0001752724-20-177280.txt : 20200827
0001752724-20-177280.hdr.sgml : 20200827
20200827165752
ACCESSION NUMBER: 0001752724-20-177280
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200630
FILED AS OF DATE: 20200827
PERIOD START: 20200630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: SPDR SERIES TRUST
CENTRAL INDEX KEY: 0001064642
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08839
FILM NUMBER: 201143642
BUSINESS ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
BUSINESS PHONE: 617-664-1465
MAIL ADDRESS:
STREET 1: ONE LINCOLN STREET
CITY: BOSTON
STATE: MA
ZIP: 02111
FORMER COMPANY:
FORMER CONFORMED NAME: STREETTRACKS SERIES TRUST
DATE OF NAME CHANGE: 20000925
FORMER COMPANY:
FORMER CONFORMED NAME: INDEX EXCHANGE LISTED SECURITIES TRUST
DATE OF NAME CHANGE: 19980622
0001064642
S000019666
SPDR(R) Portfolio Short Term Corporate Bond ETF
C000055010
SPDR(R) Portfolio Short Term Corporate Bond ETF
SPSB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001064642
XXXXXXXX
S000019666
C000055010
SPDR SERIES TRUST
811-08839
0001064642
5493004JVD6CQEEJSS37
One Iron Street
Boston
02210
617-664-8594
SPDR Portfolio Short Term Corporate Bond ETF
S000019666
549300D2BO7L1J2SO973
2020-06-30
2020-06-30
N
6894569690.66
222216929.62
6672352761.04
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
7149414.75000000
0.00000000
0.00000000
0.00000000
USD
UST
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAZ7
3123000.00000000
PA
USD
3122500.32000000
0.046797590472
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
2.50000000
N
N
N
N
N
N
Trinity Acquisition PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAD3
1097000.00000000
PA
USD
1123810.68000000
0.016842794741
Long
DBT
CORP
GB
N
2
2021-09-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGE3
10467000.00000000
PA
USD
10836903.78000000
0.162415030621
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
3.12000000
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J6A0
11035000.00000000
PA
USD
11203173.40000000
0.167904392966
Long
DBT
CORP
US
N
2
2022-09-09
Fixed
2.08000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BN3
3581000.00000000
PA
USD
3651438.27000000
0.054724898409
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.00000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CQ2
3885000.00000000
PA
USD
4044984.30000000
0.060623058235
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.40000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
42217KBA3
3039000.00000000
PA
USD
3208758.54000000
0.048090361150
Long
DBT
US
N
2
2023-03-15
Fixed
3.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AA4
50000.00000000
PA
USD
52371.00000000
0.000784895551
Long
DBT
CORP
US
N
2
2023-01-17
Fixed
2.63000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAS0
3997000.00000000
PA
USD
4145208.76000000
0.062125143985
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
3.25000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AN0
3466000.00000000
PA
USD
3615176.64000000
0.054181437484
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.60000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AY5
5609000.00000000
PA
USD
5727125.54000000
0.085833674344
Long
DBT
CORP
GB
N
2
2021-05-25
Fixed
2.95000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2N8
6032000.00000000
PA
USD
6225204.96000000
0.093298498789
Long
DBT
CORP
US
N
2
2021-09-07
Fixed
3.15000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AM5
748000.00000000
PA
USD
749084.60000000
0.011226693594
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.13000000
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
19416QDZ0
1292000.00000000
PA
USD
1339325.96000000
0.020072769051
Long
DBT
CORP
US
N
2
2022-05-03
Fixed
2.30000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAU0
3327000.00000000
PA
USD
3457950.72000000
0.051825058473
Long
DBT
CORP
US
N
2
2021-12-03
Fixed
4.45000000
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BH5
2271000.00000000
PA
USD
2335768.92000000
0.035006676110
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.40000000
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AW7
11212000.00000000
PA
USD
11543875.20000000
0.173010564840
Long
DBT
CORP
US
N
2
2022-05-05
Fixed
2.20000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AK5
1210000.00000000
PA
USD
1246844.50000000
0.018686729324
Long
DBT
CORP
US
N
2
2021-05-17
Fixed
4.13000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAC4
2830000.00000000
PA
USD
2951916.40000000
0.044241012214
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.50000000
N
N
N
N
N
N
Western Union Co/The
28ID94QU1140NC23S047
Western Union Co/The
959802AU3
4479000.00000000
PA
USD
4657577.73000000
0.069804129020
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCF1
1615000.00000000
PA
USD
1647832.95000000
0.024696430314
Long
DBT
CORP
US
N
2
2023-01-05
Fixed
3.25000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AE0
6713000.00000000
PA
USD
6934998.91000000
0.103936334878
Long
DBT
CORP
US
N
2
2021-09-17
Fixed
3.40000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAN9
9261000.00000000
PA
USD
9454184.46000000
0.141691915859
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
4.65000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFB9
6208000.00000000
PA
USD
6415781.76000000
0.096154714682
Long
DBT
CORP
US
N
2
2022-02-17
Fixed
2.63000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DC1
4160000.00000000
PA
USD
4311590.40000000
0.064618741760
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
2.10000000
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BF4
3424000.00000000
PA
USD
3587119.36000000
0.053760936935
Long
DBT
CORP
US
N
2
2022-01-31
Fixed
3.40000000
N
N
N
N
N
Church & Dwight Co Inc
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340AK8
1000.00000000
PA
USD
1032.15000000
0.000015469056
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.45000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BP0
8165000.00000000
PA
USD
8174471.40000000
0.122512578287
Long
DBT
CORP
US
N
2
2023-06-03
Fixed
0.40000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BE4
7018000.00000000
PA
USD
7279209.96000000
0.109095100644
Long
DBT
CORP
US
N
2
2022-06-08
Fixed
2.60000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887BZ4
12722000.00000000
PA
USD
13225918.42000000
0.198219711901
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBB1
13140000.00000000
PA
USD
13673878.20000000
0.204933382417
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.21000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2T0
2692000.00000000
PA
USD
2791819.36000000
0.041841603104
Long
DBT
CORP
US
N
2
2022-09-14
Fixed
2.30000000
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AA6
144000.00000000
PA
USD
147548.16000000
0.002211336319
Long
DBT
US
N
2
2023-04-15
Fixed
3.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BZ3
1463000.00000000
PA
USD
1473811.57000000
0.022088334097
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
2.90000000
N
N
N
N
N
salesforce.com Inc
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAE4
4775000.00000000
PA
USD
5126726.50000000
0.076835363530
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
3.25000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAR5
1279000.00000000
PA
USD
1344459.22000000
0.020149702333
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.10000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKC2
100000.00000000
PA
USD
101338.00000000
0.001518774615
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.25000000
N
N
N
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020AE4
2053000.00000000
PA
USD
2059877.55000000
0.030871832227
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.95000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAF0
4535000.00000000
PA
USD
4621437.10000000
0.069262481549
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
1.35000000
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAF1
4441000.00000000
PA
USD
4536703.55000000
0.067992561431
Long
DBT
CORP
US
N
2
2021-11-21
Fixed
2.00000000
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKJ7
4457000.00000000
PA
USD
4553182.06000000
0.068239528440
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.50000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
8081000.00000000
PA
USD
8661054.18000000
0.129805100092
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159JAA4
11356000.00000000
PA
USD
11896772.72000000
0.178299516618
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
2.95000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAG5
7625000.00000000
PA
USD
7671817.50000000
0.114979195116
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2.35000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ERM3
2865000.00000000
PA
USD
2974700.85000000
0.044582487715
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETV1
685000.00000000
PA
USD
710372.40000000
0.010646505444
Long
DBT
CORP
US
N
2
2022-09-08
Fixed
2.15000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830AY5
1874000.00000000
PA
USD
1937322.46000000
0.029035072475
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.35000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AN9
2959000.00000000
PA
USD
3124911.13000000
0.046833721805
Long
DBT
CORP
GB
N
2
2022-03-30
Fixed
4.00000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494BF9
5513000.00000000
PA
USD
5601318.26000000
0.083948173314
Long
DBT
CORP
US
N
2
2021-08-23
Fixed
2.25000000
N
N
N
N
N
E*TRADE Financial Corp
549300LYE2HSVYJFJD24
E*TRADE Financial Corp
269246BP8
5220000.00000000
PA
USD
5431410.00000000
0.081401721319
Long
DBT
CORP
US
N
2
2022-08-24
Fixed
2.95000000
N
N
N
N
N
N
Franklin Resources Inc
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613AJ0
450000.00000000
PA
USD
468936.00000000
0.007028045680
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.80000000
N
N
N
N
N
Orange SA
969500MCOONR8990S771
Orange SA
35177PAW7
4846000.00000000
PA
USD
5060532.42000000
0.075843298477
Long
DBT
CORP
FR
N
2
2021-09-14
Fixed
4.13000000
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BN9
5032000.00000000
PA
USD
5214057.76000000
0.078144216091
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GRD8
15392000.00000000
PA
USD
16468824.32000000
0.246821846952
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.63000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAA4
2305000.00000000
PA
USD
2311592.30000000
0.034644335855
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
0.65000000
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DU4
5090000.00000000
PA
USD
5328771.90000000
0.079863461822
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.35000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887BR2
2743000.00000000
PA
USD
2899460.72000000
0.043454847545
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AB4
4837000.00000000
PA
USD
5053117.16000000
0.075732164364
Long
DBT
CORP
KY
N
2
2022-11-28
Fixed
3.50000000
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAL4
1551000.00000000
PA
USD
1637530.29000000
0.024542022111
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
2.75000000
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BF0
3132000.00000000
PA
USD
3224049.48000000
0.048319529789
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
2.63000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAC7
10375000.00000000
PA
USD
10705547.50000000
0.160446365523
Long
DBT
CORP
GB
N
2
2022-01-11
Fixed
3.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JC6
5572000.00000000
PA
USD
5881803.20000000
0.088151862028
Long
DBT
CORP
US
N
2
2022-11-09
Fixed
2.88000000
N
N
N
N
N
N
Kinross Gold Corp
549300UEBMAQDN0K0R06
Kinross Gold Corp
496902AJ6
2634000.00000000
PA
USD
2706803.76000000
0.040567455842
Long
DBT
CORP
CA
N
2
2021-09-01
Fixed
5.13000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
05253JAV3
4798000.00000000
PA
USD
4919053.54000000
0.073722923774
Long
DBT
CORP
AU
N
2
2021-05-17
Fixed
3.30000000
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122AT5
120000.00000000
PA
USD
123565.20000000
0.001851898489
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.00000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AL9
4753000.00000000
PA
USD
4865218.33000000
0.072916083789
Long
DBT
CORP
US
N
2
2021-12-05
Fixed
2.50000000
N
N
N
N
N
N
Assurant Inc
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAF5
225000.00000000
PA
USD
238335.75000000
0.003571989649
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BED4
20769000.00000000
PA
USD
21336824.46000000
0.319779622333
Long
DBT
CORP
US
N
2
2021-11-17
Fixed
2.63000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAX6
1290000.00000000
PA
USD
1366406.70000000
0.020478633983
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.20000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XAS5
4541000.00000000
PA
USD
4717236.21000000
0.070698243617
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.63000000
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDA4
6796000.00000000
PA
USD
6938104.36000000
0.103982876932
Long
DBT
CORP
US
N
2
2021-08-15
Variable
2.72000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAX8
12817000.00000000
PA
USD
13540519.65000000
0.202934708864
Long
DBT
CORP
JP
N
2
2023-01-17
Fixed
3.10000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAU7
3181000.00000000
PA
USD
3358754.28000000
0.050338379883
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
4.05000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BJ6
600000.00000000
PA
USD
632052.00000000
0.009472700599
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AT7
942000.00000000
PA
USD
965493.48000000
0.014470060480
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.50000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HER9
3277000.00000000
PA
USD
3336346.47000000
0.050002549167
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.90000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAU5
3728000.00000000
PA
USD
3918053.44000000
0.058720717868
Long
DBT
CORP
AU
N
2
2022-11-09
Fixed
2.63000000
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDD6
14615000.00000000
PA
USD
15423063.35000000
0.231148800166
Long
DBT
CORP
NL
N
2
2022-02-08
Fixed
3.88000000
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AG8
5514000.00000000
PA
USD
5729928.24000000
0.085875679017
Long
DBT
CORP
NL
N
2
2022-03-29
Fixed
3.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWC4
16923000.00000000
PA
USD
17232521.67000000
0.258267545004
Long
DBT
CORP
US
N
2
2022-04-26
Fixed
3.00000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903AN3
2012000.00000000
PA
USD
2022019.76000000
0.030304449306
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
2.88000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAX7
1200000.00000000
PA
USD
1265556.00000000
0.018967162638
Long
DBT
CORP
US
N
2
2023-05-14
Fixed
2.85000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAH6
5845000.00000000
PA
USD
6202421.75000000
0.092957041873
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.00000000
N
N
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AU0
27000.00000000
PA
USD
26984.34000000
0.000404420164
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
3.65000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BH6
5034000.00000000
PA
USD
5289475.50000000
0.079274518141
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.65000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ER0
4111000.00000000
PA
USD
4278112.15000000
0.064116995956
Long
DBT
CORP
US
N
2
2022-03-11
Fixed
2.80000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AE5
4442000.00000000
PA
USD
4549807.34000000
0.068188950778
Long
DBT
CORP
GB
N
2
2021-05-14
Fixed
3.13000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AR4
8796000.00000000
PA
USD
9229818.72000000
0.138329297783
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.60000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBJ0
9789000.00000000
PA
USD
9958937.04000000
0.149256752402
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
1.85000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
7303000.00000000
PA
USD
7765060.81000000
0.116376652855
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.85000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAU7
645000.00000000
PA
USD
647786.40000000
0.009708515469
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
3.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAM2
5609000.00000000
PA
USD
5793536.10000000
0.086828983830
Long
DBT
CORP
JP
N
2
2022-01-11
Fixed
2.85000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BT1
5123000.00000000
PA
USD
5143492.00000000
0.077086631720
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.13000000
N
N
N
N
N
NVR Inc
529900RWXR4JI3JYTV70
NVR Inc
62944TAE5
3558000.00000000
PA
USD
3775287.06000000
0.056581047123
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.95000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
2742000.00000000
PA
USD
2906245.80000000
0.043556537012
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
3.85000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BN9
7573000.00000000
PA
USD
7827301.34000000
0.117309465196
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.50000000
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BL5
5982000.00000000
PA
USD
6049716.24000000
0.090668411228
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
2.00000000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
294752AH3
650000.00000000
PA
USD
680108.00000000
0.010192926308
Long
DBT
US
N
2
2022-11-15
Fixed
3.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAZ3
3937000.00000000
PA
USD
4092196.54000000
0.061330638330
Long
DBT
CORP
GB
N
2
2022-09-26
Fixed
2.50000000
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AR7
2629000.00000000
PA
USD
2683104.82000000
0.040212274681
Long
DBT
CORP
US
N
2
2021-06-09
Fixed
3.63000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AG9
3655000.00000000
PA
USD
3719985.90000000
0.055752236628
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
2.19000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AJ4
19278000.00000000
PA
USD
20103676.74000000
0.301298169625
Long
DBT
CORP
GB
N
2
2022-06-01
Fixed
2.88000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DZ3
100000.00000000
PA
USD
108451.00000000
0.001625378691
Long
DBT
CORP
AU
N
2
2023-05-15
Fixed
3.65000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUniversal Media LLC
63946BAH3
5247000.00000000
PA
USD
5562607.05000000
0.083368000002
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.88000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBG3
4536000.00000000
PA
USD
4605536.88000000
0.069024181498
Long
DBT
CORP
US
N
2
2021-06-14
Fixed
2.25000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HAY1
4308000.00000000
PA
USD
4491348.48000000
0.067312815147
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
4.75000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AR9
1138000.00000000
PA
USD
1169807.10000000
0.017532153078
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
3.88000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BL2
5453000.00000000
PA
USD
5595377.83000000
0.083859142799
Long
DBT
CORP
DE
N
2
2022-11-16
Fixed
3.30000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKB4
3280000.00000000
PA
USD
3377088.00000000
0.050613151326
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.45000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AQ9
7925000.00000000
PA
USD
8265933.50000000
0.123883340645
Long
DBT
CORP
JP
N
2
2021-11-26
Fixed
4.00000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JX0
20061000.00000000
PA
USD
20968359.03000000
0.314257350906
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.85000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBB5
39000.00000000
PA
USD
40645.80000000
0.000609167432
Long
DBT
CORP
US
N
2
2022-02-25
Fixed
3.20000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312AQ9
8991000.00000000
PA
USD
9379141.47000000
0.140567230269
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.45000000
N
N
N
N
N
N
DTE Energy Co
549300IX8SD6XXD71I78
DTE Energy Co
233331AV9
2911000.00000000
PA
USD
3038268.92000000
0.045535196186
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.30000000
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBC2
4598000.00000000
PA
USD
4743342.78000000
0.071089508451
Long
DBT
CORP
US
N
2
2021-10-05
Fixed
3.50000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAN9
350000.00000000
PA
USD
366313.50000000
0.005490019984
Long
DBT
US
N
2
2022-11-01
Fixed
3.40000000
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AS4
2756000.00000000
PA
USD
2854251.40000000
0.042777285647
Long
DBT
CORP
US
N
2
2023-04-13
Fixed
2.13000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBV3
6034000.00000000
PA
USD
6242595.38000000
0.093559132791
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.88000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CP3
10257000.00000000
PA
USD
10649022.54000000
0.159599213671
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.65000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AG9
2644000.00000000
PA
USD
2717926.24000000
0.040734150866
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
7.00000000
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AF9
519000.00000000
PA
USD
554530.74000000
0.008310872639
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
5.63000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AR6
1315000.00000000
PA
USD
1363602.40000000
0.020436605330
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7D0
8809000.00000000
PA
USD
9088861.93000000
0.136216747757
Long
DBT
CORP
CA
N
2
2023-01-17
Fixed
1.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFZ7
11391000.00000000
PA
USD
11660397.15000000
0.174756904612
Long
DBT
CORP
US
N
2
2022-10-21
Fixed
2.50000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBH5
2043000.00000000
PA
USD
2133382.32000000
0.031973464179
Long
DBT
CORP
US
N
2
2022-11-17
Fixed
2.65000000
N
N
N
N
N
N
Total Capital SA
529900QI55ZLJVCMPA71
Total Capital SA
89152UAB8
4411000.00000000
PA
USD
4656913.25000000
0.069794170314
Long
DBT
CORP
FR
N
2
2021-12-15
Fixed
4.25000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DH3
250000.00000000
PA
USD
268075.00000000
0.004017698248
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBT5
3128000.00000000
PA
USD
3200569.60000000
0.047967631727
Long
DBT
CORP
US
N
2
2021-04-01
Variable
4.10000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AM0
4017000.00000000
PA
USD
4242353.70000000
0.063581076299
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.50000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AH1
4148000.00000000
PA
USD
4299236.08000000
0.064433584883
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.00000000
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC46
12486000.00000000
PA
USD
12745209.36000000
0.191015220814
Long
DBT
CORP
US
N
2
2022-11-04
Fixed
2.31000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAW0
13000.00000000
PA
USD
13655.33000000
0.000204655396
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBR1
5415000.00000000
PA
USD
5715803.25000000
0.085663984724
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CL2
3175000.00000000
PA
USD
3327082.50000000
0.049863708037
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.50000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
Phillips 66
718546AC8
17409000.00000000
PA
USD
18471297.18000000
0.276833342623
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.30000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDQ6
654000.00000000
PA
USD
673953.54000000
0.010100688080
Long
DBT
CORP
US
N
2
2022-03-04
Fixed
2.45000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DZ3
6133000.00000000
PA
USD
6287919.58000000
0.094238416420
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.20000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2E8
2434000.00000000
PA
USD
2556162.46000000
0.038309761961
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.55000000
N
N
N
N
N
N
PSEG Power LLC
N/A
PSEG Power LLC
69362BBB7
1727000.00000000
PA
USD
1762455.31000000
0.026414300519
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2B6
11379000.00000000
PA
USD
11802867.75000000
0.176892142437
Long
DBT
CORP
CH
N
2
2022-04-08
Fixed
2.80000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L7D7
2550000.00000000
PA
USD
2595211.50000000
0.038894998405
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
1.93000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAB6
5465000.00000000
PA
USD
5837439.75000000
0.087486977368
Long
DBT
US
N
2
2023-01-31
Fixed
3.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AN5
2641000.00000000
PA
USD
2679294.50000000
0.040155168588
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
2.38000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CA5
8630000.00000000
PA
USD
8938781.40000000
0.133967458258
Long
DBT
CORP
US
N
2
2022-08-17
Fixed
2.38000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAM1
500000.00000000
PA
USD
519295.00000000
0.007782786950
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174824M3
10827000.00000000
PA
USD
11772954.99000000
0.176443833406
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
4.88000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AG0
1472000.00000000
PA
USD
1515306.24000000
0.022710223728
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.75000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CZ1
5135000.00000000
PA
USD
5258496.75000000
0.078810232886
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1.63000000
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAF7
5533000.00000000
PA
USD
5585618.83000000
0.083712882547
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.50000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAB3
2859000.00000000
PA
USD
2964954.54000000
0.044436417650
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
4.63000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCH3
5271000.00000000
PA
USD
5454799.77000000
0.081752268882
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.88000000
N
N
N
N
N
N
VENTAS REALTY LP/CAP CRP
N/A
Ventas Realty LP / Ventas Capital Corp
92276MAZ8
6065000.00000000
PA
USD
6221295.05000000
0.093239900119
Long
DBT
US
N
2
2022-08-15
Fixed
3.25000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCR8
5387000.00000000
PA
USD
5553188.95000000
0.083226848892
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.75000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAK4
3251000.00000000
PA
USD
3334908.31000000
0.049980995151
Long
DBT
CORP
US
N
2
2021-05-01
Fixed
3.75000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAG9
812000.00000000
PA
USD
832072.64000000
0.012470453373
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.88000000
N
N
N
N
N
N
Puget Energy Inc
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AD4
3856000.00000000
PA
USD
4047257.60000000
0.060657128676
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
6.00000000
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAK1
4049000.00000000
PA
USD
4190917.45000000
0.062810190049
Long
DBT
CORP
US
N
2
2022-05-18
Fixed
2.30000000
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BB0
3014000.00000000
PA
USD
3119188.60000000
0.046747957005
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.90000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887AW9
479000.00000000
PA
USD
483641.51000000
0.007248440352
Long
DBT
CORP
US
N
2
2020-11-12
Fixed
3.25000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BC3
371000.00000000
PA
USD
393957.48000000
0.005904326316
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCU8
8503000.00000000
PA
USD
8708262.42000000
0.130512620238
Long
DBT
CORP
US
N
2
2022-07-08
Fixed
3.55000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BA9
100000.00000000
PA
USD
106147.00000000
0.001590848143
Long
DBT
CORP
US
N
2
2023-03-14
Fixed
3.30000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAX5
4331000.00000000
PA
USD
4534470.38000000
0.067959092428
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.13000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAG3
9132000.00000000
PA
USD
9548145.24000000
0.143100126476
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.70000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABB3
5238000.00000000
PA
USD
5461505.46000000
0.081852768515
Long
DBT
CORP
AU
N
2
2021-11-04
Fixed
3.70000000
N
N
N
N
N
N
Precision Castparts Corp
0XOOAY5P5J7Q734SEC89
Precision Castparts Corp
740189AG0
260000.00000000
PA
USD
272344.80000000
0.004081690668
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.50000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967FT3
16956000.00000000
PA
USD
17931817.80000000
0.268748047985
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
4.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BF5
7659000.00000000
PA
USD
7871154.30000000
0.117966699032
Long
DBT
CORP
GB
N
2
2022-01-05
Fixed
2.65000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAS9
2748000.00000000
PA
USD
2777156.28000000
0.041621844339
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.40000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAS4
5785000.00000000
PA
USD
6000664.80000000
0.089933266643
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.68000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BD0
6877000.00000000
PA
USD
7198018.36000000
0.107878264501
Long
DBT
CORP
US
N
2
2022-12-02
Fixed
2.65000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788JAB5
7768000.00000000
PA
USD
7879315.44000000
0.118089011810
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
1.25000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526DK6
3225000.00000000
PA
USD
3249187.50000000
0.048696278754
Long
DBT
CORP
CA
N
2
2020-10-01
Fixed
3.80000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAT4
1046000.00000000
PA
USD
1083917.50000000
0.016244906988
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
14805000.00000000
PA
USD
15507349.20000000
0.232412010506
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAP0
5135000.00000000
PA
USD
5140648.50000000
0.077044015568
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.50000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718DY2
3032000.00000000
PA
USD
3126810.64000000
0.046862190174
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
2.30000000
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
210371AL4
3219000.00000000
PA
USD
3242402.13000000
0.048594584940
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
5.15000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BM1
8726516.73000000
PA
USD
9052277.60000000
0.135668450458
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.88000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BG9
2772000.00000000
PA
USD
2808507.24000000
0.042091707986
Long
DBT
CORP
US
N
2
2021-10-30
Fixed
2.35000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AR6
3002000.00000000
PA
USD
3036012.66000000
0.045501381127
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
4.40000000
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBB7
9011000.00000000
PA
USD
9272499.22000000
0.138968959707
Long
DBT
CORP
US
N
2
2022-08-16
Fixed
1.90000000
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BA3
1090000.00000000
PA
USD
1117893.10000000
0.016754106685
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
4.25000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AF0
7801000.00000000
PA
USD
8216949.32000000
0.123149204100
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.95000000
N
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAM5
4685000.00000000
PA
USD
4898682.85000000
0.073417623819
Long
DBT
CORP
US
N
2
2021-11-30
Fixed
3.60000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AR7
543000.00000000
PA
USD
559702.68000000
0.008388385627
Long
DBT
CORP
US
N
2
2021-11-03
Fixed
3.00000000
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGZ2
19400000.00000000
PA
USD
19612236.00000000
0.293932840519
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
1.15000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AL0
23219000.00000000
PA
USD
24591242.90000000
0.368554298321
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.30000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EU9
10102000.00000000
PA
USD
10487694.36000000
0.157181353198
Long
DBT
CORP
US
N
2
2022-08-11
Fixed
2.15000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829AQ0
2579000.00000000
PA
USD
2659000.58000000
0.039851019201
Long
DBT
CORP
US
N
2
2022-06-12
Fixed
2.60000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAV4
6104000.00000000
PA
USD
6426535.36000000
0.096315881221
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAB3
516000.00000000
PA
USD
535752.48000000
0.008029438778
Long
DBT
CORP
US
N
2
2022-08-07
Fixed
2.50000000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAH6
3148000.00000000
PA
USD
3148000.00000000
0.047179759715
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
4.00000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAF8
5326000.00000000
PA
USD
5476033.42000000
0.082070502206
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.45000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAW1
9132000.00000000
PA
USD
9469610.04000000
0.141923102376
Long
DBT
CORP
AU
N
2
2022-11-21
Fixed
2.05000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
8F4SD5Y4YNDDSMHFUP83
Entergy Gulf States Louisiana LLC
29365PAQ5
500000.00000000
PA
USD
501235.00000000
0.007512117808
Long
DBT
CORP
US
N
2
2020-10-01
Fixed
3.95000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAM3
4269000.00000000
PA
USD
4344049.02000000
0.065105206148
Long
DBT
CORP
AU
N
2
2021-06-01
Fixed
2.30000000
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DM7
300000.00000000
PA
USD
316032.00000000
0.004736440223
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAW4
3293000.00000000
PA
USD
3465092.18000000
0.051932089086
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.35000000
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAE5
8286000.00000000
PA
USD
8472435.00000000
0.126978223475
Long
DBT
CORP
GB
N
2
2021-08-05
Fixed
2.88000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBD1
5207000.00000000
PA
USD
5495207.45000000
0.082357867558
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.30000000
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EJ8
10522000.00000000
PA
USD
10812722.86000000
0.162052625921
Long
DBT
CORP
US
N
2
2021-06-23
Fixed
3.13000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
581557BM6
3020000.00000000
PA
USD
3057538.60000000
0.045823995065
Long
DBT
CORP
US
N
2
2020-11-30
Fixed
3.65000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORM
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MAK2
4890000.00000000
PA
USD
5229855.00000000
0.078380972758
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.50000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BK1
5793000.00000000
PA
USD
6084561.69000000
0.091190647555
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBZ4
4059000.00000000
PA
USD
4277820.69000000
0.064112627782
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CK4
14172000.00000000
PA
USD
14926800.72000000
0.223711204346
Long
DBT
CORP
US
N
2
2022-07-20
Fixed
3.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661CV7
982000.00000000
PA
USD
1017666.24000000
0.015251984966
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.80000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP75
527000.00000000
PA
USD
547790.15000000
0.008209849952
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.85000000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159FL5
25000.00000000
PA
USD
25641.50000000
0.000384294729
Long
DBT
CORP
CA
N
2
2021-07-21
Fixed
2.80000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AK7
2115000.00000000
PA
USD
2228596.65000000
0.033400462023
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.80000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAH9
266000.00000000
PA
USD
266000.00000000
0.003986599772
Long
DBT
CORP
US
N
2
2020-07-02
Fixed
2.80000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKF5
356000.00000000
PA
USD
364070.52000000
0.005456403955
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G6S8
12569000.00000000
PA
USD
13144660.20000000
0.197001877310
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.10000000
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAD6
14487000.00000000
PA
USD
14771379.81000000
0.221381877412
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
1.92000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REY0
3968000.00000000
PA
USD
4079104.00000000
0.061134417589
Long
DBT
CORP
US
N
2
2021-12-09
Fixed
2.55000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AL3
2842000.00000000
PA
USD
3022552.26000000
0.045299647189
Long
DBT
CORP
GB
N
2
2022-01-14
Fixed
4.88000000
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBL2
39159000.00000000
PA
USD
40509985.50000000
0.607131951064
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
2.30000000
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AL2
3036000.00000000
PA
USD
3142502.88000000
0.047097373183
Long
DBT
CORP
AU
N
2
2021-11-21
Fixed
3.25000000
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AM2
8048000.00000000
PA
USD
8507701.76000000
0.127506774067
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.70000000
N
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BC2
1115000.00000000
PA
USD
1180863.05000000
0.017697851002
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.50000000
N
N
N
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
1165000.00000000
PA
USD
1376831.95000000
0.020634879469
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.38000000
N
N
N
N
N
N
Waste Management Inc
549300YX8JIID70NFS41
Waste Management Inc
94106LAY5
11266000.00000000
PA
USD
11774434.58000000
0.176466008343
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.90000000
N
N
N
N
N
Capital One Bank USA NA
LKE37K2B8CFZUR7F9816
Capital One Bank USA NA
140420NB2
13856000.00000000
PA
USD
14544504.64000000
0.217981649964
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.38000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVE6
4490000.00000000
PA
USD
4573738.50000000
0.068547612271
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
1.20000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AH4
16151000.00000000
PA
USD
17142994.42000000
0.256925780664
Long
DBT
CORP
GG
N
2
2022-09-15
Fixed
3.80000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAF2
926000.00000000
PA
USD
958511.86000000
0.014365425425
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.57000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BL9
1703000.00000000
PA
USD
1796307.37000000
0.026921648694
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.95000000
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89233P5F9
3385000.00000000
PA
USD
3500665.45000000
0.052465233409
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.40000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAQ8
3642000.00000000
PA
USD
3776244.12000000
0.056595390790
Long
DBT
CORP
CA
N
2
2022-07-15
Fixed
2.90000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAY6
5057000.00000000
PA
USD
5197382.32000000
0.077894297650
Long
DBT
CORP
US
N
2
2022-02-13
Fixed
4.13000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBC3
923000.00000000
PA
USD
973137.36000000
0.014584620970
Long
DBT
CORP
GB
N
2
2023-02-19
Fixed
2.95000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DQ3
4274000.00000000
PA
USD
4439831.20000000
0.066540714482
Long
DBT
CORP
AU
N
2
2022-06-28
Fixed
2.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAB9
8300000.00000000
PA
USD
8589338.00000000
0.128730274126
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.20000000
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BA6
10419000.00000000
PA
USD
11156248.44000000
0.167201118399
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CN5
4505000.00000000
PA
USD
4666639.40000000
0.069939938236
Long
DBT
US
N
2
2023-02-01
Fixed
2.75000000
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAU4
6739000.00000000
PA
USD
7047578.81000000
0.105623594291
Long
DBT
CORP
JP
N
2
2022-10-18
Fixed
2.78000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BV3
5586000.00000000
PA
USD
5737604.04000000
0.085990717899
Long
DBT
CORP
CA
N
2
2021-12-15
Fixed
2.85000000
N
N
N
N
N
N
Sumitomo Mitsui Banking
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622AW4
5000000.00000000
PA
USD
5251400.00000000
0.078703872353
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
3.20000000
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BE6
3152000.00000000
PA
USD
3255763.84000000
0.048794839790
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.25000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAX6
5133000.00000000
PA
USD
5185869.90000000
0.077721758511
Long
DBT
CORP
US
N
2
2021-02-15
Fixed
4.13000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAV1
12060000.00000000
PA
USD
12457980.00000000
0.186710452012
Long
DBT
CORP
JP
N
2
2023-07-16
Fixed
2.72000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BA4
3489000.00000000
PA
USD
3547824.54000000
0.053172016934
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
2.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AL9
3402000.00000000
PA
USD
3579278.22000000
0.053643420067
Long
DBT
CORP
US
N
2
2022-11-09
Variable
2.85000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ERT8
2773000.00000000
PA
USD
2938714.48000000
0.044043152172
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
2.80000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEM2
7893000.00000000
PA
USD
8155757.97000000
0.122232116047
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.63000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764BK5
2456000.00000000
PA
USD
2588353.84000000
0.038792221165
Long
DBT
CORP
US
N
2
2023-05-16
Fixed
2.57000000
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAK4
843000.00000000
PA
USD
886473.51000000
0.013285771027
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.95000000
N
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AF0
1034000.00000000
PA
USD
1054100.96000000
0.015798040028
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
5.63000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TEU5
5542000.00000000
PA
USD
5650290.68000000
0.084682133609
Long
DBT
CORP
US
N
2
2021-04-13
Fixed
2.95000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAM9
5619000.00000000
PA
USD
5795436.60000000
0.086857467036
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
1.85000000
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRT9
8728000.00000000
PA
USD
8875415.92000000
0.133017786047
Long
DBT
CORP
US
N
2
2021-06-07
Fixed
2.40000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAQ8
10732000.00000000
PA
USD
11067375.00000000
0.165869152851
Long
DBT
CORP
US
N
2
2022-02-10
Fixed
2.35000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06366RJJ5
4038000.00000000
PA
USD
4220800.26000000
0.063258050213
Long
DBT
CORP
CA
N
2
2022-11-06
Fixed
2.55000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAF7
5271000.00000000
PA
USD
5341473.27000000
0.080053820013
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
2.10000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGQ1
16142000.00000000
PA
USD
16942320.36000000
0.253918234942
Long
DBT
CORP
US
N
2
2021-07-27
Fixed
5.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KV2
5959000.00000000
PA
USD
6073234.03000000
0.091020877455
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
2.35000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06739GCR8
9430000.00000000
PA
USD
9600683.00000000
0.143887521296
Long
DBT
CORP
GB
N
2
2022-05-12
Fixed
1.70000000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
Loews Corp
540424AQ1
133000.00000000
PA
USD
140429.38000000
0.002104645617
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.63000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913QAA7
6598000.00000000
PA
USD
6845820.88000000
0.102599804374
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.40000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
3915000.00000000
PA
USD
4068820.35000000
0.060980294293
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAH3
5462000.00000000
PA
USD
5593415.72000000
0.083829736231
Long
DBT
CORP
JP
N
2
2021-10-19
Fixed
2.44000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCG2
2566000.00000000
PA
USD
2687346.14000000
0.040275840265
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.25000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCG1
10355000.00000000
PA
USD
10424585.60000000
0.156235528506
Long
DBT
CORP
CA
N
2
2023-06-12
Fixed
0.75000000
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
4588000.00000000
PA
USD
4819418.72000000
0.072229675087
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.95000000
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAH7
1080000.00000000
PA
USD
1132855.20000000
0.016978346927
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.38000000
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAD2
942000.00000000
PA
USD
935227.02000000
0.014016450470
Long
DBT
US
N
2
2022-02-01
Fixed
4.15000000
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAJ5
16950000.00000000
PA
USD
17780550.00000000
0.266480964612
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.00000000
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BE1
2959000.00000000
PA
USD
3002704.43000000
0.045002183450
Long
DBT
CORP
US
N
2
2020-12-29
Fixed
3.50000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAD6
6953000.00000000
PA
USD
7089139.74000000
0.106246476975
Long
DBT
CORP
US
N
2
2021-09-16
Fixed
2.20000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BA7
4847000.00000000
PA
USD
5024739.49000000
0.075306862061
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.55000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818DK1
5043000.00000000
PA
USD
5364390.39000000
0.080397283868
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.16000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CG8
3855000.00000000
PA
USD
3906695.55000000
0.058550494704
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CD9
4845000.00000000
PA
USD
5054400.90000000
0.075751404055
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
2.50000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAL4
5319000.00000000
PA
USD
5448677.22000000
0.081660508895
Long
DBT
US
N
2
2022-01-15
Fixed
2.25000000
N
N
N
N
N
N
MUFG AMERICAS HLDGS CORP
5493004K1ECE43Q0BX47
MUFG Americas Holdings Corp
908906AC4
3148000.00000000
PA
USD
3309618.32000000
0.049601968578
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
3.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BP8
11570000.00000000
PA
USD
11728971.80000000
0.175784647785
Long
DBT
CORP
US
N
2
2021-08-08
Fixed
1.55000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDD1
2788000.00000000
PA
USD
2905430.56000000
0.043544318834
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.38000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAH4
280000.00000000
PA
USD
292656.00000000
0.004386099034
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.20000000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919AZ9
13952000.00000000
PA
USD
14709454.08000000
0.220453783047
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
3.63000000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAD9
5000.00000000
PA
USD
5231.90000000
0.000078411621
Long
DBT
US
N
2
2022-08-15
Fixed
3.63000000
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AL8
3317000.00000000
PA
USD
3435450.07000000
0.051487836345
Long
DBT
CORP
JP
N
2
2022-02-22
Fixed
3.00000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEL4
2540000.00000000
PA
USD
2612212.20000000
0.039149791588
Long
DBT
CORP
US
N
2
2021-05-20
Fixed
3.63000000
N
N
N
N
N
N
SL GREEN OPERATING PARTN
2K1OXW4LY7IS2U150Y32
SL Green Operating Partnership LP
78444FAF3
5486000.00000000
PA
USD
5489895.06000000
0.082278249616
Long
DBT
US
N
2
2022-10-15
Fixed
3.25000000
N
N
N
N
N
Bunge Ltd Finance Corp
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AY6
7825000.00000000
PA
USD
8152319.75000000
0.122180586698
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBQ8
30650000.00000000
PA
USD
31160322.50000000
0.467006521027
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
1.51000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBS1
8749000.00000000
PA
USD
9129843.97000000
0.136830954491
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.50000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCN4
9290000.00000000
PA
USD
9521042.30000000
0.142693928828
Long
DBT
CORP
US
N
2
2021-08-16
Fixed
2.75000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TJX9
10838000.00000000
PA
USD
11025280.64000000
0.165238275535
Long
DBT
CORP
CA
N
2
2021-08-27
Fixed
1.90000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AX7
2057000.00000000
PA
USD
2067264.43000000
0.030982541002
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
2.85000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FJ0
5514000.00000000
PA
USD
5641207.98000000
0.084546009211
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.65000000
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780099CE5
13436000.00000000
PA
USD
14652226.72000000
0.219596104174
Long
DBT
CORP
GB
N
2
2022-12-15
Fixed
6.13000000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAL2
4848000.00000000
PA
USD
5115706.56000000
0.076670205296
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
5.88000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAJ1
7415000.00000000
PA
USD
7665701.15000000
0.114887528050
Long
DBT
CORP
NL
N
2
2022-01-10
Fixed
2.75000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAK3
13716000.00000000
PA
USD
14129948.88000000
0.211768612752
Long
DBT
CORP
US
N
2
2022-08-23
Fixed
1.95000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448BW7
3195000.00000000
PA
USD
3288038.40000000
0.049278545630
Long
DBT
CORP
US
N
2
2021-08-25
Fixed
3.00000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DC9
3308000.00000000
PA
USD
3435126.44000000
0.051482986032
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.80000000
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBT1
3422000.00000000
PA
USD
3609114.96000000
0.054090589770
Long
DBT
CORP
US
N
2
2021-11-16
Fixed
4.50000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAE9
6194000.00000000
PA
USD
6521724.54000000
0.097742502136
Long
DBT
CORP
FR
N
2
2023-01-25
Fixed
2.70000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAW8
7693000.00000000
PA
USD
7975486.96000000
0.119530355267
Long
DBT
CORP
AU
N
2
2022-05-22
Fixed
2.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAE7
7362000.00000000
PA
USD
7821388.80000000
0.117220852675
Long
DBT
CORP
US
N
2
2023-01-29
Fixed
2.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJH4
17843000.00000000
PA
USD
18961934.53000000
0.284186631149
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.20000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GN9
5018000.00000000
PA
USD
5266591.72000000
0.078931553960
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.88000000
N
N
N
N
N
N
Advance Auto Parts Inc
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAB2
2723000.00000000
PA
USD
2847767.86000000
0.042680115425
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDN9
10763000.00000000
PA
USD
11228607.38000000
0.168285577548
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
3.20000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FQ6
2913000.00000000
PA
USD
3005371.23000000
0.045042151361
Long
DBT
CORP
US
N
2
2022-03-30
Fixed
2.45000000
N
N
N
N
N
N
ORIX Corp
35380016EMHNBOVYE123
ORIX Corp
686330AH4
175000.00000000
PA
USD
181231.75000000
0.002716159599
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.90000000
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAK9
8635000.00000000
PA
USD
8894999.85000000
0.133311294659
Long
DBT
CORP
GB
N
2
2023-03-17
Fixed
2.86000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BK3
1132000.00000000
PA
USD
1206587.48000000
0.018083388621
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
3.25000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EY0
9290000.00000000
PA
USD
9358931.80000000
0.140264343555
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
0.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05574LFY9
14117000.00000000
PA
USD
15198079.86000000
0.227776923737
Long
DBT
CORP
FR
N
2
2023-03-03
Fixed
3.25000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAL6
9024000.00000000
PA
USD
9360504.96000000
0.140287920846
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJC4
11280000.00000000
PA
USD
11459352.00000000
0.171743797284
Long
DBT
CORP
US
N
2
2024-05-19
Fixed
1.49000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUV9
3808000.00000000
PA
USD
3876696.32000000
0.058100889728
Long
DBT
CORP
US
N
2
2021-06-07
Fixed
2.30000000
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAC1
5238000.00000000
PA
USD
5431125.06000000
0.081397450861
Long
DBT
CORP
US
N
2
2023-05-16
Fixed
2.66000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JQ5
5896000.00000000
PA
USD
6083374.88000000
0.091172860576
Long
DBT
CORP
US
N
2
2022-01-27
Fixed
2.50000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAD6
77000.00000000
PA
USD
81802.49000000
0.001225991684
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.63000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AY5
5370000.00000000
PA
USD
5441582.10000000
0.081554172791
Long
DBT
CORP
US
N
2
2022-05-07
Fixed
1.30000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CS2
25768000.00000000
PA
USD
27231107.04000000
0.408118515540
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.51000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CA0
2753000.00000000
PA
USD
2863202.59000000
0.042911439076
Long
DBT
CORP
US
N
2
2022-10-12
Fixed
2.60000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFE3
1370000.00000000
PA
USD
1422566.90000000
0.021320319098
Long
DBT
CORP
US
N
2
2022-07-28
Fixed
2.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAH1
25794000.00000000
PA
USD
26778814.92000000
0.401339915304
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
2.75000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAT3
7717000.00000000
PA
USD
7955223.79000000
0.119226666738
Long
DBT
CORP
US
N
2
2022-03-28
Fixed
3.70000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BN9
500000.00000000
PA
USD
527650.00000000
0.007908005150
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.15000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AP2
3665000.00000000
PA
USD
3770735.25000000
0.056512828158
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.13000000
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AR1
2848000.00000000
PA
USD
3007687.36000000
0.045076863704
Long
DBT
CORP
US
N
2
2022-07-29
Fixed
3.10000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAZ6
3843000.00000000
PA
USD
4074579.18000000
0.061066603129
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.35000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAM2
5888000.00000000
PA
USD
6134295.04000000
0.091936012073
Long
DBT
CORP
US
N
2
2022-08-14
Fixed
2.75000000
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAN1
3331000.00000000
PA
USD
3347954.79000000
0.050176525581
Long
DBT
CORP
BM
N
2
2022-02-15
Fixed
5.50000000
N
N
N
N
N
N
Praxair Inc
ZU69GUVJQGZ6Z1UOOO79
Praxair Inc
74005PBA1
4505000.00000000
PA
USD
4621859.70000000
0.069268815146
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
2.45000000
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAD3
4434000.00000000
PA
USD
4503613.80000000
0.067496638161
Long
DBT
US
N
2
2021-09-01
Fixed
2.25000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAW5
9338000.00000000
PA
USD
9681918.54000000
0.145105015977
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.40000000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AJ3
1143000.00000000
PA
USD
1208745.36000000
0.018115729238
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.85000000
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
714295AB8
927000.00000000
PA
USD
943278.12000000
0.014137114055
Long
DBT
CORP
IE
N
2
2021-12-15
Fixed
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AP9
12648000.00000000
PA
USD
13145698.80000000
0.197017443033
Long
DBT
CORP
JP
N
2
2022-07-25
Fixed
2.67000000
N
N
N
N
N
N
BERKLEY (WR) CORPORATION
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423AS1
2586000.00000000
PA
USD
2741392.74000000
0.041085848398
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.63000000
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAR3
7268000.00000000
PA
USD
7647098.88000000
0.114608731790
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.73000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142DH3
10483000.00000000
PA
USD
11047928.87000000
0.165577709477
Long
DBT
CORP
US
N
2
2023-04-11
Fixed
2.55000000
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAE9
4364000.00000000
PA
USD
4446916.00000000
0.066646895919
Long
DBT
CORP
JP
N
2
2021-09-13
Fixed
2.27000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RM78
419000.00000000
PA
USD
420039.12000000
0.006295217519
Long
DBT
CORP
US
N
2
2020-08-14
Fixed
2.50000000
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAM3
16813000.00000000
PA
USD
17612290.02000000
0.263959215748
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAP1
9979000.00000000
PA
USD
10682519.50000000
0.160101239886
Long
DBT
CORP
US
N
2
2024-04-23
Fixed
3.56000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAK7
10104000.00000000
PA
USD
10581616.08000000
0.158588978415
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.63000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GK1
9629000.00000000
PA
USD
10209724.99000000
0.153015365878
Long
DBT
CORP
US
N
2
2022-07-30
Fixed
4.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWJ9
12714000.00000000
PA
USD
13178061.00000000
0.197502462354
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
2.91000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SK8
37781000.00000000
PA
USD
39159250.88000000
0.586888197947
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.07000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAJ4
2971000.00000000
PA
USD
3017080.21000000
0.045217636387
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
2.85000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BF5
1178000.00000000
PA
USD
1232906.58000000
0.018477838689
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
2.90000000
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP42
3108000.00000000
PA
USD
3199623.84000000
0.047953457417
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
3.15000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAD5
6656000.00000000
PA
USD
7056291.84000000
0.105754178364
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.20000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBG7
13398000.00000000
PA
USD
14029715.70000000
0.210266396314
Long
DBT
CORP
US
N
2
2022-06-20
Fixed
3.05000000
N
N
N
N
N
N
ENRGY TRANS PT/REG FIN
N/A
Energy Transfer Partners LP / Regency Energy Finance Corp
75886AAQ1
120000.00000000
PA
USD
127652.40000000
0.001913154243
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
5.00000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAF2
5000.00000000
PA
USD
5239.50000000
0.000078525524
Long
DBT
CORP
US
N
2
2022-11-08
Fixed
3.50000000
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CL7
4127000.00000000
PA
USD
4154403.28000000
0.062262944253
Long
DBT
CORP
US
N
2
2021-08-01
Fixed
2.30000000
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
400000.00000000
PA
USD
416576.00000000
0.006243314988
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAM3
162000.00000000
PA
USD
171321.48000000
0.002567632230
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CU9
9159000.00000000
PA
USD
9881187.15000000
0.148091497915
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.88000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LQ2
5168000.00000000
PA
USD
5388260.16000000
0.080755025295
Long
DBT
CORP
US
N
2
2022-10-27
Fixed
2.70000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AW2
3324000.00000000
PA
USD
3390845.64000000
0.050819340065
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.40000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CQ1
2179000.00000000
PA
USD
2360772.18000000
0.035381405398
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.75000000
N
N
N
N
N
N
AutoZone Inc
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AM4
4091000.00000000
PA
USD
4280576.94000000
0.064153936299
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.70000000
N
N
N
N
N
N
BEMIS COMPANY INC
PTVU09TE3QPJPL7K4E13
Bemis Co Inc
081437AR6
202000.00000000
PA
USD
208300.38000000
0.003121843035
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
4.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2B2
10995000.00000000
PA
USD
11106929.10000000
0.166461958738
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
0.95000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WRC9
15099000.00000000
PA
USD
15598021.95000000
0.233770942703
Long
DBT
CORP
CA
N
2
2022-11-01
Fixed
2.05000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AT8
15148000.00000000
PA
USD
16289401.80000000
0.244132802676
Long
DBT
CORP
GG
N
2
2023-06-09
Fixed
3.80000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
3296000.00000000
PA
USD
3485190.40000000
0.052233305474
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LG4
14394000.00000000
PA
USD
14911320.36000000
0.223479196829
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.75000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BJ6
3772000.00000000
PA
USD
4021744.12000000
0.060274752610
Long
DBT
CORP
US
N
2
2023-02-11
Fixed
3.00000000
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAC6
4716000.00000000
PA
USD
4849840.08000000
0.072685606617
Long
DBT
CORP
US
N
2
2021-11-30
Fixed
3.38000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAU5
6540000.00000000
PA
USD
6756147.00000000
0.101255842458
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
2.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AR1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2021-05-06
Fixed
2.85000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAG7
13511000.00000000
PA
USD
14027930.86000000
0.210239646529
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.15000000
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BF6
6257000.00000000
PA
USD
6530618.61000000
0.097875799495
Long
DBT
CORP
US
N
2
2022-05-13
Fixed
2.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAQ9
7311000.00000000
PA
USD
7508616.33000000
0.112533263736
Long
DBT
CORP
US
N
2
2021-09-25
Fixed
4.38000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AM6
3039000.00000000
PA
USD
3142417.17000000
0.047096088629
Long
DBT
CORP
US
N
2
2021-08-23
Fixed
3.38000000
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Citibank NA
17325FAQ1
9169000.00000000
PA
USD
9438201.84000000
0.141452380861
Long
DBT
CORP
US
N
2
2021-07-23
Fixed
3.40000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAR4
6136000.00000000
PA
USD
6729903.44000000
0.100862524525
Long
DBT
CORP
ES
N
2
2023-04-27
Fixed
4.57000000
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAM5
4565000.00000000
PA
USD
4595996.35000000
0.068881195503
Long
DBT
CORP
GB
N
2
2023-06-15
Fixed
1.33000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKG3
5073000.00000000
PA
USD
5325128.10000000
0.079808851400
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.40000000
N
N
N
N
N
N
CHOICE HOTELS INTL INC
5493003CYRY5RFGTIR97
Choice Hotels International Inc
169905AE6
2869000.00000000
PA
USD
3001633.87000000
0.044986138735
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
5.75000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAR8
4669000.00000000
PA
USD
4825831.71000000
0.072325787961
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
2.50000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBF4
8372000.00000000
PA
USD
8650452.72000000
0.129646213709
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.62000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO Energy Co
693304AU1
2518000.00000000
PA
USD
2554813.16000000
0.038289539709
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.70000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AW3
3323000.00000000
PA
USD
3445485.78000000
0.051638243710
Long
DBT
CORP
SE
N
2
2022-03-11
Fixed
2.80000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
9511000.00000000
PA
USD
10145669.03000000
0.152055345293
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FR9
3260000.00000000
PA
USD
3332437.20000000
0.049943960089
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFJ4
12506000.00000000
PA
USD
13271742.38000000
0.198906485542
Long
DBT
CORP
US
N
2
2023-02-13
Fixed
3.45000000
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06053FAA7
597000.00000000
PA
USD
655655.25000000
0.009826447633
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
4.10000000
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DQS2
1475000.00000000
PA
USD
1487272.00000000
0.022290068485
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.29000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBF7
2654000.00000000
PA
USD
2684016.74000000
0.040225941824
Long
DBT
CORP
US
N
2
2021-07-12
Fixed
1.65000000
N
N
N
N
N
Flex Ltd
549300EAQH74YHD07T53
Flex Ltd
33938EAS6
60000.00000000
PA
USD
64770.60000000
0.000970731049
Long
DBT
CORP
SG
N
2
2023-02-15
Fixed
5.00000000
N
N
N
N
N
N
Diageo Investment Corp
S4G8DPIPDVCF6CB81Z61
Diageo Investment Corp
386088AF5
447000.00000000
PA
USD
516472.74000000
0.007740489127
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
8.00000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CG1
5148000.00000000
PA
USD
5444370.36000000
0.081595961049
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.75000000
N
N
N
N
N
N
ASSOCIATED BK GREEN BAY
ZF85QS7OXKPBG52R7N18
Associated Bank NA/Green Bay WI
04550KAA9
2006000.00000000
PA
USD
2046561.32000000
0.030672258996
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
3.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAJ4
5858000.00000000
PA
USD
6113350.22000000
0.091622107507
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.05000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAV5
4084000.00000000
PA
USD
4251729.88000000
0.063721599146
Long
DBT
CORP
GB
N
2
2021-11-15
Fixed
3.75000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABL2
2361000.00000000
PA
USD
2376110.40000000
0.035611282632
Long
DBT
CORP
US
N
2
2020-12-01
Fixed
2.55000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAU8
4838000.00000000
PA
USD
5169403.00000000
0.077474965505
Long
DBT
US
N
2
2023-02-01
Fixed
3.85000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AT0
6971000.00000000
PA
USD
7409615.32000000
0.111049514097
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAP0
13171000.00000000
PA
USD
13761719.35000000
0.206249876810
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CM6
6397000.00000000
PA
USD
6751521.74000000
0.101186522682
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAD1
100000.00000000
PA
USD
102623.00000000
0.001538033189
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BA1
170000.00000000
PA
USD
184460.20000000
0.002764545080
Long
DBT
CORP
JP
N
2
2023-07-26
Fixed
3.76000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAQ6
3233000.00000000
PA
USD
3321487.21000000
0.049779850211
Long
DBT
CORP
US
N
2
2021-08-20
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDH1
7052000.00000000
PA
USD
7277311.40000000
0.109066646513
Long
DBT
CORP
US
N
2
2023-05-10
Fixed
1.95000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AL1
4745000.00000000
PA
USD
4801512.95000000
0.071961317423
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661CW5
4903000.00000000
PA
USD
5097649.10000000
0.076399574221
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
3.12000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAE0
6461000.00000000
PA
USD
6569738.63000000
0.098462099731
Long
DBT
CORP
JP
N
2
2021-07-14
Fixed
2.06000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2L2
282000.00000000
PA
USD
305668.26000000
0.004581116600
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.45000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AR6
3208000.00000000
PA
USD
3244827.84000000
0.048630939583
Long
DBT
CORP
US
N
2
2021-01-12
Fixed
2.95000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BU3
10064000.00000000
PA
USD
10675287.36000000
0.159992850233
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
2.85000000
N
N
N
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAE5
4175000.00000000
PA
USD
4401953.00000000
0.065973025672
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAD5
19011000.00000000
PA
USD
19538175.03000000
0.292822872676
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
4.42000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YAY4
25000.00000000
PA
USD
26400.50000000
0.000395670027
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BA1
2904000.00000000
PA
USD
2976803.28000000
0.044613997290
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
1.85000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RM94
245000.00000000
PA
USD
247800.35000000
0.003713837665
Long
DBT
CORP
US
N
2
2021-02-25
Fixed
2.25000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BY3
17142000.00000000
PA
USD
17802824.10000000
0.266814791387
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.60000000
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AT6
4642000.00000000
PA
USD
4812547.08000000
0.072126688326
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.88000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HBY4
8559000.00000000
PA
USD
8858308.23000000
0.132761389381
Long
DBT
CORP
US
N
2
2021-09-23
Fixed
3.55000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAR6
5981000.00000000
PA
USD
6059949.20000000
0.090821774822
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
1.80000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
Broadcom Inc
11135FAC5
15017000.00000000
PA
USD
15638703.80000000
0.234380650425
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
3.13000000
N
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAR0
5603000.00000000
PA
USD
5697746.73000000
0.085393367737
Long
DBT
CORP
FR
N
2
2021-07-12
Fixed
2.22000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644MAA9
4373000.00000000
PA
USD
4493082.58000000
0.067338804480
Long
DBT
CORP
US
N
2
2023-02-03
Fixed
1.80000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AX0
1945000.00000000
PA
USD
1886669.45000000
0.028275924813
Long
DBT
CORP
LR
N
2
2020-11-28
Fixed
2.65000000
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBC3
3286000.00000000
PA
USD
3419214.44000000
0.051244509432
Long
DBT
CORP
US
N
2
2022-05-19
Fixed
4.63000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BX7
3176000.00000000
PA
USD
3288366.88000000
0.049283468631
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
2.70000000
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBA8
3207000.00000000
PA
USD
3298591.92000000
0.049436713527
Long
DBT
CORP
US
N
2
2021-09-14
Fixed
3.00000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
369604BD4
2702000.00000000
PA
USD
2808512.84000000
0.042091791914
Long
DBT
CORP
US
N
2
2022-10-09
Fixed
2.70000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAW4
3433000.00000000
PA
USD
3406428.58000000
0.051052884971
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
2.63000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WDF1
8788000.00000000
PA
USD
9303591.96000000
0.139434953354
Long
DBT
CORP
NL
N
2
2022-11-09
Fixed
3.95000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAA3
3442000.00000000
PA
USD
3395773.94000000
0.050893201567
Long
DBT
CORP
IE
N
2
2022-05-26
Fixed
3.50000000
N
N
N
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AB2
1060000.00000000
PA
USD
1112480.60000000
0.016672988372
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
3.60000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAX5
7349000.00000000
PA
USD
7561533.08000000
0.113326338561
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
3.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAS5
10455000.00000000
PA
USD
10736344.05000000
0.160907920107
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
3.51000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LV1
13294000.00000000
PA
USD
13751047.72000000
0.206089938773
Long
DBT
CORP
US
N
2
2023-01-24
Fixed
3.14000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
17261000.00000000
PA
USD
17935905.10000000
0.268809305238
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
2.91000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AQ7
1677000.00000000
PA
USD
1747249.53000000
0.026186408191
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.13000000
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AE9
4797000.00000000
PA
USD
5197981.23000000
0.077903273645
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QBP9
522000.00000000
PA
USD
529615.98000000
0.007937469719
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
4.50000000
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216BY5
5945000.00000000
PA
USD
6023949.60000000
0.090282240998
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
1.55000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AT6
3117000.00000000
PA
USD
3279489.21000000
0.049150417063
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.05000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526BY8
1020000.00000000
PA
USD
1063095.00000000
0.015932835658
Long
DBT
CORP
CA
N
2
2021-01-01
Fixed
9.88000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAM2
3155000.00000000
PA
USD
3277319.35000000
0.049117896900
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EJ8
9588000.00000000
PA
USD
9916101.36000000
0.148614764763
Long
DBT
CORP
AU
N
2
2023-01-13
Fixed
2.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ET1
3684000.00000000
PA
USD
3780926.04000000
0.056665559741
Long
DBT
CORP
US
N
2
2021-06-08
Fixed
3.20000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBD4
4059000.00000000
PA
USD
4180688.82000000
0.062656891350
Long
DBT
CORP
US
N
2
2021-09-03
Fixed
3.20000000
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAJ3
932000.00000000
PA
USD
970547.52000000
0.014545806475
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.35000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TCQ6
1860000.00000000
PA
USD
1941244.80000000
0.029093857437
Long
DBT
CORP
US
N
2
2022-07-13
Fixed
2.80000000
N
N
N
N
N
Motorola Solutions Inc
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BB4
862000.00000000
PA
USD
904513.84000000
0.013556145371
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCY5
8349000.00000000
PA
USD
8586195.09000000
0.128683170652
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
2.20000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AV4
4248000.00000000
PA
USD
4428624.96000000
0.066372764129
Long
DBT
CORP
NL
N
2
2023-01-06
Fixed
2.25000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AH9
7408000.00000000
PA
USD
7893668.48000000
0.118304123937
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.25000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BJ4
3367000.00000000
PA
USD
3532185.02000000
0.052937624051
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
4.15000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAP7
2671000.00000000
PA
USD
2770387.91000000
0.041520405308
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.20000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AT1
13004000.00000000
PA
USD
13873707.52000000
0.207928267836
Long
DBT
CORP
JP
N
2
2023-03-02
Fixed
3.46000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBE8
7458000.00000000
PA
USD
7726786.32000000
0.115803024760
Long
DBT
CORP
US
N
2
2021-11-14
Fixed
3.38000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AE9
4093000.00000000
PA
USD
4215830.93000000
0.063183573785
Long
DBT
CORP
JP
N
2
2022-07-02
Fixed
2.16000000
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAE0
2433000.00000000
PA
USD
2521512.54000000
0.037790456085
Long
DBT
US
N
2
2021-09-15
Fixed
3.45000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAK2
1000000.00000000
PA
USD
1058530.00000000
0.015864419012
Long
DBT
US
N
2
2022-10-01
Fixed
3.63000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAC8
2377000.00000000
PA
USD
2479852.79000000
0.037166092363
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
5.88000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAL3
24196000.00000000
PA
USD
25372409.52000000
0.380261812117
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
2.90000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCF4
17563000.00000000
PA
USD
18265344.37000000
0.273746683128
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233DAR8
55000.00000000
PA
USD
62306.75000000
0.000933804794
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
7.00000000
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664BT7
5057000.00000000
PA
USD
5300545.12000000
0.079440420940
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBD6
5806000.00000000
PA
USD
6005145.80000000
0.090000424364
Long
DBT
CORP
MX
N
2
2022-07-16
Fixed
3.13000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAL7
927000.00000000
PA
USD
975611.88000000
0.014621707138
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCC4
6780000.00000000
PA
USD
7189240.80000000
0.107746713302
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.88000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BB1
2515000.00000000
PA
USD
2637279.30000000
0.039525477660
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCM2
12775000.00000000
PA
USD
13350258.25000000
0.200083219939
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.00000000
N
N
N
N
N
N
Cigna Holding Co
45RS2W538ZOGNWLVIX82
Cigna Holding Co
125509BN8
250000.00000000
PA
USD
251735.00000000
0.003772807119
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
4.38000000
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAJ9
10929000.00000000
PA
USD
11452608.39000000
0.171642729336
Long
DBT
CORP
US
N
2
2022-05-06
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
1360698A2
11473000.00000000
PA
USD
11860443.21000000
0.177755038361
Long
DBT
CORP
CA
N
2
2023-07-22
Fixed
2.61000000
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAE8
4562000.00000000
PA
USD
4739872.38000000
0.071037496813
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.95000000
N
N
N
N
N
N
Aircastle Ltd
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAP6
2898000.00000000
PA
USD
2838446.10000000
0.042540408183
Long
DBT
CORP
BM
N
2
2023-04-01
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
8036000.00000000
PA
USD
8186353.56000000
0.122690658800
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAQ3
11352000.00000000
PA
USD
11822086.32000000
0.177180175320
Long
DBT
CORP
JP
N
2
2022-07-12
Fixed
2.78000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BT2
6472000.00000000
PA
USD
6690171.12000000
0.100267047615
Long
DBT
CORP
US
N
2
2022-08-08
Fixed
2.15000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2Q6
4566000.00000000
PA
USD
4689875.58000000
0.070288183912
Long
DBT
CORP
US
N
2
2021-11-22
Fixed
2.50000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AN3
762000.00000000
PA
USD
786879.30000000
0.011793130971
Long
DBT
CORP
US
N
2
2021-08-23
Fixed
3.75000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556BN1
15897000.00000000
PA
USD
16829041.11000000
0.252220494220
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.00000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CD8
1633000.00000000
PA
USD
1666117.24000000
0.024970460940
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
2.95000000
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBA5
1020000.00000000
PA
USD
1047152.40000000
0.015693900450
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
4.00000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CF5
2988000.00000000
PA
USD
3090099.96000000
0.046311999240
Long
DBT
CORP
US
N
2
2022-05-25
Fixed
2.20000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AF4
8977000.00000000
PA
USD
9704137.00000000
0.145438008863
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EBB6
6388000.00000000
PA
USD
6588263.80000000
0.098739740477
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.80000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872539AA9
3383000.00000000
PA
USD
3446262.10000000
0.051649878587
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
2.75000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
Eaton Corp
278062AC8
8411000.00000000
PA
USD
8879997.36000000
0.133086449083
Long
DBT
CORP
US
N
2
2022-11-02
Fixed
2.75000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RBE1
504000.00000000
PA
USD
532319.76000000
0.007977991857
Long
DBT
CORP
US
N
2
2023-02-28
Fixed
2.60000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ERE1
1108000.00000000
PA
USD
1147533.44000000
0.017198332898
Long
DBT
CORP
US
N
2
2021-07-12
Fixed
3.90000000
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BW1
4661000.00000000
PA
USD
4725135.36000000
0.070816629893
Long
DBT
CORP
NL
N
2
2021-09-12
Fixed
1.75000000
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEQ1
975000.00000000
PA
USD
1007974.50000000
0.015106732753
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.30000000
N
N
N
N
N
N
Diageo Investment Corp
S4G8DPIPDVCF6CB81Z61
Diageo Investment Corp
25245BAB3
6795000.00000000
PA
USD
7089767.10000000
0.106255879356
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.88000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DA2
5369000.00000000
PA
USD
5469615.06000000
0.081974308851
Long
DBT
US
N
2
2022-01-30
Fixed
2.35000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159QD1
2964000.00000000
PA
USD
3084545.88000000
0.046228759037
Long
DBT
CORP
CA
N
2
2023-01-18
Fixed
2.38000000
N
N
N
N
N
N
ABB Finance USA Inc
5493002Y01YAFV45F528
ABB Finance USA Inc
00037BAB8
9808000.00000000
PA
USD
10204929.76000000
0.152943498724
Long
DBT
CORP
US
N
2
2022-05-08
Fixed
2.88000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EM1
5211000.00000000
PA
USD
5376553.47000000
0.080579574590
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVH9
3730000.00000000
PA
USD
3746113.60000000
0.056143818142
Long
DBT
CORP
US
N
2
2023-07-05
Fixed
0.70000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BG8
3192000.00000000
PA
USD
3205470.24000000
0.048041078683
Long
DBT
CORP
US
N
2
2020-11-03
Fixed
2.00000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBF7
1468000.00000000
PA
USD
1556696.56000000
0.023330549444
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.85000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BM7
3910000.00000000
PA
USD
4118012.00000000
0.061717540236
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.45000000
N
N
N
N
N
N
TJX COS INC
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540AP4
2810000.00000000
PA
USD
2945891.60000000
0.044150717228
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWM2
19912000.00000000
PA
USD
20685382.08000000
0.310016313897
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.91000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QCD8
10265000.00000000
PA
USD
10591324.35000000
0.158734478366
Long
DBT
CORP
CA
N
2
2022-12-01
Fixed
1.90000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CX4
7840000.00000000
PA
USD
8237252.80000000
0.123453496765
Long
DBT
CORP
US
N
2
2022-07-17
Fixed
3.10000000
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BC9
7727000.00000000
PA
USD
7996595.03000000
0.119846706497
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.35000000
N
N
N
N
N
N
DELTA AIR LINES 2007-1 A
N/A
Delta Air Lines 2007-1 Class A Pass Through Trust
247367BH7
877358.34000000
PA
USD
856380.70000000
0.012834763548
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
6.82000000
N
N
N
N
N
N
Markel Corp
549300SCNO12JLWIK605
Markel Corp
570535AK0
3459000.00000000
PA
USD
3704416.05000000
0.055518887904
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.90000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159VK9
13190000.00000000
PA
USD
13497063.20000000
0.202283417609
Long
DBT
CORP
CA
N
2
2023-05-01
Fixed
1.63000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
38376AAB9
390000.00000000
PA
USD
386041.50000000
0.005785687804
Long
DBT
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BF2
7713000.00000000
PA
USD
8142382.71000000
0.122031658121
Long
DBT
CORP
US
N
2
2022-06-12
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BM0
38840000.00000000
PA
USD
40541192.00000000
0.607599649657
Long
DBT
CORP
GB
N
2
2023-11-22
Fixed
3.03000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
4019000.00000000
PA
USD
4202145.83000000
0.062978472219
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBD6
528000.00000000
PA
USD
566290.56000000
0.008487119615
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.50000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
28370TAE9
4217000.00000000
PA
USD
4383698.01000000
0.065699434172
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.00000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAQ7
2468000.00000000
PA
USD
2498504.48000000
0.037445629292
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.75000000
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAW8
4451000.00000000
PA
USD
4642125.94000000
0.069572549687
Long
DBT
CORP
US
N
2
2022-11-07
Fixed
2.65000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAF8
3689000.00000000
PA
USD
3766579.67000000
0.056450547578
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
3.20000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CA5
5993000.00000000
PA
USD
6270356.04000000
0.093975187831
Long
DBT
CORP
DE
N
2
2022-02-14
Fixed
5.00000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAL3
1543000.00000000
PA
USD
1595245.98000000
0.023908297974
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.45000000
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
1654000.00000000
PA
USD
1786915.44000000
0.026780889799
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBK1
536000.00000000
PA
USD
551233.12000000
0.008261450491
Long
DBT
CORP
US
N
2
2023-05-09
Fixed
3.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DE7
4780000.00000000
PA
USD
5021915.80000000
0.075264542805
Long
DBT
CORP
US
N
2
2023-01-13
Fixed
2.40000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BG2
4743000.00000000
PA
USD
5006947.95000000
0.075040216387
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.25000000
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAJ5
3300000.00000000
PA
USD
3432297.00000000
0.051440580600
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.00000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AT0
2445000.00000000
PA
USD
2501552.85000000
0.037491315875
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAG8
7531000.00000000
PA
USD
8239893.03000000
0.123493066465
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBA7
2377000.00000000
PA
USD
2465733.41000000
0.036954482149
Long
DBT
CORP
US
N
2
2022-09-19
Fixed
2.52000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAN7
250000.00000000
PA
USD
263685.00000000
0.003951904364
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.75000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389BAT7
355000.00000000
PA
USD
365476.05000000
0.005477468939
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.60000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AM2
300000.00000000
PA
USD
333537.00000000
0.004998791460
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
4.75000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAB2
3083000.00000000
PA
USD
3208138.97000000
0.048081075520
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.10000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NM3
4689000.00000000
PA
USD
4832999.19000000
0.072433208541
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.40000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AF9
2075000.00000000
PA
USD
2087221.75000000
0.031281645691
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
2.70000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAF2
5432000.00000000
PA
USD
5786220.72000000
0.086719346641
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.80000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
4680000.00000000
PA
USD
4638067.20000000
0.069511720469
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.20000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BH5
3118000.00000000
PA
USD
3187749.66000000
0.047775496502
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
1.95000000
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAA1
2446000.00000000
PA
USD
2504997.52000000
0.037542941893
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.75000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WBG5
5840000.00000000
PA
USD
5918606.40000000
0.088703439580
Long
DBT
CORP
US
N
2
2021-09-09
Fixed
1.70000000
N
N
N
N
N
N
FIRST HORIZON NATIONAL
TF3RXI1ZB1TQ30H9JV10
First Horizon National Corp
320517AC9
4820000.00000000
PA
USD
4963105.80000000
0.074383144563
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
3.55000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDP7
6690000.00000000
PA
USD
6891770.40000000
0.103288459810
Long
DBT
CORP
US
N
2
2022-01-11
Fixed
2.60000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAS0
3122000.00000000
PA
USD
3249752.24000000
0.048704742635
Long
DBT
CORP
AU
N
2
2022-05-19
Fixed
2.63000000
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204AZ1
8260000.00000000
PA
USD
8469969.20000000
0.126941267995
Long
DBT
CORP
US
N
2
2022-04-23
Fixed
2.05000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BA4
695000.00000000
PA
USD
741697.05000000
0.011115974777
Long
DBT
CORP
US
N
2
2023-03-22
Fixed
3.13000000
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EF8
25000.00000000
PA
USD
26004.25000000
0.000389731342
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEU9
19210000.00000000
PA
USD
20489962.30000000
0.307087515211
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
3.30000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CE1
534000.00000000
PA
USD
572629.56000000
0.008582123585
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
7.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAS9
9830000.00000000
PA
USD
10046260.00000000
0.150565480570
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
2.40000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAH2
9306000.00000000
PA
USD
9642225.78000000
0.144510131962
Long
DBT
CORP
JP
N
2
2022-02-28
Fixed
2.95000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BE8
3276000.00000000
PA
USD
3500635.32000000
0.052464781844
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.65000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FAX1
3352000.00000000
PA
USD
3473610.56000000
0.052059755897
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.75000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCP4
4262000.00000000
PA
USD
4429965.42000000
0.066392853895
Long
DBT
CORP
US
N
2
2021-12-10
Fixed
3.38000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
33616CHQ6
2883000.00000000
PA
USD
2948847.72000000
0.044195021240
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
1.91000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816CD9
15582000.00000000
PA
USD
16186581.60000000
0.242591814007
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
2.75000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216AZ4
4780000.00000000
PA
USD
4883487.00000000
0.073189880315
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.25000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023AD7
470000.00000000
PA
USD
504972.70000000
0.007568135530
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
8.75000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBP2
2163000.00000000
PA
USD
2243355.45000000
0.033621655364
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
2.50000000
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AR1
2336000.00000000
PA
USD
2464853.76000000
0.036941298643
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
5.75000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AQ1
10078000.00000000
PA
USD
10425489.44000000
0.156249074552
Long
DBT
CORP
GB
N
2
2022-06-12
Fixed
2.38000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFS2
6189000.00000000
PA
USD
6296131.59000000
0.094361491598
Long
DBT
CORP
US
N
2
2022-12-09
Fixed
2.03000000
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LC3
14379000.00000000
PA
USD
14807350.41000000
0.221920976607
Long
DBT
CORP
US
N
2
2021-12-08
Fixed
2.90000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AV2
6821000.00000000
PA
USD
7036611.81000000
0.105459229480
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.50000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884AAZ6
3864000.00000000
PA
USD
4046651.28000000
0.060648041626
Long
DBT
US
N
2
2021-12-15
Fixed
4.63000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBB7
7034000.00000000
PA
USD
7111092.64000000
0.106575489856
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
2.85000000
N
N
N
N
N
TOTAL CAPITAL INTL SA
549300U37G2I8G4RUG09
Total Capital International SA
89153VAB5
6930000.00000000
PA
USD
7185370.50000000
0.107688708276
Long
DBT
CORP
FR
N
2
2022-02-17
Fixed
2.88000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BF4
8110000.00000000
PA
USD
8265387.60000000
0.123875159123
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.25000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172BZ1
5833000.00000000
PA
USD
6013006.38000000
0.090118232583
Long
DBT
CORP
US
N
2
2022-02-18
Fixed
2.63000000
N
N
N
N
N
N
Unum Group
549300E32YFDO6TZ8R31
Unum Group
91529YAH9
949000.00000000
PA
USD
956316.79000000
0.014332527434
Long
DBT
CORP
US
N
2
2020-09-15
Fixed
5.63000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BN3
858000.00000000
PA
USD
883045.02000000
0.013234387503
Long
DBT
CORP
US
N
2
2021-12-05
Fixed
2.45000000
N
N
N
N
N
N
Cabot Corp
K05C0SER542GQ6VLRO68
Cabot Corp
127055AH4
2570000.00000000
PA
USD
2665629.70000000
0.039950371262
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.70000000
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AH0
4320000.00000000
PA
USD
4572288.00000000
0.068525873312
Long
DBT
CORP
US
N
2
2023-03-18
Fixed
2.80000000
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAY9
8547000.00000000
PA
USD
8807085.21000000
0.131993698855
Long
DBT
CORP
GB
N
2
2023-01-13
Fixed
2.10000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AP4
875000.00000000
PA
USD
898747.50000000
0.013469723981
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.38000000
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAF2
3852000.00000000
PA
USD
3958084.08000000
0.059320665764
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.55000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BD5
10495000.00000000
PA
USD
11669390.50000000
0.174891689901
Long
DBT
US
N
2
2023-01-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJC5
13045000.00000000
PA
USD
13612587.95000000
0.204014812128
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
4.35000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BQ0
3060000.00000000
PA
USD
3095281.80000000
0.046389660601
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.20000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
71644EAB8
1534000.00000000
PA
USD
1675695.58000000
0.025114013602
Long
DBT
CORP
CA
N
2
2021-10-15
Fixed
9.25000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140BB5
8898000.00000000
PA
USD
9203557.32000000
0.137935712478
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.35000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
4047000.00000000
PA
USD
4202323.86000000
0.062981140393
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AE3
17133000.00000000
PA
USD
17925229.92000000
0.268649313997
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
3.00000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HZ6
2547000.00000000
PA
USD
2614775.67000000
0.039188210870
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
3.40000000
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BC6
4740000.00000000
PA
USD
5009658.60000000
0.075080841487
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.25000000
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BA6
4760000.00000000
PA
USD
4900420.00000000
0.073443658863
Long
DBT
CORP
US
N
2
2021-11-08
Fixed
3.13000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJD3
17355000.00000000
PA
USD
18416431.80000000
0.276011063256
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
4.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89233P5T9
4525000.00000000
PA
USD
4711746.75000000
0.070615971887
Long
DBT
CORP
US
N
2
2022-01-12
Fixed
3.30000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DV9
26930000.00000000
PA
USD
27171292.80000000
0.407222066534
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
0.75000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78012KZG5
6455000.00000000
PA
USD
6693512.25000000
0.100317121856
Long
DBT
CORP
CA
N
2
2022-02-01
Fixed
2.75000000
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DA8
5736000.00000000
PA
USD
5840624.64000000
0.087534710006
Long
DBT
CORP
AU
N
2
2021-08-19
Fixed
2.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCN0
11411000.00000000
PA
USD
12066447.84000000
0.180842474493
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.35000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFT0
4405000.00000000
PA
USD
4462837.65000000
0.066885517145
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
1.74000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AW1
90000.00000000
PA
USD
95616.00000000
0.001433017758
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
3.00000000
N
N
N
N
N
N
Newfield Exploration Co
T8W3X1PFLPW2YE0UIP44
Newfield Exploration Co
651290AP3
4826000.00000000
PA
USD
4829764.28000000
0.072384726242
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
5.75000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807CX3
4100000.00000000
PA
USD
4148749.00000000
0.062178202331
Long
DBT
US
N
2
2021-07-15
Fixed
2.50000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAV0
5730000.00000000
PA
USD
5897086.80000000
0.088380920661
Long
DBT
CORP
CA
N
2
2023-05-13
Fixed
1.90000000
N
N
N
N
N
N
Ares Capital Corp
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAR4
6090000.00000000
PA
USD
6196270.50000000
0.092864851753
Long
DBT
CORP
US
N
2
2022-01-19
Fixed
3.63000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513EAT8
3557000.00000000
PA
USD
3686545.94000000
0.055251064684
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAP6
4370000.00000000
PA
USD
4415622.80000000
0.066177897934
Long
DBT
CORP
IE
N
2
2022-07-01
Fixed
4.63000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AM3
5199000.00000000
PA
USD
5321592.42000000
0.079755861396
Long
DBT
CORP
GG
N
2
2021-04-16
Fixed
3.45000000
N
N
N
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAC7
3840000.00000000
PA
USD
3898982.40000000
0.058434896049
Long
DBT
CORP
US
N
2
2021-05-24
Fixed
3.65000000
N
N
N
N
N
N
Total Capital SA
529900QI55ZLJVCMPA71
Total Capital SA
89152UAF9
2648000.00000000
PA
USD
2704693.68000000
0.040535831615
Long
DBT
CORP
FR
N
2
2021-01-28
Fixed
4.13000000
N
N
N
N
N
N
Nordstrom Inc
549300S3IZB5P35KNV16
Nordstrom Inc
655664AP5
3218000.00000000
PA
USD
3208635.62000000
0.048088518921
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
4.00000000
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAQ4
2265000.00000000
PA
USD
2331636.30000000
0.034944739636
Long
DBT
CORP
AU
N
2
2021-11-23
Fixed
2.55000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
5726000.00000000
PA
USD
5976054.42000000
0.089564425533
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216AZ3
1755000.00000000
PA
USD
1862037.45000000
0.027906759679
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.50000000
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693476BN2
10832000.00000000
PA
USD
11305575.04000000
0.169439108585
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.30000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
3608000.00000000
PA
USD
3759283.44000000
0.056341197395
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HET5
3209000.00000000
PA
USD
3277512.15000000
0.049120786435
Long
DBT
CORP
US
N
2
2022-01-21
Fixed
1.75000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78013X6D5
8218000.00000000
PA
USD
8553376.58000000
0.128191312514
Long
DBT
CORP
CA
N
2
2022-04-29
Fixed
2.80000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AH4
2522000.00000000
PA
USD
2537510.30000000
0.038030217988
Long
DBT
CORP
US
N
2
2020-11-13
Fixed
2.15000000
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWT7
11447000.00000000
PA
USD
12131645.07000000
0.181819599539
Long
DBT
CORP
US
N
2
2023-02-23
Fixed
3.20000000
N
N
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
Lloyds Bank PLC
53944VAS8
235000.00000000
PA
USD
242921.85000000
0.003640722526
Long
DBT
CORP
GB
N
2
2022-08-14
Fixed
2.25000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JX0
4811000.00000000
PA
USD
4995646.18000000
0.074870834305
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.85000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2R3
9665000.00000000
PA
USD
9814034.30000000
0.147085063567
Long
DBT
CORP
US
N
2
2024-06-02
Fixed
1.65000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAE8
477000.00000000
PA
USD
505639.08000000
0.007578122711
Long
DBT
CORP
AU
N
2
2023-01-20
Fixed
3.00000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TEL5
2976000.00000000
PA
USD
3126258.24000000
0.046853911235
Long
DBT
CORP
US
N
2
2023-01-11
Fixed
2.70000000
N
N
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
00185AAJ3
1164000.00000000
PA
USD
1179551.04000000
0.017678187623
Long
DBT
CORP
IE
N
2
2021-03-15
Fixed
2.80000000
N
N
N
N
N
N
Rayonier Inc
HGV8VDVNL0W6SF2U9C50
Rayonier Inc
754907AA1
100000.00000000
PA
USD
100936.00000000
0.001512749754
Long
DBT
US
N
2
2022-04-01
Fixed
3.75000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L5Q0
298000.00000000
PA
USD
313296.34000000
0.004695440292
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.63000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBF7
4377000.00000000
PA
USD
4538073.60000000
0.068013094668
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.75000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AN3
6050000.00000000
PA
USD
6350019.50000000
0.095169121409
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.80000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAG5
11848000.00000000
PA
USD
12905078.56000000
0.193411215236
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.06000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
250847EG1
189000.00000000
PA
USD
193142.88000000
0.002894674291
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.90000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAQ7
1000000.00000000
PA
USD
1047220.00000000
0.015694913586
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L6U0
4276000.00000000
PA
USD
4334025.32000000
0.064954978779
Long
DBT
CORP
US
N
2
2021-08-09
Fixed
1.70000000
N
N
N
N
N
Enstar Group Ltd
213800AMAL5QFXVUCN04
Enstar Group Ltd
29359UAA7
2129000.00000000
PA
USD
2159210.51000000
0.032360556872
Long
DBT
CORP
BM
N
2
2022-03-10
Fixed
4.50000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BQ6
8639000.00000000
PA
USD
9041663.79000000
0.135509378982
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
2.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BT0
305000.00000000
PA
USD
317498.90000000
0.004758424971
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.05000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AL5
3296000.00000000
PA
USD
3436805.12000000
0.051508144774
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.65000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
3594000.00000000
PA
USD
3547745.22000000
0.053170828147
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
VMware Inc
549300BUDHS3LRWBE814
VMware Inc
928563AB1
12931000.00000000
PA
USD
13379447.08000000
0.200520679274
Long
DBT
CORP
US
N
2
2022-08-21
Fixed
2.95000000
N
N
N
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735BD1
2338000.00000000
PA
USD
2400845.44000000
0.035981992049
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BU3
6742000.00000000
PA
USD
7124069.14000000
0.106769971479
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
Block Financial LLC
N/A
Block Financial LLC
093662AE4
1752000.00000000
PA
USD
1864215.60000000
0.027939404086
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
5.50000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAL0
2549000.00000000
PA
USD
2700410.60000000
0.040471640165
Long
DBT
US
N
2
2022-07-01
Fixed
3.95000000
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081DX8
3967000.00000000
PA
USD
4028885.20000000
0.060381777527
Long
DBT
CORP
US
N
2
2021-06-03
Fixed
1.95000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAA4
2573000.00000000
PA
USD
2681271.84000000
0.040184803412
Long
DBT
CORP
US
N
2
2021-05-01
Fixed
5.80000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AW6
4718000.00000000
PA
USD
4955881.56000000
0.074274873309
Long
DBT
CORP
US
N
2
2023-02-22
Fixed
2.40000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHL9
3105000.00000000
PA
USD
3272111.10000000
0.049039839726
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.00000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAJ1
100000.00000000
PA
USD
104893.00000000
0.001572054172
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
3.88000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L5F4
2775000.00000000
PA
USD
2893797.75000000
0.043369975384
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.85000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
228227BE3
5463000.00000000
PA
USD
5854314.69000000
0.087739885759
Long
DBT
US
N
2
2022-04-15
Fixed
4.88000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAX2
1031000.00000000
PA
USD
1019494.04000000
0.015279378601
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.75000000
N
N
N
N
N
N
BALTIMORE GAS & ELECTRIC
88V8C2WYSOD1SPSSLH72
Baltimore Gas and Electric Co
059165ED8
20000.00000000
PA
USD
20604.40000000
0.000308802617
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94988J5T0
11659000.00000000
PA
USD
12095163.19000000
0.181272837680
Long
DBT
CORP
US
N
2
2021-10-22
Fixed
3.63000000
N
N
N
N
N
N
State Street Global Advisors
5493008BJIBKQ5KTIF74
State Street Navigator Securities Lending Government Money Market Portfolio
857492706
166487327.50000000
NS
USD
166487327.50000000
2.495181736674
Long
STIV
RF
US
N
1
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AP5
4311000.00000000
PA
USD
4524308.28000000
0.067806790828
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.55000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RS2
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2021-03-04
Fixed
2.50000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPF4
3324000.00000000
PA
USD
3442101.72000000
0.051587526068
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
1.95000000
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBU9
6493000.00000000
PA
USD
6757200.17000000
0.101271626546
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
3.40000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
Realty Income Corp
756109AN4
3702000.00000000
PA
USD
3900797.40000000
0.058462097849
Long
DBT
US
N
2
2022-10-15
Fixed
3.25000000
N
N
N
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
96332HCE7
3899000.00000000
PA
USD
4161948.56000000
0.062376027003
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
4.70000000
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BQ2
2020000.00000000
PA
USD
2120434.40000000
0.031779410890
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SA0
2339000.00000000
PA
USD
2377008.75000000
0.035624746399
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
2.10000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865AY6
4032000.00000000
PA
USD
4186990.08000000
0.062751329702
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
2.38000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AN9
5984000.00000000
PA
USD
6361171.52000000
0.095336259154
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.10000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2S2
1401000.00000000
PA
USD
1449222.42000000
0.021719811165
Long
DBT
CORP
US
N
2
2022-06-09
Fixed
2.40000000
N
N
N
N
N
N
FIRST NIAGARA FIN GRP
W4U8KD36H4XNDYC19F59
First Niagara Financial Group Inc
33582VAC2
105000.00000000
PA
USD
113568.00000000
0.001702068281
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
7.25000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBG3
10559000.00000000
PA
USD
11541514.95000000
0.172975191260
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.45000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBC2
3334000.00000000
PA
USD
3424851.50000000
0.051328993275
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
2.88000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BF3
5741000.00000000
PA
USD
5989757.53000000
0.089769797019
Long
DBT
CORP
US
N
2
2022-03-07
Fixed
3.00000000
N
N
N
N
N
N
NATIONAL OILWELL VARCO I
549300EHF3IW1AR6U008
National Oilwell Varco Inc
637071AJ0
2338000.00000000
PA
USD
2353220.38000000
0.035268224931
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.60000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
Bank of America NA
06050TMJ8
2866000.00000000
PA
USD
2990441.72000000
0.044818399552
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.34000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BJ0
4205000.00000000
PA
USD
4395864.95000000
0.065881782744
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.90000000
N
N
N
N
N
N
COVIDIEN INTL FINANCE SA
549300938QUWMPITJ642
Covidien International Finance SA
22303QAN0
4879000.00000000
PA
USD
5103726.74000000
0.076490661132
Long
DBT
CORP
LU
N
2
2022-06-15
Fixed
3.20000000
N
N
N
N
N
N
Avnet Inc
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AR4
732000.00000000
PA
USD
779946.00000000
0.011689220098
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
4.88000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BN0
4055000.00000000
PA
USD
4159416.25000000
0.062338074723
Long
DBT
CORP
GB
N
2
2024-05-22
Fixed
2.36000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAA3
9403000.00000000
PA
USD
9762100.57000000
0.146306721476
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.60000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBF6
8291000.00000000
PA
USD
8622805.82000000
0.129231863614
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.90000000
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAB5
20367000.00000000
PA
USD
20759064.75000000
0.311120612075
Long
DBT
CORP
IE
N
2
2021-09-23
Fixed
2.40000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAJ1
5542000.00000000
PA
USD
5709590.08000000
0.085570866596
Long
DBT
CORP
US
N
2
2022-03-06
Fixed
2.40000000
N
N
N
N
N
ABB Finance USA Inc
5493002Y01YAFV45F528
ABB Finance USA Inc
00037BAE2
134000.00000000
PA
USD
142320.06000000
0.002132981649
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
3.38000000
N
N
N
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp
017175AC4
59000.00000000
PA
USD
63603.77000000
0.000953243515
Long
DBT
CORP
US
N
2
2022-06-27
Fixed
4.95000000
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAD7
7773000.00000000
PA
USD
7594842.84000000
0.113825559169
Long
DBT
CORP
IE
N
2
2023-01-23
Fixed
3.30000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKM0
2797000.00000000
PA
USD
2901943.44000000
0.043492056609
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.88000000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
BBVA USA
20453KAB1
3200000.00000000
PA
USD
3281280.00000000
0.049177256022
Long
DBT
CORP
US
N
2
2022-06-29
Fixed
2.88000000
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AT6
795000.00000000
PA
USD
826386.60000000
0.012385235457
Long
DBT
CORP
US
N
2
2022-08-22
Fixed
2.50000000
N
N
N
N
N
N
WPP Finance 2010
549300OJB3S151W7KN44
WPP Finance 2010
92936MAC1
4692000.00000000
PA
USD
4888407.12000000
0.073263619222
Long
DBT
CORP
GB
N
2
2022-09-07
Fixed
3.63000000
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAN9
8478000.00000000
PA
USD
9074596.86000000
0.136002954055
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
4.40000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CP1
2878000.00000000
PA
USD
2976341.26000000
0.044607072896
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBJ2
3650000.00000000
PA
USD
3798372.50000000
0.056927033627
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.45000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETG4
5899000.00000000
PA
USD
6279544.49000000
0.094112897127
Long
DBT
CORP
US
N
2
2023-03-06
Fixed
2.80000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GRK2
7210000.00000000
PA
USD
7241724.00000000
0.108533290420
Long
DBT
CORP
CA
N
2
2023-06-23
Fixed
0.95000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBG3
10930000.00000000
PA
USD
11138216.50000000
0.166930869798
Long
DBT
CORP
US
N
2
2021-11-19
Fixed
2.15000000
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAE5
6377000.00000000
PA
USD
6636735.21000000
0.099466192026
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.13000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2A8
12220000.00000000
PA
USD
12475153.60000000
0.186967836485
Long
DBT
CORP
CH
N
2
2021-11-12
Fixed
2.10000000
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BG2
4725000.00000000
PA
USD
4866183.00000000
0.072930541508
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
3.25000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
12201000.00000000
PA
USD
12629865.15000000
0.189286532087
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AN6
437000.00000000
PA
USD
451941.03000000
0.006773338373
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.50000000
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EZ7
3756000.00000000
PA
USD
3908193.12000000
0.058572939111
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.95000000
N
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AS2
7988000.00000000
PA
USD
8361439.00000000
0.125314702316
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.75000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAK7
815000.00000000
PA
USD
863802.20000000
0.012945991180
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.35000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGJ8
5135000.00000000
PA
USD
5216646.50000000
0.078183014100
Long
DBT
CORP
US
N
2
2021-10-07
Fixed
1.80000000
N
N
N
N
N
EXPRESS SCRIPTS HOLDING
5493003UA6VMND084504
Express Scripts Holding Co
30219GAF5
2103000.00000000
PA
USD
2160895.59000000
0.032385811532
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.90000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAP4
1472000.00000000
PA
USD
1547896.32000000
0.023198658335
Long
DBT
CORP
US
N
2
2022-11-06
Fixed
3.20000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GD9
2308000.00000000
PA
USD
2343266.24000000
0.035119040073
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
2.40000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAM3
4348000.00000000
PA
USD
4397132.40000000
0.065900778293
Long
DBT
CORP
IE
N
2
2021-10-01
Fixed
5.00000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAE3
7056000.00000000
PA
USD
7495800.48000000
0.112341189808
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.63000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAU5
8030000.00000000
PA
USD
8135433.90000000
0.121927514796
Long
DBT
CORP
US
N
2
2021-09-19
Fixed
1.63000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FA2
2845000.00000000
PA
USD
2859367.25000000
0.042853958002
Long
DBT
CORP
US
N
2
2020-10-23
Fixed
1.90000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BP6
3355000.00000000
PA
USD
3509967.45000000
0.052604644504
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.38000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAU1
6326000.00000000
PA
USD
6647740.36000000
0.099631128600
Long
DBT
CORP
US
N
2
2022-11-03
Fixed
2.88000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAB7
11465000.00000000
PA
USD
11881064.85000000
0.178064099358
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.97000000
N
N
N
N
N
N
Prospect Capital Corp
549300FSD8T39P5Q0O47
Prospect Capital Corp
74348TAJ1
100000.00000000
PA
USD
99585.00000000
0.001492502023
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
5.88000000
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBB0
13287000.00000000
PA
USD
14314085.10000000
0.214528302274
Long
DBT
CORP
GB
N
2
2024-05-16
Fixed
4.34000000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86960BAQ5
5664000.00000000
PA
USD
5758022.40000000
0.086296732295
Long
DBT
CORP
SE
N
2
2021-09-07
Fixed
1.88000000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760761AD8
46000.00000000
PA
USD
48863.04000000
0.000732320993
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
5.25000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
19416QDY3
120000.00000000
PA
USD
123506.40000000
0.001851017241
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2.45000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CR6
2094000.00000000
PA
USD
2135670.60000000
0.032007759129
Long
DBT
CORP
US
N
2
2021-03-30
Fixed
4.60000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBD3
2914000.00000000
PA
USD
3034231.64000000
0.045474688594
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.00000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457BQ0
6409000.00000000
PA
USD
6638442.20000000
0.099491775056
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.35000000
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BH0
2905000.00000000
PA
USD
3086853.00000000
0.046263336345
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
3.55000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBL8
5678000.00000000
PA
USD
5885247.00000000
0.088203475007
Long
DBT
CORP
US
N
2
2022-03-09
Fixed
3.05000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCP9
8025000.00000000
PA
USD
8247212.25000000
0.123602761205
Long
DBT
CORP
US
N
2
2021-11-06
Fixed
4.20000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BP6
3177000.00000000
PA
USD
3196951.56000000
0.047913407376
Long
DBT
CORP
NL
N
2
2020-11-10
Fixed
2.25000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EAQ2
551000.00000000
PA
USD
574621.37000000
0.008611975274
Long
DBT
US
N
2
2022-09-15
Fixed
2.95000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
5018000.00000000
PA
USD
5232519.50000000
0.078420906198
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
Anadarko Petroleum Corp
B78FQ7XBQFLP4AYJ6F79
Anadarko Petroleum Corp
032511BM8
1.00000000
PA
USD
0.95000000
0.000000014237
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
4.85000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159TE6
19913000.00000000
PA
USD
20514770.86000000
0.307459326488
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
1.95000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
2897000.00000000
PA
USD
3145939.21000000
0.047148874207
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.13000000
N
N
N
N
N
N
Colgate-Palmolive Co
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
19416QEL0
63000.00000000
PA
USD
65715.93000000
0.000984898915
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.25000000
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BB2
3261000.00000000
PA
USD
3371058.75000000
0.050522789647
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AT2
5859000.00000000
PA
USD
6165953.01000000
0.092410476946
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
2.65000000
N
N
N
N
N
N
AMERICAN EXPRESS CREDIT
9ET6B8VCXWW51H8Z3M54
American Express Credit Corp
0258M0EG0
7128000.00000000
PA
USD
7375056.48000000
0.110531573256
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.70000000
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306SAA4
1385000.00000000
PA
USD
1441785.00000000
0.021608344936
Long
DBT
CORP
US
N
2
2022-05-22
Fixed
3.18000000
N
N
N
N
N
N
Praxair Inc
ZU69GUVJQGZ6Z1UOOO79
Praxair Inc
74005PBB9
2620000.00000000
PA
USD
2696792.20000000
0.040417410418
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.20000000
N
N
N
N
N
N
PEOPLE'S UNITED FIN INC
ROPY7PEPIPIDJNF0BO69
People's United Financial Inc
712704AA3
354000.00000000
PA
USD
368248.50000000
0.005519020249
Long
DBT
CORP
US
N
2
2022-12-06
Fixed
3.65000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BA9
4758000.00000000
PA
USD
5005035.36000000
0.075011551985
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.15000000
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVA4
6209000.00000000
PA
USD
6383410.81000000
0.095669564224
Long
DBT
CORP
US
N
2
2022-06-13
Fixed
1.95000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UBP3
2105000.00000000
PA
USD
2181285.20000000
0.032691395046
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.75000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAE8
9385000.00000000
PA
USD
9774383.65000000
0.146490810663
Long
DBT
CORP
US
N
2
2022-09-21
Fixed
2.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GT2
232000.00000000
PA
USD
247022.00000000
0.003702172364
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RP83
4201000.00000000
PA
USD
4376601.80000000
0.065593081732
Long
DBT
CORP
US
N
2
2022-05-10
Fixed
2.65000000
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DT2
4218000.00000000
PA
USD
4354831.92000000
0.065266811812
Long
DBT
CORP
US
N
2
2022-05-02
Fixed
2.25000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BS7
10597000.00000000
PA
USD
11318549.73000000
0.169633563082
Long
DBT
CORP
US
N
2
2023-02-27
Fixed
3.40000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PBT8
2959000.00000000
PA
USD
3053717.59000000
0.045766728759
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.38000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAA5
8206000.00000000
PA
USD
8469412.60000000
0.126932926110
Long
DBT
CORP
US
N
2
2022-02-07
Fixed
2.60000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAE6
9831000.00000000
PA
USD
10175871.48000000
0.152507995971
Long
DBT
CORP
US
N
2
2023-04-25
Fixed
2.78000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518CT1
2467000.00000000
PA
USD
2561091.38000000
0.038383632756
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.85000000
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BY4
9456000.00000000
PA
USD
9831308.64000000
0.147343957852
Long
DBT
CORP
US
N
2
2021-11-05
Fixed
3.70000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFE9
6237000.00000000
PA
USD
6684255.27000000
0.100178385486
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.35000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155QAG8
1178000.00000000
PA
USD
1232400.04000000
0.018470247064
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.85000000
N
N
N
N
N
N
LG&E AND KU ENERGY LLC
N/A
LG&E and KU Energy LLC
50188FAD7
2204000.00000000
PA
USD
2212066.64000000
0.033152723173
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAQ2
8702000.00000000
PA
USD
9115083.94000000
0.136609742716
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
5.20000000
N
N
N
N
N
N
Campbell Soup Co
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429AY5
3857000.00000000
PA
USD
3970704.36000000
0.059509808641
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
2.50000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22546QAR8
13969000.00000000
PA
USD
14432770.80000000
0.216307070637
Long
DBT
CORP
CH
N
2
2021-10-29
Fixed
3.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAH7
3151000.00000000
PA
USD
3253596.56000000
0.048762358294
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
4.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BH0
8595000.00000000
PA
USD
8829127.80000000
0.132324055939
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.75000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHC7
6531000.00000000
PA
USD
6808632.81000000
0.102042458692
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAD7
3132000.00000000
PA
USD
3170617.56000000
0.047518733999
Long
DBT
CORP
GB
N
2
2021-01-08
Fixed
3.13000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BA1
10560000.00000000
PA
USD
10904044.80000000
0.163421287670
Long
DBT
CORP
US
N
2
2022-02-12
Fixed
2.38000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBE6
14117000.00000000
PA
USD
14690714.88000000
0.220172934587
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
2.80000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JE8
7690000.00000000
PA
USD
7705303.10000000
0.115481051076
Long
DBT
CORP
US
N
2
2022-06-16
Fixed
1.75000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCB2
2751000.00000000
PA
USD
2861012.49000000
0.042878615571
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.50000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
ANGGYXNX0JLX3X63JN86
Credit Suisse AG/New York NY
22550L2D2
7390000.00000000
PA
USD
7437813.30000000
0.111472123347
Long
DBT
CORP
CH
N
2
2023-05-05
Fixed
1.00000000
N
N
N
N
N
N
HUNTINGTON NATIONAL BANK
2WHM8VNJH63UN14OL754
Huntington National Bank/The
44644AAH0
3777000.00000000
PA
USD
3937295.88000000
0.059009108496
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.13000000
N
N
N
N
N
N
State Street Global Advisors
549300BZ5TGIFZUZDZ37
State Street Institutional US Government Money Market Fund
857492706
133086796.52000000
NS
USD
133086796.52000000
1.994600724606
Long
STIV
RF
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBA0
7943000.00000000
PA
USD
8289711.95000000
0.124239713439
Long
DBT
CORP
US
N
2
2022-02-14
Fixed
3.49000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QBZ0
409000.00000000
PA
USD
428198.46000000
0.006417503320
Long
DBT
CORP
GB
N
2
2022-05-06
Fixed
3.25000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BR9
1154000.00000000
PA
USD
1162551.14000000
0.017423406430
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
1.70000000
N
N
N
N
N
Host Hotels & Resorts LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAT3
1299000.00000000
PA
USD
1346491.44000000
0.020180159656
Long
DBT
US
N
2
2023-03-01
Fixed
4.75000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AC1
3430000.00000000
PA
USD
3580714.20000000
0.053664941411
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
2.80000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BlackRock Inc
09247XAJ0
4670000.00000000
PA
USD
4931660.10000000
0.073911861027
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.38000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BR6
10600000.00000000
PA
USD
11111980.00000000
0.166537657674
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.15000000
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89233P7F7
1573000.00000000
PA
USD
1647623.12000000
0.024693285547
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
2.63000000
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBL5
28200000.00000000
PA
USD
28937430.00000000
0.433691548339
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
1.57000000
N
N
N
N
N
N
SUMITOMO MITSUI BANKING
5U0XI89JRFVHWIBS4F54
Sumitomo Mitsui Banking Corp
865622AZ7
11000.00000000
PA
USD
11589.16000000
0.000173689257
Long
DBT
CORP
JP
N
2
2023-01-18
Fixed
3.00000000
N
N
N
N
N
N
CC HOLDINGS GS V LLC/CRO
N/A
CC Holdings GS V LLC / Crown Castle GS III Corp
14987BAE3
851000.00000000
PA
USD
918339.63000000
0.013763355489
Long
DBT
US
N
2
2023-04-15
Fixed
3.85000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DG5
10129000.00000000
PA
USD
10478045.34000000
0.157036741240
Long
DBT
CORP
AU
N
2
2022-01-11
Fixed
2.80000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAF8
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
IE
N
2
2021-05-15
Fixed
4.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2T5
7644000.00000000
PA
USD
7952206.08000000
0.119181439662
Long
DBT
CORP
US
N
2
2022-02-26
Fixed
2.95000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AF5
4849000.00000000
PA
USD
4997476.38000000
0.074898263910
Long
DBT
CORP
US
N
2
2021-11-18
Fixed
3.30000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MR9
22510000.00000000
PA
USD
22940841.40000000
0.343819372590
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
1.68000000
N
N
N
N
N
Toyota Motor Corp
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AB5
4175000.00000000
PA
USD
4290063.00000000
0.064296105941
Long
DBT
CORP
JP
N
2
2021-07-20
Fixed
3.18000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BK5
2515000.00000000
PA
USD
2655739.40000000
0.039802143188
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.05000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAL5
695000.00000000
PA
USD
717775.15000000
0.010757452066
Long
DBT
CORP
US
N
2
2022-05-26
Fixed
2.65000000
N
N
N
N
N
N
FIRST REPUBLIC BANK
YWC0TIKBQM2JV8L4IV08
First Republic Bank/CA
336158AK6
1869000.00000000
PA
USD
1921369.38000000
0.028795980200
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.50000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TCZ6
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2021-04-08
Fixed
1.90000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CV0
50099000.00000000
PA
USD
53774763.63000000
0.805934061879
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDQ4
8355000.00000000
PA
USD
8710087.50000000
0.130539973109
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.95000000
N
N
N
N
N
Nucor Corp
549300GGJCRSI2TIEJ46
Nucor Corp
670346AL9
4184000.00000000
PA
USD
4457340.72000000
0.066803133461
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.13000000
N
N
N
N
N
N
Beam Suntory Inc
EWRDABCN7XBHM37LIA98
Beam Suntory Inc
073730AE3
1043000.00000000
PA
USD
1076897.50000000
0.016139696724
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.25000000
N
N
N
N
N
N
FS KKR Capital Corp
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AC1
3088000.00000000
PA
USD
3066322.24000000
0.045955637386
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
4.75000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918AT1
1365000.00000000
PA
USD
1435939.05000000
0.021520730414
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.38000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
36000.00000000
PA
USD
36502.56000000
0.000547071794
Long
DBT
CORP
NL
Y
2
2021-07-19
Fixed
1.88000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AK0
5740000.00000000
PA
USD
5894406.00000000
0.088340742929
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
2.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
16069000.00000000
PA
USD
17042620.71000000
0.255421458072
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.13000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3C1
6324000.00000000
PA
USD
6545466.48000000
0.098098327747
Long
DBT
CORP
US
N
2
2022-11-18
Fixed
1.95000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159JG2
6964000.00000000
PA
USD
7222642.96000000
0.108247318729
Long
DBT
CORP
CA
N
2
2022-03-07
Fixed
2.70000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAF8
2500000.00000000
PA
USD
2578050.00000000
0.038637795277
Long
DBT
CORP
US
N
2
2022-06-26
Fixed
2.00000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AB6
11537000.00000000
PA
USD
12010939.96000000
0.180010565840
Long
DBT
CORP
US
N
2
2022-12-05
Fixed
2.36000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA
F3JS33DEI6XQ4ZBPTN86
Skandinaviska Enskilda Banken AB
830505AT0
6601000.00000000
PA
USD
6703447.52000000
0.100466023906
Long
DBT
CORP
SE
N
2
2021-09-13
Fixed
1.88000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BJ6
1854000.00000000
PA
USD
1926083.52000000
0.028866632040
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.00000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AR9
838000.00000000
PA
USD
906816.56000000
0.013590656736
Long
DBT
CORP
GB
N
2
2023-08-17
Fixed
3.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBH2
10875000.00000000
PA
USD
11506076.25000000
0.172444063766
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
2.94000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DB0
6587000.00000000
PA
USD
6765178.35000000
0.101391197262
Long
DBT
US
N
2
2022-06-15
Fixed
2.63000000
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAQ6
4111000.00000000
PA
USD
4179735.92000000
0.062642610031
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAX9
3162000.00000000
PA
USD
3308906.52000000
0.049591300677
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.25000000
N
N
N
N
N
N
Ally Financial Inc
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBG4
1979000.00000000
PA
USD
2015176.12000000
0.030201882187
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
4.25000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
Dignity Health
254010AA9
497000.00000000
PA
USD
512024.31000000
0.007673819540
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.13000000
N
N
N
N
N
N
Husky Energy Inc
N/A
Husky Energy Inc
448055AJ2
5383000.00000000
PA
USD
5507401.13000000
0.082540616889
Long
DBT
CORP
CA
N
2
2022-04-15
Fixed
3.95000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBS7
3879000.00000000
PA
USD
3981056.49000000
0.059664958262
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
1.80000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAP7
5435000.00000000
PA
USD
5567233.55000000
0.083437338362
Long
DBT
CORP
KY
N
2
2021-11-28
Fixed
3.13000000
N
N
N
N
N
Tech Data Corp
549300EK847TAWPJWF34
Tech Data Corp
878237AG1
3918000.00000000
PA
USD
3906206.82000000
0.058543170001
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.70000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AM7
2977000.00000000
PA
USD
3064523.80000000
0.045928683775
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.60000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254ABC1
7235000.00000000
PA
USD
7459357.35000000
0.111795008704
Long
DBT
CORP
AU
N
2
2022-12-13
Fixed
1.88000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AJ9
13874000.00000000
PA
USD
14400379.56000000
0.215821616088
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
3.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2B8
31970000.00000000
PA
USD
33264145.60000000
0.498536974756
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.63000000
N
N
N
N
N
N
Celgene Corp
4SIHMF0MOSTTL8CD0X64
Celgene Corp
151020AQ7
23000.00000000
PA
USD
22974.70000000
0.000344326818
Long
DBT
CORP
US
N
2
2020-08-15
Fixed
2.88000000
N
N
N
N
N
N
MUFG UNION BANK NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAK7
3554000.00000000
PA
USD
3665702.22000000
0.054938675326
Long
DBT
CORP
US
N
2
2022-12-09
Fixed
2.10000000
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJE1
20287000.00000000
PA
USD
21435447.07000000
0.321257700809
Long
DBT
CORP
US
N
2
2022-09-23
Fixed
3.25000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAJ8
3602000.00000000
PA
USD
3760776.16000000
0.056363569114
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
4.65000000
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AW1
9474000.00000000
PA
USD
9785126.16000000
0.146651810994
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAH4
518000.00000000
PA
USD
538569.78000000
0.008071662264
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.05000000
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBJ1
7501000.00000000
PA
USD
7786638.08000000
0.116700036087
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
2.20000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAZ5
2975000.00000000
PA
USD
3037802.25000000
0.045528202101
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BG6
4367000.00000000
PA
USD
4555261.37000000
0.068270691510
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.63000000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG Industries Inc
693506BN6
1000000.00000000
PA
USD
1058060.00000000
0.015857375020
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.20000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAF2
4038000.00000000
PA
USD
4225484.34000000
0.063328251537
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
3.67000000
N
N
N
N
N
N
BGC Partners Inc
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAK7
3308000.00000000
PA
USD
3434134.04000000
0.051468112718
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.38000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBB0
23922000.00000000
PA
USD
24732955.80000000
0.370678180332
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
2.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAC6
11559000.00000000
PA
USD
12200062.14000000
0.182844981027
Long
DBT
CORP
US
N
2
2022-12-14
Fixed
2.80000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAV7
11963000.00000000
PA
USD
12389839.84000000
0.185689220635
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.76000000
N
N
N
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932AG2
2650000.00000000
PA
USD
2749666.50000000
0.041209849036
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
2.85000000
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AL1
5290000.00000000
PA
USD
5703625.10000000
0.085481468145
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBN1
1100000.00000000
PA
USD
1145892.00000000
0.017173732280
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.63000000
N
N
N
N
N
N
Unilever Capital Corp
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AT4
4443000.00000000
PA
USD
4492272.87000000
0.067326669180
Long
DBT
CORP
US
N
2
2021-07-28
Fixed
1.38000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BX6
14148000.00000000
PA
USD
14473969.92000000
0.216924530796
Long
DBT
CORP
DE
N
2
2021-10-14
Fixed
4.25000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AA9
2587000.00000000
PA
USD
2695654.00000000
0.040400351967
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
4.38000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDF5
2709000.00000000
PA
USD
2772200.97000000
0.041547578032
Long
DBT
CORP
US
N
2
2022-05-20
Fixed
1.95000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KM2
4984000.00000000
PA
USD
5186300.56000000
0.077728212906
Long
DBT
CORP
US
N
2
2023-07-30
Fixed
2.10000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCZ9
6534000.00000000
PA
USD
6793530.48000000
0.101816116792
Long
DBT
CORP
GB
N
2
2022-03-17
Fixed
3.06000000
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
14493000.00000000
PA
USD
15319680.72000000
0.229599382236
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.40000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BS8
102000.00000000
PA
USD
107306.04000000
0.001608218927
Long
DBT
CORP
US
N
2
2022-11-30
Fixed
3.05000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAL5
4970000.00000000
PA
USD
5211889.90000000
0.078111725903
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.05000000
N
N
N
N
N
N
Public Storage
549300LMZF40TKJ6DM64
Public Storage
74460DAB5
1717000.00000000
PA
USD
1785370.94000000
0.026757742043
Long
DBT
US
N
2
2022-09-15
Fixed
2.37000000
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FN9
194000.00000000
PA
USD
203312.00000000
0.003047081101
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
Southwest Airlines Co
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BD9
1260000.00000000
PA
USD
1279706.40000000
0.019179237756
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
2.75000000
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
893526DM2
4333000.00000000
PA
USD
4469186.19000000
0.066980664093
Long
DBT
CORP
CA
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAF1
3230000.00000000
PA
USD
3314303.00000000
0.049672178895
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.88000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAH4
6568000.00000000
PA
USD
6846483.20000000
0.102609730708
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBE3
7036000.00000000
PA
USD
7087784.96000000
0.106226172593
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
3.50000000
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFX8
3090000.00000000
PA
USD
3199787.70000000
0.047955913222
Long
DBT
CORP
US
N
2
2022-04-12
Fixed
2.65000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCD5
6400000.00000000
PA
USD
6681664.00000000
0.100139549560
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
2.60000000
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBL4
1300000.00000000
PA
USD
1342120.00000000
0.020114643935
Long
DBT
CORP
US
N
2
2023-02-14
Fixed
1.75000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
23776000.00000000
PA
USD
24736074.88000000
0.370724926662
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEM7
6679000.00000000
PA
USD
7210047.29000000
0.108058544687
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCW4
6790000.00000000
PA
USD
7255929.80000000
0.108746195830
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
5.20000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAA8
3368000.00000000
PA
USD
3598236.48000000
0.053927551627
Long
DBT
US
N
2
2022-03-15
Fixed
4.70000000
N
N
N
N
N
N
Northern Trust Corp
549300GLF98S992BC502
Northern Trust Corp
665859AN4
104000.00000000
PA
USD
108342.00000000
0.001623745084
Long
DBT
CORP
US
N
2
2022-08-02
Fixed
2.38000000
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114QBL1
7285000.00000000
PA
USD
7395076.35000000
0.110831615396
Long
DBT
CORP
CA
N
2
2021-07-13
Fixed
1.80000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAU0
2815000.00000000
PA
USD
2902546.50000000
0.043501094800
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
4.20000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AK2
3509000.00000000
PA
USD
3562091.17000000
0.053385834016
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BN9
3864000.00000000
PA
USD
4050360.72000000
0.060703635809
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.63000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TEC5
84000.00000000
PA
USD
86704.80000000
0.001299463669
Long
DBT
CORP
US
N
2
2022-09-08
Fixed
2.15000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABE8
1520000.00000000
PA
USD
1611093.60000000
0.024145809697
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.38000000
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
136069TY7
6804000.00000000
PA
USD
7072758.00000000
0.106000960280
Long
DBT
CORP
CA
N
2
2022-06-16
Fixed
2.55000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CZ2
974000.00000000
PA
USD
1001885.62000000
0.015015477386
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
2.95000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AB4
4516000.00000000
PA
USD
4687291.88000000
0.070249461439
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.50000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAC9
5384000.00000000
PA
USD
5581323.60000000
0.083648509002
Long
DBT
CORP
ES
N
2
2022-04-11
Fixed
3.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CU2
3855000.00000000
PA
USD
3998791.50000000
0.059930756709
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BM0
14282000.00000000
PA
USD
14805720.94000000
0.221896555386
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TG38
1459000.00000000
PA
USD
1519650.63000000
0.022775334045
Long
DBT
CORP
CA
N
2
2022-09-11
Fixed
2.35000000
N
N
N
N
N
PPL ELECTRIC UTILITIES
N/A
PPL Electric Utilities Corp
69351UAP8
130000.00000000
PA
USD
133010.80000000
0.001993461748
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AJ2
1050000.00000000
PA
USD
1078287.00000000
0.016160521462
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.50000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CH5
2657000.00000000
PA
USD
2673313.98000000
0.040065537236
Long
DBT
CORP
US
N
2
2020-11-10
Fixed
1.95000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CQ1
9160000.00000000
PA
USD
9472905.60000000
0.141972493650
Long
DBT
CORP
US
N
2
2022-05-11
Fixed
2.30000000
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AS2
2865000.00000000
PA
USD
2953900.95000000
0.044270755096
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.45000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DH1
2186000.00000000
PA
USD
2280369.62000000
0.034176394769
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.80000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BR9
1065000.00000000
PA
USD
1105565.85000000
0.016569355512
Long
DBT
CORP
DE
N
2
2023-02-27
Fixed
3.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHF9
26350000.00000000
PA
USD
28132314.00000000
0.421625099983
Long
DBT
CORP
US
N
2
2024-03-05
Fixed
3.55000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCT1
980000.00000000
PA
USD
1011017.00000000
0.015152331362
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
2.55000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKD0
2104000.00000000
PA
USD
2159019.60000000
0.032357695663
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.80000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G6F6
10346000.00000000
PA
USD
10813225.36000000
0.162060156997
Long
DBT
CORP
US
N
2
2022-09-07
Fixed
3.15000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AZ5
7000.00000000
PA
USD
7391.02000000
0.000110770821
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.70000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DD6
135000.00000000
PA
USD
140367.60000000
0.002103719707
Long
DBT
US
N
2
2023-06-01
Fixed
2.75000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAN3
10634000.00000000
PA
USD
11077012.44000000
0.166013591257
Long
DBT
CORP
US
N
2
2022-08-09
Fixed
2.85000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAB9
8395000.00000000
PA
USD
8858236.10000000
0.132760308353
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
2060000.00000000
PA
USD
2078313.40000000
0.031148134315
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAM0
3550000.00000000
PA
USD
3682450.50000000
0.055189685436
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
2.40000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AY6
8179000.00000000
PA
USD
8414882.36000000
0.126115669560
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.15000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBS4
6921000.00000000
PA
USD
7036719.12000000
0.105460837758
Long
DBT
CORP
US
N
2
2022-01-14
Fixed
3.45000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPC1
6284000.00000000
PA
USD
6541518.32000000
0.098039155816
Long
DBT
CORP
US
N
2
2022-05-23
Fixed
2.65000000
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNX7
7309000.00000000
PA
USD
7598948.03000000
0.113887084543
Long
DBT
CORP
US
N
2
2021-11-16
Fixed
3.45000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAS8
2565000.00000000
PA
USD
2659571.55000000
0.039859576452
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.60000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAH2
3180000.00000000
PA
USD
3231802.20000000
0.048435721487
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
2.30000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CS4
6771000.00000000
PA
USD
6887190.36000000
0.103219817756
Long
DBT
CORP
US
N
2
2021-07-01
Fixed
2.35000000
N
N
N
N
N
N
Primerica Inc
254900621R686KJR7022
Primerica Inc
74164MAA6
270000.00000000
PA
USD
286029.90000000
0.004286792234
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.75000000
N
N
N
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AQ1
5878000.00000000
PA
USD
6086786.56000000
0.091223992165
Long
DBT
CORP
AU
N
2
2022-02-24
Fixed
2.88000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AK5
6784000.00000000
PA
USD
6936504.32000000
0.103958896785
Long
DBT
CORP
GB
N
2
2021-07-06
Fixed
3.10000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BT2
3551000.00000000
PA
USD
3594215.67000000
0.053867290875
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAC2
22426000.00000000
PA
USD
23004142.28000000
0.344768076626
Long
DBT
CORP
US
N
2
2022-10-31
Fixed
2.88000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CC2
8066000.00000000
PA
USD
8164727.84000000
0.122366549437
Long
DBT
CORP
US
N
2
2021-08-04
Fixed
1.55000000
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BJ6
1500000.00000000
PA
USD
1564245.00000000
0.023443679553
Long
DBT
CORP
US
N
2
2022-05-17
Fixed
3.13000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160CD4
4610000.00000000
PA
USD
4750466.70000000
0.071196276188
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.25000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAU2
6864000.00000000
PA
USD
7099435.20000000
0.106400777270
Long
DBT
CORP
AU
N
2
2022-01-10
Fixed
2.80000000
N
N
N
N
N
N
CenterPoint Energy Inc
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAT4
3866000.00000000
PA
USD
4013410.58000000
0.060149856036
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
3.60000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AR3
1600000.00000000
PA
USD
1654944.00000000
0.024803005165
Long
DBT
CORP
US
N
2
2021-07-15
Fixed
4.80000000
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAP4
3865000.00000000
PA
USD
4136168.40000000
0.061989654146
Long
DBT
CORP
JP
N
2
2023-03-05
Fixed
3.55000000
N
N
N
N
N
N
HP Inc
WHKXQACZ14C5XRO8LW03
HP Inc
428236BX0
2629000.00000000
PA
USD
2810401.00000000
0.042120090178
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.05000000
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EAZ9
3661000.00000000
PA
USD
3807549.83000000
0.057064576265
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.90000000
N
N
N
N
N
N
CITIZENS BANK NA/RI
DRMSV1Q0EKMEXLAU1P80
Citizens Bank NA/Providence RI
17401QAQ4
1380000.00000000
PA
USD
1463628.00000000
0.021935710721
Long
DBT
CORP
US
N
2
2023-03-29
Fixed
3.70000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097AY7
15000000.00000000
PA
USD
16595100.00000000
0.248714367994
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
6.10000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550AU2
2377000.00000000
PA
USD
2466517.82000000
0.036966238272
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
4182000.00000000
PA
USD
4626212.04000000
0.069334044611
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BD9
5338000.00000000
PA
USD
5756125.54000000
0.086268303642
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.38000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BE1
3105000.00000000
PA
USD
3169894.50000000
0.047507897341
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
3.50000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
6270000.00000000
PA
USD
6377467.80000000
0.095580495042
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.14000000
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAE4
4180000.00000000
PA
USD
4340010.40000000
0.065044678472
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.35000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216AV2
8364000.00000000
PA
USD
8647288.68000000
0.129598793554
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
3.30000000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAL7
3329000.00000000
PA
USD
3519618.54000000
0.052749287485
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AM8
8234000.00000000
PA
USD
8545986.26000000
0.128080552183
Long
DBT
CORP
US
N
2
2021-12-05
Fixed
3.30000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAN7
1015000.00000000
PA
USD
1051925.70000000
0.015765438933
Long
DBT
CORP
US
N
2
2025-04-24
Fixed
1.60000000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159SH0
2466000.00000000
PA
USD
2541262.32000000
0.038086450327
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
2.00000000
N
N
N
N
N
N
Baidu Inc
254900AL64IANZYI1E02
Baidu Inc
056752AH1
935000.00000000
PA
USD
957514.80000000
0.014350482270
Long
DBT
CORP
KY
N
2
2022-07-06
Fixed
2.88000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAJ7
2635000.00000000
PA
USD
2749727.90000000
0.041210769251
Long
DBT
CORP
CA
N
2
2022-10-01
Fixed
3.15000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAQ8
5338000.00000000
PA
USD
5501289.42000000
0.082449019364
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.63000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUQ0
4374000.00000000
PA
USD
4554296.28000000
0.068256227497
Long
DBT
CORP
US
N
2
2022-01-10
Fixed
3.20000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAA7
12154000.00000000
PA
USD
12586439.32000000
0.188635699741
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.70000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4R2
300.00000000
PA
USD
302.29000000
0.000004530485
Long
DBT
CORP
US
N
2
2020-09-16
Fixed
4.38000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCL8
6452000.00000000
PA
USD
6651108.72000000
0.099681610942
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.75000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUA5
3929000.00000000
PA
USD
4142030.38000000
0.062077508913
Long
DBT
CORP
US
N
2
2023-01-06
Fixed
2.70000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AQ6
3090000.00000000
PA
USD
3153746.70000000
0.047265886756
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
4.50000000
N
N
N
N
N
IBM Credit LLC
549300ZNLJL43AQTG067
IBM Credit LLC
44932HAC7
496000.00000000
PA
USD
513632.80000000
0.007697926329
Long
DBT
CORP
US
N
2
2022-09-08
Fixed
2.20000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CJ7
378000.00000000
PA
USD
378317.52000000
0.005669926839
Long
DBT
CORP
US
N
2
2020-07-20
Fixed
2.80000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ82
1575000.00000000
PA
USD
1582686.00000000
0.023720058826
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
0.80000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAA3
2090000.00000000
PA
USD
2193956.60000000
0.032881304070
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.95000000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BE0
11190000.00000000
PA
USD
11621934.00000000
0.174180449029
Long
DBT
CORP
GB
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BB1
685000.00000000
PA
USD
713667.25000000
0.010695886077
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
4.20000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BG8
5732000.00000000
PA
USD
5963286.20000000
0.089373065447
Long
DBT
CORP
JP
N
2
2022-03-07
Fixed
3.22000000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAK3
2420000.00000000
PA
USD
2481443.80000000
0.037189937176
Long
DBT
US
N
2
2023-01-15
Fixed
3.10000000
N
N
N
N
N
Synchrony Bank
549300UATVPGSLE43Z27
Synchrony Bank
87166FAA1
3674000.00000000
PA
USD
3746634.98000000
0.056151632178
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBK5
8010000.00000000
PA
USD
8116372.80000000
0.121641841951
Long
DBT
CORP
US
N
2
2023-06-05
Fixed
3.05000000
N
N
N
N
N
N
SL Green Realty Corp
549300VQZPJU97H3GT17
SL Green Realty Corp
75625AAD6
61000.00000000
PA
USD
62484.74000000
0.000936472369
Long
DBT
US
N
2
2022-12-01
Fixed
4.50000000
N
N
N
N
N
NV Energy Inc
549300WSWTEW6DURBO45
NV Energy Inc
67073YAA4
3150000.00000000
PA
USD
3217315.50000000
0.048218606168
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
6.25000000
N
N
N
N
N
N
NATIONAL BANK OF CANADA
BSGEFEIOM18Y80CKCV46
National Bank of Canada
63307A2J3
15846000.00000000
PA
USD
16288420.32000000
0.244118093022
Long
DBT
CORP
CA
N
2
2023-02-01
Fixed
2.10000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ETL3
1516000.00000000
PA
USD
1565330.64000000
0.023459950276
Long
DBT
CORP
US
N
2
2022-01-06
Fixed
2.65000000
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAW2
4449000.00000000
PA
USD
4590344.73000000
0.068796493446
Long
DBT
CORP
FR
N
2
2021-12-02
Fixed
2.75000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BD9
642000.00000000
PA
USD
651771.24000000
0.009768237132
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
4.00000000
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
6507000.00000000
PA
USD
6868073.43000000
0.102933308174
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.20000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CP2
978000.00000000
PA
USD
998929.20000000
0.014971168878
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.10000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
013817AQ4
300000.00000000
PA
USD
314724.00000000
0.004716836942
Long
DBT
CORP
US
N
2
2022-02-23
Fixed
5.87000000
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422ERH4
456000.00000000
PA
USD
471622.56000000
0.007068309738
Long
DBT
CORP
US
N
2
2021-10-15
Fixed
3.15000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BM7
7908000.00000000
PA
USD
8066476.32000000
0.120894032568
Long
DBT
CORP
US
N
2
2021-11-01
Fixed
1.85000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAA8
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
4.50000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AL3
4340000.00000000
PA
USD
4491856.60000000
0.067320430451
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
2.90000000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
10154000.00000000
PA
USD
10753492.16000000
0.161164922556
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AU7
4434000.00000000
PA
USD
4641378.18000000
0.069561342845
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
4.40000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448BY3
8862000.00000000
PA
USD
9223303.74000000
0.138231656363
Long
DBT
CORP
US
N
2
2022-03-05
Fixed
2.75000000
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBA4
10609000.00000000
PA
USD
11295720.57000000
0.169291417503
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.30000000
N
N
N
N
N
N
PSEG Power LLC
N/A
PSEG Power LLC
69362BBC5
5381000.00000000
PA
USD
5803892.79000000
0.086984201792
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.85000000
N
N
N
N
N
N
INTL LEASE FINANCE CORP
N/A
International Lease Finance Corp
459745GK5
1612000.00000000
PA
USD
1734608.72000000
0.025996957626
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
8.63000000
N
N
N
N
N
N
UPJOHN INC
N/A
Upjohn Inc
91533BAA8
2795000.00000000
PA
USD
2813419.05000000
0.042165322349
Long
DBT
CORP
US
N
2
2022-06-22
Fixed
1.13000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DL9
1558000.00000000
PA
USD
1583161.70000000
0.023727188245
Long
DBT
CORP
US
N
2
2021-10-06
Fixed
1.70000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
581557AZ8
986000.00000000
PA
USD
1027027.46000000
0.015392283603
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.70000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AQ0
3156000.00000000
PA
USD
3295684.56000000
0.049393140291
Long
DBT
CORP
US
N
2
2022-05-15
Fixed
3.38000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAX8
6879000.00000000
PA
USD
7139026.20000000
0.106994136186
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVG1
4305000.00000000
PA
USD
4318560.75000000
0.064723207909
Long
DBT
CORP
US
N
2
2022-07-05
Fixed
0.55000000
N
N
N
N
N
N
Santander UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAT0
4776000.00000000
PA
USD
4901847.60000000
0.073465054614
Long
DBT
CORP
GB
N
2
2021-06-01
Fixed
3.40000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
72925PAD7
50000.00000000
PA
USD
52458.00000000
0.000786199439
Long
DBT
US
N
2
2023-03-15
Fixed
3.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHP8
4421000.00000000
PA
USD
4563930.93000000
0.068400624089
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
2.63000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAL3
5311000.00000000
PA
USD
5511118.48000000
0.082596329621
Long
DBT
CORP
JP
N
2
2022-09-11
Fixed
2.60000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAF0
13789000.00000000
PA
USD
14113317.28000000
0.211519351350
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.25000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QBU1
6439000.00000000
PA
USD
6685806.87000000
0.100201639653
Long
DBT
CORP
GB
N
2
2021-11-01
Fixed
3.56000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AS1
6043000.00000000
PA
USD
6299646.21000000
0.094414165971
Long
DBT
CORP
NL
N
2
2022-08-21
Fixed
2.38000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CM0
10307000.00000000
PA
USD
10648367.84000000
0.159589401540
Long
DBT
CORP
US
N
2
2022-02-09
Fixed
2.50000000
N
N
N
N
N
N
O'Reilly Automotive Inc
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAC1
288000.00000000
PA
USD
303298.56000000
0.004545601392
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
3.80000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AG4
3137000.00000000
PA
USD
3257711.76000000
0.048824033690
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.70000000
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
867914BM4
6028000.00000000
PA
USD
6215169.40000000
0.093148093672
Long
DBT
CORP
US
N
2
2022-01-27
Fixed
2.70000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
589331AT4
6147000.00000000
PA
USD
6397182.90000000
0.095875969528
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.40000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAR9
5135000.00000000
PA
USD
5210381.80000000
0.078089123680
Long
DBT
CORP
AU
N
2
2021-07-12
Fixed
1.88000000
N
N
N
N
N
Willis Towers Watson PLC
549300WHC56FF48KL350
Willis Towers Watson PLC
97063PAB0
1052000.00000000
PA
USD
1085095.92000000
0.016262568225
Long
DBT
CORP
IE
N
2
2021-03-15
Fixed
5.75000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AL1
5470000.00000000
PA
USD
5699904.10000000
0.085425700710
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BJ7
20370000.00000000
PA
USD
21092523.90000000
0.316118236780
Long
DBT
CORP
GB
N
2
2023-03-13
Fixed
3.26000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THA6
7861000.00000000
PA
USD
8005956.84000000
0.119987013977
Long
DBT
CORP
US
N
2
2023-08-25
Fixed
1.35000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAE3
279000.00000000
PA
USD
294771.87000000
0.004417810037
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BG3
4738000.00000000
PA
USD
5039336.80000000
0.075525635116
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.10000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HG9
10111000.00000000
PA
USD
10388041.40000000
0.155687832643
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
1.88000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAA9
2590000.00000000
PA
USD
2630663.00000000
0.039426317735
Long
DBT
US
N
2
2021-02-15
Fixed
3.40000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BW3
9870000.00000000
PA
USD
10183569.90000000
0.152623373863
Long
DBT
CORP
US
N
2
2022-02-06
Fixed
2.40000000
N
N
N
N
N
N
WestRock RKT LLC
PQQ60KVT5SJX0ETQT497
WestRock RKT LLC
772739AL2
273000.00000000
PA
USD
289729.44000000
0.004342238043
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
4.90000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAL6
5256000.00000000
PA
USD
5545868.40000000
0.083117134219
Long
DBT
CORP
US
N
2
2022-08-23
Fixed
3.75000000
N
N
N
N
N
N
Ecolab Inc
82DYEISM090VG8LTLS26
Ecolab Inc
278865AL4
6439000.00000000
PA
USD
6808276.65000000
0.102037120845
Long
DBT
CORP
US
N
2
2021-12-08
Fixed
4.35000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDC2
1058000.00000000
PA
USD
1094892.46000000
0.016409391098
Long
DBT
CORP
US
N
2
2023-01-10
Fixed
2.05000000
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CP4
3123000.00000000
PA
USD
3307350.69000000
0.049567983115
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
5.38000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAQ1
36208000.00000000
PA
USD
39011947.52000000
0.584680530498
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.74000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
6834000.00000000
PA
USD
7136746.20000000
0.106959965331
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.38000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
064159KD7
3772000.00000000
PA
USD
3932913.52000000
0.058943429114
Long
DBT
CORP
CA
N
2
2022-09-19
Fixed
2.45000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
144141DA3
547000.00000000
PA
USD
559838.09000000
0.008390415046
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBM7
9288000.00000000
PA
USD
9391375.44000000
0.140750583434
Long
DBT
CORP
US
N
2
2021-07-06
Fixed
3.20000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2X1
3630000.00000000
PA
USD
3784020.90000000
0.056711943080
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBA2
8612000.00000000
PA
USD
8834361.84000000
0.132402499633
Long
DBT
CORP
US
N
2
2021-07-08
Fixed
2.80000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BQ4
10218000.00000000
PA
USD
10657782.72000000
0.159730504391
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.55000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HNL3
1034000.00000000
PA
USD
1092834.60000000
0.016378549503
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
2.85000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAJ2
14743000.00000000
PA
USD
15255319.25000000
0.228634782907
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.38000000
N
N
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642AE3
5002000.00000000
PA
USD
5164514.98000000
0.077401707687
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
2.60000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DB4
1332000.00000000
PA
USD
1345240.08000000
0.020161405252
Long
DBT
CORP
US
N
2
2021-02-01
Fixed
2.60000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBF4
3393000.00000000
PA
USD
3586706.37000000
0.053754747365
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
3.05000000
N
N
N
N
N
N
Synovus Financial Corp
549300EIUS8UN5JTLE54
Synovus Financial Corp
87161CAL9
720000.00000000
PA
USD
731584.80000000
0.010964420290
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.13000000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
Entergy Corp
29364GAH6
4609000.00000000
PA
USD
4895034.54000000
0.073362945804
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
4.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAL6
3019000.00000000
PA
USD
3047257.84000000
0.045669915082
Long
DBT
CORP
US
N
2
2020-12-15
Fixed
3.40000000
N
N
N
N
N
CONTL AIRLINES 2007-1
N/A
Continental Airlines 2007-1 Class A Pass Through Trust
21079NAA9
24285.54000000
PA
USD
22587.50000000
0.000338523768
Long
DBT
CORP
US
N
2
2022-04-19
Fixed
5.98000000
N
N
N
N
N
N
LYONDELLBASELL IND NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AD3
9124000.00000000
PA
USD
9641604.52000000
0.144500821004
Long
DBT
CORP
NL
N
2
2021-11-15
Fixed
6.00000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAZ1
4740000.00000000
PA
USD
4906848.00000000
0.073539996695
Long
DBT
CORP
AU
N
2
2021-09-20
Fixed
3.38000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAP2
4305000.00000000
PA
USD
4546036.95000000
0.068132443124
Long
DBT
CORP
US
N
2
2023-03-13
Fixed
2.70000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AB1
8364000.00000000
PA
USD
8969386.32000000
0.134426140841
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
4.50000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AL0
4128000.00000000
PA
USD
4307856.96000000
0.064562787884
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.65000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAQ3
2772000.00000000
PA
USD
2958139.80000000
0.044334283661
Long
DBT
US
N
2
2023-06-15
Fixed
3.00000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFP8
5749000.00000000
PA
USD
5846445.55000000
0.087621949249
Long
DBT
CORP
US
N
2
2022-07-22
Fixed
2.23000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FK5
1388000.00000000
PA
USD
1425711.96000000
0.021367454795
Long
DBT
CORP
US
N
2
2022-01-15
Fixed
2.95000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718EQ8
4746000.00000000
PA
USD
4831143.24000000
0.072405393015
Long
DBT
CORP
US
N
2
2021-11-03
Fixed
1.70000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGK9
11607000.00000000
PA
USD
12020209.20000000
0.180149485953
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.88000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
2195000.00000000
PA
USD
2145480.80000000
0.032154786727
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.13000000
N
N
N
N
N
N
Chevron Corp
N/A
Chevron Corp
166764AT7
3578000.00000000
PA
USD
3682441.82000000
0.055189555346
Long
DBT
CORP
US
N
2
2022-03-03
Fixed
2.41000000
N
N
N
N
N
N
RALPH LAUREN CORP
HO1QNWM0IXBZ0QSMMO20
Ralph Lauren Corp
731572AA1
1010000.00000000
PA
USD
1027846.70000000
0.015404561731
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
1.70000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAQ8
4461000.00000000
PA
USD
4593179.43000000
0.068838977711
Long
DBT
CORP
GB
N
2
2021-08-10
Fixed
3.20000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MQ5
1461000.00000000
PA
USD
1509096.12000000
0.022617151311
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
3.05000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7G3
10145000.00000000
PA
USD
10396900.35000000
0.155820603651
Long
DBT
CORP
CA
N
2
2023-04-17
Fixed
1.60000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAC8
2465000.00000000
PA
USD
2542548.90000000
0.038105732581
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
N
N
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BL5
2283000.00000000
PA
USD
2377287.90000000
0.035628930081
Long
DBT
CORP
US
N
2
2021-11-21
Fixed
3.35000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCS9
12056000.00000000
PA
USD
12931265.60000000
0.193803686092
Long
DBT
CORP
US
N
2
2023-02-17
Fixed
3.60000000
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BZ4
4000000.00000000
PA
USD
4355880.00000000
0.065282519614
Long
DBT
CORP
NL
N
2
2023-11-13
Fixed
3.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAK0
15000.00000000
PA
USD
16327.65000000
0.000244706036
Long
DBT
CORP
CA
N
2
2023-03-15
Fixed
4.45000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AS4
2822000.00000000
PA
USD
2928502.28000000
0.043890099712
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.15000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAY2
4213000.00000000
PA
USD
4214053.25000000
0.063156931309
Long
DBT
CORP
US
N
2
2020-07-13
Fixed
3.20000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
592000.00000000
PA
USD
642621.92000000
0.009631114286
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAC7
3442000.00000000
PA
USD
3496004.98000000
0.052395385933
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.75000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AJ5
7640000.00000000
PA
USD
7994954.40000000
0.119822118019
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.50000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAN2
3978000.00000000
PA
USD
4066590.06000000
0.060946868453
Long
DBT
CORP
NL
N
2
2021-04-26
Fixed
3.13000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531GAA9
1118000.00000000
PA
USD
1164721.22000000
0.017455929890
Long
DBT
CORP
US
N
2
2022-03-22
Fixed
3.95000000
N
N
N
N
N
N
General Mills Inc
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BM5
2526000.00000000
PA
USD
2602815.66000000
0.039008963602
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
3.15000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AN4
4990000.00000000
PA
USD
5086456.70000000
0.076231831291
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
3.92000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614NAA0
17193000.00000000
PA
USD
17521042.44000000
0.262591668448
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.17000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AJ3
785000.00000000
PA
USD
780015.25000000
0.011690257963
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.90000000
N
N
N
N
N
DOMINION ENERGY GAS HLDG
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AK1
2472000.00000000
PA
USD
2485942.08000000
0.037257353875
Long
DBT
CORP
US
N
2
2020-11-15
Fixed
2.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HQJ2
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
2.55000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967GL9
100000.00000000
PA
USD
106056.00000000
0.001589484306
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.38000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AR2
5467000.00000000
PA
USD
5603018.96000000
0.083973662074
Long
DBT
CORP
CA
N
2
2021-11-15
Fixed
3.45000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFL7
250000.00000000
PA
USD
270520.00000000
0.004054341994
Long
DBT
CORP
US
N
2
2023-06-08
Fixed
3.50000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DS9
9186000.00000000
PA
USD
9674419.62000000
0.144992628035
Long
DBT
CORP
AU
N
2
2023-01-11
Fixed
2.75000000
N
N
N
N
N
N
COMCAST CABLE COMMUNICAT
N/A
Comcast Cable Communications Holdings Inc
00209TAB1
9665000.00000000
PA
USD
11689237.60000000
0.175189142700
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
9.46000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBK8
3854000.00000000
PA
USD
3914507.80000000
0.058667578591
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
2.85000000
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBN9
250000.00000000
PA
USD
256575.00000000
0.003845345250
Long
DBT
CORP
US
N
2
2022-09-01
Fixed
1.95000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DL1
12291000.00000000
PA
USD
12656411.43000000
0.189684386951
Long
DBT
CORP
US
N
2
2022-09-11
Fixed
1.70000000
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAG4
1467000.00000000
PA
USD
1538472.24000000
0.023057417602
Long
DBT
US
N
2
2022-08-01
Fixed
3.15000000
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AK2
10035000.00000000
PA
USD
10127623.05000000
0.151784886271
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.80000000
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CF6
354000.00000000
PA
USD
363674.82000000
0.005450473513
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
2.25000000
N
N
N
N
N
N
Walgreen Co
E1OI0SEUGJMPPTKRDD35
Walgreen Co
931422AH2
7282000.00000000
PA
USD
7623452.98000000
0.114254345551
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
3.10000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PDH2
3283000.00000000
PA
USD
3371969.30000000
0.050536436258
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.15000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFW4
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2021-04-19
Fixed
2.63000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BV3
6878000.00000000
PA
USD
7219974.16000000
0.108207320844
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
3.25000000
N
N
N
N
N
N
Tapestry Inc
549300LJNVY5SW3VTN33
Tapestry Inc
189754AB0
3214000.00000000
PA
USD
3157497.88000000
0.047322106505
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.00000000
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
008117AP8
7864000.00000000
PA
USD
8187760.88000000
0.122711750610
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.75000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAA0
6402000.00000000
PA
USD
6872995.14000000
0.103007070911
Long
DBT
CORP
NL
N
2
2023-08-15
Fixed
4.50000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
Norfolk Southern Corp
655844BL1
426000.00000000
PA
USD
449302.20000000
0.006733789655
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGQ6
5958000.00000000
PA
USD
6188693.76000000
0.092751297505
Long
DBT
CORP
US
N
2
2023-07-21
Fixed
2.82000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAE0
6041000.00000000
PA
USD
6209423.08000000
0.093061972326
Long
DBT
CORP
US
N
2
2021-05-25
Fixed
3.55000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367WJM6
11966000.00000000
PA
USD
12467016.42000000
0.186845882801
Long
DBT
CORP
CA
N
2
2022-03-26
Fixed
2.90000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAH8
947000.00000000
PA
USD
993109.43000000
0.014883946721
Long
DBT
CORP
GB
N
2
2024-01-05
Fixed
3.37000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661CT2
3241000.00000000
PA
USD
3298819.44000000
0.049440123418
Long
DBT
CORP
US
N
2
2021-04-15
Fixed
3.75000000
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAU4
2529000.00000000
PA
USD
2575609.47000000
0.038601218524
Long
DBT
CORP
US
N
2
2021-09-16
Fixed
2.11000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AD7
10595000.00000000
PA
USD
11050585.00000000
0.165617517474
Long
DBT
CORP
GB
N
2
2022-05-08
Fixed
2.85000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
2460000.00000000
PA
USD
2663343.60000000
0.039916108985
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAA6
3260000.00000000
PA
USD
3300163.20000000
0.049460262641
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BDJ2
15226000.00000000
PA
USD
16415150.60000000
0.246017427253
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AM3
3130000.00000000
PA
USD
3466036.80000000
0.051946246311
Long
DBT
CORP
GB
N
2
2023-12-04
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122BE7
3272000.00000000
PA
USD
3323435.84000000
0.049809054752
Long
DBT
CORP
US
N
2
2021-02-19
Fixed
2.88000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
664397AK2
36000.00000000
PA
USD
37747.08000000
0.000565723686
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
2.80000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ41
2412000.00000000
PA
USD
2484987.12000000
0.037243041682
Long
DBT
CORP
US
N
2
2023-02-07
Fixed
1.90000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAR2
6219000.00000000
PA
USD
6208303.32000000
0.093045190240
Long
DBT
CORP
IE
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2Z6
15785000.00000000
PA
USD
16015461.00000000
0.240027192409
Long
DBT
CORP
US
N
2
2023-03-10
Fixed
1.25000000
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q3A5
10195000.00000000
PA
USD
10497179.80000000
0.157323513548
Long
DBT
CORP
US
N
2
2022-09-06
Fixed
1.90000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBY1
7407000.00000000
PA
USD
7528104.45000000
0.112825336423
Long
DBT
CORP
US
N
2
2022-06-30
Fixed
3.15000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ33
2024000.00000000
PA
USD
2087553.60000000
0.031286619199
Long
DBT
CORP
US
N
2
2022-09-26
Fixed
2.00000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BL7
21619000.00000000
PA
USD
22466248.61000000
0.336706547369
Long
DBT
CORP
JP
N
2
2022-07-18
Fixed
2.62000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAC2
4468000.00000000
PA
USD
4628803.32000000
0.069372880688
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAG2
293000.00000000
PA
USD
302753.97000000
0.004537439503
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
2.38000000
N
N
N
N
N
N
MANUF & TRADERS TRUST CO
WWB2V0FCW3A0EE3ZJN75
Manufacturers & Traders Trust Co
55279HAL4
4402000.00000000
PA
USD
4551139.76000000
0.068208920046
Long
DBT
CORP
US
N
2
2022-05-18
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WCA7
3172000.00000000
PA
USD
3305572.92000000
0.049541339290
Long
DBT
CORP
US
N
2
2022-11-16
Fixed
2.60000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BP0
3301000.00000000
PA
USD
3343351.83000000
0.050107540019
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
2.05000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAG2
250000.00000000
PA
USD
269960.00000000
0.004045949152
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
3.50000000
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RQ74
2638000.00000000
PA
USD
2783855.02000000
0.041722239811
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
2.65000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AS8
3095000.00000000
PA
USD
3229756.30000000
0.048405059139
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.80000000
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AW7
995000.00000000
PA
USD
1023934.60000000
0.015345930238
Long
DBT
CORP
US
N
2
2022-11-19
Fixed
2.60000000
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BC1
1729000.00000000
PA
USD
1793872.08000000
0.026885150474
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.75000000
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
05723KAD2
11335000.00000000
PA
USD
11817077.55000000
0.177105107796
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.77000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BG4
4631000.00000000
PA
USD
4977676.66000000
0.074601521206
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
7.88000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HPJ6
11028000.00000000
PA
USD
11251537.56000000
0.168629237136
Long
DBT
CORP
US
N
2
2022-01-21
Fixed
1.80000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBR5
7496000.00000000
PA
USD
7882718.64000000
0.118140016307
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.63000000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VAW7
3239000.00000000
PA
USD
3325416.52000000
0.049838739633
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
3.70000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank NA
31677QBN8
3527000.00000000
PA
USD
3621594.14000000
0.054277617951
Long
DBT
CORP
US
N
2
2021-07-26
Fixed
3.35000000
N
N
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313AG8
1557000.00000000
PA
USD
1654156.80000000
0.024791207228
Long
DBT
CORP
US
N
2
2022-09-15
Fixed
4.70000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBE4
19419000.00000000
PA
USD
20443158.06000000
0.306386049900
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
4.61000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2W3
3799000.00000000
PA
USD
3905068.08000000
0.058526103457
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
3.35000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAR9
4555000.00000000
PA
USD
4716748.05000000
0.070690927457
Long
DBT
CORP
US
N
2
2022-05-09
Fixed
2.70000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAH8
3374000.00000000
PA
USD
3407402.60000000
0.051067482820
Long
DBT
CORP
IE
N
2
2021-12-16
Fixed
4.45000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAV0
1786000.00000000
PA
USD
1879514.96000000
0.028168698917
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
Lincoln National Corp
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BC2
1619000.00000000
PA
USD
1707445.97000000
0.025589863593
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
4.20000000
N
N
N
N
N
Praxair Inc
ZU69GUVJQGZ6Z1UOOO79
Praxair Inc
74005PBF0
634000.00000000
PA
USD
663259.10000000
0.009940408185
Long
DBT
CORP
US
N
2
2023-02-21
Fixed
2.70000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHC6
42812000.00000000
PA
USD
44950031.28000000
0.673675881504
Long
DBT
CORP
US
N
2
2023-12-20
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
33036000.00000000
PA
USD
35636263.56000000
0.534088421824
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Praxair Inc
ZU69GUVJQGZ6Z1UOOO79
Praxair Inc
74005PAZ7
3176000.00000000
PA
USD
3268199.28000000
0.048981212430
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
3.00000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AF5
7383000.00000000
PA
USD
7908374.28000000
0.118524522956
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.70000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AW4
3719000.00000000
PA
USD
3839569.98000000
0.057544469207
Long
DBT
CORP
JP
N
2
2021-07-26
Fixed
3.54000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508AY0
1281000.00000000
PA
USD
1299664.17000000
0.019478349190
Long
DBT
CORP
US
N
2
2021-03-12
Fixed
2.75000000
N
N
N
N
N
N
RELX Capital Inc
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAB8
3155000.00000000
PA
USD
3361179.25000000
0.050374723435
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BB7
3535000.00000000
PA
USD
3647943.25000000
0.054672517785
Long
DBT
CORP
US
N
2
2022-01-30
Fixed
2.75000000
N
N
N
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020AJ6
19000.00000000
PA
USD
19434.15000000
0.000291263826
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.95000000
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAS5
5234000.00000000
PA
USD
5455764.58000000
0.081766728699
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
Exelon Generation Co LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAR4
3256000.00000000
PA
USD
3382853.76000000
0.050699564024
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.40000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AM9
1065000.00000000
PA
USD
1104064.20000000
0.016546849957
Long
DBT
CORP
LU
N
2
2022-02-03
Fixed
3.50000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUT4
4066000.00000000
PA
USD
4240959.98000000
0.063560188315
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.95000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBK0
28618000.00000000
PA
USD
29096779.14000000
0.436079748509
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.90000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AQ6
3162000.00000000
PA
USD
3288258.66000000
0.049281846715
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAL7
4350000.00000000
PA
USD
4506426.00000000
0.067538785214
Long
DBT
CORP
US
N
2
2021-05-05
Fixed
4.75000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABG6
13045000.00000000
PA
USD
14060814.15000000
0.210732475538
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
4.50000000
N
N
N
N
N
N
COOPERAT RABOBANK UA/NY
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA/NY
21688AAL6
3786000.00000000
PA
USD
4000969.08000000
0.059963392573
Long
DBT
CORP
NL
N
2
2023-01-10
Fixed
2.75000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KF7
3141000.00000000
PA
USD
3179163.15000000
0.047646808612
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
2.40000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAG4
3006000.00000000
PA
USD
3024667.26000000
0.045331345154
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
3.60000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
3114000.00000000
PA
USD
3208229.64000000
0.048082434411
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHM7
1344000.00000000
PA
USD
1414680.96000000
0.021202130802
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.40000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AG3
3319000.00000000
PA
USD
3544061.39000000
0.053115617787
Long
DBT
CORP
US
N
2
2022-04-27
Fixed
5.20000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AC0
3584000.00000000
PA
USD
3685283.84000000
0.055232149317
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
2.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBD2
10457000.00000000
PA
USD
11039454.90000000
0.165450708248
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
3.13000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAF2
5335000.00000000
PA
USD
5509187.75000000
0.082567393351
Long
DBT
CORP
LU
N
2
2022-11-15
Fixed
2.05000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650BZ2
5127000.00000000
PA
USD
5346538.14000000
0.080129728320
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.75000000
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EUK3
3334000.00000000
PA
USD
3439454.42000000
0.051547850408
Long
DBT
CORP
US
N
2
2021-09-10
Fixed
3.13000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46623EKG3
10653000.00000000
PA
USD
10675264.77000000
0.159992511671
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.30000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
349000.00000000
PA
USD
372808.78000000
0.005587366156
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.38000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDB5
8263000.00000000
PA
USD
8716638.70000000
0.130638157366
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.80000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGW9
6805000.00000000
PA
USD
7202343.95000000
0.107943093057
Long
DBT
CORP
US
N
2
2023-03-30
Fixed
2.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRL6
2491000.00000000
PA
USD
2622699.17000000
0.039306962085
Long
DBT
CORP
US
N
2
2023-05-18
Fixed
2.70000000
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AC9
8653000.00000000
PA
USD
9234654.66000000
0.138401775066
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCJ6
4136000.00000000
PA
USD
4194358.96000000
0.062861768707
Long
DBT
CORP
US
N
2
2021-08-15
Fixed
2.00000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAL3
5709000.00000000
PA
USD
5923544.22000000
0.088777443761
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
2.60000000
N
N
N
N
N
N
NewMarket Corp
54930082CG88ERDREQ47
NewMarket Corp
651587AF4
2380000.00000000
PA
USD
2528036.00000000
0.037888224596
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
4.10000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAB6
4413000.00000000
PA
USD
4639739.94000000
0.069536790187
Long
DBT
CORP
US
N
2
2021-10-01
Fixed
4.88000000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172CQ0
6829000.00000000
PA
USD
6938946.90000000
0.103995504262
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
1.13000000
N
N
N
N
N
N
2020-07-29
SPDR SERIES TRUST
Daniel Foley
Daniel Foley
Assistant Treasurer