0001752724-22-076732.txt : 20220330
0001752724-22-076732.hdr.sgml : 20220330
20220329195753
ACCESSION NUMBER: 0001752724-22-076732
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220131
FILED AS OF DATE: 20220330
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: 22782781
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
S000059077
Nuveen ESG U.S. Aggregate Bond ETF
C000193700
Nuveen ESG U.S. Aggregate Bond ETF
NUBD
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001635073
XXXXXXXX
S000059077
C000193700
NuShares ETF Trust
811-23161
0001635073
549300UWO63YZ5POLH71
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen ESG U.S. Aggregate Bond ETF
S000059077
549300JPDKPHQSPVGM75
2022-07-31
2022-01-31
N
271616424.00
7322987.00
264293437.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6452461.00000000
0.00000000
0.00000000
4550481.00000000
USD
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
70000.00000000
PA
USD
69461.67000000
0.026282026064
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAA1
40000.00000000
PA
USD
42277.88000000
0.015996568238
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
200000.00000000
PA
USD
182140.62000000
0.068916058630
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
30000.00000000
PA
USD
29975.43000000
0.011341723177
Long
DBT
CORP
US
N
2
2048-01-23
Fixed
4.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZV7
1996116.66000000
PA
USD
1949308.10000000
0.737554485698
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
2.00000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAH5
100000.00000000
PA
USD
92787.42000000
0.035107727627
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
100000.00000000
PA
USD
112721.60000000
0.042650169932
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
70000.00000000
PA
USD
73145.60000000
0.027675904793
Long
DBT
NUSS
CA
N
2
2027-04-12
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
65000.00000000
PA
USD
62400.00000000
0.023610120897
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
355000.00000000
PA
USD
391478.20000000
0.148122558185
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAB8
10000.00000000
PA
USD
10694.35000000
0.004046392570
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
3.62500000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
879385AD4
50000.00000000
PA
USD
68881.89000000
0.026062656258
Long
DBT
CORP
NL
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AD4
100000.00000000
PA
USD
100853.61000000
0.038159710337
Long
DBT
NUSS
CA
N
2
2024-09-27
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBE9
1365000.00000000
PA
USD
1372760.67000000
0.519407778559
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
2.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
30000.00000000
PA
USD
34661.93000000
0.013114941632
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBX8
2400000.00000000
PA
USD
2376656.26000000
0.899249064591
Long
DBT
UST
US
N
2
2023-04-30
Fixed
0.12500000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AH3
100000.00000000
PA
USD
97339.07000000
0.036829923249
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
160000.00000000
PA
USD
158362.20000000
0.059919081532
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.37700000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AT6
172000.00000000
PA
USD
181744.41000000
0.068766145714
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.55000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAY8
100000.00000000
PA
USD
98517.81000000
0.037275919946
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.70000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DV1
61000.00000000
PA
USD
75701.16000000
0.028642845187
Long
DBT
USGSE
US
N
2
2033-07-15
Fixed
4.70000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
14000.00000000
PA
USD
14634.88000000
0.005537360354
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBC7
140000.00000000
PA
USD
139483.57000000
0.052776024854
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBE8
60000.00000000
PA
USD
62532.32000000
0.023660186461
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
20000.00000000
PA
USD
19478.42000000
0.007369997613
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AG8
100000.00000000
PA
USD
97343.26000000
0.036831508608
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
200000.00000000
PA
USD
220891.44000000
0.083578102622
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAE3
100000.00000000
PA
USD
97280.18000000
0.036807641197
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.60000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AV6
64000.00000000
PA
USD
69008.23000000
0.026110459186
Long
DBT
CORP
JP
N
2
2028-03-02
Fixed
3.96100000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAK9
10000.00000000
PA
USD
10809.14000000
0.004089825355
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
4.50000000
N
N
N
N
N
N
ABB FINANCE USA INC
5493002Y01YAFV45F528
ABB Finance USA Inc
00037BAF9
20000.00000000
PA
USD
21849.24000000
0.008267038428
Long
DBT
CORP
US
N
2
2028-04-03
Fixed
3.80000000
N
N
N
N
N
N
GENUINE PARTS CO
549300D46DQVEU651W04
Genuine Parts Co
372460AC9
100000.00000000
PA
USD
97225.01000000
0.036786766672
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AL5
10000.00000000
PA
USD
12118.62000000
0.004585289796
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXG2
604200.87000000
PA
USD
595259.25000000
0.225226648363
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAR9
180000.00000000
PA
USD
186719.69000000
0.070648629084
Long
ABS-MBS
USGSE
US
N
2
2049-05-10
Fixed
3.20900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DX49
777925.39000000
PA
USD
800355.92000000
0.302828526158
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTV2
909915.99000000
PA
USD
900693.69000000
0.340793059496
Long
ABS-MBS
USGSE
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EV1
9000.00000000
PA
USD
8896.53000000
0.003366156231
Long
DBT
NUSS
N/A
N
2
2023-07-14
Fixed
0.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XT2
4872000.00000000
PA
USD
4955166.55000000
1.874873097964
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
100000.00000000
PA
USD
92517.18000000
0.035005477642
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AL4
20000.00000000
PA
USD
18610.07000000
0.007041442349
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BK0
50000.00000000
PA
USD
64753.27000000
0.024500521365
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.35000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QFU3
100000.00000000
PA
USD
101065.93000000
0.038240045287
Long
ABS-O
CORP
US
N
2
2024-09-15
Fixed
2.48000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AU9
100000.00000000
PA
USD
96701.04000000
0.036588513546
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYM3
100000.00000000
PA
USD
99274.83000000
0.037562351576
Long
DBT
CORP
CA
N
2
2025-01-21
Fixed
1.60000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBG0
9000.00000000
PA
USD
10268.90000000
0.003885416193
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.90000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
834449.33000000
NS
USD
834449.33000000
0.315728358400
Long
STIV
RF
US
N
1
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AH2
10000.00000000
PA
USD
10928.82000000
0.004135108356
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.30000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAK4
50000.00000000
PA
USD
50988.12000000
0.019292238422
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.25000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776696AE6
36000.00000000
PA
USD
36429.84000000
0.013783861004
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2K7
193652.28000000
PA
USD
183389.87000000
0.069388734007
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAM2
1595943.70000000
PA
USD
1557461.20000000
0.589292423481
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AV2
18000.00000000
PA
USD
17516.16000000
0.006627542552
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
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
0.037337113293
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAP5
546368.54000000
PA
USD
559384.52000000
0.211652822843
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
3.00000000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AB2
10000.00000000
PA
USD
11425.10000000
0.004322884491
Long
DBT
CORP
MX
N
2
2043-05-10
Fixed
4.37500000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AM3
10000.00000000
PA
USD
10152.10000000
0.003841222890
Long
DBT
CORP
US
N
2
2060-03-15
Fixed
4.00000000
N
N
N
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744538AE9
50000.00000000
PA
USD
48356.48000000
0.018296511842
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.20000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAZ8
200000.00000000
PA
USD
185335.91000000
0.070125051951
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAG4
12000.00000000
PA
USD
11328.87000000
0.004286474204
Long
DBT
CORP
CA
N
2
2032-02-15
Fixed
2.15000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BG7
160000.00000000
PA
USD
187169.78000000
0.070818928432
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAN2
40000.00000000
PA
USD
44821.00000000
0.016958801742
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.75000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DX3
100000.00000000
PA
USD
95176.48000000
0.036011669862
Long
DBT
NUSS
N/A
N
2
2028-07-20
Fixed
1.12500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FC2
10000.00000000
PA
USD
12098.69000000
0.004577748935
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.62500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HYF3
100000.00000000
PA
USD
97614.73000000
0.036934223985
Long
DBT
CORP
CA
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AG6
20000.00000000
PA
USD
20342.40000000
0.007696899412
Long
DBT
NUSS
CA
N
2
2023-02-13
Fixed
2.62500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVU0
100000.00000000
PA
USD
97576.18000000
0.036919637925
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.62500000
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EZ7
100000.00000000
PA
USD
94402.87000000
0.035718961118
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAL8
100000.00000000
PA
USD
94950.16000000
0.035926037769
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0X24
70000.00000000
PA
USD
70400.96000000
0.026637422706
Long
DBT
USGSE
US
N
2
2025-01-07
Fixed
1.62500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AZ3
10000.00000000
PA
USD
10646.30000000
0.004028212021
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAM3
60000.00000000
PA
USD
56285.56000000
0.021296616608
Long
DBT
CORP
US
N
2
2030-06-04
Fixed
2.10000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
767000.00000000
PA
USD
813404.79000000
0.307765792156
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDF5
650000.00000000
PA
USD
634613.28000000
0.240116927307
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
FEDERAL REALTY INVESTMEN
549300LI6XZ51GOCJ427
Federal Realty Investment Trust
313747BA4
50000.00000000
PA
USD
52066.34000000
0.019700201636
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAB5
104000.00000000
PA
USD
104866.49000000
0.039678052996
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
1.90000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AT7
70000.00000000
PA
USD
75762.62000000
0.028666099642
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.95000000
N
N
N
N
N
N
NOV INC
549300EHF3IW1AR6U008
NOV Inc
637071AK7
50000.00000000
PA
USD
47180.40000000
0.017851521602
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CW8
138000.00000000
PA
USD
133216.39000000
0.050404728740
Long
DBT
CORP
US
N
2
2031-02-25
Fixed
2.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBT7
1900000.00000000
PA
USD
1837878.91000000
0.695393321476
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CM9
200000.00000000
PA
USD
195844.94000000
0.074101325489
Long
DBT
CORP
US
N
2
2026-11-04
Fixed
1.65000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247XAL5
42000.00000000
PA
USD
43853.67000000
0.016592795681
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
3.50000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
100000.00000000
PA
USD
96972.01000000
0.036691039740
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
114000.00000000
PA
USD
115831.83000000
0.043826979328
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
157000.00000000
PA
USD
174156.55000000
0.065895147445
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2K9
9000.00000000
PA
USD
9433.81000000
0.003569445426
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
1508044.66000000
PA
USD
1474293.88000000
0.557824627328
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AX5
10000.00000000
PA
USD
10186.44000000
0.003854216024
Long
DBT
CORP
US
N
2
2024-05-05
Fixed
2.60000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
100000.00000000
PA
USD
98273.30000000
0.037183405352
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
2.45000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAF9
100000.00000000
PA
USD
96053.51000000
0.036343509354
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.40000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KA0
100000.00000000
PA
USD
97630.31000000
0.036940118948
Long
DBT
NUSS
N/A
N
2
2031-11-03
Fixed
1.62500000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CD3
100000.00000000
PA
USD
96070.48000000
0.036349930248
Long
DBT
CORP
US
N
2
2031-11-02
Fixed
2.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
150000.00000000
PA
USD
158562.17000000
0.059994743645
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EM5
40000.00000000
PA
USD
37332.09000000
0.014125242920
Long
DBT
NUSS
CA
N
2
2030-07-22
Fixed
1.30000000
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bond
46513EFG2
10000.00000000
PA
USD
13487.51000000
0.005103233040
Long
DBT
NUSS
IL
N
2
2033-09-18
Fixed
5.50000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCT5
100000.00000000
PA
USD
95988.58000000
0.036318941964
Long
DBT
NUSS
N/A
N
2
2025-07-16
Fixed
0.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
200000.00000000
PA
USD
178507.81000000
0.067541522039
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAK4
100000.00000000
PA
USD
95722.47000000
0.036218254636
Long
ABS-MBS
USGSE
US
N
2
2054-07-15
Fixed
2.70300000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591ED0
170000.00000000
PA
USD
240802.60000000
0.091111834910
Long
DBT
USGSE
US
N
2
2038-06-15
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
200000.00000000
PA
USD
194789.95000000
0.073702151748
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
776000.00000000
PA
USD
758684.47000000
0.287061411214
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247XAP6
40000.00000000
PA
USD
42339.89000000
0.016020030796
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
3.25000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
50000.00000000
PA
USD
63206.03000000
0.023915096310
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.20000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CZ1
100000.00000000
PA
USD
92897.04000000
0.035149204253
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBH8
20000.00000000
PA
USD
18727.84000000
0.007086002669
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.15000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DJ4
149000.00000000
PA
USD
186923.55000000
0.070725763046
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUE0
676133.05000000
PA
USD
692903.46000000
0.262172026617
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.50000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459056HV2
535000.00000000
PA
USD
537283.80000000
0.203290632600
Long
DBT
NUSS
N/A
N
2
2024-08-28
Fixed
1.50000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
210000.00000000
PA
USD
210840.30000000
0.079775079696
Long
DBT
CORP
GB
N
2
2026-02-05
Fixed
2.43800000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAB9
50000.00000000
PA
USD
55713.20000000
0.021080054288
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
100000.00000000
PA
USD
95850.54000000
0.036266712139
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCE8
10000.00000000
PA
USD
9159.96000000
0.003465829535
Long
DBT
CORP
JP
N
2
2031-01-12
Fixed
1.71000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMX7
200000.00000000
PA
USD
201770.43000000
0.076343337273
Long
DBT
NUSS
SE
N
2
2023-12-12
Fixed
1.75000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJD8
60000.00000000
PA
USD
59521.24000000
0.022520892185
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
0.40000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZD7
200000.00000000
PA
USD
192341.48000000
0.072775730711
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78015K7C2
100000.00000000
PA
USD
101046.23000000
0.038232591450
Long
DBT
CORP
CA
N
2
2024-11-01
Fixed
2.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK Mortgage Trust
08163GAS9
100000.00000000
PA
USD
98026.39000000
0.037089982677
Long
ABS-MBS
CORP
US
N
2
2054-08-15
Fixed
2.07310000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAU1
10000.00000000
PA
USD
10129.49000000
0.003832668005
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
150000.00000000
PA
USD
167262.88000000
0.063286807988
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HT0
121000.00000000
PA
USD
165808.52000000
0.062736525689
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.45000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AP0
112000.00000000
PA
USD
117222.37000000
0.044353114224
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BT6
60000.00000000
PA
USD
58077.19000000
0.021974510854
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYZK5
62000.00000000
PA
USD
61536.56000000
0.023283423416
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Fixed
1.76000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
100000.00000000
PA
USD
96321.61000000
0.036444949633
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BV1
100000.00000000
PA
USD
93490.40000000
0.035373712287
Long
DBT
CORP
US
N
2
2041-08-12
Fixed
2.80000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJN6
100000.00000000
PA
USD
97316.66000000
0.036821444037
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.62500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
300000.00000000
PA
USD
319139.11000000
0.120751810420
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TDW2
12000.00000000
PA
USD
12350.15000000
0.004672893182
Long
DBT
CORP
US
N
2
2024-04-17
Fixed
2.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282Y5
3090000.00000000
PA
USD
3154938.27000000
1.193725544535
Long
DBT
UST
US
N
2
2024-09-30
Fixed
2.12500000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
10000.00000000
PA
USD
9540.99000000
0.003609998836
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAC9
50000.00000000
PA
USD
54583.48000000
0.020652605157
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAU8
60000.00000000
PA
USD
58494.48000000
0.022132399753
Long
DBT
NUSS
KR
N
2
2031-10-15
Fixed
1.75000000
N
N
N
N
N
N
COUNCIL OF EUROPE
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AU4
20000.00000000
PA
USD
19941.82000000
0.007545333030
Long
DBT
NUSS
N/A
N
2
2025-02-27
Fixed
1.37500000
N
N
N
N
N
N
INVESCO FINANCE PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
30000.00000000
PA
USD
31856.92000000
0.012053617509
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYJ7
582000.00000000
PA
USD
551137.35000000
0.208532363215
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AF7
30000.00000000
PA
USD
30041.33000000
0.011366657583
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZT7
100000.00000000
PA
USD
96099.66000000
0.036360971006
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
100000.00000000
PA
USD
105000.35000000
0.039728701246
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
3900000.00000000
PA
USD
3728003.92000000
1.410554859899
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GG6
100000.00000000
PA
USD
99010.24000000
0.037462239366
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
100000.00000000
PA
USD
94294.14000000
0.035677821239
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBF1
100000.00000000
PA
USD
91731.92000000
0.034708360919
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CH3
40000.00000000
PA
USD
38395.18000000
0.014527481437
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400EB5
12000.00000000
PA
USD
14331.17000000
0.005422446415
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.65000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AP9
42000.00000000
PA
USD
45050.20000000
0.017045523532
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
MARTIN MARIETTA
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AX4
100000.00000000
PA
USD
94152.39000000
0.035624187671
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
1300000.00000000
PA
USD
1243277.35000000
0.470415521517
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AU0
10000.00000000
PA
USD
9634.61000000
0.003645421584
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.45000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BL7
100000.00000000
PA
USD
95454.07000000
0.036116700847
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AP3
99000.00000000
PA
USD
101767.05000000
0.038505326184
Long
DBT
NUSS
JP
N
2
2025-05-28
Fixed
2.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578DAG7
30000.00000000
PA
USD
31452.29000000
0.011900518740
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBF9
50000.00000000
PA
USD
53030.50000000
0.020065008273
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
3.70000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
100000.00000000
PA
USD
96738.64000000
0.036602740158
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CWU4
250038.48000000
PA
USD
266714.34000000
0.100915990585
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.50000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAR3
150000.00000000
PA
USD
165669.60000000
0.062683962901
Long
DBT
CORP
KY
N
2
2034-11-28
Fixed
4.50000000
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
0.037474899537
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBD0
120000.00000000
PA
USD
119838.23000000
0.045342870167
Long
DBT
CORP
JP
N
2
2026-05-25
Fixed
2.22600000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HG1
42000.00000000
PA
USD
47622.89000000
0.018018945358
Long
DBT
CORP
US
N
2
2066-11-01
Fixed
4.25000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BF3
126000.00000000
PA
USD
126787.79000000
0.047972356574
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CN9
9000.00000000
PA
USD
11205.29000000
0.004239715570
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.40000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FP9
100000.00000000
PA
USD
97042.46000000
0.036717695717
Long
DBT
CORP
US
N
2
2026-04-23
Fixed
1.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
250000.00000000
PA
USD
279997.50000000
0.105941904263
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAN0
947372.24000000
PA
USD
946618.18000000
0.358169385795
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2.50000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CB5
186000.00000000
PA
USD
205934.94000000
0.077919051769
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80300000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
96145DAH8
120000.00000000
PA
USD
129508.25000000
0.049001689739
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459056LD7
99000.00000000
PA
USD
105395.20000000
0.039878099583
Long
DBT
NUSS
N/A
N
2
2023-01-19
Fixed
7.62500000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EAR7
12000.00000000
PA
USD
17182.16000000
0.006501167866
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAQ4
10000.00000000
PA
USD
11405.78000000
0.004315574434
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
4.95000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BY5
190000.00000000
PA
USD
182830.78000000
0.069177192621
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AC4
9000.00000000
PA
USD
10722.48000000
0.004057036043
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.80000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
100000.00000000
PA
USD
109674.10000000
0.041497095518
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAT8
800000.00000000
PA
USD
763500.00000000
0.288883450405
Long
DBT
UST
US
N
2
2025-10-31
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9JK2
3071436.16000000
PA
USD
3233236.25000000
1.223350941552
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WRZ3
2896525.86000000
PA
USD
2866851.76000000
1.084723023220
Long
ABS-MBS
USGSE
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAY7
100000.00000000
PA
USD
95495.84000000
0.036132505250
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
42000.00000000
PA
USD
47115.60000000
0.017827003400
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FH6
240000.00000000
PA
USD
237715.87000000
0.089943917146
Long
DBT
CORP
US
N
2
2030-02-05
Fixed
2.40000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AH4
100000.00000000
PA
USD
109957.80000000
0.041604438327
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFL3
100000.00000000
PA
USD
90684.11000000
0.034311903855
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAG6
450000.00000000
PA
USD
517788.47000000
0.195914236795
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
120000.00000000
PA
USD
115824.75000000
0.043824300487
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAH1
100000.00000000
PA
USD
119956.07000000
0.045387456972
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FW3
100000.00000000
PA
USD
93961.90000000
0.035552112480
Long
DBT
CORP
US
N
2
2052-03-10
Fixed
2.95000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DJ4
130000.00000000
PA
USD
131850.03000000
0.049887742766
Long
DBT
NUSS
N/A
N
2
2026-07-23
Fixed
2.00000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AH2
10000.00000000
PA
USD
11798.70000000
0.004464242522
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BN9
100000.00000000
PA
USD
90426.44000000
0.034214409947
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
300000.00000000
PA
USD
296914.65000000
0.112342801005
Long
ABS-MBS
USGSE
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
20000.00000000
PA
USD
19038.95000000
0.007203716526
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.20000000
N
N
N
N
N
N
ZIONS BANCORP NA
8WH0EE09O9V05QJZ3V89
Zions Bancorp NA
98971DAB6
10000.00000000
PA
USD
10111.59000000
0.003825895230
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14317CAD4
100000.00000000
PA
USD
99829.96000000
0.037772394628
Long
ABS-O
CORP
US
N
2
2027-08-16
Fixed
1.70000000
N
N
N
N
N
N
AVNET INC
XJI53DCPL7QABOWK4Z75
Avnet Inc
053807AS2
20000.00000000
PA
USD
21417.23000000
0.008103579961
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179SB89
623533.11000000
PA
USD
654015.19000000
0.247457976037
Long
ABS-MBS
USGSE
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BP0
100000.00000000
PA
USD
90470.42000000
0.034231050542
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
2.90000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BV5
10000.00000000
PA
USD
10341.08000000
0.003912726746
Long
DBT
CORP
DE
N
2
2023-11-14
Fixed
3.12500000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844BH0
32000.00000000
PA
USD
38362.53000000
0.014515127744
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.83700000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAW9
179000.00000000
PA
USD
183789.05000000
0.069539770675
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.13000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
857524AC6
100000.00000000
PA
USD
104990.40000000
0.039724936491
Long
DBT
NUSS
PL
N
2
2024-01-22
Fixed
4.00000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAD2
10000.00000000
PA
USD
10090.43000000
0.003817888977
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
2.40000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EA1
150000.00000000
PA
USD
160768.86000000
0.060829683031
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
1900000.00000000
PA
USD
1876843.75000000
0.710136343642
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAA3
50000.00000000
PA
USD
55347.56000000
0.020941708060
Long
DBT
CORP
SG
N
2
2029-06-15
Fixed
4.87500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2019-C49
95001WBA5
300000.00000000
PA
USD
318427.80000000
0.120482673960
Long
ABS-MBS
USGSE
US
N
2
2052-03-15
Fixed
3.76000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBR0
100000.00000000
PA
USD
96115.45000000
0.036366945426
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.45000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVN6
100000.00000000
PA
USD
98263.40000000
0.037179659516
Long
DBT
CORP
US
N
2
2024-01-17
Fixed
0.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
110000.00000000
PA
USD
116281.72000000
0.043997203002
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
104000.00000000
PA
USD
115201.08000000
0.043588324139
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS INC
6S552MUG6KGJVEBSEC55
Motorola Solutions Inc
620076BU2
100000.00000000
PA
USD
96957.24000000
0.036685451254
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AY8
113000.00000000
PA
USD
123226.51000000
0.046624884597
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BJ4
131000.00000000
PA
USD
133677.91000000
0.050579352827
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAG9
50000.00000000
PA
USD
52901.67000000
0.020016263211
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JP2
100000.00000000
PA
USD
95912.03000000
0.036289977945
Long
DBT
NUSS
N/A
N
2
2026-10-26
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWR9
1035858.80000000
PA
USD
1012322.63000000
0.383029802590
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVU9
200000.00000000
PA
USD
201514.31000000
0.076246429834
Long
ABS-MBS
USGSE
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
700000.00000000
PA
USD
587453.13000000
0.222273067643
Long
DBT
UST
US
N
2
2050-08-15
Fixed
1.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SQ2
200000.00000000
PA
USD
168109.38000000
0.063607095926
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern/Old
485170AQ7
70000.00000000
PA
USD
77085.24000000
0.029166535830
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HX7
90000.00000000
PA
USD
91955.16000000
0.034792827640
Long
DBT
NUSS
N/A
N
2
2024-06-24
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZZ8
368559.54000000
PA
USD
363105.19000000
0.137387138372
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
1.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
280000.00000000
PA
USD
346558.61000000
0.131126453208
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CM8
20000.00000000
PA
USD
19256.32000000
0.007285962231
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.70000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CA7
18000.00000000
PA
USD
25995.95000000
0.009836017986
Long
DBT
CORP
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAZ3
20000.00000000
PA
USD
20221.40000000
0.007651116966
Long
DBT
CORP
GB
N
2
2022-09-26
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZX3
766410.12000000
PA
USD
783669.84000000
0.296515058752
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBN0
500000.00000000
PA
USD
496191.41000000
0.187742615038
Long
DBT
UST
US
N
2
2023-02-28
Fixed
0.12500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Z3
200000.00000000
PA
USD
193846.28000000
0.073345097858
Long
DBT
USGSE
US
N
2
2025-06-17
Fixed
0.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CV0
160000.00000000
PA
USD
150320.09000000
0.056876209907
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QDH4
100000.00000000
PA
USD
101980.58000000
0.038586118958
Long
DBT
NUSS
N/A
N
2
2023-03-07
Fixed
2.75000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCW4
211000.00000000
PA
USD
213436.15000000
0.080757264509
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.35000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAV2
10000.00000000
PA
USD
10766.44000000
0.004073669071
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.35000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
180000.00000000
PA
USD
181555.68000000
0.068694736449
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AH8
230000.00000000
PA
USD
243337.16000000
0.092070829590
Long
DBT
CORP
GB
N
2
2029-06-01
Fixed
3.37500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBE2
200000.00000000
PA
USD
211244.58000000
0.079928046037
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CV2
10000.00000000
PA
USD
12075.02000000
0.004568792981
Long
DBT
CORP
CA
N
2
2049-01-20
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
10000.00000000
PA
USD
10415.70000000
0.003940960516
Long
DBT
NUSS
PA
N
2
2025-03-16
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB90
2865000.00000000
PA
USD
2862719.60000000
1.083159548906
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
2.50000000
N
N
N
N
N
N
BROOKFIELD FIN I UK PLC
213800JCKNPJE9FDCJ76
Brookfield Finance I UK Plc
11272BAA1
100000.00000000
PA
USD
94793.47000000
0.035866751394
Long
DBT
CORP
GB
N
2
2032-01-30
Fixed
2.34000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ62
97133.45000000
PA
USD
96579.08000000
0.036542367868
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.00000000
N
N
N
N
N
N
Bank
N/A
BANK
06540WBC6
200000.00000000
PA
USD
204052.36000000
0.077206745016
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.92600000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFFX0
120000.00000000
PA
USD
131000.53000000
0.049566319726
Long
DBT
USGSE
US
N
2
2028-11-16
Fixed
3.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SZ2
400000.00000000
PA
USD
390187.50000000
0.147634199482
Long
DBT
UST
US
N
2
2051-08-15
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
100000.00000000
PA
USD
96965.16000000
0.036688447923
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GY3
100000.00000000
PA
USD
110299.37000000
0.041733677253
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.10000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DD9
50000.00000000
PA
USD
46809.61000000
0.017711226783
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.00000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
190000.00000000
PA
USD
188603.05000000
0.071361230963
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAH1
100000.00000000
PA
USD
96144.15000000
0.036377804568
Long
DBT
CORP
N/A
Y
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
295000.00000000
PA
USD
304152.42000000
0.115081336658
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C6L3
221227.08000000
PA
USD
231152.86000000
0.087460688628
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
3.50000000
N
N
N
N
N
N
BELL CANADA
549300JYAVAQRV5MNZ86
Bell Telephone Co of Canada or Bell Canada/The
0778FPAF6
80000.00000000
PA
USD
82662.72000000
0.031276872001
Long
DBT
CORP
CA
N
2
2051-03-17
Fixed
3.65000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAB4
59000.00000000
PA
USD
59542.80000000
0.022529049784
Long
DBT
NUSS
CA
N
2
2022-10-23
Fixed
2.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
100000.00000000
PA
USD
117417.82000000
0.044427066117
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BD7
50000.00000000
PA
USD
47416.77000000
0.017940956286
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.37500000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BB3
40000.00000000
PA
USD
41021.08000000
0.015521036188
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
2600000.00000000
PA
USD
2576742.19000000
0.974955042111
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDV3
300000.00000000
PA
USD
397099.31000000
0.150249402522
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
96432.80000000
PA
USD
101480.56000000
0.038396927729
Long
ABS-MBS
USGSE
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959JAG3
30000.00000000
PA
USD
31261.78000000
0.011828435981
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.15000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAJ8
80000.00000000
PA
USD
96306.31000000
0.036439160613
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642869AM3
70000.00000000
PA
USD
76873.29000000
0.029086340876
Long
DBT
NUSS
CA
N
2
2028-02-24
Fixed
3.62500000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BZ4
90000.00000000
PA
USD
87903.52000000
0.033259819463
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.12500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B24 Mortgage Trust
08163CBB4
200000.00000000
PA
USD
195321.52000000
0.073903280466
Long
ABS-MBS
USGSE
US
N
2
2054-03-15
Fixed
2.26380000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1K86
195913.35000000
PA
USD
207601.23000000
0.078549521454
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.04613400
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3L4
189229.40000000
PA
USD
186428.98000000
0.070538633919
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
1.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AU6
299000.00000000
PA
USD
384297.50000000
0.145405615955
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.40000000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
124000.00000000
PA
USD
139661.88000000
0.052843491531
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
120000.00000000
PA
USD
147526.14000000
0.055819070528
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
BANK OF NOVA SCO
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594A1
100000.00000000
PA
USD
96807.58000000
0.036628824801
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCW9
1450000.00000000
PA
USD
1396021.49000000
0.528208912732
Long
DBT
UST
US
N
2
2026-08-31
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DW65
859225.36000000
PA
USD
854323.84000000
0.323248223526
Long
ABS-MBS
USGSE
US
N
2
2041-02-01
Fixed
2.00000000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CP8
100000.00000000
PA
USD
97786.47000000
0.036999204789
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.58000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179UV74
576026.79000000
PA
USD
590678.26000000
0.223493351444
Long
ABS-MBS
USGSE
US
N
2
2049-07-20
Fixed
3.00000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AW5
100000.00000000
PA
USD
93833.52000000
0.035503537683
Long
DBT
CORP
US
N
2
2031-08-19
Fixed
2.00000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAT0
20000.00000000
PA
USD
21437.42000000
0.008111219197
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10300000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FW3
100000.00000000
PA
USD
92693.63000000
0.035072240556
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.00000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
150000.00000000
PA
USD
171375.76000000
0.064842987379
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
DOMINION ENERGY SOUTH
3QRVFYR22IUIEOORTK28
Dominion Energy South Carolina Inc
25731VAA2
100000.00000000
PA
USD
97182.42000000
0.036770652008
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.30000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AH4
9000.00000000
PA
USD
9351.90000000
0.003538453359
Long
DBT
NUSS
CA
N
2
2024-10-16
Fixed
2.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCZ2
2600000.00000000
PA
USD
2515195.31000000
0.951667713943
Long
DBT
UST
US
N
2
2026-09-30
Fixed
0.87500000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368BGS1
38000.00000000
PA
USD
39896.46000000
0.015095516730
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAM6
80000.00000000
PA
USD
83010.30000000
0.031408384915
Long
DBT
NUSS
KR
N
2
2027-01-19
Fixed
2.75000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAR9
150000.00000000
PA
USD
146960.95000000
0.055605221101
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
1300000.00000000
PA
USD
1239214.85000000
0.468878404271
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AZ3
432000.00000000
PA
USD
445485.82000000
0.168557276736
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
70000.00000000
PA
USD
71862.00000000
0.027190232499
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner Inc
099724AL0
50000.00000000
PA
USD
50552.08000000
0.019127255134
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DM5
10000.00000000
PA
USD
9885.12000000
0.003740206382
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.35000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
200000.00000000
PA
USD
197349.84000000
0.074670730472
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
132000.00000000
PA
USD
128260.02000000
0.048529400296
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.70700000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAM5
120000.00000000
PA
USD
168251.03000000
0.063660691657
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.55000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
10000.00000000
PA
USD
9360.00000000
0.003541518134
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
250000.00000000
PA
USD
240292.10000000
0.090918678393
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAR3
100000.00000000
PA
USD
95293.79000000
0.036056056132
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAH7
108000.00000000
PA
USD
117456.48000000
0.044441693798
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
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
0.031026328512
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
200000.00000000
PA
USD
192245.61000000
0.072739456636
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AW3
34000.00000000
PA
USD
35916.25000000
0.013589535331
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.20000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AJ4
10000.00000000
PA
USD
10693.41000000
0.004046036905
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DX80
177800.18000000
PA
USD
175168.90000000
0.066278187604
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KH3
20000.00000000
PA
USD
19440.33000000
0.007355585602
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.70000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
780641AH9
10000.00000000
PA
USD
13872.48000000
0.005248893108
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
200000.00000000
PA
USD
193979.24000000
0.073395405577
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBP3
10000.00000000
PA
USD
9084.69000000
0.003437349827
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
39000.00000000
PA
USD
42351.16000000
0.016024294996
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
52000.00000000
PA
USD
48326.12000000
0.018285024610
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
20000.00000000
PA
USD
20129.80000000
0.007616458519
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
891160MJ9
30000.00000000
PA
USD
31572.61000000
0.011946043896
Long
DBT
CORP
CA
N
2
2031-09-15
Fixed
3.62500000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2022-1
380146AC4
50000.00000000
PA
USD
49731.44000000
0.018816751775
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.26000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
60000.00000000
PA
USD
85646.81000000
0.032405954144
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GF5
100000.00000000
PA
USD
94185.54000000
0.035636730548
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.95000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BU5
30000.00000000
PA
USD
32363.10000000
0.012245139481
Long
DBT
NUSS
PE
N
2
2027-08-25
Fixed
4.12500000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
150000.00000000
PA
USD
144908.76000000
0.054828739466
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.37500000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BV6
40000.00000000
PA
USD
41686.73000000
0.015772896396
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
9000.00000000
PA
USD
8301.70000000
0.003141091997
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWQ1
929437.97000000
PA
USD
880195.66000000
0.333037274777
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
Corporate Office Properties LP
22003BAN6
100000.00000000
PA
USD
93988.24000000
0.035562078675
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BF8
10000.00000000
PA
USD
11721.45000000
0.004435013647
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAV9
54000.00000000
PA
USD
61283.38000000
0.023187628378
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4Z2
401659.29000000
PA
USD
410805.71000000
0.155435456386
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBJ8
100000.00000000
PA
USD
93014.55000000
0.035193666197
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHE5
74254.69000000
PA
USD
77224.17000000
0.029219102402
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
912828YE4
262000.00000000
PA
USD
261631.56000000
0.098992832727
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
2344000.00000000
PA
USD
2484640.00000000
0.940106583123
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CD8
200000.00000000
PA
USD
201359.00000000
0.076187665605
Long
DBT
NUSS
JP
N
2
2024-10-17
Fixed
1.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
2186000.00000000
PA
USD
2254056.32000000
0.852861253607
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Trane Technologies Global Holding Co Ltd
45687AAJ1
78000.00000000
PA
USD
80890.68000000
0.030606389972
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CL0
110000.00000000
PA
USD
110666.48000000
0.041872579681
Long
DBT
CORP
US
N
2
2022-05-16
Fixed
2.60000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBN8
30000.00000000
PA
USD
27831.87000000
0.010530670120
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.15000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
49000.00000000
PA
USD
44912.37000000
0.016993373164
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AD0
10000.00000000
PA
USD
10620.71000000
0.004018529601
Long
DBT
CORP
LU
N
2
2029-03-21
Fixed
3.80000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BA6
10000.00000000
PA
USD
10421.53000000
0.003943166398
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
3.30000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBN7
100000.00000000
PA
USD
112914.33000000
0.042723092666
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
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
0.036807641197
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
1.51800000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
30000.00000000
PA
USD
35308.06000000
0.013359416109
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ47
734581.25000000
PA
USD
738757.69000000
0.279521768828
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAR1
330000.00000000
PA
USD
346322.23000000
0.131037014740
Long
DBT
CORP
JP
N
2
2027-07-12
Fixed
3.36400000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
180000.00000000
PA
USD
177283.80000000
0.067078396653
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAD9
300000.00000000
PA
USD
325526.87000000
0.123168730065
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAS3
20000.00000000
PA
USD
18396.76000000
0.006960732816
Long
DBT
NUSS
KR
N
2
2030-09-16
Fixed
1.00000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBQ1
30000.00000000
PA
USD
29153.31000000
0.011030659834
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.00000000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange SA
35177PAX5
120000.00000000
PA
USD
149866.37000000
0.056704537086
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.37500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EV4
12000.00000000
PA
USD
14321.49000000
0.005418783819
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AT0
30000.00000000
PA
USD
34941.42000000
0.013220691514
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAF2
100000.00000000
PA
USD
96168.80000000
0.036387131323
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
1820000.00000000
PA
USD
1742294.54000000
0.659227319367
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HM8
155000.00000000
PA
USD
170676.30000000
0.064578334572
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GK4
774000.00000000
PA
USD
797467.68000000
0.301735710523
Long
DBT
CORP
DE
N
2
2024-11-20
Fixed
2.50000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AN9
19000.00000000
PA
USD
20305.03000000
0.007682759825
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXK9
1675000.00000000
PA
USD
1719145.80000000
0.650468592604
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
848000.00000000
PA
USD
947899.50000000
0.358654195412
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
100000.00000000
PA
USD
98461.68000000
0.037254682188
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
100000.00000000
PA
USD
111132.77000000
0.042049008579
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.85000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QAR7
100000.00000000
PA
USD
129963.44000000
0.049173918760
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
5.80000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UY9
100000.00000000
PA
USD
96964.80000000
0.036688311711
Long
DBT
NUSS
CA
N
2
2028-10-25
Fixed
1.50000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AS7
50000.00000000
PA
USD
61958.53000000
0.023443083075
Long
DBT
CORP
IE
N
2
2045-09-14
Fixed
5.12500000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AP5
20000.00000000
PA
USD
20476.94000000
0.007747804952
Long
DBT
CORP
CA
N
2
2051-06-15
Fixed
4.10000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAV2
28000.00000000
PA
USD
29307.87000000
0.011089140287
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.25000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AJ8
40000.00000000
PA
USD
47424.70000000
0.017943956739
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.20000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DU8
10000.00000000
PA
USD
11269.27000000
0.004263923511
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.50000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
12000.00000000
PA
USD
12340.62000000
0.004669287342
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDF0
39000.00000000
PA
USD
40519.89000000
0.015331402270
Long
DBT
CORP
US
N
2
2025-09-17
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKC5
151680.71000000
PA
USD
155919.47000000
0.058994832323
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
3.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VVY3
101338.05000000
PA
USD
102105.34000000
0.038633324065
Long
ABS-MBS
USGSE
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z29
400000.00000000
PA
USD
402656.25000000
0.152351967029
Long
DBT
UST
US
N
2
2023-01-15
Fixed
1.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
965396.84000000
PA
USD
972706.38000000
0.368040308167
Long
ABS-MBS
USGSE
US
N
2
2051-07-20
Fixed
2.50000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CB6
10000.00000000
PA
USD
10785.75000000
0.004080975344
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
211000.00000000
PA
USD
229881.21000000
0.086979537823
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AH4
50000.00000000
PA
USD
55749.91000000
0.021093944152
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.35000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BV7
150000.00000000
PA
USD
192899.95000000
0.072987037510
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.20000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KJ9
78000.00000000
PA
USD
73762.58000000
0.027909349864
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.95000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WDD0
150000.00000000
PA
USD
151803.52000000
0.057437491344
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
2.15000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AM7
50000.00000000
PA
USD
59621.25000000
0.022558732701
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.35000000
N
N
N
N
N
N
TELEDYNE TECHNOLOGIES IN
549300VSMO9KYQWDND94
Teledyne Technologies Inc
879360AD7
60000.00000000
PA
USD
58819.95000000
0.022255546966
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ADP6
200000.00000000
PA
USD
205476.98000000
0.077745774670
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAF7
50000.00000000
PA
USD
50758.48000000
0.019205350150
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
2.63200000
N
N
N
N
N
N
CHENIERE CORP CHRISTI HD
549300I7CIEWU1BBLQ53
Cheniere Corpus Christi Holdings LLC
16412XAG0
50000.00000000
PA
USD
55247.76000000
0.020903947001
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
IDEX CORP
549300U5Y5EL6PHYLF13
IDEX Corp
45167RAH7
20000.00000000
PA
USD
19674.44000000
0.007444165176
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
198000.00000000
PA
USD
192462.19000000
0.072821403431
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AG0
30000.00000000
PA
USD
31014.31000000
0.011734801420
Long
DBT
CORP
GB
N
2
2024-06-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
2824000.00000000
PA
USD
2822455.61000000
1.067924970834
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.37500000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
48000.00000000
PA
USD
45876.13000000
0.017358028455
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAK5
10000.00000000
PA
USD
10591.71000000
0.004007556948
Long
DBT
CORP
JP
N
2
2027-02-28
Fixed
3.66300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAS9
347704.96000000
PA
USD
349681.83000000
0.132308177595
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
40000.00000000
PA
USD
42510.88000000
0.016084727824
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBQ3
500000.00000000
PA
USD
479160.16000000
0.181298546584
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.50000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB34
240000.00000000
PA
USD
247500.00000000
0.093645912213
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAQ3
110000.00000000
PA
USD
111097.93000000
0.042035826262
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFU0
367000.00000000
PA
USD
369229.78000000
0.139704483089
Long
ABS-O
CORP
US
N
2
2024-08-15
Fixed
1.72000000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAJ3
50000.00000000
PA
USD
49972.28000000
0.018907877761
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.37500000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
100000.00000000
PA
USD
97736.73000000
0.036980384798
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAH5
10000.00000000
PA
USD
10719.90000000
0.004056059855
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBG5
20000.00000000
PA
USD
21238.95000000
0.008036124635
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.37500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
10000.00000000
PA
USD
12079.37000000
0.004570438879
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AM9
50000.00000000
PA
USD
52727.33000000
0.019950298652
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
60000.00000000
PA
USD
60884.43000000
0.023036678735
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAB7
100000.00000000
PA
USD
98904.60000000
0.037422268643
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CC1
117000.00000000
PA
USD
162713.18000000
0.061565350183
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
6.20000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TFT7
10000.00000000
PA
USD
10872.53000000
0.004113810060
Long
DBT
CORP
US
N
2
2029-01-08
Fixed
3.65000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
84029.52000000
PA
USD
88417.66000000
0.033454353238
Long
ABS-MBS
USGSE
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
250000.00000000
PA
USD
256838.33000000
0.097179231128
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
90000.00000000
PA
USD
109507.33000000
0.041433995199
Long
DBT
CORP
ES
N
2
2049-03-01
Fixed
5.52000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
1500000.00000000
PA
USD
1441699.22000000
0.545491873110
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYZG4
99908.96000000
PA
USD
96797.53000000
0.036625022209
Long
ABS-MBS
USGSE
US
N
2
2027-06-25
Fixed
0.86100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZT0
314292.70000000
PA
USD
326159.68000000
0.123408164690
Long
ABS-MBS
USGSE
US
N
2
2050-12-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBT6
2625000.00000000
PA
USD
2684840.52000000
1.015855917754
Long
ABS-MBS
USGSE
US
N
2
2052-02-01
Fixed
3.00000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAG1
50000.00000000
PA
USD
55317.62000000
0.020930379743
Long
DBT
CORP
JE
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFE9
30000.00000000
PA
USD
30132.90000000
0.011401304679
Long
DBT
NUSS
CA
N
2
2022-04-25
Fixed
2.55000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EH2
179000.00000000
PA
USD
182652.46000000
0.069109722160
Long
DBT
NUSS
N/A
N
2
2023-03-17
Fixed
2.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
250000.00000000
PA
USD
251562.34000000
0.095182968921
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AE1
10000.00000000
PA
USD
11061.25000000
0.004185215541
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.37500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJK2
100000.00000000
PA
USD
96711.42000000
0.036592440999
Long
DBT
CORP
US
N
2
2026-06-18
Fixed
1.12500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JR6
100000.00000000
PA
USD
99427.00000000
0.037619927732
Long
DBT
CORP
DE
N
2
2025-01-31
Fixed
1.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
200000.00000000
PA
USD
195867.99000000
0.074110046856
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
BAXALTA INC
5493000JW8DCO3T45R55
Baxalta Inc
07177MAB9
180000.00000000
PA
USD
190469.07000000
0.072067271954
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
900000.00000000
PA
USD
879925.78000000
0.332935161004
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FG3
60000.00000000
PA
USD
58811.49000000
0.022252345978
Long
DBT
NUSS
N/A
N
2
2024-10-08
Fixed
0.62500000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340AN2
40000.00000000
PA
USD
41494.16000000
0.015700034201
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBH3
3500000.00000000
PA
USD
3341542.96000000
1.264330661377
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCJ2
60000.00000000
PA
USD
58009.77000000
0.021949001329
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAJ3
94000.00000000
PA
USD
101195.61000000
0.038289111961
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ET6
100000.00000000
PA
USD
97150.33000000
0.036758510200
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FB9
111000.00000000
PA
USD
148799.11000000
0.056300720778
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBM9
80000.00000000
PA
USD
83035.63000000
0.031417968960
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DR8
300000.00000000
PA
USD
282699.98000000
0.106964434383
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CU1
200000.00000000
PA
USD
196754.01000000
0.074445287871
Long
DBT
CORP
GB
N
2
2024-08-17
Fixed
0.73200000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFJ8
100000.00000000
PA
USD
96826.25000000
0.036635888919
Long
DBT
NUSS
CA
N
2
2031-10-14
Fixed
1.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WDR6
626162.32000000
PA
USD
630903.33000000
0.238713203461
Long
ABS-MBS
USGSE
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2N1
829459.43000000
PA
USD
852992.92000000
0.322744646890
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
96000.00000000
PA
USD
126219.84000000
0.047757462853
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
150000.00000000
PA
USD
147468.23000000
0.055797159276
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAA1
90000.00000000
PA
USD
88133.45000000
0.033346817461
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641596E1
100000.00000000
PA
USD
97418.95000000
0.036860147230
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BF1
10000.00000000
PA
USD
11099.62000000
0.004199733495
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAV9
200000.00000000
PA
USD
218630.64000000
0.082722689780
Long
ABS-MBS
USGSE
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
VALMONT INDUSTRIES INC
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
70000.00000000
PA
USD
84136.43000000
0.031834475708
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.25000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AE5
10000.00000000
PA
USD
12735.47000000
0.004818685679
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.25000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AT7
30000.00000000
PA
USD
29266.94000000
0.011073653713
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
100000.00000000
PA
USD
90534.67000000
0.034255360642
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DN5
20000.00000000
PA
USD
20461.64000000
0.007742015932
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
2.37500000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AS6
18000.00000000
PA
USD
18714.75000000
0.007081049840
Long
DBT
CORP
US
N
2
2025-07-30
Fixed
3.10000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
60000.00000000
PA
USD
63131.09000000
0.023886741463
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFN9
160000.00000000
PA
USD
167067.21000000
0.063212772854
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.30000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAD1
51000.00000000
PA
USD
66279.44000000
0.025077974221
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
6.35000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0BT4
340000.00000000
PA
USD
419479.74000000
0.158717425889
Long
DBT
NUSS
N/A
N
2
2041-10-28
Fixed
3.87500000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AH5
100000.00000000
PA
USD
96602.30000000
0.036551153557
Long
DBT
NUSS
CA
N
2
2026-07-20
Fixed
0.90000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AS2
30000.00000000
PA
USD
38951.93000000
0.014738137443
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
5.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDR2
200000.00000000
PA
USD
236319.94000000
0.089415742851
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CC1
40000.00000000
PA
USD
41379.28000000
0.015656567363
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BG8
250000.00000000
PA
USD
258435.00000000
0.097783358880
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BA8
71000.00000000
PA
USD
83292.88000000
0.031515303953
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
120000.00000000
PA
USD
126242.96000000
0.047766210706
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.50000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GA5
40000.00000000
PA
USD
38917.51000000
0.014725114040
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
10000.00000000
PA
USD
10609.30000000
0.004014212430
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
50000.00000000
PA
USD
53021.75000000
0.020061697559
Long
DBT
CORP
US
N
2
2027-02-06
Fixed
3.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2L5
288212.05000000
PA
USD
281413.64000000
0.106477725362
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFG8
10000.00000000
PA
USD
10475.70000000
0.003963662555
Long
DBT
CORP
US
N
2
2027-10-25
Fixed
3.10000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAC7
100000.00000000
PA
USD
103071.37000000
0.038998838249
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.80000000
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
0.037388775567
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAM4
240000.00000000
PA
USD
234969.04000000
0.088904606435
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.05000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCD6
100000.00000000
PA
USD
97936.66000000
0.037056031777
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.15700000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AX8
40000.00000000
PA
USD
36207.75000000
0.013699829405
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DH0
400000.00000000
PA
USD
423426.80000000
0.160210864411
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.62500000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
126000.00000000
PA
USD
135920.73000000
0.051427962624
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAU3
80000.00000000
PA
USD
81039.06000000
0.030662532115
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.55000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust
47789QAD2
50000.00000000
PA
USD
48545.47000000
0.018368019482
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
0.74000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
100000.00000000
PA
USD
93347.66000000
0.035319704136
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810ST6
3850000.00000000
PA
USD
3375517.57000000
1.277185543581
Long
DBT
UST
US
N
2
2040-11-15
Fixed
1.37500000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FQ1
10000.00000000
PA
USD
11411.96000000
0.004317912744
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
ALABAMA POWER CO
0RL818ELFOHP5JHOFU19
Alabama Power Co
010392FU7
30000.00000000
PA
USD
27348.61000000
0.010347820328
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.45000000
N
N
N
N
N
N
TC PIPELINES LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
50000.00000000
PA
USD
53508.20000000
0.020245754343
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.90000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
100000.00000000
PA
USD
97452.03000000
0.036872663621
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BJ1
296000.00000000
PA
USD
326845.74000000
0.123667747375
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
10000.00000000
PA
USD
13295.26000000
0.005030491922
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BX1
150000.00000000
PA
USD
145034.09000000
0.054876160243
Long
DBT
CORP
DE
N
2
2025-05-27
Fixed
0.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJW0
100000.00000000
PA
USD
98662.06000000
0.037330499432
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31100000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AW2
10000.00000000
PA
USD
10210.63000000
0.003863368729
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
4.50000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BY1
100000.00000000
PA
USD
114409.53000000
0.043288827486
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BH2
392000.00000000
PA
USD
390882.26000000
0.147897073963
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
1100000.00000000
PA
USD
1164453.13000000
0.440591012481
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
10000.00000000
PA
USD
10045.26000000
0.003800798125
Long
DBT
CORP
US
N
2
2029-10-22
Fixed
2.70000000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAC7
50000.00000000
PA
USD
53278.25000000
0.020158748777
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYN6
85232.51000000
PA
USD
87668.43000000
0.033170869089
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CRC0
67442.50000000
PA
USD
70783.28000000
0.026782080101
Long
ABS-MBS
USGSE
US
N
2
2047-11-01
Fixed
3.50000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AZ0
100000.00000000
PA
USD
106450.84000000
0.040277519263
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BJ2
60000.00000000
PA
USD
57209.81000000
0.021646322606
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BM4
20000.00000000
PA
USD
21809.43000000
0.008251975625
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.97500000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BN3
50000.00000000
PA
USD
47720.53000000
0.018055889144
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZB1
129462.65000000
PA
USD
136733.33000000
0.051735423910
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
4.00000000
N
N
N
N
N
N
FRANKLIN RESOURCES INC
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613AL5
30000.00000000
PA
USD
27484.31000000
0.010399164773
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
1.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKA6
100000.00000000
PA
USD
94659.77000000
0.035816163683
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
COUNCIL OF EUROPE
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AY6
50000.00000000
PA
USD
48241.99000000
0.018253192567
Long
DBT
NUSS
N/A
N
2
2026-09-22
Fixed
0.87500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBC3
30000.00000000
PA
USD
30508.20000000
0.011543305935
Long
DBT
CORP
GB
N
2
2023-02-19
Fixed
2.95000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234C89
516000.00000000
PA
USD
520199.48000000
0.196826484193
Long
DBT
NUSS
CA
N
2
2023-01-24
Fixed
1.75000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913Q2E8
10000.00000000
PA
USD
10147.66000000
0.003839542939
Long
DBT
CORP
US
N
2
2022-11-29
Fixed
2.55000000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGM1
100000.00000000
PA
USD
102862.55000000
0.038919827585
Long
ABS-O
CORP
US
N
2
2025-05-23
Fixed
3.29000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518AD0
100000.00000000
PA
USD
91612.83000000
0.034663301154
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.90000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FH1
100000.00000000
PA
USD
99112.41000000
0.037500897156
Long
DBT
NUSS
N/A
N
2
2027-01-20
Fixed
1.50000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UU7
100000.00000000
PA
USD
102513.45000000
0.038787739553
Long
DBT
NUSS
CA
N
2
2024-04-16
Fixed
2.60000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAH7
50000.00000000
PA
USD
57605.85000000
0.021796171200
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EQ2
400000.00000000
PA
USD
401257.64000000
0.151822778709
Long
DBT
NUSS
N/A
N
2
2024-10-18
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKT8
845193.61000000
PA
USD
864227.55000000
0.326995463757
Long
ABS-MBS
USGSE
US
N
2
2050-01-01
Fixed
3.00000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AN0
10000.00000000
PA
USD
11262.06000000
0.004261195483
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
4.00000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AX4
150000.00000000
PA
USD
164476.43000000
0.062232506363
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AS9
10000.00000000
PA
USD
10488.64000000
0.003968558629
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
1346000.00000000
PA
USD
1388325.39000000
0.525296959984
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
3900000.00000000
PA
USD
3693726.58000000
1.397585434556
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.87500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DQ8
90000.00000000
PA
USD
82265.89000000
0.031126724497
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2L0
100000.00000000
PA
USD
97590.55000000
0.036925075063
Long
DBT
CORP
US
N
2
2024-05-17
Fixed
0.45000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAL5
10000.00000000
PA
USD
10688.39000000
0.004044137501
Long
DBT
CORP
AU
N
2
2025-11-16
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BD5
60000.00000000
PA
USD
62546.40000000
0.023665513873
Long
DBT
NUSS
PA
N
2
2024-09-22
Fixed
4.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
150000.00000000
PA
USD
146436.26000000
0.055406695551
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AE8
50000.00000000
PA
USD
56219.52000000
0.021271629230
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.95000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AJ0
30000.00000000
PA
USD
31863.32000000
0.012056039060
Long
DBT
CORP
JP
N
2
2027-07-18
Fixed
3.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
100000.00000000
PA
USD
97886.40000000
0.037037015035
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
200000.00000000
PA
USD
195005.09000000
0.073783553694
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GQ0
100000.00000000
PA
USD
102601.51000000
0.038821058579
Long
DBT
NUSS
N/A
N
2
2024-03-19
Fixed
2.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBF6
68000.00000000
PA
USD
70723.68000000
0.026759529408
Long
DBT
CORP
JP
N
2
2023-10-16
Fixed
3.93600000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
100000.00000000
PA
USD
98890.39000000
0.037416892043
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4V9
557492.00000000
PA
USD
561713.07000000
0.212533870071
Long
ABS-MBS
USGSE
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
210000.00000000
PA
USD
255759.21000000
0.096770927384
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05723KAG5
145000.00000000
PA
USD
148581.45000000
0.056218365346
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
3.13800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPE8
384726.97000000
PA
USD
403105.29000000
0.152521869092
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.50000000
N
N
N
N
N
N
POTOMAC ELECTRIC POWER
549300BXF2DWUNN57U06
Potomac Electric Power Co
737679DB3
36000.00000000
PA
USD
50248.48000000
0.019012382815
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR40
100000.00000000
PA
USD
97179.96000000
0.036769721224
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
0.50000000
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBL8
70000.00000000
PA
USD
71532.22000000
0.027065454523
Long
DBT
NUSS
N/A
N
2
2024-05-21
Fixed
2.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DP2
150000.00000000
PA
USD
133990.81000000
0.050697743962
Long
DBT
CORP
US
N
2
2040-08-21
Fixed
2.70000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
40000.00000000
PA
USD
36392.47000000
0.013769721417
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
14000.00000000
PA
USD
21970.06000000
0.008312752768
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FA0
191000.00000000
PA
USD
254835.86000000
0.096421561917
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
200000.00000000
PA
USD
225766.00000000
0.085422476835
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDM0
4200000.00000000
PA
USD
4150617.20000000
1.570457914927
Long
DBT
UST
US
N
2
2023-11-30
Fixed
0.50000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JQ0
100000.00000000
PA
USD
98671.44000000
0.037334048518
Long
DBT
NUSS
N/A
N
2
2027-03-15
Fixed
1.37500000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AW5
100000.00000000
PA
USD
90752.82000000
0.034337901474
Long
DBT
CORP
US
N
2
2052-02-15
Fixed
2.85000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CY2
100000.00000000
PA
USD
101572.00000000
0.038431525637
Long
DBT
NUSS
KR
N
2
2024-10-01
Fixed
2.12500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
50000.00000000
PA
USD
47974.00000000
0.018151793909
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.88700000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FT0
100000.00000000
PA
USD
100424.03000000
0.037997171303
Long
DBT
CORP
US
N
2
2041-05-20
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
900000.00000000
PA
USD
846492.19000000
0.320284983088
Long
DBT
UST
US
N
2
2027-06-30
Fixed
0.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FM3
270000.00000000
PA
USD
242441.58000000
0.091731971384
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABQ1
100000.00000000
PA
USD
95476.29000000
0.036125108169
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.30000000
N
N
N
N
N
N
MAGNA INTERNATIONAL INC
95RWVLFZX6VGDZNNTN43
Magna International Inc
559222AV6
60000.00000000
PA
USD
59118.00000000
0.022368319346
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4W1
137939.63000000
PA
USD
145642.45000000
0.055106343787
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BQ6
100000.00000000
PA
USD
97505.79000000
0.036893004649
Long
DBT
CORP
US
N
2
2028-12-21
Fixed
2.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
100000.00000000
PA
USD
104741.15000000
0.039630628436
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HR0
70000.00000000
PA
USD
71889.73000000
0.027200724624
Long
DBT
NUSS
N/A
N
2
2023-08-15
Fixed
2.87500000
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
0.037289957374
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
0.69000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BY8
10000.00000000
PA
USD
11031.80000000
0.004174072623
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.95000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905URL0
151000.00000000
PA
USD
154001.88000000
0.058269278930
Long
DBT
NUSS
N/A
N
2
2025-03-03
Fixed
2.12500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DV6
300000.00000000
PA
USD
352908.35000000
0.133528987327
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.00000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BC6
48000.00000000
PA
USD
69831.10000000
0.026421806304
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
6.62500000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AX6
90000.00000000
PA
USD
84915.38000000
0.032129204933
Long
DBT
CORP
US
N
2
2060-06-15
Fixed
3.12500000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAD2
126000.00000000
PA
USD
141827.05000000
0.053662721106
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.72500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HT6
301000.00000000
PA
USD
311733.66000000
0.117949830135
Long
DBT
NUSS
N/A
N
2
2023-12-14
Fixed
3.12500000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBE8
50000.00000000
PA
USD
50457.89000000
0.019091616716
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
2.25000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVX4
100000.00000000
PA
USD
99109.44000000
0.037499773405
Long
DBT
CORP
US
N
2
2024-01-10
Fixed
0.90000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCR5
10000.00000000
PA
USD
11097.25000000
0.004198836764
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
4.12500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCH6
10000.00000000
PA
USD
9851.78000000
0.003727591616
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4H2
388087.80000000
PA
USD
394697.91000000
0.149340791235
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.50000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAC3
18000.00000000
PA
USD
18053.85000000
0.006830986877
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.15000000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660AZ0
30000.00000000
PA
USD
32809.78000000
0.012414148596
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
100000.00000000
PA
USD
95421.88000000
0.036104521203
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSH4
101838.82000000
PA
USD
104514.99000000
0.039545056883
Long
ABS-MBS
USGSE
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
200000.00000000
PA
USD
196666.00000000
0.074411987763
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.44700000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AV4
100000.00000000
PA
USD
136264.14000000
0.051557897746
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
364000.00000000
PA
USD
352122.21000000
0.133231537641
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0ZR7
81000.00000000
PA
USD
83705.88000000
0.031671569657
Long
DBT
USGSE
US
N
2
2024-09-06
Fixed
2.62500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
166000.00000000
PA
USD
176087.24000000
0.066625657450
Long
DBT
CORP
AU
N
2
2031-11-23
Fixed
4.32200000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FH7
200000.00000000
PA
USD
210900.30000000
0.079797781736
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AQ7
48000.00000000
PA
USD
51075.75000000
0.019325394750
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.60000000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660BA4
100000.00000000
PA
USD
94877.30000000
0.035898469926
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.50000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
10000.00000000
PA
USD
10331.66000000
0.003909162526
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
2.95000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
10000.00000000
PA
USD
9559.30000000
0.003616926741
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EDC0
10000.00000000
PA
USD
10301.14000000
0.003897614756
Long
DBT
NUSS
N/A
N
2
2023-09-20
Fixed
3.00000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
12000.00000000
PA
USD
12655.52000000
0.004788435211
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CK7
45000.00000000
PA
USD
53255.51000000
0.020150144704
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
salesforce.com Inc
79466LAK0
100000.00000000
PA
USD
94216.81000000
0.035648562094
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
2.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY89
650595.40000000
PA
USD
661674.69000000
0.250356080540
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.50000000
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bond
46513EGV8
100000.00000000
PA
USD
107655.65000000
0.040733379996
Long
DBT
NUSS
IL
N
2
2023-12-04
Fixed
5.50000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FQ1
178000.00000000
PA
USD
191208.27000000
0.072346961078
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AX9
25000.00000000
PA
USD
27742.75000000
0.010496950024
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CK2
100000.00000000
PA
USD
97552.50000000
0.036910678186
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G05P4
100000.00000000
PA
USD
98939.18000000
0.037435352585
Long
DBT
USGSE
US
N
2
2023-08-03
Fixed
0.30000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CY2
60000.00000000
PA
USD
63367.54000000
0.023976206416
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
3.50000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGL3
60000.00000000
PA
USD
60484.60000000
0.022885396128
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
2.00000000
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H14B9
100000.00000000
PA
USD
99229.51000000
0.037545203969
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Fixed
1.77000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AC8
100000.00000000
PA
USD
93819.98000000
0.035498414589
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FXZ27
99425.13000000
PA
USD
96373.57000000
0.036464609599
Long
ABS-MBS
USGSE
US
N
2
2030-11-25
Fixed
1.35300000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AS5
60000.00000000
PA
USD
52746.09000000
0.019957396823
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JZ5
270000.00000000
PA
USD
282163.20000000
0.106761334372
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179U6U1
261743.98000000
PA
USD
268244.12000000
0.101494809347
Long
ABS-MBS
USGSE
US
N
2
2049-11-20
Fixed
3.00000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
100000.00000000
PA
USD
95442.98000000
0.036112504753
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607RAD2
13000.00000000
PA
USD
13463.71000000
0.005094227897
Long
DBT
CORP
CA
N
2
2023-09-13
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMF6
188579.59000000
PA
USD
197204.39000000
0.074615696945
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.50000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAD2
30000.00000000
PA
USD
28044.74000000
0.010611213172
Long
DBT
CORP
IE
N
2
2031-09-16
Fixed
2.00000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
21000.00000000
PA
USD
28523.84000000
0.010792488956
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
HARLEY-DAVIDSON INC
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822AE8
30000.00000000
PA
USD
30767.42000000
0.011641386312
Long
DBT
CORP
US
N
2
2045-07-28
Fixed
4.62500000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AN9
100000.00000000
PA
USD
93165.53000000
0.035250792095
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AW3
124000.00000000
PA
USD
123012.68000000
0.046543978313
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.70000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2015-LC19 Mortgage Trust
200474BC7
500000.00000000
PA
USD
516597.00000000
0.195463423482
Long
ABS-MBS
USGSE
US
N
2
2048-02-10
Fixed
3.18300000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAE0
20000.00000000
PA
USD
28659.03000000
0.010843640434
Long
DBT
CORP
US
N
2
2037-12-10
Fixed
7.37500000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AN5
100000.00000000
PA
USD
96520.16000000
0.036520074465
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AJ3
200000.00000000
PA
USD
203171.07000000
0.076873293679
Long
DBT
CORP
JP
N
2
2026-09-13
Fixed
2.75700000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503BB1
30000.00000000
PA
USD
30477.25000000
0.011531595466
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDJ7
198000.00000000
PA
USD
190791.56000000
0.072189291631
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.37500000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BC8
100000.00000000
PA
USD
95344.63000000
0.036075292327
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJP5
250000.00000000
PA
USD
244324.29000000
0.092444327325
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
BANCO BILBAO VIZCAYA ARG
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAH4
40000.00000000
PA
USD
39569.65000000
0.014971862505
Long
DBT
CORP
ES
N
2
2023-09-18
Fixed
0.87500000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAF2
60000.00000000
PA
USD
79110.77000000
0.029932930192
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
5.30000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AT6
20000.00000000
PA
USD
22099.04000000
0.008361554585
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCP4
1100000.00000000
PA
USD
1053980.47000000
0.398791767954
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
6832342L1
50000.00000000
PA
USD
50234.50000000
0.019007093240
Long
DBT
NUSS
CA
N
2
2022-05-18
Fixed
2.25000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
50000.00000000
PA
USD
49654.57000000
0.018787666679
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469UQ6
9000.00000000
PA
USD
9034.38000000
0.003418314167
Long
DBT
NUSS
CA
N
2
2022-05-04
Fixed
2.12500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTX0
339012.11000000
PA
USD
354288.57000000
0.134051217473
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
2.70100000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AY5
40000.00000000
PA
USD
40754.71000000
0.015420250484
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
2.85000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAW6
50000.00000000
PA
USD
52954.93000000
0.020036415054
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AH6
50000.00000000
PA
USD
59892.34000000
0.022661304298
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CT7
50000.00000000
PA
USD
47814.24000000
0.018091345945
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.15000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
9000.00000000
PA
USD
8557.85000000
0.003238010787
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AM1
100000.00000000
PA
USD
93725.28000000
0.035462583204
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.25000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAB3
51000.00000000
PA
USD
53753.41000000
0.020338533794
Long
DBT
CORP
US
N
2
2025-09-16
Fixed
3.62500000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14912L6G1
50000.00000000
PA
USD
52070.31000000
0.019701703754
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
100000.00000000
PA
USD
96461.63000000
0.036497928626
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
700000.00000000
PA
USD
692234.38000000
0.261918868609
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXY1
338411.08000000
PA
USD
340973.37000000
0.129013180906
Long
ABS-MBS
USGSE
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AY2
99000.00000000
PA
USD
97880.42000000
0.037034752399
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.85000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DH6
90000.00000000
PA
USD
94293.30000000
0.035677503410
Long
DBT
CORP
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
200000.00000000
PA
USD
209706.74000000
0.079346177635
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDD0
3450000.00000000
PA
USD
3405931.63000000
1.288693230017
Long
DBT
UST
US
N
2
2023-10-31
Fixed
0.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
100000.00000000
PA
USD
92902.97000000
0.035151447971
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
10000.00000000
PA
USD
10681.94000000
0.004041697032
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.95000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375BQ4
50000.00000000
PA
USD
68363.71000000
0.025866593879
Long
DBT
CORP
CA
N
2
2037-11-15
Fixed
6.37500000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
150000.00000000
PA
USD
154017.10000000
0.058275037680
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
02360FAB2
60000.00000000
PA
USD
74023.24000000
0.028007975090
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
5.30000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
100000.00000000
PA
USD
97419.18000000
0.036860234255
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
50000.00000000
PA
USD
57453.45000000
0.021738508020
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AQ2
60000.00000000
PA
USD
75612.75000000
0.028609393732
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.87500000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAU8
100000.00000000
PA
USD
96222.70000000
0.036407525321
Long
DBT
CORP
US
N
2
2031-11-18
Fixed
2.00000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAQ7
10000.00000000
PA
USD
10311.77000000
0.003901636800
Long
DBT
NUSS
KR
N
2
2029-06-19
Fixed
2.50000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AU8
20000.00000000
PA
USD
21028.62000000
0.007956542636
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
3.15000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BQ9
100000.00000000
PA
USD
93087.57000000
0.035221294579
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
1.75000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ET6
400000.00000000
PA
USD
381513.55000000
0.144352260249
Long
DBT
CORP
US
N
2
2031-09-22
Fixed
1.80000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
10000.00000000
PA
USD
9830.96000000
0.003719714008
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.95000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AV9
10000.00000000
PA
USD
10439.53000000
0.003949977009
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
200000.00000000
PA
USD
198918.47000000
0.075264248805
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.73900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4X7
1081329.72000000
PA
USD
1055255.95000000
0.399274367906
Long
ABS-MBS
USGSE
US
N
2
2051-10-01
Fixed
2.00000000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAB7
100000.00000000
PA
USD
99075.98000000
0.037487113234
Long
ABS-MBS
USGSE
US
N
2
2063-06-15
Fixed
1.93500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200AM3
20000.00000000
PA
USD
23495.90000000
0.008890080762
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.00000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAC3
100000.00000000
PA
USD
101902.63000000
0.038556625225
Long
DBT
CORP
IE
N
2
2023-09-23
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9C29
2103521.42000000
PA
USD
2226974.17000000
0.842614253035
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4.00000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CS0
30000.00000000
PA
USD
34248.28000000
0.012958429989
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.35000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
150000.00000000
PA
USD
144680.67000000
0.054742437664
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
48000.00000000
PA
USD
51381.60000000
0.019441118395
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.67100000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FX9
40000.00000000
PA
USD
39807.79000000
0.015061966900
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
ERP OPERATING LP
DX5HQV5MLU50FEWZ5072
ERP Operating LP
26884ABM4
86000.00000000
PA
USD
85832.99000000
0.032476398572
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200GS4
72000.00000000
PA
USD
92625.53000000
0.035046473741
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.60000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CQ0
100000.00000000
PA
USD
96885.33000000
0.036658242860
Long
DBT
CORP
US
Y
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAQ3
173000.00000000
PA
USD
223685.04000000
0.084635109573
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
700000.00000000
PA
USD
675718.75000000
0.255669893914
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
BLOCK FINANCIAL
N/A
Block Financial LLC
093662AJ3
100000.00000000
PA
USD
97364.91000000
0.036839700260
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.50000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAB9
10000.00000000
PA
USD
10162.64000000
0.003845210882
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.25000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAT7
10000.00000000
PA
USD
9519.34000000
0.003601807183
Long
DBT
CORP
US
N
2
2028-08-12
Fixed
1.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TA6
1450000.00000000
PA
USD
1350312.50000000
0.510914124590
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EB8
130000.00000000
PA
USD
176710.20000000
0.066861365157
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCH7
100000.00000000
PA
USD
97513.48000000
0.036895914293
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.82400000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AQ7
100000.00000000
PA
USD
101615.93000000
0.038448147314
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.62500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AX8
30000.00000000
PA
USD
31049.84000000
0.011748244811
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
948000.00000000
PA
USD
1014136.24000000
0.383716013349
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AV0
100000.00000000
PA
USD
91690.60000000
0.034692726781
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.75000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0Q22
200000.00000000
PA
USD
202457.19000000
0.076603184815
Long
DBT
USGSE
US
N
2
2026-09-24
Fixed
1.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Y61
1248000.00000000
PA
USD
1279980.00000000
0.484302604911
Long
DBT
UST
US
N
2
2023-07-31
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TB4
848000.00000000
PA
USD
804010.00000000
0.304211110622
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTW0
843073.17000000
PA
USD
849456.53000000
0.321406592476
Long
ABS-MBS
USGSE
US
N
2
2050-09-20
Fixed
2.50000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BR2
100000.00000000
PA
USD
92993.58000000
0.035185731834
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
43000.00000000
PA
USD
48805.45000000
0.018466387419
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AK5
10000.00000000
PA
USD
9863.39000000
0.003731984460
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.35000000
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ACT9
60000.00000000
PA
USD
62351.43000000
0.023591743596
Long
DBT
NUSS
CA
N
2
2024-05-16
Fixed
3.20000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BB8
40000.00000000
PA
USD
41622.40000000
0.015748556026
Long
DBT
CORP
CL
N
2
2027-11-02
Fixed
3.87500000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
214000.00000000
PA
USD
217166.44000000
0.082168684347
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167BX6
109000.00000000
PA
USD
112648.13000000
0.042622371284
Long
DBT
CORP
AT
N
2
2023-11-07
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ88
92431.58000000
PA
USD
94005.79000000
0.035568719021
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2U0
100000.00000000
PA
USD
98654.40000000
0.037327601139
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
1.70000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A3DL5
390000.00000000
PA
USD
397801.40000000
0.150515050436
Long
DBT
USGSE
US
N
2
2023-09-08
Fixed
2.37500000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2021-2 Owner Trust
43811JAC1
100000.00000000
PA
USD
98806.20000000
0.037385037298
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.33000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
100000.00000000
PA
USD
98186.55000000
0.037150581987
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAY1
100000.00000000
PA
USD
96797.55000000
0.036625029777
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.30000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CL0
100000.00000000
PA
USD
91675.88000000
0.034687157214
Long
DBT
CORP
US
N
2
2051-08-25
Fixed
2.90000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AK9
164000.00000000
PA
USD
168911.58000000
0.063910622192
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
2.85000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
3200000.00000000
PA
USD
3092375.01000000
1.170053651389
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AM0
10000.00000000
PA
USD
11851.48000000
0.004484212750
Long
DBT
CORP
GB
N
2
2045-11-16
Fixed
4.37500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
82000.00000000
PA
USD
117937.43000000
0.044623669561
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAQ8
100000.00000000
PA
USD
101880.27000000
0.038548164932
Long
DBT
CORP
IE
N
2
2024-02-15
Fixed
3.15000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BA4
80000.00000000
PA
USD
81740.62000000
0.030927979494
Long
DBT
CORP
US
N
2
2023-03-22
Fixed
3.12500000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
10000.00000000
PA
USD
10946.38000000
0.004141752487
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
189000.00000000
PA
USD
215837.01000000
0.081665671478
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AZ4
140000.00000000
PA
USD
170273.65000000
0.064425984970
Long
DBT
CORP
CA
N
2
2043-10-01
Fixed
5.45000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CT2
100000.00000000
PA
USD
109954.46000000
0.041603174580
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3G5
1500957.17000000
PA
USD
1465323.10000000
0.554430377323
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
2.00000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353REF1
10000.00000000
PA
USD
10432.40000000
0.003947279250
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
QORVO INC
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAA2
100000.00000000
PA
USD
98121.00000000
0.037125780009
Long
DBT
CORP
US
Y
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AK1
38000.00000000
PA
USD
38485.60000000
0.014561693410
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.62500000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
50000.00000000
PA
USD
50877.82000000
0.019250504506
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
10000.00000000
PA
USD
9816.82000000
0.003714363894
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAP3
50000.00000000
PA
USD
52805.43000000
0.019979849140
Long
DBT
CORP
AU
N
2
2026-01-14
Fixed
3.37500000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AP4
94000.00000000
PA
USD
124334.48000000
0.047044104239
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
100000.00000000
PA
USD
95619.42000000
0.036179263883
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
21000.00000000
PA
USD
21395.17000000
0.008095233178
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EQ2
21000.00000000
PA
USD
21288.87000000
0.008055012731
Long
DBT
CORP
US
N
2
2029-09-24
Fixed
2.37500000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BP1
50000.00000000
PA
USD
54253.02000000
0.020527569891
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.75000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
99000.00000000
PA
USD
98625.11000000
0.037316518760
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAT5
210000.00000000
PA
USD
229459.74000000
0.086820067348
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
CYRUSONE LP/CYRUSONE FIN
N/A
CyrusOne LP / CyrusOne Finance Corp
23283PAR5
42000.00000000
PA
USD
44961.85000000
0.017012094780
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.45000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AE0
120000.00000000
PA
USD
137302.70000000
0.051950854912
Long
DBT
CORP
US
Y
2
2043-11-01
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ39
88513.11000000
PA
USD
90823.35000000
0.034364587721
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.50000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
20000.00000000
PA
USD
18847.91000000
0.007131433233
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AH1
40000.00000000
PA
USD
38294.40000000
0.014489349578
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
10000.00000000
PA
USD
10344.30000000
0.003913945089
Long
DBT
CORP
NO
N
2
2027-04-06
Fixed
3.00000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764AU1
21000.00000000
PA
USD
20967.16000000
0.007933288180
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SN9
2050000.00000000
PA
USD
1667306.64000000
0.630854348456
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148RZ8
180000.00000000
PA
USD
180001.77000000
0.068106787683
Long
DBT
NUSS
CA
N
2
2025-02-11
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2Y9
227913.39000000
PA
USD
239176.43000000
0.090496545322
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN HONDA FINANCE
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WEA5
100000.00000000
PA
USD
99178.52000000
0.037525911019
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
100000.00000000
PA
USD
113317.48000000
0.042875631452
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAP9
144000.00000000
PA
USD
154050.80000000
0.058287788659
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKB4
200000.00000000
PA
USD
185934.48000000
0.070351531279
Long
DBT
CORP
US
N
2
2052-07-21
Fixed
2.97200000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BP1
10000.00000000
PA
USD
9448.02000000
0.003574822026
Long
DBT
CORP
US
N
2
2031-09-16
Fixed
1.95000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAW0
160000.00000000
PA
USD
169138.13000000
0.063996341309
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.00000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAZ8
160000.00000000
PA
USD
163474.31000000
0.061853336902
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBA1
51000.00000000
PA
USD
50308.37000000
0.019035043234
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.45000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
100000.00000000
PA
USD
96067.63000000
0.036348851901
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.40000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BP9
10000.00000000
PA
USD
10586.47000000
0.004005574304
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.90000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAM8
30000.00000000
PA
USD
33639.53000000
0.012728098882
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
50000.00000000
PA
USD
56972.55000000
0.021556551175
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.87500000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJT3
100000.00000000
PA
USD
99247.21000000
0.037551901071
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.45000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BG7
69000.00000000
PA
USD
88725.67000000
0.033570894157
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
200000.00000000
PA
USD
195926.85000000
0.074132317557
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CU2
85000.00000000
PA
USD
82648.25000000
0.031271397026
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDD7
20000.00000000
PA
USD
19576.30000000
0.007407032207
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236THU2
100000.00000000
PA
USD
98130.02000000
0.037129192882
Long
DBT
CORP
US
N
2
2024-01-11
Fixed
0.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
125000.00000000
PA
USD
122046.61000000
0.046178448994
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
100000.00000000
PA
USD
90772.94000000
0.034345514224
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCN9
1300000.00000000
PA
USD
1282429.69000000
0.485229487556
Long
DBT
UST
US
N
2
2023-07-31
Fixed
0.12500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBJ8
10000.00000000
PA
USD
11028.69000000
0.004172895901
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
514000.00000000
PA
USD
510104.85000000
0.193007006072
Long
DBT
UST
US
N
2
2029-08-15
Fixed
1.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CHT4
336773.53000000
PA
USD
351670.25000000
0.133060530746
Long
ABS-MBS
USGSE
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AY6
60000.00000000
PA
USD
66868.85000000
0.025300987704
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYA4
377961.90000000
PA
USD
357929.82000000
0.135428947484
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
1.50000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCP9
20000.00000000
PA
USD
22747.88000000
0.008607054438
Long
DBT
CORP
US
N
2
2041-08-16
Fixed
4.37500000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AB0
10000.00000000
PA
USD
10568.45000000
0.003998756124
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
100000.00000000
PA
USD
94542.46000000
0.035771777412
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BJ7
60000.00000000
PA
USD
60996.25000000
0.023078987769
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.05000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAY3
100000.00000000
PA
USD
98345.59000000
0.037210757526
Long
ABS-MBS
USGSE
US
N
2
2064-06-15
Fixed
2.06700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
4571000.00000000
PA
USD
5103985.73000000
1.931181412575
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
50000.00000000
PA
USD
51541.75000000
0.019501713922
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
CENTERPOINT ENERGY RES
2JADVB0458J06WCD4N56
CenterPoint Energy Resources Corp
15189WAJ9
90000.00000000
PA
USD
98347.22000000
0.037211374265
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
4.10000000
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
120000.00000000
PA
USD
127658.20000000
0.048301691275
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGM0
605000.00000000
PA
USD
574521.74000000
0.217380252238
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
950000.00000000
PA
USD
908957.04000000
0.343919641107
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYB2
2618319.11000000
PA
USD
2557921.32000000
0.967833839929
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.00000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B2HA3
250000.00000000
PA
USD
268862.88000000
0.101728927911
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.36411600
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBC0
50000.00000000
PA
USD
50997.17000000
0.019295662646
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
80000.00000000
PA
USD
96222.01000000
0.036407264248
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FZ1
21000.00000000
PA
USD
18568.07000000
0.007025550922
Long
DBT
CORP
US
N
2
2060-12-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
150000.00000000
PA
USD
162869.22000000
0.061624390620
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
1300000.00000000
PA
USD
1280957.03000000
0.484672281135
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
100000.00000000
PA
USD
106932.33000000
0.040459699345
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CP57
978248.32000000
PA
USD
1008310.09000000
0.381511588575
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122AT5
38000.00000000
PA
USD
38251.43000000
0.014473091134
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
2.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
300000.00000000
PA
USD
322962.01000000
0.122198270856
Long
DBT
CORP
GB
N
2
2028-05-09
Fixed
4.83600000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VKM1
108436.46000000
PA
USD
112534.17000000
0.042579252544
Long
ABS-MBS
USGSE
US
N
2
2050-04-20
Fixed
3.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
200000.00000000
PA
USD
192403.58000000
0.072799227322
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
40414LAR0
50000.00000000
PA
USD
52529.39000000
0.019875404624
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327M2X1
10000.00000000
PA
USD
10000.00000000
0.003783673220
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.30000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AD6
42000.00000000
PA
USD
46762.68000000
0.017693470004
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
4.00000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AU2
100000.00000000
PA
USD
99124.31000000
0.037505399727
Long
DBT
NUSS
CA
N
2
2032-01-21
Fixed
2.12500000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAC9
80000.00000000
PA
USD
81860.78000000
0.030973444111
Long
DBT
CORP
US
N
2
2030-06-17
Fixed
3.40000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JH5
90000.00000000
PA
USD
108610.72000000
0.041094747275
Long
DBT
CORP
US
N
2
2046-02-19
Fixed
4.70000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769HR8
310000.00000000
PA
USD
314210.78000000
0.118887091396
Long
DBT
CORP
DE
N
2
2022-12-29
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
395675.30000000
PA
USD
386134.50000000
0.146100676726
Long
ABS-MBS
USGSE
US
N
2
2051-11-01
Fixed
2.00000000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
79000.00000000
PA
USD
78951.02000000
0.029872486012
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
100000.00000000
PA
USD
107084.20000000
0.040517161990
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142ES8
200000.00000000
PA
USD
192924.12000000
0.072996182648
Long
DBT
CORP
US
N
2
2028-09-22
Fixed
1.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAX0
10000.00000000
PA
USD
10412.98000000
0.003939931357
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
100000.00000000
PA
USD
98041.02000000
0.037095518191
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306CAB7
20000.00000000
PA
USD
24683.48000000
0.009339422227
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.95000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AQ6
50000.00000000
PA
USD
54271.71000000
0.020534641577
Long
DBT
CORP
NL
N
2
2029-04-09
Fixed
4.05000000
N
N
N
N
N
N
XCEL ENERGY INC
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98388MAC1
40000.00000000
PA
USD
38938.31000000
0.014732984080
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.35000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBD6
100000.00000000
PA
USD
97847.70000000
0.037022372220
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
693656AC4
21000.00000000
PA
USD
22465.83000000
0.008500335935
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDK4
1600000.00000000
PA
USD
1573624.99000000
0.595408273418
Long
DBT
UST
US
N
2
2026-11-30
Fixed
1.25000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2H9
10000.00000000
PA
USD
9634.75000000
0.003645474556
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.80000000
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087K78
100000.00000000
PA
USD
100556.00000000
0.038047104438
Long
DBT
NUSS
CA
N
2
2025-01-22
Fixed
1.62500000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAM6
60000.00000000
PA
USD
67135.31000000
0.025401807461
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAG3
100000.00000000
PA
USD
95737.33000000
0.036223877174
Long
DBT
CORP
N/A
Y
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
172000.00000000
PA
USD
177270.86000000
0.067073500580
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FD5
90000.00000000
PA
USD
93694.39000000
0.035450895437
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYG1
138979.50000000
PA
USD
133384.35000000
0.050468279316
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
1.50000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2P1
100000.00000000
PA
USD
97419.72000000
0.036860438573
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.60000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDL0
10000.00000000
PA
USD
9516.82000000
0.003600853698
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.25000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AP7
100000.00000000
PA
USD
98619.70000000
0.037314471792
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.85000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZQ6
575087.77000000
PA
USD
569254.95000000
0.215387471010
Long
ABS-MBS
USGSE
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
230000.00000000
PA
USD
241315.99000000
0.091306084910
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AG5
40000.00000000
PA
USD
41510.57000000
0.015706243208
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBL3
100000.00000000
PA
USD
96800.75000000
0.036626240552
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.60000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BZ2
70000.00000000
PA
USD
75785.79000000
0.028674866413
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AJ3
10000.00000000
PA
USD
10468.43000000
0.003960911825
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFQ0
1252967.42000000
PA
USD
1281184.51000000
0.484758352134
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AJ5
100000.00000000
PA
USD
107365.20000000
0.040623483208
Long
DBT
NUSS
HU
N
2
2023-11-22
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
1029331.52000000
PA
USD
1054898.14000000
0.399138984294
Long
ABS-MBS
USGSE
US
N
2
2049-12-20
Fixed
3.00000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BP7
80000.00000000
PA
USD
85249.60000000
0.032255662860
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EEF2
100000.00000000
PA
USD
96638.20000000
0.036564736944
Long
DBT
NUSS
N/A
N
2
2026-07-22
Fixed
0.87500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVQ9
100000.00000000
PA
USD
97554.07000000
0.036911272223
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.45000000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc/Delaware
17275RBL5
188000.00000000
PA
USD
193966.62000000
0.073390630581
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
2.50000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AM1
50000.00000000
PA
USD
51278.38000000
0.019402063321
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JC1
170000.00000000
PA
USD
170887.40000000
0.064658207914
Long
DBT
NUSS
N/A
N
2
2023-05-15
Fixed
1.37500000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAD5
100000.00000000
PA
USD
97918.04000000
0.037048986577
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AS7
200000.00000000
PA
USD
205535.68000000
0.077767984832
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.20000000
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
100000.00000000
PA
USD
95264.20000000
0.036044860243
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.63800000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AG4
132000.00000000
PA
USD
135818.13000000
0.051389142137
Long
DBT
CORP
JP
N
2
2029-07-02
Fixed
2.76000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FB5
222000.00000000
PA
USD
293111.14000000
0.110903677112
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
CONNECTICUT LIGH
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EN1
100000.00000000
PA
USD
95870.38000000
0.036274218947
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
2.05000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CK5
160000.00000000
PA
USD
222647.08000000
0.084242379427
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.90000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
100000.00000000
PA
USD
96915.93000000
0.036669820900
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130A1XJ2
240000.00000000
PA
USD
248696.10000000
0.094098477367
Long
DBT
USGSE
US
N
2
2024-06-14
Fixed
2.87500000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBT0
10000.00000000
PA
USD
9058.06000000
0.003427273905
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.10000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AU7
273000.00000000
PA
USD
292058.14000000
0.110505256322
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3F7
490211.56000000
PA
USD
464239.44000000
0.175653033714
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
1.50000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
21000.00000000
PA
USD
22404.60000000
0.008477168504
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.85000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DP3
10000.00000000
PA
USD
9630.89000000
0.003644014058
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.20000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAW5
100000.00000000
PA
USD
100922.56000000
0.038185798764
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.80000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
100000.00000000
PA
USD
96369.76000000
0.036463168020
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AY6
28000.00000000
PA
USD
28322.50000000
0.010716308479
Long
DBT
CORP
US
N
2
2022-09-25
Fixed
3.00000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBS4
150000.00000000
PA
USD
142014.85000000
0.053733778489
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBH8
21000.00000000
PA
USD
22457.29000000
0.008497104678
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
97892.18000000
PA
USD
102695.29000000
0.038856541867
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CJ5
200000.00000000
PA
USD
192930.00000000
0.072998407448
Long
DBT
NUSS
JP
N
2
2025-07-15
Fixed
0.62500000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAW9
9000.00000000
PA
USD
9177.14000000
0.003472329886
Long
DBT
CORP
JP
N
2
2025-07-16
Fixed
2.83900000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
42000.00000000
PA
USD
52098.65000000
0.019712426684
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WFG8
696341.97000000
PA
USD
701614.35000000
0.265467942739
Long
ABS-MBS
USGSE
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
106000.00000000
PA
USD
112915.59000000
0.042723569408
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS Mortgage Trust 2020-C6
05492TAB6
500000.00000000
PA
USD
506746.55000000
0.191736335094
Long
ABS-MBS
USGSE
US
N
2
2053-02-15
Fixed
2.69000000
N
N
N
N
N
N
ENEL GENERACION CHILE SA
549300PVHXUFEIE6LY50
Enel Generacion Chile SA
29246RAA1
10000.00000000
PA
USD
10325.00000000
0.003906642600
Long
DBT
CORP
CL
N
2
2024-04-15
Fixed
4.25000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAZ3
50000.00000000
PA
USD
52228.42000000
0.019761527411
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283J7
1454000.00000000
PA
USD
1484727.11000000
0.561772220624
Long
DBT
UST
US
N
2
2024-11-30
Fixed
2.12500000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BQ8
50000.00000000
PA
USD
46464.35000000
0.017580591681
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
400000.00000000
PA
USD
386807.78000000
0.146355423876
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
200000.00000000
PA
USD
182648.44000000
0.069108201124
Long
DBT
UST
US
N
2
2030-05-15
Fixed
0.62500000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBJ9
10000.00000000
PA
USD
11965.88000000
0.004527497971
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJY6
140000.00000000
PA
USD
138105.72000000
0.052254691439
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.52300000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAD8
30000.00000000
PA
USD
39675.55000000
0.015011931605
Long
DBT
CORP
CA
N
2
2046-03-04
Fixed
5.37500000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAJ9
12000.00000000
PA
USD
12797.13000000
0.004842015808
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBA6
100000.00000000
PA
USD
100194.83000000
0.037910449512
Long
DBT
CORP
JP
N
2
2030-09-13
Fixed
2.86900000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AEQ3
50000.00000000
PA
USD
50481.50000000
0.019100549969
Long
DBT
NUSS
CA
N
2
2022-10-03
Fixed
2.20000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BT8
9000.00000000
PA
USD
9335.28000000
0.003532164894
Long
DBT
CORP
US
N
2
2027-09-14
Fixed
2.80000000
N
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CD9
100000.00000000
PA
USD
97701.17000000
0.036966930056
Long
DBT
CORP
AT
N
2
2024-09-16
Fixed
0.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AP5
40000.00000000
PA
USD
45406.91000000
0.017180490940
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.25000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAA7
100000.00000000
PA
USD
98418.86000000
0.037238480499
Long
DBT
CORP
CA
N
2
2023-09-15
Fixed
0.40000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EB0
100000.00000000
PA
USD
99302.16000000
0.037572692355
Long
DBT
NUSS
N/A
N
2
2027-01-13
Fixed
1.50000000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BJ0
100000.00000000
PA
USD
107184.09000000
0.040554957102
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CM2
100000.00000000
PA
USD
94802.84000000
0.035870296696
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
FEDERAL HOME LOAN BANK
2549001DPIFGXC1TOL40
Federal Home Loan Banks
3130AFW94
440000.00000000
PA
USD
451739.02000000
0.170923283274
Long
DBT
USGSE
US
N
2
2024-02-13
Fixed
2.50000000
N
N
N
N
N
N
VALERO ENERGY PARTNERS
549300WH1375KZXLJ231
Valero Energy Partners LP
91914JAA0
52000.00000000
PA
USD
56126.01000000
0.021236248102
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY48
214206.23000000
PA
USD
219805.80000000
0.083167331922
Long
ABS-MBS
USGSE
US
N
2
2036-05-01
Fixed
2.50000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
31398AFD9
529000.00000000
PA
USD
763170.08000000
0.288758619458
Long
DBT
USGSE
US
N
2
2037-07-15
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DU9
200000.00000000
PA
USD
173296.00000000
0.065569543446
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVW6
100000.00000000
PA
USD
97400.38000000
0.036853120949
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
1.30000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591EH1
16000.00000000
PA
USD
21896.95000000
0.008285090333
Long
DBT
USGSE
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YBA0
241911.06000000
PA
USD
248529.29000000
0.094035361914
Long
ABS-MBS
USGSE
US
N
2
2059-01-15
Fixed
3.32400000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZK1
100000.00000000
PA
USD
98555.07000000
0.037290017912
Long
DBT
CORP
CA
N
2
2024-12-13
Fixed
1.25000000
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAC2
100000.00000000
PA
USD
102547.40000000
0.038800585123
Long
DBT
CORP
N/A
Y
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
2340688.47000000
PA
USD
2288376.49000000
0.865846884423
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAF3
52000.00000000
PA
USD
54239.34000000
0.020522393826
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
4.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
50000.00000000
PA
USD
48217.12000000
0.018243782572
Long
DBT
NUSS
CA
N
2
2025-07-23
Fixed
0.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYZ9
399298.42000000
PA
USD
408290.70000000
0.154483858787
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
CHUBB CORP
N/A
Chubb Corp/The
171232AQ4
99000.00000000
PA
USD
133597.94000000
0.050549094792
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
888000.00000000
PA
USD
915368.44000000
0.346345505355
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CD6
30000.00000000
PA
USD
38966.94000000
0.014743816737
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.63800000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410CA4
100000.00000000
PA
USD
95848.71000000
0.036266019727
Long
DBT
NUSS
IT
N
2
2026-02-17
Fixed
1.25000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBL8
100000.00000000
PA
USD
96693.45000000
0.036585641738
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2V3
285312.21000000
PA
USD
283683.18000000
0.107336445134
Long
ABS-MBS
USGSE
US
N
2
2041-07-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810QX9
1964000.00000000
PA
USD
2152421.25000000
0.814405864342
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AB9
70000.00000000
PA
USD
74443.47000000
0.028166976389
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFB5
10000.00000000
PA
USD
10367.21000000
0.003922613485
Long
DBT
NUSS
CA
N
2
2023-10-17
Fixed
3.40000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BJ7
110000.00000000
PA
USD
106340.32000000
0.040235702107
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AL7
39000.00000000
PA
USD
39936.77000000
0.015110768717
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.10000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DQ0
80000.00000000
PA
USD
74155.26000000
0.028057927144
Long
DBT
CORP
US
N
2
2031-02-28
Fixed
1.87500000
N
N
N
N
N
N
WW GRAINGER INC
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AE4
50000.00000000
PA
USD
50097.22000000
0.018955150974
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.85000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
600000.00000000
PA
USD
642285.10000000
0.243019693296
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAL5
20000.00000000
PA
USD
21723.01000000
0.008219277121
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellogg Co
487836BS6
115000.00000000
PA
USD
117403.88000000
0.044421791676
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
2.65000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAJ4
90000.00000000
PA
USD
97562.52000000
0.036914469427
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAM6
20000.00000000
PA
USD
20857.03000000
0.007891618587
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.95000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EY5
124000.00000000
PA
USD
154021.27000000
0.058276615472
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
1700000.00000000
PA
USD
1648734.38000000
0.623827212175
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
Dover Corp
260003AF5
30000.00000000
PA
USD
36669.67000000
0.013874604839
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
5.37500000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
100000.00000000
PA
USD
93604.14000000
0.035416747787
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
081437AT2
40000.00000000
PA
USD
39280.96000000
0.014862631643
Long
DBT
CORP
US
N
2
2030-06-19
Fixed
2.63000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
270000.00000000
PA
USD
269697.48000000
0.102044713278
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887AX0
130000.00000000
PA
USD
179725.88000000
0.068002399923
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DP0
210000.00000000
PA
USD
202650.00000000
0.076676137818
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
10000.00000000
PA
USD
10480.30000000
0.003965403045
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
94973VBB2
100000.00000000
PA
USD
116607.88000000
0.044120611288
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
165000.00000000
PA
USD
231970.26000000
0.087769966077
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
VERISK ANALYTICS INC
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAF3
100000.00000000
PA
USD
108057.14000000
0.040885290693
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FYTW6
99664.23000000
PA
USD
99187.74000000
0.037529399566
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Fixed
2.00700000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AK4
100000.00000000
PA
USD
94173.93000000
0.035632337703
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.37500000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAB5
100000.00000000
PA
USD
91395.63000000
0.034581119772
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
3.05000000
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087H64
10000.00000000
PA
USD
10091.60000000
0.003818331667
Long
DBT
NUSS
CA
N
2
2022-11-15
Fixed
2.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
110000.00000000
PA
USD
149073.29000000
0.056404461530
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286T2
1470000.00000000
PA
USD
1533221.48000000
0.580120905537
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BHA3
120000.00000000
PA
USD
121881.60000000
0.046116014602
Long
DBT
NUSS
CA
N
2
2023-01-24
Fixed
2.50000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
30000.00000000
PA
USD
29109.22000000
0.011013977619
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AC5
28000.00000000
PA
USD
28488.24000000
0.010779019079
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.20000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAF4
12000.00000000
PA
USD
15598.58000000
0.005901992942
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.50000000
N
N
N
N
N
N
SCHLUMBERGER INVESTMENT
529900EZ29I5KXPV2J32
Schlumberger Investment SA
806854AJ4
100000.00000000
PA
USD
99167.05000000
0.037521571146
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DB7
100000.00000000
PA
USD
95278.76000000
0.036050369271
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
60000.00000000
PA
USD
66611.04000000
0.025203440825
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SY5
500000.00000000
PA
USD
505625.00000000
0.191311977224
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
100000.00000000
PA
USD
95812.37000000
0.036252269858
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.00000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BV9
25000.00000000
PA
USD
26727.72000000
0.010112895841
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.37500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
200000.00000000
PA
USD
194651.31000000
0.073649694903
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAB5
100000.00000000
PA
USD
99540.50000000
0.037662872423
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
1.23100000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBC9
140000.00000000
PA
USD
142049.26000000
0.053746798109
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
2.62500000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AG9
48000.00000000
PA
USD
50008.57000000
0.018921608711
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BD1
86000.00000000
PA
USD
91261.64000000
0.034530422335
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
100000.00000000
PA
USD
104411.03000000
0.039505721816
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBC3
100000.00000000
PA
USD
95254.64000000
0.036041243052
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.80000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BE7
180000.00000000
PA
USD
188874.90000000
0.071464090120
Long
DBT
NUSS
JP
N
2
2027-06-01
Fixed
2.87500000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAL1
60000.00000000
PA
USD
58247.84000000
0.022039079237
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CY4
40000.00000000
PA
USD
36287.50000000
0.013730004199
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.75000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AJ7
90000.00000000
PA
USD
82580.40000000
0.031245724803
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HK2
60000.00000000
PA
USD
58872.63000000
0.022275479356
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.97500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AD5
10000.00000000
PA
USD
10940.05000000
0.004139357421
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYL2
100000.00000000
PA
USD
98500.37000000
0.037269321220
Long
DBT
CORP
US
N
2
2024-10-21
Fixed
0.92500000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AV0
100000.00000000
PA
USD
88575.00000000
0.033513885552
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAH7
40000.00000000
PA
USD
44422.54000000
0.016808037499
Long
DBT
CORP
US
N
2
2046-11-21
Fixed
3.80000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CK7
141000.00000000
PA
USD
155390.56000000
0.058794710063
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.25000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BD4
10000.00000000
PA
USD
11087.60000000
0.004195185520
Long
DBT
CORP
CL
N
2
2047-11-02
Fixed
5.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JF2
9000.00000000
PA
USD
8653.96000000
0.003274375670
Long
DBT
CORP
DE
N
2
2025-07-18
Fixed
0.37500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AQ8
100000.00000000
PA
USD
104655.04000000
0.039598047226
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJK9
148486.79000000
PA
USD
154147.14000000
0.058324240567
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34355JAB4
30000.00000000
PA
USD
28240.20000000
0.010685168848
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EW9
40000.00000000
PA
USD
38864.68000000
0.014705124894
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286R6
1814000.00000000
PA
USD
1854744.15000000
0.701774577171
Long
DBT
UST
US
N
2
2024-04-30
Fixed
2.25000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAM8
10000.00000000
PA
USD
10051.83000000
0.003803283999
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.62500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
78009PEH0
100000.00000000
PA
USD
112235.52000000
0.042466253144
Long
DBT
CORP
GB
N
2
2030-01-27
Fixed
5.07600000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBS4
100000.00000000
PA
USD
95728.96000000
0.036220710240
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAE9
100000.00000000
PA
USD
99015.30000000
0.037464153905
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.50000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
100000.00000000
PA
USD
95789.86000000
0.036243752810
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBN0
70000.00000000
PA
USD
73402.14000000
0.027772971146
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
N
US BANK NA CINCINNATI
6BYL5QZYBDK8S7L73M02
US Bank NA/Cincinnati OH
90331HMS9
250000.00000000
PA
USD
258120.43000000
0.097664335872
Long
DBT
CORP
US
N
2
2025-01-27
Fixed
2.80000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
150000.00000000
PA
USD
153633.44000000
0.058129873274
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BE2
50000.00000000
PA
USD
56036.44000000
0.021202357741
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAF9
214000.00000000
PA
USD
223346.56000000
0.084507039802
Long
DBT
CORP
NO
N
2
2030-04-06
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DSM5
651409.28000000
PA
USD
655112.85000000
0.247873294712
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BP9
100000.00000000
PA
USD
98446.13000000
0.037248798576
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBL2
46000.00000000
PA
USD
44684.20000000
0.016907041093
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H13Q7
100000.00000000
PA
USD
95147.75000000
0.036000799369
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Fixed
1.64700000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AF5
10000.00000000
PA
USD
10714.09000000
0.004053861541
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.45000000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
30000.00000000
PA
USD
30188.71000000
0.011422421359
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BG6
30000.00000000
PA
USD
30167.64000000
0.011414449160
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.62500000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AP4
10000.00000000
PA
USD
10518.82000000
0.003979977754
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
3.50000000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
10000.00000000
PA
USD
9314.93000000
0.003524465119
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
30000.00000000
PA
USD
29276.10000000
0.011077119557
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAP0
100000.00000000
PA
USD
115889.52000000
0.043848807339
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
4.80000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EA1
100000.00000000
PA
USD
98493.86000000
0.037266858049
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
942058.42000000
PA
USD
920094.87000000
0.348133832017
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7F3
8078477.47000000
PA
USD
8072047.41000000
3.054198962193
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EX0
60000.00000000
PA
USD
73955.88000000
0.027982488267
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
4.95000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EK9
250000.00000000
PA
USD
245120.05000000
0.092745416905
Long
DBT
NUSS
CA
N
2
2025-05-20
Fixed
1.00000000
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
0.036742974438
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL
549300B6VEZK3N0A1P55
First American Financial Corp
31847RAH5
30000.00000000
PA
USD
28521.76000000
0.010791701952
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBH3
91000.00000000
PA
USD
99215.63000000
0.037539952231
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BG7
90000.00000000
PA
USD
89792.46000000
0.033974532632
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
2.40000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAR3
54000.00000000
PA
USD
58294.37000000
0.022056684669
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU67
800000.00000000
PA
USD
833912.72000000
0.315525322711
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
2.86200000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
50000.00000000
PA
USD
53011.66000000
0.020057879833
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
100000.00000000
PA
USD
96956.61000000
0.036685212883
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CB3
50000.00000000
PA
USD
45852.48000000
0.017349080068
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
1.73000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAR9
90000.00000000
PA
USD
98157.89000000
0.037139737979
Long
DBT
CORP
US
N
2
2028-07-26
Fixed
4.05000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GH0
10000.00000000
PA
USD
13028.55000000
0.004929577574
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AR6
100000.00000000
PA
USD
99799.93000000
0.037761032257
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.62500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust
345286AC2
100000.00000000
PA
USD
99763.64000000
0.037747301307
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
1.29000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950VHX7
20000.00000000
PA
USD
20434.33000000
0.007731682720
Long
DBT
NUSS
N/A
N
2
2026-04-07
Fixed
2.12500000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
254000.00000000
PA
USD
263580.67000000
0.099730312258
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FK4
10000.00000000
PA
USD
11201.00000000
0.004238092374
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAH8
10000.00000000
PA
USD
11148.74000000
0.004218318898
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.50000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
19000.00000000
PA
USD
20195.88000000
0.007641461032
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason Inc
524901AV7
20000.00000000
PA
USD
22042.69000000
0.008340233586
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.75000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
100000.00000000
PA
USD
105892.26000000
0.040066170844
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BC3
20000.00000000
PA
USD
25534.94000000
0.009661586867
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.75000000
N
N
N
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAA1
100000.00000000
PA
USD
96940.69000000
0.036679189275
Long
DBT
CORP
US
N
2
2026-05-28
Fixed
1.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
1500000.00000000
PA
USD
1489687.50000000
0.563649070105
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSG6
722672.24000000
PA
USD
728143.98000000
0.275505887798
Long
ABS-MBS
USGSE
US
N
2
2050-08-20
Fixed
2.50000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
50000.00000000
PA
USD
48582.75000000
0.018382125016
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAN8
30000.00000000
PA
USD
28480.11000000
0.010775942953
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
100000.00000000
PA
USD
98102.39000000
0.037118738593
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAN5
10000.00000000
PA
USD
11452.56000000
0.004333274458
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBJ9
198000.00000000
PA
USD
198291.68000000
0.075027091951
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
2.37500000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
150000.00000000
PA
USD
163999.63000000
0.062052100824
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBB9
100000.00000000
PA
USD
99632.64000000
0.037697735188
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.55000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCC6
100000.00000000
PA
USD
101575.46000000
0.038432834788
Long
DBT
CORP
US
Y
2
2030-05-15
Fixed
2.75000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBA4
100000.00000000
PA
USD
99836.29000000
0.037774789693
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
2.05000000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630CS5
10000.00000000
PA
USD
10157.70000000
0.003843341747
Long
DBT
NUSS
KR
N
2
2023-03-19
Fixed
2.75000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051DZ7
9000.00000000
PA
USD
9069.08000000
0.003431443513
Long
DBT
NUSS
CA
N
2
2022-07-26
Fixed
2.20000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAY5
100000.00000000
PA
USD
94389.43000000
0.035713875861
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
50000.00000000
PA
USD
53259.29000000
0.020151574932
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
260000.00000000
PA
USD
292500.69000000
0.110672702780
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
100000.00000000
PA
USD
100099.94000000
0.037874546237
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
30000.00000000
PA
USD
30297.57000000
0.011463610426
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
50000.00000000
PA
USD
48793.05000000
0.018461695664
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282W9
1255000.00000000
PA
USD
1265834.18000000
0.478950288879
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
100000.00000000
PA
USD
96884.19000000
0.036657811521
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AJ4
50000.00000000
PA
USD
54379.73000000
0.020575512815
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.35000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCH7
20000.00000000
PA
USD
18885.99000000
0.007145841461
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.90000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AL7
100000.00000000
PA
USD
97615.07000000
0.036934352630
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
216914.33000000
PA
USD
224818.46000000
0.085063958663
Long
ABS-MBS
USGSE
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAX5
100000.00000000
PA
USD
98227.98000000
0.037166257745
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
0.85000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
100000.00000000
PA
USD
115605.20000000
0.043741229942
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BN3
50000.00000000
PA
USD
50800.50000000
0.019221249145
Long
DBT
CORP
DE
N
2
2025-01-13
Fixed
2.00000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CL6
174000.00000000
PA
USD
176389.75000000
0.066740117349
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.87500000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
50000.00000000
PA
USD
51508.74000000
0.019489224017
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
1411000.00000000
PA
USD
1447708.04000000
0.547765414242
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAY5
120000.00000000
PA
USD
114848.47000000
0.043454908038
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9Z61
98402.91000000
PA
USD
94223.91000000
0.035651248502
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Fixed
1.10100000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469TX3
10000.00000000
PA
USD
10079.70000000
0.003813829096
Long
DBT
NUSS
CA
N
2
2022-09-06
Fixed
2.10000000
N
N
N
N
N
N
2022-01-31
Nushares ETF Trust
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer