0001752724-22-074720.txt : 20220328
0001752724-22-074720.hdr.sgml : 20220328
20220328151555
ACCESSION NUMBER: 0001752724-22-074720
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220328
PERIOD START: 20220731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nushares ETF Trust
CENTRAL INDEX KEY: 0001635073
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23161
FILM NUMBER: 22775174
BUSINESS ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: NuShares ETF Trust
DATE OF NAME CHANGE: 20160614
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen ETF Trust
DATE OF NAME CHANGE: 20150226
0001635073
S000056738
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
C000180107
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
NUSA
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001635073
XXXXXXXX
S000056738
C000180107
NuShares ETF Trust
811-23161
0001635073
549300UWO63YZ5POLH71
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
S000056738
549300U4HMIURVN2OD61
2022-07-31
2022-01-31
N
39179369.00
6927.00
39172442.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
707168.00000000
USD
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
20000.00000000
PA
USD
20904.67000000
0.053365756467
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
51000.00000000
PA
USD
52662.25000000
0.134436985062
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
50000.00000000
PA
USD
50749.29000000
0.129553551958
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE1 Mortgage Trust
12624BAF3
120000.00000000
PA
USD
120428.26000000
0.307431076163
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
3.91200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWY4
296704.43000000
PA
USD
304072.73000000
0.776241445452
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
100000.00000000
PA
USD
95610.80000000
0.244076690444
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
70000.00000000
PA
USD
72409.99000000
0.184849313198
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
10000.00000000
PA
USD
9673.86000000
0.024695575527
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
25000.00000000
PA
USD
25358.72000000
0.064736122399
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919BA3
50000.00000000
PA
USD
52258.61000000
0.133406566789
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
15000.00000000
PA
USD
15680.23000000
0.040028727338
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYV3
100000.00000000
PA
USD
98968.39000000
0.252647996772
Long
DBT
CORP
CA
N
2
2027-01-21
Fixed
2.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
350000.00000000
PA
USD
336396.48000000
0.858758001352
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHF4
500000.00000000
PA
USD
510779.70000000
1.303926112137
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BU7
100000.00000000
PA
USD
101892.63000000
0.260113040693
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.50000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAF2
20000.00000000
PA
USD
19233.76000000
0.049100232250
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
11000.00000000
PA
USD
11385.77000000
0.029065765162
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
20000.00000000
PA
USD
19661.92000000
0.050193245547
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.95000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAT4
100000.00000000
PA
USD
94685.54000000
0.241714672779
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.10000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
30000.00000000
PA
USD
30906.05000000
0.078897429984
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
30000.00000000
PA
USD
28708.55000000
0.073287618882
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2019-A Owner Trust
89239AAE3
100000.00000000
PA
USD
101718.10000000
0.259667497880
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDM5
100000.00000000
PA
USD
97742.82000000
0.249519343215
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2Y9
51798.50000000
PA
USD
54358.28000000
0.138766635993
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU83
369282.24000000
PA
USD
371381.78000000
0.948069002182
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBP9
100000.00000000
PA
USD
93519.81000000
0.238738779675
Long
DBT
CORP
US
N
2
2082-01-15
Fixed
3.25000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ER0
60000.00000000
PA
USD
57993.39000000
0.148046399558
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust
47789QAD2
50000.00000000
PA
USD
48545.47000000
0.123927607066
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
0.74000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
100000.00000000
PA
USD
102856.66000000
0.262574030998
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
100000.00000000
PA
USD
100099.94000000
0.255536634657
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
200000.00000000
PA
USD
194061.45000000
0.495402992746
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
45000.00000000
PA
USD
45663.32000000
0.116570011131
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAN1
80000.00000000
PA
USD
84539.16000000
0.215812841078
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
45000.00000000
PA
USD
46745.54000000
0.119332718649
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
50000.00000000
PA
USD
51864.00000000
0.132399200437
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CH9
120000.00000000
PA
USD
124062.17000000
0.316707776349
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.10000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
51000.00000000
PA
USD
53512.77000000
0.136608205329
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.12500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAH8
10000.00000000
PA
USD
10306.43000000
0.026310409751
Long
DBT
CORP
CA
N
2
2024-06-10
Fixed
3.50000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
100000.00000000
PA
USD
95789.86000000
0.244533797509
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
45000.00000000
PA
USD
49145.71000000
0.125459908779
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAC8
50000.00000000
PA
USD
50858.28000000
0.129831783272
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AX1
100000.00000000
PA
USD
96573.28000000
0.246533723886
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
50000.00000000
PA
USD
51829.52000000
0.132311179374
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBJ3
100000.00000000
PA
USD
95733.83000000
0.244390763282
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAW9
80000.00000000
PA
USD
76924.14000000
0.196373103315
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65300000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
85000.00000000
PA
USD
87570.23000000
0.223550602232
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
50000.00000000
PA
USD
51885.68000000
0.132454545468
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCF1
100000.00000000
PA
USD
96023.35000000
0.245129854299
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.95000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
50000.00000000
PA
USD
51419.24000000
0.131263810410
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
27000.00000000
PA
USD
28225.17000000
0.072053639137
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
150000.00000000
PA
USD
159954.80000000
0.408335022871
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
266000.00000000
PA
USD
267723.36000000
0.683448226179
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAC3
30000.00000000
PA
USD
28796.89000000
0.073513134565
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
110000.00000000
PA
USD
107225.38000000
0.273726565221
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
80000.00000000
PA
USD
80421.27000000
0.205300629457
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
30000.00000000
PA
USD
28929.42000000
0.073851459145
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAS5
100000.00000000
PA
USD
97485.57000000
0.248862631540
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust
05601XAC3
100000.00000000
PA
USD
99655.59000000
0.254402291284
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
1.10000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
200000.00000000
PA
USD
206892.93000000
0.528159388173
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
10000.00000000
PA
USD
10794.30000000
0.027555851636
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YE4
70000.00000000
PA
USD
69901.56000000
0.178445755309
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DD6
40000.00000000
PA
USD
42263.28000000
0.107890337804
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.75000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAC2
81500.95000000
PA
USD
82000.55000000
0.209332239230
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
100000.00000000
PA
USD
96418.03000000
0.246137399348
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-3
14313FAD1
28610.79000000
PA
USD
28660.16000000
0.073164088161
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.13000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
10000.00000000
PA
USD
10282.24000000
0.026248657155
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26
61690VAZ1
300000.00000000
PA
USD
314578.59000000
0.803060963112
Long
ABS-MBS
USGSE
US
N
2
2048-10-15
Fixed
3.53100000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAC6
100000.00000000
PA
USD
94071.22000000
0.240146427429
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.05000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
134000.00000000
PA
USD
133338.12000000
0.340387561235
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
200000.00000000
PA
USD
191273.44000000
0.488285718822
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
10000.00000000
PA
USD
9788.64000000
0.024988587640
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BK7
20000.00000000
PA
USD
19325.26000000
0.049333814828
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
100000.00000000
PA
USD
98461.68000000
0.251354459852
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
10000.00000000
PA
USD
9714.49000000
0.024799296403
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFY2
100000.00000000
PA
USD
98705.84000000
0.251977755177
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
73000.00000000
PA
USD
75479.07000000
0.192684106852
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.04400000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
50000.00000000
PA
USD
54049.98000000
0.137979603109
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AP1
50000.00000000
PA
USD
52937.09000000
0.135138600754
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
30000.00000000
PA
USD
30564.43000000
0.078025337302
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAB7
100000.00000000
PA
USD
97280.18000000
0.248338308854
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
1.51800000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
50000.00000000
PA
USD
52122.06000000
0.133057979893
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
100000.00000000
PA
USD
103017.49000000
0.262984600245
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
100000.00000000
PA
USD
95513.76000000
0.243828965271
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
9000.00000000
PA
USD
9967.28000000
0.025444622523
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAM4
50000.00000000
PA
USD
47930.68000000
0.122358161893
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
50000.00000000
PA
USD
51739.90000000
0.132082396088
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
16000.00000000
PA
USD
16731.89000000
0.042713420827
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
100000.00000000
PA
USD
97840.20000000
0.249767936346
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAC6
118244.00000000
PA
USD
118218.33000000
0.301789533570
Long
ABS-MBS
USGSE
US
N
2
2045-06-15
Variable
4.09000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CC1
37000.00000000
PA
USD
38275.83000000
0.097711115380
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
1681000.00000000
PA
USD
1680080.69000000
4.288935292826
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.37500000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAA1
90000.00000000
PA
USD
88133.45000000
0.224988398731
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
101000.00000000
PA
USD
104995.04000000
0.268032919673
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
30000.00000000
PA
USD
29086.98000000
0.074253680687
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
61000.00000000
PA
USD
62517.18000000
0.159594798812
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
700000.00000000
PA
USD
676457.03000000
1.726869695792
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNB4
382567.54000000
PA
USD
397560.96000000
1.014899607228
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14317CAC6
100000.00000000
PA
USD
99875.93000000
0.254964778555
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.47000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAV6
179000.00000000
PA
USD
182773.94000000
0.466588067192
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AW9
160000.00000000
PA
USD
171558.84000000
0.437957990977
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
4.30000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AX1
10000.00000000
PA
USD
10188.10000000
0.026008335145
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
100000.00000000
PA
USD
98565.66000000
0.251619901562
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
60000.00000000
PA
USD
64187.19000000
0.163858025496
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AU2
100000.00000000
PA
USD
98863.87000000
0.252381176542
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
30000.00000000
PA
USD
32633.93000000
0.083308388075
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
90000.00000000
PA
USD
87443.91000000
0.223228130633
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAZ7
20000.00000000
PA
USD
20556.08000000
0.052475870664
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAA9
21000.00000000
PA
USD
21852.09000000
0.055784344514
Long
DBT
CORP
GB
N
2
2023-08-15
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
100000.00000000
PA
USD
97392.09000000
0.248623994388
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc
04621WAC4
7000.00000000
PA
USD
7506.83000000
0.019163548700
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
100000.00000000
PA
USD
95960.24000000
0.244968746140
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BB0
50000.00000000
PA
USD
48403.38000000
0.123564877573
Long
DBT
CORP
US
N
2
2026-08-13
Fixed
1.15000000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDD7
20000.00000000
PA
USD
19576.30000000
0.049974673521
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
40000.00000000
PA
USD
40391.44000000
0.103111876456
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-A
60700FAG8
50000.00000000
PA
USD
50982.58000000
0.130149098184
Long
ABS-O
CORP
US
Y
2
2026-03-10
Fixed
2.93000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
270000.00000000
PA
USD
281909.78000000
0.719663532847
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BD0
50000.00000000
PA
USD
51930.29000000
0.132568426548
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.00000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAD6
100000.00000000
PA
USD
98816.08000000
0.252259177510
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BR5
50000.00000000
PA
USD
48439.80000000
0.123657851098
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
150000.00000000
PA
USD
146380.50000000
0.373682345359
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZD7
50000.00000000
PA
USD
48085.37000000
0.122753056855
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
50000.00000000
PA
USD
50562.35000000
0.129076328710
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
232000.00000000
PA
USD
234619.06000000
0.598939070482
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
10000.00000000
PA
USD
9693.99000000
0.024746963694
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
650000.00000000
PA
USD
623060.55000000
1.590558357326
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
10000.00000000
PA
USD
10019.28000000
0.025577368906
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAN7
100000.00000000
PA
USD
98961.40000000
0.252630152595
Long
DBT
CORP
US
Y
2
2025-01-15
Fixed
2.70000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
250000.00000000
PA
USD
255073.81000000
0.651156264396
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AL1
100000.00000000
PA
USD
98371.19000000
0.251123455617
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAE8
60000.00000000
PA
USD
61787.34000000
0.157731652267
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BM2
100000.00000000
PA
USD
108028.53000000
0.275776858639
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
80000.00000000
PA
USD
82724.79000000
0.211181090012
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
60000.00000000
PA
USD
62753.39000000
0.160197799258
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
100000.00000000
PA
USD
99795.29000000
0.254758919548
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
109000.00000000
PA
USD
110485.68000000
0.282049508172
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7ND3
205553.25000000
PA
USD
217062.86000000
0.554121338669
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
18000.00000000
PA
USD
18053.28000000
0.046086685124
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
10000.00000000
PA
USD
10160.69000000
0.025938362484
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAB9
100000.00000000
PA
USD
99852.03000000
0.254903766275
Long
ABS-O
CORP
US
Y
2
2029-05-21
Fixed
1.02000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BJ8
20000.00000000
PA
USD
20480.32000000
0.052282469395
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CP8
100000.00000000
PA
USD
97786.47000000
0.249630773593
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.58000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BM1
80000.00000000
PA
USD
82934.00000000
0.211715164451
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AM5
45000.00000000
PA
USD
46854.46000000
0.119610771266
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
50000.00000000
PA
USD
49812.79000000
0.127162840652
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
70000.00000000
PA
USD
66968.74000000
0.170958808235
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
100000.00000000
PA
USD
96743.42000000
0.246968059841
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
60000.00000000
PA
USD
62729.53000000
0.160136889091
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
20000.00000000
PA
USD
20689.47000000
0.052816390665
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGG1
110581.11000000
PA
USD
114979.35000000
0.293521016637
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWC3
122046.71000000
PA
USD
128167.79000000
0.327188664929
Long
ABS-MBS
MUN
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
20000.00000000
PA
USD
19547.46000000
0.049901050335
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
100000.00000000
PA
USD
99043.70000000
0.252840249275
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2T9
100000.00000000
PA
USD
97527.17000000
0.248968828647
Long
DBT
CORP
US
N
2
2025-05-19
Fixed
0.80500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6G2
682225.87000000
PA
USD
686104.64000000
1.751498259924
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GV9
100000.00000000
PA
USD
96140.01000000
0.245427665704
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
65597.85000000
PA
USD
68816.43000000
0.175675619099
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AS4
45000.00000000
PA
USD
47351.63000000
0.120879954331
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MES9
10000.00000000
PA
USD
10371.31000000
0.026476036393
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
70000.00000000
PA
USD
71386.37000000
0.182236200643
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKK7
32105.73000000
PA
USD
33397.01000000
0.085256390193
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAQ0
60000.00000000
PA
USD
57532.03000000
0.146868632800
Long
DBT
CORP
US
N
2
2026-01-28
Fixed
0.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HK6
100000.00000000
PA
USD
102290.14000000
0.261127810209
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.40000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAC6
100000.00000000
PA
USD
99451.06000000
0.253880164019
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
0.37000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D5D0
661749.36000000
PA
USD
679039.36000000
1.733461906714
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAG5
36000.00000000
PA
USD
37164.10000000
0.094873074290
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.05700000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBZ6
100000.00000000
PA
USD
94747.89000000
0.241873840798
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.55000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
74000.00000000
PA
USD
75370.89000000
0.192407943318
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
110000.00000000
PA
USD
114159.30000000
0.291427580644
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
631103AF5
50000.00000000
PA
USD
52559.71000000
0.134175219405
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
40000.00000000
PA
USD
39299.99000000
0.100325606455
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
150000.00000000
PA
USD
152933.64000000
0.390411299862
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
81000.00000000
PA
USD
83391.73000000
0.212883664490
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
41000.00000000
PA
USD
42471.06000000
0.108420761718
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAS6
30000.00000000
PA
USD
31260.51000000
0.079802300811
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.15000000
N
N
N
N
N
N
SYMETRA FINL CORP
5493004WNE7ORFD3AZ54
Symetra Financial Corp
87151QAC0
10000.00000000
PA
USD
10490.75000000
0.026780944624
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
50000.00000000
PA
USD
52135.99000000
0.133093540606
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
70000.00000000
PA
USD
70991.22000000
0.181227455771
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.52900000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
40000.00000000
PA
USD
43160.18000000
0.110179957634
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.12500000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CL3
100000.00000000
PA
USD
102645.44000000
0.262034825400
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BA8
50000.00000000
PA
USD
48669.65000000
0.124244615640
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
113000.00000000
PA
USD
115939.77000000
0.295972791280
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
2700000.00000000
PA
USD
2681437.50000000
6.845214041034
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
100000.00000000
PA
USD
98563.04000000
0.251613213186
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBJ8
165832.02000000
PA
USD
170722.41000000
0.435822739874
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
3.64800000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
100000.00000000
PA
USD
95153.52000000
0.242909339172
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
10000.00000000
PA
USD
9741.92000000
0.024869320120
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
70000.00000000
PA
USD
73249.47000000
0.186992350387
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
250000.00000000
PA
USD
252480.65000000
0.644536406486
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
210000.00000000
PA
USD
203678.20000000
0.519952777005
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Barclays Dryrock Issuance Trus
213800R4G3N2G68CHU37
Barclays Dryrock Issuance Trust
06742LAT0
100000.00000000
PA
USD
97788.59000000
0.249636185561
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
0.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
100000.00000000
PA
USD
97325.65000000
0.248454385355
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
10000.00000000
PA
USD
9783.52000000
0.024975517227
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEU2
40000.00000000
PA
USD
39108.02000000
0.099835542547
Long
DBT
CORP
US
N
2
2024-02-08
Fixed
0.35000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
100000.00000000
PA
USD
97576.10000000
0.249093737888
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAP7
100000.00000000
PA
USD
96786.73000000
0.247078622262
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
100000.00000000
PA
USD
97166.68000000
0.248048564345
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.70700000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
47000.00000000
PA
USD
48474.77000000
0.123747123041
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
20000.00000000
PA
USD
19608.20000000
0.050056108322
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
200000.00000000
PA
USD
207688.46000000
0.530190229141
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
20000.00000000
PA
USD
20727.32000000
0.052913014715
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDE6
150000.00000000
PA
USD
154351.49000000
0.394030808699
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.30000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
100000.00000000
PA
USD
97725.35000000
0.249474745536
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
600000.00000000
PA
USD
586617.19000000
1.497525198965
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAG3
50000.00000000
PA
USD
49160.91000000
0.125498711568
Long
ABS-O
CORP
US
Y
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAM3
50000.00000000
PA
USD
51496.19000000
0.131460249529
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GL1
61000.00000000
PA
USD
62549.85000000
0.159678199281
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
208000.00000000
PA
USD
215377.64000000
0.549819283668
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
50000.00000000
PA
USD
48184.88000000
0.123007087482
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
59000.00000000
PA
USD
59295.69000000
0.151370930614
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AN2
100000.00000000
PA
USD
99276.46000000
0.253434442509
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZG0
30000.00000000
PA
USD
28789.60000000
0.073494524543
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.25000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAF9
150000.00000000
PA
USD
151738.61000000
0.387360609277
Long
ABS-O
CORP
US
N
2
2025-05-16
Fixed
2.18000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
45000.00000000
PA
USD
45445.65000000
0.116014339876
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAD0
50000.00000000
PA
USD
48968.67000000
0.125007958400
Long
ABS-O
CORP
US
Y
2
2025-06-20
Fixed
0.54000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2021-B Owner Trust
89190GAD9
100000.00000000
PA
USD
97109.27000000
0.247902007232
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
8F4SD5Y4YNDDSMHFUP83
Entergy Gulf States Louisiana LLC
29365PAP7
70000.00000000
PA
USD
76711.06000000
0.195829149482
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.59000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283U2
337000.00000000
PA
USD
342199.81000000
0.873572829592
Long
DBT
UST
US
N
2
2023-01-31
Fixed
2.37500000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
100000.00000000
PA
USD
97962.35000000
0.250079762706
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NOVA SCO
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594A1
100000.00000000
PA
USD
96807.58000000
0.247131848456
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
85000.00000000
PA
USD
86502.80000000
0.220825650849
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CV0
35000.00000000
PA
USD
35039.99000000
0.089450614286
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
1.90000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YBA0
120955.53000000
PA
USD
124264.64000000
0.317224644815
Long
ABS-MBS
USGSE
US
N
2
2059-01-15
Fixed
3.32400000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AK0
50000.00000000
PA
USD
53092.16000000
0.135534465785
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AE9
59000.00000000
PA
USD
60719.52000000
0.155005705286
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
110000.00000000
PA
USD
114701.48000000
0.292811665915
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
150000.00000000
PA
USD
157247.10000000
0.401422765524
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
60000.00000000
PA
USD
58796.83000000
0.150097433292
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
200000.00000000
PA
USD
195867.99000000
0.500014755271
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAT8
90237.61000000
PA
USD
91312.54000000
0.233104027571
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
3.57100000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BJ0
16000.00000000
PA
USD
16245.94000000
0.041472880347
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.90000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAK1
48000.00000000
PA
USD
49942.58000000
0.127494170519
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
100000.00000000
PA
USD
96324.85000000
0.245899528040
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
85000.00000000
PA
USD
91478.39000000
0.233527411949
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAF6
100000.00000000
PA
USD
99540.14000000
0.254107568785
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.19000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2021-B
98163LAC4
100000.00000000
PA
USD
98679.54000000
0.251910616141
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
50000.00000000
PA
USD
48159.55000000
0.122942424677
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
90000.00000000
PA
USD
87374.99000000
0.223052190619
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
94265.11000000
PA
USD
94576.53000000
0.241436390409
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP64
700000.00000000
PA
USD
731406.34000000
1.867145122073
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Fixed
3.20500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
80000.00000000
PA
USD
85159.73000000
0.217397041522
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHE5
29701.87000000
PA
USD
30889.66000000
0.078855589345
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
167000.00000000
PA
USD
161428.98000000
0.412098331781
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
50000.00000000
PA
USD
48755.90000000
0.124464795939
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXG2
647358.07000000
PA
USD
637777.76000000
1.628128672703
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
50000.00000000
PA
USD
48793.05000000
0.124559633019
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LBD4
100000.00000000
PA
USD
98214.99000000
0.250724705904
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
100000.00000000
PA
USD
96550.71000000
0.246476106850
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
30000.00000000
PA
USD
32372.02000000
0.082639780282
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
100000.00000000
PA
USD
101509.44000000
0.259134827489
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
74000.00000000
PA
USD
74884.30000000
0.191165769037
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAG2
100000.00000000
PA
USD
98565.63000000
0.251619824977
Long
DBT
CORP
US
Y
2
2024-11-22
Fixed
2.35000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
120000.00000000
PA
USD
124037.48000000
0.316644747345
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
130000.00000000
PA
USD
135999.15000000
0.347180678702
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
110000.00000000
PA
USD
115494.52000000
0.294836150373
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
85000.00000000
PA
USD
85589.35000000
0.218493781929
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
150000.00000000
PA
USD
147317.19000000
0.376073541700
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
140000.00000000
PA
USD
145683.20000000
0.371902267415
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
10000.00000000
PA
USD
9842.95000000
0.025127231026
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAG6
140000.00000000
PA
USD
142264.72000000
0.363175520178
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Variable
3.86300000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
100000.00000000
PA
USD
96432.21000000
0.246173598265
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CS5
150000.00000000
PA
USD
156550.22000000
0.399643759763
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.35000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
10000.00000000
PA
USD
10505.00000000
0.026817322238
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
100000.00000000
PA
USD
97983.45000000
0.250133627104
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
100000.00000000
PA
USD
101780.67000000
0.259827227518
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
90000.00000000
PA
USD
87873.56000000
0.224324947625
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAW7
80000.00000000
PA
USD
81114.83000000
0.207071159873
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
100000.00000000
PA
USD
95658.29000000
0.244197923632
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284D9
342000.00000000
PA
USD
348385.78000000
0.889364466989
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
100000.00000000
PA
USD
99560.00000000
0.254158267692
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
50000.00000000
PA
USD
52937.09000000
0.135138600754
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAY3
96000.00000000
PA
USD
99101.31000000
0.252987316951
Long
DBT
CORP
US
N
2
2024-08-02
Fixed
3.68900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
1300000.00000000
PA
USD
1254906.25000000
3.203543577906
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
American Express Credit Accoun
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJN1
202000.00000000
PA
USD
203650.91000000
0.519883110682
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAD3
542249.64000000
PA
USD
559132.91000000
1.427362914979
Long
ABS-MBS
USGSE
US
N
2
2047-04-10
Fixed
3.77500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
200000.00000000
PA
USD
192746.24000000
0.492045504847
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.62700000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAB7
50000.00000000
PA
USD
49537.99000000
0.126461327072
Long
ABS-MBS
USGSE
US
N
2
2063-06-15
Fixed
1.93500000
N
N
N
N
N
N
Verizon Owner Trust
549300AUOVO1I366IH69
Verizon Owner Trust 2019-A
92347YAA2
30071.37000000
PA
USD
30251.66000000
0.077226893334
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
2.93000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
85000.00000000
PA
USD
91510.80000000
0.233610148685
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBS3
100000.00000000
PA
USD
102122.80000000
0.260700622136
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
7LTWFZYICNSX8D621K86
Deutsche Bank AG/London
25152RXA6
10000.00000000
PA
USD
10362.51000000
0.026453571620
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2021-2
380144AE5
100000.00000000
PA
USD
98554.91000000
0.251592458800
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
0.69000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAT4
300000.00000000
PA
USD
309195.06000000
0.789317806635
Long
ABS-MBS
USGSE
US
N
2
2052-02-10
Fixed
3.87200000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
15000.00000000
PA
USD
15654.79000000
0.039963783723
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TQW3
20000.00000000
PA
USD
19432.28000000
0.049607017096
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
90000.00000000
PA
USD
93886.82000000
0.239675688332
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
30000.00000000
PA
USD
31066.02000000
0.079305803809
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
71000.00000000
PA
USD
72423.85000000
0.184884695215
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GF4
15499.99000000
PA
USD
15499.99000000
0.039568607951
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.84500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
100000.00000000
PA
USD
98122.18000000
0.250487779138
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
20000.00000000
PA
USD
20170.86000000
0.051492475245
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
44000.00000000
PA
USD
45641.57000000
0.116514487404
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
25000.00000000
PA
USD
26319.37000000
0.067188484189
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
34000.00000000
PA
USD
34790.43000000
0.088813533759
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
70000.00000000
PA
USD
67081.24000000
0.171245999930
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAC2
10000.00000000
PA
USD
10006.26000000
0.025544131254
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBF1
50000.00000000
PA
USD
52065.84000000
0.132914460630
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.75000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAJ4
110000.00000000
PA
USD
115513.63000000
0.294884934669
Long
DBT
CORP
GB
N
2
2024-11-15
Fixed
4.79600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXE9
100000.00000000
PA
USD
103416.95000000
0.264004347750
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.62500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
30000.00000000
PA
USD
29320.28000000
0.074849252441
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
19000.00000000
PA
USD
19940.59000000
0.050904638521
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BMARK 2021-B29 A5
08163JAB0
100000.00000000
PA
USD
99661.31000000
0.254416893386
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.02440000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBE9
1155000.00000000
PA
USD
1161566.72000000
2.965265019729
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
2.00000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAK4
169000.00000000
PA
USD
185594.15000000
0.473787541762
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.40000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
200000.00000000
PA
USD
194847.94000000
0.497410756265
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
50000.00000000
PA
USD
48492.19000000
0.123791593079
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
50000.00000000
PA
USD
49512.94000000
0.126397379055
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
2022-01-31
Nushares ETF Trust
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer