0001752724-22-221702.txt : 20220928
0001752724-22-221702.hdr.sgml : 20220928
20220928152925
ACCESSION NUMBER: 0001752724-22-221702
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220731
FILED AS OF DATE: 20220928
DATE AS OF CHANGE: 20220928
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: 221275512
BUSINESS ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: NuShares ETF Trust
DATE OF NAME CHANGE: 20160614
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen ETF Trust
DATE OF NAME CHANGE: 20150226
0001635073
S000056738
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
C000180107
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
NUSA
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001635073
XXXXXXXX
S000056738
C000180107
NuShares ETF Trust
811-23161
0001635073
549300UWO63YZ5POLH71
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
S000056738
549300U4HMIURVN2OD61
2022-07-31
2022-07-31
N
38516549.00
950326.00
37566223.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
196463.00000000
USD
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
51000.00000000
PA
USD
49109.05000000
0.130726610444
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
100000.00000000
PA
USD
100329.32000000
0.267073216277
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
50000.00000000
PA
USD
48614.00000000
0.129408804286
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA4262
31418DWY4
591825.00000000
PA
USD
576982.18000000
1.535906817142
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.50000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAD4
100000.00000000
PA
USD
95687.15000000
0.254715918605
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
100000.00000000
PA
USD
90220.87000000
0.240164868318
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
70000.00000000
PA
USD
70169.94000000
0.186789978859
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
10000.00000000
PA
USD
9004.96000000
0.023970895343
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KA4
100000.00000000
PA
USD
97630.60000000
0.259889315995
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYV3
30000.00000000
PA
USD
27918.71000000
0.074318650560
Long
DBT
CORP
CA
N
2
2027-01-21
Fixed
2.05000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
350000.00000000
PA
USD
325390.63000000
0.866178721241
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust 2019-4
34528QHF4
500000.00000000
PA
USD
487884.50000000
1.298731842165
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BU7
100000.00000000
PA
USD
96096.15000000
0.255804662608
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.50000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAF2
20000.00000000
PA
USD
18263.68000000
0.048617291123
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
20000.00000000
PA
USD
18296.32000000
0.048704177686
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.95000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAC5
100000.00000000
PA
USD
99148.22000000
0.263929168497
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust 2022-1
24703WAB5
100000.00000000
PA
USD
98797.21000000
0.262994791890
Long
ABS-O
CORP
US
Y
2
2027-08-23
Fixed
2.11000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAT4
100000.00000000
PA
USD
89196.61000000
0.237438323251
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.10000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
30000.00000000
PA
USD
28666.12000000
0.076308230401
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKT5
100000.00000000
PA
USD
94455.85000000
0.251438240144
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
30000.00000000
PA
USD
29818.75000000
0.079376492015
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CP3
50000.00000000
PA
USD
46215.93000000
0.123025224015
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.25000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
30000.00000000
PA
USD
27129.84000000
0.072218705617
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2019-A Owner Trust
89239AAE3
100000.00000000
PA
USD
100006.12000000
0.266212868938
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA3490
31418C2Y9
41828.18000000
PA
USD
42725.31000000
0.113733313034
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA4206
31418DU83
338987.43000000
PA
USD
322625.67000000
0.858818492346
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAZ4
40000.00000000
PA
USD
37955.50000000
0.101036242051
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBP9
100000.00000000
PA
USD
79355.48000000
0.211241571983
Long
DBT
CORP
US
N
2
2082-01-15
Fixed
3.25000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEN7
850000.00000000
PA
USD
851261.72000000
2.266029565974
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.87500000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust 2021-B
47789QAD2
50000.00000000
PA
USD
46061.70000000
0.122614669033
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
0.74000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
100000.00000000
PA
USD
97945.47000000
0.260727489159
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
100000.00000000
PA
USD
97287.41000000
0.258975755960
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DD6
100000.00000000
PA
USD
102441.48000000
0.272695713913
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5.11300000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
200000.00000000
PA
USD
185615.11000000
0.494101070528
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
45000.00000000
PA
USD
42735.34000000
0.113760012551
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAN1
80000.00000000
PA
USD
80313.78000000
0.213792533787
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
45000.00000000
PA
USD
44825.52000000
0.119324000179
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
50000.00000000
PA
USD
46352.00000000
0.123387437699
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CH9
120000.00000000
PA
USD
119022.58000000
0.316834034659
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.10000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
100000.00000000
PA
USD
90056.82000000
0.239728172832
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
45000.00000000
PA
USD
46262.11000000
0.123148153595
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAC8
50000.00000000
PA
USD
47653.08000000
0.126850868132
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AX1
100000.00000000
PA
USD
92003.85000000
0.244911100059
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBK3
100000.00000000
PA
USD
101304.73000000
0.269669724315
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
4.35000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
50000.00000000
PA
USD
48672.07000000
0.129563384639
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBJ3
100000.00000000
PA
USD
91994.80000000
0.244887009268
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
100000.00000000
PA
USD
91519.77000000
0.243622495665
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAW9
100000.00000000
PA
USD
89512.94000000
0.238280382885
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65300000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
85000.00000000
PA
USD
83510.67000000
0.222302545560
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
30000.00000000
PA
USD
29650.04000000
0.078927391768
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCF1
200000.00000000
PA
USD
183605.93000000
0.488752702128
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.95000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
50000.00000000
PA
USD
49272.47000000
0.131161628891
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
27000.00000000
PA
USD
27140.22000000
0.072246336822
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
150000.00000000
PA
USD
153285.17000000
0.408039876673
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
266000.00000000
PA
USD
257849.17000000
0.686385666187
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAC3
30000.00000000
PA
USD
27258.83000000
0.072562072583
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CH0
40000.00000000
PA
USD
38744.72000000
0.103137118682
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
2.65000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAZ4
100000.00000000
PA
USD
95624.75000000
0.254549811941
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
110000.00000000
PA
USD
103057.56000000
0.274335697788
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
30000.00000000
PA
USD
27318.80000000
0.072721710670
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAS5
100000.00000000
PA
USD
93989.54000000
0.250196938883
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
Consolidated Edison Inc
209115AE4
50000.00000000
PA
USD
48249.99000000
0.128439822124
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust 2022-1
05601XAC3
100000.00000000
PA
USD
97076.39000000
0.258414027942
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
1.10000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
844496.34000000
NS
USD
844496.34000000
2.248020355945
Long
STIV
RF
US
N
1
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
190000.00000000
PA
USD
187556.88000000
0.499269995815
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YE4
70000.00000000
PA
USD
67681.25000000
0.180165171249
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAC2
51074.99000000
PA
USD
50658.36000000
0.134850820642
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
100000.00000000
PA
USD
92755.29000000
0.246911407622
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEL3
100000.00000000
PA
USD
99703.80000000
0.265408103444
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.87800000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDU7
100000.00000000
PA
USD
98657.09000000
0.262621797245
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26
61690VAZ1
300000.00000000
PA
USD
296085.15000000
0.788168536400
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.53100000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2022-1A
30167JAC8
100000.00000000
PA
USD
98230.59000000
0.261486468841
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.54000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
134000.00000000
PA
USD
126719.10000000
0.337321907501
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
200000.00000000
PA
USD
184273.44000000
0.490529590904
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
10000.00000000
PA
USD
9467.86000000
0.025203119302
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BK7
20000.00000000
PA
USD
18342.97000000
0.048828358389
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust 2022-1A
36263XAC7
100000.00000000
PA
USD
97409.70000000
0.259301287755
Long
ABS-O
CORP
US
Y
2
2026-05-15
Fixed
2.84000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
10000.00000000
PA
USD
8894.71000000
0.023677413617
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
10000.00000000
PA
USD
9373.72000000
0.024952521843
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust 2021-A3
14041NFY2
100000.00000000
PA
USD
95064.29000000
0.253057886602
Long
ABS-O
CORP
US
N
2
2026-11-15
Fixed
1.04000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
50000.00000000
PA
USD
51393.11000000
0.136806699997
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
30000.00000000
PA
USD
29485.26000000
0.078488753048
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAB7
100000.00000000
PA
USD
91430.79000000
0.243385633951
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
1.51800000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
100000.00000000
PA
USD
96796.69000000
0.257669476114
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
20000.00000000
PA
USD
18835.95000000
0.050140654278
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAY4
150000.00000000
PA
USD
142551.41000000
0.379466974893
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCM5
100000.00000000
PA
USD
95024.98000000
0.252953244727
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.63600000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
100000.00000000
PA
USD
90306.94000000
0.240393983712
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
9000.00000000
PA
USD
9389.55000000
0.024994660762
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAM4
100000.00000000
PA
USD
89105.81000000
0.237196616758
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
50000.00000000
PA
USD
49550.98000000
0.131903012980
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
16000.00000000
PA
USD
16087.06000000
0.042823203173
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
100000.00000000
PA
USD
93383.76000000
0.248584373254
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CC1
37000.00000000
PA
USD
36927.31000000
0.098299235459
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
881000.00000000
PA
USD
849339.06000000
2.260911510853
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.37500000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust 2021-1
92348KAA1
90000.00000000
PA
USD
85354.13000000
0.227209772992
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
UTAH ACQUISITION SUB
254900JOFV74IJ7H9933
Utah Acquisition Sub Inc
62854AAN4
30000.00000000
PA
USD
28393.63000000
0.075582871346
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.95000000
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BK7
10000.00000000
PA
USD
9879.60000000
0.026299157091
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
300000.00000000
PA
USD
297175.78000000
0.791071756135
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
101000.00000000
PA
USD
101535.85000000
0.270284957846
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
30000.00000000
PA
USD
27570.44000000
0.073391567738
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
61000.00000000
PA
USD
59895.96000000
0.159440995705
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CB5
30000.00000000
PA
USD
29320.06000000
0.078048996301
Long
DBT
CORP
CA
Y
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
700000.00000000
PA
USD
649742.18000000
1.729591447082
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA3985
31418DNB4
320106.47000000
PA
USD
319204.69000000
0.849711960662
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust 2022-1
14317CAC6
100000.00000000
PA
USD
96614.91000000
0.257185583975
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.47000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAV6
179000.00000000
PA
USD
178940.94000000
0.476334658397
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AW9
160000.00000000
PA
USD
160920.40000000
0.428364597633
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
4.30000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
100000.00000000
PA
USD
94023.36000000
0.250286966565
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDR9
50000.00000000
PA
USD
48476.56000000
0.129042943710
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
100000.00000000
PA
USD
91928.96000000
0.244711745442
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AU2
100000.00000000
PA
USD
97067.79000000
0.258391135036
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
30000.00000000
PA
USD
30559.94000000
0.081349514429
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
90000.00000000
PA
USD
83142.86000000
0.221323447928
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAZ7
20000.00000000
PA
USD
19769.57000000
0.052625918767
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
50000.00000000
PA
USD
46955.12000000
0.124992922498
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc
04621WAC4
7000.00000000
PA
USD
7161.55000000
0.019063801010
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
950000.00000000
PA
USD
946882.81000000
2.520569635121
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BB0
50000.00000000
PA
USD
45429.63000000
0.120932120325
Long
DBT
CORP
US
N
2
2026-08-13
Fixed
1.15000000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust 2021-A1
05522RDD7
20000.00000000
PA
USD
19070.08000000
0.050763900326
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
100000.00000000
PA
USD
97564.15000000
0.259712428369
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAH4
100000.00000000
PA
USD
99322.01000000
0.264391791530
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-A
60700FAG8
50000.00000000
PA
USD
49670.47000000
0.132221091271
Long
ABS-O
CORP
US
Y
2
2026-03-10
Fixed
2.93000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
230000.00000000
PA
USD
227960.26000000
0.606822410653
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BD0
50000.00000000
PA
USD
50320.20000000
0.133950650295
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.00000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAD6
100000.00000000
PA
USD
96979.16000000
0.258155205009
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BR5
50000.00000000
PA
USD
45969.63000000
0.122369581844
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
100000.00000000
PA
USD
96136.35000000
0.255911673632
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
180000.00000000
PA
USD
158650.20000000
0.422321402926
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZD7
50000.00000000
PA
USD
45515.66000000
0.121161129241
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
50000.00000000
PA
USD
48517.50000000
0.129151924589
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
232000.00000000
PA
USD
227115.31000000
0.604573182669
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
10000.00000000
PA
USD
8743.08000000
0.023273779746
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CW0
250000.00000000
PA
USD
244760.35000000
0.651543675285
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
100000.00000000
PA
USD
99365.61000000
0.264507853238
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.90800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
650000.00000000
PA
USD
601884.76000000
1.602196632863
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
250000.00000000
PA
USD
239241.49000000
0.636852658836
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAE8
70000.00000000
PA
USD
69680.24000000
0.185486414218
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BM2
100000.00000000
PA
USD
101220.12000000
0.269444495391
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
80000.00000000
PA
USD
78115.41000000
0.207940548082
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
60000.00000000
PA
USD
59835.07000000
0.159278908608
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBC0
100000.00000000
PA
USD
99771.03000000
0.265587067403
Long
DBT
CORP
US
N
2
2025-04-25
Fixed
3.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
100000.00000000
PA
USD
94891.66000000
0.252598351449
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
109000.00000000
PA
USD
105801.12000000
0.281638960616
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool BM3087
3140J7ND3
178603.76000000
PA
USD
183428.94000000
0.488281560805
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.00000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust 2022-1A
40441RAB9
100000.00000000
PA
USD
98036.95000000
0.260971005788
Long
ABS-O
CORP
US
Y
2
2029-05-21
Fixed
1.02000000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust 2021-A1
254683CP8
100000.00000000
PA
USD
94477.94000000
0.251497042968
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.58000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAC0
100000.00000000
PA
USD
98380.22000000
0.261884778781
Long
ABS-O
CORP
US
Y
2
2028-12-11
Fixed
2.95000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BM1
80000.00000000
PA
USD
79908.07000000
0.212712547652
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AM5
45000.00000000
PA
USD
45414.04000000
0.120890620278
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70000000
N
N
N
N
N
N
BLACKSTONE PRIVATE CRE
549300ORP3TTCNXSYO43
Blackstone Private Credit Fund
09261HAS6
80000.00000000
PA
USD
77626.21000000
0.206638314424
Long
DBT
CORP
US
Y
2
2025-03-24
Fixed
4.70000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
120000.00000000
PA
USD
109840.22000000
0.292390906586
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
100000.00000000
PA
USD
90834.83000000
0.241799208826
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
60000.00000000
PA
USD
59879.58000000
0.159397392705
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEX5
150000.00000000
PA
USD
150216.80000000
0.399871980741
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
N
Jimmy John's Funding, LLC
N/A
Jimmy Johns Funding LLC 2022-1A
47760QAC7
100000.00000000
PA
USD
94429.40000000
0.251367831149
Long
ABS-O
CORP
US
Y
2
2052-04-30
Fixed
4.07700000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCH1
100000.00000000
PA
USD
103757.35000000
0.276198514820
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.62500000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
20000.00000000
PA
USD
19993.57000000
0.053222199101
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
100000.00000000
PA
USD
94556.83000000
0.251707045448
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA3798
31418DGG1
95572.18000000
PA
USD
95742.08000000
0.254862140386
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool G18642
3128MMWC3
104953.05000000
PA
USD
107094.25000000
0.285081228421
Long
ABS-MBS
MUN
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCS2
100000.00000000
PA
USD
101004.79000000
0.268871294300
Long
DBT
CORP
US
N
2
2028-05-10
Fixed
4.92700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
900000.00000000
PA
USD
867691.40000000
2.309764811863
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
20000.00000000
PA
USD
19041.57000000
0.050688007681
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AY9
100000.00000000
PA
USD
96193.55000000
0.256063938075
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
100000.00000000
PA
USD
97246.41000000
0.258866615363
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA4470
31418D6G2
643963.36000000
PA
USD
612871.97000000
1.631444209869
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GV9
100000.00000000
PA
USD
91324.84000000
0.243103598676
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA3392
31418CXW9
56007.90000000
PA
USD
57106.87000000
0.152016533575
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AS4
45000.00000000
PA
USD
45242.63000000
0.120434332724
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MES9
10000.00000000
PA
USD
10001.74000000
0.026624289591
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
70000.00000000
PA
USD
68964.18000000
0.183580287004
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA3897
31418DKK7
27892.44000000
PA
USD
27951.41000000
0.074405696841
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAQ0
60000.00000000
PA
USD
54815.29000000
0.145916426040
Long
DBT
CORP
US
N
2
2026-01-28
Fixed
0.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HK6
100000.00000000
PA
USD
96646.60000000
0.257269941670
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.40000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAC6
77547.91000000
PA
USD
76064.26000000
0.202480456978
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
0.37000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
95709TAN0
100000.00000000
PA
USD
96201.11000000
0.256084062536
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.55000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
100000.00000000
PA
USD
95453.92000000
0.254095068327
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBZ6
100000.00000000
PA
USD
91172.09000000
0.242696983404
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.55000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
74000.00000000
PA
USD
69778.69000000
0.185748484749
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
80000.00000000
PA
USD
78736.62000000
0.209594187842
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
40000.00000000
PA
USD
35638.37000000
0.094868121290
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959JAG3
10000.00000000
PA
USD
9754.04000000
0.025964920668
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.15000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
150000.00000000
PA
USD
147898.81000000
0.393701570690
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
81000.00000000
PA
USD
80151.15000000
0.213359618293
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
41000.00000000
PA
USD
40597.85000000
0.108070087322
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAS6
40000.00000000
PA
USD
39816.81000000
0.105990985572
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.15000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBA1
30000.00000000
PA
USD
28697.89000000
0.076392801054
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
SYMETRA FINL CORP
5493004WNE7ORFD3AZ54
Symetra Financial Corp
87151QAC0
10000.00000000
PA
USD
10053.25000000
0.026761407448
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2022-A
34528LAB1
100000.00000000
PA
USD
99373.16000000
0.264527951079
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.78000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
60000.00000000
PA
USD
60081.00000000
0.159933565852
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
100000.00000000
PA
USD
93875.00000000
0.249892037322
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
70000.00000000
PA
USD
68073.68000000
0.181209806479
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.52900000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAH4
20000.00000000
PA
USD
18214.76000000
0.048487067757
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
40000.00000000
PA
USD
40714.74000000
0.108381244502
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.12500000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CL3
100000.00000000
PA
USD
98825.78000000
0.263070844252
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
13000.00000000
PA
USD
12639.73000000
0.033646528691
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BA8
50000.00000000
PA
USD
46860.84000000
0.124741952365
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCU3
1500000.00000000
PA
USD
1454765.63000000
3.872536320726
Long
DBT
UST
US
N
2
2023-08-31
Fixed
0.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
30000.00000000
PA
USD
29051.06000000
0.077332927507
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBJ8
120954.85000000
PA
USD
119328.08000000
0.317647265204
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.64800000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
300000.00000000
PA
USD
273827.79000000
0.728920205792
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
20000.00000000
PA
USD
18099.32000000
0.048179770428
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
70000.00000000
PA
USD
69962.21000000
0.186237008708
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
100000.00000000
PA
USD
96334.74000000
0.256439781023
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
110000.00000000
PA
USD
105990.78000000
0.282143829045
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
210000.00000000
PA
USD
190503.60000000
0.507114063609
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Barclays Dryrock Issuance Trus
213800R4G3N2G68CHU37
Barclays Dryrock Issuance Trust 2021-1
06742LAT0
100000.00000000
PA
USD
94458.74000000
0.251445933225
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
0.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
100000.00000000
PA
USD
91260.01000000
0.242931023435
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
60000.00000000
PA
USD
54644.96000000
0.145463013409
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
50000.00000000
PA
USD
48068.05000000
0.127955504070
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
20000.00000000
PA
USD
16669.93000000
0.044374783166
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEU2
40000.00000000
PA
USD
38327.96000000
0.102027717825
Long
DBT
CORP
US
N
2
2024-02-08
Fixed
0.35000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
100000.00000000
PA
USD
92522.74000000
0.246292367481
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAP7
100000.00000000
PA
USD
92564.23000000
0.246402812441
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
100000.00000000
PA
USD
91067.60000000
0.242418834600
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.70700000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAH5
100000.00000000
PA
USD
100655.89000000
0.267942534441
Long
DBT
CORP
US
N
2
2026-07-28
Fixed
4.26000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
20000.00000000
PA
USD
18134.32000000
0.048272939230
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
200000.00000000
PA
USD
198921.38000000
0.529521905888
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
20000.00000000
PA
USD
19882.75000000
0.052927200054
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDE6
150000.00000000
PA
USD
148424.32000000
0.395100460325
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.30000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
100000.00000000
PA
USD
93951.50000000
0.250095677704
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
100000.00000000
PA
USD
93535.16000000
0.248987394873
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAG3
50000.00000000
PA
USD
46784.48000000
0.124538684658
Long
ABS-O
CORP
US
Y
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAM3
50000.00000000
PA
USD
48803.17000000
0.129912368352
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GL1
61000.00000000
PA
USD
60760.99000000
0.161743675961
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAN5
100000.00000000
PA
USD
97286.76000000
0.258974025682
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
158000.00000000
PA
USD
155167.41000000
0.413050335137
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
50000.00000000
PA
USD
45582.53000000
0.121339134892
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZY9
700000.00000000
PA
USD
681187.50000000
1.813297812771
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.12500000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
100000.00000000
PA
USD
99716.84000000
0.265442815478
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZG0
30000.00000000
PA
USD
27137.61000000
0.072239389091
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.25000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAF9
150000.00000000
PA
USD
147199.92000000
0.391841149428
Long
ABS-O
CORP
US
N
2
2025-05-16
Fixed
2.18000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HP1
100000.00000000
PA
USD
101227.24000000
0.269463448587
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.20000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAD0
50000.00000000
PA
USD
47431.59000000
0.126261269332
Long
ABS-O
CORP
US
Y
2
2025-06-20
Fixed
0.54000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CV9
100000.00000000
PA
USD
99836.80000000
0.265762144892
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2021-B Owner Trust
89190GAD9
100000.00000000
PA
USD
93293.70000000
0.248344636616
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
8F4SD5Y4YNDDSMHFUP83
Entergy Gulf States Louisiana LLC
29365PAP7
70000.00000000
PA
USD
72487.09000000
0.192958152859
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.59000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
100000.00000000
PA
USD
89147.38000000
0.237307274675
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCA5
60000.00000000
PA
USD
57311.39000000
0.152560958816
Long
DBT
CORP
JP
N
2
2026-05-22
Fixed
2.65100000
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594A1
100000.00000000
PA
USD
91829.55000000
0.244447119424
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CV0
35000.00000000
PA
USD
33810.54000000
0.090002500384
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
1.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCK5
200000.00000000
PA
USD
194882.81000000
0.518771370760
Long
DBT
UST
US
N
2
2023-06-30
Fixed
0.12500000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFE7
100000.00000000
PA
USD
100110.30000000
0.266490192532
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YBA0
105633.02000000
PA
USD
104714.63000000
0.278746761419
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.32400000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AK0
60000.00000000
PA
USD
59147.14000000
0.157447662491
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
150000.00000000
PA
USD
148661.97000000
0.395733076492
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
100000.00000000
PA
USD
101651.86000000
0.270593772496
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.67900000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
60000.00000000
PA
USD
56902.77000000
0.151473226360
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
200000.00000000
PA
USD
179100.00000000
0.476758070674
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAT8
34575.55000000
PA
USD
34432.80000000
0.091658935208
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.57100000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AX3
100000.00000000
PA
USD
101153.02000000
0.269265877487
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAK1
48000.00000000
PA
USD
48125.31000000
0.128107928231
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
100000.00000000
PA
USD
90881.32000000
0.241922963615
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
85000.00000000
PA
USD
86263.27000000
0.229629872558
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAF6
100000.00000000
PA
USD
96041.81000000
0.255660011388
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.19000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2021-B
98163LAC4
100000.00000000
PA
USD
96348.83000000
0.256477288121
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAE1
100000.00000000
PA
USD
92229.68000000
0.245512251790
Long
DBT
CORP
US
Y
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
100000.00000000
PA
USD
98727.00000000
0.262807895273
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
50000.00000000
PA
USD
45198.44000000
0.120316700457
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
10000.00000000
PA
USD
9334.74000000
0.024848758417
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
77559.18000000
PA
USD
73961.86000000
0.196883940128
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP64
700000.00000000
PA
USD
697670.33000000
1.857174542141
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Fixed
3.20500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
60000.00000000
PA
USD
60182.73000000
0.160204367630
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA3828
31418DHE5
25652.78000000
PA
USD
25700.62000000
0.068414170889
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
167000.00000000
PA
USD
156112.38000000
0.415565812937
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CU2
60000.00000000
PA
USD
58792.76000000
0.156504315059
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.87500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
50000.00000000
PA
USD
47584.41000000
0.126668070942
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AR1
10000.00000000
PA
USD
9727.31000000
0.025893766323
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool MA4278
31418DXG2
404518.64000000
PA
USD
375572.89000000
0.999762179977
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
50000.00000000
PA
USD
46578.76000000
0.123991065058
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GH1
100000.00000000
PA
USD
101346.03000000
0.269779663502
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
110000.00000000
PA
USD
100181.40000000
0.266679458299
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
30000.00000000
PA
USD
30402.35000000
0.080930015242
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
100000.00000000
PA
USD
97642.44000000
0.259920833670
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
74000.00000000
PA
USD
73696.97000000
0.196178812014
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
120000.00000000
PA
USD
120160.20000000
0.319862340166
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
130000.00000000
PA
USD
130105.46000000
0.346336281930
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
110000.00000000
PA
USD
109605.06000000
0.291764918714
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
25000.00000000
PA
USD
23985.00000000
0.063847249163
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
100000.00000000
PA
USD
94960.99000000
0.252782905537
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NS6
100000.00000000
PA
USD
101333.31000000
0.269745803297
Long
DBT
CORP
US
N
2
2028-05-24
Fixed
4.65800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
150000.00000000
PA
USD
139354.33000000
0.370956457347
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BA2
20000.00000000
PA
USD
19073.61000000
0.050773297065
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
140000.00000000
PA
USD
135660.29000000
0.361123049288
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZR6
20000.00000000
PA
USD
19666.85000000
0.052352481642
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.35000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
10000.00000000
PA
USD
9019.62000000
0.024009919762
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RML3
100000.00000000
PA
USD
93327.90000000
0.248435675846
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.70000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAG6
140000.00000000
PA
USD
138527.20000000
0.368754665594
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
3.86300000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
100000.00000000
PA
USD
90513.97000000
0.240945090487
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CS5
150000.00000000
PA
USD
149128.73000000
0.396975575638
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
100000.00000000
PA
USD
93578.15000000
0.249101832782
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
100000.00000000
PA
USD
97641.44000000
0.259918171704
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
90000.00000000
PA
USD
84222.07000000
0.224196268014
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAW7
80000.00000000
PA
USD
77468.96000000
0.206219720305
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
100000.00000000
PA
USD
97141.42000000
0.258587135576
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
30000.00000000
PA
USD
27243.76000000
0.072521956758
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
100000.00000000
PA
USD
98450.16000000
0.262070956667
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
50000.00000000
PA
USD
50302.03000000
0.133902282377
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAY3
76000.00000000
PA
USD
75867.47000000
0.201956608733
Long
DBT
CORP
US
N
2
2024-08-02
Fixed
3.68900000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
950000.00000000
PA
USD
880197.27000000
2.343055009815
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
American Express Credit Accoun
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust 2019-3
02582JJN1
202000.00000000
PA
USD
201796.20000000
0.537174578343
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAD3
528329.25000000
PA
USD
525612.58000000
1.399162699960
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
3.77500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
20000.00000000
PA
USD
19748.36000000
0.052569458473
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDE3
100000.00000000
PA
USD
99717.69000000
0.265445078149
Long
DBT
CORP
US
N
2
2025-06-14
Fixed
3.84500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
140000.00000000
PA
USD
125997.49000000
0.335401006377
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.62700000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAB7
50000.00000000
PA
USD
46017.27000000
0.122496397894
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Fixed
1.93500000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
85000.00000000
PA
USD
86176.13000000
0.229397908860
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
7LTWFZYICNSX8D621K86
Deutsche Bank AG/London
25152RXA6
10000.00000000
PA
USD
9866.45000000
0.026264152241
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FJ7
50000.00000000
PA
USD
48218.67000000
0.128356449356
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2021-2
380144AE5
100000.00000000
PA
USD
96112.17000000
0.255847307300
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
0.69000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607H6M9
100000.00000000
PA
USD
100200.47000000
0.266730221986
Long
DBT
CORP
CA
N
2
2025-08-04
Fixed
3.94500000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAT4
300000.00000000
PA
USD
298531.68000000
0.794681115532
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.87200000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
15000.00000000
PA
USD
15123.44000000
0.040258079711
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TQW3
20000.00000000
PA
USD
18937.33000000
0.050410524369
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
30000.00000000
PA
USD
30116.30000000
0.080168559932
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
30000.00000000
PA
USD
29628.48000000
0.078869999786
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
100000.00000000
PA
USD
92920.81000000
0.247352016198
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
3000.00000000
PA
USD
2897.14000000
0.007712087531
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
44000.00000000
PA
USD
44229.01000000
0.117736110973
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
25000.00000000
PA
USD
24931.35000000
0.066366400476
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAG0
10000.00000000
PA
USD
9673.53000000
0.025750605803
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
3.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
70000.00000000
PA
USD
64442.43000000
0.171543543251
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAJ4
80000.00000000
PA
USD
80083.89000000
0.213180574475
Long
DBT
CORP
GB
N
2
2024-11-15
Fixed
4.79600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXE9
70000.00000000
PA
USD
70108.45000000
0.186626294583
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.62500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
30000.00000000
PA
USD
28172.15000000
0.074993299166
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
9000.00000000
PA
USD
9058.66000000
0.024113842906
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAB0
100000.00000000
PA
USD
92738.11000000
0.246865675050
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.02440000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
50000.00000000
PA
USD
49441.55000000
0.131611714065
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAK4
169000.00000000
PA
USD
174933.52000000
0.465667043503
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.40000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
100000.00000000
PA
USD
90950.68000000
0.242107597561
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-S1
68267HAA5
100000.00000000
PA
USD
98720.01000000
0.262789288132
Long
ABS-O
CORP
US
Y
2
2035-05-14
Fixed
4.13000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
50000.00000000
PA
USD
46498.05000000
0.123776217800
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
2022-07-31
Nushares ETF Trust
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller