
69351UAM5
10924000.00000000
PA
USD
12398788.17000000
0.076031438758
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
6.25000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DJ3
4500000.00000000
PA
USD
3624679.40000000
0.022227139139
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560AM7
2150000.00000000
PA
USD
1890934.70000000
0.011595527229
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.12500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAC6
18640000.00000000
PA
USD
14638592.21000000
0.089766291016
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AQ9
3330000.00000000
PA
USD
2425594.48000000
0.014874150250
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K1522 A2
3137H4RG7
29170000.00000000
PA
USD
23000151.21000000
0.141040766579
Long
ABS-MBS
USGSE
US
N
2
2036-10-25
Fixed
2.36100000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAP6
500000.00000000
PA
USD
518328.74000000
0.003178478357
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
SBA Senior Finance II LLC
549300PVT2ADFWMYEW87
SBA SR FIN II
78404XAH8
14921.88000000
PA
USD
14893.90000000
0.000091331881
Long
LON
CORP
US
N
2
2025-04-11
Floating
6.31560000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBP8
1420200.00000000
PA
USD
1219817.82000000
0.007480126493
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.80000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
MID-AMER APT LP
59523UAU1
2250000.00000000
PA
USD
1566202.46000000
0.009604214927
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.87500000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BU5
700000.00000000
PA
USD
733280.72000000
0.004496599779
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BU9
16809100.00000000
PA
USD
16898101.33000000
0.103621978115
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.62500000
N
N
N
N
N
N
JetBlue 2019-1 Class AA Pass Through Trust
N/A
JETBLUE 19-1 AA
477143AH4
1238206.36000000
PA
USD
1037150.44000000
0.006359979627
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.75000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BK2
230000.00000000
PA
USD
234738.13000000
0.001439453397
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AJ3
5700000.00000000
PA
USD
5752138.87000000
0.035273075741
Long
DBT
NUSS
BM
Y
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJM2
18395000.00000000
PA
USD
12598253.92000000
0.077254596033
Long
DBT
CORP
US
N
2
2051-10-24
Variable
2.83100000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CS8
4000000.00000000
PA
USD
3097767.20000000
0.018996025573
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAR0
41465000.00000000
PA
USD
31288855.00000000
0.191868481833
Long
DBT
CORP
US
N
2
2051-06-08
Fixed
3.05000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111GD9
7315000.00000000
PA
USD
8506969.23000000
0.052166155366
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.15000000
N
N
N
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OHIO ST UNIV-A-TXBL
677632PA3
17634800.00000000
PA
USD
16817252.44000000
0.103126199225
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBU4
14755000.00000000
PA
USD
11745897.02000000
0.072027801241
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST -TXBL
13063DRE0
4500000.00000000
PA
USD
4043950.65000000
0.024798180432
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
2.50000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AL0
2000000.00000000
PA
USD
2113165.66000000
0.012958284572
Long
DBT
CORP
AU
N
2
2040-11-02
Fixed
5.20000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EK5
14686000.00000000
PA
USD
13948786.15000000
0.085536285109
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.20000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBA5
650500.00000000
PA
USD
614532.37000000
0.003768415075
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
867224AE7
1100000.00000000
PA
USD
875743.21000000
0.005370203549
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.75000000
N
N
N
N
N
N
NuStar Logistics LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS
67059TAH8
140000.00000000
PA
USD
134895.05000000
0.000827198964
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
6.37500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BK5
19740000.00000000
PA
USD
13102816.05000000
0.080348655240
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Corporate Office Properties LP
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE
22003BAP1
1735000.00000000
PA
USD
1272195.38000000
0.007801314434
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
17590000.00000000
PA
USD
13186763.90000000
0.080863437469
Long
DBT
NUSS
CL
N
2
2053-04-15
Fixed
3.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAK7
41150000.00000000
PA
USD
38874000.91000000
0.238381862724
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
University of North Carolina at Chapel Hill
N/A
UNIV OF NC CHAPEL HIL
914713P22
6730000.00000000
PA
USD
6115855.87000000
0.037503449100
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
3.32700000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CG7
22355500.00000000
PA
USD
20229511.40000000
0.124050740768
Long
DBT
CORP
US
N
2
2047-03-03
Fixed
3.75000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MEAG TXB-PLT VOGTLE
626207YF5
912100.00000000
PA
USD
1038391.10000000
0.006367587561
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AH9
1000000.00000000
PA
USD
723910.41000000
0.004439139474
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.85000000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NYC MUN WTR-BABS
64972FK88
18114300.00000000
PA
USD
21277122.00000000
0.130474863843
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.95200000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AS8
1935000.00000000
PA
USD
1586172.64000000
0.009726675404
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DL9
777000.00000000
PA
USD
755687.57000000
0.004634002324
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475BM6
12025000.00000000
PA
USD
12124444.95000000
0.074349120337
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.06800000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPBX0
170000.00000000
PA
USD
158680.10000000
0.000973052861
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743756AC2
4605000.00000000
PA
USD
3724479.65000000
0.022839130932
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.74400000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AC4
33074000.00000000
PA
USD
24896813.35000000
0.152671415427
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
CK Hutchison Europe Finance 18 Ltd
2549003J58N9TB141B68
CK HUTCHISON E F
N/A
800000.00000000
PA
755250.63000000
0.004631322935
Long
DBT
CORP
KY
N
2
2030-04-13
Fixed
2.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBC4
3141400.00000000
PA
USD
2802056.61000000
0.017182678873
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.05000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RT7
20000000.00000000
PA
USD
15262500.00000000
0.093592197732
Long
DBT
UST
US
N
2
2046-08-15
Fixed
2.25000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAE9
16200000.00000000
PA
USD
15780545.06000000
0.096768936516
Long
DBT
CORP
GB
Y
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
Avient Corp
SM8L9RZYIB34LNTWO040
AVIENT CORP
05368VAA4
150000.00000000
PA
USD
151762.47000000
0.000930632799
Long
DBT
CORP
US
Y
2
2030-08-01
Fixed
7.12500000
N
N
N
N
N
N
OneAmerica Financial Partners Inc
5493009S1SVD6UNUDB08
ONEAMERICA FINL
682441AB6
1580000.00000000
PA
USD
1194898.57000000
0.007327317492
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CG9
378700.00000000
PA
USD
330072.34000000
0.002024058687
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.30000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABB8
2568900.00000000
PA
USD
2396077.38000000
0.014693146465
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAQ0
1500000.00000000
PA
USD
1376645.58000000
0.008441820496
Long
DBT
CORP
US
N
2
2043-03-13
Fixed
4.15000000
N
N
N
N
N
N
Camelot Return Merger Sub Inc
N/A
CAMELOT RETURN
13323NAA0
310000.00000000
PA
USD
291462.31000000
0.001787295538
Long
DBT
CORP
US
Y
2
2028-08-01
Fixed
8.75000000
N
N
N
N
N
N
University of Michigan
N/A
UNIV OF MICHIGAN-B
914455UK4
14898000.00000000
PA
USD
12669749.34000000
0.077693017883
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
3.50400000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CH3
16730000.00000000
PA
USD
13079470.33000000
0.080205495388
Long
DBT
CORP
NL
N
2
2050-04-06
Fixed
3.25000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBR6
41510000.00000000
PA
USD
41962863.30000000
0.257323282515
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.80000000
N
N
N
N
N
N
TopBuild Corp
5493007YSKHOL4RWII46
TOPBUILD CORP
89055FAB9
45000.00000000
PA
USD
38409.62000000
0.000235534201
Long
DBT
CORP
US
Y
2
2029-03-15
Fixed
3.62500000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
NOVELIS CORP
670001AH9
134000.00000000
PA
USD
112950.22000000
0.000692629603
Long
DBT
CORP
US
Y
2
2031-08-15
Fixed
3.87500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PAR3
34886000.00000000
PA
USD
38708653.34000000
0.237367923823
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.80000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDY8
21685700.00000000
PA
USD
19938250.47000000
0.122264680126
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
4650000.00000000
PA
USD
4289209.76000000
0.026302150235
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
2585000.00000000
PA
USD
2495268.99000000
0.015301405975
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
Allina Health System
5493001V00JCD7SQ0G44
ALLINA HEALTH
01959LAC6
3569100.00000000
PA
USD
3032669.45000000
0.018596835303
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
3.88700000
N
N
N
N
N
N
New York and Presbyterian Hospital/The
19EOSPKL8HML7MY3UE63
NY & PRES HOSP
649322AD6
3742600.00000000
PA
USD
3272489.32000000
0.020067450779
Long
DBT
CORP
US
N
2
2056-08-01
Fixed
4.06300000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH
036752AX1
4685000.00000000
PA
USD
5356800.42000000
0.032848794373
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
6.10000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160BU7
42310000.00000000
PA
USD
39500951.52000000
0.242226428519
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCK9
7600000.00000000
PA
USD
8787517.40000000
0.053886523576
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBE0
19445000.00000000
PA
USD
15996858.98000000
0.098095409582
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.55000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824AY6
15015000.00000000
PA
USD
16279806.39000000
0.099830490332
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAL6
35349800.00000000
PA
USD
31629250.52000000
0.193955843983
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
University of California
N/A
REGENTS UNIV
91412F7Y7
473400.00000000
PA
USD
530936.18000000
0.003255789283
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AM2
3000000.00000000
PA
USD
2850301.44000000
0.017478524224
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.37500000
N
N
N
N
N
N
State of Texas
549300X9CH74QB747L76
TX TRANS COMM BABS
882722KF7
2750000.00000000
PA
USD
3087902.40000000
0.018935532972
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
5.51700000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBK8
1130000.00000000
PA
USD
846462.47000000
0.005190649163
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CP5
28169300.00000000
PA
USD
24068929.93000000
0.147594696099
Long
DBT
CORP
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
Novant Health Inc
549300ZUXEGFGE8EP917
NOVANT HEALTH IN
66988AAG9
2000000.00000000
PA
USD
1567218.08000000
0.009610442878
Long
DBT
CORP
US
N
2
2036-11-01
Fixed
2.63700000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CQ9
24337300.00000000
PA
USD
22891265.25000000
0.140373059697
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
CONSTELLATION BR
21036PBD9
2500000.00000000
PA
USD
2492915.73000000
0.015286975392
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.25000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
03523TBV9
32000000.00000000
PA
USD
34304028.80000000
0.210358030891
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAX4
850000.00000000
PA
USD
911506.92000000
0.005589512589
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
6.37500000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAH0
180000.00000000
PA
USD
179783.12000000
0.001102460102
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPCS0
505000.00000000
PA
USD
487234.78000000
0.002987805003
Long
DBT
CORP
US
Y
2
2029-09-01
Fixed
6.37500000
N
N
N
N
N
N
TENET HEALTHCARE CORPORATION
0W9AIBT6U6ADJ2I8HK17
THC 6.25 2/1/2027
88033GDS6
90000.00000000
PA
USD
87975.00000000
0.000539477385
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
6.25000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBC7
13045000.00000000
PA
USD
10262131.54000000
0.062929103636
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BU9
22830000.00000000
PA
USD
14925443.08000000
0.091525308435
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AN7
13720000.00000000
PA
USD
11244843.13000000
0.068955255147
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AF8
43625000.00000000
PA
USD
40685895.63000000
0.249492703602
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Leland Stanford Junior University/The
JIUV0DC2REIJXQ26CR37
STANFORD UNIV
85440KAA2
16833000.00000000
PA
USD
14843036.41000000
0.091019976978
Long
DBT
CORP
US
N
2
2048-05-01
Fixed
3.64700000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EP1
3705000.00000000
PA
USD
3492497.43000000
0.021416577234
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP
01609WAV4
14873000.00000000
PA
USD
12451266.30000000
0.076353243411
Long
DBT
CORP
KY
N
2
2047-12-06
Fixed
4.20000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAM1
3525000.00000000
PA
USD
2899761.27000000
0.017781820157
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AL1
13215000.00000000
PA
USD
11847165.04000000
0.072648793644
Long
DBT
CORP
US
Y
2
2044-04-22
Fixed
4.95000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735CK1
17970000.00000000
PA
USD
19830146.04000000
0.121601765716
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.70000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FC6
662800.00000000
PA
USD
727028.12000000
0.004458257792
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.69000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DC1
142000.00000000
PA
USD
181445.63000000
0.001112654891
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
7.90000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CD4
68199000.00000000
PA
USD
47352007.43000000
0.290370413918
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAD8
1220000.00000000
PA
USD
1125783.44000000
0.006903491978
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.30000000
N
N
N
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CO ARPT-B
79742GAF8
737500.00000000
PA
USD
737792.64000000
0.004524267626
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.59400000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAM7
19240000.00000000
PA
USD
18785471.35000000
0.115195646131
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.37500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BC5
3985100.00000000
PA
USD
3646235.67000000
0.022359325785
Long
DBT
CORP
US
N
2
2047-01-30
Fixed
4.35000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBD5
16907900.00000000
PA
USD
14554235.79000000
0.089249003368
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.80000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AQ2
2200000.00000000
PA
USD
2103705.43000000
0.012900272863
Long
DBT
CORP
GB
N
2
2044-03-14
Fixed
5.25000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AN4
23254600.00000000
PA
USD
21045256.03000000
0.129053023010
Long
DBT
CORP
US
Y
2
2048-09-24
Fixed
4.00000000
N
N
N
N
N
N
Societe Generale SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE
83368RBS0
12655000.00000000
PA
USD
13524942.54000000
0.082937205341
Long
DBT
CORP
FR
Y
2
2034-01-10
Variable
6.69100000
N
N
N
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES
03674XAS5
150000.00000000
PA
USD
139891.91000000
0.000857840543
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
5.37500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAQ7
4500000.00000000
PA
USD
4082740.38000000
0.025036045532
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AX6
2000000.00000000
PA
USD
1281288.64000000
0.007857075822
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.12500000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BF0
20000000.00000000
PA
USD
19310776.60000000
0.118416905612
Long
DBT
CORP
US
Y
2
2045-11-23
Fixed
4.76000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CB4
11775000.00000000
PA
USD
13097890.52000000
0.080318451068
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967FX4
4290000.00000000
PA
USD
4671893.61000000
0.028648831484
Long
DBT
CORP
US
N
2
2042-01-30
Fixed
5.87500000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
ARAMARK SERV INC
038522AR9
80000.00000000
PA
USD
79993.96000000
0.000490536315
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.37500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RF0
119264700.00000000
PA
USD
123599759.55000000
0.757934357772
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.60600000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076AV4
18479600.00000000
PA
USD
21066415.80000000
0.129182778251
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAB9
10390000.00000000
PA
USD
10557476.51000000
0.064740208293
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CM9
400000.00000000
PA
257699.59000000
0.001580256903
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
1.45000000
N
N
N
N
N
N
Venture Global Calcasieu Pass LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL C
92328MAA1
240000.00000000
PA
USD
214084.00000000
0.001312798824
Long
DBT
CORP
US
Y
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN GEN REV
977100AC0
1557500.00000000
PA
USD
1583676.59000000
0.009711369209
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-174TH
73358WJA3
42960000.00000000
PA
USD
41134311.70000000
0.252242465796
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QBT2
2000000.00000000
PA
USD
1646327.44000000
0.010095554679
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.60000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FQ1
14228000.00000000
PA
USD
12883475.20000000
0.079003620534
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BS3442
3140LDZG7
23000000.00000000
PA
USD
17819480.00000000
0.109272025923
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.12000000
N
N
N
N
N
N
American University/The
549300ZMGVN6I2E7LS27
AMERICAN UNIV
030360AD3
2563000.00000000
PA
USD
2125395.51000000
0.013033280054
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
3.67200000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DJ2
21681000.00000000
PA
USD
13210730.88000000
0.081010406991
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFQ9
25000000.00000000
PA
USD
25007812.50000000
0.153352080744
Long
DBT
UST
US
N
2
2024-10-31
Fixed
4.37500000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE
382550BN0
110000.00000000
PA
USD
97009.03000000
0.000594875565
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DE0
2865000.00000000
PA
USD
2785578.53000000
0.017081632535
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.30000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CX8
6090000.00000000
PA
USD
7118100.95000000
0.043649383232
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
6.35000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FW3
39160000.00000000
PA
USD
28323257.90000000
0.173682945376
Long
DBT
CORP
US
N
2
2052-03-10
Fixed
2.95000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HLDGS
29272WAD1
300000.00000000
PA
USD
260047.07000000
0.001594652042
Long
DBT
CORP
US
Y
2
2029-03-31
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE Mar23
N/A
-67.00000000
NC
263607.37000000
0.001616484396
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 10 Year Euro BUND Future
2023-03-08
-9903450.29000000
EUR
263607.37000000
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBG8
3665000.00000000
PA
USD
3296048.12000000
0.020211917273
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.10000000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX SECURITIZTN
79467BCM5
15235000.00000000
PA
USD
14963989.16000000
0.091761679432
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
4.63700000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GVS0
5864000.00000000
PA
USD
5680767.77000000
0.034835416242
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
4.75000000
N
N
N
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
DIAMONDBACK ENER
25278XAT6
1955000.00000000
PA
USD
1569236.23000000
0.009622818511
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.25000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
MARKEL CORP
570535AX2
3490000.00000000
PA
USD
2555732.69000000
0.015672179477
Long
DBT
CORP
US
N
2
2052-05-07
Fixed
3.45000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
62482BAB8
70000.00000000
PA
USD
58745.56000000
0.000360237580
Long
DBT
CORP
US
Y
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
University of Chicago/The
54930099Y7GU6182V326
UNIV OF CHICAGO
91412NBG4
5695000.00000000
PA
USD
4205323.94000000
0.025787748384
Long
DBT
CORP
US
N
2
2052-10-01
Fixed
3.00000000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE
36267VAL7
11890000.00000000
PA
USD
13720793.55000000
0.084138196427
Long
DBT
CORP
US
Y
2
2052-11-22
Fixed
6.37700000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GD0
15840000.00000000
PA
USD
10192249.58000000
0.062500575792
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
INEOS Quattro Finance 2 Plc
213800V48W4Y5MT5Q131
INEOS QUATTRO FI
45674GAA2
60000.00000000
PA
USD
55050.44000000
0.000337578487
Long
DBT
CORP
GB
Y
2
2026-01-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TA6
950000.00000000
PA
USD
691125.00000000
0.004238093867
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
Clarios Global LP / Clarios US Finance Co
N/A
CLARIOS GLOBAL
69867DAC2
155000.00000000
PA
USD
154536.07000000
0.000947640977
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
Georgetown University/The
549300GCL3B0KVXSX752
GEORGETOWN UNIV
37310PAB7
5945000.00000000
PA
USD
5575873.40000000
0.034192186455
Long
DBT
CORP
US
N
2
2118-10-01
Fixed
5.21500000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Mar23
N/A
824.00000000
NC
USD
-307258.25000000
-0.00188415887
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
Ultra U.S. Treasury Bond Futures
2023-03-22
117109258.25000000
USD
-307258.25000000
N
N
N
Comision Federal de Electricidad
4469000001BFPONMPF32
COMISION FEDERAL
200447AK6
570000.00000000
PA
USD
453120.99000000
0.002778613549
Long
DBT
CORP
MX
Y
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DN6
48749000.00000000
PA
USD
51892559.28000000
0.318213835805
Long
DBT
CORP
GB
N
2
2038-06-01
Fixed
6.80000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AV7
1000000.00000000
PA
USD
768517.16000000
0.004712675511
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NY DORM-TXB-H-GEN PUR
6499022E2
7287800.00000000
PA
USD
7615666.46000000
0.046700537997
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
5.28900000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AM0
7000000.00000000
PA
USD
6775495.79000000
0.041548471201
Long
DBT
CORP
GB
N
2
2045-11-16
Fixed
4.37500000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS AREA RAPID -A
235241WM4
25470000.00000000
PA
USD
18618042.77000000
0.114168946130
Long
DBT
MUN
US
N
2
2048-12-01
Fixed
2.61300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TJ7
11700000.00000000
PA
USD
10347187.50000000
0.063450680981
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833ER7
27070000.00000000
PA
USD
24150616.09000000
0.148095609268
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAB4
16010000.00000000
PA
USD
17500237.06000000
0.107314374924
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.45000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH
035229BP7
400000.00000000
PA
USD
428661.94000000
0.002628626571
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.75000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687EB8
17218400.00000000
PA
USD
19813627.15000000
0.121500469125
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC
875127BJ0
2000000.00000000
PA
USD
1511654.22000000
0.009269716013
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.45000000
N
N
N
N
N
N
Piedmont Healthcare Inc
N/A
PIEDMONT HLTH
72014TAD1
2000000.00000000
PA
USD
1452357.62000000
0.008906099364
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
5425000.00000000
PA
USD
5000203.08000000
0.030662079958
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
4.62500000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CJ9
4326000.00000000
PA
USD
3768731.21000000
0.023110488884
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.90000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BA7
45360000.00000000
PA
USD
38700778.23000000
0.237319632334
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
Pennsylvania State University/The
549300QDK4O4XCJ47X56
PENNSYLVANIA ST UNIV
709235T70
1000000.00000000
PA
USD
785612.70000000
0.004817508216
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
2.79000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JW2
10641000.00000000
PA
USD
9598769.49000000
0.058861256812
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GT4
12650000.00000000
PA
USD
9949330.00000000
0.061010952377
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS I
651229BC9
20000.00000000
PA
USD
20108.00000000
0.000123305612
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY
26442TAH0
9635000.00000000
PA
USD
7083135.66000000
0.043434970238
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BR3
19500000.00000000
PA
USD
18453378.84000000
0.113159199425
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
ECOLAB INC
278865BA7
1558000.00000000
PA
USD
1368263.50000000
0.008390420182
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.95000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES USD-BABS
544646XY3
1943600.00000000
PA
USD
2058115.55000000
0.012620708108
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.75500000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAP4
8950000.00000000
PA
USD
8528533.04000000
0.052298388248
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.50000000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX-B-REF-TXBL
79467BAR6
36460000.00000000
PA
USD
31416499.14000000
0.192651217007
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.58700000
N
N
N
N
N
N
Chemours Co/The
549300M1BOLNXL8DOV14
CHEMOURS CO
163851AH1
385000.00000000
PA
USD
321548.98000000
0.001971792020
Long
DBT
CORP
US
Y
2
2029-11-15
Fixed
4.62500000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CC1
1943600.00000000
PA
USD
2197896.06000000
0.013477865529
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
6.20000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442RAD3
29945000.00000000
PA
USD
26605334.17000000
0.163148350295
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
WACHOVIA BANK NA
92976GAJ0
500000.00000000
PA
USD
574895.28000000
0.003525353822
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.60000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES IN
26875PAN1
1650000.00000000
PA
USD
1558489.00000000
0.009556914702
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
3.90000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AB0
7315000.00000000
PA
USD
6664543.18000000
0.040868091275
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.27200000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCK5
12025000.00000000
PA
USD
10438552.21000000
0.064010944634
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BS7
61695000.00000000
PA
USD
56588784.33000000
0.347011871741
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
4.15000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
AIRBUS SE
N/A
300000.00000000
PA
257123.17000000
0.001576722199
Long
DBT
CORP
NL
N
2
2040-06-09
Fixed
2.37500000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANS AUTH
59259YBF5
210000.00000000
PA
USD
212658.83000000
0.001304059444
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.87100000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP
01609WAU6
31000000.00000000
PA
USD
27073619.67000000
0.166019955150
Long
DBT
CORP
KY
N
2
2037-12-06
Fixed
4.00000000
N
N
N
N
N
N
Level 3 Financing Inc
254900AE5FEFIJOXWL19
LEVEL 3 FIN INC
527298BN2
117500.00000000
PA
USD
99657.12000000
0.000611114095
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312AN6
3000000.00000000
PA
USD
3059090.28000000
0.018758852243
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
4.87500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189TAR5
1658000.00000000
PA
USD
1975583.83000000
0.012114609825
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.95000000
N
N
N
N
N
N
John Sevier Combined Cycle Generation LLC
N/A
JOHN SEVIER COMB
478045AA5
17551154.65000000
PA
USD
17289900.27000000
0.106024554617
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.62600000
N
N
N
N
N
N
GE HealthCare Technologies Inc
549300OI9J7XOWZMUN85
GE HEALTHCARE
36267VAJ2
15555000.00000000
PA
USD
16843851.68000000
0.103289310205
Long
DBT
CORP
US
Y
2
2032-11-22
Fixed
5.90500000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAX8
3000000.00000000
PA
USD
2156339.16000000
0.013223031681
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGG8
24655000.00000000
PA
USD
22820214.10000000
0.139937362184
Long
DBT
CORP
US
N
2
2048-01-20
Variable
4.44300000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP
01609WAW2
13080000.00000000
PA
USD
10935448.46000000
0.067057995384
Long
DBT
CORP
KY
N
2
2057-12-06
Fixed
4.40000000
N
N
N
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
ALPHABET INC
02079KAG2
15758000.00000000
PA
USD
9711291.39000000
0.059551259886
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Water System Revenue
N/A
L A WTR/PWR-C-BABS
544525NZ7
1136200.00000000
PA
USD
1267978.52000000
0.007775455945
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
6.00800000
N
N
N
N
N
N
Wells Fargo Securities, LLC
VYVVCKR63DVZZN70PB21
WELLS FARGO TRIPARTY MTGE
N/A
7700000.00000000
PA
USD
7700000.00000000
0.047217685342
Long
RA
CORP
US
N
2
Repurchase
Y
4.31000000
2023-02-01
8031622.00000000
USD
7854000.73000000
USD
AMBS
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING
961214EQ2
3580000.00000000
PA
USD
2581188.66000000
0.015828279734
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.96300000
N
N
N
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
N/A
600000.00000000
PA
585802.75000000
0.003592240249
Long
DBT
CORP
GB
N
2
2035-02-06
Fixed
2.75000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBD9
2800000.00000000
PA
USD
1956547.80000000
0.011997877711
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BJ6
701000.00000000
PA
USD
670599.10000000
0.004112225622
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAV7
2000000.00000000
PA
USD
1846034.14000000
0.011320189500
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3B7
5145000.00000000
PA
USD
5124422.42000000
0.031423813687
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBK6
5045000.00000000
PA
USD
4909854.14000000
0.030108045176
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75000000
N
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
NEWELL BRANDS I
651229BD7
45000.00000000
PA
USD
45619.78000000
0.000279748106
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2Q5
16910000.00000000
PA
USD
13212941.16000000
0.081023960797
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06800000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172CX5
14575000.00000000
PA
USD
15348254.91000000
0.094118061155
Long
DBT
CORP
US
N
2
2032-11-17
Fixed
5.75000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABL8
2000000.00000000
PA
USD
1490386.54000000
0.009139299049
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375DB5
2405000.00000000
PA
USD
2284768.25000000
0.014010580299
Long
DBT
CORP
CA
N
2
2052-08-05
Fixed
4.40000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAK5
5436000.00000000
PA
USD
4578239.64000000
0.028074529707
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.80000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158AZ9
2995000.00000000
PA
USD
2375539.09000000
0.014567202242
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.70000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081GE1
2000000.00000000
PA
USD
1454969.26000000
0.008922114376
Long
DBT
CORP
US
N
2
2051-12-04
Fixed
2.87500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAH5
19800000.00000000
PA
USD
16904039.33000000
0.103658390922
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAS5
1150000.00000000
PA
USD
1149024.95000000
0.007046012797
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BX7
3400000.00000000
PA
USD
2293435.83000000
0.014063731347
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.20000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAJ8
5065000.00000000
PA
USD
4438531.82000000
0.027217818033
Long
DBT
CORP
US
Y
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
Oregon School Boards Association
N/A
OR SCH BRDS-TXB-PENSI
686053GG8
757022.19000000
PA
USD
760571.11000000
0.004663949006
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
4.75900000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AE1
757500.00000000
PA
USD
731795.44000000
0.004487491794
Long
DBT
CORP
US
N
2
2064-11-01
Fixed
5.26700000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35908MAB6
180000.00000000
PA
USD
147711.95000000
0.000905794334
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
6.00000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BW5
2205000.00000000
PA
USD
2413452.65000000
0.014799694521
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
UPC Broadband Finco BV
213800MNFBDEQRS6HZ22
UPC BROAD FINCO
90320BAA7
135000.00000000
PA
USD
118732.37000000
0.000728086712
Long
DBT
CORP
NL
Y
2
2031-07-15
Fixed
4.87500000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CK6
1000000.00000000
PA
USD
791511.24000000
0.004853679048
Long
DBT
CORP
CA
N
2
2046-08-02
Fixed
3.20000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAJ9
1500000.00000000
PA
USD
1308425.21000000
0.008023481800
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BL7
3500000.00000000
PA
USD
2983328.88000000
0.018294270692
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA-REF-TXBL
13063DGE2
31195000.00000000
PA
USD
30773536.83000000
0.188708464794
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
Graham Packaging Co Inc
549300YS0ZFT826HIK72
GRAHAM PKG CO IN
384701AA6
165000.00000000
PA
USD
144945.08000000
0.000888827425
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
WYETH
983024AG5
1240300.00000000
PA
USD
1450255.27000000
0.008893207403
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CROWNROCK LP/CR
228701AG3
75000.00000000
PA
USD
69272.12000000
0.000424788203
Long
DBT
CORP
US
Y
2
2029-05-01
Fixed
5.00000000
N
N
N
N
N
N
Entegris Escrow Corp
N/A
ENTEGRIS ESCROW
29365BAB9
490000.00000000
PA
USD
470678.34000000
0.002886278150
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
5.95000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
CAROLINA P & L
144141DD7
23186000.00000000
PA
USD
20657410.43000000
0.126674689048
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DH9
19150000.00000000
PA
USD
19101828.94000000
0.117135603682
Long
DBT
CORP
GB
N
2
2033-08-11
Variable
5.40200000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
SUTTER HEALTH
86944BAH6
22915000.00000000
PA
USD
18001260.93000000
0.110386736930
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.16100000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BT9
1420200.00000000
PA
USD
1164550.11000000
0.007141215670
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.75000000
N
N
N
N
N
N
Thomas Jefferson University
DB1TWPCZX5RK7VR27A68
THOMAS J UNIV
88444NAS7
24350000.00000000
PA
USD
19075708.91000000
0.116975431298
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
3.84700000
N
N
N
N
N
N
Wisconsin Electric Power Co
AENKIFMULUAWOUU8Q584
WISC ELEC POWER
976656BW7
520800.00000000
PA
USD
560419.29000000
0.003436584635
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.62500000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAC0
9878000.00000000
PA
USD
9240034.90000000
0.056661436423
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FZ6
38165000.00000000
PA
USD
30844940.02000000
0.189146321074
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAE2
20145000.00000000
PA
USD
19921966.24000000
0.122164822509
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CB2
14920200.00000000
PA
USD
16227881.23000000
0.099512076583
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
6.10000000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.HY.37.V2)
N/A
1138500.00000000
NC
USD
-50690.57000000
-0.00031084303
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.37.V2)
2I65BRZF0
Y
Receipt of notional amount upon default event with regard to reference instrument
2026-12-20
0.00000000
USD
-107759.03000000
USD
1138500.00000000
USD
57068.46000000
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
ENLINK MIDSTREA
29336TAA8
125000.00000000
PA
USD
120521.74000000
0.000739059428
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDL3
27767000.00000000
PA
USD
25592580.67000000
0.156937976776
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
159149162.40000000
NS
USD
159133247.49000000
0.975831637340
Long
STIV
CORP
US
N
1
N
N
N
Northwestern Memorial Healthcare Obligated Group
N/A
NORTHWESTERN MEM
668103AC8
3500000.00000000
PA
USD
2391490.33000000
0.014665017909
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.63300000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CA ST HLTH FACS AUTH
13032UD96
1950000.00000000
PA
USD
1855269.20000000
0.011376820430
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
4.35300000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VBD8
25000000.00000000
PA
USD
25326002.25000000
0.155303273405
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NYC FIN AUTH
64971M4P4
2859000.00000000
PA
USD
3037790.71000000
0.018628239724
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.50800000
N
N
N
N
N
N
Mass General Brigham Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAE8
9050000.00000000
PA
USD
6873878.90000000
0.042151772854
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH
072024WT5
8595000.00000000
PA
USD
6913444.98000000
0.042394398662
Long
DBT
MUN
US
N
2
2054-04-01
Fixed
3.55200000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GGM0
12170000.00000000
PA
USD
13810399.29000000
0.084687673783
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAINAG
00790RAB0
50000.00000000
PA
USD
49669.53000000
0.000304581849
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.37500000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
ENTERGY ARKANSAS
29366MAB4
2665000.00000000
PA
USD
1773212.30000000
0.010873633821
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
2.65000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAH7
7225000.00000000
PA
USD
6491751.15000000
0.039808501704
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810ST6
50000000.00000000
PA
USD
34546875.00000000
0.211847204327
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAM1
2599700.00000000
PA
USD
2290318.20000000
0.014044613519
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.00000000
N
N
N
N
N
N
Wyndham Hotels & Resorts Inc
549300FE3MQ4RVXXC673
WYNDHAM HOTELS &
98311AAB1
480000.00000000
PA
USD
445107.50000000
0.002729473490
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.37500000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AU9
15510000.00000000
PA
USD
14197548.30000000
0.087061736138
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Scottish Hydro Electric Transmission PLC
549300ECJZDA7203MK64
SCOTTISH HYDRO
N/A
619000.00000000
PA
557690.66000000
0.003419852221
Long
DBT
CORP
GB
N
2
2036-03-24
Fixed
2.12500000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
85205TAL4
29000.00000000
PA
USD
29095.87000000
0.000178420731
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
7.50000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703DBE0
3000000.00000000
PA
USD
2158044.93000000
0.013233491748
Long
DBT
CORP
US
Y
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EF3
59650000.00000000
PA
USD
42205257.88000000
0.258809686542
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCF6
50000.00000000
PA
USD
45250.00000000
0.000277480553
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CG5
2500000.00000000
PA
USD
1633784.05000000
0.010018636518
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.37500000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO
26442EAE0
10325000.00000000
PA
USD
8128961.30000000
0.049848147639
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.70000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUNIVERSAL MED
63946BAJ9
8827000.00000000
PA
USD
8251415.96000000
0.050599060055
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TG3
55500000.00000000
PA
USD
47816718.75000000
0.293220101305
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FW8
21775400.00000000
PA
USD
18034546.33000000
0.110590848559
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
Novant Health Inc
549300ZUXEGFGE8EP917
NOVANT HEALTH IN
66988AAH7
5500000.00000000
PA
USD
4073957.36000000
0.024982186587
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.16800000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BQ4
6515000.00000000
PA
USD
4662655.92000000
0.028592184427
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.90000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CBH6
5320000.00000000
PA
USD
4300313.79000000
0.026370242001
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.55000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QBA3
21083000.00000000
PA
USD
17896257.11000000
0.109742835977
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.65000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20230315
N/A
1.00000000
NC
-1146.09000000
-0.00000702801
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1183540.00000000
GBP
1459405.42000000
USD
2023-03-15
-1146.09000000
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BR3
20540000.00000000
PA
USD
16417668.42000000
0.100675883313
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.70000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148YAA6
139439600.00000000
PA
USD
123681667.46000000
0.758436630749
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01700000
N
N
N
N
N
N
Hackensack Meridian Health Inc
5493001CB3OCWTEJY668
HACKENSACK MERID
404530AD9
1250000.00000000
PA
USD
872470.45000000
0.005350134438
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.87500000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAU7
2000000.00000000
PA
USD
1760599.04000000
0.010796287205
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21300000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAY0
44205000.00000000
PA
USD
44065007.19000000
0.270213979755
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
5.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKK4
13415000.00000000
PA
USD
11441017.49000000
0.070158229070
Long
DBT
CORP
US
N
2
2033-02-04
Variable
2.97200000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
144141DB1
2250000.00000000
PA
USD
2008553.67000000
0.012316786387
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Rio Tinto Finance USA PLC
2138006TSNBEUA761G16
RIO TINTO FINANC
76720AAG1
29894800.00000000
PA
USD
27595665.97000000
0.169221230206
Long
DBT
CORP
GB
N
2
2042-08-21
Fixed
4.12500000
N
N
N
N
N
N
DT Midstream Inc
N/A
DT MIDSTREAM
23345MAB3
175000.00000000
PA
USD
152981.70000000
0.000938109321
Long
DBT
CORP
US
Y
2
2031-06-15
Fixed
4.37500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DL1
47160000.00000000
PA
USD
36948573.00000000
0.226574817372
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENER
745332BX3
473400.00000000
PA
USD
510500.31000000
0.003130473117
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.27400000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KV2
23500000.00000000
PA
USD
22862473.91000000
0.140196506394
Long
DBT
CORP
US
N
2
2052-07-27
Fixed
4.90000000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR BROADC
65336YAN3
130000.00000000
PA
USD
117044.80000000
0.000717738251
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.75000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CF9
48652300.00000000
PA
USD
45514755.01000000
0.279104075390
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.62500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBD6
1375000.00000000
PA
USD
1132771.48000000
0.006946343806
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
TENN VALLEY AUTH
880591EH1
33800000.00000000
PA
USD
36778217.37000000
0.225530168212
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448FN3
6860000.00000000
PA
USD
6620856.22000000
0.040600195544
Long
DBT
CORP
US
N
2
2052-07-18
Fixed
4.20000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BT9
25365000.00000000
PA
USD
29115270.04000000
0.178539696027
Long
DBT
CORP
US
N
2
2053-05-20
Fixed
6.00000000
N
N
N
N
N
N
Baptist Health South Florida Obligated Group
N/A
BAPTIST HEALTH
066836AC1
2200000.00000000
PA
USD
1383342.62000000
0.008482887863
Long
DBT
CORP
US
N
2
2071-11-15
Fixed
3.11500000
N
N
N
N
N
N
County of Sonoma CA
N/A
SONOMA PENSION OBLIG
835574CB8
378400.00000000
PA
USD
396148.17000000
0.002429246706
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516AT3
6250000.00000000
PA
USD
6909106.00000000
0.042367791312
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
5.70000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AL8
39785000.00000000
PA
USD
37378270.08000000
0.229209791595
Long
DBT
CORP
US
Y
2
2038-09-24
Fixed
3.90000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBM8
2250000.00000000
PA
USD
2434984.00000000
0.014931728354
Long
DBT
CORP
US
N
2
2033-10-25
Variable
5.83400000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAN3
5535000.00000000
PA
USD
4725729.64000000
0.028978963007
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
750000.00000000
PA
USD
664482.12000000
0.004074715280
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAK2
32890000.00000000
PA
USD
28731090.75000000
0.176183844491
Long
DBT
CORP
US
N
2
2048-07-24
Variable
4.03200000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCG9
3000000.00000000
PA
USD
2219957.40000000
0.013613149348
Long
DBT
CORP
US
N
2
2051-03-01
Fixed
3.00000000
N
N
N
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PART
958254AH7
310000.00000000
PA
USD
292857.44000000
0.001795850708
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BB4
5284100.00000000
PA
USD
4854798.37000000
0.029770434004
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABS3
1542000.00000000
PA
USD
1351670.65000000
0.008288670056
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.62500000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
GENERAL MOTORS C
37045VAQ3
1000000.00000000
PA
USD
884072.07000000
0.005421277509
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.40000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FC2
925000.00000000
PA
USD
951710.29000000
0.005836046365
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.62500000
N
N
N
N
N
N
ASP Unifrax Holdings Inc
549300RRU6BWJLD0YT71
UNIFRAX ESC ISS
90473LAA0
175000.00000000
PA
USD
149454.56000000
0.000916480310
Long
DBT
CORP
US
Y
2
2028-09-30
Fixed
5.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHA0
64760000.00000000
PA
USD
55060497.83000000
0.337640163810
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.94600000
N
N
N
N
N
N
Georgetown University/The
549300GCL3B0KVXSX752
GEORGETOWN UNIV
37310PAD3
18790000.00000000
PA
USD
13087804.90000000
0.080256604362
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.94300000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CR7
99689600.00000000
PA
USD
91840453.61000000
0.563180992243
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAN2
10700000.00000000
PA
USD
9046808.06000000
0.055476537185
Long
DBT
CORP
US
N
2
2045-03-06
Fixed
3.56700000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FW3
4920000.00000000
PA
USD
3504515.61000000
0.021490274720
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
N/A
500000.00000000
PA
340410.95000000
0.002087456769
Long
DBT
CORP
CH
N
2
2033-01-18
Fixed
0.62500000
N
N
N
N
N
N
Hess Midstream Operations LP
N/A
HESS MIDSTREAM
428102AF4
55000.00000000
PA
USD
51282.92000000
0.000314475425
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
5.50000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BE6
3800000.00000000
PA
USD
3611891.75000000
0.022148723135
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.37500000
N
N
N
N
N
N
Equinix Inc
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBT2
3356000.00000000
PA
USD
2486425.20000000
0.015247174379
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
3.40000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGT1
33292200.00000000
PA
USD
29409386.64000000
0.180343268114
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
Entegris Escrow Corp
N/A
ENTEGRIS ESCROW
29365BAA1
1980000.00000000
PA
USD
1857675.94000000
0.011391578961
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397YT4
195000.00000000
PA
USD
176067.55000000
0.001079675607
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
KENTUCKY UTIL
491674BG1
2893800.00000000
PA
USD
2921298.07000000
0.017913887410
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.12500000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCD8
38440000.00000000
PA
USD
40028138.99000000
0.245459230088
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.25000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AV9
15500000.00000000
PA
USD
12972142.67000000
0.079547344261
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDF5
700000.00000000
PA
634987.33000000
0.003893848304
Long
DBT
CORP
US
N
2
2036-02-20
Fixed
1.87500000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
N/A
400000.00000000
PA
348312.31000000
0.002135909227
Long
DBT
CORP
US
N
2
2035-03-16
Fixed
1.62500000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YBD1
1600000.00000000
PA
USD
1223853.01000000
0.007504870952
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.65000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GZN7
20660000.00000000
PA
USD
16633275.09000000
0.101998019404
Long
DBT
CORP
US
N
2
2043-02-24
Variable
3.43600000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BF8
40595000.00000000
PA
USD
38334306.26000000
0.235072365040
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869AAB3
72000.00000000
PA
USD
64733.19000000
0.000396954726
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
84857HAY6
2000.00000000
PA
USD
2000.62000000
0.000012268135
Long
LON
CORP
US
N
2
2027-01-15
Floating
9.03010000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAQ6
16740000.00000000
PA
USD
13905656.02000000
0.085271803952
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP FINANCE USA
055451AR9
17946800.00000000
PA
USD
16778267.52000000
0.102887137188
Long
DBT
CORP
AU
N
2
2042-02-24
Fixed
4.12500000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAP1
2000000.00000000
PA
USD
1538579.36000000
0.009434825466
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.25000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CK0
14200000.00000000
PA
USD
9700979.49000000
0.059488025593
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.89300000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468Y8
2725000.00000000
PA
USD
1874736.56000000
0.011496197531
Long
DBT
CORP
US
N
2
2052-01-25
Variable
2.80200000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406RBH9
26880000.00000000
PA
USD
26020705.54000000
0.159563309945
Long
DBT
CORP
US
N
2
2033-06-13
Variable
4.28900000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DC1
22750000.00000000
PA
USD
16071422.87000000
0.098552647802
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.50000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCJ2
3250000.00000000
PA
USD
2583404.98000000
0.015841870578
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
3.00000000
N
N
N
N
N
N
Spirit AeroSystems Inc
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTE
85205TAN0
74000.00000000
PA
USD
80369.01000000
0.000492836185
Long
DBT
CORP
US
Y
2
2029-11-30
Fixed
9.37500000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY COMPANY
427866BB3
25500000.00000000
PA
USD
19904708.15000000
0.122058993021
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.12500000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAM9
6612000.00000000
PA
USD
7342441.53000000
0.045025077118
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114BZ0
1231800.00000000
PA
USD
1283634.50000000
0.007871461028
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.25000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EE1
30000.00000000
PA
USD
30196.36000000
0.000185169120
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDQ1
6000000.00000000
PA
USD
3775987.02000000
0.023154982723
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
2.65000000
N
N
N
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP FINANCIAL
125094AC6
1500000.00000000
PA
USD
1664819.94000000
0.010208953776
Long
DBT
NUSS
CA
Y
2
2039-11-25
Fixed
5.60000000
N
N
N
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Mar23
N/A
-15.00000000
NC
298087.49000000
0.001827922247
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 30 Year Euro BUXL Future
2023-03-08
-2552615.07000000
EUR
298087.49000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BJ4
80075000.00000000
PA
USD
72669328.49000000
0.445620452817
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCE3
1548000.00000000
PA
USD
1408414.32000000
0.008636631713
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
4.35000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ- 159
73358WAJ3
2038300.00000000
PA
USD
2234538.96000000
0.013702565908
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FINAN
505742AP1
205000.00000000
PA
USD
170340.14000000
0.001044554172
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TC2
17000000.00000000
PA
USD
12906719.60000000
0.079146159075
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-S1
072024NT5
1319300.00000000
PA
USD
1425342.17000000
0.008740436115
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
6.79300000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAF1
1420200.00000000
PA
USD
1806937.45000000
0.011080442071
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.50000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153BS0
36000.00000000
PA
USD
37610.38000000
0.000230633128
Long
DBT
CORP
LR
Y
2
2029-01-15
Fixed
8.25000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AZ1
27190000.00000000
PA
USD
20708336.05000000
0.126986973451
Long
DBT
CORP
GB
N
2
2051-05-28
Fixed
3.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CV8
44530500.00000000
PA
USD
39475317.93000000
0.242069239067
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BL7
6432000.00000000
PA
USD
4309143.74000000
0.026424388728
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Bank of America Securities, LLC
8NAV47T0Y26Q87Y0QP81
BOA-MTG TRIPARTY REPO
N/A
1200000.00000000
PA
USD
1200000.00000000
0.007358600313
Long
RA
CORP
US
N
2
Repurchase
Y
4.30000000
2023-02-01
1242500.00000000
USD
1224058.79000000
USD
UST
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AC8
15205000.00000000
PA
USD
11769626.25000000
0.072173312840
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.38700000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CK6
26130000.00000000
PA
USD
18518728.69000000
0.113559935614
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBG2
10000000.00000000
PA
USD
9941974.60000000
0.060965847837
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
10330000.00000000
PA
USD
11771162.06000000
0.072182730683
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.18400000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
WYETH
983024AN0
53438400.00000000
PA
USD
60615706.69000000
0.371705631857
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795HK9
2369700.00000000
PA
USD
2584000.26000000
0.015845520935
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.90000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AT3
31810000.00000000
PA
USD
22768179.59000000
0.139618277883
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
RUTGERS UNIV-P-TXBL
783186TP4
44030000.00000000
PA
USD
32943642.27000000
0.202015913602
Long
DBT
MUN
US
N
2
2119-05-01
Fixed
3.91500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYK4
20480000.00000000
PA
USD
15316048.90000000
0.093920568526
Long
DBT
CORP
US
N
2
2042-07-21
Variable
2.90800000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
KENTUCKY UTIL
491674BM8
1900000.00000000
PA
USD
1430395.01000000
0.008771420973
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAL2
94455000.00000000
PA
USD
84834314.31000000
0.520218176537
Long
DBT
CORP
US
N
2
2038-07-22
Variable
3.97100000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
CHENIERE ENERGYP
16411QAN1
115000.00000000
PA
USD
95987.63000000
0.000588612170
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAL0
105345000.00000000
PA
USD
91072382.19000000
0.558471050083
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ #168
73358WEK6
25005000.00000000
PA
USD
25484548.39000000
0.156275504802
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.92600000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAK0
1000000.00000000
PA
USD
647453.65000000
0.003970293859
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIV TXB-A
264416AN8
29490000.00000000
PA
USD
33106998.63000000
0.203017642071
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5.85000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCC0
10705000.00000000
PA
USD
10857275.41000000
0.066578625193
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
Indiana University Foundation Inc
JT6HZ6FN75BEPHMY3M20
INDIANA UNIV
45517JAA7
6000000.00000000
PA
USD
4195407.90000000
0.025726941572
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.82000000
N
N
N
N
N
N
Stanford Health Care
5493005311WCPXQGDG42
STANFORD HEALTH
85434VAC2
25000000.00000000
PA
USD
17949274.25000000
0.110067945930
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.02700000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAM4
7155000.00000000
PA
USD
7244478.21000000
0.044424349687
Long
DBT
CORP
US
N
2
2034-01-26
Variable
5.12200000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EA4
7000000.00000000
PA
USD
4568779.74000000
0.028016520021
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-S1
072024NU2
23745000.00000000
PA
USD
28895007.93000000
0.177189012001
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
6.91800000
N
N
N
N
N
N
AAdvantage Loyalty IP Ltd
N/A
AADVANTAGE LOYAL
02376CBJ3
65000.00000000
PA
USD
66688.18000000
0.000408943051
Long
LON
CORP
KY
N
2
2028-04-20
Floating
9.47640000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAQ1
2500000.00000000
PA
USD
2221844.70000000
0.013624722587
Long
DBT
CORP
US
Y
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CK0
6990000.00000000
PA
USD
7361439.37000000
0.045141575044
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBF1
90000.00000000
PA
USD
73814.97000000
0.000452645717
Long
DBT
CORP
US
Y
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111GC1
38807000.00000000
PA
USD
28886986.63000000
0.177139824050
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
35310000.00000000
PA
USD
28660828.98000000
0.175752987588
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23900000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CC6
200363000.00000000
PA
USD
142834304.59000000
0.875883798734
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AT9
1000000.00000000
PA
USD
861844.69000000
0.005284975504
Long
DBT
CORP
NL
N
2
2042-08-21
Fixed
3.62500000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBS8
26280000.00000000
PA
USD
18937913.57000000
0.116130447271
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
Olympus Water US Holding Corp
549300YU2GGVCBN3MY89
OLYMPUS WTR HLDG
681639AA8
33000.00000000
PA
USD
27587.04000000
0.000169168334
Long
DBT
CORP
US
Y
2
2028-10-01
Fixed
4.25000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MC C&G
35671DBC8
65000.00000000
PA
USD
63245.10000000
0.000387829510
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2M4
46250000.00000000
PA
USD
45544484.00000000
0.279286378519
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.01300000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
12000000.00000000
PA
USD
9984718.56000000
0.061227960935
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CQ3
3120000.00000000
PA
USD
2603637.35000000
0.015965938849
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEF5
25845000.00000000
PA
USD
20226517.72000000
0.124032383023
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAM6
14785000.00000000
PA
USD
10366740.64000000
0.063570584099
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
University of Virginia
N/A
UNIV VA-A-TXBL
915217XA6
35640000.00000000
PA
USD
22925957.47000000
0.140585798181
Long
DBT
MUN
US
N
2
2119-09-01
Fixed
3.22700000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBN9
37140000.00000000
PA
USD
25772405.33000000
0.158040691609
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Children's Health System of Texas
254900FK4IY1J5YO2L69
CHILD HEALTH TX
16876HAB5
2500000.00000000
PA
USD
1595623.53000000
0.009784629839
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CS6
14765000.00000000
PA
USD
10124736.12000000
0.062086571985
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAQ8
5879000.00000000
PA
USD
5303539.26000000
0.032522188049
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.30000000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
MASS INSTIT TECH
575718AE1
24140000.00000000
PA
USD
22911845.39000000
0.140499260550
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
3.95900000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BS0
28950000.00000000
PA
USD
25574656.68000000
0.156828063877
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.90000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JS0
2000000.00000000
PA
USD
1468487.86000000
0.009005012688
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JU6
13142000.00000000
PA
USD
12342793.06000000
0.075688067396
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65000000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AF0
500000.00000000
PA
USD
425794.20000000
0.002611041111
Long
DBT
CORP
US
Y
2
2031-01-15
Fixed
4.37500000
N
N
N
N
N
N
American Airlines Inc/AAdvantage Loyalty IP Ltd
N/A
AMERICAN AIRLINE
00253XAA9
150000.00000000
PA
USD
147105.48000000
0.000902075359
Long
DBT
CORP
N/A
Y
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAT3
115000.00000000
PA
USD
119732.64000000
0.000734220535
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.87500000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX-B-REF-TXBL
79467BDX0
25400000.00000000
PA
USD
20322352.04000000
0.124620055070
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
3.23800000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
02364WBG9
34805000.00000000
PA
USD
31596048.26000000
0.193752242183
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.37500000
N
N
N
N
N
N
McAfee Corp
2549009UKR8UEZYVCR93
MCAFEE CORP
579063AB4
240000.00000000
PA
USD
198465.44000000
0.001217023207
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
7.37500000
N
N
N
N
N
N
New York and Presbyterian Hospital/The
19EOSPKL8HML7MY3UE63
NY & PRES HOSP
649322AE4
5250000.00000000
PA
USD
4713808.52000000
0.028905860709
Long
DBT
CORP
US
N
2
2116-08-01
Fixed
4.76300000
N
N
N
N
N
N
Equitable Holdings Inc
549300FIBAKMNHPZ4009
AXA EQUITABLE HO
054561AM7
5890000.00000000
PA
USD
5561387.36000000
0.034103355640
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
CHUBB INA HLDGS
171239AJ5
7235000.00000000
PA
USD
5147287.28000000
0.031564024825
Long
DBT
CORP
US
N
2
2061-12-15
Fixed
3.05000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAL3
5763000.00000000
PA
USD
4339800.81000000
0.026612382999
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.15000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EB5
24957300.00000000
PA
USD
23977336.89000000
0.147033032288
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAR5
2000000.00000000
PA
USD
1684223.16000000
0.010327937560
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
3.87500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FY9
18525000.00000000
PA
USD
15629920.78000000
0.095845283288
Long
DBT
CORP
US
N
2
2042-02-14
Fixed
3.37500000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
8600000.00000000
PA
6852232.01000000
0.042019030512
Long
DBT
NUSS
RO
Y
2
2030-07-13
Fixed
1.75000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAV8
41665000.00000000
PA
USD
35690840.23000000
0.218862190076
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
Agree LP
549300DXY3G299V1BO77
AGREE LP
008513AC7
1760000.00000000
PA
USD
1409209.95000000
0.008641510649
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
2.60000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAM6
16300000.00000000
PA
USD
14957031.43000000
0.091719013470
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FB9
7535000.00000000
PA
USD
8224565.75000000
0.050434410086
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076AU6
946800.00000000
PA
USD
1023227.23000000
0.006274600179
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.40000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BD8
3925000.00000000
PA
USD
3812967.39000000
0.023381752524
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.60000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BS0
1500000.00000000
PA
USD
1806362.24000000
0.011076914787
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
6.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBG5
17015000.00000000
PA
USD
13388172.27000000
0.082098507215
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.30000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBB3
1400000.00000000
PA
USD
1240540.32000000
0.007607200322
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MTA NY-TXB
59259NZH9
50780000.00000000
PA
USD
65772551.26000000
0.403328263580
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.33600000
N
N
N
N
N
N
CrownRock LP / CrownRock Finance Inc
N/A
CROWNROCK LP/CR
228701AF5
85000.00000000
PA
USD
83142.71000000
0.000509844976
Long
DBT
CORP
US
Y
2
2025-10-15
Fixed
5.62500000
N
N
N
N
N
N
Brooklyn Union Gas Co/The
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION
114259AU8
35000000.00000000
PA
USD
28860065.15000000
0.176974737041
Long
DBT
CORP
US
Y
2
2049-03-04
Fixed
4.48700000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAN4
42092300.00000000
PA
USD
36930694.67000000
0.226465184468
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EY5
8668400.00000000
PA
USD
8952204.29000000
0.054896411076
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TF5
90975000.00000000
PA
USD
73561820.96000000
0.451093365625
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCE9
30176000.00000000
PA
USD
25981297.91000000
0.159321655779
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
2340000.00000000
PA
USD
2216556.74000000
0.013592295934
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DZ0
2000000.00000000
PA
USD
1351010.00000000
0.008284618840
Long
DBT
CORP
US
N
2
2050-08-20
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810PU6
6500000.00000000
PA
USD
7572500.00000000
0.046435834059
Long
DBT
UST
US
N
2
2037-05-15
Fixed
5.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJW0
62940000.00000000
PA
USD
50636962.74000000
0.310514308228
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.31100000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAJ8
203000.00000000
PA
USD
187366.68000000
0.001148963758
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GK3
36182000.00000000
PA
USD
30808189.66000000
0.188920961732
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
43559000.00000000
PA
USD
40105026.12000000
0.245930714803
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397B93
880000.00000000
PA
USD
734634.56000000
0.004504901752
Long
DBT
CORP
US
N
2
2029-02-10
Fixed
2.90000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABF4
120000.00000000
PA
USD
108833.99000000
0.000667388194
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.00000000
N
N
N
N
N
N
Tucson Electric Power Co
YLF139GXSRKPBBTNZL03
TUCSON ELEC PWR
898813AT7
20000000.00000000
PA
USD
14091534.40000000
0.086411641206
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DV7
10020000.00000000
PA
USD
8912021.57000000
0.054650003929
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CET4
16850000.00000000
PA
USD
16144406.25000000
0.099000194072
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CT3
5737000.00000000
PA
USD
5052670.39000000
0.030983818261
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BX7
35107000.00000000
PA
USD
35358395.61000000
0.216823584172
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140CC2
33265000.00000000
PA
USD
31124214.29000000
0.190858877516
Long
DBT
CORP
US
N
2
2062-08-05
Fixed
5.05000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTHWELL HEALTH
667274AD6
3784100.00000000
PA
USD
2915418.22000000
0.017877831188
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.80900000
N
N
N
N
N
N
Sacramento Municipal Utility District
E3GSVR6ZOU1MX2V7HF33
SACRAMENTO MUD-W
786005PN2
856900.00000000
PA
USD
968446.79000000
0.005938677376
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
6.15600000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCZ3
14905900.00000000
PA
USD
13744629.77000000
0.084284364107
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.25000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YBF1
3500000.00000000
PA
USD
2524853.28000000
0.015482821780
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480AM2
3790000.00000000
PA
USD
3810276.69000000
0.023365252703
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CODELCO INC
21987BBA5
16105000.00000000
PA
USD
12423304.40000000
0.076181776373
Long
DBT
CORP
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAY2
290000.00000000
PA
USD
280974.29000000
0.001722981248
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AR8
10365000.00000000
PA
USD
9898278.25000000
0.060697894524
Long
DBT
CORP
US
N
2
2043-10-15
Fixed
4.80000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141EC31
3000000.00000000
PA
USD
2899419.51000000
0.017779724428
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
WK Kellogg Foundation Trust
549300COGKZN05K8P881
WK KELLOGG FOUND
92942HAA8
42390000.00000000
PA
USD
27862227.22000000
0.170855828287
Long
DBT
CORP
US
Y
2
2050-10-01
Fixed
2.44300000
N
N
N
N
N
N
State of New York
N/A
NEW YORK-C-BABS
649791CW8
946800.00000000
PA
USD
1022285.33000000
0.006268824291
Long
DBT
MUN
US
N
2
2035-03-01
Fixed
5.59000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BK4
195000.00000000
PA
USD
180421.02000000
0.001106371811
Long
DBT
CORP
CA
Y
2
2026-08-15
Fixed
3.87500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DB6
3695300.00000000
PA
USD
4203958.49000000
0.025779375217
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.62500000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KP5
13845000.00000000
PA
USD
10506250.14000000
0.064426079641
Long
DBT
CORP
US
N
2
2052-02-09
Fixed
3.43000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BD0
9345000.00000000
PA
USD
8634831.77000000
0.052950229805
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
1000000.00000000
PA
USD
901151.61000000
0.005526012099
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
N/A
N/A
CAD/USD FWD 20230315
N/A
1.00000000
NC
1.11000000
0.000000006806
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
205.97000000
USD
275.44000000
CAD
2023-03-15
1.11000000
N
N
N
McAfee Corp
2549009UKR8UEZYVCR93
MCAFEE CORP
57906HAD9
79600.00000000
PA
USD
74426.00000000
0.000456392655
Long
LON
CORP
US
N
2
2029-03-01
Floating
8.31780000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFP0
55167000.00000000
PA
USD
55686786.79000000
0.341480672258
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.37500000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EP6
2100000.00000000
PA
USD
2249046.45000000
0.013791528259
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAW1
12335000.00000000
PA
USD
11283228.84000000
0.069190642729
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
PRES & FELLOWS
740816AQ6
31590000.00000000
PA
USD
28334996.41000000
0.173754927879
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
3.74500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AM1
4890500.00000000
PA
USD
4300497.85000000
0.026371370688
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597DV4
14381800.00000000
PA
USD
15984878.84000000
0.098021945364
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.35000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446HD4
6870000.00000000
PA
USD
8063261.43000000
0.049445265069
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CQ2
11500000.00000000
PA
USD
10755393.75000000
0.065953869847
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
SC Johnson & Son Inc
PH5ZFDENRYXEVLP50443
JOHNSON(SC)&SON
78408LAA5
28110000.00000000
PA
USD
23952900.65000000
0.146883185186
Long
DBT
CORP
US
Y
2
2043-05-15
Fixed
4.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448FG8
18335000.00000000
PA
USD
13621228.45000000
0.083527646614
Long
DBT
CORP
US
N
2
2051-10-21
Fixed
2.75000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAA9
2000000.00000000
PA
USD
1549433.50000000
0.009501384865
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.40000000
N
N
N
N
N
N
Public Service Co of New Hampshire
549300SHPFALUPKK2351
PUB SVC NEW HAMP
744482BP4
1050000.00000000
PA
USD
1110723.71000000
0.006811143200
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
5.15000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AK9
12300000.00000000
PA
USD
12291021.12000000
0.075370593218
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.80000000
N
N
N
N
N
N
KazMunayGas National Co JSC
2138001H1M69RFJCSH88
KAZMUNAYGAS NAT
N/A
1425000.00000000
PA
USD
1220156.25000000
0.007482201802
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.37500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JT8
2060000.00000000
PA
USD
1535734.16000000
0.009417378225
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.12500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BX9
17824600.00000000
PA
USD
17239203.42000000
0.105713673070
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
Northern Natural Gas Co
5493007M02M6CT9EXE41
NORTHERN NAT GAS
665501AM4
2800000.00000000
PA
USD
2051925.85000000
0.012582751835
Long
DBT
CORP
US
Y
2
2051-10-16
Fixed
3.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDU2
117626000.00000000
PA
USD
80353387.11000000
0.492740382957
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAR9
6850000.00000000
PA
USD
6477832.79000000
0.039723151997
Long
DBT
CORP
US
N
2
2039-04-22
Variable
4.45700000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJZ6
10800000.00000000
PA
USD
8691383.59000000
0.053297015005
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
48126BAA1
3000000.00000000
PA
USD
3162654.03000000
0.019393922446
Long
DBT
CORP
US
N
2
2042-01-06
Fixed
5.40000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EC5
285000.00000000
PA
USD
296388.71000000
0.001817505045
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
Trustees of the University of Pennsylvania/The
549300FG60YK9HZ7DS75
UNI OF PENNSYLVA
91481CAC4
20230000.00000000
PA
USD
14689370.58000000
0.090077672458
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.61000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV-B
13077DKU5
27825000.00000000
PA
USD
20850496.80000000
0.127858726901
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.97500000
N
N
N
N
N
N
Penn Entertainment Inc
N/A
PENN NATL GAMING
707569AS8
45000.00000000
PA
USD
42289.81000000
0.000259328174
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DS4
5000000.00000000
PA
USD
3407351.55000000
0.020894448485
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Gates Global LLC / Gates Corp
N/A
GATES GLOBAL LLC
36740LAA0
53000.00000000
PA
USD
52212.46000000
0.000320175520
Long
DBT
CORP
US
Y
2
2026-01-15
Fixed
6.25000000
N
N
N
N
N
N
Morocco Government International Bond
N/A
MOROCCO KINGDOM
N/A
2130000.00000000
PA
1881042.66000000
0.011534867589
Long
DBT
NUSS
MA
Y
2
2030-09-30
Fixed
2.00000000
N
N
N
N
N
N
KB Home
549300LGUCWQURMWLG09
KB HOME
48666KBA6
185000.00000000
PA
USD
185791.04000000
0.001139301670
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
7.25000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
VALERO ENERGY
91913YBE9
500000.00000000
PA
USD
405941.24000000
0.002489299446
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.00000000
N
N
N
N
N
N
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
N/A
MILEAGE PLUS HLD
599191AA1
366323.61000000
PA
USD
370281.50000000
0.002270627968
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AR2
5000000.00000000
PA
USD
4638684.25000000
0.028445186145
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.45000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FT6
2000000.00000000
PA
USD
1745993.64000000
0.010706724455
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.20000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CV9
23800000.00000000
PA
USD
16358469.95000000
0.100312868413
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13200000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560AL9
1420200.00000000
PA
USD
1265408.01000000
0.007759693148
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGB4
515000.00000000
PA
USD
399946.14000000
0.002452536492
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
Vonovia Finance BV
5299009XLZLD9TALOZ03
VONOVIA BV
N/A
300000.00000000
PA
211379.66000000
0.001296215360
Long
DBT
CORP
NL
N
2
2039-10-07
Fixed
1.62500000
N
N
N
N
N
N
Engie SA
LAXUQCHT4FH58LRZDY46
ENGIE
N/A
600000.00000000
PA
502701.20000000
0.003082647673
Long
DBT
CORP
FR
N
2
2037-09-28
Fixed
2.00000000
N
N
N
N
N
N
University of Minnesota
N/A
UNIV OF MINNESOTA MN
914460WT3
21515000.00000000
PA
USD
20208443.54000000
0.123921549134
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
4.04800000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAN6
42355000.00000000
PA
USD
36112991.17000000
0.221450890109
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.89700000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAL3
2954400.00000000
PA
USD
2471753.73000000
0.015157206476
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CB3
780000.00000000
PA
USD
877885.34000000
0.005383339448
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.25000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FB8
946800.00000000
PA
USD
1059715.67000000
0.006498353384
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
5.96000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DQ6
11380000.00000000
PA
USD
10391814.74000000
0.063724342666
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
4.20000000
N
N
N
N
N
N
Univision Communications Inc
549300YQDE2JSGTL8V47
UNIVISION COMM
914906AX0
155000.00000000
PA
USD
151948.46000000
0.000931773321
Long
DBT
CORP
US
Y
2
2030-06-30
Fixed
7.37500000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCD6
17600000.00000000
PA
USD
12351356.69000000
0.075740581005
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PDN3
5837300.00000000
PA
USD
4363050.37000000
0.026754953182
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.00000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EL3
9946800.00000000
PA
USD
10629983.72000000
0.065184834608
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAP2
4890500.00000000
PA
USD
5316502.16000000
0.032601678716
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
California State Public Works Board
N/A
CA PUB WKS-G2-BABS
130685WB2
1136200.00000000
PA
USD
1451362.22000000
0.008899995405
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
8.36100000
N
N
N
N
N
N
California Institute of Technology
549300CITPNHOTVPHC04
CALTECH
13034VAD6
4242000.00000000
PA
USD
3046234.33000000
0.018680017412
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA BABS
13063BJC7
56685000.00000000
PA
USD
76839595.50000000
0.471193226255
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216DQ0
10925000.00000000
PA
USD
8900401.61000000
0.054578748395
Long
DBT
CORP
US
N
2
2041-05-05
Fixed
2.87500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JG6
11060000.00000000
PA
USD
10076631.84000000
0.061791588510
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDW8
128190000.00000000
PA
USD
85565939.21000000
0.524704622553
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
085770AA3
236000.00000000
PA
USD
229759.34000000
0.001408922626
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
Ingevity Corp
5493009UTFC4B5IMGF87
INGEVITY CORP
45688CAB3
80000.00000000
PA
USD
70381.14000000
0.000431588899
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
3.87500000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH NETWORK
25470MAG4
330000.00000000
PA
USD
342246.99000000
0.002098715673
Long
DBT
CORP
US
Y
2
2027-11-15
Fixed
11.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEE8
21325000.00000000
PA
USD
17045583.87000000
0.104526365669
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBG5
1183500.00000000
PA
USD
1088926.38000000
0.006677478334
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.50000000
N
N
N
N
N
N
Meritage Homes Corp
52990044W9UMFJO2FB97
MERITAGE HOMES
59001ABD3
1000000.00000000
PA
USD
885992.58000000
0.005433054397
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
3.87500000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04352EAB1
3000000.00000000
PA
USD
2434752.72000000
0.014930310106
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
3.10600000
N
N
N
N
N
N
Children's Hospital of Philadelphia/The
254900N2KNSY5WTR1Q61
CHILDREN'S HOSP
16877PAA8
1250000.00000000
PA
USD
847195.65000000
0.005195145146
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.70400000
N
N
N
N
N
N
Louisville Gas and Electric Co
KO3GRIB3RPH1XDX50U72
LOUISVILLE G & E
546676AY3
17050000.00000000
PA
USD
15233049.70000000
0.093411603576
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AD5
30604000.00000000
PA
USD
27027015.19000000
0.165734168700
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.62500000
N
N
N
N
N
N
Midcap Financial Issuer Trust
N/A
MIDCAP FINL ISSR
59590AAA7
177000.00000000
PA
USD
142847.05000000
0.000875961955
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.62500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCZ2
8500000.00000000
PA
USD
6738826.52000000
0.041323609116
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBD0
1513900.00000000
PA
USD
1483145.79000000
0.009094897562
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EJ8
20280000.00000000
PA
USD
19510761.96000000
0.119643249223
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NYS DORM AUTH-BABS
649902T37
189400.00000000
PA
USD
203952.40000000
0.001250670162
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.60000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CU4
9575000.00000000
PA
USD
8280240.26000000
0.050775815475
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZU5
70000.00000000
PA
USD
66779.81000000
0.000409504942
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CH1
39099200.00000000
PA
USD
37570066.65000000
0.230385920179
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAE5
42605000.00000000
PA
USD
47003210.01000000
0.288231529914
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAL3
6600000.00000000
PA
USD
5654368.24000000
0.034673529917
Long
DBT
CORP
US
Y
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAT7
26150000.00000000
PA
USD
25381031.01000000
0.155640718948
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AG3
235000.00000000
PA
USD
228082.97000000
0.001398642845
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC
875127BL5
3790000.00000000
PA
USD
3728969.78000000
0.022866665158
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
FLORIDA PWR CORP
341099CN7
1200000.00000000
PA
USD
1277057.76000000
0.007831131360
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.65000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
71654QAZ5
476000.00000000
PA
USD
342376.85000000
0.002099511996
Long
DBT
CORP
MX
N
2
2041-06-02
Fixed
6.50000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BQ8
2000000.00000000
PA
USD
1880924.18000000
0.011534141049
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.25000000
N
N
N
N
N
N
San Joaquin Hills Transportation Corridor Agency
N/A
SAN JOAQUIN HILLS-B
798111HM5
30850000.00000000
PA
USD
23563211.49000000
0.144493546207
Long
DBT
MUN
US
N
2
2050-01-15
Fixed
3.49200000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBG6
68181000.00000000
PA
USD
64197864.62000000
0.393672022245
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORP
62886HBE0
135000.00000000
PA
USD
125698.92000000
0.000770806760
Long
DBT
CORP
BM
Y
2
2027-02-15
Fixed
5.87500000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAM2
85000.00000000
PA
USD
85234.28000000
0.000522670832
Long
DBT
CORP
US
Y
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CT7
3130000.00000000
PA
USD
3221506.12000000
0.019754813286
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Southern Co Gas Capital Corp
E8CD46SWUD2TSN8PA636
SOUTHERN CO GAS
8426EPAC2
4915000.00000000
PA
USD
4226976.23000000
0.025920523841
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.40000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAJ3
13140000.00000000
PA
USD
10715519.42000000
0.065709353799
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
Frontier Communications Holdings LLC
N/A
FRONTIER COMMUNI
35906ABE7
45000.00000000
PA
USD
42941.86000000
0.000263326653
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.87500000
N
N
N
N
N
N
Paramount Global
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAB3
14055000.00000000
PA
USD
12965918.25000000
0.079509175078
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCA1
1139100.00000000
PA
USD
1106522.66000000
0.006785381660
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.60000000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
ASBURY AUTO GRP
043436AU8
1130000.00000000
PA
USD
1028849.51000000
0.006309076938
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAX3
17780000.00000000
PA
USD
13989028.05000000
0.085783055157
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK
73358W3L6
31473600.00000000
PA
USD
22948166.57000000
0.140721988089
Long
DBT
MUN
US
N
2
2069-08-01
Fixed
3.28700000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FIRSTENERGY CORP
337932AL1
1475000.00000000
PA
USD
1260049.28000000
0.007726832521
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OH UNIV-TXB-C-BABS
677632MV0
12300000.00000000
PA
USD
12718826.07000000
0.077993964584
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DL6
80000.00000000
PA
USD
85201.89000000
0.000522472212
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
6.60000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAR6
2380000.00000000
PA
USD
1986159.88000000
0.012179463929
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
Videotron Ltd
549300LW4GNJRBECSD81
VIDEOTRON LTD
92660FAN4
215000.00000000
PA
USD
187820.81000000
0.001151748559
Long
DBT
CORP
CA
Y
2
2029-06-15
Fixed
3.62500000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CJ6
1000000.00000000
PA
USD
831214.38000000
0.005097145330
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.40000000
N
N
N
N
N
N
New York and Presbyterian Hospital/The
19EOSPKL8HML7MY3UE63
NY & PRES HOSP
649322AH7
4077000.00000000
PA
USD
2889154.06000000
0.017716774975
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
2.25600000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON REF-TXB-A-PEN
442331QM9
1841900.00000000
PA
USD
1987385.05000000
0.012186976876
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.29000000
N
N
N
N
N
N
Sprint LLC
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
400000.00000000
PA
USD
422958.66000000
0.002593653106
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158BA3
1000000.00000000
PA
USD
744635.77000000
0.004566230841
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKB4
4250000.00000000
PA
USD
2993543.52000000
0.018356908569
Long
DBT
CORP
US
N
2
2052-07-21
Variable
2.97200000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX
2350368N3
16740000.00000000
PA
USD
12643492.66000000
0.077532007539
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.84300000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH
59447TXX6
3230000.00000000
PA
USD
2740508.04000000
0.016805252767
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
3.38400000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CX7
5660000.00000000
PA
USD
5436616.38000000
0.033338239163
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Kimco Realty OP LLC
549300EA7I6T15IBYS12
KIMCO REALTY
49446RAV1
2000000.00000000
PA
USD
1491283.54000000
0.009144799603
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.70000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KS DEV FIN AUTH-K-TXB
48542RSV7
14225000.00000000
PA
USD
10359053.26000000
0.063523443802
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
1000000.00000000
PA
USD
847009.44000000
0.005194003275
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BM1
5500000.00000000
PA
USD
5082723.53000000
0.031168109132
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DS4
60560000.00000000
PA
USD
45968145.52000000
0.281884341681
Long
DBT
NUSS
CL
N
2
2041-05-07
Fixed
3.10000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Mar23
N/A
-248.00000000
NC
USD
25599.35000000
0.000156979487
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Ultra U.S. Treasury Bond Futures
2023-03-22
-35179599.35000000
USD
25599.35000000
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FA6
852100.00000000
PA
USD
891107.27000000
0.005464418530
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
5.70000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518CZ7
1000000.00000000
PA
USD
775750.98000000
0.004757034503
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.25000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAH2
38299800.00000000
PA
USD
32237148.09000000
0.197683573357
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GEN5
19230000.00000000
PA
USD
21362560.27000000
0.130998785576
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
N
Mattel Inc
549300VELLG24KHTJ564
MATTEL INC
577081BD3
120000.00000000
PA
USD
120151.76000000
0.000736790648
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
5.87500000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAH3
1112500.00000000
PA
USD
984286.49000000
0.006035809061
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
4.12500000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
N/A
300000.00000000
PA
240917.71000000
0.001477347613
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
2.00000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-F-2
072024ND0
10420000.00000000
PA
USD
12775737.97000000
0.078342957855
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
NYU Langone Hospitals
N/A
NYU HOSPITALS
62952EAC1
1943600.00000000
PA
USD
1871910.90000000
0.011478870112
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.78400000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
N/A
1965000.00000000
PA
USD
1793772.06000000
0.010999709701
Long
DBT
NUSS
SA
N
2
2047-10-04
Fixed
4.62500000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
HARVARD PRES&FEL
740816AG8
3709500.00000000
PA
USD
4573744.61000000
0.028046965432
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
6.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PET5
9415000.00000000
PA
USD
11012174.53000000
0.067528492453
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
ENERGIZER HLDGS
29272WAC3
310000.00000000
PA
USD
277449.10000000
0.001701364195
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
4.75000000
N
N
N
N
N
N
Massachusetts Electric Co
549300XN8GZY5U5O1B96
MASS ELECTRIC CO
575634AT7
10890000.00000000
PA
USD
8481881.34000000
0.052012312237
Long
DBT
CORP
US
Y
2
2046-08-15
Fixed
4.00400000
N
N
N
N
N
N
Permanent University Fund - University of Texas System
549300GZUEUTLKVGLF98
UNIV TX
9151153X5
11500000.00000000
PA
USD
12533597.00000000
0.076858109007
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.26200000
N
N
N
N
N
N
Transocean Inc
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC
893830BX6
40000.00000000
PA
USD
41300.82000000
0.000253263522
Long
DBT
CORP
KY
Y
2
2030-02-15
Fixed
8.75000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EK2
26475000.00000000
PA
USD
23615468.08000000
0.144813992340
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.25000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-AQ
91412GC86
14875000.00000000
PA
USD
13779353.61000000
0.084497296491
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.76700000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JJ0
11552500.00000000
PA
USD
9442275.87000000
0.057901611811
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222AM7
1775000.00000000
PA
USD
1700551.94000000
0.010428068365
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.35000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
FLORIDA PWR CORP
341099CH0
757500.00000000
PA
USD
867557.64000000
0.005320008267
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NJ ECON-SER A
645913AA2
6570300.00000000
PA
USD
7219343.14000000
0.044270217242
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.42500000
N
N
N
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
DC WTR & SWR-A-TXBL
254845JZ4
1943600.00000000
PA
USD
1848055.35000000
0.011332583897
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368BV4
14400000.00000000
PA
USD
11431009.73000000
0.070096859815
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.20000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EZ2
31965000.00000000
PA
USD
32102898.93000000
0.196860335098
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
4.50000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DU9
24130000.00000000
PA
USD
15876092.92000000
0.097354851943
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA-H
913366EP1
8917700.00000000
PA
USD
10897350.93000000
0.066824374971
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.54800000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDL2
7000000.00000000
PA
USD
4851786.45000000
0.029751964408
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222AK1
94700.00000000
PA
USD
99768.40000000
0.000611796482
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
United Airlines 2019-2 Class AA Pass Through Trust
N/A
UNTD AIR 19-2 AA
90932JAA0
1719161.63000000
PA
USD
1423476.16000000
0.008728993430
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
2.70000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUT
485429Z64
2417100.00000000
PA
USD
2426036.02000000
0.014876857847
Long
DBT
MUN
US
N
2
2037-04-15
Fixed
4.72700000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CK5
2760800.00000000
PA
USD
2520363.58000000
0.015455290190
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.30000000
N
N
N
N
N
N
VZ Secured Financing BV
549300MG611MYCOWY949
VZ SECURED FINAN
91845AAA3
170000.00000000
PA
USD
145580.11000000
0.000892721535
Long
DBT
CORP
NL
Y
2
2032-01-15
Fixed
5.00000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BH6
259000.00000000
PA
USD
203599.31000000
0.001248504955
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Rockwell Automation Inc
VH3R4HHBHH12O0EXZJ88
ROCKWELL AUTOMAT
773903AM1
17445000.00000000
PA
USD
11518374.91000000
0.070632597682
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
2.80000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYC2
22300000.00000000
PA
USD
17513616.09000000
0.107396417369
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGK4
5528000.00000000
PA
USD
4450776.61000000
0.027292905130
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BE1
19405500.00000000
PA
USD
18850060.45000000
0.115591717274
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAX7
28045000.00000000
PA
USD
22456459.95000000
0.137706761016
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) Mar23
N/A
852.00000000
NC
USD
1335237.49000000
0.008187899176
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT US Treasure Bond Futures
2023-03-22
109318262.51000000
USD
1335237.49000000
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CE7
757500.00000000
PA
USD
799131.78000000
0.004900409472
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAF8
17896500.00000000
PA
USD
19515804.85000000
0.119674173066
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.65000000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002BC4
12485000.00000000
PA
USD
11060167.23000000
0.067822791701
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
59562EAH8
1473400.00000000
PA
USD
1630358.10000000
0.009997628020
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.80000000
N
N
N
N
N
N
Scripps Escrow Inc
N/A
SCRIPPS ESCROW
81104PAA7
155000.00000000
PA
USD
138442.64000000
0.000848953378
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.87500000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAU2
5200000.00000000
PA
USD
3750571.71000000
0.022999131799
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.90000000
N
N
N
N
N
N
City of Hope
549300QIQJNNQEIXBL15
CITY OF HOPE/THE
17858PAB7
1670600.00000000
PA
USD
1462106.41000000
0.008965880572
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.37800000
N
N
N
N
N
N
Lithia Motors Inc
SE8N1EZEHPZQBCBVKD53
LITHIA MOTORS
536797AG8
558000.00000000
PA
USD
474388.45000000
0.002909029163
Long
DBT
CORP
US
Y
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AN2
13990000.00000000
PA
USD
15081934.47000000
0.092484939761
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
Advanced Micro Devices Inc
R2I72C950HOYXII45366
ADVANCED MICRO
007903BG1
3410000.00000000
PA
USD
3177748.75000000
0.019486485788
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.39300000
N
N
N
N
N
N
University of California
N/A
UNIV OF CA-AP-TXBL
91412GXE0
17840000.00000000
PA
USD
16653536.53000000
0.102122265936
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HT3
17580000.00000000
PA
USD
19154688.42000000
0.117459746837
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
5.95000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EN3
9375000.00000000
PA
USD
9753991.50000000
0.059813104088
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.80000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDJ7
30000000.00000000
PA
USD
25293750.00000000
0.155105497225
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735CT2
1995000.00000000
PA
USD
1753522.07000000
0.010752890044
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FR2
1720000.00000000
PA
USD
1694370.76000000
0.010390164337
Long
DBT
CORP
US
N
2
2040-03-23
Fixed
4.62500000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BQ4
240000.00000000
PA
USD
206886.39000000
0.001268661878
Long
DBT
CORP
PA
Y
2
2028-08-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CT4
23660000.00000000
PA
USD
19505683.03000000
0.119612104376
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
115000.00000000
PA
84827.77000000
0.000520178045
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.40800000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320BA9
1560000.00000000
PA
USD
1329113.03000000
0.008150342965
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.93500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACX1
14850000.00000000
PA
USD
15582631.88000000
0.095555299859
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.80000000
N
N
N
N
N
N
EnLink Midstream LLC
54930000GY1H533OBE23
ENLINK MIDSTREA
29336TAC4
50000.00000000
PA
USD
48883.36000000
0.000299760923
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
5.62500000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NYS DORM-F-BABS-UNREF
64990FMT8
15918600.00000000
PA
USD
17030676.58000000
0.104434951678
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.62800000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280DM8
20522400.00000000
PA
USD
21691702.73000000
0.133017142084
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EF0
17510000.00000000
PA
USD
14866452.44000000
0.091163567983
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDK3
145000.00000000
PA
USD
135039.70000000
0.000828085982
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SQ2
72590000.00000000
PA
USD
48090875.00000000
0.294901273194
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RMN9
3697000.00000000
PA
USD
2797238.93000000
0.017153136055
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FJ2
1065200.00000000
PA
USD
906389.33000000
0.005558130672
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.85000000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MEAG TXB-PLT VOGTLE
626207YM0
328900.00000000
PA
USD
377960.89000000
0.002317719269
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
OhioHealth Corp
JGYGIL4QGKKPZU7C1D18
OHIOHEALTH
67777JAM0
4875000.00000000
PA
USD
3667059.73000000
0.022487022397
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
2.83400000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440CC6
21475000.00000000
PA
USD
18025426.94000000
0.110534926937
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Cargo Aircraft Management Inc
549300GH5J7LOMV44F11
CARGO AIRCRAFT M
14180LAA4
100000.00000000
PA
USD
90471.77000000
0.000554787995
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CE2
119501400.00000000
PA
USD
91348549.15000000
0.560164551982
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PES7
45155000.00000000
PA
USD
51755721.32000000
0.317374722592
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CA2
4500000.00000000
PA
USD
3548542.46000000
0.021760254714
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
Carnival Holdings Bermuda Ltd
N/A
CARNIVAL HLD BM
14366RAA7
70000.00000000
PA
USD
75584.39000000
0.000463496096
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
10.37500000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FBC9
9700000.00000000
PA
USD
8632766.14000000
0.052937563017
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.75800000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCC3
80688000.00000000
PA
USD
69689664.01000000
0.427348652838
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
TIME WARNER CABL
88732JAJ7
11975000.00000000
PA
USD
12204567.22000000
0.074840443472
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Cogent Communications Group Inc
549300KFWFYF8Q1U0Y26
COGENT COMMUNICA
19240CAE3
185000.00000000
PA
USD
183298.76000000
0.001124018593
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
7.00000000
N
N
N
N
N
N
Studio City Co Ltd
N/A
STUDIO CITY CO
86400GAC3
105000.00000000
PA
USD
101282.90000000
0.000621083649
Long
DBT
CORP
VG
Y
2
2027-02-15
Fixed
7.00000000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TR
682142AH7
14000000.00000000
PA
USD
11779754.56000000
0.072235421328
Long
DBT
NUSS
CA
Y
2
2052-04-19
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AD2
12700000.00000000
PA
USD
11095939.71000000
0.068042154520
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.20000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AN9
29400.00000000
PA
USD
28532.09000000
0.000174963538
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
Yale-New Haven Health Services Corp
549300AVJD56IH6OKW11
YALE-NEW HAVEN
98459HAA0
1250000.00000000
PA
USD
796721.65000000
0.004885630152
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.49600000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XBA5
3800000.00000000
PA
USD
3846523.40000000
0.023587523579
Long
DBT
CORP
US
N
2
2052-10-01
Fixed
4.85000000
N
N
N
N
N
N
Mass General Brigham Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAF5
34775000.00000000
PA
USD
25545208.68000000
0.156647483826
Long
DBT
CORP
US
N
2
2060-07-01
Fixed
3.34200000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGM5
73876000.00000000
PA
USD
68128331.21000000
0.417774299478
Long
DBT
CORP
US
N
2
2038-04-24
Variable
4.24400000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EL0
1600000.00000000
PA
USD
1113565.95000000
0.006828572290
Long
DBT
CORP
US
N
2
2061-08-05
Fixed
2.85000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RJ9
300000.00000000
PA
USD
264468.75000000
0.001621766522
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
NCL Corp Ltd
UNZWILHE4KMRP9K2L524
NCL CORP
62886HBG5
75000.00000000
PA
USD
64439.39000000
0.000395153096
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
7.75000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAH1
24840000.00000000
PA
USD
24675781.02000000
0.151316008283
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111GB3
2195000.00000000
PA
USD
1719906.82000000
0.010546755720
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB50
1055000.00000000
PA
USD
891057.96000000
0.005464116152
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.74600000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCA2
1065200.00000000
PA
USD
826884.87000000
0.005070596052
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
GEN ELECTRIC CO
369604BU6
300000.00000000
PA
262871.32000000
0.001611970814
Long
DBT
CORP
US
N
2
2037-05-17
Fixed
2.12500000
N
N
N
N
N
N
Panama Bonos del Tesoro
N/A
PANAMA TR BONDS
N/A
1810000.00000000
PA
USD
1550717.50000000
0.009509258567
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPR
38611TDL8
2690000.00000000
PA
USD
2097356.42000000
0.012861339674
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
N/A
3300000.00000000
PA
USD
3829165.23000000
0.023481080383
Long
DBT
NUSS
ID
N
2
2037-02-17
Fixed
6.62500000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar23
N/A
-152.00000000
NC
USD
-47120.53000000
-0.00028895095
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 5 Year US Treasury Note
2023-03-31
-16557692.05000000
USD
-47120.53000000
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
VAIL RESORTS
91879QAL3
595000.00000000
PA
USD
598304.95000000
0.003668905827
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FZ4
41516000.00000000
PA
USD
34288232.12000000
0.210261163012
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
Catalent Pharma Solutions Inc
549300HALRZ339MSTH85
CATALENT PHARMA
14879EAH1
150000.00000000
PA
USD
124464.20000000
0.000763235250
Long
DBT
CORP
US
Y
2
2029-02-15
Fixed
3.12500000
N
N
N
N
N
N
American Homes 4 Rent LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4
02666TAD9
1925000.00000000
PA
USD
1327070.11000000
0.008137815439
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GC2
1400000.00000000
PA
USD
1078765.00000000
0.006615167055
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.30000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
EF8021778
800000.00000000
PA
960606.46000000
0.005890599164
Long
DBT
CORP
US
N
2
2035-11-02
Fixed
4.62500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCN9
1265500.00000000
PA
USD
1256806.17000000
0.007706945230
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
4.95000000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
PERMIAN RESR OPR
19416MAB5
285000.00000000
PA
USD
267710.68000000
0.001641646578
Long
DBT
CORP
US
Y
2
2029-07-01
Fixed
5.87500000
N
N
N
N
N
N
Nexstar Media Inc
5493006PK6I4I2OOT688
NEXSTAR ESCROW
65343HAA9
192100.00000000
PA
USD
183010.36000000
0.001122250077
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160BV5
26329100.00000000
PA
USD
23697613.35000000
0.145317720848
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.70000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CH7
29820000.00000000
PA
USD
26183920.96000000
0.160564174145
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.22300000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735CY1
3760000.00000000
PA
USD
3007570.95000000
0.018442927112
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
Directv Financing LLC / Directv Financing Co-Obligor Inc
N/A
DIRECTV FIN/DTV
25461LAA0
295000.00000000
PA
USD
267199.47000000
0.001638511753
Long
DBT
CORP
US
Y
2
2027-08-15
Fixed
5.87500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CV1
8420000.00000000
PA
USD
6076877.85000000
0.037264429374
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320AY8
1420200.00000000
PA
USD
1212887.23000000
0.007437626958
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142CS0
1839500.00000000
PA
USD
2062877.90000000
0.012649911634
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.62500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400HR7
23110000.00000000
PA
USD
23803601.59000000
0.145967658428
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.45000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825AJ5
415000.00000000
PA
USD
349865.89000000
0.002145436039
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GF5
16390000.00000000
PA
USD
11693912.12000000
0.071709021156
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.95000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAL8
7920000.00000000
PA
USD
5716035.15000000
0.035051681703
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAN4
4060000.00000000
PA
USD
3190573.33000000
0.019565128254
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBJ3
22790000.00000000
PA
USD
18072160.97000000
0.110821507810
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NY URBAN DEV-B
6500358W1
21250000.00000000
PA
USD
20311379.00000000
0.124552766557
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
3.90000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CC8
31975000.00000000
PA
USD
23628517.79000000
0.144894015340
Long
DBT
CORP
US
N
2
2061-05-12
Fixed
3.25000000
N
N
N
N
N
N
United Airlines Inc
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES
90932LAG2
405000.00000000
PA
USD
384716.75000000
0.002359147330
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MD0
8202400.00000000
PA
USD
7841751.14000000
0.048086926995
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BM5
2000000.00000000
PA
USD
1905486.40000000
0.011684760683
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
4.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAW5
5943600.00000000
PA
USD
5415342.82000000
0.033207786142
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
30216JAC9
960000.00000000
PA
USD
911307.19000000
0.005588287811
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JU5
1500000.00000000
PA
USD
1033697.94000000
0.006338808320
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
Gatwick Funding Ltd
213800NK8FA3GKS6X167
GATWICK FND LTD
AZ3707744
400000.00000000
PA
316935.48000000
0.001943501268
Long
DBT
CORP
JE
N
2
2051-07-05
Fixed
2.87500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RAU6
100000.00000000
PA
143760.88000000
0.000881565713
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
7.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBF1
3645000.00000000
PA
USD
3087101.11000000
0.018930619328
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.20000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAN1
11200000.00000000
PA
USD
10698556.18000000
0.065605332380
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.45000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBD2
18399000.00000000
PA
USD
16667880.04000000
0.102210222734
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAE8
36125000.00000000
PA
USD
38761696.92000000
0.237693195910
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
44155000.00000000
PA
USD
32806904.49000000
0.201177414710
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
Central Parent Inc
N/A
CENTRAL PARENT
15477BAB3
85000.00000000
PA
USD
84758.52000000
0.000519753393
Long
LON
CORP
US
N
2
2029-07-06
Floating
9.15550000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKD0
14175000.00000000
PA
USD
11738607.80000000
0.071983102527
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JCD4
10080000.00000000
PA
USD
7094033.05000000
0.043501794852
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DL9
13784000.00000000
PA
USD
10443896.13000000
0.064043714443
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRN AUTH-A2-BABS
59259NZN6
3833100.00000000
PA
USD
4360184.22000000
0.026737377472
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.08900000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818GD4
31730000.00000000
PA
USD
32836527.91000000
0.201359070467
Long
DBT
CORP
US
N
2
2063-01-20
Fixed
5.15000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HF1
2133000.00000000
PA
USD
1859277.23000000
0.011401398339
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAF9
200000.00000000
PA
USD
188120.35000000
0.001153585388
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAQ0
1000000.00000000
PA
USD
745533.23000000
0.004571734216
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.10000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS ENERGY
125896BN9
1902000.00000000
PA
USD
1815582.04000000
0.011133452140
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.87500000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DP9
3305000.00000000
PA
USD
3011861.34000000
0.018469236499
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818GA0
20415000.00000000
PA
USD
16448722.36000000
0.100866311257
Long
DBT
CORP
US
N
2
2072-02-14
Fixed
3.85000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
295000.00000000
PA
USD
267035.09000000
0.001637503747
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CX7
3000000.00000000
PA
USD
2038845.99000000
0.012502543950
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FM3
58270000.00000000
PA
USD
41571665.16000000
0.254924390219
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
ING US INC
45685EAJ5
800000.00000000
PA
USD
808661.06000000
0.004958844607
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.70000000
N
N
N
N
N
N
Beth Israel Lahey Health Inc
549300QPZ5W3279DU141
BETH ISRAEL LAHE
08661UAB2
11255000.00000000
PA
USD
7710363.13000000
0.047281233785
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
Dell International LLC / EMC Corp
N/A
DELL INT / EMC
24703DBL4
9783000.00000000
PA
USD
9782326.54000000
0.059986859283
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GE7
3837300.00000000
PA
USD
2969479.06000000
0.018209341283
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CN7
804800.00000000
PA
USD
708883.69000000
0.004346993119
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBD5
64678000.00000000
PA
USD
54581844.40000000
0.334704981077
Long
DBT
CORP
US
Y
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
Medline Borrower LP
254900QT3R363TVK6F09
MEDLINE BORROWER
58503UAC7
94287.50000000
PA
USD
91482.45000000
0.000560985654
Long
LON
CORP
US
N
2
2028-10-21
Floating
7.76310000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EV1
3000000.00000000
PA
USD
2193421.23000000
0.013450425124
Long
DBT
CORP
US
N
2
2051-09-22
Fixed
2.65000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CR0
44185000.00000000
PA
USD
41666615.39000000
0.255506640879
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BS1621
3140LBYT4
21490000.00000000
PA
USD
17137845.20000000
0.105092127545
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.32000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HHF0
40799000.00000000
PA
USD
46920164.55000000
0.287722281291
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BF3
105000.00000000
PA
USD
73239.18000000
0.000449114877
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
3.37500000
N
N
N
N
N
N
Kaiser Aluminum Corp
N/A
KAISER ALUMINUM
483007AL4
245000.00000000
PA
USD
207336.49000000
0.001271421966
Long
DBT
CORP
US
Y
2
2031-06-01
Fixed
4.50000000
N
N
N
N
N
N
Bath & Body Works Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AR5
175000.00000000
PA
USD
177510.05000000
0.001088521257
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
7.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXA7
43421600.00000000
PA
USD
40127880.15000000
0.246070859530
Long
DBT
CORP
US
N
2
2039-04-23
Variable
4.41100000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BF2
42000000.00000000
PA
USD
39093290.88000000
0.239726585425
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
SUTTER HEALTH
86944BAJ2
11962000.00000000
PA
USD
9073497.46000000
0.055640201041
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.36100000
N
N
N
N
N
N
Prologis International Funding II SA
213800JNRWW2C9DWI388
PROLOGIS INTL II
N/A
638000.00000000
PA
545176.37000000
0.003343112505
Long
DBT
CORP
LU
N
2
2032-06-17
Fixed
1.62500000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AJ6
2000000.00000000
PA
USD
1848735.48000000
0.011336754568
Long
DBT
CORP
US
N
2
2043-03-18
Fixed
4.20000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZT8
160000.00000000
PA
USD
141557.25000000
0.000868052686
Long
DBT
CORP
US
N
2
2029-10-28
Fixed
3.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BH2
25165500.00000000
PA
USD
24487014.21000000
0.150158458694
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.37500000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599EF8
130000.00000000
PA
USD
135901.16000000
0.000833368598
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.12500000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
EVERGY KANSAS
30036FAA9
500000.00000000
PA
USD
391129.99000000
0.002398474389
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NYC -BABS-SER F1
64966JAR7
550000.00000000
PA
USD
628754.01000000
0.003855624545
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.27100000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFY2
11550000.00000000
PA
USD
11759343.75000000
0.072110258834
Long
DBT
UST
US
N
2
2029-11-30
Fixed
3.87500000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
06050TJZ6
4950000.00000000
PA
USD
5393339.62000000
0.033072858847
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AG8
19180000.00000000
PA
USD
15986276.44000000
0.098030515680
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PBK7
6575000.00000000
PA
USD
8041199.29000000
0.049309976344
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.87500000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBR0
25555000.00000000
PA
USD
20388033.53000000
0.125022824931
Long
DBT
CORP
US
N
2
2041-06-17
Fixed
3.06000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
CAMERON LNG
133434AD2
1300000.00000000
PA
USD
1105971.62000000
0.006782002591
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BC7
14553200.00000000
PA
USD
13712171.59000000
0.084085325129
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432MS1
2100000.00000000
PA
USD
1987475.05000000
0.012187528771
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
4.02300000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDT6
20796400.00000000
PA
USD
18055914.05000000
0.110721878985
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CA2
1041500.00000000
PA
USD
1096243.00000000
0.006722345069
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
5.75700000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61772BAC7
16915000.00000000
PA
USD
13531210.75000000
0.082975643051
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21700000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
36321PAE0
28860585.80000000
PA
USD
23690000.31000000
0.145271036415
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TM0
13906000.00000000
PA
USD
14370981.88000000
0.088125259801
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081CY7
31767300.00000000
PA
USD
40754625.28000000
0.249914165289
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
7.20000000
N
N
N
N
N
N
Permian Resources Operating LLC
5493004CTVUMQLRPOE23
PERMIAN RESR OPR
19416MAA7
120000.00000000
PA
USD
120029.30000000
0.000736039703
Long
DBT
CORP
US
Y
2
2026-02-15
Fixed
7.75000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAP9
1000000.00000000
PA
USD
744593.65000000
0.004565972555
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
PPL Electric Utilities Corp
549300GCZLSGYEYPIR35
PPL ELECTRIC UTI
69351UAH6
10200000.00000000
PA
USD
11216850.44000000
0.068783599300
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.45000000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIO
78410GAG9
195000.00000000
PA
USD
165287.96000000
0.001013573361
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.12500000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAQ3
8050000.00000000
PA
USD
6062553.29000000
0.037176588781
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.25000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAZ5
14590000.00000000
PA
USD
11218005.30000000
0.068790681094
Long
DBT
CORP
US
N
2
2049-08-16
Fixed
3.09500000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAV1
44285000.00000000
PA
USD
33838132.18000000
0.207501075046
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO
26442EAG5
1000000.00000000
PA
USD
867829.68000000
0.005321676462
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAJ5
49712000.00000000
PA
USD
44052883.35000000
0.270139634344
Long
DBT
CORP
US
N
2
2038-07-24
Variable
3.88200000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY COR
049560AY1
17575000.00000000
PA
USD
19753880.48000000
0.121134092571
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
5.75000000
N
N
N
N
N
N
Sitios Latinoamerica SAB de CV
N/A
SITIOS
N/A
7583000.00000000
PA
USD
7103906.82000000
0.043562342458
Long
DBT
CORP
MX
N
2
2032-04-04
Fixed
5.37500000
N
N
N
N
N
N
New York City Municipal Water Finance Authority
549300Q2EHQ6RJPQKP05
NYC MUN WTR FIN -BABS
64972FY34
32580000.00000000
PA
USD
38165036.27000000
0.234034373205
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.88200000
N
N
N
N
N
N
Salesforce Inc
RCGZFPDMRW58VJ54VR07
SALESFORCE.COM
79466LAM6
26175000.00000000
PA
USD
18071691.94000000
0.110818631640
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCE4
35205000.00000000
PA
USD
26832845.79000000
0.164543489526
Long
DBT
CORP
US
N
2
2052-04-22
Variable
3.32800000
N
N
N
N
N
N
University of Chicago/The
54930099Y7GU6182V326
UNIV OF CHICAGO
91412NBE9
10000000.00000000
PA
USD
7141912.20000000
0.043795397792
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
2.54700000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CR1
30835000.00000000
PA
USD
26321874.08000000
0.161410125705
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.12500000
N
N
N
N
N
N
Warnermedia Holdings Inc
549300DXR29GD4N0A520
WARNERMEDIA HLDG
55903VAS2
10460000.00000000
PA
USD
8706395.75000000
0.053389072076
Long
DBT
CORP
US
Y
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20230315
N/A
1.00000000
NC
-96.75000000
-0.00000059328
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
55526.00000000
AUD
39164.10000000
USD
2023-03-15
-96.75000000
N
N
N
American Airlines Inc
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINE
023771S58
50000.00000000
PA
USD
55683.78000000
0.000341462234
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDF6
25610000.00000000
PA
USD
21915018.91000000
0.134386554177
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
N/A
BAKER HUGHES
05723KAF7
2500000.00000000
PA
USD
2097386.15000000
0.012861521983
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.08000000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
KENTUCKY UTIL
491674BL0
18000000.00000000
PA
USD
16244483.58000000
0.099613884965
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.37500000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VAQ7
2000000.00000000
PA
USD
1560204.90000000
0.009567436888
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
LA DEPT WTR/PWR-BABS
544495WA8
1849000.00000000
PA
USD
2347815.82000000
0.014397198523
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
6.60300000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CN9
2970000.00000000
PA
USD
2515621.87000000
0.015426213233
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.80000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDZ2
3000000.00000000
PA
USD
2194681.08000000
0.013458150735
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
NOVELIS CORP
670001AE6
180000.00000000
PA
USD
164505.61000000
0.001008775861
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAJ0
24790000.00000000
PA
USD
23451686.32000000
0.143809655248
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.40000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DT2
12865000.00000000
PA
USD
10532299.55000000
0.064585818972
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DF0
33646000.00000000
PA
USD
25077106.03000000
0.153777000237
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
UAE INTERNATIONAL GOVERNMENT BOND
N/A
UAE INTL BOND
31424EAE2
4445000.00000000
PA
USD
4498574.21000000
0.027586007991
Long
DBT
NUSS
AE
Y
2
2052-07-07
Fixed
4.95100000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20230315
N/A
1.00000000
NC
-1822.15000000
-0.00001117372
N/A
DFE
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
558036.31000000
USD
450721.32000000
GBP
2023-03-15
-1822.15000000
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AD4
2121300.00000000
PA
USD
2478794.33000000
0.015200380610
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAJ1
37123000.00000000
PA
USD
32695903.69000000
0.200496739276
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.65000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENER
15189TAY3
1244000.00000000
PA
USD
990798.37000000
0.006075740996
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.70000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA CORP
482480AH3
1256000.00000000
PA
USD
1249379.95000000
0.007661406409
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
5.00000000
N
N
N
N
N
N
State of California
N/A
CA ST-BABS
13063A7D0
37285800.00000000
PA
USD
47512959.37000000
0.291357398081
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Element Solutions Inc
549300FLGN6P5CU20J91
ELEMENT SOLN INC
28618MAA4
127500.00000000
PA
USD
112753.70000000
0.000691424510
Long
DBT
CORP
US
Y
2
2028-09-01
Fixed
3.87500000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTHWELL HEALTH
667274AC8
946800.00000000
PA
USD
808755.57000000
0.004959424158
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
TRGP 6.5 7/15/2027
87612BBL5
158400.00000000
PA
USD
161968.06000000
0.000993215180
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FY4
1000000.00000000
PA
USD
857959.74000000
0.005261152342
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAJ6
56000.00000000
PA
USD
56984.99000000
0.000349441471
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAL8
2422300.00000000
PA
USD
2131951.06000000
0.013073479781
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.65000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GJ7
11340000.00000000
PA
USD
10651762.70000000
0.065318386949
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.62500000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BN1
460000.00000000
PA
USD
381692.17000000
0.002340600101
Long
DBT
CORP
PA
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
PRES & FELLOWS
740816AM5
17450000.00000000
PA
USD
14277198.95000000
0.087550167220
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.15000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAT1
1500000.00000000
PA
USD
1230893.04000000
0.007548041591
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AB7
1041500.00000000
PA
USD
925337.43000000
0.005674323585
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
Monongahela Power Co
N/A
MONONGAHELA PWR
610202BP7
10640000.00000000
PA
USD
10898260.25000000
0.066829951073
Long
DBT
CORP
US
Y
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
N/A
600000.00000000
PA
603569.14000000
0.003701186718
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
3.85000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CO
30161NBH3
2365000.00000000
PA
USD
2049017.15000000
0.012564915201
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.10000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261FAR5
26970000.00000000
PA
USD
26897036.98000000
0.164937120619
Long
DBT
CORP
US
N
2
2034-01-27
Variable
5.05300000
N
N
N
N
N
N
State of California
N/A
CA TXB-VAR PURP
13063A5G5
7255000.00000000
PA
USD
9661055.46000000
0.059243204777
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Burlington Resources LLC
0FJ5X7MVCTSE8OEPQE56
BURLINGTON RES
20825VAB8
2000000.00000000
PA
USD
2185062.34000000
0.013399167016
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BL0
47000.00000000
PA
USD
44884.26000000
0.000275237774
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
PETROLEOS MEXICA
706451BG5
80000.00000000
PA
USD
62804.43000000
0.000385127248
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BQ6
1250000.00000000
PA
USD
1190640.10000000
0.007301203843
Long
DBT
CORP
US
N
2
2052-08-16
Fixed
4.10000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBB6
11910000.00000000
PA
USD
10800322.55000000
0.066229380748
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.12500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CG1
7772500.00000000
PA
USD
8770456.05000000
0.053781900529
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
Texas Transportation Commission
5493006JSGNPGVJS7691
TEXAS ST TRANSPRTN CO
882830BH4
13625000.00000000
PA
USD
9909608.29000000
0.060767372221
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
2.47200000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEE0
500000.00000000
PA
471244.38000000
0.002889749201
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
2.87500000
N
N
N
N
N
N
N/A
N/A
AUD/USD FWD 20230315
N/A
1.00000000
NC
1239.91000000
0.000007603335
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
166577.12000000
AUD
119021.85000000
USD
2023-03-15
1239.91000000
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CK6
15345000.00000000
PA
USD
11953929.01000000
0.073303488130
Long
DBT
CORP
NL
N
2
2041-11-26
Fixed
2.87500000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAJ9
2615000.00000000
PA
USD
2264052.62000000
0.013883548598
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
4.10000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
DR PEPPER SNAPPL
26138EAT6
1000000.00000000
PA
USD
912703.74000000
0.005596851689
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20230315
N/A
1.00000000
NC
-2304.63000000
-0.00001413237
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
802869.38000000
USD
648727.82000000
GBP
2023-03-15
-2304.63000000
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAV0
1046200.00000000
PA
USD
988315.54000000
0.006060515868
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAG6
2000000.00000000
PA
USD
2030447.16000000
0.012451040922
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.95000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HV8
3750000.00000000
PA
USD
3479170.61000000
0.021334854950
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.50000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NJ TPK-TXB-A-BABS
646139X83
37861600.00000000
PA
USD
48125910.04000000
0.295116113908
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10200000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-A
23503CAP2
2160000.00000000
PA
USD
1938936.53000000
0.011889882463
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.08700000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
INVESCO FIN PLC
46132FAC4
3113200.00000000
PA
USD
3080838.38000000
0.018892215223
Long
DBT
CORP
GB
N
2
2043-11-30
Fixed
5.37500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GY3
1505000.00000000
PA
USD
1041420.27000000
0.006386162937
Long
DBT
CORP
US
N
2
2051-02-01
Fixed
2.95000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CF9
49409000.00000000
PA
USD
37414245.85000000
0.229430401022
Long
DBT
CORP
US
N
2
2062-03-17
Fixed
3.04100000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
63111XAE1
6042000.00000000
PA
USD
4209795.82000000
0.025815170699
Long
DBT
CORP
US
N
2
2040-12-21
Fixed
2.50000000
N
N
N
N
N
N
New England Power Co
549300DTVRGN9GYD5U85
NEW ENG POWER
644188BG8
15615000.00000000
PA
USD
10454939.24000000
0.064111432637
Long
DBT
CORP
US
Y
2
2050-10-06
Fixed
2.80700000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AR6
2000000.00000000
PA
USD
1766779.98000000
0.010834189761
Long
DBT
CORP
US
N
2
2047-08-01
Fixed
3.95000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CP2
4000000.00000000
PA
USD
3547870.36000000
0.021756133285
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
4.05000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
455780DS2
825000.00000000
PA
USD
870221.53000000
0.005336343685
Long
DBT
NUSS
ID
N
2
2053-01-11
Fixed
5.65000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDK4
1100000.00000000
PA
USD
1003062.50000000
0.006150946688
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AX7
3520000.00000000
PA
USD
2420926.85000000
0.014845527563
Long
DBT
CORP
US
N
2
2051-05-18
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBM7
18000000.00000000
PA
USD
14251821.48000000
0.087394548337
Long
DBT
CORP
US
N
2
2041-04-22
Variable
3.10900000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAN0
85000.00000000
PA
USD
84859.62000000
0.000520373355
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
7.50000000
N
N
N
N
N
N
Empresa de los Ferrocarriles del Estado
8755006LY8XNRFOGWN86
EFE
292487AB1
3240000.00000000
PA
USD
2303043.55000000
0.014122647490
Long
DBT
CORP
CL
Y
2
2061-09-14
Fixed
3.83000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS CORP
25470XBD6
168000.00000000
PA
USD
106838.83000000
0.000655153539
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
5.12500000
N
N
N
N
N
N
Michigan Strategic Fund
N/A
MICHIGAN ST STRATEGIC
594698SJ2
8310000.00000000
PA
USD
6692040.51000000
0.041036709493
Long
DBT
MUN
US
N
2
2047-09-01
Fixed
3.22500000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBH6
4490000.00000000
PA
USD
3317363.22000000
0.020342625024
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAA9
10000000.00000000
PA
USD
11003282.80000000
0.067473966881
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JY7
2170000.00000000
PA
USD
2315319.17000000
0.014197923641
Long
DBT
CORP
US
N
2
2053-02-01
Fixed
5.30000000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
BH7872303
8245000.00000000
PA
USD
7709569.70000000
0.047276368340
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-TXB-165TH
73358WCX0
10175600.00000000
PA
USD
11034280.22000000
0.067664048235
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543DB6
200000.00000000
PA
148809.66000000
0.000912525675
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
1.87500000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAW8
1330000.00000000
PA
USD
1050535.43000000
0.006442058620
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.35000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CE0
5000000.00000000
PA
USD
3820982.20000000
0.023430900677
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury Strip Principal
N/A
STRIP PRINC
912803FB4
15000000.00000000
PA
USD
5991796.50000000
0.036742696334
Long
DBT
UST
US
N
2
2048-02-15
None
0.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAV1
1000000.00000000
PA
USD
949296.50000000
0.005821244601
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BD3
55115000.00000000
PA
USD
56106828.60000000
0.344056438753
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.87500000
N
N
N
N
N
N
Baptist Healthcare System Obligated Group
N/A
BAPTIST HEALTH
06684QAB8
1400000.00000000
PA
USD
1085162.83000000
0.006654399617
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.54000000
N
N
N
N
N
N
Civitas Resources Inc
IIVIHPH28S64K95M2381
BONANZA CREEK EN
097793AE3
115000.00000000
PA
USD
107648.56000000
0.000660118939
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
5.00000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY-E
38611TAV9
1420200.00000000
PA
USD
1548197.37000000
0.009493804709
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.18400000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAH7
3103500.00000000
PA
USD
3240092.24000000
0.019868786476
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
5.25000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC ROLLED P
03966VAA5
95000.00000000
PA
USD
91561.85000000
0.000561472548
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
6.12500000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Mar23
N/A
127.00000000
NC
USD
-16899.22000000
-0.00010362883
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 5 Year US Treasury Note
2023-03-31
13890657.10000000
USD
-16899.22000000
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM
251566AA3
3180000.00000000
PA
USD
2484061.58000000
0.015232680267
Long
DBT
CORP
DE
Y
2
2050-01-21
Fixed
3.62500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCX8
1345000.00000000
PA
USD
1227882.47000000
0.007529580273
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BX1
6210000.00000000
PA
USD
5855830.85000000
0.035908932272
Long
DBT
CORP
US
Y
2
2052-04-22
Fixed
4.37500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AM1
2975000.00000000
PA
USD
3360880.91000000
0.020609482763
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EP4
3758200.00000000
PA
USD
2909553.38000000
0.017841867010
Long
DBT
CORP
US
N
2
2049-09-24
Fixed
2.95000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBN7
7236100.00000000
PA
USD
6460400.72000000
0.039616255634
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825CAF1
1325600.00000000
PA
USD
1481048.59000000
0.009082037181
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.90000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081FQ5
5858600.00000000
PA
USD
5172822.05000000
0.031720608297
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AA8
8944000.00000000
PA
USD
7376418.84000000
0.045233431654
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Meta Platforms Inc
BQ4BKCS1HXDV9HN80Z93
META PLATFORMS
30303M8J4
3380000.00000000
PA
USD
2950843.90000000
0.018095067372
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDM9
133000.00000000
PA
USD
118333.05000000
0.000725638015
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.25000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DB3
1159900.00000000
PA
USD
1336202.25000000
0.008193815246
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
N/A
AXALTA COAT/BV
05454NAA7
95000.00000000
PA
USD
89748.55000000
0.000550353090
Long
DBT
CORP
N/A
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPCD3
440000.00000000
PA
USD
384760.72000000
0.002359416962
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483BQ4
18749000.00000000
PA
USD
18264783.64000000
0.112002702177
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
FLORIDA PWR CORP
341099CR8
1466000.00000000
PA
USD
1253197.98000000
0.007684819206
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.85000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
N/A
100000.00000000
PA
116762.29000000
0.000716005853
Long
DBT
CORP
US
N
2
2034-10-31
Fixed
4.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDP3
2000000.00000000
PA
USD
1287371.44000000
0.007894376567
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513ECC3
1000000.00000000
PA
USD
855604.36000000
0.005246708759
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.20000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBJ1
1500000.00000000
PA
USD
1414123.58000000
0.008671641848
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Mar23
N/A
-81.00000000
NC
USD
16022.97000000
0.000098255526
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 2 Year US Treasury Note Future
2023-03-31
-16673546.45000000
USD
16022.97000000
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAH3
2000000.00000000
PA
USD
1983060.12000000
0.012160455683
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017BS7
1000000.00000000
PA
USD
1074927.37000000
0.006591634067
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.70000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DG5
1325600.00000000
PA
USD
1240322.73000000
0.007605866024
Long
DBT
CORP
US
N
2
2043-04-11
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAP9
1642700.00000000
PA
USD
1377506.21000000
0.008447098023
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
3.75000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBM3
34295000.00000000
PA
USD
27964417.01000000
0.171482473138
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SZ2
31800000.00000000
PA
USD
22538250.00000000
0.138208311256
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RYP5
40910000.00000000
PA
USD
31708449.16000000
0.194441503264
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
2.81300000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAP4
15000000.00000000
PA
USD
13194351.90000000
0.080909968352
Long
DBT
CORP
US
N
2
2049-03-04
Fixed
4.10000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BT2
28720000.00000000
PA
USD
19465510.75000000
0.119365761250
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AY8
19195000.00000000
PA
USD
18585812.70000000
0.113971305961
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LAZ9
2150000.00000000
PA
USD
2011542.04000000
0.012335111571
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.87500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FD0
50015900.00000000
PA
USD
46170219.46000000
0.283123492812
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123BN0
2968100.00000000
PA
USD
3410639.17000000
0.020914608720
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
6.05000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS IN
184496AQ0
34000.00000000
PA
USD
34635.16000000
0.000212388582
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
6.37500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20230315
N/A
1.00000000
NC
905.46000000
0.000005552431
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
1034132.90000000
USD
949389.45000000
EUR
2023-03-15
905.46000000
N
N
N
Los Angeles Department of Water & Power
549300S8NXV6YU61GG95
L A WTR & PWR-BABS
544495UG7
378700.00000000
PA
USD
426614.45000000
0.002616071021
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.71600000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAK8
4500000.00000000
PA
USD
3594681.95000000
0.022043189769
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBQ2
50005000.00000000
PA
USD
37439557.58000000
0.229585616776
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DW0
13145000.00000000
PA
USD
11484108.22000000
0.070422468619
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.62500000
N
N
N
N
N
N
Baylor Scott & White Holdings
549300JQDKSBWYRGGV95
BAYLOR SCOTT & W
072863AJ2
8710000.00000000
PA
USD
6220515.64000000
0.038145240280
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
2.83900000
N
N
N
N
N
N
ACE Capital Trust II
N/A
ACE CAP TRUST II
00440FAA2
3745000.00000000
PA
USD
4718785.16000000
0.028936378296
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS
17275RAD4
23465000.00000000
PA
USD
26831430.39000000
0.164534810057
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS
17275RAF9
17202100.00000000
PA
USD
19005333.18000000
0.116543875574
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FW9
8725000.00000000
PA
USD
7347682.49000000
0.045057215559
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
MASS MUTUAL LIFE
575767AN8
15195000.00000000
PA
USD
11092061.30000000
0.068018371462
Long
DBT
CORP
US
Y
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAQ5
3350000.00000000
PA
USD
2126995.43000000
0.013043091031
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CD2
2000000.00000000
PA
USD
1600520.70000000
0.009814660103
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EG6
1390000.00000000
PA
USD
1274975.35000000
0.007818361674
Long
DBT
CORP
US
N
2
2044-04-15
Fixed
4.30000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDH1
17100000.00000000
PA
USD
15104681.03000000
0.092624425464
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DK6
8165000.00000000
PA
USD
8056238.36000000
0.049402198432
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CJ9
1869800.00000000
PA
USD
1872864.21000000
0.011484715968
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.12500000
N
N
N
N
N
N
2023-03-30
VANGUARD FIXED INCOME SECURITIES FUNDS
Ashley Grim
Ashley Grim
Treasurer