0001752724-24-166998.txt : 20240726
0001752724-24-166998.hdr.sgml : 20240726
20240726165505
ACCESSION NUMBER: 0001752724-24-166998
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240726
DATE AS OF CHANGE: 20240726
PERIOD START: 20240731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nushares ETF Trust
CENTRAL INDEX KEY: 0001635073
ORGANIZATION NAME:
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23161
FILM NUMBER: 241147829
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/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-24-144495
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
2024-07-31
2024-04-30
N
346414228.00
708337.00
345705891.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
653528.00000000
0.00000000
0.00000000
2890352.00000000
USD
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BF6
10000.00000000
PA
USD
7840.64000000
0.002268008791
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
1.30000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBA7
70000.00000000
PA
USD
60362.31000000
0.017460596296
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.90000000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162AM5
10000.00000000
PA
USD
9738.55000000
0.002817004353
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
3.10000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FW3
50000.00000000
PA
USD
49986.57000000
0.014459276310
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
5.12500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAA1
40000.00000000
PA
USD
39638.58000000
0.011465983378
Long
DBT
CORP
GB
N
2
2024-11-04
Fixed
4.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818ES3
10000.00000000
PA
USD
9793.16000000
0.002832801018
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.75000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AF7
40000.00000000
PA
USD
33548.61000000
0.009704379032
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
1727626.38000000
PA
USD
1311661.37000000
0.379415394457
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
80000.00000000
PA
USD
63119.99000000
0.018258291699
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.35000000
N
N
N
N
N
N
PACCAR Financial Corp
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RS72
100000.00000000
PA
USD
99892.49000000
0.028895223541
Long
DBT
CORP
US
N
2
2026-11-09
Fixed
5.20000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AV8
20000.00000000
PA
USD
20024.13000000
0.005792244367
Long
DBT
CORP
US
N
2
2026-06-30
Fixed
5.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFP5
50000.00000000
PA
USD
50049.05000000
0.014477349476
Long
DBT
CORP
US
N
2
2028-04-13
Variable
5.65200000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769KF0
50000.00000000
PA
USD
49876.26000000
0.014427367684
Long
DBT
CORP
DE
N
2
2026-03-16
Fixed
5.00000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AW5
50000.00000000
PA
USD
49096.48000000
0.014201806008
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E4P2
242534.69000000
PA
USD
244404.53000000
0.070697241893
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
6.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBF9
1000.00000000
PA
USD
765.67000000
0.000221480171
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AN1
70000.00000000
PA
USD
65580.44000000
0.018970009394
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
50862.50000000
0.014712650644
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
210000.00000000
PA
USD
172339.95000000
0.049851609268
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
9441.18000000
0.002730986149
Long
DBT
CORP
NO
N
2
2028-09-10
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJX0
150000.00000000
PA
USD
143876.95000000
0.041618310172
Long
DBT
UST
US
N
2
2031-01-31
Fixed
4.00000000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BKB7
100000.00000000
PA
USD
98508.75000000
0.028494958450
Long
DBT
NUSS
CA
N
2
2026-06-29
Fixed
4.37500000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483BL5
20000.00000000
PA
USD
18786.71000000
0.005434304271
Long
DBT
CORP
US
N
2
2026-08-11
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHJ2
365979.17000000
PA
USD
328012.37000000
0.094881915101
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
4.00000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CF3
180000.00000000
PA
USD
172998.11000000
0.050041990751
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
3050000.00000000
PA
USD
2679949.23000000
0.775210749879
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AD4
175000.00000000
PA
USD
172380.74000000
0.049863408315
Long
DBT
NUSS
CA
N
2
2024-09-27
Fixed
1.75000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAP4
90000.00000000
PA
USD
87886.24000000
0.025422256978
Long
DBT
CORP
JP
N
2
2025-01-16
Fixed
2.64800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBE9
1069689.75000000
PA
USD
923093.42000000
0.267016977156
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
42000.00000000
PA
USD
34611.27000000
0.010011767488
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
Mid-America Apartments LP
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAV9
50000.00000000
PA
USD
47472.72000000
0.013732111958
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCP8
120000.00000000
PA
USD
113603.29000000
0.032861253729
Long
DBT
CORP
US
N
2
2033-02-06
Fixed
4.90000000
N
N
N
N
N
N
HORMEL FOODS CORP
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452AH3
50000.00000000
PA
USD
43625.26000000
0.012619183281
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAN1
120000.00000000
PA
USD
120791.23000000
0.034940460415
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
5.95000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
202000.00000000
PA
USD
151472.45000000
0.043815408977
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.37700000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAY8
110000.00000000
PA
USD
91851.93000000
0.026569385246
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.70000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EE4
100000.00000000
PA
USD
99622.49000000
0.028817122471
Long
DBT
NUSS
N/A
N
2
2024-07-01
Fixed
3.25000000
N
N
N
N
N
N
AEGON NV
O4QK7KMMK83ITNTHUG69
Aegon Ltd
007924AJ2
10000.00000000
PA
USD
9600.51000000
0.002777074458
Long
DBT
CORP
BM
N
2
2048-04-11
Fixed
5.50000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBC7
162000.00000000
PA
USD
135339.03000000
0.039148603921
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGT5
100000.00000000
PA
USD
96719.95000000
0.027977524398
Long
DBT
CORP
US
N
2
2033-05-09
Fixed
5.05000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EG8
80000.00000000
PA
USD
75663.51000000
0.021886670713
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.35000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GR8
90000.00000000
PA
USD
76359.63000000
0.022088032627
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.87500000
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AG8
70000.00000000
PA
USD
61671.78000000
0.017839377807
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
1.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
291000.00000000
PA
USD
276808.30000000
0.080070460818
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EEN5
20000.00000000
PA
USD
19539.65000000
0.005652102121
Long
DBT
NUSS
N/A
N
2
2025-07-07
Fixed
3.37500000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAE3
50000.00000000
PA
USD
40913.64000000
0.011834811342
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
60932.82000000
0.017625623857
Long
DBT
CORP
JP
N
2
2028-03-02
Fixed
3.96100000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAK9
20000.00000000
PA
USD
19690.28000000
0.005695673840
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
19271.51000000
0.005574539081
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
40000.00000000
PA
USD
32536.81000000
0.009411702504
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.75000000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110CC6
110000.00000000
PA
USD
106314.49000000
0.030752871954
Long
DBT
CORP
DE
N
2
2027-09-28
Fixed
3.87500000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AL5
10000.00000000
PA
USD
8247.77000000
0.002385776527
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGC9
3798000.00000000
PA
USD
3677828.93000000
1.063860647373
Long
DBT
UST
US
N
2
2027-12-31
Fixed
3.87500000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAC7
82000.00000000
PA
USD
59086.37000000
0.017091513780
Long
DBT
CORP
JE
N
2
2052-05-01
Fixed
4.15000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BG4
160000.00000000
PA
USD
114605.32000000
0.033151104156
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAF4
20000.00000000
PA
USD
11716.57000000
0.003389172792
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXG2
470195.00000000
PA
USD
397883.11000000
0.115092950498
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WBA5
50000.00000000
PA
USD
49780.20000000
0.014399581058
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.85000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2016-C1
17290YAR9
180000.00000000
PA
USD
170813.16000000
0.049409965073
Long
ABS-MBS
CORP
US
N
2
2049-05-10
Fixed
3.20900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DX49
543747.60000000
PA
USD
485647.22000000
0.140479879759
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
700739.18000000
PA
USD
552883.84000000
0.159928961117
Long
ABS-MBS
USGSE
US
N
2
2050-09-20
Fixed
2.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFR1
50000.00000000
PA
USD
49979.85000000
0.014457332461
Long
DBT
CORP
US
N
2
2035-04-19
Variable
5.65600000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AR6
20000.00000000
PA
USD
18666.52000000
0.005399537724
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
2.85000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBE7
50000.00000000
PA
USD
48521.64000000
0.014035525937
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D7E6
1571410.15000000
PA
USD
1191253.90000000
0.344585941695
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
120000.00000000
PA
USD
77872.34000000
0.022525603996
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
15781.86000000
0.004565111677
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.20000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BK0
90000.00000000
PA
USD
82593.34000000
0.023891215669
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.35000000
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBH5
10000.00000000
PA
USD
8214.15000000
0.002376051497
Long
DBT
CORP
CA
N
2
2048-11-16
Fixed
4.60000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HZ9
50000.00000000
PA
USD
47697.37000000
0.013797094941
Long
DBT
CORP
US
N
2
2034-06-01
Fixed
5.20000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AU9
100000.00000000
PA
USD
86238.77000000
0.024945704497
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
1.70000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCF6
100000.00000000
PA
USD
91855.81000000
0.026570507587
Long
DBT
CORP
US
N
2
2053-06-15
Fixed
5.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VDP2
220598.35000000
PA
USD
196025.77000000
0.056703045884
Long
ABS-MBS
USGSE
US
N
2
2050-01-20
Fixed
3.50000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBG0
19000.00000000
PA
USD
14704.44000000
0.004253453696
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.90000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BB3
40000.00000000
PA
USD
36345.08000000
0.010513294955
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.25000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAK4
100000.00000000
PA
USD
94195.85000000
0.027247395098
Long
DBT
NUSS
CA
N
2
2026-06-02
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2K7
172519.62000000
PA
USD
123912.36000000
0.035843288536
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
1410433.60000000
PA
USD
1067275.06000000
0.308723422939
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CG7
10000.00000000
PA
USD
9616.42000000
0.002781676636
Long
DBT
CORP
US
Y
2
2026-09-15
Fixed
3.40000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAL3
20000.00000000
PA
USD
15202.53000000
0.004397532814
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110CE2
100000.00000000
PA
USD
101129.43000000
0.029253024791
Long
DBT
CORP
DE
N
2
2033-10-24
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AV2
28000.00000000
PA
USD
23701.16000000
0.006855873913
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
32439.77000000
PA
USD
31806.74000000
0.009200520103
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCM4
110000.00000000
PA
USD
97772.94000000
0.028282115678
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAP5
449039.52000000
PA
USD
373030.98000000
0.107904143293
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
8237.00000000
0.002382661162
Long
DBT
CORP
MX
N
2
2043-05-10
Fixed
4.37500000
N
N
N
N
N
N
PUB SVC NEW HAMP
549300SHPFALUPKK2351
Public Service Co of New Hampshire
744538AE9
50000.00000000
PA
USD
40454.76000000
0.011702074235
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.20000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMP4
170000.00000000
PA
USD
169528.71000000
0.049038420927
Long
DBT
CORP
US
N
2
2026-02-20
Fixed
5.53900000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YAZ8
200000.00000000
PA
USD
161155.39000000
0.046616327402
Long
DBT
CORP
US
N
2
2030-06-24
Fixed
1.45000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAH6
100000.00000000
PA
USD
94172.39000000
0.027240608983
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Co of Canada or Bell Canada
0778FPAG4
12000.00000000
PA
USD
9369.55000000
0.002710266224
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
190000.00000000
PA
USD
175121.63000000
0.050656246988
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CA0
80000.00000000
PA
USD
67540.11000000
0.019536869853
Long
DBT
CORP
US
N
2
2033-03-09
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EXU9
266674.40000000
PA
USD
258910.58000000
0.074893308659
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGT1
347707.03000000
PA
USD
329815.89000000
0.095403607108
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
5.00000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAN2
40000.00000000
PA
USD
37580.73000000
0.010870723056
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
100000.00000000
PA
USD
97363.89000000
0.028163792557
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0DX3
110000.00000000
PA
USD
94470.15000000
0.027326740000
Long
DBT
NUSS
N/A
N
2
2028-07-20
Fixed
1.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ96
354810.30000000
PA
USD
297508.83000000
0.086058362829
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E3D0
147589.99000000
PA
USD
146273.80000000
0.042311630726
Long
ABS-MBS
USGSE
US
N
2
2054-03-01
Fixed
6.00000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
10000.00000000
PA
USD
7262.88000000
0.002100884072
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVU0
100000.00000000
PA
USD
98254.24000000
0.028421338067
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
0.62500000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EZ7
100000.00000000
PA
USD
82018.54000000
0.023724947169
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
1.62500000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAL8
152000.00000000
PA
USD
95444.37000000
0.027608546016
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
68274.17000000
0.019749206414
Long
DBT
USGSE
US
N
2
2025-01-07
Fixed
1.62500000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XCK5
50000.00000000
PA
USD
45640.27000000
0.013202051567
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGH8
1500000.00000000
PA
USD
1432558.59000000
0.414386513882
Long
DBT
UST
US
N
2
2028-01-31
Fixed
3.50000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAQ5
20000.00000000
PA
USD
10897.31000000
0.003152191005
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBS7
120000.00000000
PA
USD
111453.27000000
0.032239332016
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AZ3
10000.00000000
PA
USD
9455.60000000
0.002735157324
Long
DBT
CORP
US
N
2
2027-09-25
Fixed
3.75000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBA3
300000.00000000
PA
USD
258901.92000000
0.074890803639
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.90000000
N
N
N
N
N
N
AGILENT TECHNOLOGIES INC
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAM3
60000.00000000
PA
USD
49580.49000000
0.014341812300
Long
DBT
CORP
US
N
2
2030-06-04
Fixed
2.10000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAP3
507000.00000000
PA
USD
475767.65000000
0.137622083506
Long
DBT
CORP
US
N
2
2029-01-24
Fixed
3.77200000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
130000.00000000
PA
USD
121585.50000000
0.035170213515
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.25000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BS1
23000.00000000
PA
USD
17832.77000000
0.005158364512
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDF5
650000.00000000
PA
USD
561894.53000000
0.162535422342
Long
DBT
UST
US
N
2
2028-10-31
Fixed
1.37500000
N
N
N
N
N
N
FEDERAL REALTY OP LP
549300LI6XZ51GOCJ427
Federal Realty OP LP
313747BA4
50000.00000000
PA
USD
44177.94000000
0.012779053279
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AT7
70000.00000000
PA
USD
66553.46000000
0.019251468295
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
36721.11000000
0.010622066605
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
113787.63000000
0.032914576512
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
1752378.91000000
0.506898770203
Long
DBT
UST
US
N
2
2026-03-31
Fixed
0.75000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BJ1
30000.00000000
PA
USD
25449.67000000
0.007361653550
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
3.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CM9
90000.00000000
PA
USD
81973.93000000
0.023712043136
Long
DBT
CORP
US
N
2
2026-11-04
Fixed
1.65000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
110000.00000000
PA
USD
101167.88000000
0.029264146962
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
10000.00000000
PA
USD
9885.72000000
0.002859575221
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TG3
1350000.00000000
PA
USD
950009.77000000
0.274802887290
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHP8
959360.45000000
PA
USD
909697.64000000
0.263142070668
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.00000000
N
N
N
N
N
N
BA Credit Card Trust
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDH8
50000.00000000
PA
USD
49617.31000000
0.014352462972
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
4.98000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCG8
30000.00000000
PA
USD
25235.61000000
0.007299733865
Long
DBT
CORP
US
N
2
2030-03-10
Fixed
2.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DVA7
1273854.40000000
PA
USD
969594.80000000
0.280468116176
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
1750000.00000000
PA
USD
1611503.92000000
0.466148816654
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BS9
10000.00000000
PA
USD
9921.55000000
0.002869939523
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
5.50000000
N
N
N
N
N
N
MARVELL TECHNOLOGY INC
N/A
Marvell Technology Inc
573874AF1
60000.00000000
PA
USD
53276.97000000
0.015411068016
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
110000.00000000
PA
USD
88634.90000000
0.025638816782
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGJ3
634975.21000000
PA
USD
569103.68000000
0.164620764301
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AL4
100000.00000000
PA
USD
95554.31000000
0.027640347615
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
4.65000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YFK5
270497.47000000
PA
USD
259007.12000000
0.074921234130
Long
ABS-MBS
USGSE
US
N
2
2053-09-20
Fixed
5.00000000
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BB1
10000.00000000
PA
USD
8412.64000000
0.002433467354
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KA0
100000.00000000
PA
USD
79994.01000000
0.023139325097
Long
DBT
NUSS
N/A
N
2
2031-11-03
Fixed
1.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
480000.00000000
PA
USD
440343.06000000
0.127375052454
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
32130.58000000
0.009294195105
Long
DBT
NUSS
CA
N
2
2030-07-22
Fixed
1.30000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
80000.00000000
PA
USD
68781.01000000
0.019895816585
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJA0
3700000.00000000
PA
USD
3679042.98000000
1.064211827388
Long
DBT
UST
US
N
2
2028-09-30
Fixed
4.62500000
N
N
N
N
N
N
AID-ISRAEL
213800T8ZHTFZIBYPE21
Israel Government AID Bond
46513EFG2
10000.00000000
PA
USD
10371.97000000
0.003000229463
Long
DBT
NUSS
IL
N
2
2033-09-18
Fixed
5.50000000
N
N
N
N
N
N
Idaho Power Co
TN0LL73P2C8X3W6KM391
Idaho Power Co
45138LBJ1
50000.00000000
PA
USD
48520.67000000
0.014035245352
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
5.80000000
N
N
N
N
N
N
PECO ENERGY CO
YH65D4JBECK76IFEJ279
PECO Energy Co
693304BD8
180000.00000000
PA
USD
152845.70000000
0.044212639697
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.60000000
N
N
N
N
N
N
INTL FINANCE CORP
QKL54NQY28TCDAI75F60
International Finance Corp
45950KCT5
120000.00000000
PA
USD
113066.31000000
0.032705925164
Long
DBT
NUSS
N/A
N
2
2025-07-16
Fixed
0.37500000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellanova
487836BQ0
20000.00000000
PA
USD
16367.35000000
0.004734472401
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AE7
30000.00000000
PA
USD
32432.57000000
0.009381549705
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HBP73
95000.00000000
PA
USD
94992.10000000
0.027477720939
Long
ABS-MBS
USGSE
US
N
2
2033-12-25
Fixed
5.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY93
218286.58000000
PA
USD
179030.07000000
0.051786814937
Long
ABS-MBS
USGSE
US
N
2
2052-03-20
Fixed
2.50000000
N
N
N
N
N
N
MANITOBA (PROVINCE OF)
5493003QILFOB3JRKE30
Province of Manitoba Canada
563469VC6
100000.00000000
PA
USD
94199.43000000
0.027248430660
Long
DBT
NUSS
CA
N
2
2033-07-27
Fixed
4.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SS8
200000.00000000
PA
USD
104515.62000000
0.030232525022
Long
DBT
UST
US
N
2
2050-11-15
Fixed
1.62500000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEP7
160000.00000000
PA
USD
158952.96000000
0.045979245404
Long
DBT
CORP
US
N
2
2034-01-07
Fixed
6.10000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BC8
50000.00000000
PA
USD
48609.68000000
0.014060992671
Long
DBT
CORP
US
N
2
2029-02-20
Fixed
4.75000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114BZ0
10000.00000000
PA
USD
9475.26000000
0.002740844239
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B27 Mortgage Trust
08163HAK4
100000.00000000
PA
USD
69389.29000000
0.020071769618
Long
ABS-MBS
CORP
US
N
2
2054-07-15
Fixed
2.70300000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CY6
140000.00000000
PA
USD
135491.34000000
0.039192661602
Long
DBT
CORP
US
N
2
2053-06-01
Fixed
5.75000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KY8
100000.00000000
PA
USD
99468.95000000
0.028772708996
Long
DBT
NUSS
N/A
N
2
2033-11-14
Fixed
4.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYN8
200000.00000000
PA
USD
161948.20000000
0.046845658178
Long
DBT
CORP
US
N
2
2032-10-21
Fixed
2.65000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
586000.00000000
PA
USD
386238.23000000
0.111724514986
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
36597.46000000
0.010586299207
Long
DBT
CORP
US
N
2
2029-04-30
Fixed
3.25000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
10000.00000000
PA
USD
9286.06000000
0.002686115638
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAX7
90000.00000000
PA
USD
92688.87000000
0.026811481207
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.20000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
10000.00000000
PA
USD
8006.77000000
0.002316064090
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CZ1
110000.00000000
PA
USD
86345.03000000
0.024976441607
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.00000000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAH6
190000.00000000
PA
USD
136288.34000000
0.039423204390
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
3.37500000
N
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CE7
160000.00000000
PA
USD
155699.15000000
0.045038037838
Long
DBT
CORP
AT
N
2
2025-05-23
Fixed
2.87500000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CJ9
10000.00000000
PA
USD
9580.03000000
0.002771150347
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
2.75000000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AF9
40000.00000000
PA
USD
38271.07000000
0.011070413029
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.55000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TW8
2340000.00000000
PA
USD
2295393.75000000
0.663972992580
Long
DBT
UST
US
N
2
2043-11-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUE0
459868.74000000
PA
USD
410697.45000000
0.118799667778
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
528164.48000000
0.152778559391
Long
DBT
NUSS
N/A
N
2
2024-08-28
Fixed
1.50000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CV8
200000.00000000
PA
USD
196246.82000000
0.056766987520
Long
DBT
NUSS
JP
N
2
2026-01-26
Fixed
4.25000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBS3
50000.00000000
PA
USD
51175.10000000
0.014803074327
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.25000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
210000.00000000
PA
USD
204266.01000000
0.059086644259
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
80000.00000000
PA
USD
68764.08000000
0.019890919359
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AN3
100000.00000000
PA
USD
83494.69000000
0.024151943074
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
7830.17000000
0.002264980205
Long
DBT
CORP
JP
N
2
2031-01-12
Fixed
1.71000000
N
N
N
N
N
N
Commonwealth Bank of Australia/New York NY
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia/New York NY
20271RAS9
250000.00000000
PA
USD
250218.76000000
0.072379084798
Long
DBT
CORP
AU
N
2
2025-09-12
Fixed
5.49900000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HC2C5
100000.00000000
PA
USD
100682.98000000
0.029123883225
Long
ABS-MBS
USGSE
US
N
2
2029-01-25
Variable
5.35500000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZD7
212000.00000000
PA
USD
194238.44000000
0.056186037049
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B28 Mortgage Trust
08163GAS9
100000.00000000
PA
USD
85093.27000000
0.024614353476
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
8606.20000000
0.002489457143
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEG7
50000.00000000
PA
USD
49955.68000000
0.014450340969
Long
DBT
CORP
US
N
2
2030-04-22
Variable
5.58100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X2H8
191425.45000000
PA
USD
173515.80000000
0.050191739428
Long
ABS-MBS
USGSE
US
N
2
2053-05-20
Fixed
4.00000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellanova
487836BX5
20000.00000000
PA
USD
16612.64000000
0.004805425777
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.10000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAJ0
120000.00000000
PA
USD
117366.97000000
0.033949947934
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.55000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795HT0
121000.00000000
PA
USD
127227.49000000
0.036802233723
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.45000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BT6
60000.00000000
PA
USD
48998.71000000
0.014173524743
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
54813.95000000
0.015855659804
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
280000.00000000
PA
USD
224422.66000000
0.064917221789
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBR6
10000.00000000
PA
USD
9321.83000000
0.002696462583
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.25000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BK5
40000.00000000
PA
USD
29499.98000000
0.008533259272
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.87500000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXH2
350000.00000000
PA
USD
320162.43000000
0.092611216162
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHE4
1100000.00000000
PA
USD
1053121.09000000
0.304629199969
Long
DBT
UST
US
N
2
2028-05-31
Fixed
3.62500000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AV0
10000.00000000
PA
USD
8249.97000000
0.002386412906
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.90000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
30000.00000000
PA
USD
28125.90000000
0.008135788464
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAU8
70000.00000000
PA
USD
56324.79000000
0.016292690250
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
32000.00000000
PA
USD
30945.59000000
0.008951421079
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
29057.73000000
0.008405332612
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
652000.00000000
PA
USD
521777.58000000
0.150931064116
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.38300000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZT7
100000.00000000
PA
USD
91151.21000000
0.026366692721
Long
DBT
CORP
CA
N
2
2026-07-14
Fixed
1.15000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJQ4
300000.00000000
PA
USD
295825.83000000
0.085571532826
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.38400000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CM8
110000.00000000
PA
USD
102294.32000000
0.029589984626
Long
DBT
CORP
US
N
2
2054-02-09
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUH3
248570.00000000
PA
USD
198516.65000000
0.057423565859
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
161000.00000000
PA
USD
144979.27000000
0.041937170807
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECB4
829206.17000000
PA
USD
717719.01000000
0.207609713541
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.50000000
N
N
N
N
N
N
GXO LOGISTICS INC
5493007CNWMXN78JRN66
GXO Logistics Inc
36262GAB7
20000.00000000
PA
USD
18248.86000000
0.005278724046
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAM3
3900000.00000000
PA
USD
3640101.58000000
1.052947512543
Long
DBT
UST
US
N
2
2025-09-30
Fixed
0.25000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
806605AG6
60000.00000000
PA
USD
65583.65000000
0.018970937929
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE55
317558.19000000
PA
USD
284156.64000000
0.082196065325
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
200000.00000000
PA
USD
159040.95000000
0.046004697675
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
250000.00000000
PA
USD
152508.04000000
0.044114967077
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
Panama Government International Bond
698299BY9
200000.00000000
PA
USD
203657.34000000
0.058910578414
Long
DBT
NUSS
PA
N
2
2038-03-01
Fixed
8.00000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167FZ1
100000.00000000
PA
USD
98600.71000000
0.028521559096
Long
DBT
NUSS
N/A
N
2
2028-08-25
Fixed
4.50000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAK1
100000.00000000
PA
USD
84162.85000000
0.024345217189
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EB0
50000.00000000
PA
USD
52972.80000000
0.015323082822
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFA8
100000.00000000
PA
USD
98416.01000000
0.028468132178
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.12300000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KN0
100000.00000000
PA
USD
84188.35000000
0.024352593401
Long
DBT
CORP
US
N
2
2032-02-09
Fixed
2.72000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BB5
10000.00000000
PA
USD
9496.76000000
0.002747063399
Long
DBT
CORP
US
N
2
2025-08-17
Fixed
1.63000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AP9
72000.00000000
PA
USD
70292.86000000
0.020333139188
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
3.95000000
N
N
N
N
N
N
MARTIN MARIETTA MATERIAL
5299005MZ4WZECVATV08
Martin Marietta Materials Inc
573284AX4
142000.00000000
PA
USD
93647.99000000
0.027088919349
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
1202398.44000000
0.347809647247
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAH8
100000.00000000
PA
USD
96692.18000000
0.027969491558
Long
DBT
CORP
US
N
2
2029-01-25
Fixed
4.70900000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECD5
200000.00000000
PA
USD
208893.13000000
0.060425099900
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BL7
100000.00000000
PA
USD
80984.18000000
0.023425744862
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.90000000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
87031CAH6
260000.00000000
PA
USD
257026.62000000
0.074348348319
Long
DBT
CORP
SE
N
2
2025-11-28
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECP3
364424.59000000
PA
USD
275664.48000000
0.079739595759
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.00000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048AP3
99000.00000000
PA
USD
95899.21000000
0.027740114500
Long
DBT
NUSS
JP
N
2
2025-05-28
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TJ7
550000.00000000
PA
USD
397095.70000000
0.114865181744
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
10000.00000000
PA
USD
9428.90000000
0.002727433996
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YER2
110000.00000000
PA
USD
105957.39000000
0.030649576058
Long
DBT
CORP
US
N
2
2028-04-20
Fixed
4.21000000
N
N
N
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBF9
70000.00000000
PA
USD
66192.48000000
0.019147050057
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
3.70000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
30000.00000000
PA
USD
26566.60000000
0.007684740321
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.20000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
30000.00000000
PA
USD
27173.17000000
0.007860198714
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
163494.72000000
PA
USD
153492.25000000
0.044399662833
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
230000.00000000
PA
USD
209432.32000000
0.060581067737
Long
DBT
CORP
KY
N
2
2034-11-28
Fixed
4.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HG1
62000.00000000
PA
USD
46903.45000000
0.013567443084
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
108446.01000000
0.031369442298
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.95000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAT2
20000.00000000
PA
USD
15983.32000000
0.004623386646
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
80000.00000000
PA
USD
62958.24000000
0.018211503372
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BD3
10000.00000000
PA
USD
7929.51000000
0.002293715613
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.20000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CN9
9000.00000000
PA
USD
8497.55000000
0.002458028694
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.40000000
N
N
N
N
N
N
Pepsico Singapore Financing I Pte Ltd
254900DOMTCMUFROFJ76
Pepsico Singapore Financing I Pte Ltd
713466AA8
50000.00000000
PA
USD
49181.47000000
0.014226390489
Long
DBT
CORP
SG
N
2
2027-02-16
Fixed
4.65000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FP9
50000.00000000
PA
USD
46230.15000000
0.013372682156
Long
DBT
CORP
US
N
2
2026-04-23
Fixed
1.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAN0
818816.51000000
PA
USD
648461.32000000
0.187576010962
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
180000.00000000
PA
USD
144025.33000000
0.041661231049
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80300000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AC9
40000.00000000
PA
USD
33143.44000000
0.009587178252
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
96145DAH8
130000.00000000
PA
USD
122828.14000000
0.035529663565
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WBC8
50000.00000000
PA
USD
47157.60000000
0.013640959332
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.45000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EAR7
72000.00000000
PA
USD
78230.59000000
0.022629232546
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HASK3
100000.00000000
PA
USD
95349.75000000
0.027581175930
Long
ABS-MBS
USGSE
US
N
2
2033-08-25
Variable
4.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
280000.00000000
PA
USD
192805.33000000
0.055771491033
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YAT6
50000.00000000
PA
USD
47298.08000000
0.013681595029
Long
DBT
CORP
JP
N
2
2029-09-11
Fixed
4.25400000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAQ4
60000.00000000
PA
USD
54631.55000000
0.015802898192
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
200000.00000000
PA
USD
165588.88000000
0.047898773006
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.60000000
N
N
N
N
N
N
BMO 2024-C8 Mortgage Trust
N/A
BMO 2024-C8 Mortgage Trust
05593HAD6
90000.00000000
PA
USD
89577.07000000
0.025911351912
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
5.59801000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AC4
19000.00000000
PA
USD
15580.20000000
0.004506778856
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.80000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BQ5
70000.00000000
PA
USD
65258.72000000
0.018876947630
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PG0
50000.00000000
PA
USD
48122.90000000
0.013920185120
Long
DBT
CORP
US
N
2
2035-02-13
Fixed
5.82700000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DC7
10000.00000000
PA
USD
9387.56000000
0.002715475855
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
3.80000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAM1
20000.00000000
PA
USD
15754.24000000
0.004557122227
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDG2
210069.55000000
PA
USD
181016.02000000
0.052361277233
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
2.00000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
40000.00000000
PA
USD
39700.90000000
0.011484010262
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
743937.50000000
0.215193758442
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
2226023.80000000
PA
USD
1954208.04000000
0.565280514702
Long
ABS-MBS
USGSE
US
N
2
2048-08-01
Fixed
3.50000000
N
N
N
N
N
N
AMER AIRLINE 17-1 AA PTT
N/A
American Airlines 2017-1 Class AA Pass Through Trust
023761AA7
66250.00000000
PA
USD
61471.22000000
0.017781363176
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
3.65000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
10000.00000000
PA
USD
9813.49000000
0.002838681739
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WRZ3
761094.80000000
PA
USD
599292.71000000
0.173353340397
Long
ABS-MBS
USGSE
US
N
2
2051-11-20
Fixed
2.00000000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654BC8
50000.00000000
PA
USD
47567.70000000
0.013759586179
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
5.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEK4
401000.00000000
PA
USD
348851.87000000
0.100910016022
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAY7
150000.00000000
PA
USD
121035.03000000
0.035010982789
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.50000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAJ8
100000.00000000
PA
USD
92706.18000000
0.026816488354
Long
DBT
CORP
CA
N
2
2027-03-08
Fixed
2.65000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
15000.00000000
PA
USD
14391.32000000
0.004162879596
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAV7
690000.00000000
PA
USD
612806.04000000
0.177262249777
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECL7
200000.00000000
PA
USD
207082.15000000
0.059901249990
Long
DBT
CORP
GB
N
2
2034-09-13
Fixed
6.69200000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFL3
90000.00000000
PA
USD
71662.41000000
0.020729299634
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BL2
30000.00000000
PA
USD
21871.79000000
0.006326704452
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
4.37500000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAG8
10000.00000000
PA
USD
9544.43000000
0.002760852576
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
4.05000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAG6
372000.00000000
PA
USD
355504.62000000
0.102834411925
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.30000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
240000.00000000
PA
USD
202218.04000000
0.058494241858
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBS8
20000.00000000
PA
USD
16939.65000000
0.004900017743
Long
DBT
CORP
GB
N
2
2049-06-19
Fixed
4.87500000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BM7
20000.00000000
PA
USD
16206.43000000
0.004687924163
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAH1
110000.00000000
PA
USD
95473.49000000
0.027616969361
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JY3
100000.00000000
PA
USD
98682.98000000
0.028545356781
Long
DBT
NUSS
N/A
N
2
2028-10-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E2F6
185984.88000000
PA
USD
187427.76000000
0.054215957806
Long
ABS-MBS
USGSE
US
N
2
2054-02-01
Fixed
6.50000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDF9
100000.00000000
PA
USD
98357.73000000
0.028451273918
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
6.05100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W7M4
762154.50000000
PA
USD
690848.18000000
0.199836970669
Long
ABS-MBS
USGSE
US
N
2
2052-06-20
Fixed
4.00000000
N
N
N
N
N
N
HONDA MOTOR CO LTD
549300P7ZYCQJ36CCS16
Honda Motor Co Ltd
438127AB8
120000.00000000
PA
USD
111362.49000000
0.032213072701
Long
DBT
CORP
JP
N
2
2027-03-10
Fixed
2.53400000
N
N
N
N
N
N
Cheniere Energy Partners LP
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAQ4
150000.00000000
PA
USD
149592.09000000
0.043271489984
Long
DBT
CORP
US
N
2
2033-06-30
Fixed
5.95000000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAG5
100000.00000000
PA
USD
99429.23000000
0.028761219460
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BU8
140000.00000000
PA
USD
148597.34000000
0.042983745394
Long
DBT
CORP
US
N
2
2034-10-20
Fixed
6.87500000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802AH2
30000.00000000
PA
USD
29847.42000000
0.008633760886
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
10000.00000000
PA
USD
8787.16000000
0.002541802216
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BN9
110000.00000000
PA
USD
66183.88000000
0.019144562393
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
70000.00000000
PA
USD
58093.00000000
0.016804168373
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058GE7
60000.00000000
PA
USD
55335.49000000
0.016006522145
Long
DBT
NUSS
N/A
N
2
2027-11-22
Fixed
2.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WVT2
256272.83000000
PA
USD
201889.70000000
0.058399265171
Long
ABS-MBS
USGSE
US
N
2
2052-01-20
Fixed
2.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DD9
130000.00000000
PA
USD
117675.68000000
0.034039246383
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CS6
120000.00000000
PA
USD
96140.77000000
0.027809988924
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.53900000
N
N
N
N
N
N
American Express Credit Account Master Trust
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JKD1
150000.00000000
PA
USD
149691.09000000
0.043300127043
Long
ABS-O
CORP
US
N
2
2028-09-15
Fixed
5.23000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016HZS2
110000.00000000
PA
USD
109371.58000000
0.031637175659
Long
DBT
CORP
CA
N
2
2028-08-01
Fixed
5.20000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
30000.00000000
PA
USD
23402.58000000
0.006769505701
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAM0
30000.00000000
PA
USD
27711.52000000
0.008015923570
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.25000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAR1
170000.00000000
PA
USD
138406.56000000
0.040035927533
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EH7
100000.00000000
PA
USD
96882.08000000
0.028024422644
Long
DBT
NUSS
N/A
N
2
2028-01-12
Fixed
4.00000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBU7
20000.00000000
PA
USD
17310.70000000
0.005007348862
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.75000000
N
N
N
N
N
N
PUBLIC SERVICE OKLAHOMA
F3TJNSIZRGXRH8GEIK79
Public Service Co of Oklahoma
744533BM1
20000.00000000
PA
USD
15893.97000000
0.004597540977
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
20000.00000000
PA
USD
16381.97000000
0.004738701429
Long
DBT
CORP
US
N
2
2029-10-29
Fixed
3.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
140000.00000000
PA
USD
117012.34000000
0.033847366517
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CP5
50000.00000000
PA
USD
37813.56000000
0.010938072212
Long
DBT
CORP
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14317CAD4
100000.00000000
PA
USD
93494.84000000
0.027044618687
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
30000.00000000
PA
USD
29291.50000000
0.008472953676
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
432720.00000000
PA
USD
387470.29000000
0.112080904632
Long
ABS-MBS
USGSE
US
N
2
2046-05-20
Fixed
3.50000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AW3
50000.00000000
PA
USD
49790.80000000
0.014402647249
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
40000.00000000
PA
USD
33332.19000000
0.009641776685
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YPF5
308029.13000000
PA
USD
294944.41000000
0.085316570437
Long
ABS-MBS
USGSE
US
N
2
2054-01-20
Fixed
5.00000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844BH0
32000.00000000
PA
USD
28609.73000000
0.008275742689
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.83700000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CD4
200000.00000000
PA
USD
166937.31000000
0.048288824213
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25000000
N
N
N
N
N
N
PROVINCE OF ALBERTA
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051EA1
160000.00000000
PA
USD
150253.77000000
0.043462889673
Long
DBT
NUSS
CA
N
2
2028-03-15
Fixed
3.30000000
N
N
N
N
N
N
Oesterreichische Kontrollbank AG
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CL1
80000.00000000
PA
USD
77592.63000000
0.022444694180
Long
DBT
CORP
AT
N
2
2029-01-18
Fixed
4.12500000
N
N
N
N
N
N
FLEX LTD
549300EAQH74YHD07T53
Flex Ltd
33938XAA3
60000.00000000
PA
USD
57545.72000000
0.016645860396
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
278112.90000000
0.080447833618
Long
ABS-MBS
CORP
US
N
2
2052-03-15
Fixed
3.76000000
N
N
N
N
N
N
BRUNSWICK CORP
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043AU3
40000.00000000
PA
USD
35164.09000000
0.010171677982
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAR5
23000.00000000
PA
USD
11572.14000000
0.003347394505
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AD4
150000.00000000
PA
USD
145053.48000000
0.041958637031
Long
DBT
CORP
SG
N
2
2030-05-19
Fixed
4.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
20000.00000000
PA
USD
16616.93000000
0.004806666716
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
120000.00000000
PA
USD
107856.65000000
0.031198962125
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
114000.00000000
PA
USD
102478.11000000
0.029643148314
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
120000.00000000
PA
USD
99696.74000000
0.028838600265
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
133000.00000000
PA
USD
99282.04000000
0.028718642807
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
151000.00000000
PA
USD
133822.58000000
0.038709950707
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ENL0
943689.20000000
PA
USD
936421.07000000
0.270872176141
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.00000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAG9
122000.00000000
PA
USD
98086.69000000
0.028372872014
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
90158.44000000
0.026079520872
Long
DBT
NUSS
N/A
N
2
2026-10-26
Fixed
0.75000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859BZ4
100000.00000000
PA
USD
100389.81000000
0.029039079927
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWR9
877314.62000000
PA
USD
667567.40000000
0.193102697228
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
169020.27000000
PA
USD
138615.56000000
0.040096383547
Long
ABS-MBS
USGSE
US
N
2
2052-01-20
Fixed
2.50000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAM9
50000.00000000
PA
USD
47165.26000000
0.013643175088
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.20000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
189754AC8
30000.00000000
PA
USD
28273.51000000
0.008178486608
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.12500000
N
N
N
N
N
N
Astrazeneca Finance LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAK9
50000.00000000
PA
USD
49414.25000000
0.014293725182
Long
DBT
CORP
US
N
2
2027-02-26
Fixed
4.80000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058LF8
100000.00000000
PA
USD
98014.84000000
0.028352088451
Long
DBT
NUSS
N/A
N
2
2031-04-10
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SP4
700000.00000000
PA
USD
341550.78000000
0.098798079203
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
116562.50000000
0.033717244349
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason Inc
524901AR6
40000.00000000
PA
USD
38532.97000000
0.011146171067
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.62500000
N
N
N
N
N
N
Huntington Bancshares Inc/OH
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BD5
110000.00000000
PA
USD
105457.31000000
0.030504921306
Long
DBT
CORP
US
N
2
2035-02-02
Fixed
5.70900000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785HX7
100000.00000000
PA
USD
99525.77000000
0.028789144932
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
288492.44000000
PA
USD
243233.55000000
0.070358520445
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
1.50000000
N
N
N
N
N
N
International Finance Corp
QKL54NQY28TCDAI75F60
International Finance Corp
45950KDF4
35000.00000000
PA
USD
34442.21000000
0.009962864647
Long
DBT
NUSS
N/A
N
2
2027-01-15
Fixed
4.37500000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BT3
50000.00000000
PA
USD
51433.38000000
0.014877785232
Long
DBT
CORP
US
N
2
2034-01-17
Fixed
6.00000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CA7
18000.00000000
PA
USD
18915.61000000
0.005471590300
Long
DBT
CORP
US
N
2
2038-08-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5D6
208335.00000000
PA
USD
183560.36000000
0.053097261220
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZX3
590640.16000000
PA
USD
490669.64000000
0.141932681152
Long
ABS-MBS
USGSE
US
N
2
2051-06-01
Fixed
3.00000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AW9
10000.00000000
PA
USD
8442.69000000
0.002442159714
Long
DBT
CORP
US
N
2
2030-03-12
Fixed
2.25000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G04Z3
200000.00000000
PA
USD
189735.02000000
0.054883363269
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
170000.00000000
PA
USD
139642.19000000
0.040393349848
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.65000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
160000.00000000
PA
USD
152275.54000000
0.044047713378
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BN2
200000.00000000
PA
USD
200496.49000000
0.057996260757
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
5.55000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BE9
10000.00000000
PA
USD
9066.91000000
0.002622723602
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.95000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M3D1
112000.00000000
PA
USD
94999.46000000
0.027479849916
Long
DBT
NUSS
N/A
N
2
2032-03-29
Fixed
2.50000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAPITAL
549300U0LV41VX7LEP38
GlaxoSmithKline Capital PLC
377373AH8
70000.00000000
PA
USD
64683.11000000
0.018710444827
Long
DBT
CORP
GB
N
2
2029-06-01
Fixed
3.37500000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAV5
60000.00000000
PA
USD
51947.83000000
0.015026596697
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
05531FBE2
200000.00000000
PA
USD
195532.94000000
0.056560488290
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEX8
100000.00000000
PA
USD
98119.97000000
0.028382498694
Long
DBT
NUSS
N/A
N
2
2028-03-09
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF21
875324.44000000
PA
USD
806943.90000000
0.233419192732
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BK7
10000.00000000
PA
USD
9959.04000000
0.002880784001
Long
DBT
CORP
US
N
2
2024-07-12
Fixed
3.87500000
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
Cabot Corp
127055AM3
20000.00000000
PA
USD
18985.72000000
0.005491870544
Long
DBT
CORP
US
N
2
2032-06-30
Fixed
5.00000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CH0
67000.00000000
PA
USD
69545.68000000
0.020117007494
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BA6
50000.00000000
PA
USD
34816.43000000
0.010071112730
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.50000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
845011AA3
10000.00000000
PA
USD
9341.78000000
0.002702233384
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.70000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CV2
30000.00000000
PA
USD
25697.75000000
0.007433413970
Long
DBT
CORP
CA
N
2
2049-01-20
Fixed
4.45000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BN5
10000.00000000
PA
USD
7540.92000000
0.002181310818
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BE3
40000.00000000
PA
USD
39000.55000000
0.011281424764
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
2957237.67000000
PA
USD
2344224.54000000
0.678097944243
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFZ9
1600000.00000000
PA
USD
1550000.00000000
0.448357994570
Long
DBT
UST
US
N
2
2027-11-30
Fixed
3.87500000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DU8
200000.00000000
PA
USD
197509.65000000
0.057132277795
Long
DBT
CORP
US
N
2
2033-03-08
Fixed
5.50000000
N
N
N
N
N
N
BROOKFIELD FIN I UK PLC
213800JCKNPJE9FDCJ76
Brookfield Finance I UK Plc / Brookfield Finance Inc
11272BAA1
120000.00000000
PA
USD
94901.84000000
0.027451612040
Long
DBT
CORP
GB
N
2
2032-01-30
Fixed
2.34000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718GA1
10000.00000000
PA
USD
9366.10000000
0.002709268266
Long
DBT
CORP
US
N
2
2033-01-26
Fixed
4.05000000
N
N
N
N
N
N
SNAP-ON INC
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034AM3
50000.00000000
PA
USD
33426.04000000
0.009668924039
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TL2
949000.00000000
PA
USD
831561.25000000
0.240540086717
Long
DBT
UST
US
N
2
2052-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ62
80684.29000000
PA
USD
66002.56000000
0.019092113185
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.00000000
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
IPALCO Enterprises Inc
462613AP5
70000.00000000
PA
USD
64238.00000000
0.018581690874
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25000000
N
N
N
N
N
N
Bank
N/A
Bank 2019-BNK19
06540WBC6
200000.00000000
PA
USD
175805.30000000
0.050854007576
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
2.92600000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAY2
10000.00000000
PA
USD
8728.72000000
0.002524897673
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109BF7
10000.00000000
PA
USD
9358.21000000
0.002706985979
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
2.90000000
N
N
N
N
N
N
Smurfit Kappa Treasury ULC
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAC5
60000.00000000
PA
USD
58057.37000000
0.016793861924
Long
DBT
CORP
IE
Y
2
2034-04-03
Fixed
5.43800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
100000.00000000
PA
USD
81414.34000000
0.023550174330
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CH0
10000.00000000
PA
USD
9744.14000000
0.002818621334
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
1.32200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGM7
700000.00000000
PA
USD
640144.53000000
0.185170269487
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.50000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GY3
120000.00000000
PA
USD
97136.11000000
0.028097904180
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
43161.63000000
0.012485072173
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.00000000
N
N
N
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAH6
50000.00000000
PA
USD
49580.22000000
0.014341734199
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.37500000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBJ4
160000.00000000
PA
USD
137616.77000000
0.039807470333
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHA2
2000000.00000000
PA
USD
1906640.62000000
0.551521009516
Long
DBT
UST
US
N
2
2028-04-30
Fixed
3.50000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAN6
70000.00000000
PA
USD
70776.84000000
0.020473136802
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
5.70000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
40000.00000000
PA
USD
42234.80000000
0.012216974341
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.62500000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DN5
40000.00000000
PA
USD
35799.68000000
0.010355530794
Long
DBT
NUSS
KR
N
2
2027-04-25
Fixed
1.37500000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AJ0
305000.00000000
PA
USD
289691.74000000
0.083797166187
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAE5
20000.00000000
PA
USD
18706.76000000
0.005411177676
Long
DBT
CORP
IE
N
2
2028-01-23
Fixed
3.87500000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CD0
10000.00000000
PA
USD
10210.46000000
0.002953510560
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C6L3
157063.65000000
PA
USD
137420.36000000
0.039750656143
Long
ABS-MBS
USGSE
US
N
2
2049-01-01
Fixed
3.50000000
N
N
N
N
N
N
BELL CANADA
5493000G3EFX9S7TDE29
Bell Telephone Co of Canada or Bell Canada
0778FPAF6
80000.00000000
PA
USD
56165.54000000
0.016246625082
Long
DBT
CORP
CA
N
2
2051-03-17
Fixed
3.65000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BC1
40000.00000000
PA
USD
34042.46000000
0.009847231674
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BL3
110000.00000000
PA
USD
97235.88000000
0.028126763972
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
60000.00000000
PA
USD
37625.47000000
0.010883664692
Long
DBT
CORP
JP
N
2
2060-07-09
Fixed
3.37500000
N
N
N
N
N
N
VF CORP
CWAJJ9DJ5Z7P057HV541
VF Corp
918204BB3
80000.00000000
PA
USD
71622.51000000
0.020717758032
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UAT0
60000.00000000
PA
USD
48047.03000000
0.013898238719
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.15000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAG5
10000.00000000
PA
USD
9820.44000000
0.002840692118
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDV3
50000.00000000
PA
USD
48475.40000000
0.014022150406
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BR6
10000.00000000
PA
USD
9829.41000000
0.002843286809
Long
DBT
CORP
US
N
2
2025-08-08
Fixed
4.25000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AV3
30000.00000000
PA
USD
30288.65000000
0.008761392498
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
5.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179T7K5
62842.15000000
PA
USD
57655.37000000
0.016677578109
Long
ABS-MBS
USGSE
US
N
2
2048-08-20
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHQ6
950305.12000000
PA
USD
925475.40000000
0.267705996366
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
5.50000000
N
N
N
N
N
N
FORTIVE CORPORATION
549300MU9YQJYHDQEF63
Fortive Corp
34959JAG3
30000.00000000
PA
USD
28612.32000000
0.008276491880
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.15000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BF7
100000.00000000
PA
USD
80863.63000000
0.023390874180
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
EATON VANCE CORP
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AE3
10000.00000000
PA
USD
9491.44000000
0.002745524518
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
3.50000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORP
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAS7
20000.00000000
PA
USD
12648.76000000
0.003658821075
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAJ8
102000.00000000
PA
USD
89673.73000000
0.025939312095
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA87
50000.00000000
PA
USD
50081.38000000
0.014486701356
Long
DBT
CORP
US
N
2
2030-04-25
Variable
0.00000000
N
N
N
N
N
N
PROV OF NEW BRUNSWICK
549300POZA55ZTGSOU44
Province of New Brunswick Canada
642869AM3
80000.00000000
PA
USD
75667.68000000
0.021887876941
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
20000.00000000
PA
USD
13233.32000000
0.003827912784
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
161742.64000000
0.046786197230
Long
ABS-MBS
CORP
US
N
2
2054-03-15
Fixed
2.26380000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AG6
10000.00000000
PA
USD
9548.74000000
0.002762099301
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGK0
537100.61000000
PA
USD
495140.89000000
0.143226049335
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
20000.00000000
PA
USD
15173.88000000
0.004389245423
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
Fanniemae-Aces
B1V7KEBTPIMZEU4LTD58
Fannie Mae-Aces
3136B1K86
180965.56000000
PA
USD
168788.82000000
0.048824397962
Long
ABS-MBS
USGSE
US
N
2
2028-03-25
Variable
3.12866100
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AJ9
10000.00000000
PA
USD
8616.67000000
0.002492485729
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.75000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112CD3
110000.00000000
PA
USD
107936.78000000
0.031222140787
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECQ1
2151908.98000000
PA
USD
1706926.85000000
0.493751160867
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3L4
147283.32000000
PA
USD
124175.38000000
0.035919370549
Long
ABS-MBS
USGSE
US
N
2
2036-08-01
Fixed
1.50000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BH0
10000.00000000
PA
USD
9732.60000000
0.002815283237
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
2.75000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AU6
299000.00000000
PA
USD
291913.01000000
0.084439697904
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.40000000
N
N
N
N
N
N
BANK OF NEW YORK MELLON
HPFHU0OQ28E4N0NFVK49
Bank of New York Mellon/The
06405LAD3
80000.00000000
PA
USD
79536.88000000
0.023007094200
Long
DBT
CORP
US
N
2
2026-05-22
Fixed
5.14800000
N
N
N
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
130000.00000000
PA
USD
106709.15000000
0.030867032578
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
150000.00000000
PA
USD
142182.58000000
0.041128191246
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.31900000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EL57
591368.20000000
PA
USD
588029.20000000
0.170095221200
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.00000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594A1
130000.00000000
PA
USD
119237.56000000
0.034491040825
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
1316554.69000000
0.380830851968
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
695029.84000000
PA
USD
568097.98000000
0.164329852278
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
98161.74000000
0.028394581219
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
387796.34000000
PA
USD
332953.11000000
0.096311089474
Long
ABS-MBS
USGSE
US
N
2
2049-07-20
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECC2
322699.38000000
PA
USD
271643.48000000
0.078576468342
Long
ABS-MBS
USGSE
US
N
2
2037-03-01
Fixed
1.50000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AW5
20000.00000000
PA
USD
15893.61000000
0.004597436842
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
30000.00000000
PA
USD
28862.86000000
0.008348963888
Long
DBT
CORP
ES
N
2
2027-03-08
Fixed
4.10300000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BJ9
202000.00000000
PA
USD
190203.71000000
0.055018938048
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
4.85000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEY4
50000.00000000
PA
USD
49167.16000000
0.014222251133
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.60000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748149AH4
89000.00000000
PA
USD
87948.96000000
0.025440399567
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
2361226.56000000
0.683016003334
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
48000.00000000
PA
USD
44435.61000000
0.012853587733
Long
DBT
CORP
CA
N
2
2032-12-15
Fixed
3.80300000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AV4
200000.00000000
PA
USD
190501.60000000
0.055105106669
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAM6
30000.00000000
PA
USD
28164.41000000
0.008146927990
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
120000.00000000
PA
USD
101505.14000000
0.029361703876
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
2.20000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBH2
213211.91000000
PA
USD
195388.00000000
0.056518562479
Long
ABS-MBS
USGSE
US
N
2
2049-12-20
Fixed
4.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBM0
60000.00000000
PA
USD
59792.84000000
0.017295869569
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
6.10200000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SW9
1300000.00000000
PA
USD
854394.53000000
0.247144914866
Long
DBT
UST
US
N
2
2041-02-15
Fixed
1.87500000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AZ3
300000.00000000
PA
USD
278169.47000000
0.080464197238
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WG44
345728.44000000
PA
USD
294549.05000000
0.085202207329
Long
ABS-MBS
USGSE
US
N
2
2051-06-20
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BH6
90000.00000000
PA
USD
57636.31000000
0.016672064752
Long
DBT
NUSS
PA
N
2
2050-04-16
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ESA9
259079.29000000
PA
USD
261683.17000000
0.075695316976
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
6.50000000
N
N
N
N
N
N
BORGWARNER INC
549300DSFX2IE88NSX47
BorgWarner Inc
099724AL0
62000.00000000
PA
USD
56742.05000000
0.016413388223
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
2.65000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247XAQ4
30000.00000000
PA
USD
25736.67000000
0.007444672095
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.40000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AL2
10000.00000000
PA
USD
8384.00000000
0.002425182855
Long
DBT
CORP
IE
N
2
2044-07-02
Fixed
4.62500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
132000.00000000
PA
USD
119304.65000000
0.034510447494
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.70700000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LBB5
10000.00000000
PA
USD
8657.68000000
0.002504348414
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAM5
100000.00000000
PA
USD
115698.23000000
0.033467242824
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
20000.00000000
PA
USD
16119.34000000
0.004662732229
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
300000.00000000
PA
USD
261002.28000000
0.075498360541
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
80000.00000000
PA
USD
68142.74000000
0.019711188548
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
1.95000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGP3
320000.00000000
PA
USD
236200.99000000
0.068324259478
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.87500000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAH7
118000.00000000
PA
USD
110541.06000000
0.031975463212
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
200000.00000000
PA
USD
176684.24000000
0.051108252592
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CP7
200000.00000000
PA
USD
197228.89000000
0.057051064252
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.65000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBK9
160000.00000000
PA
USD
135334.34000000
0.039147247276
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5F1
441133.65000000
PA
USD
411607.75000000
0.119062984090
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XCC2
110000.00000000
PA
USD
108457.11000000
0.031372653120
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.25000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AW3
34000.00000000
PA
USD
30320.11000000
0.008770492719
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
9805.15000000
0.002836269284
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
JB HUNT TRANSPRT SVCS
549300XCD1MPI1C5GK90
JB Hunt Transport Services Inc
445658CF2
20000.00000000
PA
USD
19426.83000000
0.005619467444
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.87500000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AG4
50000.00000000
PA
USD
47553.69000000
0.013755533601
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZB7
786902.14000000
PA
USD
693327.33000000
0.200554097586
Long
ABS-MBS
USGSE
US
N
2
2052-03-20
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DX80
139143.59000000
PA
USD
117536.67000000
0.033999035903
Long
ABS-MBS
USGSE
US
N
2
2036-04-01
Fixed
1.50000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
70000.00000000
PA
USD
64632.58000000
0.018695828356
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
KONINKLIJKE KPN NV
549300YO0JZHAL7FVP81
Koninklijke KPN NV
780641AH9
10000.00000000
PA
USD
11402.71000000
0.003298384637
Long
DBT
CORP
NL
N
2
2030-10-01
Fixed
8.37500000
N
N
N
N
N
N
Packaging Corp of America
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AX7
60000.00000000
PA
USD
59770.51000000
0.017289410321
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
5.70000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
60000.00000000
PA
USD
59339.99000000
0.017164876718
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEF4
500000.00000000
PA
USD
468105.47000000
0.135405696630
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
10000.00000000
PA
USD
6495.11000000
0.001878796447
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BD5
20000.00000000
PA
USD
16234.13000000
0.004695936755
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
20000.00000000
PA
USD
14497.92000000
0.004193715055
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
40000.00000000
PA
USD
36697.51000000
0.010615239993
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
7864.50000000
0.002274910611
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
149000.00000000
PA
USD
138850.34000000
0.040164296766
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.01600000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2U5
100000.00000000
PA
USD
100329.15000000
0.029021533219
Long
DBT
CORP
CA
N
2
2028-07-17
Fixed
5.52300000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAK6
10000.00000000
PA
USD
6550.86000000
0.001894922872
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DM9
30000.00000000
PA
USD
29883.02000000
0.008644058657
Long
DBT
CORP
US
N
2
2025-03-02
Fixed
5.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMT6
130000.00000000
PA
USD
127015.71000000
0.036740973557
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TU2
950000.00000000
PA
USD
887210.94000000
0.256637495367
Long
DBT
UST
US
N
2
2043-08-15
Fixed
4.37500000
N
N
N
N
N
N
Aon North America Inc
N/A
Aon North America Inc
03740MAD2
50000.00000000
PA
USD
48902.97000000
0.014145830682
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.45000000
N
N
N
N
N
N
ELECTRONIC ARTS INC
549300O7A67PUEYKDL45
Electronic Arts Inc
285512AE9
62000.00000000
PA
USD
49486.43000000
0.014314604202
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
40000.00000000
PA
USD
32542.99000000
0.009413490150
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
50000.00000000
PA
USD
47456.40000000
0.013727391182
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
31743.62000000
PA
USD
31013.35000000
0.008971021555
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
100000.00000000
PA
USD
119537.37000000
0.034577764831
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFV8
1150000.00000000
PA
USD
1104179.69000000
0.319398575131
Long
DBT
UST
US
N
2
2032-11-15
Fixed
4.12500000
N
N
N
N
N
N
Export Development Canada
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BKC5
170000.00000000
PA
USD
164824.37000000
0.047677628380
Long
DBT
NUSS
CA
N
2
2029-02-13
Fixed
4.12500000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NY7
100000.00000000
PA
USD
82318.04000000
0.023811581504
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.75000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
100000.00000000
PA
USD
89461.20000000
0.025877834983
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.37500000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NCD5
50000.00000000
PA
USD
48416.68000000
0.014005164870
Long
DBT
CORP
CA
N
2
2054-04-05
Fixed
5.95000000
N
N
N
N
N
N
THOMSON REUTERS CORP
549300561UZND4C7B569
Thomson Reuters Corp
884903BV6
40000.00000000
PA
USD
38247.00000000
0.011063450463
Long
DBT
CORP
CA
N
2
2026-05-15
Fixed
3.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCZ7
230000.00000000
PA
USD
226032.68000000
0.065382941362
Long
DBT
CORP
US
N
2
2026-04-26
Fixed
4.08000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CS9
40000.00000000
PA
USD
31340.98000000
0.009065792864
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AT3
39000.00000000
PA
USD
31189.70000000
0.009022033124
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.50000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
639057AK4
100000.00000000
PA
USD
99784.38000000
0.028863951294
Long
DBT
CORP
GB
N
2
2029-09-13
Fixed
5.80800000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWQ1
810486.88000000
PA
USD
583107.29000000
0.168671493654
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
1.50000000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AG4
10000.00000000
PA
USD
8931.23000000
0.002583476368
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
10000.00000000
PA
USD
6603.09000000
0.001910031090
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
CORPORATE OFFICE PROP LP
H0TWO5VRNEP6CQAWPX27
COPT Defense Properties LP
22003BAN6
100000.00000000
PA
USD
83284.47000000
0.024091134160
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAH9
10000.00000000
PA
USD
9904.41000000
0.002864981551
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
5.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BF8
42000.00000000
PA
USD
35488.04000000
0.010265384803
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
Fox Corp
35137LAN5
100000.00000000
PA
USD
102677.79000000
0.029700908394
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAV9
54000.00000000
PA
USD
50863.56000000
0.014712957263
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
312659.58000000
PA
USD
259091.75000000
0.074945714477
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
40000.00000000
PA
USD
34389.82000000
0.009947710147
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
48141.44000000
PA
USD
44046.09000000
0.012740913923
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
9128283W8
2344000.00000000
PA
USD
2177722.50000000
0.629935027633
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128282R0
2186000.00000000
PA
USD
2014364.85000000
0.582681667406
Long
DBT
UST
US
N
2
2027-08-15
Fixed
2.25000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
20000.00000000
PA
USD
16632.43000000
0.004811150296
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAL9
110000.00000000
PA
USD
99848.45000000
0.028882484389
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
49000.00000000
PA
USD
39040.06000000
0.011292853554
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.37500000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AU4
40000.00000000
PA
USD
33913.36000000
0.009809887792
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.25000000
N
N
N
N
N
N
Nordic Investment Bank
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBX2
200000.00000000
PA
USD
199149.08000000
0.057606504599
Long
DBT
NUSS
N/A
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AZ8
100000.00000000
PA
USD
102621.42000000
0.029684602626
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.90000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
456873AD0
10000.00000000
PA
USD
9351.60000000
0.002705073949
Long
DBT
CORP
IE
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
9789.89000000
0.002831855127
Long
DBT
CORP
US
N
2
2025-03-19
Fixed
3.30000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
200000.00000000
PA
USD
204747.31000000
0.059225866648
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.12500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAY9
1000.00000000
PA
USD
981.03000000
0.000283775898
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.78800000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FN1
50000.00000000
PA
USD
49043.62000000
0.014186515554
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.35000000
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
90365.93000000
0.026139540098
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
1.51800000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
054561AM7
52000.00000000
PA
USD
45012.29000000
0.013020400048
Long
DBT
CORP
US
N
2
2048-04-20
Fixed
5.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAR0
70000.00000000
PA
USD
65128.47000000
0.018839271095
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.95000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174467Y9
50000.00000000
PA
USD
48638.09000000
0.014069210640
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ47
532939.00000000
PA
USD
461291.33000000
0.133434616536
Long
ABS-MBS
USGSE
US
N
2
2035-07-01
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDJ6
98094.41000000
PA
USD
89002.50000000
0.025745149943
Long
ABS-MBS
USGSE
US
N
2
2037-05-01
Fixed
3.00000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BC9
10000.00000000
PA
USD
8359.16000000
0.002417997557
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.05000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec Canada
748148M91
100000.00000000
PA
USD
97821.28000000
0.028296098662
Long
DBT
NUSS
CA
N
2
2029-04-03
Fixed
4.50000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAR1
330000.00000000
PA
USD
309663.31000000
0.089574206879
Long
DBT
CORP
JP
N
2
2027-07-12
Fixed
3.36400000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
11070TAM0
85000.00000000
PA
USD
79562.60000000
0.023014534050
Long
DBT
NUSS
CA
N
2
2033-07-06
Fixed
4.20000000
N
N
N
N
N
N
GM Financial Consumer Automobile Receivables Trust 2024-2
N/A
GM Financial Consumer Automobile Receivables Trust 2024-2
379931AD0
50000.00000000
PA
USD
49663.32000000
0.014365771973
Long
ABS-O
CORP
US
N
2
2029-03-16
Fixed
5.10000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
180000.00000000
PA
USD
152775.00000000
0.044192188787
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
230000.00000000
PA
USD
187828.17000000
0.054331781693
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448AU7
10000.00000000
PA
USD
8806.45000000
0.002547382104
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
REPUBLIC OF KOREA
549300O0QCVSQGPGDT58
Korea International Bond
50064FAS3
60000.00000000
PA
USD
46989.00000000
0.013592189552
Long
DBT
NUSS
KR
N
2
2030-09-16
Fixed
1.00000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DE6
100000.00000000
PA
USD
99196.63000000
0.028693936835
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
4.99000000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
Orange SA
35177PAX5
100000.00000000
PA
USD
94181.54000000
0.027243255741
Long
DBT
CORP
FR
N
2
2042-01-13
Fixed
5.37500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
90000.00000000
PA
USD
88445.96000000
0.025584163389
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EV4
12000.00000000
PA
USD
10662.21000000
0.003084185221
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XBD9
10000.00000000
PA
USD
9966.93000000
0.002883066288
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
5.20000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AT0
50000.00000000
PA
USD
40720.75000000
0.011779015359
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Deutsche Bank AG/New York NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CU1
150000.00000000
PA
USD
154165.18000000
0.044594316733
Long
DBT
CORP
DE
N
2
2029-11-20
Fixed
6.81900000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
30000.00000000
PA
USD
28769.42000000
0.008321935133
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
29874QEE0
30000.00000000
PA
USD
29094.06000000
0.008415841545
Long
DBT
NUSS
N/A
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BX1
10000.00000000
PA
USD
7671.45000000
0.002219068346
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAZ4
1820000.00000000
PA
USD
1689471.88000000
0.488702080000
Long
DBT
UST
US
N
2
2025-11-30
Fixed
0.37500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HM8
115000.00000000
PA
USD
110226.22000000
0.031884391579
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.25000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YAZ4
10000.00000000
PA
USD
7086.59000000
0.002049889858
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHK0
1900000.00000000
PA
USD
1844484.38000000
0.533541495247
Long
DBT
UST
US
N
2
2028-06-30
Fixed
4.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769GK4
744000.00000000
PA
USD
731758.60000000
0.211670850584
Long
DBT
CORP
DE
N
2
2024-11-20
Fixed
2.50000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EK5
350000.00000000
PA
USD
282869.69000000
0.081823798021
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.20000000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAL6
10000.00000000
PA
USD
9787.12000000
0.002831053868
Long
DBT
CORP
CA
N
2
2054-03-04
Fixed
5.96800000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCE4
20000.00000000
PA
USD
10526.57000000
0.003044949558
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
2.05000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AN9
29000.00000000
PA
USD
26960.86000000
0.007798785239
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
1414305.33000000
PA
USD
1203506.84000000
0.348130266602
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
3.00000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
02557TAD1
20000.00000000
PA
USD
19939.88000000
0.005767873941
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
5.69900000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CE2
20000.00000000
PA
USD
18959.43000000
0.005484265814
Long
DBT
CORP
US
N
2
2027-03-03
Fixed
2.95000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EP4
100000.00000000
PA
USD
94476.59000000
0.027328602855
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.60000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
648000.00000000
PA
USD
613700.89000000
0.177521096971
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49300000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EC8
20000.00000000
PA
USD
14831.55000000
0.004290221944
Long
DBT
CORP
US
N
2
2055-02-01
Fixed
3.87500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
100000.00000000
PA
USD
90613.71000000
0.026211213739
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410CD8
10000.00000000
PA
USD
9992.88000000
0.002890572668
Long
DBT
NUSS
IT
N
2
2024-05-06
Fixed
0.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDW8
300000.00000000
PA
USD
262125.00000000
0.075823122146
Long
DBT
UST
US
N
2
2029-01-31
Fixed
1.75000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BN2
126000.00000000
PA
USD
102667.92000000
0.029698053366
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YMJ0
297354.82000000
PA
USD
284723.64000000
0.082360077572
Long
ABS-MBS
USGSE
US
N
2
2053-12-20
Fixed
5.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
140000.00000000
PA
USD
140238.06000000
0.040565713125
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
140000.00000000
PA
USD
142169.27000000
0.041124341152
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
86034.28000000
0.024886553061
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
56000.00000000
PA
USD
49902.60000000
0.014434986877
Long
DBT
CORP
IE
N
2
2045-09-14
Fixed
5.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHK1
760000.00000000
PA
USD
677111.96000000
0.195863587409
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBG4
20000.00000000
PA
USD
15853.59000000
0.004585860528
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.87500000
N
N
N
N
N
N
HF Sinclair Corp
N/A
HF Sinclair Corp
403949AM2
60000.00000000
PA
USD
57566.07000000
0.016651746903
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
605000.00000000
PA
USD
482706.86000000
0.139629341751
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJE2
900000.00000000
PA
USD
897890.63000000
0.259726736910
Long
DBT
UST
US
N
2
2025-10-31
Fixed
5.00000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DK6
70000.00000000
PA
USD
66227.73000000
0.019157246585
Long
DBT
CORP
US
N
2
2054-02-15
Fixed
5.60000000
N
N
N
N
N
N
ROCKWELL AUTOMATION
VH3R4HHBHH12O0EXZJ88
Rockwell Automation Inc
773903AJ8
50000.00000000
PA
USD
40588.59000000
0.011740786332
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.20000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEH1
80000.00000000
PA
USD
75780.08000000
0.021920390127
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.00000000
N
N
N
N
N
N
ENTERGY ARKANSAS LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29366MAD0
60000.00000000
PA
USD
58285.39000000
0.016859819724
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.15000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DU8
191000.00000000
PA
USD
182699.05000000
0.052848115914
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
11728.40000000
0.003392594776
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
37792.69000000
0.010932035288
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
107929.29000000
PA
USD
94223.62000000
0.027255427938
Long
ABS-MBS
USGSE
US
N
2
2040-01-01
Fixed
3.00000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AF8
10000.00000000
PA
USD
9991.20000000
0.002890086706
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.60000000
N
N
N
N
N
N
Korea Development Bank/The
549300ML2LNRZUCS7149
Korea Development Bank/The
500630EA2
200000.00000000
PA
USD
202075.28000000
0.058452946640
Long
DBT
NUSS
KR
N
2
2028-10-23
Fixed
5.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VVY3
75751.18000000
PA
USD
62279.44000000
0.018015151497
Long
ABS-MBS
USGSE
US
N
2
2050-10-20
Fixed
2.50000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAD9
20000.00000000
PA
USD
15958.78000000
0.004616288126
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.10000000
N
N
N
N
N
N
PPL Electric Utilities Corp
549300GCZLSGYEYPIR35
PPL Electric Utilities Corp
69351UBC6
50000.00000000
PA
USD
47621.25000000
0.013775076225
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
4.85000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BF9
70000.00000000
PA
USD
75043.72000000
0.021707388260
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
7.15000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EYN4
474866.69000000
PA
USD
470598.90000000
0.136126954226
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WJR0
763328.47000000
PA
USD
626656.12000000
0.181268568547
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
20000.00000000
PA
USD
19642.27000000
0.005681786313
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AF0
50000.00000000
PA
USD
40799.35000000
0.011801751448
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BS2
211000.00000000
PA
USD
179670.89000000
0.051972180595
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWZ8
110000.00000000
PA
USD
107138.96000000
0.030991360803
Long
DBT
CORP
US
N
2
2030-06-10
Fixed
4.70000000
N
N
N
N
N
N
AMPHENOL CORP
549300D3L3G0R4U4VT04
Amphenol Corp
032095AH4
60000.00000000
PA
USD
57426.75000000
0.016611446751
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.35000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
10000.00000000
PA
USD
6932.61000000
0.002005349107
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
WW GRAINGER INC
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AB0
10000.00000000
PA
USD
8724.35000000
0.002523633593
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.60000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BV7
170000.00000000
PA
USD
163194.56000000
0.047206184288
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.20000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477CL5
50000.00000000
PA
USD
49548.30000000
0.014332500917
Long
DBT
CORP
US
N
2
2027-03-18
Fixed
4.99300000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAM3
130000.00000000
PA
USD
137581.59000000
0.039797294053
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER69
284649.90000000
PA
USD
262410.77000000
0.075905784897
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.50000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AV1
30000.00000000
PA
USD
22750.53000000
0.006580891616
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JW7
170000.00000000
PA
USD
159275.75000000
0.046072616679
Long
DBT
NUSS
N/A
N
2
2030-07-15
Fixed
3.62500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PER9
100000.00000000
PA
USD
99695.04000000
0.028838108518
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.35000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785KA3
85000.00000000
PA
USD
80412.32000000
0.023260326796
Long
DBT
NUSS
N/A
N
2
2034-02-13
Fixed
4.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
130000.00000000
PA
USD
121739.24000000
0.035214684843
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859CA8
50000.00000000
PA
USD
48750.55000000
0.014101741182
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
5.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WY85
1477781.46000000
PA
USD
1164176.24000000
0.336753370511
Long
ABS-MBS
USGSE
US
N
2
2052-03-20
Fixed
2.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNC6
261103.28000000
PA
USD
230054.32000000
0.066546253908
Long
ABS-MBS
USGSE
US
N
2
2052-12-20
Fixed
3.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EF1
50000.00000000
PA
USD
49244.74000000
0.014244692173
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
4.90000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJJ1
1750000.00000000
PA
USD
1724296.88000000
0.498775671716
Long
DBT
UST
US
N
2
2033-11-15
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EF47
377211.32000000
PA
USD
357831.48000000
0.103507486946
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
5.00000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKT5
110000.00000000
PA
USD
102351.18000000
0.029606432133
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AM7
70000.00000000
PA
USD
59697.44000000
0.017268273857
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
40000.00000000
PA
USD
35421.02000000
0.010245998382
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
300000.00000000
PA
USD
284829.11000000
0.082390586164
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAF6
50000.00000000
PA
USD
49461.32000000
0.014307340802
Long
DBT
CORP
US
N
2
2029-04-04
Fixed
4.80000000
N
N
N
N
N
N
BANK5 Trust 2024-5YR6
N/A
BANK5 Trust 2024-5YR6
066043AB6
50000.00000000
PA
USD
50978.08000000
0.014746083687
Long
ABS-MBS
USGSE
US
N
2
2057-05-15
Fixed
6.22500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAF7
50000.00000000
PA
USD
47087.04000000
0.013620548919
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
82000.00000000
PA
USD
80836.82000000
0.023383119033
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.12500000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAX6
100000.00000000
PA
USD
84467.38000000
0.024433306518
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.00000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBU8
150000.00000000
PA
USD
139344.77000000
0.040307317181
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.80000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
50000.00000000
PA
USD
52353.80000000
0.015144028887
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
IDEX CORP
549300U5Y5EL6PHYLF13
IDEX Corp
45167RAH7
30000.00000000
PA
USD
24686.90000000
0.007141012242
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.62500000
N
N
N
N
N
N
Inter-American Development Bank
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EM6
90000.00000000
PA
USD
88571.52000000
0.025620483279
Long
DBT
NUSS
N/A
N
2
2027-02-01
Fixed
4.37500000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AV7
30000.00000000
PA
USD
19561.57000000
0.005658442771
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TC2
198000.00000000
PA
USD
130803.75000000
0.037836714214
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
110000.00000000
PA
USD
69105.43000000
0.019989659360
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBY6
50000.00000000
PA
USD
44113.21000000
0.012760329270
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.87500000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAC0
18000.00000000
PA
USD
15964.82000000
0.004618035276
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
9517.50000000
0.002753062718
Long
DBT
CORP
JP
N
2
2027-02-28
Fixed
3.66300000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CY3
50000.00000000
PA
USD
47424.79000000
0.013718247572
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EAS9
270493.68000000
PA
USD
233434.76000000
0.067524090875
Long
ABS-MBS
USGSE
US
N
2
2037-01-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBQ3
500000.00000000
PA
USD
460273.44000000
0.133140178395
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
180000.00000000
PA
USD
149650.92000000
0.043288507339
Long
DBT
NUSS
IL
N
2
2030-07-03
Fixed
2.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEJ7
110000.00000000
PA
USD
101438.34000000
0.029342381093
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BR4
20000.00000000
PA
USD
22158.11000000
0.006409526298
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.37500000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAQ3
120000.00000000
PA
USD
103486.35000000
0.029934795065
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234DQ8
150000.00000000
PA
USD
145075.89000000
0.041965119419
Long
DBT
NUSS
CA
N
2
2029-01-18
Fixed
4.20000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CG4
50000.00000000
PA
USD
46903.87000000
0.013567564574
Long
DBT
CORP
CA
N
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816DK2
150000.00000000
PA
USD
146785.63000000
0.042459684321
Long
DBT
CORP
US
N
2
2034-07-28
Fixed
5.62500000
N
N
N
N
N
N
NETAPP INC
QTX3D84DZDD5JYOCYH15
NetApp Inc
64110DAJ3
60000.00000000
PA
USD
54451.26000000
0.015750746926
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.37500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179W5B0
558548.93000000
PA
USD
458098.35000000
0.132511004852
Long
ABS-MBS
USGSE
US
N
2
2052-05-20
Fixed
2.50000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CW6
90000.00000000
PA
USD
75986.81000000
0.021980189513
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
JAPAN INT'L COOP AGENCY
254900XEIG78M2AJB031
Japan International Cooperation Agency
47109LAG9
100000.00000000
PA
USD
95567.90000000
0.027644278702
Long
DBT
NUSS
JP
N
2
2028-05-23
Fixed
4.00000000
N
N
N
N
N
N
TRITON CONTAINER/TAL INT
N/A
Triton Container International Ltd / TAL International Container Corp
89681LAA0
10000.00000000
PA
USD
7924.97000000
0.002292402358
Long
DBT
CORP
BM
N
2
2032-03-15
Fixed
3.25000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YFL3
196483.90000000
PA
USD
192810.36000000
0.055772946027
Long
ABS-MBS
USGSE
US
N
2
2053-09-20
Fixed
5.50000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BF5
100000.00000000
PA
USD
96018.90000000
0.027774736416
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.80000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G0V75
400000.00000000
PA
USD
397440.01000000
0.114964777964
Long
DBT
USGSE
US
N
2
2024-07-02
Fixed
1.75000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAK7
122000.00000000
PA
USD
99562.15000000
0.028799668328
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAH5
30000.00000000
PA
USD
22220.49000000
0.006427570538
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDV5
210000.00000000
PA
USD
196847.80000000
0.056940828931
Long
DBT
CORP
US
N
2
2029-04-06
Fixed
4.30000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBG5
30000.00000000
PA
USD
27335.31000000
0.007907099853
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.37500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA53
100000.00000000
PA
USD
105253.40000000
0.030445937642
Long
DBT
CORP
US
N
2
2034-10-24
Fixed
6.56100000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
50000.00000000
PA
USD
43666.56000000
0.012631129852
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AL2
10000.00000000
PA
USD
9703.95000000
0.002806995846
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE63
712900.88000000
PA
USD
657207.89000000
0.190106071984
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
4.50000000
N
N
N
N
N
N
CH ROBINSON WORLDWIDE
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541WAA8
20000.00000000
PA
USD
19099.90000000
0.005524898619
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.20000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
140000.00000000
PA
USD
115402.88000000
0.033381808931
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AM9
50000.00000000
PA
USD
49113.57000000
0.014206749517
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.62500000
N
N
N
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674ZW3
200000.00000000
PA
USD
200918.36000000
0.058118292233
Long
DBT
CORP
CH
N
2
2028-09-11
Fixed
5.65000000
N
N
N
N
N
N
PRUDENTIAL FUNDING ASIA
2549005TNASWKLR0XC37
Prudential Funding Asia PLC
744330AB7
30000.00000000
PA
USD
26304.58000000
0.007608947572
Long
DBT
CORP
GB
N
2
2032-03-24
Fixed
3.62500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BA2
10000.00000000
PA
USD
9080.71000000
0.002626715435
Long
DBT
CORP
US
N
2
2029-05-22
Fixed
3.25000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EQ7
20000.00000000
PA
USD
16406.83000000
0.004745892513
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
3.60000000
N
N
N
N
N
N
Williams Cos Inc/The
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAC0
50000.00000000
PA
USD
47751.40000000
0.013812723833
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058JB0
40000.00000000
PA
USD
38220.18000000
0.011055692423
Long
DBT
NUSS
N/A
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
30000.00000000
PA
USD
27478.39000000
0.007948487635
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179TZ57
55128.28000000
PA
USD
50391.06000000
0.014576280390
Long
ABS-MBS
USGSE
US
N
2
2048-06-20
Fixed
4.00000000
N
N
N
N
N
N
Old Republic International Corp
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AM6
50000.00000000
PA
USD
48684.26000000
0.014082565923
Long
DBT
CORP
US
N
2
2034-03-28
Fixed
5.75000000
N
N
N
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2C4
270000.00000000
PA
USD
263100.36000000
0.076105257922
Long
DBT
CORP
CH
N
2
2025-04-09
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKH3
1300000.00000000
PA
USD
1286949.22000000
0.372267078318
Long
DBT
UST
US
N
2
2026-03-31
Fixed
4.50000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HCKV3
100000.00000000
PA
USD
100054.64000000
0.028942127572
Long
ABS-MBS
USGSE
US
N
2
2029-03-25
Variable
5.18000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAX1
100000.00000000
PA
USD
90490.97000000
0.026175709571
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
1421835.93000000
0.411284842698
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
97624.66000000
PA
USD
90200.16000000
0.026091588933
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
219449.98000000
PA
USD
195185.33000000
0.056459937502
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
1370153.82000000
PA
USD
1133675.83000000
0.327930723633
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
20000.00000000
PA
USD
19073.67000000
0.005517311245
Long
DBT
CORP
JE
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
450000.00000000
PA
USD
306248.21000000
0.088586344049
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.32800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGU9
200000.00000000
PA
USD
197548.83000000
0.057143611128
Long
DBT
UST
US
N
2
2025-03-31
Fixed
3.87500000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AE1
40000.00000000
PA
USD
29418.57000000
0.008509710353
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.37500000
N
N
N
N
N
N
Regency Centers Corp
529900053A7X7FJ97S58
Regency Centers Corp
75884RBB8
50000.00000000
PA
USD
47805.59000000
0.013828399007
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.25000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
50000.00000000
PA
USD
31826.25000000
0.009206163628
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJS1
1800000.00000000
PA
USD
1774757.81000000
0.513372162929
Long
DBT
UST
US
N
2
2025-12-31
Fixed
4.25000000
N
N
N
N
N
N
BANK5 2023-5YR4
N/A
BANK5 2023-5YR4
06211FAV0
50000.00000000
PA
USD
51346.29000000
0.014852593298
Long
ABS-MBS
USGSE
US
N
2
2056-12-15
Fixed
6.50000000
N
N
N
N
N
N
Synchrony Card Issuance Trust
N/A
Synchrony Card Funding LLC
87166PAK7
100000.00000000
PA
USD
100071.52000000
0.028947010336
Long
ABS-O
CORP
US
N
2
2029-07-15
Fixed
5.54000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TJK2
100000.00000000
PA
USD
91523.42000000
0.026474359385
Long
DBT
CORP
US
N
2
2026-06-18
Fixed
1.12500000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AN0
20000.00000000
PA
USD
19745.17000000
0.005711551499
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.70000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FW8
10000.00000000
PA
USD
6751.61000000
0.001952992464
Long
DBT
CORP
US
N
2
2059-11-15
Fixed
3.70000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JR6
100000.00000000
PA
USD
96933.23000000
0.028039218458
Long
DBT
CORP
DE
N
2
2025-01-31
Fixed
1.25000000
N
N
N
N
N
N
BAXALTA INC
5493000JW8DCO3T45R55
Baxalta Inc
07177MAB9
180000.00000000
PA
USD
176578.97000000
0.051077801853
Long
DBT
CORP
US
N
2
2025-06-23
Fixed
4.00000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBF9
50000.00000000
PA
USD
39524.69000000
0.011433039189
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
900000.00000000
PA
USD
819949.22000000
0.237181153502
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AY2
20000.00000000
PA
USD
14269.75000000
0.004127713866
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EW30
1137243.19000000
PA
USD
1104139.71000000
0.319387010387
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
5.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EH5
40000.00000000
PA
USD
44104.70000000
0.012757867640
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234DB1
260000.00000000
PA
USD
245497.15000000
0.071013296675
Long
DBT
NUSS
CA
N
2
2027-05-19
Fixed
3.10000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473PAQ8
50000.00000000
PA
USD
47854.51000000
0.013842549764
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.35000000
N
N
N
N
N
N
CHURCH & DWIGHT CO INC
POOXSI30AWAQGYJZC921
Church & Dwight Co Inc
171340AN2
50000.00000000
PA
USD
46916.01000000
0.013571076230
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
3225058.59000000
0.932890839861
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
70000.00000000
PA
USD
50486.73000000
0.014603954203
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
3.00000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAJ3
64000.00000000
PA
USD
60248.27000000
0.017427608718
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.75000000
N
N
N
N
N
N
Hyundai Auto Receivables Trust
N/A
Hyundai Auto Receivables Trust
44918CAD4
100000.00000000
PA
USD
100299.23000000
0.029012878464
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
5.54000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
10000.00000000
PA
USD
9745.88000000
0.002819124652
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ET6
100000.00000000
PA
USD
81798.21000000
0.023661213803
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
N
TIMKEN CO
B0I35MLPFXZSE70ASS73
Timken Co/The
887389AL8
30000.00000000
PA
USD
26601.24000000
0.007694760399
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XAB2
436376.81000000
PA
USD
418403.31000000
0.121028689673
Long
ABS-MBS
USGSE
US
N
2
2052-06-20
Fixed
5.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
290000.00000000
PA
USD
261221.21000000
0.075561688938
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323AFJ8
100000.00000000
PA
USD
80201.63000000
0.023199381927
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
475207.04000000
PA
USD
390274.67000000
0.112892108627
Long
ABS-MBS
USGSE
US
N
2
2051-04-20
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJZ5
2250000.00000000
PA
USD
2130468.75000000
0.616266255642
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638BM3
96000.00000000
PA
USD
89076.48000000
0.025766549636
Long
DBT
NUSS
PE
N
2
2050-11-18
Fixed
5.62500000
N
N
N
N
N
N
Republic of Poland Government International Bond
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AY8
75000.00000000
PA
USD
71966.25000000
0.020817189372
Long
DBT
NUSS
PL
N
2
2034-09-18
Fixed
5.12500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
200000.00000000
PA
USD
184786.37000000
0.053451900823
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
89758.66000000
0.025963879221
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAE6
100000.00000000
PA
USD
100203.06000000
0.028985060020
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
5.25000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
100000.00000000
PA
USD
90837.07000000
0.026275823572
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBB6
120000.00000000
PA
USD
111089.91000000
0.032134225332
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
PIEDMONT OPERATING PARTN
549300WKGDPAS39FBD10
Piedmont Operating Partnership LP
720198AE0
20000.00000000
PA
USD
15446.52000000
0.004468110148
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.15000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CX8
50000.00000000
PA
USD
45505.73000000
0.013163134093
Long
DBT
CORP
US
N
2
2054-01-15
Fixed
5.25000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BF1
10000.00000000
PA
USD
7634.45000000
0.002208365607
Long
DBT
CORP
US
N
2
2057-11-15
Fixed
4.37500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HQ9
220000.00000000
PA
USD
215083.16000000
0.062215647924
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAV9
200000.00000000
PA
USD
183862.08000000
0.053184537720
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.96800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
100000.00000000
PA
USD
99244.01000000
0.028707642126
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFB2
1000000.00000000
PA
USD
937343.75000000
0.271139073531
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
VALMONT INDUSTRIES INC
5493009ZGZJJ8F77JN08
Valmont Industries Inc
920253AE1
30000.00000000
PA
USD
25346.36000000
0.007331769767
Long
DBT
CORP
US
N
2
2054-10-01
Fixed
5.25000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DV5
100000.00000000
PA
USD
98311.56000000
0.028437918635
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.90000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AE5
10000.00000000
PA
USD
9329.42000000
0.002698658091
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.25000000
N
N
N
N
N
N
IQVIA Inc
549300PLWY28YB00C717
IQVIA Inc
46266TAF5
50000.00000000
PA
USD
50813.85000000
0.014698577988
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.25000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AT7
50000.00000000
PA
USD
31914.94000000
0.009231818384
Long
DBT
CORP
US
N
2
2051-05-01
Fixed
3.25000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
122000.00000000
PA
USD
119967.89000000
0.034702298434
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AY5
100000.00000000
PA
USD
78886.02000000
0.022818824339
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
30000.00000000
PA
USD
28543.76000000
0.008256659994
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
100000.00000000
PA
USD
61374.22000000
0.017753304643
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
HEXCEL CORP
S6Q7LW43WUBUHXY2QP69
Hexcel Corp
428291AM0
20000.00000000
PA
USD
19828.40000000
0.005735626877
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
4.95000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DN5
40000.00000000
PA
USD
37495.38000000
0.010846034440
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
17537.44000000
0.005072936405
Long
DBT
CORP
US
N
2
2025-07-30
Fixed
3.10000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
10000.00000000
PA
USD
8885.25000000
0.002570176045
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.70000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140CM0
50000.00000000
PA
USD
47050.47000000
0.013609970563
Long
DBT
CORP
US
N
2
2054-02-21
Fixed
5.60000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905U6L3
60000.00000000
PA
USD
58108.40000000
0.016808623026
Long
DBT
NUSS
N/A
N
2
2025-11-20
Fixed
3.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDD5
182860.66000000
PA
USD
165751.84000000
0.047945911341
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAD1
61000.00000000
PA
USD
57790.36000000
0.016716625751
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
200000.00000000
PA
USD
170566.31000000
0.049338560447
Long
DBT
NUSS
N/A
N
2
2041-10-28
Fixed
3.87500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAMS2
100000.00000000
PA
USD
98378.81000000
0.028457371586
Long
ABS-MBS
USGSE
US
N
2
2028-09-25
Variable
4.80000000
N
N
N
N
N
N
Goldman Sachs Bank USA/New York NY
KD3XUN7C6T14HNAYLU02
Goldman Sachs Bank USA/New York NY
38151LAF7
50000.00000000
PA
USD
49670.33000000
0.014367799708
Long
DBT
CORP
US
N
2
2027-03-18
Fixed
5.28300000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKV1
353422.87000000
PA
USD
344164.11000000
0.099554019459
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
5.50000000
N
N
N
N
N
N
BRITISH COLUMBIA PROV OF
54930058TO7MEKUHWL16
Province of British Columbia Canada
110709AH5
110000.00000000
PA
USD
100254.58000000
0.028999962861
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
50000.00000000
PA
USD
49023.48000000
0.014180689793
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
5.65000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AF6
30000.00000000
PA
USD
26343.57000000
0.007620225945
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BG8
250000.00000000
PA
USD
164400.00000000
0.047554873746
Long
DBT
NUSS
PA
N
2
2047-05-15
Fixed
4.50000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
120000.00000000
PA
USD
97529.11000000
0.028211584627
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
50000.00000000
PA
USD
41304.64000000
0.011947913262
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.40000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CX0
200000.00000000
PA
USD
197576.03000000
0.057151479087
Long
DBT
CORP
JP
N
2
2034-02-22
Fixed
5.44100000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AN4
30000.00000000
PA
USD
27236.40000000
0.007878488827
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Kyndryl Holdings Inc
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAN0
50000.00000000
PA
USD
49731.02000000
0.014385355093
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.35000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
10000.00000000
PA
USD
9842.97000000
0.002847209219
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.12500000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAG2
90000.00000000
PA
USD
48692.38000000
0.014084914740
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271BD0
50000.00000000
PA
USD
45953.51000000
0.013292660378
Long
DBT
CORP
US
N
2
2054-05-15
Fixed
5.62500000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BY9
80000.00000000
PA
USD
76628.29000000
0.022165746085
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
249337.28000000
PA
USD
189221.11000000
0.054734708006
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.00000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AZ9
100000.00000000
PA
USD
92102.33000000
0.026641816757
Long
DBT
CORP
US
N
2
2032-05-14
Fixed
4.70000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAN7
20000.00000000
PA
USD
18868.32000000
0.005457911042
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
4.40000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS INC
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503MAD0
30000.00000000
PA
USD
25385.97000000
0.007343227483
Long
DBT
CORP
US
N
2
2032-03-16
Fixed
3.00000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69353RFG8
10000.00000000
PA
USD
9231.13000000
0.002670226409
Long
DBT
CORP
US
N
2
2027-10-25
Fixed
3.10000000
N
N
N
N
N
N
GATX Corp
549300IHYHCQP2PIR591
GATX Corp
361448BM4
20000.00000000
PA
USD
19998.11000000
0.005784717738
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
270000.00000000
PA
USD
232962.50000000
0.067387483425
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GT4
10000.00000000
PA
USD
6966.01000000
0.002015010499
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BC6
10000.00000000
PA
USD
7681.08000000
0.002221853951
Long
DBT
CORP
US
N
2
2050-03-15
Fixed
4.50000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAC6
10000.00000000
PA
USD
9538.21000000
0.002759053359
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.10000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ43
467693.29000000
PA
USD
403532.66000000
0.116727157536
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DE7
10000.00000000
PA
USD
7874.98000000
0.002277942090
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKD2
3850000.00000000
PA
USD
3771496.11000000
1.090955117684
Long
DBT
UST
US
N
2
2029-02-28
Fixed
4.25000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
50000.00000000
PA
USD
50006.65000000
0.014465084715
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAR6
20000.00000000
PA
USD
14797.19000000
0.004280282860
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406FAC7
100000.00000000
PA
USD
95208.32000000
0.027540265433
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.80000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAM4
80000.00000000
PA
USD
67406.17000000
0.019498125937
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
140000.00000000
PA
USD
101133.20000000
0.029254115313
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
80000.00000000
PA
USD
62263.62000000
0.018010575353
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.45000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BC2
150000.00000000
PA
USD
127423.96000000
0.036859065268
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
3.00000000
N
N
N
N
N
N
XILINX INC
6EY4K7ZMF9UX1CU6KC79
Xilinx Inc
983919AK7
50000.00000000
PA
USD
42492.03000000
0.012291381520
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.37500000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAN3
126000.00000000
PA
USD
118990.61000000
0.034419607272
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.90000000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607LWW9
100000.00000000
PA
USD
101737.48000000
0.029428911293
Long
DBT
CORP
CA
N
2
2033-10-03
Fixed
6.09200000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust
47789QAD2
50000.00000000
PA
USD
47815.88000000
0.013831375526
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
0.74000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ED72
271102.33000000
PA
USD
233941.14000000
0.067670567985
Long
ABS-MBS
USGSE
US
N
2
2052-06-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
112000.00000000
PA
USD
76366.88000000
0.022090129786
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
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
7995.24000000
0.002312728885
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLP1
233380.60000000
PA
USD
191581.63000000
0.055417519627
Long
ABS-MBS
USGSE
US
N
2
2051-08-20
Fixed
2.50000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBW8
70000.00000000
PA
USD
67303.52000000
0.019468433067
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
4.87500000
N
N
N
N
N
N
TC PIPELINES LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
40000.00000000
PA
USD
37890.17000000
0.010960232667
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.90000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
30000.00000000
PA
USD
29691.77000000
0.008588737066
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
KELLOGG CO
LONOZNOJYIBXOHXWDB86
Kellanova
487836BU1
70000.00000000
PA
USD
65418.48000000
0.018923160323
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.40000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179X2N5
155439.49000000
PA
USD
157620.30000000
0.045593755878
Long
ABS-MBS
USGSE
US
N
2
2053-05-20
Fixed
6.50000000
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAG1
100000.00000000
PA
USD
86857.44000000
0.025124662975
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.20000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBF2
110000.00000000
PA
USD
102657.47000000
0.029695030565
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BJ1
176000.00000000
PA
USD
151116.16000000
0.043712347383
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
National Grid PLC
8R95QZMKZLJX5Q2XR704
National Grid PLC
636274AF9
70000.00000000
PA
USD
67307.58000000
0.019469607476
Long
DBT
CORP
GB
N
2
2034-01-11
Fixed
5.41800000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
370425RZ5
30000.00000000
PA
USD
32328.52000000
0.009351451867
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FN8
100000.00000000
PA
USD
88678.02000000
0.025651289812
Long
DBT
NUSS
N/A
N
2
2032-04-27
Fixed
3.12500000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BX1
150000.00000000
PA
USD
142394.88000000
0.041189601828
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
272000.00000000
PA
USD
200154.61000000
0.057897367447
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31100000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQZ2
212526.75000000
PA
USD
215508.50000000
0.062338683143
Long
ABS-MBS
USGSE
US
N
2
2053-01-20
Fixed
6.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AW2
20000.00000000
PA
USD
18566.45000000
0.005370591153
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
80000.00000000
PA
USD
77204.49000000
0.022332419553
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.45000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BH2
292000.00000000
PA
USD
252202.10000000
0.072952792117
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.45000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DG3
20000.00000000
PA
USD
16180.38000000
0.004680388856
Long
DBT
CORP
US
N
2
2047-02-01
Fixed
4.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SX7
1100000.00000000
PA
USD
693945.32000000
0.200732859365
Long
DBT
UST
US
N
2
2051-05-15
Fixed
2.37500000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AE3
130000.00000000
PA
USD
130555.87000000
0.037765011646
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
6.30000000
N
N
N
N
N
N
PNC BANK NA
AD6GFRVSDT01YPT1CS68
PNC Bank NA
69349LAS7
20000.00000000
PA
USD
17070.92000000
0.004937989326
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
48242.29000000
0.013954720256
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
4.12500000
N
N
N
N
N
N
PHILLIPS 66 CO
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AD4
30000.00000000
PA
USD
29506.65000000
0.008535188658
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.60500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYN6
60785.15000000
PA
USD
53952.27000000
0.015606407470
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
48982.60000000
PA
USD
43068.25000000
0.012458060773
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
91062.74000000
0.026341101604
Long
DBT
CORP
US
N
2
2029-11-19
Fixed
3.90000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AQ5
100000.00000000
PA
USD
100481.23000000
0.029065524370
Long
DBT
CORP
US
N
2
2027-01-30
Fixed
5.75000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BJ2
60000.00000000
PA
USD
49612.99000000
0.014351213355
Long
DBT
CORP
US
N
2
2030-05-04
Fixed
1.75000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BU8
10000.00000000
PA
USD
9741.26000000
0.002817788256
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.10000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BM4
20000.00000000
PA
USD
19782.40000000
0.005722320768
Long
DBT
CORP
US
N
2
2026-02-06
Fixed
4.97500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAS0
60000.00000000
PA
USD
37457.87000000
0.010835184176
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.25000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BN3
72000.00000000
PA
USD
59745.69000000
0.017282230808
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
76693.10000000
PA
USD
69192.76000000
0.020014920717
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
23793.29000000
0.006882523734
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
79661.33000000
0.023043093008
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.29900000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFF8
183113.80000000
PA
USD
161337.43000000
0.046668984879
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
3.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BR5
100000.00000000
PA
USD
99550.59000000
0.028796324445
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.58200000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CS5
130000.00000000
PA
USD
121273.89000000
0.035080076202
Long
DBT
CORP
US
N
2
2054-08-01
Fixed
5.35000000
N
N
N
N
N
N
COUNCIL OF EUROPE
549300UYNXMI821WYG82
Council Of Europe Development Bank
222213AY6
50000.00000000
PA
USD
45292.64000000
0.013101494993
Long
DBT
NUSS
N/A
N
2
2026-09-22
Fixed
0.87500000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAE2
50000.00000000
PA
USD
48061.07000000
0.013902299975
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.75000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518AD0
80000.00000000
PA
USD
48996.09000000
0.014172766873
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
150000.00000000
PA
USD
136790.73000000
0.039568527341
Long
DBT
NUSS
N/A
N
2
2027-01-20
Fixed
1.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAH7
90000.00000000
PA
USD
72842.69000000
0.021070711230
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AL2
100000.00000000
PA
USD
96198.43000000
0.027826667842
Long
DBT
CORP
KY
N
2
2028-03-29
Fixed
4.37500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167EQ2
400000.00000000
PA
USD
392805.82000000
0.113624277232
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
627425.54000000
PA
USD
527073.58000000
0.152463002141
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
9011.77000000
0.002606773628
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
160000.00000000
PA
USD
150217.96000000
0.043452531157
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
9403.91000000
0.002720205308
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.37500000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLL7
60000.00000000
PA
USD
58604.97000000
0.016952262465
Long
DBT
CORP
US
N
2
2029-01-05
Fixed
4.65000000
N
N
N
N
N
N
WISCONSIN POWER & LIGHT
JWBYHVQVMY66CVCOSO49
Wisconsin Power and Light Co
976826BR7
50000.00000000
PA
USD
47276.39000000
0.013675320910
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SU3
3800000.00000000
PA
USD
2121468.75000000
0.613662886641
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
71033.85000000
0.020547480343
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
1.45000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBP3
10000.00000000
PA
USD
10257.23000000
0.002967039401
Long
DBT
CORP
JP
N
2
2033-07-12
Fixed
6.08700000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110CF9
100000.00000000
PA
USD
99241.60000000
0.028706945002
Long
DBT
CORP
DE
N
2
2029-04-17
Fixed
4.62500000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YKQ6
208284.47000000
PA
USD
194030.86000000
0.056125991789
Long
ABS-MBS
USGSE
US
N
2
2053-11-20
Fixed
4.50000000
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
9750.81000000
0.002820550720
Long
DBT
CORP
AU
N
2
2025-11-16
Fixed
3.70000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YPH1
193622.95000000
PA
USD
194677.19000000
0.056312951288
Long
ABS-MBS
USGSE
US
N
2
2054-01-20
Fixed
6.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
190000.00000000
PA
USD
158620.81000000
0.045883166625
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AJ0
30000.00000000
PA
USD
28332.92000000
0.008195671736
Long
DBT
CORP
JP
N
2
2027-07-18
Fixed
3.70000000
N
N
N
N
N
N
FRANKLIN RESOURCES INC
RIFQSET379FOGTEFKS80
Franklin Resources Inc
354613AK7
10000.00000000
PA
USD
9755.97000000
0.002822043318
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
2.85000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
10000.00000000
PA
USD
6912.14000000
0.001999427889
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
Santander Drive Auto Receivables Trust 2024-2
N/A
Santander Drive Auto Receivables Trust 2024-2
80286YAC6
100000.00000000
PA
USD
99850.62000000
0.028883112090
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
5.65000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCR5
50000.00000000
PA
USD
48154.19000000
0.013929236166
Long
DBT
CORP
US
N
2
2054-03-01
Fixed
5.45000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAV4
60000.00000000
PA
USD
49001.87000000
0.014174438815
Long
DBT
CORP
US
N
2
2031-11-24
Fixed
2.60000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJL6
500000.00000000
PA
USD
497890.63000000
0.144021447988
Long
DBT
UST
US
N
2
2025-11-30
Fixed
4.87500000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAL5
60000.00000000
PA
USD
59316.09000000
0.017157963327
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612GAE1
75000.00000000
PA
USD
76286.48000000
0.022066873022
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
6.15000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
10000.00000000
PA
USD
8153.96000000
0.002358640744
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
Mohawk Industries Inc
549300JI1115MG3Q6322
Mohawk Industries Inc
608190AM6
60000.00000000
PA
USD
60642.34000000
0.017541598676
Long
DBT
CORP
US
N
2
2028-09-18
Fixed
5.85000000
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
Federal National Mortgage Association
3135G03U5
200000.00000000
PA
USD
191304.30000000
0.055337298258
Long
DBT
USGSE
US
N
2
2025-04-22
Fixed
0.62500000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
10000.00000000
PA
USD
9611.23000000
0.002780175360
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AG0
100000.00000000
PA
USD
89639.14000000
0.025929306480
Long
DBT
CORP
US
N
2
2030-04-03
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAY7
320000.00000000
PA
USD
276212.50000000
0.079898117790
Long
DBT
UST
US
N
2
2027-11-30
Fixed
0.62500000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAD9
70000.00000000
PA
USD
57546.64000000
0.016646126519
Long
DBT
CORP
CA
N
2
2043-05-15
Fixed
4.30000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
92000.00000000
PA
USD
85205.50000000
0.024646817487
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
10000.00000000
PA
USD
9549.65000000
0.002762362530
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBE2
60000.00000000
PA
USD
59151.10000000
0.017110237788
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179V4V9
417048.31000000
PA
USD
342704.97000000
0.099131943921
Long
ABS-MBS
USGSE
US
N
2
2051-01-20
Fixed
2.50000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAJ6
120000.00000000
PA
USD
105532.15000000
0.030526569765
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.80000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
210000.00000000
PA
USD
194529.08000000
0.056270108512
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
115000.00000000
PA
USD
102636.40000000
0.029688935789
Long
DBT
CORP
US
N
2
2029-11-07
Fixed
3.13800000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YRK2
293509.38000000
PA
USD
297627.31000000
0.086092634736
Long
ABS-MBS
USGSE
US
N
2
2054-02-20
Fixed
6.50000000
N
N
N
N
N
N
TAMPA ELECTRIC CO
WS423EPRKJIIJUITXD73
Tampa Electric Co
875127BL5
50000.00000000
PA
USD
43508.54000000
0.012585420478
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCS3
284000.00000000
PA
USD
281310.56000000
0.081372799053
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CPE8
444853.38000000
PA
USD
391140.82000000
0.113142653967
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
38606.37000000
0.011167402987
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
213800HYL1S7VAXG6Z48
Nordic Investment Bank
65562QBL8
70000.00000000
PA
USD
69866.77000000
0.020209887022
Long
DBT
NUSS
N/A
N
2
2024-05-21
Fixed
2.25000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
60000.00000000
PA
USD
47901.68000000
0.013856194310
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DT6
20000.00000000
PA
USD
13378.00000000
0.003869763387
Long
DBT
NUSS
PE
N
2
2051-03-10
Fixed
3.55000000
N
N
N
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29444GAJ6
20000.00000000
PA
USD
21096.75000000
0.006102513885
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.00000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AF3
74000.00000000
PA
USD
82051.20000000
0.023734394505
Long
DBT
NUSS
HU
N
2
2041-03-29
Fixed
7.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGB1
500000.00000000
PA
USD
478964.85000000
0.138546915881
Long
DBT
UST
US
N
2
2029-12-31
Fixed
3.87500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942AY8
200000.00000000
PA
USD
167510.00000000
0.048454482368
Long
DBT
NUSS
UY
N
2
2045-11-20
Fixed
4.12500000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JQ0
112000.00000000
PA
USD
101380.60000000
0.029325679035
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
60655.67000000
0.017545454555
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
98526.60000000
0.028500121798
Long
DBT
NUSS
KR
N
2
2024-10-01
Fixed
2.12500000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BH0
70000.00000000
PA
USD
68133.35000000
0.019708472367
Long
DBT
CORP
US
N
2
2028-05-04
Fixed
4.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAE2
50000.00000000
PA
USD
42715.35000000
0.012355979782
Long
DBT
CORP
US
N
2
2029-06-07
Fixed
1.88700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZV5
900000.00000000
PA
USD
786234.38000000
0.227428690244
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
290000.00000000
PA
USD
179770.13000000
0.052000887077
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
60000.00000000
PA
USD
54170.36000000
0.015669492886
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
70000.00000000
PA
USD
58996.59000000
0.017065543728
Long
DBT
CORP
CA
N
2
2030-06-15
Fixed
2.45000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAE3
50000.00000000
PA
USD
37716.44000000
0.010909978968
Long
DBT
CORP
GB
N
2
2048-01-09
Fixed
4.34400000
N
N
N
N
N
N
SPIRE MISSOURI INC
06LJQCOVPRXOPDHFC707
Spire Missouri Inc
84859DAC1
20000.00000000
PA
USD
18949.90000000
0.005481509136
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
4.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C4W1
92314.85000000
PA
USD
83809.02000000
0.024242867183
Long
ABS-MBS
USGSE
US
N
2
2048-12-01
Fixed
4.00000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAF1
77000.00000000
PA
USD
89242.39000000
0.025814541297
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.50000000
N
N
N
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BQ6
50000.00000000
PA
USD
43705.43000000
0.012642373513
Long
DBT
CORP
US
N
2
2028-12-21
Fixed
2.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BN8
20000.00000000
PA
USD
19551.88000000
0.005655639810
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2V8
122000.00000000
PA
USD
119585.78000000
0.034591768064
Long
DBT
CORP
US
N
2
2025-05-13
Fixed
3.40000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YFM1
97928.22000000
PA
USD
98461.42000000
0.028481267621
Long
ABS-MBS
USGSE
US
N
2
2053-09-20
Fixed
6.00000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
100000.00000000
PA
USD
86510.30000000
0.025024248140
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
3.37500000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
130000.00000000
PA
USD
133202.77000000
0.038530662469
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AY3
10000.00000000
PA
USD
9472.75000000
0.002740118189
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
3.55000000
N
N
N
N
N
N
WRKCO INC
549300JEB576INN13W07
WRKCo Inc
92940PAG9
10000.00000000
PA
USD
8139.37000000
0.002354420393
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BY8
20000.00000000
PA
USD
19086.05000000
0.005520892324
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.95000000
N
N
N
N
N
N
BMO Mortgage Trust
N/A
BMO Mortgage Trust
055986AF0
100000.00000000
PA
USD
103128.14000000
0.029831178086
Long
ABS-MBS
USGSE
US
N
2
2056-08-15
Variable
7.35492600
N
N
N
N
N
N
Mercedes-Benz Auto Receivables Trust 2024-1
N/A
Mercedes-Benz Auto Receivables Trust 2024-1
587918AE3
25000.00000000
PA
USD
24581.60000000
0.007110552825
Long
ABS-O
CORP
US
N
2
2031-07-15
Fixed
4.79000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45905URL0
161000.00000000
PA
USD
156713.21000000
0.045331368102
Long
DBT
NUSS
N/A
N
2
2025-03-03
Fixed
2.12500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHC8
800000.00000000
PA
USD
723000.00000000
0.209137309725
Long
DBT
UST
US
N
2
2033-05-15
Fixed
3.37500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DV6
300000.00000000
PA
USD
271992.11000000
0.078677314179
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
98000.00000000
PA
USD
108961.32000000
0.031518502529
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
55505.62000000
0.016055734497
Long
DBT
CORP
US
N
2
2060-06-15
Fixed
3.12500000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAP5
100000.00000000
PA
USD
97878.99000000
0.028312792043
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.45000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YPJ7
148711.89000000
PA
USD
150798.32000000
0.043620407961
Long
ABS-MBS
USGSE
US
N
2
2054-01-20
Fixed
6.50000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AS7
10000.00000000
PA
USD
9712.21000000
0.002809385160
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBA5
92000.00000000
PA
USD
75103.59000000
0.021724706449
Long
DBT
CORP
N/A
N
2
2031-05-11
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TT5
1590000.00000000
PA
USD
1423795.31000000
0.411851619271
Long
DBT
UST
US
N
2
2053-08-15
Fixed
4.12500000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PCR5
30000.00000000
PA
USD
24846.60000000
0.007187207579
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
41000.00000000
PA
USD
38179.89000000
0.011044038008
Long
DBT
CORP
US
N
2
2026-03-10
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ50
585261.72000000
PA
USD
524080.53000000
0.151597222854
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECA6
327011.74000000
PA
USD
270545.98000000
0.078259001956
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
3.00000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AN1
40000.00000000
PA
USD
32837.62000000
0.009498715773
Long
DBT
CORP
JP
N
2
2031-03-09
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4H2
313405.88000000
PA
USD
263812.57000000
0.076311274082
Long
ABS-MBS
USGSE
US
N
2
2041-09-01
Fixed
2.50000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
10000.00000000
PA
USD
8267.45000000
0.002391469227
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBP8
60000.00000000
PA
USD
59460.28000000
0.017199672191
Long
DBT
CORP
US
Y
2
2033-09-15
Fixed
5.25000000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAC3
48000.00000000
PA
USD
44407.37000000
0.012845418940
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.15000000
N
N
N
N
N
N
Toyota Motor Credit Corp
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TLB9
110000.00000000
PA
USD
110060.84000000
0.031836553227
Long
DBT
CORP
US
N
2
2028-09-11
Fixed
5.25000000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660AZ0
40000.00000000
PA
USD
36531.91000000
0.010567338003
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLE7
170000.00000000
PA
USD
168197.50000000
0.048653350833
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
5.08000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AQ1
23000.00000000
PA
USD
20419.74000000
0.005906679791
Long
DBT
NUSS
CA
N
2
2027-05-21
Fixed
1.05000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VSH4
72207.97000000
PA
USD
61555.32000000
0.017805690213
Long
ABS-MBS
USGSE
US
N
2
2050-08-20
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CM2
10000.00000000
PA
USD
9902.60000000
0.002864457985
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.15000000
N
N
N
N
N
N
TWDC ENTERPRISES 18 CORP
7260JQNI6SCF9FIV2392
TWDC Enterprises 18 Corp
25468PDV5
10000.00000000
PA
USD
9398.57000000
0.002718660643
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
2.95000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AV4
130000.00000000
PA
USD
134645.10000000
0.038947875493
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
235057.54000000
0.067993501447
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
80221.08000000
0.023205008097
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
176000.00000000
PA
USD
168761.56000000
0.048816512646
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
250000.00000000
PA
USD
225354.33000000
0.065186719655
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
3.00000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CU4
10000.00000000
PA
USD
8556.07000000
0.002474956378
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.55000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AQ7
48000.00000000
PA
USD
44135.34000000
0.012766730665
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.60000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FJ2
10000.00000000
PA
USD
9203.44000000
0.002662216710
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.15000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2B9
20000.00000000
PA
USD
17565.19000000
0.005080963459
Long
DBT
CORP
US
N
2
2029-04-13
Fixed
3.90000000
N
N
N
N
N
N
LEGGETT & PLATT INC
DKOVQUCDW4ZLYCUD4T55
Leggett & Platt Inc
524660BA4
30000.00000000
PA
USD
19005.90000000
0.005497707876
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
3.50000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBU9
160000.00000000
PA
USD
141507.43000000
0.040932895181
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ESR2
419793.72000000
PA
USD
375635.98000000
0.108657673987
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
4.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BY7
20000.00000000
PA
USD
18031.35000000
0.005215806403
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
31000.00000000
PA
USD
25431.68000000
0.007356449705
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BC5
40000.00000000
PA
USD
32770.30000000
0.009479242573
Long
DBT
CORP
US
N
2
2047-01-30
Fixed
4.35000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BX9
70000.00000000
PA
USD
59263.31000000
0.017142696014
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
12000.00000000
PA
USD
11784.44000000
0.003408805087
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AT3
20000.00000000
PA
USD
19620.05000000
0.005675358884
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.70000000
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
International Paper Co
460146CK7
45000.00000000
PA
USD
38509.87000000
0.011139489086
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109BE0
10000.00000000
PA
USD
9646.49000000
0.002790374781
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
3.62500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBD1
30000.00000000
PA
USD
18677.94000000
0.005402841110
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.10000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAK0
90000.00000000
PA
USD
61502.11000000
0.017790298517
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
534363.30000000
PA
USD
445055.73000000
0.128738254564
Long
ABS-MBS
USGSE
US
N
2
2041-05-01
Fixed
2.50000000
N
N
N
N
N
N
AVISTA CORP
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAR8
70000.00000000
PA
USD
50937.15000000
0.014734244143
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FQ1
20000.00000000
PA
USD
16818.84000000
0.004865071853
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YAQ7
97749.28000000
PA
USD
91059.96000000
0.026340297452
Long
ABS-MBS
USGSE
US
N
2
2053-07-20
Fixed
4.50000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
370000.00000000
PA
USD
293213.76000000
0.084815957041
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAN9
10000.00000000
PA
USD
7908.92000000
0.002287759684
Long
DBT
CORP
US
N
2
2048-03-07
Fixed
4.05000000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AX9
25000.00000000
PA
USD
24621.08000000
0.007121972937
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AV3
120000.00000000
PA
USD
109431.91000000
0.031654626909
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CK2
100000.00000000
PA
USD
82414.31000000
0.023839428874
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ECR9
443545.44000000
PA
USD
366920.85000000
0.106136707401
Long
ABS-MBS
USGSE
US
N
2
2052-04-01
Fixed
3.00000000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BW4
50000.00000000
PA
USD
48986.25000000
0.014169920523
Long
DBT
CORP
US
N
2
2035-01-22
Fixed
5.67600000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785JZ0
225000.00000000
PA
USD
217187.92000000
0.062824477584
Long
DBT
NUSS
N/A
N
2
2029-02-15
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHT1
1300000.00000000
PA
USD
1220375.00000000
0.353009604918
Long
DBT
UST
US
N
2
2033-08-15
Fixed
3.87500000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448CY2
60000.00000000
PA
USD
58699.23000000
0.016979528416
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
3.50000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AS1
50000.00000000
PA
USD
42587.07000000
0.012318873096
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
5.00000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477CG6
60000.00000000
PA
USD
60843.25000000
0.017599714550
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
6.12300000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HAMH6
100000.00000000
PA
USD
98041.30000000
0.028359742356
Long
ABS-MBS
USGSE
US
N
2
2028-08-25
Variable
4.65000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167GD9
100000.00000000
PA
USD
98068.15000000
0.028367509074
Long
DBT
NUSS
N/A
N
2
2029-03-06
Fixed
4.37500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H14B9
100000.00000000
PA
USD
87812.70000000
0.025400984561
Long
ABS-MBS
USGSE
US
N
2
2028-05-25
Fixed
1.77000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAS1
30000.00000000
PA
USD
24658.26000000
0.007132727744
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.87500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFM2
100000.00000000
PA
USD
96220.05000000
0.027832921713
Long
DBT
CORP
US
N
2
2039-02-07
Fixed
5.94200000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13648TAA5
10000.00000000
PA
USD
8321.01000000
0.002406962165
Long
DBT
CORP
CA
N
2
2030-03-05
Fixed
2.05000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
20000.00000000
PA
USD
15215.26000000
0.004401215135
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418E5C0
286494.98000000
PA
USD
292452.17000000
0.084595657063
Long
ABS-MBS
USGSE
US
N
2
2054-04-01
Fixed
7.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
20000.00000000
PA
USD
21710.92000000
0.006280170678
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AC8
120000.00000000
PA
USD
71532.24000000
0.020691646240
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
96296.66000000
PA
USD
83667.58000000
0.024201953793
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
72000.00000000
PA
USD
42485.36000000
0.012289452134
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
230000.00000000
PA
USD
221001.65000000
0.063927649413
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
181069.19000000
PA
USD
155490.14000000
0.044977578932
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
60000.00000000
PA
USD
48446.31000000
0.014013735739
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
10000.00000000
PA
USD
8550.84000000
0.002473443531
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
Appalachian Power Co
037735CY1
10000.00000000
PA
USD
6730.04000000
0.001946753056
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DMF6
116552.92000000
PA
USD
108770.93000000
0.031463429704
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
3.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFQ3
50000.00000000
PA
USD
50010.61000000
0.014466230197
Long
DBT
CORP
US
N
2
2030-04-18
Variable
5.65600000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DX4
200000.00000000
PA
USD
202407.24000000
0.058548970459
Long
DBT
CORP
GB
N
2
2034-06-20
Fixed
6.54700000
N
N
N
N
N
N
RPM INTERNATIONAL INC
549300TJCKW4BRXPJ474
RPM International Inc
749685AY9
30000.00000000
PA
USD
24653.25000000
0.007131278535
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.95000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BF8
100000.00000000
PA
USD
97050.63000000
0.028073177960
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.20000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247XAR2
30000.00000000
PA
USD
24341.69000000
0.007041155685
Long
DBT
CORP
US
N
2
2031-01-28
Fixed
1.90000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAY6
90000.00000000
PA
USD
84333.26000000
0.024394510534
Long
DBT
CORP
JP
N
2
2028-01-17
Fixed
3.54400000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
68217FAA0
80000.00000000
PA
USD
77275.56000000
0.022352977490
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHN4
900000.00000000
PA
USD
895183.60000000
0.258943692689
Long
DBT
UST
US
N
2
2025-07-31
Fixed
4.75000000
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
23593.78000000
0.006824812829
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
31000.00000000
PA
USD
33199.42000000
0.009603371207
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TD0
1300000.00000000
PA
USD
792746.10000000
0.229312291354
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
HARLEY-DAVIDSON INC
ZDNAWZWXIKMWI51R2A08
Harley-Davidson Inc
412822AE8
30000.00000000
PA
USD
23961.20000000
0.006931093922
Long
DBT
CORP
US
N
2
2045-07-28
Fixed
4.62500000
N
N
N
N
N
N
REVVITY INC
549300IKL1SDPFI7N655
Revvity Inc
714046AN9
110000.00000000
PA
USD
87936.26000000
0.025436725924
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.25000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings LLC
171239AG1
10000.00000000
PA
USD
7939.17000000
0.002296509896
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.37500000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AW3
154000.00000000
PA
USD
133313.19000000
0.038562602914
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
490404.80000000
0.141856072681
Long
ABS-MBS
CORP
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
21636.83000000
0.006258739166
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
60000.00000000
PA
USD
49275.66000000
0.014253636192
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.50000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
40000.00000000
PA
USD
38678.99000000
0.011188409282
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822AJ3
200000.00000000
PA
USD
187753.67000000
0.054310231583
Long
DBT
CORP
JP
N
2
2026-09-13
Fixed
2.75700000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
53522KAB9
50000.00000000
PA
USD
49576.26000000
0.014340588717
Long
DBT
CORP
US
N
2
2025-12-05
Fixed
4.70000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAS1
10000.00000000
PA
USD
8183.70000000
0.002367243432
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.12500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAK8
30000.00000000
PA
USD
25679.72000000
0.007428198555
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
3.12500000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BC8
60000.00000000
PA
USD
47858.84000000
0.013843802274
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
206139.78000000
0.059628657007
Long
DBT
CORP
US
N
2
2032-03-11
Fixed
2.65100000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
European Investment Bank
298785KC9
50000.00000000
PA
USD
49895.18000000
0.014432840544
Long
DBT
NUSS
N/A
N
2
2029-06-15
Fixed
4.75000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAF2
60000.00000000
PA
USD
58611.09000000
0.016954032756
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
90000.00000000
PA
USD
86038.84000000
0.024887872101
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BU3
100000.00000000
PA
USD
97090.27000000
0.028084644354
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCP4
1100000.00000000
PA
USD
998937.50000000
0.288955880129
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
60000.00000000
PA
USD
52540.65000000
0.015198077720
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TM0
498000.00000000
PA
USD
443706.33000000
0.128347922772
Long
DBT
UST
US
N
2
2042-11-15
Fixed
4.00000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882389CC1
10000.00000000
PA
USD
10761.09000000
0.003112787568
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMTX0
303362.03000000
PA
USD
284353.91000000
0.082253128281
Long
ABS-MBS
USGSE
US
N
2
2029-04-25
Fixed
2.70100000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBJ3
10000.00000000
PA
USD
9753.41000000
0.002821302805
Long
DBT
CORP
IE
N
2
2029-01-19
Fixed
5.10000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
Cisco Systems Inc
17275RBU5
100000.00000000
PA
USD
96222.68000000
0.027833682475
Long
DBT
CORP
US
N
2
2054-02-26
Fixed
5.30000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
FXB7X4WXVA8QPMNOGS12
Host Hotels & Resorts LP
44107TAW6
50000.00000000
PA
USD
48713.30000000
0.014090966127
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
60000.00000000
PA
USD
61771.53000000
0.017868231814
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AH4
150000.00000000
PA
USD
141892.98000000
0.041044420617
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
4.25000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058LA9
95000.00000000
PA
USD
90471.53000000
0.026170086294
Long
DBT
NUSS
N/A
N
2
2031-01-10
Fixed
4.00000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
9000.00000000
PA
USD
7414.76000000
0.002144817370
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DRT1
228213.64000000
PA
USD
191239.31000000
0.055318499041
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.00000000
N
N
N
N
N
N
CARDINAL HEALTH INC
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBD9
10000.00000000
PA
USD
8543.43000000
0.002471300091
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.90000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109BP5
10000.00000000
PA
USD
6903.86000000
0.001997032789
Long
DBT
CORP
CA
N
2
2049-11-15
Fixed
3.70000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WLN6
243856.42000000
PA
USD
192016.57000000
0.055543331773
Long
ABS-MBS
USGSE
US
N
2
2051-08-20
Fixed
2.00000000
N
N
N
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
Avery Dennison Corp
053611AM1
50000.00000000
PA
USD
39880.94000000
0.011536089212
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
2.25000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
Barclays Commercial Mortgage S
05553WAE9
100000.00000000
PA
USD
102895.31000000
0.029763828930
Long
ABS-MBS
CORP
US
N
2
2056-09-15
Variable
6.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNG7
449702.85000000
PA
USD
441301.24000000
0.127652218688
Long
ABS-MBS
USGSE
US
N
2
2052-12-20
Fixed
5.50000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330MAB3
51000.00000000
PA
USD
49481.67000000
0.014313227309
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
49364.21000000
0.014279250451
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
SOUTHWEST GAS CORP
OQQR1IQTGBKH0UR88X59
Southwest Gas Corp
844895AX0
20000.00000000
PA
USD
14212.41000000
0.004111127513
Long
DBT
CORP
US
N
2
2046-09-29
Fixed
3.80000000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
140000.00000000
PA
USD
111197.63000000
0.032165384766
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HB2L7
100000.00000000
PA
USD
95873.05000000
0.027732547375
Long
ABS-MBS
USGSE
US
N
2
2030-10-25
Fixed
4.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJV4
2150000.00000000
PA
USD
2119681.65000000
0.613145944336
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAB8
10000.00000000
PA
USD
8082.68000000
0.002338022061
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
1.95000000
N
N
N
N
N
N
United States Treasury Note/Bond - When Issued
254900HROIFWPRGM1V77
United States Treasury Note/Bond - When Issued
91282CEN7
1250000.00000000
PA
USD
1176611.33000000
0.340350384714
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VXY1
252155.23000000
PA
USD
207311.13000000
0.059967485483
Long
ABS-MBS
USGSE
US
N
2
2050-11-20
Fixed
2.50000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AU9
40000.00000000
PA
USD
35476.11000000
0.010261933893
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.45000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158AY2
119000.00000000
PA
USD
108274.93000000
0.031319955146
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
1.85000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GE7
50000.00000000
PA
USD
35618.07000000
0.010302997700
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DH6
100000.00000000
PA
USD
71024.74000000
0.020544845155
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
140000.00000000
PA
USD
133656.87000000
0.038662016899
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EYQ7
266762.82000000
PA
USD
272321.88000000
0.078772704512
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DR4
70000.00000000
PA
USD
66844.18000000
0.019335562899
Long
DBT
NUSS
ID
N
2
2033-01-11
Fixed
4.85000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJR3
4750000.00000000
PA
USD
4553691.43000000
1.317215456418
Long
DBT
UST
US
N
2
2028-12-31
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
100000.00000000
PA
USD
77140.61000000
0.022313941419
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087N75
170000.00000000
PA
USD
166002.07000000
0.048018293677
Long
DBT
NUSS
CA
N
2
2025-04-28
Fixed
2.87500000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AM1
30000.00000000
PA
USD
29001.15000000
0.008388966099
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
60000.00000000
PA
USD
64251.76000000
0.018585671136
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
80000.00000000
PA
USD
70476.89000000
0.020386372299
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AX6
20000.00000000
PA
USD
11006.83000000
0.003183871113
Long
DBT
CORP
GB
N
2
2050-08-06
Fixed
2.12500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
90000.00000000
PA
USD
82082.59000000
0.023743474478
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
TRANE TECH FIN LTD
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
892938AA9
70000.00000000
PA
USD
68858.35000000
0.019918188203
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
5.25000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AJ9
90000.00000000
PA
USD
80567.54000000
0.023305226233
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBW9
170000.00000000
PA
USD
146503.67000000
0.042378123663
Long
DBT
CORP
JP
N
2
2030-01-15
Fixed
2.75000000
N
N
N
N
N
N
ILLINOIS TOOL WORKS INC
76NA4I14SZCFAYMNSV04
Illinois Tool Works Inc
452308AQ2
70000.00000000
PA
USD
64848.30000000
0.018758228218
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
4.87500000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAU8
120000.00000000
PA
USD
96630.78000000
0.027951730796
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
30000.00000000
PA
USD
26619.30000000
0.007699984493
Long
DBT
NUSS
KR
N
2
2029-06-19
Fixed
2.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BD5
30000.00000000
PA
USD
24562.25000000
0.007104955582
Long
DBT
CORP
US
N
2
2045-02-12
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TX6
1800000.00000000
PA
USD
1647843.75000000
0.476660592977
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DT1
40000.00000000
PA
USD
39404.32000000
0.011398220575
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.00000000
N
N
N
N
N
N
NORTHERN TRUST CORP
549300GLF98S992BC502
Northern Trust Corp
665859AU8
20000.00000000
PA
USD
18268.45000000
0.005284390713
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
3.15000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CV2
50000.00000000
PA
USD
49656.06000000
0.014363671922
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
4.95300000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BQ2
10000.00000000
PA
USD
9586.43000000
0.002773001632
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.75000000
N
N
N
N
N
N
UNILEVER CAPITAL CORP
MYF1DAS6G5WY7PRWCU78
Unilever Capital Corp
904764BQ9
150000.00000000
PA
USD
119060.70000000
0.034439881731
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
1.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EHH6
315595.65000000
PA
USD
272389.69000000
0.078792319451
Long
ABS-MBS
USGSE
US
N
2
2052-09-01
Fixed
3.50000000
N
N
N
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
Hasbro Inc
418056AV9
10000.00000000
PA
USD
9304.51000000
0.002691452544
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
210000.00000000
PA
USD
182095.98000000
0.052673669943
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
944607.18000000
PA
USD
716280.44000000
0.207193588147
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
91493.79000000
0.026465788516
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Fixed
1.93500000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKZ1
50000.00000000
PA
USD
49580.11000000
0.014341702380
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.37500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200AM3
20000.00000000
PA
USD
20464.00000000
0.005919482581
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TS7
600000.00000000
PA
USD
523242.19000000
0.151354721924
Long
DBT
UST
US
N
2
2043-05-15
Fixed
3.87500000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HS5
10000.00000000
PA
USD
7429.68000000
0.002149133177
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140X9C29
1472088.33000000
PA
USD
1343373.18000000
0.388588454803
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
52000.00000000
PA
USD
41599.29000000
0.012033144670
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
120000.00000000
PA
USD
99735.21000000
0.028849728221
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
JANUS HEND US HLDGS INC
8T2ZO87FU1KVPZIG9I59
Janus Henderson US Holdings Inc
47102XAJ4
10000.00000000
PA
USD
9872.37000000
0.002855713557
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.87500000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAV5
20000.00000000
PA
USD
20105.90000000
0.005815897421
Long
DBT
CORP
US
N
2
2032-11-16
Fixed
5.60000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BH4
68000.00000000
PA
USD
51670.19000000
0.014946285656
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
50000.00000000
PA
USD
42782.99000000
0.012375545547
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJF9
2000000.00000000
PA
USD
2009140.62000000
0.581170489802
Long
DBT
UST
US
N
2
2028-10-31
Fixed
4.87500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200GS4
72000.00000000
PA
USD
71413.20000000
0.020657212347
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.60000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBT7
212000.00000000
PA
USD
190880.96000000
0.055214841566
Long
DBT
CORP
US
Y
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
50000.00000000
PA
USD
49775.83000000
0.014398316978
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
10000.00000000
PA
USD
7279.80000000
0.002105778405
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAQ3
183000.00000000
PA
USD
186827.75000000
0.054042396980
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
641347.66000000
0.185518290748
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AJ3
60000.00000000
PA
USD
52738.22000000
0.015255227455
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TH1
3900000.00000000
PA
USD
3132644.54000000
0.906158853972
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLK0
165963.18000000
PA
USD
166866.82000000
0.048268434048
Long
ABS-MBS
USGSE
US
N
2
2052-11-20
Fixed
6.00000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAT7
10000.00000000
PA
USD
8495.54000000
0.002457447275
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
1050000.00000000
PA
USD
666708.99000000
0.192854390786
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
160000.00000000
PA
USD
171907.88000000
0.049726627308
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568AX8
40000.00000000
PA
USD
37985.82000000
0.010987900695
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
988000.00000000
PA
USD
915412.23000000
0.264795091385
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BJ7
20000.00000000
PA
USD
14788.76000000
0.004277844371
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AV0
100000.00000000
PA
USD
64594.30000000
0.018684755360
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
185861.51000000
0.053762899284
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
912810TB4
160000.00000000
PA
USD
88725.00000000
0.025664879398
Long
DBT
UST
US
N
2
2051-11-15
Fixed
1.87500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE30
543661.62000000
PA
USD
449445.81000000
0.130008143251
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.00000000
N
N
N
N
N
N
LPL Holdings Inc
549300Z5YF8CCRMYUL26
LPL Holdings Inc
50212YAH7
20000.00000000
PA
USD
20555.09000000
0.005945831568
Long
DBT
CORP
US
N
2
2028-11-17
Fixed
6.75000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MBE4
10000.00000000
PA
USD
10145.81000000
0.002934809693
Long
DBT
CORP
IE
N
2
2030-09-30
Fixed
6.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VTW0
626695.80000000
PA
USD
515631.59000000
0.149153255244
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
77690.37000000
0.022472966768
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAD5
20000.00000000
PA
USD
19967.92000000
0.005775984881
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
5.60000000
N
N
N
N
N
N
NNN REIT INC
5493008JKH5SOTI0JS97
NNN REIT Inc
637417AS5
100000.00000000
PA
USD
98108.81000000
0.028379270516
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
5.60000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AU7
110000.00000000
PA
USD
90581.66000000
0.026201942853
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.55000000
N
N
N
N
N
N
HALEON UK CAPITAL PLC
5493004B26DRJNN0OV17
Haleon UK Capital PLC
36264NAB0
10000.00000000
PA
USD
9762.65000000
0.002823975597
Long
DBT
CORP
GB
N
2
2025-03-24
Fixed
3.12500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAJ7
110000.00000000
PA
USD
88975.91000000
0.025737458433
Long
DBT
CORP
N/A
N
2
2032-02-15
Fixed
2.65000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BF0
100000.00000000
PA
USD
85105.02000000
0.024617752319
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.87500000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BW3
43000.00000000
PA
USD
33837.88000000
0.009788054204
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
40000.00000000
PA
USD
39001.15000000
0.011281598322
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
PACCAR FINANCIAL CORP
PH3S12DWZBHHQKVYZ297
PACCAR Financial Corp
69371RR99
70000.00000000
PA
USD
68434.11000000
0.019795471174
Long
DBT
CORP
US
N
2
2025-08-11
Fixed
3.55000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAB5
20000.00000000
PA
USD
16209.98000000
0.004688951048
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.20000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
68323ACT9
110000.00000000
PA
USD
109901.15000000
0.031790360783
Long
DBT
NUSS
CA
N
2
2024-05-16
Fixed
3.20000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NEB3
100000.00000000
PA
USD
100496.02000000
0.029069802573
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
5.50000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAR2
154000.00000000
PA
USD
133660.98000000
0.038663205771
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Apollo Global Management Inc
N/A
Apollo Global Management Inc
03769MAA4
10000.00000000
PA
USD
10441.66000000
0.003020388217
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.37500000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
30037DAB1
100000.00000000
PA
USD
95034.16000000
0.027489887350
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
4.95000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ88
74736.23000000
PA
USD
63049.73000000
0.018237968065
Long
ABS-MBS
USGSE
US
N
2
2041-06-01
Fixed
2.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DS6
310000.00000000
PA
USD
298934.66000000
0.086470803009
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AM5
10000.00000000
PA
USD
6516.30000000
0.001884925935
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.12500000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CR9
10000.00000000
PA
USD
9586.89000000
0.002773134693
Long
DBT
CORP
US
N
2
2027-03-25
Fixed
3.37500000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBK0
220000.00000000
PA
USD
205766.55000000
0.059520695295
Long
DBT
CORP
MX
N
2
2032-07-21
Fixed
4.70000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2021-2 Owner Trust
43811JAC1
17528.88000000
PA
USD
17346.42000000
0.005017681344
Long
ABS-O
CORP
US
N
2
2025-08-15
Fixed
0.33000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BT1
50000.00000000
PA
USD
49227.15000000
0.014239604033
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.90000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBF0
110000.00000000
PA
USD
97422.06000000
0.028180618999
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
110000.00000000
PA
USD
89337.13000000
0.025841946095
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.30000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAC4
10000.00000000
PA
USD
9830.36000000
0.002843561610
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.49300000
N
N
N
N
N
N
TRIMBLE INC
549300E2MI7NSZFQWS19
Trimble Inc
896239AE0
30000.00000000
PA
USD
30438.00000000
0.008804593960
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.10000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AK4
70000.00000000
PA
USD
68704.04000000
0.019873551995
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBW6
100000.00000000
PA
USD
96172.63000000
0.027819204851
Long
DBT
CORP
US
N
2
2035-03-14
Fixed
5.18800000
N
N
N
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CL0
120000.00000000
PA
USD
72713.67000000
0.021033390489
Long
DBT
CORP
US
N
2
2051-08-25
Fixed
2.90000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BU6
10000.00000000
PA
USD
6231.72000000
0.001802607407
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFS8
250000.00000000
PA
USD
238143.94000000
0.068886283456
Long
DBT
CORP
US
N
2
2032-09-09
Fixed
4.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CGT2
3200000.00000000
PA
USD
3066750.02000000
0.887097992784
Long
DBT
UST
US
N
2
2028-03-31
Fixed
3.62500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
3200000.00000000
PA
USD
2941624.99000000
0.850903923416
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AM0
20000.00000000
PA
USD
16867.02000000
0.004879008555
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
162000.00000000
PA
USD
188769.84000000
0.054604172192
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
BOOZ ALLEN HAMILTON INC
549300D7XCH2480XU542
Booz Allen Hamilton Inc
09951LAC7
20000.00000000
PA
USD
20129.44000000
0.005822706677
Long
DBT
CORP
US
N
2
2033-08-04
Fixed
5.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TK4
500000.00000000
PA
USD
407910.16000000
0.117993407291
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAL6
42000.00000000
PA
USD
33915.35000000
0.009810463426
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TKU8
50000.00000000
PA
USD
48046.81000000
0.013898175082
Long
DBT
CORP
US
N
2
2030-05-17
Fixed
4.55000000
N
N
N
N
N
N
GE HEALTHCARE TECH INC
549300OI9J7XOWZMUN85
GE HealthCare Technologies Inc
36267VAH6
140000.00000000
PA
USD
142123.85000000
0.041111202817
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.85700000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAE2
241000.00000000
PA
USD
219389.08000000
0.063461192219
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748AX0
10000.00000000
PA
USD
9824.30000000
0.002841808674
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
3.50000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109AZ4
150000.00000000
PA
USD
137570.36000000
0.039794045627
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
260000.00000000
PA
USD
202119.08000000
0.058465616369
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
200000.00000000
PA
USD
176463.08000000
0.051044279138
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3G5
1300975.36000000
PA
USD
987560.04000000
0.285664799388
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
9889.37000000
0.002860631032
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKB6
2450000.00000000
PA
USD
2431050.77000000
0.703213579313
Long
DBT
UST
US
N
2
2026-02-28
Fixed
4.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XH25
174460.62000000
PA
USD
171201.33000000
0.049522248378
Long
ABS-MBS
USGSE
US
N
2
2052-10-20
Fixed
5.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JC9
20000.00000000
PA
USD
19790.56000000
0.005724681156
Long
DBT
CORP
DE
N
2
2024-08-05
Fixed
1.37500000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
50000.00000000
PA
USD
43801.16000000
0.012670064682
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CH0
50000.00000000
PA
USD
46764.34000000
0.013527203677
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
SCHLUMBERGER FIN CA
549300P4EXZFF0LRNF59
Schlumberger Finance Canada Ltd
80685XAC5
10000.00000000
PA
USD
9467.12000000
0.002738489637
Long
DBT
CORP
CA
N
2
2025-09-17
Fixed
1.40000000
N
N
N
N
N
N
ESSENTIAL UTILITIES INC
549300ILTEOF3E3QY357
Essential Utilities Inc
29670GAE2
10000.00000000
PA
USD
6614.95000000
0.001913461752
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35100000
N
N
N
N
N
N
NATIONAL AUSTRALIA BK/NY
549300E2IPL06NDXMZ63
National Australia Bank Ltd/New York
63254AAP3
150000.00000000
PA
USD
145127.80000000
0.041980135073
Long
DBT
CORP
AU
N
2
2026-01-14
Fixed
3.37500000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851AP4
134000.00000000
PA
USD
131149.35000000
0.037936683584
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
30000.00000000
PA
USD
27991.79000000
0.008096995373
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCP9
150000.00000000
PA
USD
136038.53000000
0.039350943545
Long
DBT
CORP
US
N
2
2027-09-22
Fixed
1.47000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EB0
10000.00000000
PA
USD
8337.88000000
0.002411842035
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.37500000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAP2
110000.00000000
PA
USD
101347.76000000
0.029316179630
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.95000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EXX3
89712.26000000
PA
USD
91588.58000000
0.026493207777
Long
ABS-MBS
USGSE
US
N
2
2053-11-01
Fixed
7.00000000
N
N
N
N
N
N
OKLAHOMA G&E CO
549300VJ8YXGPO8EV472
Oklahoma Gas and Electric Co
678858BR1
100000.00000000
PA
USD
77865.53000000
0.022523634114
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.15000000
N
N
N
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
PPG Industries Inc
693506BP1
50000.00000000
PA
USD
47300.32000000
0.013682242979
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.75000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEK5
110000.00000000
PA
USD
98369.86000000
0.028454782681
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAW0
50000.00000000
PA
USD
49651.76000000
0.014362428090
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.10000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAT5
100000.00000000
PA
USD
94351.74000000
0.027292488342
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
4.20000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
Z2VZBHUMB7PWWJ63I008
Toyota Motor Credit Corp
89236TGU3
10000.00000000
PA
USD
8446.42000000
0.002443238666
Long
DBT
CORP
US
N
2
2030-02-13
Fixed
2.15000000
N
N
N
N
N
N
BMARK 2023-V4
N/A
BMARK 2023-V4
081926AC1
90000.00000000
PA
USD
93531.05000000
0.027055092908
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
6.84094000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DZ39
65312.75000000
PA
USD
57969.76000000
0.016768519573
Long
ABS-MBS
USGSE
US
N
2
2036-06-01
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CA4
80000.00000000
PA
USD
76707.86000000
0.022188762759
Long
DBT
NUSS
CL
N
2
2026-01-21
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EJ35
559947.34000000
PA
USD
462828.23000000
0.133879185182
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
3.00000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AQ5
75000.00000000
PA
USD
73147.22000000
0.021158800559
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
Province of Alberta Canada
LQPXMHHNJKIPJYE53543
Province of Alberta Canada
013051ET0
50000.00000000
PA
USD
47762.83000000
0.013816030112
Long
DBT
NUSS
CA
N
2
2034-01-24
Fixed
4.50000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
20000.00000000
PA
USD
16514.51000000
0.004777040377
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAE2
20000.00000000
PA
USD
18822.18000000
0.005444564437
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
19589.82000000
0.005666614457
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
1850000.00000000
PA
USD
873908.20000000
0.252789501929
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DQ6K7
701485.58000000
PA
USD
594083.06000000
0.171846380251
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
3.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148RZ8
180000.00000000
PA
USD
174577.80000000
0.050498936970
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
128804.95000000
PA
USD
123127.91000000
0.035616376002
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
97133.52000000
0.028097154988
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
120000.00000000
PA
USD
105976.00000000
0.030654959246
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAP9
44000.00000000
PA
USD
40030.53000000
0.011579360098
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
250000.00000000
PA
USD
157159.65000000
0.045460506775
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
7885.45000000
0.002280970676
Long
DBT
CORP
US
N
2
2031-09-16
Fixed
1.95000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCX1
200000.00000000
PA
USD
196470.96000000
0.056831822978
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.46800000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BQ1
20000.00000000
PA
USD
16717.53000000
0.004835766596
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EE48
214353.11000000
PA
USD
184964.77000000
0.053503505382
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFF3
1150000.00000000
PA
USD
997220.71000000
0.288459275922
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAZ8
180000.00000000
PA
USD
159923.70000000
0.046260044784
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.12500000
N
N
N
N
N
N
BAKER HUGHES LLC/CO-OBL
N/A
Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc
05724BAA7
20000.00000000
PA
USD
19006.89000000
0.005497994247
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.48600000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAG0
20000.00000000
PA
USD
19638.57000000
0.005680716039
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
2.20000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAK0
103000.00000000
PA
USD
93424.17000000
0.027024176455
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EMA5
236108.87000000
PA
USD
238830.55000000
0.069084894477
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
6.50000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BP9
10000.00000000
PA
USD
7412.34000000
0.002144117353
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
92000.00000000
PA
USD
71728.94000000
0.020748544316
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
4.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EB82
1319286.96000000
PA
USD
997955.49000000
0.288671820752
Long
ABS-MBS
USGSE
US
N
2
2052-03-01
Fixed
2.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BN1
30000.00000000
PA
USD
28890.27000000
0.008356892593
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
97189.44000000
0.028113330588
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
1.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DQ88
238996.01000000
PA
USD
191080.11000000
0.055272448336
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
124857AZ6
20000.00000000
PA
USD
17783.63000000
0.005144150118
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.20000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDW8
390000.00000000
PA
USD
221855.38000000
0.064174602104
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
200000.00000000
PA
USD
168195.97000000
0.048652908260
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
5000.00000000
PA
USD
4500.50000000
0.001301829131
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
1.45000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114DE5
110000.00000000
PA
USD
101497.82000000
0.029359586469
Long
DBT
CORP
US
N
2
2055-01-15
Fixed
5.80000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CH6
10000.00000000
PA
USD
10139.78000000
0.002933065436
Long
DBT
CORP
US
N
2
2034-08-24
Fixed
6.13600000
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CBRE Services Inc
12505BAD2
20000.00000000
PA
USD
19665.06000000
0.005688378622
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.87500000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JU5
110000.00000000
PA
USD
64393.90000000
0.018626787010
Long
DBT
CORP
US
N
2
2051-09-01
Fixed
2.75000000
N
N
N
N
N
N
EXPORT DEVELOPMNT CANADA
Z6MHCSLXHKYG4B6PHW02
Export Development Canada
30216BJU7
100000.00000000
PA
USD
97533.72000000
0.028212918130
Long
DBT
NUSS
CA
N
2
2025-08-26
Fixed
3.37500000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JT2
442000.00000000
PA
USD
417657.77000000
0.120813032370
Long
DBT
CORP
DE
N
2
2027-05-20
Fixed
3.00000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBJ8
10000.00000000
PA
USD
9979.97000000
0.002886838280
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.80000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KW0
50000.00000000
PA
USD
48642.61000000
0.014070518109
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YB0
514000.00000000
PA
USD
440835.31000000
0.127517442275
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
195040.06000000
PA
USD
185481.38000000
0.053652941656
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
70000.00000000
PA
USD
54164.44000000
0.015667780448
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
331888.82000000
PA
USD
238935.78000000
0.069115333646
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
17043.05000000
0.004929927560
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
8922.46000000
0.002580939530
Long
DBT
CORP
US
N
2
2030-03-27
Fixed
3.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EGH7
533413.12000000
PA
USD
460267.82000000
0.133138552735
Long
ABS-MBS
USGSE
US
N
2
2052-07-01
Fixed
3.50000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAG9
10000.00000000
PA
USD
9478.56000000
0.002741798808
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EU81
809374.96000000
PA
USD
767140.90000000
0.221905648694
Long
ABS-MBS
USGSE
US
N
2
2053-08-01
Fixed
5.00000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XCE8
50000.00000000
PA
USD
50319.77000000
0.014555658815
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.80000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL INC
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076CAL0
10000.00000000
PA
USD
9417.77000000
0.002724214497
Long
DBT
CORP
US
N
2
2032-05-13
Fixed
4.50000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AQ4
110000.00000000
PA
USD
90745.35000000
0.026249292350
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
3.00000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZC5
204319.23000000
PA
USD
185204.45000000
0.053572835991
Long
ABS-MBS
USGSE
US
N
2
2052-03-20
Fixed
4.00000000
N
N
N
N
N
N
UNITED STATES
N/A
UNITED STATES
05554FAD7
100000.00000000
PA
USD
108834.58000000
0.031481841308
Long
ABS-MBS
CORP
US
N
2
2056-11-15
Variable
6.80400000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
94106BAC5
110000.00000000
PA
USD
87440.64000000
0.025293361286
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ELY4
449421.56000000
PA
USD
437330.03000000
0.126503493687
Long
ABS-MBS
USGSE
US
N
2
2052-12-01
Fixed
5.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BJ7
70000.00000000
PA
USD
60468.16000000
0.017491214808
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.05000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBN7
50000.00000000
PA
USD
48235.29000000
0.013952695414
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.70000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDW3
190000.00000000
PA
USD
186716.81000000
0.054010306118
Long
DBT
CORP
US
N
2
2027-04-09
Fixed
5.00000000
N
N
N
N
N
N
BANK 2021-BN35
N/A
BANK 2021-BNK35
06540CAY3
100000.00000000
PA
USD
86154.97000000
0.024921464239
Long
ABS-MBS
CORP
US
N
2
2064-06-15
Fixed
2.06700000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AZ2
20000.00000000
PA
USD
16896.53000000
0.004887544713
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.55000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAK4
10000.00000000
PA
USD
7838.75000000
0.002267462083
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
AUST & NZ BANKING GRP NY
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd/New York NY
05253JAX9
30000.00000000
PA
USD
29952.15000000
0.008664055423
Long
DBT
CORP
AU
N
2
2025-07-03
Fixed
5.37500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
4221000.00000000
PA
USD
2957503.00000000
0.855496847752
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ET59
195337.49000000
PA
USD
185195.04000000
0.053570114025
Long
ABS-MBS
USGSE
US
N
2
2053-07-01
Fixed
5.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
70000.00000000
PA
USD
51571.06000000
0.014917610993
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
100000.00000000
PA
USD
76848.82000000
0.022229537303
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
4.10000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
485000.00000000
PA
USD
441803.60000000
0.127797532961
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
CNH INDUSTRIAL NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
80000.00000000
PA
USD
76186.78000000
0.022038033479
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFL4
100000.00000000
PA
USD
97287.68000000
0.028141747807
Long
DBT
CORP
US
N
2
2035-01-18
Fixed
5.46600000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFD1
80000.00000000
PA
USD
60585.21000000
0.017525073068
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAJ0
950000.00000000
PA
USD
890216.79000000
0.257506977224
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
2235806.47000000
PA
USD
1699533.60000000
0.491612565549
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
249456.47000000
PA
USD
234100.10000000
0.067716549267
Long
ABS-MBS
USGSE
US
N
2
2028-07-25
Variable
3.46902900
N
N
N
N
N
N
AVISTA CORP
Q0IK63NITJD6RJ47SW96
Avista Corp
05379BAQ0
10000.00000000
PA
USD
7849.91000000
0.002270690261
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.35000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FZ1
41000.00000000
PA
USD
23631.39000000
0.006835692018
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
142278.93000000
0.041156061757
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AH6
100000.00000000
PA
USD
95527.74000000
0.027632661891
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XQY5
420471.90000000
PA
USD
422761.29000000
0.122289293010
Long
ABS-MBS
USGSE
US
N
2
2053-01-20
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CP57
764143.73000000
PA
USD
646067.87000000
0.186883673903
Long
ABS-MBS
USGSE
US
N
2
2047-09-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFU0
1600000.00000000
PA
USD
1563312.50000000
0.452208811217
Long
DBT
UST
US
N
2
2027-10-31
Fixed
4.12500000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CQ2
110000.00000000
PA
USD
82548.53000000
0.023878253784
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.10000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKX6
50000.00000000
PA
USD
51483.25000000
0.014892210789
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.30000000
N
N
N
N
N
N
Cheniere Energy Inc
MIHC87W9WTYSYZWV1J40
Cheniere Energy Inc
16411RAL3
50000.00000000
PA
USD
48933.84000000
0.014154760238
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
5.65000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAW5
310000.00000000
PA
USD
295946.58000000
0.085606461360
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
71169.96000000
PA
USD
63242.19000000
0.018293639664
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
140000.00000000
PA
USD
128001.71000000
0.037026187094
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
40414LAR0
50000.00000000
PA
USD
45363.56000000
0.013122009540
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.50000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AD6
62000.00000000
PA
USD
56819.58000000
0.016435814800
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
4.00000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769KD5
75000.00000000
PA
USD
72562.95000000
0.020989792736
Long
DBT
CORP
DE
N
2
2034-02-28
Fixed
4.37500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BE1
83493.00000000
PA
USD
85420.28000000
0.024708945442
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
C7PVKCRGLG18EBQGZV36
Province of Ontario Canada
683234AU2
100000.00000000
PA
USD
81665.24000000
0.023622750472
Long
DBT
NUSS
CA
N
2
2032-01-21
Fixed
2.12500000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CB8
100000.00000000
PA
USD
84584.91000000
0.024467303624
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAC9
52000.00000000
PA
USD
46254.92000000
0.013379847206
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
77928.44000000
0.022541831663
Long
DBT
CORP
US
N
2
2046-02-19
Fixed
4.70000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBW9
110000.00000000
PA
USD
98285.94000000
0.028430507711
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.05000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DQ6
190000.00000000
PA
USD
183890.76000000
0.053192833789
Long
DBT
NUSS
ID
N
2
2028-01-11
Fixed
4.55000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TR9
1210000.00000000
PA
USD
988985.94000000
0.286077259817
Long
DBT
UST
US
N
2
2053-05-15
Fixed
3.62500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XLH7
184047.76000000
PA
USD
176408.83000000
0.051028586608
Long
ABS-MBS
USGSE
US
N
2
2052-11-20
Fixed
5.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6B3
702422.20000000
PA
USD
532203.74000000
0.153946968754
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
89000.00000000
PA
USD
61814.95000000
0.017880791623
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
96148.08000000
0.027812103439
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.70000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
85771PAX0
10000.00000000
PA
USD
9880.36000000
0.002858024771
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DR5
60000.00000000
PA
USD
57803.01000000
0.016720284931
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.20000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WXL7
209539.66000000
PA
USD
184622.96000000
0.053404632320
Long
ABS-MBS
USGSE
US
N
2
2052-02-20
Fixed
3.50000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BX9
50000.00000000
PA
USD
47723.17000000
0.013804557932
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.45000000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49306CAB7
20000.00000000
PA
USD
20248.97000000
0.005857282310
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
70000.00000000
PA
USD
65280.62000000
0.018883282495
Long
DBT
CORP
NL
N
2
2029-04-09
Fixed
4.05000000
N
N
N
N
N
N
Citibank Credit Card Issuance Trust
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGW9
100000.00000000
PA
USD
99592.49000000
0.028808444574
Long
ABS-O
CORP
US
N
2
2027-12-08
Fixed
5.23000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBD6
100000.00000000
PA
USD
87158.24000000
0.025211673352
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
PVH CORP
123WALMHY1GZXG2YDL90
PVH Corp
693656AC4
41000.00000000
PA
USD
40277.98000000
0.011650938282
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
1458500.00000000
0.421890409729
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
9344.81000000
0.002703109852
Long
DBT
CORP
US
N
2
2025-11-13
Fixed
0.80000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAH0
70000.00000000
PA
USD
68361.78000000
0.019774548765
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
5.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EKT6
552918.42000000
PA
USD
509723.96000000
0.147444395154
Long
ABS-MBS
USGSE
US
N
2
2052-11-01
Fixed
4.50000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
8171.07000000
PA
USD
6893.51000000
0.001994038915
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
150000.00000000
PA
USD
136974.35000000
0.039621641853
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAF0
60000.00000000
PA
USD
56637.14000000
0.016383041618
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.15000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
298785JS6
110000.00000000
PA
USD
106521.00000000
0.030812607703
Long
DBT
NUSS
N/A
N
2
2025-08-15
Fixed
2.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBJ7
202000.00000000
PA
USD
175890.30000000
0.050878594949
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
KOREA DEVELOPMENT BANK
549300ML2LNRZUCS7149
Korea Development Bank/The
500630DW5
160000.00000000
PA
USD
155957.25000000
0.045112696676
Long
DBT
NUSS
KR
N
2
2028-02-15
Fixed
4.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFJ9
100000.00000000
PA
USD
105518.04000000
0.030522488261
Long
DBT
CORP
US
N
2
2034-11-01
Fixed
6.62700000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCN3
100000.00000000
PA
USD
95867.16000000
0.027730843614
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CF3
30000.00000000
PA
USD
27675.62000000
0.008005539020
Long
DBT
NUSS
CL
N
2
2028-02-06
Fixed
3.24000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBB5
10000.00000000
PA
USD
9002.04000000
0.002603959097
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
2.15000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIO
54930032LHW54PQUJD44
Fortune Brands Innovations Inc
34964CAH9
100000.00000000
PA
USD
99506.72000000
0.028783634468
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDK4
80000.00000000
PA
USD
75861.60000000
0.021943970865
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FD5
498000.00000000
PA
USD
394636.54000000
0.114153837199
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EBD1
219539.31000000
PA
USD
184677.25000000
0.053420336421
Long
ABS-MBS
USGSE
US
N
2
2037-02-01
Fixed
1.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYG1
116447.74000000
PA
USD
91829.77000000
0.026562975173
Long
ABS-MBS
USGSE
US
N
2
2041-04-01
Fixed
1.50000000
N
N
N
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939UAM8
100000.00000000
PA
USD
100112.46000000
0.028958852772
Long
DBT
CORP
US
N
2
2026-09-12
Fixed
5.60000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AM0
10000.00000000
PA
USD
8789.12000000
0.002542369172
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.25000000
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAV8
100000.00000000
PA
USD
99584.30000000
0.028806075508
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.55000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAN2
10000.00000000
PA
USD
7746.32000000
0.002240725484
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.10000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHQ7
2450000.00000000
PA
USD
2389419.93000000
0.691171308388
Long
DBT
UST
US
N
2
2028-07-31
Fixed
4.12500000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2P1
50000.00000000
PA
USD
49119.75000000
0.014208537163
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
0.60000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFE7
100000.00000000
PA
USD
97574.90000000
0.028224829989
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.45000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBJ4
40000.00000000
PA
USD
24432.60000000
0.007067452605
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.00000000
N
N
N
N
N
N
SONOCO PRODUCTS CO
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495AP7
70000.00000000
PA
USD
57582.52000000
0.016656505283
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.85000000
N
N
N
N
N
N
Asian Development Bank
549300X0MVH42CY8Q105
Asian Development Bank
045167GB3
100000.00000000
PA
USD
94489.48000000
0.027332331458
Long
DBT
NUSS
N/A
N
2
2034-01-12
Fixed
4.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VZQ6
446509.65000000
PA
USD
351948.34000000
0.101805710912
Long
ABS-MBS
USGSE
US
N
2
2050-12-20
Fixed
2.00000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFP2
100000.00000000
PA
USD
97090.54000000
0.028084722455
Long
DBT
CORP
US
N
2
2031-02-07
Fixed
5.00000000
N
N
N
N
N
N
Freddie Mac Pool
S6XOOCT0IEG5ABCC6L87
Freddie Mac Pool
3132DV6G5
105752.43000000
PA
USD
98416.45000000
0.028468259454
Long
ABS-MBS
USGSE
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBL2
10000.00000000
PA
USD
7982.37000000
0.002309006067
Long
DBT
CORP
JP
N
2
2031-09-08
Fixed
1.97900000
N
N
N
N
N
N
Cencora Inc
AI8GXW8LG5WK7E9UD086
Cencora Inc
03073EAU9
50000.00000000
PA
USD
48308.44000000
0.013973855018
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.12500000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179WZA9
425714.49000000
PA
USD
362261.44000000
0.104788911450
Long
ABS-MBS
USGSE
US
N
2
2052-03-20
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CL6
250000.00000000
PA
USD
185875.62000000
0.053766980788
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.50000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAW4
100000.00000000
PA
USD
93723.88000000
0.027110871535
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
BLACKROCK INC
549300LRIF3NWCU26A80
BlackRock Inc
09247XAT8
10000.00000000
PA
USD
9624.12000000
0.002783903963
Long
DBT
CORP
US
N
2
2033-05-25
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
120000.00000000
PA
USD
107043.90000000
0.030963863441
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
30000.00000000
PA
USD
29578.72000000
0.008556035858
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.50000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AP9
10000.00000000
PA
USD
7694.76000000
0.002225811072
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
4.00000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WAB6
20000.00000000
PA
USD
20858.89000000
0.006033709735
Long
DBT
CORP
GB
N
2
2032-11-30
Fixed
6.25000000
N
N
N
N
N
N
CBOE GLOBAL MARKETS INC
529900RLNSGA90UPEH54
Cboe Global Markets Inc
12503MAA6
10000.00000000
PA
USD
9598.34000000
0.002776446757
Long
DBT
CORP
US
N
2
2027-01-12
Fixed
3.65000000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523BZ2
116000.00000000
PA
USD
113957.11000000
0.032963600843
Long
DBT
CORP
US
N
2
2026-02-25
Fixed
4.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
230000.00000000
PA
USD
200372.87000000
0.057960502038
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AJ3
10000.00000000
PA
USD
9462.04000000
0.002737020179
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.25000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAK9
10000.00000000
PA
USD
9611.76000000
0.002780328669
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.90000000
N
N
N
N
N
N
SMITH & NEPHEW PLC
213800ZTMDN8S67S1H61
Smith & Nephew PLC
83192PAA6
20000.00000000
PA
USD
16097.24000000
0.004656339512
Long
DBT
CORP
GB
N
2
2030-10-14
Fixed
2.03200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DFQ0
929680.26000000
PA
USD
780987.66000000
0.225911007110
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.00000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BC5
80000.00000000
PA
USD
77402.95000000
0.022389826732
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CQ0
40000.00000000
PA
USD
38900.01000000
0.011252342240
Long
DBT
CORP
US
N
2
2025-03-04
Fixed
2.25000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
110000.00000000
PA
USD
110173.18000000
0.031869049058
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64300000
N
N
N
N
N
N
Kenvue Inc
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAK8
160000.00000000
PA
USD
154864.28000000
0.044796540652
Long
DBT
CORP
US
N
2
2033-03-22
Fixed
4.90000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VBF6
708373.20000000
PA
USD
608229.91000000
0.175938543668
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
77234.64000000
0.022341140839
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.18500000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
20000.00000000
PA
USD
14619.11000000
0.004228770865
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDG4
200000.00000000
PA
USD
204982.36000000
0.059293857968
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.37500000
N
N
N
N
N
N
AFRICAN DEVELOPMENT BANK
549300LNCLMO3ITVCU07
African Development Bank
00828EEF2
110000.00000000
PA
USD
100315.82000000
0.029017677341
Long
DBT
NUSS
N/A
N
2
2026-07-22
Fixed
0.87500000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AY5
40000.00000000
PA
USD
38415.17000000
0.011112095859
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.40000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ER77
384534.72000000
PA
USD
364588.65000000
0.105462087714
Long
ABS-MBS
USGSE
US
N
2
2053-05-01
Fixed
5.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
550000.00000000
PA
USD
449367.19000000
0.129985401376
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVQ9
112000.00000000
PA
USD
111434.02000000
0.032233763699
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
17275RBL5
298000.00000000
PA
USD
280665.87000000
0.081186313946
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DQ9
200000.00000000
PA
USD
204489.94000000
0.059151418973
Long
DBT
CORP
GB
N
2
2026-11-03
Fixed
7.33600000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJB8
900000.00000000
PA
USD
897714.85000000
0.259675890220
Long
DBT
UST
US
N
2
2025-09-30
Fixed
5.00000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BU2
40000.00000000
PA
USD
38762.24000000
0.011212490446
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.50000000
N
N
N
N
N
N
HEALTHPEAK OP LLC
PZ9HF5U52KPF0MH0QN75
Healthpeak OP LLC
42250PAD5
100000.00000000
PA
USD
86582.34000000
0.025045086662
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAH4
150000.00000000
PA
USD
146934.21000000
0.042502663051
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AW5
100000.00000000
PA
USD
74452.61000000
0.021536401877
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
2.63800000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFW9
20000.00000000
PA
USD
11788.39000000
0.003409947677
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AG4
142000.00000000
PA
USD
128066.82000000
0.037045021023
Long
DBT
CORP
JP
N
2
2029-07-02
Fixed
2.76000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EN1
120000.00000000
PA
USD
95785.62000000
0.027707257091
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
110000.00000000
PA
USD
119876.41000000
0.034675836634
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.90000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74739DAB0
30000.00000000
PA
USD
29199.63000000
0.008446379063
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
1.75000000
N
N
N
N
N
N
LINDE INC/CT
ZU69GUVJQGZ6Z1UOOO79
Linde Inc/CT
74005PBT0
20000.00000000
PA
USD
15798.68000000
0.004569977084
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
262530.86000000
0.075940522517
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.55000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHL8
400000.00000000
PA
USD
397328.12000000
0.114932412303
Long
DBT
UST
US
N
2
2025-06-30
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D3F7
437670.80000000
PA
USD
314522.91000000
0.090979910434
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
1.50000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BP7
220000.00000000
PA
USD
168247.49000000
0.048667811101
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WER8
100000.00000000
PA
USD
102392.42000000
0.029618361348
Long
DBT
CORP
US
N
2
2030-10-04
Fixed
5.85000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NGA3
100000.00000000
PA
USD
97927.99000000
0.028326965941
Long
ABS-O
CORP
US
N
2
2027-05-15
Fixed
3.49000000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAL1
21000.00000000
PA
USD
20004.79000000
0.005786650016
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
30000.00000000
PA
USD
24970.39000000
0.007223015473
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
120000.00000000
PA
USD
103449.14000000
0.029924031580
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
92012.03000000
0.026615696288
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBS4
122000.00000000
PA
USD
105994.14000000
0.030660206481
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
1.65000000
N
N
N
N
N
N
International Bank for Reconstruction & Development
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KW2
100000.00000000
PA
USD
99114.77000000
0.028670257748
Long
DBT
NUSS
N/A
N
2
2028-08-01
Fixed
4.62500000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAD5
21000.00000000
PA
USD
15614.99000000
0.004516842323
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.20000000
N
N
N
N
N
N
COLGATE-PALMOLIVE CO
YMEGZFW4SBUSS5BQXF88
Colgate-Palmolive Co
194162AP8
100000.00000000
PA
USD
87325.75000000
0.025260127835
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
3.25000000
N
N
N
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBH8
1000.00000000
PA
USD
925.66000000
0.000267759394
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKG5
2650000.00000000
PA
USD
2580851.56000000
0.746545438532
Long
DBT
UST
US
N
2
2029-03-31
Fixed
4.12500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
59736.64000000
PA
USD
56343.37000000
0.016298064761
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
100000.00000000
PA
USD
94366.56000000
0.027296775223
Long
DBT
NUSS
JP
N
2
2025-07-15
Fixed
0.62500000
N
N
N
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
Applied Materials Inc
038222AK1
22000.00000000
PA
USD
21789.40000000
0.006302872056
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
526741.07000000
PA
USD
431809.18000000
0.124906514827
Long
ABS-MBS
USGSE
US
N
2
2051-05-20
Fixed
2.50000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAV6
10000.00000000
PA
USD
9292.87000000
0.002688085520
Long
DBT
CORP
CA
N
2
2035-09-15
Fixed
4.80000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLU1
310000.00000000
PA
USD
310563.82000000
0.089834691304
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
5.87200000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XBU9
450734.50000000
PA
USD
420379.63000000
0.121600366364
Long
ABS-MBS
USGSE
US
N
2
2052-07-20
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EDE7
226368.29000000
PA
USD
195338.45000000
0.056504229486
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
3.50000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DL1
50000.00000000
PA
USD
48590.44000000
0.014055427247
Long
DBT
CORP
US
N
2
2032-01-29
Fixed
5.63100000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
156000.00000000
PA
USD
144951.70000000
0.041929195820
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
468644.35000000
0.135561574795
Long
ABS-MBS
CORP
US
N
2
2053-02-15
Fixed
2.69000000
N
N
N
N
N
N
QUEST DIAGNOSTICS INC
8MCWUBXQ0WE04KMXBX50
Quest Diagnostics Inc
74834LAZ3
50000.00000000
PA
USD
47990.45000000
0.013881872206
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EEB2
292578.05000000
PA
USD
265458.57000000
0.076787401346
Long
ABS-MBS
USGSE
US
N
2
2037-06-01
Fixed
3.00000000
N
N
N
N
N
N
Bank of Montreal
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368LWU6
50000.00000000
PA
USD
50559.28000000
0.014624940250
Long
DBT
CORP
CA
N
2
2028-09-25
Fixed
5.71700000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAV6
10000.00000000
PA
USD
9554.41000000
0.002763739423
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
115000.00000000
PA
USD
95435.82000000
0.027606072816
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BQ8
70000.00000000
PA
USD
55809.47000000
0.016143627127
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
450000.00000000
PA
USD
367098.08000000
0.106187973522
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
91282CGP0
1200000.00000000
PA
USD
1166250.00000000
0.337353233011
Long
DBT
UST
US
N
2
2028-02-29
Fixed
4.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FL2
100000.00000000
PA
USD
87205.50000000
0.025225343932
Long
DBT
NUSS
N/A
N
2
2029-03-15
Fixed
1.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZQ6
100000.00000000
PA
USD
78707.03000000
0.022767049115
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
8143.14000000
0.002355510916
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.37500000
N
N
N
N
N
N
MANULIFE FINANCIAL CORP
5493007GBX87QOZACS27
Manulife Financial Corp
56501RAD8
30000.00000000
PA
USD
27865.79000000
0.008060548207
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
62000.00000000
PA
USD
45782.44000000
0.013243176119
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDF0
178829.57000000
PA
USD
171488.35000000
0.049605272708
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
5.00000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
30000.00000000
PA
USD
24963.34000000
0.007220976167
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
WASHINGTON GAS LIGHT CO
DL22T1SB4DUBS063O841
Washington Gas Light Co
93884PDW7
30000.00000000
PA
USD
21565.13000000
0.006237998993
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.79600000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BF9
10000.00000000
PA
USD
9095.03000000
0.002630857684
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJW2
2850000.00000000
PA
USD
2761494.13000000
0.798798690416
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.00000000
N
N
N
N
N
N
IBM International Capital Pte Ltd
2549007KTXQQBYZO7485
IBM International Capital Pte Ltd
449276AG9
100000.00000000
PA
USD
91211.57000000
0.026384152649
Long
DBT
CORP
SG
N
2
2054-02-05
Fixed
5.30000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBA6
100000.00000000
PA
USD
86791.12000000
0.025105479038
Long
DBT
CORP
JP
N
2
2030-09-13
Fixed
2.86900000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWE5
40000.00000000
PA
USD
36885.93000000
0.010669742969
Long
DBT
CORP
US
N
2
2029-04-18
Fixed
3.35000000
N
N
N
N
N
N
TYCO ELECTRONICS GROUP S
C33G1C5SYE2YM95EE712
Tyco Electronics Group SA
902133AY3
60000.00000000
PA
USD
49542.61000000
0.014330855009
Long
DBT
CORP
LU
N
2
2032-02-04
Fixed
2.50000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAR6
30000.00000000
PA
USD
28490.81000000
0.008241343506
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
3.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NL1
160000.00000000
PA
USD
156319.52000000
0.045217488064
Long
DBT
CORP
US
N
2
2026-03-17
Fixed
3.29000000
N
N
N
N
N
N
AvalonBay Communities Inc
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
053484AE1
120000.00000000
PA
USD
117054.67000000
0.033859611029
Long
DBT
CORP
US
N
2
2033-12-07
Fixed
5.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XX68
186785.69000000
PA
USD
183293.48000000
0.053020062652
Long
ABS-MBS
USGSE
US
N
2
2053-04-20
Fixed
5.50000000
N
N
N
N
N
N
OEKB OEST. KONTROLLBANK
5299000OVRLMF858L016
Oesterreichische Kontrollbank AG
676167CD9
110000.00000000
PA
USD
107973.84000000
0.031232860882
Long
DBT
CORP
AT
N
2
2024-09-16
Fixed
0.50000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AP5
70000.00000000
PA
USD
56933.63000000
0.016468805271
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.25000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AF7
211000.00000000
PA
USD
180863.54000000
0.052317170377
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
4.80000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAU6
10000.00000000
PA
USD
9448.50000000
0.002733103555
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.60000000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CF6
10000.00000000
PA
USD
6973.19000000
0.002017087409
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EB0
100000.00000000
PA
USD
91250.89000000
0.026395526479
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
60000.00000000
PA
USD
54560.06000000
0.015782218764
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
190000.00000000
PA
USD
131173.91000000
0.037943787888
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AW7
50000.00000000
PA
USD
48554.49000000
0.014045028234
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
5.98200000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CM2
140000.00000000
PA
USD
136478.13000000
0.039478103657
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.70000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEQ1
200000.00000000
PA
USD
200062.48000000
0.057870717626
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.30000000
N
N
N
N
N
N
XL GROUP LTD
213800AJ4DD69YLNL348
XL Group Ltd
98420EAB1
20000.00000000
PA
USD
18129.39000000
0.005244165769
Long
DBT
CORP
BM
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
100000.00000000
PA
USD
98271.59000000
0.028426356784
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBB9
60000.00000000
PA
USD
60110.80000000
0.017387843703
Long
DBT
CORP
US
N
2
2025-11-30
Fixed
5.80000000
N
N
N
N
N
N
Targa Resources Corp
5493003QENHHS261UR94
Targa Resources Corp
87612GAF8
100000.00000000
PA
USD
104200.99000000
0.030141514134
Long
DBT
CORP
US
N
2
2034-03-30
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TV0
1200000.00000000
PA
USD
1193812.50000000
0.345326050576
Long
DBT
UST
US
N
2
2053-11-15
Fixed
4.75000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
4581X0EK0
100000.00000000
PA
USD
98801.00000000
0.028579495626
Long
DBT
NUSS
N/A
N
2
2026-05-15
Fixed
4.50000000
N
N
N
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AX8
60000.00000000
PA
USD
59295.73000000
0.017152073928
Long
DBT
CORP
US
N
2
2033-03-08
Fixed
5.75000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CH2
10000.00000000
PA
USD
8724.61000000
0.002523708801
Long
DBT
CORP
CA
N
2
2032-03-15
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DY48
156970.52000000
PA
USD
139323.16000000
0.040301066203
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
329000.00000000
PA
USD
351844.06000000
0.101775546543
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
260000.00000000
PA
USD
152301.42000000
0.044055199510
Long
DBT
NUSS
CL
N
2
2071-09-21
Fixed
3.25000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AP6
20000.00000000
PA
USD
18115.73000000
0.005240214434
Long
DBT
CORP
JP
N
2
2032-04-13
Fixed
4.00000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVW6
110000.00000000
PA
USD
100049.27000000
0.028940574229
Long
DBT
CORP
US
N
2
2026-10-13
Fixed
1.30000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YBA0
90384.55000000
PA
USD
88651.09000000
0.025643499954
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.32400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
200000.00000000
PA
USD
170764.22000000
0.049395808531
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust 2024-A
N/A
Ford Credit Auto Owner Trust 2024-A
34535EAE2
50000.00000000
PA
USD
49506.73000000
0.014320476245
Long
ABS-O
CORP
US
N
2
2029-09-15
Fixed
5.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUG5
1979220.54000000
PA
USD
1507580.02000000
0.436087454465
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.00000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SC8
120000.00000000
PA
USD
113306.10000000
0.032775287592
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
299611.47000000
PA
USD
249496.12000000
0.072170051623
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
3.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DZ8
40000.00000000
PA
USD
41229.48000000
0.011926172238
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.90000000
N
N
N
N
N
N
CHUBB CORP
N/A
Chubb Corp/The
171232AQ4
119000.00000000
PA
USD
123286.07000000
0.035662125873
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAS8
10000.00000000
PA
USD
9674.12000000
0.002798367124
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283F5
888000.00000000
PA
USD
814150.31000000
0.235503742110
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
190000.00000000
PA
USD
180991.91000000
0.052354303097
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CD6
30000.00000000
PA
USD
29035.91000000
0.008399020889
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
120000.00000000
PA
USD
110865.12000000
0.032069201852
Long
DBT
NUSS
IT
N
2
2026-02-17
Fixed
1.25000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CJN2
2550000.00000000
PA
USD
2511351.56000000
0.726441644582
Long
DBT
UST
US
N
2
2028-11-30
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D2V3
232473.85000000
PA
USD
189306.56000000
0.054759425548
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
1453513.43000000
0.420447978423
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AB9
20000.00000000
PA
USD
18870.46000000
0.005458530065
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BJ7
110000.00000000
PA
USD
92526.71000000
0.026764574283
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
2.37500000
N
N
N
N
N
N
WW GRAINGER INC
549300TWZSP6O1IH2V34
WW Grainger Inc
384802AE4
50000.00000000
PA
USD
48565.58000000
0.014048236163
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
1.85000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAY4
40000.00000000
PA
USD
40193.65000000
0.011626544715
Long
DBT
CORP
CA
N
2
2025-11-07
Fixed
5.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
730000.00000000
PA
USD
678525.55000000
0.196272487008
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAK6
10000.00000000
PA
USD
9498.65000000
0.002747610106
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.37500000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAL5
40000.00000000
PA
USD
37608.93000000
0.010878880279
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAJ4
90000.00000000
PA
USD
72801.13000000
0.021058689451
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAE2
100000.00000000
PA
USD
97866.69000000
0.028309234105
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
5.45000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AN2
100000.00000000
PA
USD
87465.08000000
0.025300430879
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.22400000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAM6
32000.00000000
PA
USD
28905.11000000
0.008361185259
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.95000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAL8
10000.00000000
PA
USD
8396.96000000
0.002428931707
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.75000000
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
119580.17000000
0.034590145297
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XNH5
164326.58000000
PA
USD
165221.31000000
0.047792448523
Long
ABS-MBS
USGSE
US
N
2
2052-12-20
Fixed
6.00000000
N
N
N
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AM4
173000.00000000
PA
USD
145417.43000000
0.042063914380
Long
DBT
CORP
US
N
2
2045-02-15
Fixed
4.68000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
1700000.00000000
PA
USD
1557691.40000000
0.450582833718
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HCH39
50000.00000000
PA
USD
50101.44000000
0.014492503976
Long
ABS-MBS
USGSE
US
N
2
2031-02-25
Fixed
5.20300000
N
N
N
N
N
N
DOVER CORP
549300FMC2ALGA7N9E80
Dover Corp
260003AF5
30000.00000000
PA
USD
29709.40000000
0.008593836776
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
5.37500000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
American Honda Finance Corp
02665WFE6
60000.00000000
PA
USD
58838.52000000
0.017019819890
Long
DBT
CORP
US
N
2
2029-03-13
Fixed
4.90000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
140000.00000000
PA
USD
87707.68000000
0.025370606137
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HF3
10000.00000000
PA
USD
7573.72000000
0.002190798652
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TF5
1400000.00000000
PA
USD
981585.93000000
0.283936709079
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
AMCOR FLEXIBLES NORTH AM
PTVU09TE3QPJPL7K4E13
Amcor Flexibles North America Inc
081437AT2
60000.00000000
PA
USD
50098.57000000
0.014491673791
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
140000.00000000
PA
USD
121367.12000000
0.035107044212
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
Panama Government International Bond
549300SHS4T08CL0LP14
Panama Government International Bond
698299BW3
80000.00000000
PA
USD
75284.18000000
0.021776944495
Long
DBT
NUSS
PA
N
2
2036-01-31
Fixed
6.87500000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887AX0
60000.00000000
PA
USD
67444.92000000
0.019509334887
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
160000.00000000
PA
USD
133157.04000000
0.038517434462
Long
DBT
NUSS
CL
N
2
2031-01-31
Fixed
2.45000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AF8
2000.00000000
PA
USD
1903.86000000
0.000550716678
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.40000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VBB2
100000.00000000
PA
USD
86109.02000000
0.024908172594
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BD4
10000.00000000
PA
USD
9487.38000000
0.002744350110
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.14100000
N
N
N
N
N
N
FREMF 2024-K518 Mortgage Trust
N/A
FREMF 2024-K518 Mortgage Trust
3137HC2L5
35000.00000000
PA
USD
35286.38000000
0.010207051982
Long
ABS-MBS
CORP
US
N
2
2029-01-25
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EZM5
194161.83000000
PA
USD
192434.02000000
0.055664084706
Long
ABS-MBS
USGSE
US
N
2
2054-01-01
Fixed
6.00000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DC4
30000.00000000
PA
USD
24600.98000000
0.007116158746
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.10000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
205000.00000000
PA
USD
222950.35000000
0.064491336654
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
50000.00000000
PA
USD
47101.01000000
0.013624589926
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
98250.89000000
PA
USD
77953.37000000
0.022549042995
Long
ABS-MBS
USGSE
US
N
2
2035-07-25
Fixed
2.00700000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048CM8
140000.00000000
PA
USD
114248.73000000
0.033047955783
Long
DBT
NUSS
JP
N
2
2031-04-15
Fixed
1.87500000
N
N
N
N
N
N
SWEDISH EXPORT CREDIT
1FOLRR5RWTWWI397R131
Svensk Exportkredit AB
00254EMZ2
30000.00000000
PA
USD
28546.19000000
0.008257362903
Long
DBT
CORP
SE
N
2
2025-05-14
Fixed
0.62500000
N
N
N
N
N
N
Brookfield Finance Inc
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAK8
50000.00000000
PA
USD
51382.72000000
0.014863131157
Long
DBT
CORP
CA
N
2
2034-01-05
Fixed
6.35000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CW0
25000.00000000
PA
USD
23442.96000000
0.006781186149
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EW48
94389.08000000
PA
USD
93540.12000000
0.027057716525
Long
ABS-MBS
USGSE
US
N
2
2053-10-01
Fixed
6.00000000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AK4
82000.00000000
PA
USD
51474.53000000
0.014889688414
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.37500000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YHV9
97930.85000000
PA
USD
99723.38000000
0.028846306237
Long
ABS-MBS
USGSE
US
N
2
2053-10-20
Fixed
7.00000000
N
N
N
N
N
N
ARTHUR J GALLAGHER & CO
54930049QLLMPART6V29
Arthur J Gallagher & Co
04316JAB5
90000.00000000
PA
USD
53932.81000000
0.015600778408
Long
DBT
CORP
US
N
2
2052-03-09
Fixed
3.05000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
92000.00000000
PA
USD
99605.79000000
0.028812291775
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
1316396.48000000
0.380785087633
Long
DBT
UST
US
N
2
2029-05-15
Fixed
2.37500000
N
N
N
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653AD3
30000.00000000
PA
USD
29134.84000000
0.008427637699
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFG5
120000.00000000
PA
USD
116440.58000000
0.033681977377
Long
DBT
CORP
US
N
2
2034-07-21
Fixed
5.42400000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAF4
62000.00000000
PA
USD
59606.91000000
0.017242086858
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
82000.00000000
PA
USD
70948.49000000
0.020522788834
Long
DBT
CORP
LU
N
2
2030-06-26
Fixed
2.65000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AC6
100000.00000000
PA
USD
96986.32000000
0.028054575442
Long
DBT
CORP
SG
N
2
2028-05-19
Fixed
4.45000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AB8
100000.00000000
PA
USD
98291.53000000
0.028432124692
Long
DBT
CORP
SG
N
2
2026-05-19
Fixed
4.45000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORP
N/A
JetBlue 2020-1 Class A Pass Through Trust
477164AA5
24110.67000000
PA
USD
21978.01000000
0.006357429992
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.00000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB42
280000.00000000
PA
USD
192502.24000000
0.055683818243
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
348437.50000000
0.100790154021
Long
DBT
UST
US
N
2
2041-05-15
Fixed
2.25000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAN4
110000.00000000
PA
USD
90108.79000000
0.026065158953
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
23248.51000000
0.006724938916
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
182615.14000000
0.052823843837
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CET4
2000000.00000000
PA
USD
1872656.24000000
0.541690578249
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.62500000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160BU7
390000.00000000
PA
USD
333139.05000000
0.096364875078
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AG9
48000.00000000
PA
USD
44861.18000000
0.012976689483
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
3.10300000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BD1
36000.00000000
PA
USD
33672.63000000
0.009740253457
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400HR7
170000.00000000
PA
USD
156086.99000000
0.045150225687
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
5.45000000
N
N
N
N
N
N
AFFILIATED MANAGERS GROU
2JE75BUE3T1BLCYYGK54
Affiliated Managers Group Inc
008252AN8
10000.00000000
PA
USD
9719.70000000
0.002811551741
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCK9
270000.00000000
PA
USD
293135.38000000
0.084793284589
Long
DBT
CORP
US
N
2
2052-11-09
Fixed
6.90000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBG2
220000.00000000
PA
USD
195370.07000000
0.056513375989
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.87500000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
10000.00000000
PA
USD
9847.68000000
0.002848571649
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
110000.00000000
PA
USD
109804.90000000
0.031762519198
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
Fannie Mae Pool
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EYP9
188086.00000000
PA
USD
189545.14000000
0.054828437968
Long
ABS-MBS
USGSE
US
N
2
2053-12-01
Fixed
6.50000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBF0
10000.00000000
PA
USD
9567.11000000
0.002767413066
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.62500000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBC3
130000.00000000
PA
USD
107832.35000000
0.031191933029
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.80000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AV1
50000.00000000
PA
USD
50786.75000000
0.014690738955
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEW7
2500000.00000000
PA
USD
2383691.40000000
0.689514255341
Long
DBT
UST
US
N
2
2027-06-30
Fixed
3.25000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAC5
20000.00000000
PA
USD
19201.51000000
0.005554290655
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.70000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
549300TJ3QFYVCTSCJ29
Japan Bank for International Cooperation
471048BE7
320000.00000000
PA
USD
299500.15000000
0.086634378469
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
110000.00000000
PA
USD
79947.38000000
0.023125836753
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
70000.00000000
PA
USD
41960.26000000
0.012137560016
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
100000.00000000
PA
USD
75303.51000000
0.021782535953
Long
DBT
CORP
MX
N
2
2032-09-01
Fixed
1.85000000
N
N
N
N
N
N
Willis North America Inc
5493004KVU1HWZCP0C66
Willis North America Inc
970648AN1
50000.00000000
PA
USD
47947.24000000
0.013869373142
Long
DBT
CORP
US
N
2
2054-03-05
Fixed
5.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDY4
1000000.00000000
PA
USD
817343.75000000
0.236427486854
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.87500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
150000.00000000
PA
USD
139634.99000000
0.040391267153
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TZ1
1650000.00000000
PA
USD
1566468.75000000
0.453121798262
Long
DBT
UST
US
N
2
2044-02-15
Fixed
4.50000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BF5
10000.00000000
PA
USD
9842.00000000
0.002846928633
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.95000000
N
N
N
N
N
N
BROOKFIELD FINANCE INC
549300XH8D8K6OYWGD17
Brookfield Finance Inc
11271LAC6
20000.00000000
PA
USD
18962.78000000
0.005485234846
Long
DBT
CORP
CA
N
2
2028-01-25
Fixed
3.90000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DZ8
80000.00000000
PA
USD
74443.13000000
0.021533659662
Long
DBT
NUSS
CL
N
2
2036-01-05
Fixed
4.95000000
N
N
N
N
N
N
LXP Industrial Trust
549300S4MH2ICXDBFV43
LXP Industrial Trust
529043AF8
50000.00000000
PA
USD
51276.57000000
0.014832425866
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.75000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AV0
100000.00000000
PA
USD
82816.90000000
0.023955883355
Long
DBT
CORP
US
N
2
2061-08-06
Fixed
3.96600000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BG5
70000.00000000
PA
USD
67483.14000000
0.019520390527
Long
DBT
CORP
GB
N
2
2029-05-18
Fixed
4.89200000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAH7
40000.00000000
PA
USD
31074.19000000
0.008988620329
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
161000.00000000
PA
USD
144359.24000000
0.041757818931
Long
DBT
CORP
US
N
2
2034-10-01
Fixed
4.25000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JF2
79000.00000000
PA
USD
74444.84000000
0.021534154302
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
10000.00000000
PA
USD
9427.43000000
0.002727008779
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.20000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BQ1
10000.00000000
PA
USD
9362.07000000
0.002708102535
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.60000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FY4
30000.00000000
PA
USD
22875.17000000
0.006616945384
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XAA4
222758.99000000
PA
USD
207803.19000000
0.060109820344
Long
ABS-MBS
USGSE
US
N
2
2052-06-20
Fixed
4.50000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAT1
50000.00000000
PA
USD
48850.89000000
0.014130765853
Long
DBT
CORP
US
N
2
2032-03-13
Fixed
6.08200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DJK9
97357.82000000
PA
USD
88955.47000000
0.025731545893
Long
ABS-MBS
USGSE
US
N
2
2034-12-01
Fixed
3.00000000
N
N
N
N
N
N
MCCORMICK & CO
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780AS6
50000.00000000
PA
USD
39723.56000000
0.011490564966
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.85000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34355JAB4
60000.00000000
PA
USD
48169.89000000
0.013933777599
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769KB9
100000.00000000
PA
USD
99853.08000000
0.028883823677
Long
DBT
CORP
DE
N
2
2030-10-29
Fixed
4.75000000
N
N
N
N
N
N
PUBLIC STORAGE OP CO
549300LMZF40TKJ6DM64
Public Storage Operating Co
74460WAF4
110000.00000000
PA
USD
109310.10000000
0.031619391756
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.12500000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EW9
110000.00000000
PA
USD
95350.67000000
0.027581442053
Long
DBT
CORP
AU
N
2
2028-11-20
Fixed
1.95300000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
150000.00000000
PA
USD
131738.15000000
0.038107001769
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
78009PEH0
100000.00000000
PA
USD
96618.76000000
0.027948253852
Long
DBT
CORP
GB
N
2
2030-01-27
Fixed
5.07600000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BH4
10000.00000000
PA
USD
9084.33000000
0.002627762568
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAE9
100000.00000000
PA
USD
97172.29000000
0.028108369724
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.50000000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BY9
30000.00000000
PA
USD
27653.25000000
0.007999068202
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.00000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware LLC
928563AJ4
150000.00000000
PA
USD
136406.87000000
0.039457490760
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBN0
100000.00000000
PA
USD
87820.46000000
0.025403229243
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.05000000
N
N
N
N
N
N
Ginnie Mae II Pool
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179YDK7
293314.05000000
PA
USD
287830.14000000
0.083258673772
Long
ABS-MBS
USGSE
US
N
2
2053-08-20
Fixed
5.50000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
170000.00000000
PA
USD
150922.10000000
0.043656212962
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
48144.24000000
0.013926357997
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.70000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAF9
224000.00000000
PA
USD
201578.04000000
0.058309113396
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
476519.16000000
PA
USD
413906.28000000
0.119727864284
Long
ABS-MBS
USGSE
US
N
2
2035-09-01
Fixed
2.00000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CF9
10000.00000000
PA
USD
9843.74000000
0.002847431951
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
4.00000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BP9
200000.00000000
PA
USD
176600.63000000
0.051084067294
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137H13Q7
100000.00000000
PA
USD
79765.79000000
0.023073309444
Long
ABS-MBS
USGSE
US
N
2
2031-05-25
Fixed
1.64700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHD6
2000000.00000000
PA
USD
1978906.24000000
0.572424795619
Long
DBT
UST
US
N
2
2025-05-31
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ES84
89622.01000000
PA
USD
86717.43000000
0.025084163231
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
4.50000000
N
N
N
N
N
N
TOYOTA MOTOR CORP
5493006W3QUS5LMH6R84
Toyota Motor Corp
892331AQ2
100000.00000000
PA
USD
99947.14000000
0.028911031776
Long
DBT
CORP
JP
N
2
2028-07-13
Fixed
5.11800000
N
N
N
N
N
N
NVR INC
529900RWXR4JI3JYTV70
NVR Inc
62944TAF2
50000.00000000
PA
USD
43347.70000000
0.012538895381
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.00000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAX6
10000.00000000
PA
USD
9348.08000000
0.002704055743
Long
DBT
CORP
N/A
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513AZ8
10000.00000000
PA
USD
9482.94000000
0.002743065781
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.00000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AZ6
40000.00000000
PA
USD
33875.08000000
0.009798814796
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.00000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
320000.00000000
PA
USD
304450.83000000
0.088066428118
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
Intuit Inc
46124HAD8
10000.00000000
PA
USD
8109.17000000
0.002345684644
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
1.65000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
90000.00000000
PA
USD
72854.80000000
0.021074214208
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DYX4
808807.98000000
PA
USD
614641.85000000
0.177793282093
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
6911149.55000000
PA
USD
5489182.05000000
1.587818487594
Long
ABS-MBS
USGSE
US
N
2
2051-12-01
Fixed
2.50000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
Asian Development Bank
045167FS7
80000.00000000
PA
USD
79554.64000000
0.023012231515
Long
DBT
NUSS
N/A
N
2
2024-09-27
Fixed
4.12500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EX0
60000.00000000
PA
USD
54335.50000000
0.015717261815
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
238753.64000000
0.069062647243
Long
DBT
NUSS
CA
N
2
2025-05-20
Fixed
1.00000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2021-B Owner Trust
89190GAD9
100000.00000000
PA
USD
95300.43000000
0.027566909468
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
23187.53000000
0.006707299645
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFT6
200000.00000000
PA
USD
182392.23000000
0.052759364172
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
5.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAK4
10000.00000000
PA
USD
9409.72000000
0.002721885928
Long
DBT
CORP
US
N
2
2028-07-22
Fixed
3.59100000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBH3
91000.00000000
PA
USD
85924.60000000
0.024854826671
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
3.87500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAS8
340000.00000000
PA
USD
285854.88000000
0.082687303700
Long
DBT
CORP
US
N
2
2037-09-20
Fixed
5.00000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BG7
160000.00000000
PA
USD
137933.64000000
0.039899129170
Long
DBT
CORP
US
N
2
2030-01-24
Fixed
2.40000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BM4
200000.00000000
PA
USD
192602.45000000
0.055712805310
Long
DBT
CORP
NL
N
2
2035-03-19
Fixed
5.55000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAR3
54000.00000000
PA
USD
49615.48000000
0.014351933620
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.70000000
N
N
N
N
N
N
UNITED STATES
N/A
UNITED STATES
12666DAC5
100000.00000000
PA
USD
100293.06000000
0.029011093710
Long
ABS-O
CORP
US
N
2
2029-02-15
Fixed
5.60000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FMU67
779628.77000000
PA
USD
745216.89000000
0.215563838916
Long
ABS-MBS
USGSE
US
N
2
2026-05-25
Fixed
2.86200000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAG3
10000.00000000
PA
USD
8229.47000000
0.002380483010
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
4.50000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AZ9
50000.00000000
PA
USD
48259.05000000
0.013959568308
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.60000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCA5
150000.00000000
PA
USD
145200.45000000
0.042001150046
Long
DBT
CORP
JP
N
2
2026-05-22
Fixed
2.65100000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CB3
60000.00000000
PA
USD
46529.38000000
0.013459238390
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
84313.39000000
0.024388762874
Long
DBT
CORP
US
N
2
2028-07-26
Fixed
4.05000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DQ1
10000.00000000
PA
USD
7867.50000000
0.002275778401
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.70000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FT5
162000.00000000
PA
USD
135932.31000000
0.039320218005
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.65000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408GH0
30000.00000000
PA
USD
31194.05000000
0.009023291419
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.00000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
Province of Quebec Canada
748148SE4
100000.00000000
PA
USD
95653.52000000
0.027669045419
Long
DBT
NUSS
CA
N
2
2033-09-08
Fixed
4.50000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AR6
40000.00000000
PA
USD
35153.87000000
0.010168721712
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.62500000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AY1
70000.00000000
PA
USD
51122.46000000
0.014787847511
Long
DBT
CORP
US
N
2
2052-02-25
Fixed
3.75000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DD7
10000.00000000
PA
USD
8611.08000000
0.002490868748
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2022-A
345286AC2
54914.52000000
PA
USD
53655.11000000
0.015520450011
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
50000.00000000
PA
USD
47266.58000000
0.013672483238
Long
DBT
NUSS
N/A
N
2
2026-04-07
Fixed
2.12600000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AU2
254000.00000000
PA
USD
231365.71000000
0.066925590805
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.50000000
N
N
N
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814AB3
30000.00000000
PA
USD
30528.95000000
0.008830902450
Long
DBT
CORP
US
N
2
2028-08-18
Fixed
6.35000000
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
7722.72000000
0.002233898872
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XDE3
181402.50000000
PA
USD
169185.81000000
0.048939232568
Long
ABS-MBS
USGSE
US
N
2
2052-08-20
Fixed
4.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DP2
110000.00000000
PA
USD
109023.06000000
0.031536361640
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
AMCOR FINANCE USA INC
549300ZMT7FVT8R77U18
Amcor Finance USA Inc
02343UAH8
10000.00000000
PA
USD
9590.93000000
0.002774303316
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HF1
70000.00000000
PA
USD
55874.51000000
0.016162440807
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AW3
39000.00000000
PA
USD
36986.86000000
0.010698938306
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.35000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCZ6
100000.00000000
PA
USD
100883.98000000
0.029182025133
Long
DBT
CORP
US
N
2
2029-06-08
Fixed
6.31200000
N
N
N
N
N
N
LEGG MASON INC
OWUNCC6U1ZJXMZKFBJ36
Legg Mason Inc
524901AV7
30000.00000000
PA
USD
29634.62000000
0.008572205672
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
120000.00000000
PA
USD
115283.98000000
0.033347415534
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
19866.61000000
0.005746679624
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
20000.00000000
PA
USD
18402.53000000
0.005323175126
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
912810QY7
135000.00000000
PA
USD
99541.41000000
0.028793669009
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.75000000
N
N
N
N
N
N
QUANTA SERVICES INC
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762EAF9
20000.00000000
PA
USD
17104.20000000
0.004947616006
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
100000.00000000
PA
USD
101139.74000000
0.029256007095
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
10000.00000000
PA
USD
9229.32000000
0.002669702842
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CF5
130000.00000000
PA
USD
128650.40000000
0.037213829254
Long
DBT
CORP
US
N
2
2030-02-10
Fixed
5.12500000
N
N
N
N
N
N
BUNGE LTD FINANCE CORP
549300QHC068L40NNM71
Bunge Ltd Finance Corp
120568BC3
50000.00000000
PA
USD
41922.46000000
0.012126625866
Long
DBT
CORP
US
N
2
2031-05-14
Fixed
2.75000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAN8
42000.00000000
PA
USD
33594.80000000
0.009717740100
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZ59
100000.00000000
PA
USD
97961.25000000
0.028336586835
Long
DBT
CORP
CA
N
2
2025-04-14
Fixed
3.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
100000.00000000
PA
USD
97724.84000000
0.028268202117
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
110000.00000000
PA
USD
72906.50000000
0.021089169116
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
459058KU6
92000.00000000
PA
USD
87964.62000000
0.025444929429
Long
DBT
NUSS
N/A
N
2
2030-07-25
Fixed
4.00000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179XFG6
202186.63000000
PA
USD
183269.50000000
0.053013126119
Long
ABS-MBS
USGSE
US
N
2
2052-09-20
Fixed
4.00000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JY1
110000.00000000
PA
USD
104310.59000000
0.030173217383
Long
DBT
CORP
DE
N
2
2033-07-15
Fixed
4.12500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JR3
10000.00000000
PA
USD
9508.62000000
0.002750494060
Long
DBT
CORP
US
N
2
2027-01-27
Fixed
3.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDN8
250000.00000000
PA
USD
195917.10000000
0.056671611650
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
1100000.00000000
PA
USD
1000441.41000000
0.289390905982
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
KeyCorp
RKPI3RZGV1V1FJTH5T61
KeyCorp
49326EEP4
60000.00000000
PA
USD
59022.10000000
0.017072922833
Long
DBT
CORP
US
N
2
2035-03-06
Fixed
6.40100000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAN5
20000.00000000
PA
USD
16700.43000000
0.004830820195
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBJ9
78000.00000000
PA
USD
66895.28000000
0.019350344249
Long
DBT
CORP
US
N
2
2029-08-26
Fixed
2.37500000
N
N
N
N
N
N
Kreditanstalt fuer Wiederaufbau
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
500769JZ8
100000.00000000
PA
USD
99075.50000000
0.028658898381
Long
DBT
CORP
DE
N
2
2026-08-07
Fixed
4.62500000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAH5
132000.00000000
PA
USD
110801.79000000
0.032050882812
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBA4
100000.00000000
PA
USD
92011.45000000
0.026615528515
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
2.05000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473QBC6
20000.00000000
PA
USD
17019.30000000
0.004923057559
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RAY5
100000.00000000
PA
USD
78315.54000000
0.022653805456
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.25000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
Owens Corning
690742AK7
70000.00000000
PA
USD
63924.86000000
0.018491110988
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.87500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBC2
290000.00000000
PA
USD
234799.78000000
0.067918940958
Long
DBT
CORP
CA
N
2
2031-10-12
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418EES5
609037.67000000
PA
USD
545892.08000000
0.157906502090
Long
ABS-MBS
USGSE
US
N
2
2052-05-01
Fixed
4.00000000
N
N
N
N
N
N
CANADA GOVERNMENT
4BFD7AQU0A75QLAHK410
Canada Government International Bond
135087Q56
60000.00000000
PA
USD
57558.32000000
0.016649505113
Long
DBT
NUSS
CA
N
2
2028-04-26
Fixed
3.75000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAE6
71307.37000000
PA
USD
69809.41000000
0.020193294883
Long
ABS-O
CORP
US
Y
2
2028-12-11
Fixed
4.13000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
660000.00000000
PA
USD
557958.78000000
0.161396954615
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
DELTA AIR LINES 2020-AA
N/A
Delta Air Lines 2020-1 Class AA Pass Through Trust
247361ZV3
15814.42000000
PA
USD
14143.57000000
0.004091214633
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.00000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HDC6
100000.00000000
PA
USD
107610.00000000
0.031127615352
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.62400000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
40000.00000000
PA
USD
34520.40000000
0.009985482139
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
47192.48000000
0.013651048833
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DTQ5
251133.96000000
PA
USD
191056.48000000
0.055265613046
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFM8
100000.00000000
PA
USD
97777.34000000
0.028283388436
Long
DBT
UST
US
N
2
2027-09-30
Fixed
4.12500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
110000.00000000
PA
USD
89244.37000000
0.025815114038
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAB1
30000.00000000
PA
USD
28124.72000000
0.008135447133
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
ORIX CORP
35380016EMHNBOVYE123
ORIX Corp
686330AR2
10000.00000000
PA
USD
9852.16000000
0.002849867548
Long
DBT
CORP
JP
N
2
2032-09-13
Fixed
5.20000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCH7
70000.00000000
PA
USD
55562.49000000
0.016072184896
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
1.90000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137HACX2
100000.00000000
PA
USD
98657.00000000
0.028537841722
Long
ABS-MBS
USGSE
US
N
2
2028-06-25
Fixed
4.81900000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AY7
80000.00000000
PA
USD
78716.53000000
0.022769797116
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.20000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375DC3
10000.00000000
PA
USD
9017.78000000
0.002608512100
Long
DBT
CORP
CA
N
2
2032-08-05
Fixed
3.85000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAG7
110000.00000000
PA
USD
106995.30000000
0.030949805249
Long
DBT
CORP
US
N
2
2033-02-28
Fixed
5.35000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AE5
50000.00000000
PA
USD
50298.83000000
0.014549601643
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
5.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418ENM8
654020.15000000
PA
USD
661159.65000000
0.191249170816
Long
ABS-MBS
USGSE
US
N
2
2053-01-01
Fixed
6.50000000
N
N
N
N
N
N
Government National Mortgage A
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36179VHT0
136742.19000000
PA
USD
121726.71000000
0.035211060375
Long
ABS-MBS
USGSE
US
N
2
2050-03-20
Fixed
3.50000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBK6
20000.00000000
PA
USD
13293.61000000
0.003845352464
Long
DBT
CORP
US
N
2
2049-08-26
Fixed
3.25000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AV7
20000.00000000
PA
USD
14640.60000000
0.004234987132
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
110000.00000000
PA
USD
99035.04000000
0.028647194791
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
LANDWIRTSCH. RENTENBANK
529900Z3J0N6S0F7CT25
Landwirtschaftliche Rentenbank
515110BN3
30000.00000000
PA
USD
29280.15000000
0.008469670538
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
184000.00000000
PA
USD
160182.99000000
0.046335047845
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
47784.93000000
0.013822422829
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
Haleon US Capital LLC
36264FAL5
120000.00000000
PA
USD
109386.48000000
0.031641485681
Long
DBT
CORP
US
N
2
2029-03-24
Fixed
3.37500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAY5
150000.00000000
PA
USD
129984.45000000
0.037599720856
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DS2
280000.00000000
PA
USD
273932.63000000
0.079238635247
Long
DBT
NUSS
ID
N
2
2053-01-11
Fixed
5.65000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAS3
100000.00000000
PA
USD
103691.09000000
0.029994018817
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.41300000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137F9Z61
93766.94000000
PA
USD
80694.53000000
0.023341959770
Long
ABS-MBS
USGSE
US
N
2
2030-08-25
Fixed
1.10100000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AM5
40000.00000000
PA
USD
38345.19000000
0.011091853219
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.25000000
N
N
N
N
N
N
2024-04-30
Nushares ETF Trust
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting
XXXX
NPORT-EX
2
tiaa_NUBD.htm
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.4%
X
–
CORPORATE
DEBT
-
42.4%
Financials
-
14.8%
$
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.750%
1/30/26
$
16,771
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
16,631
5
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.625%
10/15/27
4,826
1
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
892
50
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
6.150%
9/30/30
50,729
8
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
6,679
4
Aetna
Inc
4.500%
5/15/42
3,292
10
Aetna
Inc
4.750%
3/15/44
8,304
2
Affiliated
Managers
Group
Inc
3.500%
8/01/25
1,944
10
Affiliated
Managers
Group
Inc
3.300%
6/15/30
8,716
1
Air
Lease
Corp
1.875%
8/15/26
916
7
Air
Lease
Corp
2.200%
1/15/27
6,380
8
Air
Lease
Corp
3.625%
4/01/27
7,463
22
Air
Lease
Corp
3.250%
10/01/29
19,521
10
Air
Lease
Corp
3.000%
2/01/30
8,666
5
Alexandria
Real
Estate
Equities
Inc
1.875%
2/01/33
3,673
23
Alexandria
Real
Estate
Equities
Inc
3.550%
3/15/52
15,052
50
Allstate
Corp/The
5.250%
3/30/33
48,803
20
Ally
Financial
Inc
7.100%
11/15/27
20,653
18
Ally
Financial
Inc
2.200%
11/02/28
15,226
11
Ally
Financial
Inc
8.000%
11/01/31
11,909
30
American
Express
Co
5.098%
2/16/28
29,662
13
American
Homes
4
Rent
LP
3.625%
4/15/32
11,119
50
American
International
Group
Inc
4.750%
4/01/48
43,452
9
Aon
Corp
2.800%
5/15/30
7,750
1
Aon
Corp
/
Aon
Global
Holdings
PLC
2.600%
12/02/31
816
100
Aon
Corp
/
Aon
Global
Holdings
PLC
5.350%
2/28/33
97,268
5
Ares
Capital
Corp
3.875%
1/15/26
4,814
30
Ares
Capital
Corp
7.000%
1/15/27
30,535
30
Arthur
J
Gallagher
&
Co
6.750%
2/15/54
32,304
7
Assurant
Inc
3.700%
2/22/30
6,144
10
Assurant
Inc
2.650%
1/15/32
7,999
1
Athene
Holding
Ltd
6.150%
4/03/30
1,018
30
Athene
Holding
Ltd
6.250%
4/01/54
29,160
7
AXIS
Specialty
Finance
PLC
4.000%
12/06/27
6,630
64
Banco
Santander
SA
2.749%
12/03/30
52,077
34
Bank
of
America
Corp
4.948%
7/22/28
33,354
120
Bank
of
America
Corp
5.015%
7/22/33
114,561
100
Bank
of
America
Corp
5.872%
9/15/34
100,182
10
Bank
of
Montreal
5.920%
9/25/25
10,048
40
Bank
of
New
York
Mellon
Corp/
The
4.947%
4/26/27
39,586
47
Bank
of
Nova
Scotia/The
3.625%
10/27/81
37,401
11
BankUnited
Inc
5.125%
6/11/30
9,912
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
3
Barclays
PLC
2.852%
5/07/26
$
2,907
3
Barclays
PLC
5.200%
5/12/26
2,944
70
Barclays
PLC
5.501%
8/09/28
69,000
3
Barclays
PLC
5.088%
6/20/30
2,829
4
Barclays
PLC
2.667%
3/10/32
3,242
14
Barclays
PLC
2.894%
11/24/32
11,349
4
Barclays
PLC
3.811%
3/10/42
2,973
14
Blackstone
Private
Credit
Fund
2.625%
12/15/26
12,710
16
Blackstone
Secured
Lending
Fund
2.125%
2/15/27
14,329
18
Blue
Owl
Capital
Corp
4.250%
1/15/26
17,393
1
Blue
Owl
Capital
Corp
2.625%
1/15/27
909
14
Blue
Owl
Credit
Income
Corp
4.700%
2/08/27
13,230
5
Boston
Properties
LP
3.400%
6/21/29
4,376
14
Brighthouse
Financial
Inc
5.625%
5/15/30
13,823
24
Brown
&
Brown
Inc
2.375%
3/15/31
19,348
30
Canadian
Imperial
Bank
of
Commerce
5.001%
4/28/28
29,398
4
Capital
One
Financial
Corp
4.250%
4/30/25
3,940
6
Capital
One
Financial
Corp
1.878%
11/02/27
5,442
44
Capital
One
Financial
Corp
3.800%
1/31/28
41,226
21
Capital
One
Financial
Corp
4.927%
5/10/28
20,496
7
Capital
One
Financial
Corp
3.273%
3/01/30
6,180
46
Capital
One
Financial
Corp
2.359%
7/29/32
34,897
1
Capital
One
Financial
Corp
5.268%
5/10/33
947
50
Charles
Schwab
Corp/The
5.643%
5/19/29
50,079
36
CI
Financial
Corp
3.200%
12/17/30
28,660
1
Citigroup
Inc
3.070%
2/24/28
933
10
Citigroup
Inc
4.658%
5/24/28
9,754
100
Citigroup
Inc
4.412%
3/31/31
93,345
60
Citigroup
Inc
4.910%
5/24/33
56,310
50
Citigroup
Inc
5.827%
2/13/35
48,123
32
Citizens
Financial
Group
Inc
2.500%
2/06/30
26,424
8
CNA
Financial
Corp
3.900%
5/01/29
7,423
8
CNO
Financial
Group
Inc
5.250%
5/30/29
7,691
20
Cooperatieve
Rabobank
UA
3.750%
7/21/26
19,094
3
COPT
Defense
Properties
LP
2.900%
12/01/33
2,283
46
Corebridge
Financial
Inc
3.850%
4/05/29
42,227
8
Deutsche
Bank
AG/New
York
NY
6.119%
7/14/26
7,994
4
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
3,764
4
Deutsche
Bank
AG/New
York
NY
2.311%
11/16/27
3,639
1
Deutsche
Bank
AG/New
York
NY
3.547%
9/18/31
860
70
Deutsche
Bank
AG/New
York
NY
7.079%
2/10/34
69,804
7
Discover
Financial
Services
4.500%
1/30/26
6,823
8
Discover
Financial
Services
4.100%
2/09/27
7,629
20
Discover
Financial
Services
7.964%
11/02/34
22,016
1
Elevance
Health
Inc
2.875%
9/15/29
882
51
Elevance
Health
Inc
4.100%
5/15/32
46,227
8
Elevance
Health
Inc
3.125%
5/15/50
5,213
13
Enstar
Group
Ltd
3.100%
9/01/31
10,376
10
EPR
Properties
3.750%
8/15/29
8,682
33
Equitable
Holdings
Inc
4.350%
4/20/28
31,434
13
Essex
Portfolio
LP
2.550%
6/15/31
10,538
24
Fairfax
Financial
Holdings
Ltd
4.625%
4/29/30
22,420
11
Federal
Realty
OP
LP
3.500%
6/01/30
9,719
21
Fidelity
National
Financial
Inc
3.400%
6/15/30
18,197
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
2
Fifth
Third
Bancorp
1.707%
11/01/27
$
1,808
3
Fifth
Third
Bancorp
3.950%
3/14/28
2,822
40
Fifth
Third
Bancorp
6.361%
10/27/28
40,323
11
First
American
Financial
Corp
2.400%
8/15/31
8,502
11
FS
KKR
Capital
Corp
3.250%
7/15/27
9,895
16
GATX
Corp
4.550%
11/07/28
15,373
20
GATX
Corp
6.050%
3/15/34
19,998
10
Goldman
Sachs
BDC
Inc
2.875%
1/15/26
9,516
6
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
5,478
80
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
77,290
4
Goldman
Sachs
Group
Inc/The
2.615%
4/22/32
3,275
16
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
12,804
81
Goldman
Sachs
Group
Inc/The
6.450%
5/01/36
84,080
13
Golub
Capital
BDC
Inc
2.050%
2/15/27
11,520
12
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
10,532
5
Healthcare
Realty
Holdings
LP
3.100%
2/15/30
4,260
11
Healthpeak
OP
LLC
2.875%
1/15/31
9,232
10
Hercules
Capital
Inc
3.375%
1/20/27
9,126
5
Highwoods
Realty
LP
3.050%
2/15/30
4,132
90
HSBC
Holdings
PLC
6.547%
6/20/34
91,083
96
HSBC
Holdings
PLC
6.800%
6/01/38
99,885
15
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
14,711
12
Huntington
Bancshares
Inc/OH
2.550%
2/04/30
10,008
8
Jackson
Financial
Inc
5.170%
6/08/27
7,880
2
Janus
Henderson
US
Holdings
Inc
4.875%
8/01/25
1,974
9
Jefferies
Financial
Group
Inc
4.150%
1/23/30
8,178
6
JPMorgan
Chase
&
Co
1.470%
9/22/27
5,442
10
JPMorgan
Chase
&
Co
6.070%
10/22/27
10,118
10
JPMorgan
Chase
&
Co
2.069%
6/01/29
8,739
4
JPMorgan
Chase
&
Co
3.702%
5/06/30
3,670
6
JPMorgan
Chase
&
Co
2.545%
11/08/32
4,868
12
JPMorgan
Chase
&
Co
4.912%
7/25/33
11,409
170
JPMorgan
Chase
&
Co
5.717%
9/14/33
169,359
12
Kemper
Corp
3.800%
2/23/32
9,891
57
KeyCorp
2.550%
10/01/29
47,296
5
Kilroy
Realty
LP
2.650%
11/15/33
3,575
2
Kimco
Realty
OP
LLC
2.250%
12/01/31
1,566
12
Kimco
Realty
OP
LLC
4.250%
4/01/45
9,147
11
Lazard
Group
LLC
4.500%
9/19/28
10,472
16
Lincoln
National
Corp
3.625%
12/12/26
15,220
63
Lloyds
Banking
Group
PLC
4.716%
8/11/26
62,009
11
Main
Street
Capital
Corp
3.000%
7/14/26
10,244
9
Manulife
Financial
Corp
4.061%
2/24/32
8,518
12
Markel
Group
Inc
3.350%
9/17/29
10,695
40
MetLife
Inc
5.375%
7/15/33
39,703
20
Mitsubishi
UFJ
Financial
Group
Inc
5.017%
7/20/28
19,686
3
Morgan
Stanley
4.350%
9/08/26
2,918
2
Morgan
Stanley
3.950%
4/23/27
1,915
60
Morgan
Stanley
3.622%
4/01/31
53,928
1
Morgan
Stanley
4.889%
7/20/33
942
100
Morgan
Stanley
5.424%
7/21/34
97,034
50
Morgan
Stanley
6.627%
11/01/34
52,759
1
Morgan
Stanley
2.484%
9/16/36
771
10
Nasdaq
Inc
3.850%
6/30/26
9,653
50
Nasdaq
Inc
5.550%
2/15/34
48,903
37
NatWest
Group
PLC
5.076%
1/27/30
35,749
3
NNN
REIT
Inc
2.500%
4/15/30
2,517
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
1
NNN
REIT
Inc
3.000%
4/15/52
$
604
4
Nomura
Holdings
Inc
1.851%
7/16/25
3,806
53
Nomura
Holdings
Inc
5.386%
7/06/27
52,554
4
Nomura
Holdings
Inc
2.710%
1/22/29
3,493
2
Nomura
Holdings
Inc
3.103%
1/16/30
1,733
1
Nomura
Holdings
Inc
2.679%
7/16/30
834
10
Oaktree
Specialty
Lending
Corp
2.700%
1/15/27
8,975
7
Old
Republic
International
Corp
3.875%
8/26/26
6,709
10
ORIX
Corp
4.000%
4/13/32
9,058
50
PNC
Financial
Services
Group
Inc/The
6.875%
10/20/34
53,070
13
Prospect
Capital
Corp
3.437%
10/15/28
11,001
8
Prudential
Financial
Inc
5.375%
5/15/45
7,914
7
Prudential
Financial
Inc
5.700%
9/15/48
6,798
1
Prudential
Financial
Inc
3.700%
10/01/50
855
2
Regency
Centers
LP
2.950%
9/15/29
1,758
7
Regency
Centers
LP
4.400%
2/01/47
5,477
24
Regions
Financial
Corp
1.800%
8/12/28
20,389
10
Reinsurance
Group
of
America
Inc
3.150%
6/15/30
8,725
30
Royal
Bank
of
Canada
5.200%
8/01/28
29,829
10
Sabra
Health
Care
LP
3.200%
12/01/31
8,035
7
Santander
Holdings
USA
Inc
3.244%
10/05/26
6,561
1
Santander
Holdings
USA
Inc
2.490%
1/06/28
906
32
Santander
UK
Group
Holdings
PLC
1.532%
8/21/26
30,150
30
State
Street
Corp
5.159%
5/18/34
28,992
12
Stifel
Financial
Corp
4.000%
5/15/30
10,740
60
Sumitomo
Mitsui
Financial
Group
Inc
5.520%
1/13/28
60,108
6
Sun
Communities
Operating
LP
4.200%
4/15/32
5,254
40
Toronto-Dominion
Bank/The
5.156%
1/10/28
39,671
50
Truist
Financial
Corp
7.161%
10/30/29
52,354
5
UDR
Inc
3.000%
8/15/31
4,236
17
Unum
Group
3.875%
11/05/25
16,424
60
US
Bancorp
5.775%
6/12/29
60,119
12
Ventas
Realty
LP
2.500%
9/01/31
9,633
1
Wells
Fargo
&
Co
3.526%
3/24/28
944
40
Wells
Fargo
&
Co
4.808%
7/25/28
38,976
100
Wells
Fargo
&
Co
5.389%
4/24/34
96,368
100
Wells
Fargo
&
Co
5.557%
7/25/34
97,474
6
Welltower
OP
LLC
2.800%
6/01/31
5,018
6
Welltower
OP
LLC
3.850%
6/15/32
5,284
37
Westpac
Banking
Corp
2.668%
11/15/35
29,891
14
Willis
North
America
Inc
4.500%
9/15/28
13,368
11
WP
Carey
Inc
2.450%
2/01/32
8,619
Total
Financials
4,200,397
Industrial
-
12.3%
9
Agilent
Technologies
Inc
2.750%
9/15/29
7,911
10
Allegion
plc
3.500%
10/01/29
9,034
43
Altria
Group
Inc
5.800%
2/14/39
41,992
1
Altria
Group
Inc
3.875%
9/16/46
708
5
American
Airlines
2016-2
Class
AA
Pass
Through
Trust2020
A
3.200%
6/15/28
4,322
19
American
Tower
Corp
2.100%
6/15/30
15,503
11
American
Tower
Corp
4.050%
3/15/32
9,829
1
Amgen
Inc
2.300%
2/25/31
825
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
88
Amgen
Inc
3.150%
2/21/40
$
64,211
6
Amgen
Inc
5.150%
11/15/41
5,507
1
Amgen
Inc
3.000%
1/15/52
633
11
Amgen
Inc
4.200%
2/22/52
8,476
11
Amphenol
Corp
2.200%
9/15/31
8,883
3
Aptiv
PLC
3.100%
12/01/51
1,769
3
Aptiv
PLC
/
Aptiv
Corp
3.250%
3/01/32
2,535
10
ArcelorMittal
SA
4.250%
7/16/29
9,394
9
AT&T
Inc
2.750%
6/01/31
7,532
40
AT&T
Inc
5.400%
2/15/34
39,082
67
AT&T
Inc
4.850%
3/01/39
59,693
40
AT&T
Inc
3.500%
6/01/41
29,660
4
Autodesk
Inc
2.400%
12/15/31
3,230
11
AutoNation
Inc
3.850%
3/01/32
9,512
13
AutoZone
Inc
4.000%
4/15/30
12,027
11
Barrick
North
America
Finance
LLC
5.700%
5/30/41
10,771
11
BAT
Capital
Corp
4.742%
3/16/32
10,274
8
BAT
Capital
Corp
4.390%
8/15/37
6,567
30
BAT
Capital
Corp
7.079%
8/02/43
31,080
2
Becton
Dickinson
&
Co
1.957%
2/11/31
1,599
13
Becton
Dickinson
&
Co
4.685%
12/15/44
11,165
22
Bell
Telephone
Co
of
Canada
or
Bell
Canada
3.650%
8/15/52
15,345
10
Best
Buy
Co
Inc
1.950%
10/01/30
8,096
24
Biogen
Inc
5.200%
9/15/45
21,517
45
Boeing
Co/The
5.705%
5/01/40
40,855
8
BorgWarner
Inc
4.375%
3/15/45
6,279
7
Boston
Scientific
Corp
4.550%
3/01/39
6,284
64
(b)
Broadcom
Inc
3.187%
11/15/36
49,075
17
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
13,911
6
Brunswick
Corp/DE
4.400%
9/15/32
5,275
11
Campbell
Soup
Co
2.375%
4/24/30
9,253
1
Canadian
Natural
Resources
Ltd
2.950%
7/15/30
859
5
Canadian
Natural
Resources
Ltd
5.850%
2/01/35
4,885
2
Canadian
Natural
Resources
Ltd
6.750%
2/01/39
2,078
8
Canadian
Pacific
Railway
Co
2.450%
12/02/31
7,085
3
Canadian
Pacific
Railway
Co
4.800%
8/01/45
2,620
14
Canadian
Pacific
Railway
Co
4.700%
5/01/48
11,775
10
Cardinal
Health
Inc
4.500%
11/15/44
8,127
4
Carlisle
Cos
Inc
2.200%
3/01/32
3,156
5
Carrier
Global
Corp
2.722%
2/15/30
4,314
6
Carrier
Global
Corp
3.577%
4/05/50
4,236
9
Cencora
Inc
2.700%
3/15/31
7,538
5
Cenovus
Energy
Inc
5.250%
6/15/37
4,568
10
CF
Industries
Inc
5.375%
3/15/44
8,953
18
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
4/01/38
14,913
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.500%
3/01/42
633
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
74
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
5/01/47
$
56,572
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.250%
4/01/53
751
2
Choice
Hotels
International
Inc
3.700%
1/15/31
1,710
10
Church
&
Dwight
Co
Inc
2.300%
12/15/31
8,091
33
Cigna
Group/The
4.900%
12/15/48
28,342
5
Clorox
Co/The
4.400%
5/01/29
4,802
11
Conagra
Brands
Inc
5.300%
11/01/38
10,075
16
Constellation
Brands
Inc
4.750%
5/09/32
15,118
10
Constellation
Brands
Inc
5.250%
11/15/48
9,039
10
Corning
Inc
3.900%
11/15/49
7,412
36
Crown
Castle
Inc
2.500%
7/15/31
29,048
31
CSX
Corp
4.100%
11/15/32
28,421
49
CVS
Health
Corp
4.875%
7/20/35
45,017
18
CVS
Health
Corp
4.780%
3/25/38
15,849
19
Dell
International
LLC
/
EMC
Corp
6.200%
7/15/30
19,552
7
Dell
International
LLC
/
EMC
Corp
8.350%
7/15/46
8,676
2
Dell
International
LLC
/
EMC
Corp
3.450%
12/15/51
1,316
9
Devon
Energy
Corp
5.600%
7/15/41
8,323
5
Diamondback
Energy
Inc
3.125%
3/24/31
4,331
16
Diamondback
Energy
Inc
4.250%
3/15/52
12,286
20
Dick's
Sporting
Goods
Inc
3.150%
1/15/32
16,500
61
Discovery
Communications
LLC
4.000%
9/15/55
38,258
7
Dollar
General
Corp
4.125%
4/03/50
5,160
11
Dollar
Tree
Inc
3.375%
12/01/51
6,905
10
Dover
Corp
2.950%
11/04/29
8,841
22
Dow
Chemical
Co/The
4.250%
10/01/34
19,726
8
Dow
Chemical
Co/The
5.250%
11/15/41
7,255
25
DuPont
de
Nemours
Inc
5.319%
11/15/38
23,697
16
Eastman
Chemical
Co
4.800%
9/01/42
13,504
14
eBay
Inc
2.600%
5/10/31
11,702
20
Energy
Transfer
LP
6.550%
12/01/33
20,839
22
Energy
Transfer
LP
5.800%
6/15/38
21,075
22
Energy
Transfer
LP
5.000%
5/15/44
18,461
7
Equifax
Inc
2.600%
12/15/25
6,657
22
Equifax
Inc
2.350%
9/15/31
17,649
3
Equinix
Inc
2.500%
5/15/31
2,446
17
Equinix
Inc
3.900%
4/15/32
15,035
14
Expedia
Group
Inc
3.250%
2/15/30
12,349
3
Expedia
Group
Inc
2.950%
3/15/31
2,556
20
FactSet
Research
Systems
Inc
3.450%
3/01/32
16,966
17
FedEx
Corp
3.100%
8/05/29
15,271
6
FedEx
Corp
3.900%
2/01/35
5,178
14
FedEx
Corp
4.050%
2/15/48
10,472
31
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
26,933
37
Fiserv
Inc
2.250%
6/01/27
33,619
50
Fiserv
Inc
5.625%
8/21/33
49,627
11
Fortune
Brands
Innovations
Inc
3.250%
9/15/29
9,812
20
Fox
Corp
6.500%
10/13/33
20,536
11
Freeport-McMoRan
Inc
4.250%
3/01/30
10,165
7
GE
Capital
Funding
LLC
4.550%
5/15/32
6,589
1
General
Electric
Co
4.350%
5/01/50
818
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
12
General
Mills
Inc
4.550%
4/17/38
$
10,397
32
General
Motors
Co
6.600%
4/01/36
32,927
10
General
Motors
Financial
Co
Inc
3.100%
1/12/32
8,246
12
Genuine
Parts
Co
2.750%
2/01/32
9,761
17
Gilead
Sciences
Inc
4.000%
9/01/36
14,596
9
Gilead
Sciences
Inc
4.750%
3/01/46
7,800
20
Gilead
Sciences
Inc
5.550%
10/15/53
19,411
6
Global
Payments
Inc
4.950%
8/15/27
5,880
6
Global
Payments
Inc
4.450%
6/01/28
5,723
5
Global
Payments
Inc
2.900%
5/15/30
4,261
1
Global
Payments
Inc
2.900%
11/15/31
821
9
Halliburton
Co
4.500%
11/15/41
7,630
8
Halliburton
Co
4.750%
8/01/43
6,947
10
Hasbro
Inc
3.900%
11/19/29
9,106
28
HCA
Inc
4.125%
6/15/29
26,017
20
HCA
Inc
4.375%
3/15/42
15,980
10
HCA
Inc
3.500%
7/15/51
6,489
4
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
4,119
10
Huntsman
International
LLC
2.950%
6/15/31
8,098
12
Ingredion
Inc
2.900%
6/01/30
10,363
8
International
Paper
Co
4.800%
6/15/44
6,846
7
International
Paper
Co
4.400%
8/15/47
5,597
6
J
M
Smucker
Co/The
2.125%
3/15/32
4,746
16
J
M
Smucker
Co/The
4.250%
3/15/35
14,063
16
Jabil
Inc
3.600%
1/15/30
14,160
12
Johnson
Controls
International
plc
4.950%
7/02/64
10,025
14
Kellanova
2.100%
6/01/30
11,629
15
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
13,283
13
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
10,584
41
Kinder
Morgan
Energy
Partners
LP
6.375%
3/01/41
40,641
1
Kinder
Morgan
Inc
3.600%
2/15/51
667
6
Kraft
Heinz
Foods
Co
4.250%
3/01/31
5,599
24
Kraft
Heinz
Foods
Co
5.500%
6/01/50
22,475
3
Kroger
Co/The
2.200%
5/01/30
2,497
1
Kroger
Co/The
1.700%
1/15/31
787
4
Kroger
Co/The
5.400%
1/15/49
3,727
5
L3Harris
Technologies
Inc
2.900%
12/15/29
4,360
8
L3Harris
Technologies
Inc
1.800%
1/15/31
6,326
10
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
8,350
2
Lear
Corp
3.500%
5/30/30
1,764
10
Lear
Corp
2.600%
1/15/32
7,976
2
Leggett
&
Platt
Inc
3.500%
11/15/51
1,267
5
Leidos
Inc
2.300%
2/15/31
4,033
10
Lowe's
Cos
Inc
4.500%
4/15/30
9,565
9
Lowe's
Cos
Inc
4.050%
5/03/47
6,838
31
Lowe's
Cos
Inc
4.250%
4/01/52
23,964
19
LYB
International
Finance
BV
5.250%
7/15/43
16,916
11
Marathon
Petroleum
Corp
6.500%
3/01/41
11,409
5
Marriott
International
Inc/MD
4.500%
10/01/34
4,449
6
Martin
Marietta
Materials
Inc
2.500%
3/15/30
5,117
3
Martin
Marietta
Materials
Inc
2.400%
7/15/31
2,441
1
Martin
Marietta
Materials
Inc
3.200%
7/15/51
659
14
Masco
Corp
2.000%
2/15/31
11,162
30
Mastercard
Inc
4.875%
3/09/28
29,845
13
McCormick
&
Co
Inc/MD
1.850%
2/15/31
10,328
45
McDonald's
Corp
4.700%
12/09/35
41,937
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
13
MDC
Holdings
Inc
3.966%
8/06/61
$
10,766
8
Molson
Coors
Beverage
Co
4.200%
7/15/46
6,272
16
Mondelez
International
Inc
3.000%
3/17/32
13,481
5
Mondelez
International
Inc
1.875%
10/15/32
3,864
7
Moody's
Corp
3.250%
1/15/28
6,556
35
Moody's
Corp
2.000%
8/19/31
27,814
4
Motorola
Solutions
Inc
2.300%
11/15/30
3,290
21
Motorola
Solutions
Inc
2.750%
5/24/31
17,447
42
MPLX
LP
4.500%
4/15/38
35,893
31
National
Fuel
Gas
Co
5.500%
1/15/26
30,768
3
NetApp
Inc
2.700%
6/22/30
2,544
20
Newmont
Corp
5.875%
4/01/35
20,226
6
Norfolk
Southern
Corp
3.000%
3/15/32
5,068
11
Norfolk
Southern
Corp
4.800%
8/15/43
9,364
18
Norfolk
Southern
Corp
3.700%
3/15/53
12,671
9
Northrop
Grumman
Corp
4.400%
5/01/30
8,565
20
Northrop
Grumman
Corp
5.200%
6/01/54
18,372
12
Nutrien
Ltd
5.625%
12/01/40
11,359
16
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
13,061
8
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
6,471
6
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.250%
11/30/51
3,824
13
ONEOK
Inc
5.150%
10/15/43
11,393
19
ONEOK
Partners
LP
6.125%
2/01/41
18,614
20
Oracle
Corp
2.875%
3/25/31
16,901
27
Oracle
Corp
3.800%
11/15/37
21,626
96
Oracle
Corp
3.650%
3/25/41
71,536
24
Orange
SA
5.375%
1/13/42
22,604
4
Owens
Corning
4.300%
7/15/47
3,127
3
Packaging
Corp
of
America
3.050%
10/01/51
1,899
8
Paramount
Global
4.950%
1/15/31
7,050
24
Paramount
Global
4.900%
8/15/44
16,810
14
Parker-Hannifin
Corp
4.450%
11/21/44
11,690
16
Phillips
66
4.650%
11/15/34
14,639
5
Phillips
66
5.875%
5/01/42
4,993
16
Phillips
66
3.300%
3/15/52
10,378
5
Phillips
66
Co
3.150%
12/15/29
4,440
23
Plains
All
American
Pipeline
LP
/
PAA
Finance
Corp
3.800%
9/15/30
20,612
30
Quanta
Services
Inc
2.350%
1/15/32
23,670
11
Quest
Diagnostics
Inc
2.800%
6/30/31
9,187
14
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
11,177
9
RELX
Capital
Inc
3.000%
5/22/30
7,920
5
Republic
Services
Inc
1.750%
2/15/32
3,851
13
Revvity
Inc
2.550%
3/15/31
10,676
33
Rogers
Communications
Inc
5.000%
3/15/44
28,530
11
Rogers
Communications
Inc
4.550%
3/15/52
8,700
1
Roper
Technologies
Inc
2.950%
9/15/29
881
10
Roper
Technologies
Inc
2.000%
6/30/30
8,177
18
Royalty
Pharma
PLC
2.150%
9/02/31
14,108
14
RPM
International
Inc
4.250%
1/15/48
10,901
3
RTX
Corp
1.900%
9/01/31
2,353
1
RTX
Corp
3.030%
3/15/52
622
50
RTX
Corp
6.400%
3/15/54
53,626
6
Sherwin-Williams
Co/The
2.200%
3/15/32
4,766
10
Sherwin-Williams
Co/The
4.000%
12/15/42
7,845
11
Sonoco
Products
Co
2.850%
2/01/32
9,049
7
Southern
Copper
Corp
5.250%
11/08/42
6,384
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
40
Spectra
Energy
Partners
LP
4.500%
3/15/45
$
31,991
9
Starbucks
Corp
3.550%
8/15/29
8,315
2
Starbucks
Corp
3.000%
2/14/32
1,699
21
Starbucks
Corp
3.350%
3/12/50
14,071
6
Steel
Dynamics
Inc
3.450%
4/15/30
5,369
16
Stryker
Corp
4.100%
4/01/43
12,968
24
Suncor
Energy
Inc
4.000%
11/15/47
17,527
3
Sysco
Corp
5.950%
4/01/30
3,066
15
Sysco
Corp
3.150%
12/14/51
9,547
12
Tapestry
Inc
3.050%
3/15/32
9,531
10
Teck
Resources
Ltd
6.000%
8/15/40
9,615
5
Teledyne
FLIR
LLC
2.500%
8/01/30
4,164
9
TELUS
Corp
4.300%
6/15/49
6,950
5
Textron
Inc
3.000%
6/01/30
4,310
28
Time
Warner
Cable
LLC
5.500%
9/01/41
22,289
1
T-Mobile
USA
Inc
2.250%
11/15/31
797
80
T-Mobile
USA
Inc
3.400%
10/15/52
52,856
10
T-Mobile
USA
Inc
6.000%
6/15/54
10,063
4
Trane
Technologies
Global
Holding
Co
Ltd
5.750%
6/15/43
3,980
16
TransCanada
PipeLines
Ltd
4.100%
4/15/30
14,747
19
TransCanada
PipeLines
Ltd
5.100%
3/15/49
16,608
5
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
4,405
26
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
19,155
4
Triton
Container
International
Ltd
/
TAL
International
Container
Corp
3.250%
3/15/32
3,170
11
Tyson
Foods
Inc
5.100%
9/28/48
9,410
15
United
Airlines
2014-1
Class
A
Pass
Through
Trust2020
A
4.000%
4/11/26
14,682
24
Vale
Overseas
Ltd
3.750%
7/08/30
21,133
23
Valero
Energy
Corp
3.650%
12/01/51
15,623
25
Verizon
Communications
Inc
2.550%
3/21/31
20,747
96
Verizon
Communications
Inc
2.355%
3/15/32
76,595
2
Verizon
Communications
Inc
3.400%
3/22/41
1,489
7
Verizon
Communications
Inc
2.850%
9/03/41
4,773
6
Verizon
Communications
Inc
4.000%
3/22/50
4,544
6
Verizon
Communications
Inc
3.875%
3/01/52
4,429
12
VF
Corp
2.950%
4/23/30
9,551
36
Viatris
Inc
3.850%
6/22/40
25,427
12
VICI
Properties
LP
5.125%
5/15/32
11,149
8
VMware
LLC
4.700%
5/15/30
7,588
6
Vodafone
Group
PLC
4.375%
2/19/43
4,907
27
Vodafone
Group
PLC
4.875%
6/19/49
22,869
12
Vontier
Corp
2.950%
4/01/31
9,823
13
Vulcan
Materials
Co
3.500%
6/01/30
11,678
20
Warnermedia
Holdings
Inc
4.279%
3/15/32
17,228
12
Warnermedia
Holdings
Inc
5.050%
3/15/42
9,606
12
Waste
Connections
Inc
2.200%
1/15/32
9,539
11
Western
Union
Co/The
1.350%
3/15/26
10,117
13
Westlake
Corp
3.125%
8/15/51
7,885
6
Weyerhaeuser
Co
4.000%
4/15/30
5,531
3
Weyerhaeuser
Co
3.375%
3/09/33
2,533
3
Whirlpool
Corp
4.700%
5/14/32
2,763
10
Whirlpool
Corp
5.150%
3/01/43
8,526
13
Williams
Cos
Inc/The
2.600%
3/15/31
10,763
13
Xylem
Inc/NY
2.250%
1/30/31
10,665
2
Zimmer
Biomet
Holdings
Inc
4.250%
8/15/35
1,712
6
Zimmer
Biomet
Holdings
Inc
5.750%
11/30/39
5,810
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
11
Zoetis
Inc
4.700%
2/01/43
$
9,586
Total
Industrial
3,489,575
Utility
-
15.3%
5
AEP
Texas
Inc
3.800%
10/01/47
3,497
100
AEP
Texas
Inc
5.250%
5/15/52
88,000
50
AEP
Transmission
Co
LLC
5.400%
3/15/53
46,691
9
Ameren
Corp
1.950%
3/15/27
8,169
8
Ameren
Corp
1.750%
3/15/28
6,969
4
American
Electric
Power
Co
Inc
4.300%
12/01/28
3,802
4
American
Electric
Power
Co
Inc
3.875%
2/15/62
3,572
50
American
Water
Capital
Corp
4.150%
6/01/49
39,554
30
Atmos
Energy
Corp
6.200%
11/15/53
31,844
30
Avangrid
Inc
3.200%
4/15/25
29,251
4
Black
Hills
Corp
3.150%
1/15/27
3,741
10
Black
Hills
Corp
4.200%
9/15/46
7,465
11
Black
Hills
Corp
3.875%
10/15/49
7,594
18
Cleco
Corporate
Holdings
LLC
4.973%
5/01/46
14,122
1
CMS
Energy
Corp
4.875%
3/01/44
887
100
Consolidated
Edison
Co
of
New
York
Inc
5.900%
11/15/53
100,511
101
Constellation
Energy
Generation
LLC
5.600%
6/15/42
94,974
20
Dayton
Power
&
Light
Co/The
3.950%
6/15/49
14,219
13
Delmarva
Power
&
Light
Co
4.000%
6/01/42
9,884
6
Dominion
Energy
Inc
3.600%
3/15/27
5,681
7
Dominion
Energy
Inc
4.900%
8/01/41
6,072
13
Dominion
Energy
Inc
4.850%
8/15/52
10,908
100
DTE
Energy
Co
5.100%
3/01/29
97,627
11
Duke
Energy
Corp
3.150%
8/15/27
10,236
1
Duke
Energy
Corp
4.300%
3/15/28
960
337
Duke
Energy
Corp
3.950%
8/15/47
246,153
1
Duke
Energy
Corp
5.000%
8/15/52
854
100
Duke
Energy
Indiana
LLC
5.400%
4/01/53
92,639
27
El
Paso
Electric
Co
5.000%
12/01/44
22,431
8
Emera
US
Finance
LP
3.550%
6/15/26
7,620
42
Emera
US
Finance
LP
4.750%
6/15/46
32,746
23
Enel
Chile
SA
4.875%
6/12/28
21,857
1
Entergy
Corp
0.900%
9/15/25
938
1
Entergy
Corp
1.900%
6/15/28
868
1
Entergy
Corp
3.750%
6/15/50
692
50
Entergy
Louisiana
LLC
5.350%
3/15/34
48,495
21
Essential
Utilities
Inc
3.351%
4/15/50
13,891
4
Eversource
Energy
0.800%
8/15/25
3,747
21
Eversource
Energy
3.300%
1/15/28
19,316
6
Eversource
Energy
3.450%
1/15/50
3,964
6
Exelon
Corp
2.750%
3/15/27
5,555
100
Exelon
Corp
5.450%
3/15/34
97,195
3
Exelon
Corp
4.950%
6/15/35
2,732
21
Exelon
Corp
5.100%
6/15/45
18,596
7
Exelon
Corp
4.450%
4/15/46
5,666
1
Exelon
Corp
4.700%
4/15/50
832
48
FirstEnergy
Pennsylvania
Electric
Co
6.150%
10/01/38
48,208
30
Fortis
Inc/Canada
3.055%
10/04/26
28,255
50
Georgia
Power
Co
5.004%
2/23/27
49,538
81
Georgia
Power
Co
3.700%
1/30/50
58,242
18
Iberdrola
International
BV
6.750%
7/15/36
19,619
10
Idaho
Power
Co
5.800%
4/01/54
9,704
10
Interstate
Power
and
Light
Co
4.100%
9/26/28
9,459
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
7
IPALCO
Enterprises
Inc
4.250%
5/01/30
$
6,424
1
ITC
Holdings
Corp
5.300%
7/01/43
902
12
National
Grid
USA
5.803%
4/01/35
11,665
100
National
Rural
Utilities
Cooperative
Finance
Corp
4.800%
3/15/28
98,349
50
National
Rural
Utilities
Cooperative
Finance
Corp
5.000%
2/07/31
48,545
18
NextEra
Energy
Capital
Holdings
Inc
4.450%
6/20/25
17,744
8
NextEra
Energy
Capital
Holdings
Inc
1.875%
1/15/27
7,271
100
NextEra
Energy
Capital
Holdings
Inc
4.900%
2/28/28
97,858
67
NextEra
Energy
Capital
Holdings
Inc
1.900%
6/15/28
58,248
4
NextEra
Energy
Capital
Holdings
Inc
3.500%
4/01/29
3,652
19
NextEra
Energy
Capital
Holdings
Inc
5.000%
7/15/32
18,267
100
NextEra
Energy
Capital
Holdings
Inc
6.700%
9/01/54
99,041
4
NextEra
Energy
Capital
Holdings
Inc
5.650%
5/01/79
3,800
3
NextEra
Energy
Capital
Holdings
Inc
3.800%
3/15/82
2,714
9
NiSource
Inc
3.490%
5/15/27
8,486
98
NiSource
Inc
5.950%
6/15/41
96,182
6
NiSource
Inc
5.650%
2/01/45
5,619
7
NiSource
Inc
3.950%
3/30/48
5,134
19
NiSource
Inc
5.000%
6/15/52
16,429
100
NSTAR
Electric
Co
4.950%
9/15/52
88,274
4
Oglethorpe
Power
Corp
5.950%
11/01/39
3,863
79
Oglethorpe
Power
Corp
4.200%
12/01/42
60,046
14
Oglethorpe
Power
Corp
4.250%
4/01/46
10,425
3
Oglethorpe
Power
Corp
5.050%
10/01/48
2,593
7
Oglethorpe
Power
Corp
5.250%
9/01/50
6,139
8
Pacific
Gas
and
Electric
Co
3.300%
12/01/27
7,349
9
Pacific
Gas
and
Electric
Co
3.000%
6/15/28
8,098
9
Pacific
Gas
and
Electric
Co
4.200%
3/01/29
8,392
100
Pacific
Gas
and
Electric
Co
5.900%
6/15/32
98,764
200
Pacific
Gas
and
Electric
Co
6.950%
3/15/34
211,365
109
Pacific
Gas
and
Electric
Co
4.200%
6/01/41
83,777
6
Pacific
Gas
and
Electric
Co
4.450%
4/15/42
4,687
8
Pacific
Gas
and
Electric
Co
3.750%
8/15/42
5,699
7
Pacific
Gas
and
Electric
Co
4.300%
3/15/45
5,222
7
Pacific
Gas
and
Electric
Co
4.000%
12/01/46
4,953
7
Pacific
Gas
and
Electric
Co
3.950%
12/01/47
4,908
106
Pacific
Gas
and
Electric
Co
4.950%
7/01/50
86,212
104
Pacific
Gas
and
Electric
Co
5.250%
3/01/52
87,414
170
PacifiCorp
5.500%
5/15/54
151,856
65
Piedmont
Natural
Gas
Co
Inc
3.640%
11/01/46
45,012
11
Piedmont
Natural
Gas
Co
Inc
3.350%
6/01/50
7,001
30
Pinnacle
West
Capital
Corp
1.300%
6/15/25
28,458
100
Potomac
Electric
Power
Co
5.500%
3/15/54
96,257
10
PPL
Capital
Funding
Inc
3.100%
5/15/26
9,557
1
PPL
Capital
Funding
Inc
4.125%
4/15/30
927
110
Public
Service
Co
of
Colorado
5.250%
4/01/53
98,526
100
Public
Service
Electric
and
Gas
Co
5.450%
8/01/53
96,226
50
Public
Service
Enterprise
Group
Inc
5.200%
4/01/29
49,075
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
26
Puget
Energy
Inc
2.379%
6/15/28
$
22,862
26
Puget
Energy
Inc
4.100%
6/15/30
23,504
1
Sempra
3.300%
4/01/25
978
4
Sempra
3.250%
6/15/27
3,727
52
Sempra
3.400%
2/01/28
48,222
98
Sempra
3.800%
2/01/38
77,801
19
Sempra
4.000%
2/01/48
14,049
4
Sempra
4.125%
4/01/52
3,617
20
Southern
California
Edison
Co
5.150%
6/01/29
19,681
100
Southern
California
Edison
Co
5.700%
3/01/53
95,335
1
Southern
Co
Gas
Capital
Corp
4.400%
5/30/47
794
1
Southern
Co/The
5.113%
8/01/27
985
100
Southern
Co/The
5.700%
3/15/34
99,695
51
Southern
Power
Co
4.950%
12/15/46
43,323
35
Southwest
Gas
Corp
4.150%
6/01/49
25,817
8
Southwestern
Electric
Power
Co
1.650%
3/15/26
7,442
4
Southwestern
Electric
Power
Co
4.100%
9/15/28
3,757
1
Southwestern
Electric
Power
Co
3.900%
4/01/45
722
109
Southwestern
Electric
Power
Co
3.250%
11/01/51
68,287
21
Southwestern
Public
Service
Co
6.000%
10/01/36
20,381
18
Spire
Inc
4.700%
8/15/44
14,557
50
Union
Electric
Co
5.200%
4/01/34
48,471
25
Union
Electric
Co
5.450%
3/15/53
23,443
100
Virginia
Electric
and
Power
Co
5.350%
1/15/54
92,750
80
WEC
Energy
Group
Inc
4.750%
1/15/28
78,432
11
Xcel
Energy
Inc
1.750%
3/15/27
9,888
1
Xcel
Energy
Inc
4.000%
6/15/28
941
7
Xcel
Energy
Inc
4.800%
9/15/41
5,899
Total
Utility
4,348,807
Total
Corporate
Debt
(cost
$13,586,753)
12,038,779
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
U.S.
TREASURY
-
26.8%
$
408
United
States
Treasury
Note/Bond
0.250%
9/30/25
380,811
100
United
States
Treasury
Note/Bond
4.875%
11/30/25
99,578
500
United
States
Treasury
Note/Bond
4.250%
12/31/25
492,988
425
United
States
Treasury
Note/Bond
0.375%
1/31/26
391,614
400
United
States
Treasury
Note/Bond
4.250%
1/31/26
394,359
425
United
States
Treasury
Note/Bond
0.750%
3/31/26
391,980
700
United
States
Treasury
Note/Bond
4.500%
3/31/26
692,973
704
United
States
Treasury
Note/Bond
0.750%
4/30/26
646,790
3
United
States
Treasury
Note/Bond
0.875%
6/30/26
2,566
3
United
States
Treasury
Note/Bond
1.250%
12/31/26
3,274
1,200
United
States
Treasury
Note/Bond
4.000%
1/15/27
1,172,391
250
United
States
Treasury
Note/Bond
4.250%
3/15/27
245,781
1
United
States
Treasury
Note/Bond
2.500%
3/31/27
936
30
United
States
Treasury
Note/Bond
2.750%
4/30/27
28,239
3
United
States
Treasury
Note/Bond
3.250%
6/30/27
2,670
0
(c)
United
States
Treasury
Note/Bond
2.750%
7/31/27
375
150
United
States
Treasury
Note/Bond
3.625%
5/31/28
143,607
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
105
United
States
Treasury
Note/Bond
4.375%
8/31/28
$
103,392
100
United
States
Treasury
Note/Bond
4.875%
10/31/28
100,457
150
United
States
Treasury
Note/Bond
3.125%
11/15/28
140,098
500
United
States
Treasury
Note/Bond
4.000%
1/31/29
484,473
400
United
States
Treasury
Note/Bond
4.250%
2/28/29
391,844
150
United
States
Treasury
Note/Bond
4.625%
4/30/29
149,426
100
United
States
Treasury
Note/Bond
4.250%
2/28/31
97,359
250
United
States
Treasury
Note/Bond
4.000%
2/15/34
236,719
350
United
States
Treasury
Note/Bond
3.375%
8/15/42
285,537
100
United
States
Treasury
Note/Bond
3.875%
2/15/43
87,355
370
United
States
Treasury
Note/Bond
4.500%
2/15/44
351,269
50
United
States
Treasury
Note/Bond
3.625%
5/15/53
40,867
25
United
States
Treasury
Note/Bond
4.750%
11/15/53
24,871
50
United
States
Treasury
Note/Bond
4.250%
2/15/54
45,773
Total
U.S.
Treasury
(cost
$7,970,189)
7,630,372
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
19.7%
$
250
American
Express
Credit
Account
Master
Trust
2022
2
3.390%
5/17/27
244,624
100
(b)
Avis
Budget
Rental
Car
Funding
AESOP
LLC
2020
1A
2.330%
8/20/26
96,423
50
BANK5
2023-5YR3
6.724%
9/15/56
51,722
50
BANK5
2023-5YR4
6.500%
12/15/56
51,346
100
BBCMS
Mortgage
Trust
2022-C17
4.174%
9/15/55
90,630
150
Benchmark
Mortgage
Trust
2021
B27
2.703%
7/15/54
104,084
45
BMO
Mortgage
Trust
2023
5C2
6.673%
11/15/56
46,397
150
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
146,892
5
Carmax
Auto
Owner
Trust
2022-3
3.810%
9/15/25
5,477
250
COMM
Mortgage
Trust
2015
LC19
3.527%
2/10/48
244,271
100
(b)
Dell
Equipment
Finance
Trust
2023
3
6.100%
4/23/29
100,201
24
Fannie
Mae
Pool
FN
MA1489
3.000%
7/01/43
20,632
60
Fannie
Mae
Pool
FN
MA3211
4.000%
12/01/47
55,191
36
Fannie
Mae
Pool
FN
MA3277
4.000%
2/01/48
33,276
81
Fannie
Mae
Pool
FN
MA3305
3.500%
3/01/48
71,014
25
Fannie
Mae
Pool
FN
MA3306
4.000%
3/01/48
22,419
49
Fannie
Mae
Pool
FN
MA3383
3.500%
6/01/48
43,437
325
Fannie
Mae
Pool
FN
MA3416
4.500%
7/01/48
305,584
43
Fannie
Mae
Pool
FN
MA3467
4.000%
9/01/48
39,500
47
Fannie
Mae
Pool
FN
MA3663
3.500%
5/01/49
40,602
71
Fannie
Mae
Pool
FN
MA3744
3.000%
8/01/49
59,828
238
Fannie
Mae
Pool
FN
MA4305
2021
MTGE
2.000%
4/01/51
180,719
117
Fannie
Mae
Pool
FN
MA4562
2.000%
3/01/52
88,375
247
Fannie
Mae
Pool
FN
MA4578
2.500%
4/01/52
195,565
87
Fannie
Mae
Pool
FN
MA4737
2022
1
5.000%
8/01/52
82,700
432
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
420,671
176
Fannie
Mae
Pool
FN
MA4761
5.000%
9/01/52
167,382
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
197,314
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K506
4.650%
8/25/28
196,083
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K507
4.800%
9/25/28
$
98,379
193
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
167,335
100
GM
Financial
Automobile
Leasing
Trust
2024-1
5.090%
3/22/27
99,349
86
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-2
3.100%
2/16/27
84,012
221
GS
Mortgage
Securities
Trust
2016-GS4
3.178%
11/10/49
208,620
100
(b)
Hertz
Vehicle
Financing
III
LLC
2022
1A
1.990%
6/25/26
96,627
4
Honda
Auto
Receivables
Owner
Trust
2022-2
3.810%
3/18/25
4,253
100
(b)
HPEFS
Equipment
Trust
2023
2A
6.040%
1/21/31
100,286
134
Hyundai
Auto
Receivables
Trust
2022-B
3.720%
11/16/26
132,396
100
John
Deere
Owner
Trust
2022
A
2.490%
1/16/29
95,902
25
Mercedes-Benz
Auto
Receivables
Trust
2024-1
4.790%
7/15/31
24,582
20
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2015-C20
3.249%
2/15/48
19,646
250
Morgan
Stanley
Capital
I
Trust
2021-L5
1.518%
5/15/54
225,915
100
(b)
OneMain
Financial
Issuance
Tru
2023
2A
6.170%
9/15/36
100,779
100
Santander
Drive
Auto
Receivabl
2023
4
6.040%
12/15/31
100,700
8
Santander
Drive
Auto
Receivables
Trust
2022-5
4.110%
8/17/26
7,587
80
(b)
Tesla
Auto
Lease
Trust
2023-A
5.860%
8/20/25
79,910
32
Toyota
Auto
Receivables
Owner
Trust
2022
C
3.830%
8/15/25
31,498
100
UNITED
STATES
2023
B
5.600%
2/15/29
100,293
100
Verizon
Master
Trust
2022
7
5.230%
11/22/27
99,787
250
Wells
Fargo
Commercial
Mortgage
Trust
2014-LC16
4.020%
8/15/50
249,129
67
(b)
Westlake
Automobile
Receivables
Trust
2022-1
2.750%
3/15/27
66,498
Total
Securitized
(cost
$5,973,571)
5,595,842
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
9.4%
Government
Agency
-
0.5%
$
20
Export-Import
Bank
of
Korea
2.500%
6/29/41
13,500
1
Federal
National
Mortgage
Association
1.875%
9/24/26
929
6
Federal
National
Mortgage
Association
5.625%
7/15/37
6,417
9
Tennessee
Valley
Authority
5.250%
9/15/39
9,038
129
Tennessee
Valley
Authority
3.500%
12/15/42
102,645
5
Tennessee
Valley
Authority
4.250%
9/15/52
4,194
Total
Government
Agency
136,723
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
-
4.3%
(d)
$
18
Bay
Area
Toll
Authority,
California,
Revenue
Bonds,
San
Francisco
Bay
Area
Toll
Bridge,
Series
2021
(Optional
Call:
4/31
at
100.00)
3.126%
4/01/55
$
11,848
26
Bay
Area
Toll
Authority,
California,
Revenue
Bonds,
San
Francisco
Bay
Area
Toll
Bridge,
Subordinate
Lien,
Build
America
Federally
Taxable
Bond
Series
2010S-1
(No
Opt.
Call)
6.918%
4/01/40
28,488
60
Board
of
Regents
of
the
University
of
Texas
System,
Revenue
Financing
System
Bonds,
Green
Series
2016B
(No
Opt.
Call)
3.852%
8/15/46
47,522
42
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B
(No
Opt.
Call)
2.719%
11/01/52
26,913
10
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B
(Optional
Call:
11/31
at
100.00)
2.939%
11/01/52
6,499
50
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018
(Optional
Call:
4/28
at
100.00)
4.500%
4/01/33
47,628
70
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018
(Optional
Call:
4/28
at
100.00)
4.600%
4/01/38
64,913
50
California
State,
General
Obligation
Bonds,
Various
Purpose
Build
America
Taxable
Bond
Series
2010
(No
Opt.
Call)
7.625%
3/01/40
58,581
10
Chicago
Greater
Metropolitan
Water
Reclamation
District,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2009
(No
Opt.
Call)
5.720%
12/01/38
9,988
29
Chicago
Transit
Authority,
Illinois,
Sales
and
Transfer
Tax
Receipts
Revenue
Bonds,
Pension
Funding
Taxable
Series
2008B
(No
Opt.
Call)
6.899%
12/01/40
31,758
47
Chicago,
Illinois,
General
Airport
Revenue
Bonds,
O'Hare
International
Airport,
Taxable
Senior
Lien
Series
2018C
(No
Opt.
Call)
4.572%
1/01/54
41,434
40
Commonwealth
Financing
Authority,
Pennsylvania,
Revenue
Bonds,
Taxable
Series
2021A
(No
Opt.
Call)
2.991%
6/01/42
28,771
6
Commonwealth
Financing
Authority,
Pennsylvania,
State
Appropriation
Lease
Bonds,
Plancon
Program,
Taxable
Series
2018A
(No
Opt.
Call)
3.864%
6/01/38
5,263
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
10
Cook
County,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010D
(No
Opt.
Call)
6.229%
11/15/34
$
10,305
40
Dallas
Area
Rapid
Transit,
Texas,
Sales
Tax
Revenue
Bonds,
Taxable
Refunding
Senior
Lien
Series
2021A
(Optional
Call:
12/31
at
100.00)
2.613%
12/01/48
26,296
20
Dallas
Fort
Worth
International
Airport,
Texas, Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A
(No
Opt.
Call)
4.087%
11/01/51
16,197
20
Dallas
Fort
Worth
International
Airport,
Texas, Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A
(Optional
Call:
11/32
at
100.00)
4.507%
11/01/51
17,334
40
Dallas-Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Taxable
Refunding
Series
2021C
(Optional
Call:
11/31
at
100.00)
2.843%
11/01/46
27,850
1
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2021C
(No
Opt.
Call)
2.202%
3/15/34
771
40
Grand
Parkway
Transportation
Corporation,
Texas,
System
Toll
Revenue
Bonds,
Taxable
Refunding
Subordinate
Lien
Series
2020B.
Tela
Supported
(Optional
Call:
4/30
at
100.00)
3.236%
10/01/52
27,686
126
Illinois
State,
General
Obligation
Bonds,
Pension
Funding
Series
2003
(No
Opt.
Call)
5.100%
6/01/33
123,163
40
Kansas
Development
Finance
Authority,
Kansas,
Revenue
Bonds,
State
of
Kansas
KPERS
Projects,
Taxable
Series
2021K
(No
Opt.
Call)
2.774%
5/01/51
26,405
30
Los
Angeles
Community
College
District,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010
(No
Opt.
Call)
6.750%
8/01/49
33,962
5
Los
Angeles
Department
of
Water
and
Power,
California,
Waterworks
Revenue
Bonds,
Taxable
Build
America
Bond
Series
2009C
(No
Opt.
Call)
6.008%
7/01/39
5,124
36
Los
Angeles
Unified
School
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2009KRY
(No
Opt.
Call)
5.750%
7/01/34
36,311
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
11
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Trinity
Health
Credit
Group,
Taxable
Refunding
Series
2019-T
(No
Opt.
Call)
3.384%
12/01/40
$
8,611
21
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Washington
University,
Series
2016B
(No
Opt.
Call)
3.086%
9/15/51
14,024
36
Municipal
Electric
Authority
of
Georgia,
Plant
Vogtle
Units
3
&
4
Project
J
Bonds,
Taxable
Build
America
Bonds
Series
2010A
(No
Opt.
Call)
6.637%
4/01/57
38,641
45
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Build
America
Taxable
Bonds,
Series
2010A
(No
Opt.
Call)
7.102%
1/01/41
50,265
1
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Revenue
Bonds,
Second
Generation
Resolution,
Build
America
Taxable
Bonds,
Fiscal
2011
Series
AA
(No
Opt.
Call)
5.440%
6/15/43
951
15
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Build
America
Taxable
Bonds,
Series
2010B-1
(No
Opt.
Call)
5.572%
11/01/38
14,823
50
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier
Taxable
Series
2021A
(Optional
Call:
1/31
at
100.00)
3.011%
1/01/43
36,239
10
Ohio
State
University,
General
Receipts
Bonds,
Build
America
Taxable
Bond
Series
2010C
(No
Opt.
Call)
4.910%
6/01/40
9,415
100
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Twenty-Fifth
Series
2021
(Optional
Call:
7/31
at
100.00)
3.175%
7/15/60
65,494
39
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.300%
1/29/31
30,914
75
Sales
Tax
Securitization
Corporation,
Illinois,
Series
2021
(No
Opt.
Call)
3.238%
1/01/42
57,946
90
Texas
Transportation
Commission,
General
Obligation
Bonds,
Mobility
Fund,
Refunding
Series
2020
(Optional
Call:
10/30
at
100.00)
2.472%
10/01/44
59,512
93
The
Rector
and
Visitors
of
the
University
of
Virginia,
General
Revenue
Bonds,
Taxable
Pledge
and
Refunding
Series
2020
(Optional
Call:
3/50
at
100.00)
2.256%
9/01/50
52,953
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
32
Tucson,
Arizona,
Certificates
of
Participation,
Taxable
Series
2021A
(No
Opt.
Call)
2.856%
7/01/47
$
22,452
Total
Municipal
Bonds
1,223,250
Sovereign
Debt
-
4.6%
1
Chile
Government
International
Bond
3.625%
10/30/42
738
102
Chile
Government
International
Bond
3.500%
1/25/50
69,951
13
Chile
Government
International
Bond
4.000%
1/31/52
9,623
13
Chile
Government
International
Bond
3.250%
9/21/71
7,615
9
Colombia
Government
International
Bond
4.125%
2/22/42
5,717
13
Colombia
Government
International
Bond
5.000%
6/15/45
8,950
19
Colombia
Government
International
Bond
5.200%
5/15/49
13,072
13
Colombia
Government
International
Bond
4.125%
5/15/51
7,563
13
Colombia
Government
International
Bond
3.875%
2/15/61
7,011
1
Hungary
Government
International
Bond
7.625%
3/29/41
1,109
1
Indonesia
Government
International
Bond
4.350%
1/11/48
817
1
Indonesia
Government
International
Bond
5.350%
2/11/49
948
143
Indonesia
Government
International
Bond
4.300%
3/31/52
114,027
15
Indonesia
Government
International
Bond
3.350%
3/12/71
9,181
20
Inter-American
Development
Bank
4.375%
1/24/44
18,125
28
Israel
Government
International
Bond
4.500%
1/30/43
22,467
80
Israel
Government
International
Bond
4.125%
1/17/48
57,997
11
Korea
International
Bond
3.875%
9/20/48
8,773
70
Mexico
Government
International
Bond
4.280%
8/14/41
53,618
200
Mexico
Government
International
Bond
4.750%
3/08/44
157,911
200
Mexico
Government
International
Bond
6.338%
5/04/53
186,046
98
Panama
Government
International
Bond
4.500%
5/15/47
64,445
130
Panama
Government
International
Bond
3.870%
7/23/60
70,987
93
Peruvian
Government
International
Bond
3.300%
3/11/41
65,718
17
Peruvian
Government
International
Bond
3.550%
3/10/51
11,371
5
Peruvian
Government
International
Bond
2.780%
12/01/60
2,623
1
Peruvian
Government
International
Bond
3.600%
1/15/72
608
16
Peruvian
Government
International
Bond
3.230%
7/28/21
8,381
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
10
Philippine
Government
International
Bond
5.000%
1/13/37
$
9,504
19
Philippine
Government
International
Bond
3.700%
3/01/41
14,812
200
Philippine
Government
International
Bond
3.200%
7/06/46
135,420
60
Republic
of
Italy
Government
International
Bond
4.000%
10/17/49
41,968
30
Republic
of
Poland
Government
International
Bond
5.500%
4/04/53
28,425
17
Uruguay
Government
International
Bond
5.100%
6/18/50
15,462
90
Uruguay
Government
International
Bond
4.975%
4/20/55
79,204
Total
Sovereign
Debt
1,310,187
Total
Government
Related
(cost
$3,611,656)
2,670,160
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
0.1%
Communication
Services
-
0.0%
$
16
Deutsche
Telekom
International
Finance
BV
8.750%
6/15/30
18,449
Total
Communication
Services
18,449
Financials
-
0.1%
20
Citigroup
Inc
4.450%
9/29/27
19,247
Total
Financials
19,247
Total
Corporate
Bonds
(cost
$43,702)
37,696
Total
Long-Term
Investments
(cost
$31,185,871)
27,972,849
Other
Assets
&
Liabilities,
Net
-
1.6%
461,633
Net
Assets
-
100%
$
28,434,482
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
12,038,779
$
–
$
12,038,779
U.S.
Treasury
–
7,630,372
–
7,630,372
Securitized
–
5,595,842
–
5,595,842
Government
Related
–
2,670,160
–
2,670,160
Corporate
Bonds
–
37,696
–
37,696
Total
$
–
$
27,972,849
$
–
$
27,972,849
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$689,800
or
2.5%
of
Total
Investments.
(c)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(d)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
REIT
Real
Estate
Investment
Trust
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.5%
X
–
U.S.
TREASURY
-
59.1%
$
350
United
States
Treasury
Note/Bond
3.875%
3/31/25
$
345,710
100
United
States
Treasury
Note/Bond
3.875%
4/30/25
98,666
100
United
States
Treasury
Note/Bond
0.250%
5/31/25
94,789
600
United
States
Treasury
Note/Bond
4.250%
5/31/25
593,672
500
United
States
Treasury
Note/Bond
4.625%
6/30/25
496,660
200
United
States
Treasury
Note/Bond
0.250%
7/31/25
188,125
350
United
States
Treasury
Note/Bond
4.750%
7/31/25
348,127
150
United
States
Treasury
Note/Bond
4.875%
11/30/25
149,367
200
United
States
Treasury
Note/Bond
0.375%
12/31/25
184,984
200
United
States
Treasury
Note/Bond
4.250%
12/31/25
197,195
250
United
States
Treasury
Note/Bond
3.875%
1/15/26
244,961
800
United
States
Treasury
Note/Bond
4.000%
2/15/26
785,156
300
United
States
Treasury
Note/Bond
0.750%
4/30/26
275,777
50
United
States
Treasury
Note/Bond
0.875%
6/30/26
45,814
100
United
States
Treasury
Note/Bond
1.125%
10/31/26
91,105
100
United
States
Treasury
Note/Bond
1.250%
12/31/26
90,949
900
United
States
Treasury
Note/Bond
1.875%
2/28/27
828,773
300
United
States
Treasury
Note/Bond
2.500%
3/31/27
280,863
850
United
States
Treasury
Note/Bond
2.750%
4/30/27
800,096
850
United
States
Treasury
Note/Bond
2.625%
5/31/27
795,879
150
United
States
Treasury
Note/Bond
3.250%
6/30/27
143,022
250
United
States
Treasury
Note/Bond
2.750%
7/31/27
234,336
150
United
States
Treasury
Note/Bond
3.125%
8/31/27
142,131
500
United
States
Treasury
Note/Bond
4.125%
10/31/27
488,535
500
United
States
Treasury
Note/Bond
3.875%
11/30/27
484,375
100
United
States
Treasury
Note/Bond
3.875%
12/31/27
96,836
500
United
States
Treasury
Note/Bond
3.500%
1/31/28
477,520
300
United
States
Treasury
Note/Bond
4.000%
2/29/28
291,563
700
United
States
Treasury
Note/Bond
3.625%
3/31/28
670,852
700
United
States
Treasury
Note/Bond
3.500%
4/30/28
667,324
400
United
States
Treasury
Note/Bond
3.625%
5/31/28
382,953
200
United
States
Treasury
Note/Bond
4.000%
6/30/28
194,156
75
United
States
Treasury
Note/Bond
4.125%
7/31/28
73,146
300
United
States
Treasury
Note/Bond
4.625%
9/30/28
298,301
250
United
States
Treasury
Note/Bond
4.375%
11/30/28
246,211
300
United
States
Treasury
Note/Bond
4.000%
1/31/29
290,684
500
United
States
Treasury
Note/Bond
4.250%
2/28/29
489,805
300
United
States
Treasury
Note/Bond
4.125%
3/31/29
292,172
500
United
States
Treasury
Note/Bond
4.625%
4/30/29
498,086
Total
U.S.
Treasury
(cost
$13,810,084)
13,398,676
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
DEBT
-
23.8%
Financials
-
10.8%
$
60
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.875%
1/23/28
$
56,120
10
Aflac
Inc
1.125%
3/15/26
9,230
20
Air
Lease
Corp
2.875%
1/15/26
19,034
20
Ally
Financial
Inc
7.100%
11/15/27
20,653
50
American
Express
Co
5.850%
11/05/27
50,756
60
Banco
Santander
SA
1.722%
9/14/27
54,308
121
Bank
of
America
Corp
1.734%
7/22/27
111,010
100
Bank
of
America
Corp
4.376%
4/27/28
96,654
40
Bank
of
Montreal
5.717%
9/25/28
40,447
50
Bank
of
New
York
Mellon
Corp/
The
0.750%
1/28/26
46,138
50
Bank
of
Nova
Scotia/The
1.350%
6/24/26
45,861
80
Barclays
PLC
2.279%
11/24/27
73,042
11
Boston
Properties
LP
2.750%
10/01/26
10,182
20
Brixmor
Operating
Partnership
LP
3.900%
3/15/27
18,942
20
Camden
Property
Trust
5.850%
11/03/26
20,156
20
Canadian
Imperial
Bank
of
Commerce
3.945%
8/04/25
19,589
24
Capital
One
Financial
Corp
7.149%
10/29/27
24,698
14
Capital
One
Financial
Corp
3.800%
1/31/28
13,117
20
Centene
Corp
4.250%
12/15/27
18,860
20
Charles
Schwab
Corp/The
1.150%
5/13/26
18,370
17
Charles
Schwab
Corp/The
2.450%
3/03/27
15,659
10
Charles
Schwab
Corp/The
5.643%
5/19/29
10,016
100
Citigroup
Inc
4.658%
5/24/28
97,537
20
Citizens
Financial
Group
Inc
2.850%
7/27/26
18,667
20
Cooperatieve
Rabobank
UA
4.375%
8/04/25
19,582
50
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
47,044
30
Digital
Realty
Trust
LP
3.700%
8/15/27
28,358
20
Elevance
Health
Inc
3.650%
12/01/27
18,871
10
Equitable
Holdings
Inc
4.350%
4/20/28
9,526
20
Fifth
Third
Bancorp
1.707%
11/01/27
18,077
20
GATX
Corp
3.250%
9/15/26
18,940
100
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
96,613
14
Goldman
Sachs
Group
Inc/The
6.484%
10/24/29
14,446
20
Healthpeak
OP
LLC
3.250%
7/15/26
19,020
112
HSBC
Holdings
PLC
4.755%
6/09/28
108,710
10
Humana
Inc
5.750%
12/01/28
10,039
10
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
9,807
30
ING
Groep
NV
1.726%
4/01/27
27,765
160
JPMorgan
Chase
&
Co
2.947%
2/24/28
148,930
48
JPMorgan
Chase
&
Co
4.851%
7/25/28
47,017
30
Kimco
Realty
OP
LLC
3.800%
4/01/27
28,633
10
Lincoln
National
Corp
3.625%
12/12/26
9,512
50
Lloyds
Banking
Group
PLC
4.582%
12/10/25
48,790
20
M&T
Bank
Corp
7.413%
10/30/29
20,738
10
Manulife
Financial
Corp
4.150%
3/04/26
9,771
40
Mizuho
Financial
Group
Inc
2.651%
5/22/26
38,720
90
Morgan
Stanley
4.679%
7/17/26
88,830
83
Morgan
Stanley
5.164%
4/20/29
81,644
40
Nasdaq
Inc
5.350%
6/28/28
39,792
30
NatWest
Group
PLC
4.800%
4/05/26
29,475
5
ORIX
Corp
5.000%
9/13/27
4,923
10
PNC
Financial
Services
Group
Inc/The
1.150%
8/13/26
9,102
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
30
PNC
Financial
Services
Group
Inc/The
6.615%
10/20/27
$
30,655
10
Progressive
Corp/The
2.500%
3/15/27
9,276
50
Royal
Bank
of
Canada
1.200%
4/27/26
46,006
30
Santander
Holdings
USA
Inc
2.490%
1/06/28
27,184
20
Santander
UK
Group
Holdings
PLC
1.673%
6/14/27
18,233
10
SITE
Centers
Corp
4.700%
6/01/27
9,780
20
State
Street
Corp
5.820%
11/04/28
20,273
68
Sumitomo
Mitsui
Financial
Group
Inc
3.784%
3/09/26
65,915
10
Synchrony
Financial
4.875%
6/13/25
9,833
10
Toronto-Dominion
Bank/The
1.200%
6/03/26
9,162
40
Toronto-Dominion
Bank/The
1.250%
9/10/26
36,278
10
Truist
Financial
Corp
4.260%
7/28/26
9,810
40
Truist
Financial
Corp
7.161%
10/30/29
41,883
30
UBS
Group
AG
4.550%
4/17/26
29,327
50
UnitedHealth
Group
Inc
4.600%
4/15/27
49,167
50
US
Bancorp
3.100%
4/27/26
47,760
20
Ventas
Realty
LP
3.850%
4/01/27
19,052
10
Willis
North
America
Inc
4.650%
6/15/27
9,719
Total
Financials
2,451,034
Industrial
-
11.4%
20
3M
Co
2.250%
9/19/26
18,571
50
Adobe
Inc
4.850%
4/04/27
49,756
10
Amcor
Finance
USA
Inc
3.625%
4/28/26
9,587
50
American
Honda
Finance
Corp
5.250%
7/07/26
49,894
40
American
Tower
Corp
3.650%
3/15/27
37,962
60
Amgen
Inc
3.200%
11/02/27
55,950
30
Astrazeneca
Finance
LLC
1.200%
5/28/26
27,604
50
AT&T
Inc
1.700%
3/25/26
46,563
20
AutoZone
Inc
5.050%
7/15/26
19,854
10
Baxter
International
Inc
2.600%
8/15/26
9,362
30
Bristol-Myers
Squibb
Co
3.200%
6/15/26
28,738
30
Broadcom
Corp
/
Broadcom
Cayman
Finance
Ltd
3.875%
1/15/27
28,789
20
Canadian
Pacific
Railway
Co
1.750%
12/02/26
18,242
10
Carrier
Global
Corp
5.800%
11/30/25
10,018
37
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
34,576
20
Celanese
US
Holdings
LLC
6.165%
7/15/27
20,117
30
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
6.150%
11/10/26
30,074
21
Cigna
Group/The
1.250%
3/15/26
19,389
50
Cisco
Systems
Inc
4.900%
2/26/26
49,733
20
CNH
Industrial
Capital
LLC
1.450%
7/15/26
18,277
70
Comcast
Corp
3.300%
4/01/27
66,379
20
Conagra
Brands
Inc
5.300%
10/01/26
19,860
30
Crown
Castle
Inc
2.900%
3/15/27
27,800
4
Dell
International
LLC
/
EMC
Corp
6.020%
6/15/26
4,023
20
Dell
International
LLC
/
EMC
Corp
5.250%
2/01/28
19,909
10
Discovery
Communications
LLC
3.950%
3/20/28
9,304
10
Dollar
General
Corp
4.625%
11/01/27
9,722
10
DXC
Technology
Co
1.800%
9/15/26
9,058
20
eBay
Inc
1.400%
5/10/26
18,416
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
10
Equinix
Inc
1.450%
5/15/26
$
9,176
10
Equinix
Inc
1.800%
7/15/27
8,895
20
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
17,376
20
Fiserv
Inc
5.450%
3/02/28
19,941
10
Fortive
Corp
3.150%
6/15/26
9,537
20
General
Mills
Inc
4.200%
4/17/28
19,147
50
General
Motors
Financial
Co
Inc
5.400%
4/06/26
49,687
50
General
Motors
Financial
Co
Inc
5.800%
1/07/29
49,879
30
Gilead
Sciences
Inc
2.950%
3/01/27
28,196
10
Global
Payments
Inc
4.950%
8/15/27
9,800
50
HCA
Inc
3.125%
3/15/27
46,764
31
Home
Depot
Inc/The
2.125%
9/15/26
28,911
10
Home
Depot
Inc/The
4.900%
4/15/29
9,896
20
HP
Inc
1.450%
6/17/26
18,336
10
Illumina
Inc
5.750%
12/13/27
9,999
40
Intel
Corp
2.600%
5/19/26
37,869
40
International
Business
Machines
Corp
3.300%
5/15/26
38,435
10
IQVIA
Inc
6.250%
2/01/29
10,163
10
Jabil
Inc
4.250%
5/15/27
9,586
20
John
Deere
Capital
Corp
0.700%
1/15/26
18,524
43
John
Deere
Capital
Corp
4.950%
7/14/28
42,643
30
Johnson
&
Johnson
0.550%
9/01/25
28,238
10
Kellanova
3.400%
11/15/27
9,346
50
Keurig
Dr
Pepper
Inc
5.050%
3/15/29
49,267
10
Kinder
Morgan
Inc
1.750%
11/15/26
9,120
30
Kinder
Morgan
Inc
4.300%
3/01/28
28,814
20
Kraft
Heinz
Foods
Co
3.000%
6/01/26
19,091
10
Kyndryl
Holdings
Inc
2.050%
10/15/26
9,142
10
Laboratory
Corp
of
America
Holdings
3.600%
9/01/27
9,449
10
Lennox
International
Inc
1.700%
8/01/27
8,885
30
Lowe's
Cos
Inc
4.800%
4/01/26
29,657
10
Marathon
Petroleum
Corp
5.125%
12/15/26
9,903
20
Mastercard
Inc
4.875%
3/09/28
19,897
10
McKesson
Corp
1.300%
8/15/26
9,112
50
Microsoft
Corp
2.400%
8/08/26
47,111
10
Mondelez
International
Inc
2.625%
3/17/27
9,284
10
Motorola
Solutions
Inc
4.600%
2/23/28
9,699
30
MPLX
LP
4.125%
3/01/27
28,922
20
MPLX
LP
4.250%
12/01/27
19,160
10
National
Fuel
Gas
Co
5.200%
7/15/25
9,915
10
Nokia
Oyj
4.375%
6/12/27
9,571
16
ONEOK
Inc
5.550%
11/01/26
15,983
70
Oracle
Corp
2.800%
4/01/27
65,028
20
PACCAR
Financial
Corp
5.050%
8/10/26
19,936
10
Parker-Hannifin
Corp
4.250%
9/15/27
9,673
10
PayPal
Holdings
Inc
3.900%
6/01/27
9,612
30
PepsiCo
Inc
5.125%
11/10/26
29,992
10
PepsiCo
Inc
2.625%
3/19/27
9,332
50
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/26
49,146
20
Phillips
66
Co
3.750%
3/01/28
18,806
30
Procter
&
Gamble
Co/The
1.900%
2/01/27
27,703
10
(b)
Regal
Rexnord
Corp
6.050%
4/15/28
9,981
10
Republic
Services
Inc
2.900%
7/01/26
9,527
20
Rogers
Communications
Inc
3.200%
3/15/27
18,762
20
Roper
Technologies
Inc
1.400%
9/15/27
17,530
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
11
Ryder
System
Inc
2.850%
3/01/27
$
10,235
50
Ryder
System
Inc
6.300%
12/01/28
51,483
10
S&P
Global
Inc
2.450%
3/01/27
9,256
50
Sabine
Pass
Liquefaction
LLC
5.000%
3/15/27
49,262
20
Sherwin-Williams
Co/The
3.450%
6/01/27
18,883
20
Shire
Acquisitions
Investments
Ireland
DAC
3.200%
9/23/26
18,989
20
Starbucks
Corp
3.500%
3/01/28
18,741
10
Sysco
Corp
3.250%
7/15/27
9,353
10
Thermo
Fisher
Scientific
Inc
5.000%
1/31/29
9,910
80
Toyota
Motor
Corp
5.275%
7/13/26
79,951
10
Toyota
Motor
Credit
Corp
4.450%
5/18/26
9,835
50
Toyota
Motor
Credit
Corp
4.650%
1/05/29
48,837
20
Unilever
Capital
Corp
4.875%
9/08/28
19,837
30
Verizon
Communications
Inc
3.000%
3/22/27
28,122
40
Verizon
Communications
Inc
2.100%
3/22/28
35,418
30
Visa
Inc
3.150%
12/14/25
29,063
10
VMware
LLC
1.400%
8/15/26
9,094
10
VMware
LLC
3.900%
8/21/27
9,465
40
Walt
Disney
Co/The
1.750%
1/13/26
37,651
30
Warnermedia
Holdings
Inc
3.755%
3/15/27
28,269
10
Waste
Management
Inc
3.150%
11/15/27
9,359
10
Western
Union
Co/The
1.350%
3/15/26
9,198
80
Weyerhaeuser
Co
4.750%
5/15/26
78,757
10
Zimmer
Biomet
Holdings
Inc
5.350%
12/01/28
9,956
Total
Industrial
2,583,805
Utility
-
1.6%
8
American
Water
Capital
Corp
2.950%
9/01/27
7,388
10
Atmos
Energy
Corp
3.000%
6/15/27
9,334
15
Avangrid
Inc
3.150%
12/01/24
14,760
10
CenterPoint
Energy
Inc
2.500%
9/01/24
9,882
10
CMS
Energy
Corp
3.000%
5/15/26
9,490
11
DTE
Energy
Co
1.050%
6/01/25
10,454
10
Enel
Americas
SA
4.000%
10/25/26
9,557
10
Evergy
Kansas
Central
Inc
2.550%
7/01/26
9,416
29
Eversource
Energy
2.900%
3/01/27
26,912
27
Exelon
Corp
3.400%
4/15/26
25,936
10
Fortis
Inc/Canada
3.055%
10/04/26
9,418
10
Louisville
Gas
and
Electric
Co
3.300%
10/01/25
9,701
40
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
39,030
16
NiSource
Inc
0.950%
8/15/25
15,055
20
Public
Service
Electric
and
Gas
Co
2.250%
9/15/26
18,644
50
Public
Service
Enterprise
Group
Inc
5.200%
4/01/29
49,075
28
Sempra
5.400%
8/01/26
27,843
36
Southern
California
Edison
Co
4.900%
6/01/26
35,558
20
WEC
Energy
Group
Inc
5.000%
9/27/25
19,809
Total
Utility
357,262
Total
Corporate
Debt
(cost
$5,506,465)
5,392,101
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
9.5%
$
50
BANK
2021
BN34
1.935%
6/15/63
45,747
100
Benchmark
Mortgage
Trust
2021-B29
2.024%
9/15/54
87,490
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
100
CarMax
Auto
Owner
Trust
2023
4
6.000%
7/17/28
$
101,007
70
Fannie
Mae
Pool
FN
MA3798
3.000%
10/01/34
64,096
19
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
17,618
21
Fannie
Mae
Pool
FN
MA3897
3.000%
1/01/35
19,394
118
Fannie
Mae
Pool
FN
MA3985
3.000%
4/01/35
107,025
275
Fannie
Mae
Pool
FN
MA4206
2.000%
12/01/35
238,953
110
Fannie
Mae
Pool
FN
MA4417
1.500%
9/01/36
92,962
204
Fannie
Mae
Pool
FN
MA4469
1.500%
11/01/36
172,027
159
Fannie
Mae
Pool
FN
MA4567
2022
2.000%
3/01/37
137,214
80
Fannie
Mae
Pool
FN
MA4583
2.500%
4/01/37
71,012
124
Fannie
Mae
Pool
FN
MA4602
2.000%
5/01/37
106,480
87
Fannie
Mae
Pool
FN
MA4990
4.500%
4/01/38
83,736
91
Fannie
Mae
Pool
FN
MA5023
4.000%
5/01/38
85,985
43
Fannie
Mae
Pool
FN
MA5093
5.000%
7/01/38
41,825
72
Freddie
Mac
Gold
Pool
FG
G18642
3.500%
4/01/32
68,909
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2015
K046
3.205%
3/25/25
195,694
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
98,657
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
47,816
51
(b)
SoFi
Professional
Loan
Program
Trust
2020-C
1.950%
2/15/46
46,291
50
Toyota
Auto
Receivables
Owner
Trust
2021-B
0.530%
10/15/26
47,650
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
89,759
100
Wells
Fargo
Commercial
Mortgage
Trust
2018-C44
3.948%
5/15/51
93,067
Total
Securitized
(cost
$2,334,157)
2,160,414
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
6.0%
Government
Agency
-
2.8%
$
50
Export
Development
Canada
4.375%
6/29/26
49,254
100
Federal
National
Mortgage
Association
0.625%
4/22/25
95,652
10
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
9,437
110
Japan
Bank
for
International
Cooperation
4.250%
4/27/26
107,815
40
Kreditanstalt
fuer
Wiederaufbau
1.250%
1/31/25
38,773
37
Kreditanstalt
fuer
Wiederaufbau
0.625%
1/22/26
34,246
135
Kreditanstalt
fuer
Wiederaufbau
3.625%
4/01/26
131,300
50
Landwirtschaftliche
Rentenbank
1.750%
7/27/26
46,515
10
Oesterreichische
Kontrollbank
AG
2.875%
5/23/25
9,731
50
Oesterreichische
Kontrollbank
AG
0.500%
2/02/26
46,079
17
Svensk
Exportkredit
AB
0.625%
5/14/25
16,176
36
Svensk
Exportkredit
AB
4.375%
2/13/26
35,417
Total
Government
Agency
620,395
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
-
0.5%
(c)
$
18
Province
of
British
Columbia
Canada
(No
Opt.
Call)
4.800%
11/15/28
$
17,865
50
Province
of
Ontario
Canada
(No
Opt.
Call)
4.200%
1/18/29
48,358
50
Province
of
Quebec
Canada
(No
Opt.
Call)
4.500%
4/03/29
48,911
Total
Municipal
Bonds
115,134
Sovereign
Debt
-
2.7%
40
African
Development
Bank
0.875%
7/22/26
36,479
10
Asian
Development
Bank
4.250%
1/09/26
9,845
130
Asian
Development
Bank
1.000%
4/14/26
120,110
50
Canada
Government
International
Bond
3.750%
4/26/28
47,965
30
European
Bank
for
Reconstruction
&
Development
0.500%
5/19/25
28,503
10
European
Investment
Bank
2.750%
8/15/25
9,684
110
European
Investment
Bank
2.375%
5/24/27
102,134
90
Inter-American
Development
Bank
4.500%
5/15/26
88,921
100
International
Bank
for
Reconstruction
&
Development
2.500%
7/29/25
96,621
50
International
Bank
for
Reconstruction
&
Development
4.625%
8/01/28
49,557
22
International
Finance
Corp
3.625%
9/15/25
21,509
8
International
Finance
Corp
4.500%
7/13/28
7,889
Total
Sovereign
Debt
619,217
Total
Government
Related
(cost
$1,371,676)
1,354,746
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
0.1%
Energy
-
0.1%
$
12
TransCanada
PipeLines
Ltd
4.250%
5/15/28
11,406
Total
Energy
11,406
Total
Corporate
Bonds
(cost
$11,572)
11,406
Total
Long-Term
Investments
(cost
$23,033,954)
22,317,343
Other
Assets
&
Liabilities,
Net
-
1.5%
343,324
Net
Assets
-
100%
$
22,660,667
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
13,398,676
$
–
$
13,398,676
Corporate
Debt
–
5,392,101
–
5,392,101
Securitized
–
2,160,414
–
2,160,414
Government
Related
–
1,354,746
–
1,354,746
Corporate
Bonds
–
11,406
–
11,406
Total
$
–
$
22,317,343
$
–
$
22,317,343
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$56,272
or
0.3%
of
Total
Investments.
(c)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
S&P
Standard
&
Poor's
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
97.8%
X
–
CORPORATE
DEBT
-
97.8%
Financials
-
7.8%
$
140
Ally
Financial
Inc
6.700%
2/14/33
$
137,338
150
(b)
Apollo
Commercial
Real
Estate
Finance
Inc
4.625%
6/15/29
123,638
20
(b)
Bread
Financial
Holdings
Inc
7.000%
1/15/26
20,064
10
(b)
Bread
Financial
Holdings
Inc
9.750%
3/15/29
10,399
120
(b)
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL
5.750%
5/15/26
116,118
260
(b)
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL
4.500%
4/01/27
230,912
10
(b)
Compass
Group
Diversified
Holdings
LLC
5.250%
4/15/29
9,348
19
Diversified
Healthcare
Trust
4.375%
3/01/31
13,728
100
(b)
FTAI
Aviation
Ltd
7.000%
5/01/31
100,540
100
(b)
goeasy
Ltd
9.250%
12/01/28
105,584
130
(b)
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC
3.375%
6/15/26
120,824
40
(b)
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC
8.000%
6/15/27
41,006
60
(b)
Howard
Hughes
Corp/The
5.375%
8/01/28
56,462
140
(b)
Howard
Hughes
Corp/The
4.375%
2/01/31
118,712
90
(b)
Intesa
Sanpaolo
SpA
4.198%
6/01/32
73,768
360
(b)
Jefferies
Finance
LLC
/
JFIN
Co-Issuer
Corp
5.000%
8/15/28
323,896
200
Kennedy-Wilson
Inc
4.750%
3/01/29
165,413
350
Kennedy-Wilson
Inc
4.750%
2/01/30
277,199
265
Kennedy-Wilson
Inc
5.000%
3/01/31
205,939
70
(b)
Liberty
Mutual
Group
Inc
4.125%
12/15/51
63,713
30
(b)
Molina
Healthcare
Inc
4.375%
6/15/28
27,824
100
(b)
Molina
Healthcare
Inc
3.875%
11/15/30
86,729
90
(b)
Molina
Healthcare
Inc
3.875%
5/15/32
75,310
400
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
4.625%
8/01/29
299,323
350
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
3.500%
3/15/31
234,686
357
OneMain
Finance
Corp
6.625%
1/15/28
355,861
150
OneMain
Finance
Corp
4.000%
9/15/30
126,165
110
(b)
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-Issuer
7.500%
6/01/25
109,980
190
(b)
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-Issuer
5.875%
10/01/28
183,884
200
(b)
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-Issuer
4.875%
5/15/29
183,007
80
(b)
PennyMac
Financial
Services
Inc
5.375%
10/15/25
78,922
110
(b)
PennyMac
Financial
Services
Inc
7.875%
12/15/29
112,272
145
(b)
PennyMac
Financial
Services
Inc
5.750%
9/15/31
131,433
230
(b)
PROG
Holdings
Inc
6.000%
11/15/29
211,923
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp
4.750%
10/15/27
$
95,034
360
(b)
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp
4.500%
2/15/29
331,137
200
(b)
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp
6.500%
4/01/32
196,012
40
SLM
Corp
4.200%
10/29/25
38,669
241
SLM
Corp
3.125%
11/02/26
223,561
70
(b)
Starwood
Property
Trust
Inc
4.375%
1/15/27
64,827
65
(b)
Starwood
Property
Trust
Inc
7.250%
4/01/29
64,122
70
Synchrony
Financial
7.250%
2/02/33
68,303
270
(b)
UniCredit
SpA
5.459%
6/30/35
248,433
200
Western
Alliance
Bancorp
3.000%
6/15/31
170,094
40
(b)
XHR
LP
6.375%
8/15/25
39,956
460
(b)
XHR
LP
4.875%
6/01/29
419,870
Total
Financials
6,491,938
Industrial
-
89.1%
300
%
304,697
302
(b)
1011778
BC
ULC
/
New
Red
Finance
Inc
3.875%
1/15/28
278,599
350
(b)
1011778
BC
ULC
/
New
Red
Finance
Inc
4.375%
1/15/28
325,486
320
(b)
1011778
BC
ULC
/
New
Red
Finance
Inc
3.500%
2/15/29
285,661
930
(b)
1011778
BC
ULC
/
New
Red
Finance
Inc
4.000%
10/15/30
802,008
60
(b)
180
Medical
Inc
3.875%
10/15/29
53,124
100
(b)
ACCO
Brands
Corp
4.250%
3/15/29
86,959
130
(b)
AdaptHealth
LLC
4.625%
8/01/29
109,528
310
(b)
AdaptHealth
LLC
5.125%
3/01/30
263,879
200
(b)
Air
Canada
3.875%
8/15/26
189,725
350
(b)
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC
4.625%
1/15/27
334,420
150
(b)
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC
5.875%
2/15/28
146,995
50
(b)
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC
6.500%
2/15/28
49,955
200
(b)
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC
4.875%
2/15/30
186,543
110
(b)
Allegiant
Travel
Co
7.250%
8/15/27
106,318
40
(b)
Allison
Transmission
Inc
5.875%
6/01/29
38,982
110
(b)
Allison
Transmission
Inc
3.750%
1/30/31
94,154
400
(b)
American
Airlines
Inc
7.250%
2/15/28
402,265
170
(b)
American
Airlines
Inc
8.500%
5/15/29
177,084
300
(b)
American
Airlines
Inc/
AAdvantage
Loyalty
IP
Ltd2022
1
5.750%
4/20/29
289,720
140
American
Axle
&
Manufacturing
Inc
5.000%
10/01/29
126,315
90
(b)
AmeriGas
Partners
LP
/
AmeriGas
Finance
Corp
9.375%
6/01/28
93,512
100
(b)
AMN
Healthcare
Inc
4.625%
10/01/27
93,933
100
(b)
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp
7.875%
5/15/26
101,817
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
30
(b)
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp
5.750%
1/15/28
$
29,361
150
(b)
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp
5.375%
6/15/29
142,734
172
(b)
Anywhere
Real
Estate
Group
LLC
/
Anywhere
Co-Issuer
Corp
7.000%
4/15/30
150,921
120
(b)
APX
Group
Inc
6.750%
2/15/27
119,204
460
(b)
APX
Group
Inc
5.750%
7/15/29
427,724
120
(b)
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp
6.875%
4/01/27
119,708
510
(b)
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp
6.250%
4/01/28
499,628
80
(b)
Ardagh
Metal
Packaging
Finance
USA
LLC
/
Ardagh
Metal
Packaging
Finance
PLC
4.000%
9/01/29
65,946
175
(b)
Asbury
Automotive
Group
Inc
4.625%
11/15/29
158,237
260
(b)
Asbury
Automotive
Group
Inc
5.000%
2/15/32
231,141
120
(b)
ASGN
Inc
4.625%
5/15/28
111,985
120
(b)
Avantor
Funding
Inc
4.625%
7/15/28
111,552
100
(b)
Avantor
Funding
Inc
3.875%
11/01/29
88,540
170
(b)
Avient
Corp
5.750%
5/15/25
169,143
100
(b)
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc
4.750%
4/01/28
88,406
200
(b)
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc
5.375%
3/01/29
177,897
50
(b)
Axalta
Coating
Systems
Dutch
Holding
B
BV
7.250%
2/15/31
50,994
60
(b)
Axalta
Coating
Systems
LLC
3.375%
2/15/29
52,419
60
(b)
Axalta
Coating
Systems
LLC
/
Axalta
Coating
Systems
Dutch
Holding
B
BV
4.750%
6/15/27
57,560
50
B&G
Foods
Inc
5.250%
9/15/27
46,155
150
(b)
B&G
Foods
Inc
8.000%
9/15/28
155,438
220
Ball
Corp
2.875%
8/15/30
183,720
200
Ball
Corp
3.125%
9/15/31
166,097
150
(b)
Bath
&
Body
Works
Inc
6.625%
10/01/30
149,888
100
(b)
Bausch
Health
Cos
Inc
4.875%
6/01/28
64,598
720
(b)
Bausch
Health
Cos
Inc
11.000%
9/30/28
561,953
43
(b)
Bombardier
Inc
7.875%
4/15/27
42,732
200
(b)
British
Telecommunications
PLC
4.875%
11/23/81
178,334
220
(b)
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC
4.875%
2/15/30
190,399
60
(b)
Builders
FirstSource
Inc
5.000%
3/01/30
56,180
371
(b)
Builders
FirstSource
Inc
4.250%
2/01/32
323,155
150
(b)
Cable
One
Inc
4.000%
11/15/30
114,436
70
(b)
Camelot
Finance
SA
4.500%
11/01/26
66,665
100
(b)
Camelot
Return
Merger
Sub
Inc
8.750%
8/01/28
98,310
500
(b)
Catalent
Pharma
Solutions
Inc
5.000%
7/15/27
490,317
320
(b)
Catalent
Pharma
Solutions
Inc
3.500%
4/01/30
304,410
300
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
5.375%
6/01/29
264,240
450
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.750%
3/01/30
373,925
410
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.500%
8/15/30
333,187
510
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.250%
2/01/31
399,148
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
250
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.750%
2/01/32
$
196,609
500
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.500%
5/01/32
383,908
100
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.500%
6/01/33
75,199
100
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.250%
1/15/34
72,451
380
(b)
Cedar
Fair
LP
/
Canada's
Wonderland
Co
/
Magnum
Management
Corp
/
Millennium
Op
5.500%
5/01/25
380,000
210
(b)
Central
Parent
Inc
/
CDK
Global
Inc
7.250%
6/15/29
212,298
290
(b)
Century
Communities
Inc
3.875%
8/15/29
253,189
100
(b)
CGG
SA
8.750%
4/01/27
93,579
210
(b)
Charles
River
Laboratories
International
Inc
3.750%
3/15/29
188,641
250
(b)
Charles
River
Laboratories
International
Inc
4.000%
3/15/31
218,061
200
(b)
Chart
Industries
Inc
7.500%
1/01/30
204,561
130
(b)
Chart
Industries
Inc
9.500%
1/01/31
139,556
310
(b)
Chemours
Co/The
5.750%
11/15/28
284,696
420
(b)
Chemours
Co/The
4.625%
11/15/29
359,886
800
(b)
CHS/Community
Health
Systems
Inc
5.625%
3/15/27
732,513
90
(b)
CHS/Community
Health
Systems
Inc
8.000%
12/15/27
88,091
1,000
(b)
CHS/Community
Health
Systems
Inc
6.000%
1/15/29
872,441
200
(b)
CHS/Community
Health
Systems
Inc
5.250%
5/15/30
163,517
350
(b)
Cinemark
USA
Inc
5.250%
7/15/28
325,008
450
(b)
Clarios
Global
LP
/
Clarios
US
Finance
Co
6.750%
5/15/28
450,916
118
(b)
Clarivate
Science
Holdings
Corp
3.875%
7/01/28
107,451
200
(b)
Clarivate
Science
Holdings
Corp
4.875%
7/01/29
182,139
310
(b)
Clear
Channel
Outdoor
Holdings
Inc
5.125%
8/15/27
287,346
350
(b)
Clear
Channel
Outdoor
Holdings
Inc
7.750%
4/15/28
296,752
440
(b)
Clear
Channel
Outdoor
Holdings
Inc
9.000%
9/15/28
452,348
410
(b)
Clear
Channel
Outdoor
Holdings
Inc
7.500%
6/01/29
330,389
250
(b)
Clear
Channel
Outdoor
Holdings
Inc
7.875%
4/01/30
245,115
120
(b)
Cogent
Communications
Group
Inc
3.500%
5/01/26
112,813
450
(b)
Coherent
Corp
5.000%
12/15/29
415,151
200
(b)
Condor
Merger
Sub
Inc
7.375%
2/15/30
185,254
700
(b)
Connect
Finco
SARL
/
Connect
US
Finco
LLC
6.750%
10/01/26
677,941
270
(b)
Consensus
Cloud
Solutions
Inc
6.500%
10/15/28
236,411
350
(b)
Consolidated
Communications
Inc
6.500%
10/01/28
303,286
150
(b)
Covanta
Holding
Corp
4.875%
12/01/29
131,491
282
Crowdstrike
Holdings
Inc
3.000%
2/15/29
247,750
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
(b)
Cushman
&
Wakefield
US
Borrower
LLC
6.750%
5/15/28
$
98,607
165
(b)
Darling
Ingredients
Inc
5.250%
4/15/27
159,867
260
(b)
DaVita
Inc
4.625%
6/01/30
227,795
550
(b)
DaVita
Inc
3.750%
2/15/31
452,580
120
Delta
Air
Lines
Inc
7.375%
1/15/26
122,737
590
(b)
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc
5.875%
8/15/27
549,925
270
(b)
Domtar
Corp
6.750%
10/01/28
235,762
40
(b)
DT
Midstream
Inc
4.125%
6/15/29
36,255
161
(b)
DT
Midstream
Inc
4.375%
6/15/31
142,929
70
(b)
Dycom
Industries
Inc
4.500%
4/15/29
64,470
310
(b)
Edgewell
Personal
Care
Co
5.500%
6/01/28
299,138
100
(b)
Edgewell
Personal
Care
Co
4.125%
4/01/29
90,386
160
(b)
Elastic
NV
4.125%
7/15/29
142,481
300
(b)
Element
Solutions
Inc
3.875%
9/01/28
270,026
120
Encompass
Health
Corp
4.500%
2/01/28
112,639
210
Encompass
Health
Corp
4.750%
2/01/30
192,579
170
(b)
Enerflex
Ltd
9.000%
10/15/27
174,084
440
(b)
Energizer
Holdings
Inc
4.750%
6/15/28
399,791
250
(b)
Energizer
Holdings
Inc
4.375%
3/31/29
220,844
200
(b)
Entegris
Inc
5.950%
6/15/30
194,749
350
(b)
EQM
Midstream
Partners
LP
6.500%
7/01/27
350,486
12
(b)
EQM
Midstream
Partners
LP
7.500%
6/01/30
12,583
100
(b)
Fair
Isaac
Corp
4.000%
6/15/28
92,107
550
(b)
Frontier
Communications
Holdings
LLC
5.875%
10/15/27
527,537
800
(b)
Frontier
Communications
Holdings
LLC
5.000%
5/01/28
735,991
270
(b)
Frontier
Communications
Holdings
LLC
6.750%
5/01/29
237,443
650
(b)
Frontier
Communications
Holdings
LLC
8.750%
5/15/30
661,785
270
(b)
Frontier
Communications
Holdings
LLC
8.625%
3/15/31
272,693
335
(b)
Gap
Inc/The
3.625%
10/01/29
283,464
280
(b)
Gates
Global
LLC
/
Gates
Corp
6.250%
1/15/26
280,060
150
(b)
Gen
Digital
Inc
6.750%
9/30/27
150,558
150
(b)
Gen
Digital
Inc
7.125%
9/30/30
151,548
110
(b)
Glatfelter
Corp
4.750%
11/15/29
92,423
370
(b)
Go
Daddy
Operating
Co
LLC
/
GD
Finance
Co
Inc
5.250%
12/01/27
357,218
400
Goodyear
Tire
&
Rubber
Co/
The
5.000%
7/15/29
362,788
200
Goodyear
Tire
&
Rubber
Co/
The
5.250%
7/15/31
176,912
870
(b)
Gray
Escrow
Inc
5.375%
11/15/31
522,961
290
(b)
Gray
Television
Inc
4.750%
10/15/30
175,066
180
Griffon
Corp
5.750%
3/01/28
173,352
200
(b)
Grifols
SA
4.750%
10/15/28
161,528
200
(b)
GrubHub
Holdings
Inc
5.500%
7/01/27
178,371
300
(b)
H&E
Equipment
Services
Inc
3.875%
12/15/28
265,466
600
(b)
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd
5.750%
1/20/26
562,734
250
(b)
HealthEquity
Inc
4.500%
10/01/29
227,706
195
Heartland
Dental
LLC
/
Heartland
Dental
Finance
Corp
10.500%
4/30/28
205,259
50
(b)
Herbalife
Nutrition
Ltd
/
HLF
Financing
Inc
7.875%
9/01/25
47,960
230
(b)
Herc
Holdings
Inc
5.500%
7/15/27
223,388
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
70
(b)
Hertz
Corp/The
4.625%
12/01/26
$
54,221
730
(b)
Hertz
Corp/The
5.000%
12/01/29
501,285
210
(b)
Hilton
Domestic
Operating
Co
Inc
5.750%
5/01/28
207,577
200
(b)
Hilton
Domestic
Operating
Co
Inc
3.750%
5/01/29
179,402
60
Hilton
Domestic
Operating
Co
Inc
4.875%
1/15/30
56,402
130
(b)
Hilton
Domestic
Operating
Co
Inc
4.000%
5/01/31
113,911
110
(b)
Hilton
Domestic
Operating
Co
Inc
3.625%
2/15/32
92,435
350
(b)
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc
5.000%
6/01/29
318,343
208
(b)
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc
4.875%
7/01/31
181,101
120
(b)
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc
6.625%
1/15/32
118,304
220
(b)
HLF
Financing
Sarl
LLC
/
Herbalife
International
Inc
4.875%
6/01/29
129,228
170
(b)
Hologic
Inc
3.250%
2/15/29
150,136
200
iHeartCommunications
Inc
6.375%
5/01/26
169,026
404
(b)
iHeartCommunications
Inc
5.250%
8/15/27
296,401
150
(b)
iHeartCommunications
Inc
4.750%
1/15/28
107,109
120
(b)
Ingevity
Corp
3.875%
11/01/28
106,777
1,160
(b)
Intelsat
Jackson
Holdings
SA
6.500%
3/15/30
1,110,286
200
(b)
IQVIA
Inc
5.000%
5/15/27
193,081
100
(b)
Iron
Mountain
Inc
5.000%
7/15/28
94,238
80
(b)
Iron
Mountain
Inc
4.875%
9/15/29
73,821
111
(b)
Iron
Mountain
Inc
5.250%
7/15/30
103,023
160
(b)
Iron
Mountain
Information
Management
Services
Inc
5.000%
7/15/32
141,805
220
(b)
ITT
Holdings
LLC
6.500%
8/01/29
198,708
480
(b)
Jaguar
Land
Rover
Automotive
PLC
5.875%
1/15/28
466,515
400
(b)
Jazz
Securities
DAC
4.375%
1/15/29
363,931
150
(b)
Kinetik
Holdings
LP
5.875%
6/15/30
145,031
10
Lamar
Media
Corp
4.000%
2/15/30
8,925
150
(b)
Lamb
Weston
Holdings
Inc
4.875%
5/15/28
143,186
150
(b)
Level
3
Financing
Inc
3.400%
3/01/27
90,000
400
(b)
Level
3
Financing
Inc
10.500%
5/15/30
396,369
360
(b)
Lions
Gate
Capital
Holdings
LLC
5.500%
4/15/29
274,334
60
(b)
Lithia
Motors
Inc
3.875%
6/01/29
52,994
300
(b)
Lithia
Motors
Inc
4.375%
1/15/31
262,652
100
(b)
Lumen
Technologies
Inc
4.000%
2/15/27
55,516
33
(b)
Macy's
Retail
Holdings
LLC
5.875%
4/01/29
31,818
280
(b)
Marriott
Ownership
Resorts
Inc
4.500%
6/15/29
251,402
160
(b)
Masonite
International
Corp
5.375%
2/01/28
160,778
70
(b)
McGraw-Hill
Education
Inc
8.000%
8/01/29
64,295
350
Mercer
International
Inc
5.125%
2/01/29
305,691
74
Methanex
Corp
5.125%
10/15/27
71,171
150
Methanex
Corp
5.250%
12/15/29
142,191
130
(b)
Michaels
Cos
Inc/The
5.250%
5/01/28
110,029
110
(b)
MicroStrategy
Inc
6.125%
6/15/28
101,945
250
(b)
Mobius
Merger
Sub
Inc
9.000%
6/01/30
246,703
290
(b)
ModivCare
Inc
5.875%
11/15/25
282,839
23
(b)
MPH
Acquisition
Holdings
LLC
5.500%
9/01/28
18,742
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
60
Murphy
Oil
USA
Inc
4.750%
9/15/29
$
55,859
100
(b)
Murphy
Oil
USA
Inc
3.750%
2/15/31
85,846
400
(b)
NCL
Corp
Ltd
5.875%
3/15/26
391,928
720
(b)
NCL
Corp
Ltd
5.875%
2/15/27
703,346
140
(b)
NCL
Corp
Ltd
8.375%
2/01/28
145,997
400
(b)
NCL
Corp
Ltd
8.125%
1/15/29
416,576
310
(b)
NCL
Corp
Ltd
7.750%
2/15/29
316,658
421
(b)
NCR
Corp
5.000%
10/01/28
387,724
500
(b)
NCR
Corp
5.125%
4/15/29
459,456
83
(b)
New
Fortress
Energy
Inc
6.750%
9/15/25
81,980
300
(b)
New
Fortress
Energy
Inc
6.500%
9/30/26
286,879
10
Newell
Brands
Inc
4.875%
6/01/25
9,839
200
Newell
Brands
Inc
6.375%
9/15/27
195,026
200
Newell
Brands
Inc
6.625%
9/15/29
193,176
350
(b)
Nexstar
Media
Inc
5.625%
7/15/27
329,130
438
(b)
Nexstar
Media
Inc
4.750%
11/01/28
388,839
81
Nordstrom
Inc
4.375%
4/01/30
72,293
250
NuStar
Logistics
LP
5.750%
10/01/25
248,590
150
NuStar
Logistics
LP
6.000%
6/01/26
148,846
150
NuStar
Logistics
LP
6.375%
10/01/30
148,295
260
(b)
ON
Semiconductor
Corp
3.875%
9/01/28
235,943
110
(b)
Open
Text
Corp
3.875%
2/15/28
100,409
210
(b)
Open
Text
Holdings
Inc
4.125%
12/01/31
179,986
100
(b)
Option
Care
Health
Inc
4.375%
10/31/29
89,558
500
(b)
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV
4.125%
4/30/28
455,378
100
(b)
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV
5.125%
4/30/31
86,470
100
(b)
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp
5.000%
8/15/27
95,177
510
(b)
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp
4.250%
1/15/29
453,924
100
(b)
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp
4.625%
3/15/30
88,287
200
(b)
Owens-Brockway
Glass
Container
Inc
6.625%
5/13/27
199,835
70
(b)
Owens-Brockway
Glass
Container
Inc
7.250%
5/15/31
70,107
20
(b)
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC
4.375%
9/30/28
18,406
375
Paramount
Global
6.375%
3/30/62
346,821
150
(b)
Parkland
Corp
5.875%
7/15/27
146,247
100
(b)
Parkland
Corp/Canada
4.625%
5/01/30
90,374
200
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
6.000%
2/15/28
195,058
200
(b)
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.875%
9/15/30
205,697
171
(b)
Performance
Food
Group
Inc
5.500%
10/15/27
165,523
185
(b)
Performance
Food
Group
Inc
4.250%
8/01/29
165,830
110
Perrigo
Finance
Unlimited
Co
4.650%
6/15/30
100,796
450
(b)
Post
Holdings
Inc
5.500%
12/15/29
426,756
440
(b)
Post
Holdings
Inc
4.625%
4/15/30
397,373
550
(b)
Post
Holdings
Inc
4.500%
9/15/31
483,596
135
(b)
Post
Holdings
Inc
6.250%
2/15/32
133,197
120
(b)
Prestige
Brands
Inc
3.750%
4/01/31
102,082
200
(b)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc
5.750%
4/15/26
197,484
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
230
(b)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc
6.250%
1/15/28
$
224,691
300
(b)
Primo
Water
Holdings
Inc
4.375%
4/30/29
273,827
60
(b)
PTC
Inc
4.000%
2/15/28
55,585
201
(b)
Rakuten
Group
Inc
5.125%
N/A
(c)
165,471
355
(b)
Rakuten
Group
Inc
6.250%
N/A
(c)
253,755
100
(b)
RB
Global
Inc
6.750%
3/15/28
100,945
110
(b)
RB
Global
Inc
7.750%
3/15/31
114,084
20
(b)
Realogy
Group
LLC
/
Realogy
Co-Issuer
Corp
5.750%
1/15/29
13,960
60
(b)
ROBLOX
Corp
3.875%
5/01/30
51,891
210
(b)
Rogers
Communications
Inc
5.250%
3/15/82
199,613
100
(b)
Royal
Caribbean
Cruises
Ltd
4.250%
7/01/26
96,019
50
(b)
Royal
Caribbean
Cruises
Ltd
5.500%
8/31/26
49,047
60
(b)
Royal
Caribbean
Cruises
Ltd
5.375%
7/15/27
58,390
100
(b)
Royal
Caribbean
Cruises
Ltd
5.500%
4/01/28
97,337
430
(b)
Royal
Caribbean
Cruises
Ltd
7.250%
1/15/30
442,196
100
(b)
Royal
Caribbean
Cruises
Ltd
6.250%
3/15/32
98,577
17
(b)
SABRE
GLBL
INC
8.625%
6/01/27
15,043
350
SBA
Communications
Corp
3.875%
2/15/27
328,929
188
Seagate
HDD
Cayman
9.625%
12/01/32
210,665
100
(b)
Sealed
Air
Corp
6.125%
2/01/28
98,782
370
(b)
SeaWorld
Parks
&
Entertainment
Inc
5.250%
8/15/29
341,165
590
(b)
Select
Medical
Corp
6.250%
8/15/26
590,221
220
(b)
Sensata
Technologies
BV
4.000%
4/15/29
196,962
200
(b)
Sensata
Technologies
BV
5.875%
9/01/30
192,954
100
(b)
Sensata
Technologies
Inc
3.750%
2/15/31
84,508
183
Service
Corp
International/US
5.125%
6/01/29
174,728
400
Service
Corp
International/US
4.000%
5/15/31
344,585
215
(b)
Sinclair
Television
Group
Inc
4.125%
12/01/30
149,021
135
(b)
Sirius
XM
Radio
Inc
3.125%
9/01/26
125,649
210
(b)
Sirius
XM
Radio
Inc
5.500%
7/01/29
194,930
150
(b)
Sirius
XM
Radio
Inc
4.125%
7/01/30
127,209
140
(b)
Sirius
XM
Radio
Inc
3.875%
9/01/31
112,592
170
Six
Flags
Entertainment
Corp
7.250%
5/15/31
169,637
250
(b)
Six
Flags
Entertainment
Corp
0.000%
4/30/32
249,003
390
(b)
Sotheby's
7.375%
10/15/27
363,450
200
(b)
Spirit
Loyalty
Cayman
Ltd
/
Spirit
IP
Cayman
Ltd
8.000%
9/20/25
156,207
150
(b)
SPX
FLOW
Inc
8.750%
4/01/30
153,538
300
(b)
Stagwell
Global
LLC
5.625%
8/15/29
268,601
420
(b)
Studio
City
Finance
Ltd
6.500%
1/15/28
391,698
400
(b)
Studio
City
Finance
Ltd
5.000%
1/15/29
340,185
300
(b)
Suburban
Propane
Partners
LP/
Suburban
Energy
Finance
Corp
5.000%
6/01/31
266,505
100
(b)
Summit
Materials
LLC
/
Summit
Materials
Finance
Corp
5.250%
1/15/29
96,089
55
(b)
Summit
Materials
LLC
/
Summit
Materials
Finance
Corp
7.250%
1/15/31
56,503
160
(b)
Summit
Midstream
Holdings
LLC
/
Summit
Midstream
Finance
Corp
9.500%
10/15/26
163,356
300
(b)
Sunoco
LP
0.000%
4/30/29
304,676
380
(b)
Sunrise
FinCo
I
BV
4.875%
7/15/31
330,893
60
(b)
Superior
Plus
LP
/
Superior
General
Partner
Inc
4.500%
3/15/29
54,272
261
(b)
Taylor
Morrison
Communities
Inc
5.125%
8/01/30
243,036
100
(b)
TEGNA
Inc
4.750%
3/15/26
96,569
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
190
TEGNA
Inc
5.000%
9/15/29
$
167,493
50
(b)
Teleflex
Inc
4.250%
6/01/28
46,204
20
(b)
Tempur
Sealy
International
Inc
4.000%
4/15/29
17,780
200
(b)
Tempur
Sealy
International
Inc
3.875%
10/15/31
164,662
450
(b)
Tenneco
Inc
8.000%
11/17/28
420,464
110
(b)
Terex
Corp
5.000%
5/15/29
102,910
160
(b)
Thor
Industries
Inc
4.000%
10/15/29
138,334
50
(b)
TopBuild
Corp
4.125%
2/15/32
43,288
11
(b)
TransDigm
Inc
6.625%
3/01/32
10,981
100
(b)
Travel
+
Leisure
Co
6.625%
7/31/26
100,114
240
(b)
Travel
+
Leisure
Co
4.500%
12/01/29
216,331
120
TreeHouse
Foods
Inc
4.000%
9/01/28
106,253
207
(b)
Triumph
Group
Inc
9.000%
3/15/28
214,339
150
(b)
Trivium
Packaging
Finance
BV
5.500%
8/15/26
147,412
160
(b)
Trivium
Packaging
Finance
BV
8.500%
8/15/27
158,442
210
(b)
Tronox
Inc
4.625%
3/15/29
187,338
250
(b)
TTM
Technologies
Inc
4.000%
3/01/29
223,595
140
Twilio
Inc
3.875%
3/15/31
121,209
70
(b)
Uber
Technologies
Inc
6.250%
1/15/28
69,960
570
(b)
Uber
Technologies
Inc
4.500%
8/15/29
531,011
150
(b)
United
Natural
Foods
Inc
6.750%
10/15/28
115,115
253
United
Rentals
North
America
Inc
5.250%
1/15/30
242,644
99
United
Rentals
North
America
Inc
4.000%
7/15/30
88,233
300
(b)
United
Rentals
North
America
Inc
6.125%
3/15/34
292,915
120
(b)
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC
10.500%
2/15/28
124,492
700
(b)
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC
4.750%
4/15/28
613,935
24
(b)
Univision
Communications
Inc
4.500%
5/01/29
20,878
328
(b)
US
Foods
Inc
4.750%
2/15/29
305,581
100
(b)
US
Foods
Inc
4.625%
6/01/30
90,933
50
(b)
Vail
Resorts
Inc
6.250%
5/15/25
50,027
90
(b)
Valvoline
Inc
3.625%
6/15/31
75,714
130
(b)
Vertiv
Group
Corp
4.125%
11/15/28
120,394
100
(b)
Viasat
Inc
5.625%
4/15/27
91,504
318
(b)
Victoria's
Secret
&
Co
4.625%
7/15/29
249,842
150
(b)
Videotron
Ltd
3.625%
6/15/29
133,326
70
(b)
Virgin
Media
Finance
PLC
5.000%
7/15/30
57,326
450
Vodafone
Group
PLC
7.000%
4/04/79
456,577
220
Vodafone
Group
PLC
3.250%
6/04/81
204,316
325
Vodafone
Group
PLC
4.125%
6/04/81
271,946
1,430
(b)
VZ
Secured
Financing
BV
5.000%
1/15/32
1,204,544
275
(b)
Weatherford
International
Ltd
8.625%
4/30/30
285,557
401
(b)
WESCO
Distribution
Inc
7.250%
6/15/28
407,343
20
(b)
Williams
Scotsman
Inc
6.125%
6/15/25
19,925
180
(b)
Williams
Scotsman
Inc
4.625%
8/15/28
166,136
100
(b)
Williams
Scotsman
Inc
7.375%
10/01/31
102,157
770
(b)
Windstream
Escrow
LLC
/
Windstream
Escrow
Finance
Corp
7.750%
8/15/28
741,924
210
(b)
WMG
Acquisition
Corp
3.875%
7/15/30
183,079
81
(b)
WMG
Acquisition
Corp
3.000%
2/15/31
67,239
200
(b)
Wolverine
World
Wide
Inc
4.000%
8/15/29
159,745
140
(b)
Wyndham
Hotels
&
Resorts
Inc
4.375%
8/15/28
128,368
160
(b)
Xerox
Holdings
Corp
5.500%
8/15/28
138,834
170
(b)
XPO
Inc
7.125%
2/01/32
170,986
156
(b)
Yum!
Brands
Inc
4.750%
1/15/30
145,989
100
Yum!
Brands
Inc
3.625%
3/15/31
86,413
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
150
Yum!
Brands
Inc
4.625%
1/31/32
$
135,036
110
Yum!
Brands
Inc
5.375%
4/01/32
103,761
270
(b)
Ziggo
BV
4.875%
1/15/30
236,262
230
(b)
ZipRecruiter
Inc
5.000%
1/15/30
202,330
200
(b)
ZoomInfo
Technologies
LLC/
ZoomInfo
Finance
Corp
3.875%
2/01/29
176,531
Total
Industrial
73,925,654
Utility
-
0.9%
110
Algonquin
Power
&
Utilities
Corp
4.750%
1/18/82
95,408
200
(b)
Clearway
Energy
Operating
LLC
4.750%
3/15/28
188,470
110
(b)
Clearway
Energy
Operating
LLC
3.750%
2/15/31
92,996
150
Edison
International
8.125%
6/15/53
152,987
110
(b)
NextEra
Energy
Operating
Partners
LP
7.250%
1/15/29
111,418
71
(b)
TerraForm
Power
Operating
LLC
4.750%
1/15/30
63,284
Total
Utility
704,563
Total
Corporate
Debt
(cost
$84,785,843)
81,122,155
Total
Long-Term
Investments
(cost
$84,785,843)
81,122,155
Other
Assets
&
Liabilities,
Net
-
2.2%
1,857,437
Net
Assets
-
100%
$
82,979,592
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
81,122,155
$
–
$
81,122,155
Total
$
–
$
81,122,155
$
–
$
81,122,155
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$69,977,108
or
86.3%
of
Total
Investments.
(c)
Perpetual
security.
Maturity
date
is
not
applicable.
REIT
Real
Estate
Investment
Trust
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.7%
X
–
U.S.
TREASURY
-
41.8%
$
200
United
States
Treasury
Note/Bond
3.875%
3/31/25
$
197,549
1,500
United
States
Treasury
Note/Bond
0.250%
5/31/25
1,421,836
2,000
United
States
Treasury
Note/Bond
4.250%
5/31/25
1,978,906
400
United
States
Treasury
Note/Bond
4.625%
6/30/25
397,328
900
United
States
Treasury
Note/Bond
4.750%
7/31/25
895,184
950
United
States
Treasury
Note/Bond
0.250%
8/31/25
890,217
3,900
United
States
Treasury
Note/Bond
0.250%
9/30/25
3,640,102
900
United
States
Treasury
Note/Bond
5.000%
9/30/25
897,715
800
United
States
Treasury
Note/Bond
0.250%
10/31/25
743,937
900
United
States
Treasury
Note/Bond
5.000%
10/31/25
897,891
1,820
United
States
Treasury
Note/Bond
0.375%
11/30/25
1,689,472
500
United
States
Treasury
Note/Bond
4.875%
11/30/25
497,891
1,300
United
States
Treasury
Note/Bond
0.375%
12/31/25
1,202,398
1,800
United
States
Treasury
Note/Bond
4.250%
12/31/25
1,774,758
3,500
United
States
Treasury
Note/Bond
0.375%
1/31/26
3,225,059
2,150
United
States
Treasury
Note/Bond
4.250%
1/31/26
2,119,682
500
United
States
Treasury
Note/Bond
0.500%
2/28/26
460,273
2,450
United
States
Treasury
Note/Bond
4.625%
2/28/26
2,431,051
1,900
United
States
Treasury
Note/Bond
0.750%
3/31/26
1,752,379
1,300
United
States
Treasury
Note/Bond
4.500%
3/31/26
1,286,949
3,200
United
States
Treasury
Note/Bond
0.750%
4/30/26
2,941,625
400
United
States
Treasury
Note/Bond
4.875%
4/30/26
398,797
700
United
States
Treasury
Note/Bond
0.750%
5/31/26
641,348
1,700
United
States
Treasury
Note/Bond
0.875%
6/30/26
1,557,691
1,100
United
States
Treasury
Note/Bond
0.625%
7/31/26
998,937
1,450
United
States
Treasury
Note/Bond
0.750%
8/31/26
1,316,555
2,600
United
States
Treasury
Note/Bond
0.875%
9/30/26
2,361,227
900
United
States
Treasury
Note/Bond
1.125%
10/31/26
819,949
1,600
United
States
Treasury
Note/Bond
1.250%
11/30/26
1,458,500
1,100
United
States
Treasury
Note/Bond
1.250%
12/31/26
1,000,441
1,750
United
States
Treasury
Note/Bond
1.875%
2/28/27
1,611,504
500
United
States
Treasury
Note/Bond
2.500%
3/31/27
468,105
1,250
United
States
Treasury
Note/Bond
2.750%
4/30/27
1,176,611
2,000
United
States
Treasury
Note/Bond
2.625%
5/31/27
1,872,656
900
United
States
Treasury
Note/Bond
0.500%
6/30/27
786,234
2,500
United
States
Treasury
Note/Bond
3.250%
6/30/27
2,383,691
1,000
United
States
Treasury
Note/Bond
2.750%
7/31/27
937,344
2,186
United
States
Treasury
Note/Bond
2.250%
8/15/27
2,014,365
100
United
States
Treasury
Note/Bond
4.125%
9/30/27
97,777
1,600
United
States
Treasury
Note/Bond
4.125%
10/31/27
1,563,312
888
United
States
Treasury
Note/Bond
2.250%
11/15/27
814,150
320
United
States
Treasury
Note/Bond
0.625%
11/30/27
276,212
1,600
United
States
Treasury
Note/Bond
3.875%
11/30/27
1,550,000
3,798
United
States
Treasury
Note/Bond
3.875%
12/31/27
3,677,829
1,500
United
States
Treasury
Note/Bond
3.500%
1/31/28
1,432,559
2,344
United
States
Treasury
Note/Bond
2.750%
2/15/28
2,177,722
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
1,200
United
States
Treasury
Note/Bond
4.000%
2/29/28
$
1,166,250
3,200
United
States
Treasury
Note/Bond
3.625%
3/31/28
3,066,750
2,000
United
States
Treasury
Note/Bond
3.500%
4/30/28
1,906,641
1,100
United
States
Treasury
Note/Bond
3.625%
5/31/28
1,053,121
1,900
United
States
Treasury
Note/Bond
4.000%
6/30/28
1,844,484
2,450
United
States
Treasury
Note/Bond
4.125%
7/31/28
2,389,420
3,700
United
States
Treasury
Note/Bond
4.625%
9/30/28
3,679,043
650
United
States
Treasury
Note/Bond
1.375%
10/31/28
561,895
2,000
United
States
Treasury
Note/Bond
4.875%
10/31/28
2,009,141
2,550
United
States
Treasury
Note/Bond
4.375%
11/30/28
2,511,352
4,750
United
States
Treasury
Note/Bond
3.750%
12/31/28
4,553,691
300
United
States
Treasury
Note/Bond
1.750%
1/31/29
262,125
2,850
United
States
Treasury
Note/Bond
4.000%
1/31/29
2,761,494
3,850
United
States
Treasury
Note/Bond
4.250%
2/28/29
3,771,496
2,650
United
States
Treasury
Note/Bond
4.125%
3/31/29
2,580,852
800
United
States
Treasury
Note/Bond
4.625%
4/30/29
796,938
1,470
United
States
Treasury
Note/Bond
2.375%
5/15/29
1,316,396
514
United
States
Treasury
Note/Bond
1.625%
8/15/29
440,835
500
United
States
Treasury
Note/Bond
3.875%
12/31/29
478,965
100
United
States
Treasury
Note/Bond
0.625%
5/15/30
78,707
150
United
States
Treasury
Note/Bond
4.000%
1/31/31
143,877
1,000
United
States
Treasury
Note/Bond
1.875%
2/15/32
817,344
3,050
United
States
Treasury
Note/Bond
2.875%
5/15/32
2,679,949
1,150
United
States
Treasury
Note/Bond
2.750%
8/15/32
997,221
1,150
United
States
Treasury
Note/Bond
4.125%
11/15/32
1,104,180
700
United
States
Treasury
Note/Bond
3.500%
2/15/33
640,145
800
United
States
Treasury
Note/Bond
3.375%
5/15/33
723,000
1,300
United
States
Treasury
Note/Bond
3.875%
8/15/33
1,220,375
1,750
United
States
Treasury
Note/Bond
4.500%
11/15/33
1,724,297
2,250
United
States
Treasury
Note/Bond
4.000%
2/15/34
2,130,469
200
United
States
Treasury
Note/Bond
1.125%
8/15/40
116,562
1,300
United
States
Treasury
Note/Bond
1.875%
2/15/41
854,395
500
United
States
Treasury
Note/Bond
2.250%
5/15/41
348,437
1,050
United
States
Treasury
Note/Bond
1.750%
8/15/41
666,709
198
United
States
Treasury
Note/Bond
2.000%
11/15/41
130,804
1,400
United
States
Treasury
Note/Bond
2.375%
2/15/42
981,586
3,900
United
States
Treasury
Note/Bond
3.250%
5/15/42
3,132,645
1,964
United
States
Treasury
Note/Bond
2.750%
8/15/42
1,453,513
500
United
States
Treasury
Note/Bond
3.375%
8/15/42
407,910
135
United
States
Treasury
Note/Bond
2.750%
11/15/42
99,541
498
United
States
Treasury
Note/Bond
4.000%
11/15/42
443,706
600
United
States
Treasury
Note/Bond
3.875%
5/15/43
523,242
950
United
States
Treasury
Note/Bond
4.375%
8/15/43
887,211
2,340
United
States
Treasury
Note/Bond
4.750%
11/15/43
2,295,394
2,050
United
States
Treasury
Note/Bond
4.500%
2/15/44
1,946,219
4,221
United
States
Treasury
Note/Bond
2.750%
8/15/47
2,957,503
1,850
United
States
Treasury
Note/Bond
1.250%
5/15/50
873,908
700
United
States
Treasury
Note/Bond
1.375%
8/15/50
341,551
200
United
States
Treasury
Note/Bond
1.625%
11/15/50
104,516
3,800
United
States
Treasury
Note/Bond
1.875%
2/15/51
2,121,469
1,100
United
States
Treasury
Note/Bond
2.375%
5/15/51
693,945
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
160
United
States
Treasury
Note/Bond
1.875%
11/15/51
$
88,725
1,300
United
States
Treasury
Note/Bond
2.250%
2/15/52
792,746
1,350
United
States
Treasury
Note/Bond
2.875%
5/15/52
950,010
550
United
States
Treasury
Note/Bond
3.000%
8/15/52
397,096
949
United
States
Treasury
Note/Bond
4.000%
11/15/52
831,561
550
United
States
Treasury
Note/Bond
3.625%
2/15/53
449,367
1,210
United
States
Treasury
Note/Bond
3.625%
5/15/53
988,986
1,590
United
States
Treasury
Note/Bond
4.125%
8/15/53
1,423,795
1,200
United
States
Treasury
Note/Bond
4.750%
11/15/53
1,193,812
1,800
United
States
Treasury
Note/Bond
4.250%
2/15/54
1,647,844
Total
U.S.
Treasury
(cost
$160,045,664)
144,290,879
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
26.5%
$
150
American
Express
Credit
Account
Master
Trust
2023
3
5.230%
9/15/28
149,691
50
AmeriCredit
Automobile
Receivables
Trust
2021-2
1.010%
1/19/27
47,192
50
BA
Credit
Card
Trust
2023
A2
4.980%
11/15/28
49,617
200
BANK
2019
BN19
2.926%
8/15/61
175,805
100
BANK
2021
BN34
1.935%
6/15/63
91,494
100
BANK
2021
BN35
2.067%
6/15/64
86,155
50
BANK5
2023-5YR4
6.500%
12/15/56
51,346
50
BANK5
Trust
2024-5YR6
,
(WI/DD)
6.225%
5/15/57
50,978
100
Barclays
Commercial
Mortgage
S
2023
C21
6.000%
9/15/56
102,895
500
BBCMS
Mortgage
Trust
2020-C6
2.690%
2/15/53
468,644
200
Benchmark
Mortgage
Trust
2021
B24
2.264%
3/15/54
161,743
100
Benchmark
Mortgage
Trust
2021
B27
2.703%
7/15/54
69,389
100
Benchmark
Mortgage
Trust
2021
B28
2.073%
8/15/54
85,093
90
BMARK
2023-V4
6.841%
11/15/56
93,531
100
BMO
Mortgage
Trust
2023
5C1
7.355%
8/15/56
103,128
90
BMO
Mortgage
Trust
2024
C8
5.598%
9/15/56
89,577
100
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
97,928
100
CarMax
Auto
Owner
Trust
2022
1
1.700%
8/16/27
93,495
71
(b)
Carvana
Auto
Receivables
Trust
2022-N1
4.130%
12/11/28
69,809
100
Citibank
Credit
Card
Issuance
Trust
2023
A1
5.230%
12/08/27
99,593
180
Citigroup
Commercial
Mortgage
Trust
2016-C1
3.209%
5/10/49
170,813
500
COMM
Mortgage
Trust
2015
LC19
3.183%
2/10/48
490,405
100
Discover
Card
Execution
Note
Trust
2021
A1
0.580%
9/15/26
98,162
195
Fannie
Mae
Pool
FN
MA2941
3.500%
3/01/32
185,481
60
Fannie
Mae
Pool
FN
MA3392
3.500%
6/01/33
56,343
129
Fannie
Mae
Pool
FN
MA3490
4.000%
10/01/33
123,128
48
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
44,046
97
Fannie
Mae
Pool
FN
MA3865
3.000%
12/01/34
88,955
117
Fannie
Mae
Pool
FN
MA3957
3.500%
3/01/35
108,771
533
Fannie
Mae
Pool
FN
MA4074
2.000%
7/01/35
461,291
477
Fannie
Mae
Pool
FN
MA4123
2.000%
9/01/35
413,906
460
Fannie
Mae
Pool
FN
MA4180
2.500%
11/01/35
410,697
470
Fannie
Mae
Pool
FN
MA4278
1.500%
3/01/36
397,883
544
Fannie
Mae
Pool
FN
MA4298
2.500%
3/01/36
485,647
139
Fannie
Mae
Pool
FN
MA4302
1.500%
4/01/36
117,537
61
Fannie
Mae
Pool
FN
MA4316
2021
MTGE
2.500%
4/01/36
53,952
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
157
Fannie
Mae
Pool
FN
MA4330
2.500%
5/01/36
$
139,323
288
Fannie
Mae
Pool
FN
MA4359
1.500%
6/01/36
243,234
65
Fannie
Mae
Pool
FN
MA4361
2021
MTGE
2.500%
6/01/36
57,970
147
Fannie
Mae
Pool
FN
MA4402
1.500%
8/01/36
124,175
270
Fannie
Mae
Pool
FN
MA4516
2.000%
1/01/37
233,435
220
Fannie
Mae
Pool
FN
MA4535
1.500%
2/01/37
184,677
1,070
Fannie
Mae
Pool
FN
MA4536
2.000%
2/01/37
923,093
323
Fannie
Mae
Pool
FN
MA4566
1.500%
3/01/37
271,643
210
Fannie
Mae
Pool
FN
MA4602
2.000%
5/01/37
181,016
98
Fannie
Mae
Pool
FN
MA4604
3.000%
5/01/37
89,003
293
Fannie
Mae
Pool
FN
MA4629
2022
1
3.000%
6/01/37
265,459
90
Fannie
Mae
Pool
FN
MA5042
4.500%
6/01/38
86,717
108
Fannie
Mae
Pool
FN
MA3890
3.000%
1/01/40
94,224
695
Fannie
Mae
Pool
FN
MA4268
2.000%
2/01/41
568,098
116
Fannie
Mae
Pool
FN
MA4310
1.500%
4/01/41
91,830
534
Fannie
Mae
Pool
FN
MA4334
2.500%
5/01/41
445,056
81
Fannie
Mae
Pool
FN
MA4364
2.000%
6/01/41
66,003
75
Fannie
Mae
Pool
FN
MA4366
2.500%
6/01/41
63,050
232
Fannie
Mae
Pool
FN
MA4387
2.000%
7/01/41
189,307
313
Fannie
Mae
Pool
FN
MA4423
2.500%
9/01/41
263,813
764
Fannie
Mae
Pool
FN
MA3143
3.000%
9/01/47
646,068
445
Fannie
Mae
Pool
FN
MA3120
3.500%
9/01/47
391,141
49
Fannie
Mae
Pool
FN
MA3182
3.500%
11/01/47
43,068
164
Fannie
Mae
Pool
FN
MA3358
4.500%
5/01/48
153,492
2,226
Fannie
Mae
Pool
FN
FM5665
3.500%
8/01/48
1,954,208
92
Fannie
Mae
Pool
FN
MA3536
4.000%
12/01/48
83,809
157
Fannie
Mae
Pool
FN
MA3574
3.500%
1/01/49
137,420
1,472
Fannie
Mae
Pool
FN
FM5488
4.000%
5/01/49
1,343,373
930
Fannie
Mae
Pool
FN
MA3774
3.000%
9/01/49
780,988
627
Fannie
Mae
Pool
FN
MA3905
3.000%
1/01/50
527,074
652
Fannie
Mae
Pool
FN
MA4077
,
(WI/DD)
2.000%
7/01/50
496,654
239
Fannie
Mae
Pool
FN
MA4078
2.500%
7/01/50
191,080
355
Fannie
Mae
Pool
FN
MA4079
,
(WI/DD)
3.000%
7/01/50
297,509
228
Fannie
Mae
Pool
FN
MA4097
3.000%
8/01/50
191,239
251
Fannie
Mae
Pool
FN
MA4158
2.000%
10/01/50
191,056
1,979
Fannie
Mae
Pool
FN
MA4182
2.000%
11/01/50
1,507,580
249
Fannie
Mae
Pool
FN
MA4183
,
(WI/DD)
2.500%
11/01/50
198,517
1,274
Fannie
Mae
Pool
FN
MA4208
2.000%
12/01/50
969,595
810
Fannie
Mae
Pool
FN
MA4254
1.500%
2/01/51
583,107
877
Fannie
Mae
Pool
FN
MA4255
2.000%
2/01/51
667,567
332
Fannie
Mae
Pool
FN
MA4304
1.500%
4/01/51
238,936
2,236
Fannie
Mae
Pool
FN
MA4305
2021
MTGE
2.000%
4/01/51
1,699,534
77
Fannie
Mae
Pool
FN
MA4337
4.000%
4/01/51
69,193
809
Fannie
Mae
Pool
FN
MA4325
2.000%
5/01/51
614,642
300
Fannie
Mae
Pool
FN
MA4327
3.000%
5/01/51
249,496
1,728
Fannie
Mae
Pool
FN
MA4355
2021
MTGE
2.000%
6/01/51
1,311,661
591
Fannie
Mae
Pool
FN
MA4357
3.000%
6/01/51
490,670
173
Fannie
Mae
Pool
FN
MA4377
1.500%
7/01/51
123,912
249
Fannie
Mae
Pool
FN
MA4378
2.000%
7/01/51
189,221
438
Fannie
Mae
Pool
FN
MA4397
1.500%
8/01/51
314,523
1,301
Fannie
Mae
Pool
FN
MA4398
2.000%
8/01/51
987,560
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
945
Fannie
Mae
Pool
FN
MA4437
2021
MA4437
2.000%
10/01/51
$
716,280
313
Fannie
Mae
Pool
FN
MA4439
3.000%
10/01/51
259,092
702
Fannie
Mae
Pool
FN
MA4465
2.000%
11/01/51
532,204
1,571
Fannie
Mae
Pool
FN
MA4492
2.000%
12/01/51
1,191,254
1,410
Fannie
Mae
Pool
FN
MA4511
2021
2.000%
12/01/51
1,067,275
6,911
Fannie
Mae
Pool
FN
MA4493
2.500%
12/01/51
5,489,182
819
Fannie
Mae
Pool
FN
MA4512
2.500%
1/01/52
648,461
449
Fannie
Mae
Pool
FN
MA4513
2021
3.000%
1/01/52
373,031
1,370
Fannie
Mae
Pool
FN
MA4549
3.000%
2/01/52
1,133,676
1,319
Fannie
Mae
Pool
FN
MA4562
2.000%
3/01/52
997,956
2,957
Fannie
Mae
Pool
FN
MA4563
2.500%
3/01/52
2,344,225
327
Fannie
Mae
Pool
FN
MA4564
2022
1
3.000%
3/01/52
270,546
829
Fannie
Mae
Pool
FN
MA4565
3.500%
3/01/52
717,719
364
Fannie
Mae
Pool
FN
MA4577
2.000%
4/01/52
275,664
2,152
Fannie
Mae
Pool
FN
MA4578
2.500%
4/01/52
1,706,927
444
Fannie
Mae
Pool
FN
MA4579
3.000%
4/01/52
366,921
226
Fannie
Mae
Pool
FN
MA4600
2022
2
3.500%
5/01/52
195,338
609
Fannie
Mae
Pool
FN
MA4644
2022
1
4.000%
5/01/52
545,892
271
Fannie
Mae
Pool
FN
MA4625
2022
1
3.500%
6/01/52
233,941
875
Fannie
Mae
Pool
FN
MA4684
2022
1
4.500%
6/01/52
806,944
377
Fannie
Mae
Pool
FN
MA4686
5.000%
6/01/52
357,831
544
Fannie
Mae
Pool
FN
MA4653
3.000%
7/01/52
449,446
214
Fannie
Mae
Pool
FN
MA4654
3.500%
7/01/52
184,965
533
Fannie
Mae
Pool
FN
MA4699
2022
1
3.500%
7/01/52
460,268
635
Fannie
Mae
Pool
FN
MA4700
2022
1
4.000%
7/01/52
569,104
318
Fannie
Mae
Pool
FN
MA4655
4.000%
7/01/52
284,157
537
Fannie
Mae
Pool
FN
MA4701
2022
1
4.500%
7/01/52
495,141
713
Fannie
Mae
Pool
FN
MA4656
4.500%
7/01/52
657,208
348
Fannie
Mae
Pool
FN
MA4709
5.000%
7/01/52
329,816
959
Fannie
Mae
Pool
FN
MA4737
2022
1
5.000%
8/01/52
909,698
950
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
925,475
316
Fannie
Mae
Pool
FN
MA4731
2022
1
3.500%
9/01/52
272,390
366
Fannie
Mae
Pool
FN
MA4732
4.000%
9/01/52
328,012
560
Fannie
Mae
Pool
FN
MA4781
3.000%
10/01/52
462,828
468
Fannie
Mae
Pool
FN
MA4782
3.500%
10/01/52
403,533
585
Fannie
Mae
Pool
FN
MA4783
4.000%
10/01/52
524,081
553
Fannie
Mae
Pool
FN
MA4805
2022
1
4.500%
11/01/52
509,724
353
Fannie
Mae
Pool
FN
MA4807
5.500%
11/01/52
344,164
591
Fannie
Mae
Pool
FN
MA4847
6.000%
11/01/52
588,029
236
Fannie
Mae
Pool
FN
MA4852
6.500%
11/01/52
238,831
449
Fannie
Mae
Pool
FN
MA4842
2022
1
5.500%
12/01/52
437,330
944
Fannie
Mae
Pool
FN
MA4894
6.000%
1/01/53
936,421
654
Fannie
Mae
Pool
FN
MA4895
6.500%
1/01/53
661,160
420
Fannie
Mae
Pool
FN
MA5027
4.000%
5/01/53
375,636
285
Fannie
Mae
Pool
FN
MA5008
4.500%
5/01/53
262,411
385
Fannie
Mae
Pool
FN
MA5009
5.000%
5/01/53
364,589
259
Fannie
Mae
Pool
FN
MA5012
6.500%
5/01/53
261,683
195
Fannie
Mae
Pool
FN
MA5071
5.000%
7/01/53
185,195
809
Fannie
Mae
Pool
FN
MA5106
5.000%
8/01/53
767,141
200
Fannie
Mae
Pool
6.000%
8/01/53
197,940
1,137
Fannie
Mae
Pool
FN
MA5165
5.500%
10/01/53
1,104,140
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
94
Fannie
Mae
Pool
FN
MA5166
6.000%
10/01/53
$
93,540
267
Fannie
Mae
Pool
FN
MA5190
5.500%
11/01/53
258,911
201
Fannie
Mae
Pool
6.500%
11/01/53
202,247
90
Fannie
Mae
Pool
FN
MA5193
7.000%
11/01/53
91,589
475
Fannie
Mae
Pool
FN
MA5216
6.000%
12/01/53
470,599
188
Fannie
Mae
Pool
FN
MA5217
6.500%
12/01/53
189,545
267
Fannie
Mae
Pool
FN
MA5218
7.000%
12/01/53
272,322
194
Fannie
Mae
Pool
FN
MA5247
6.000%
1/01/54
192,434
207
Fannie
Mae
Pool
5.500%
2/01/54
200,764
186
Fannie
Mae
Pool
FN
MA5273
6.500%
2/01/54
187,428
148
Fannie
Mae
Pool
FN
MA5295
6.000%
3/01/54
146,274
95
Fannie
Mae
Pool
FN
MA5298
7.000%
3/01/54
97,030
243
Fannie
Mae
Pool
FN
MA5329
6.500%
4/01/54
244,405
287
Fannie
Mae
Pool
FN
MA5342
7.000%
4/01/54
292,452
181
Fannie
Mae-Aces
2018
M7
3.129%
3/25/28
168,789
249
Fannie
Mae-Aces
2018
M10
3.469%
7/25/28
234,100
55
Ford
Credit
Auto
Owner
Trust
2022
A
1.290%
6/15/26
53,655
50
Ford
Credit
Auto
Owner
Trust
2024
A
5.010%
9/15/29
49,507
780
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K735
2.862%
5/25/26
745,217
98
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
0.861%
6/25/27
90,200
62
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
1.760%
3/25/28
54,814
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K743
1.770%
5/25/28
87,813
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
98,657
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K506
4.650%
8/25/28
98,041
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K507
4.800%
9/25/28
98,379
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2024
K517
5.355%
1/25/29
100,683
35
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
S
K518
5.400%
1/25/29
35,286
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2024
K520
5.180%
3/25/29
100,055
303
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K094
2.701%
4/25/29
284,354
94
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K125
1.101%
8/25/30
80,695
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K753
4.400%
10/25/30
95,873
96
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
83,668
50
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2024
K755
5.203%
2/25/31
50,101
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K129
1.647%
5/25/31
79,766
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
160
4.500%
8/25/33
95,350
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
95
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2024
162
5.150%
12/25/33
$
94,992
98
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
1520
2.007%
7/25/35
77,953
701
Freddie
Mac
Pool
FR
SD3574
3.000%
11/01/48
594,083
106
Freddie
Mac
Pool
FR
SD8071
,
(WI/DD)
4.500%
6/01/50
98,416
433
Ginnie
Mae
II
Pool
G2
MA3663
3.500%
5/20/46
387,470
55
Ginnie
Mae
II
Pool
G2
MA5264
4.000%
6/20/48
50,391
63
Ginnie
Mae
II
Pool
G2
MA5398
4.000%
8/20/48
57,655
388
Ginnie
Mae
II
Pool
G2
MA6038
3.000%
7/20/49
332,953
181
Ginnie
Mae
II
Pool
G2
MA6283
3.000%
11/20/49
155,490
708
Ginnie
Mae
II
Pool
G2
MA6338
3.000%
12/20/49
608,230
213
Ginnie
Mae
II
Pool
G2
MA6340
4.000%
12/20/49
195,388
221
Ginnie
Mae
II
Pool
G2
MA6410
3.500%
1/20/50
196,026
137
Ginnie
Mae
II
Pool
G2
MA6542
3.500%
3/20/50
121,727
71
Ginnie
Mae
II
Pool
G2
MA6600
3.500%
4/20/50
63,242
72
Ginnie
Mae
II
Pool
G2
MA6820
3.000%
8/20/50
61,555
701
Ginnie
Mae
II
Pool
G2
MA6864
2.000%
9/20/50
552,884
627
Ginnie
Mae
II
Pool
G2
MA6865
2.500%
9/20/50
515,632
76
Ginnie
Mae
II
Pool
G2
MA6931
2.500%
10/20/50
62,279
252
Ginnie
Mae
II
Pool
G2
MA6995
2.500%
11/20/50
207,311
447
Ginnie
Mae
II
Pool
G2
MA7051
2020
GNMA
II
2.000%
12/20/50
351,948
219
Ginnie
Mae
II
Pool
G2
MA7054
3.500%
12/20/50
195,185
417
Ginnie
Mae
II
Pool
G2
MA7136
2.500%
1/20/51
342,705
475
Ginnie
Mae
II
Pool
G2
MA7312
2021
MTGE
2.500%
4/20/51
390,275
527
Ginnie
Mae
II
Pool
G2
MA7367
2.500%
5/20/51
431,809
346
Ginnie
Mae
II
Pool
G2
MA7419
2021
MTGE
3.000%
6/20/51
294,549
763
Ginnie
Mae
II
Pool
G2
MA7472
2.500%
7/20/51
626,656
244
Ginnie
Mae
II
Pool
G2
MA7533
2.000%
8/20/51
192,017
233
Ginnie
Mae
II
Pool
G2
MA7534
2.500%
8/20/51
191,582
761
Ginnie
Mae
II
Pool
G2
MA7704
2.000%
11/20/51
599,293
256
Ginnie
Mae
II
Pool
G2
MA7826
2.000%
1/20/52
201,890
169
Ginnie
Mae
II
Pool
G2
MA7827
2.500%
1/20/52
138,616
1,414
Ginnie
Mae
II
Pool
G2
MA7882
3.000%
2/20/52
1,203,507
210
Ginnie
Mae
II
Pool
G2
MA7883
3.500%
2/20/52
184,623
1,478
Ginnie
Mae
II
Pool
G2
MA7935
2.000%
3/20/52
1,164,176
218
Ginnie
Mae
II
Pool
G2
MA7936
2.500%
3/20/52
179,030
426
Ginnie
Mae
II
Pool
G2
MA7937
3.000%
3/20/52
362,261
787
Ginnie
Mae
II
Pool
G2
MA7938
3.500%
3/20/52
693,327
204
Ginnie
Mae
II
Pool
G2
MA7939
4.000%
3/20/52
185,204
559
Ginnie
Mae
II
Pool
G2
MA8042
2.500%
5/20/52
458,098
208
Ginnie
Mae
II
Pool
G2
MA8044
3.500%
5/20/52
183,560
441
Ginnie
Mae
II
Pool
G2
MA8046
4.500%
5/20/52
411,608
762
Ginnie
Mae
II
Pool
G2
MA8100
4.000%
6/20/52
690,848
223
Ginnie
Mae
II
Pool
G2
MA8101
4.500%
6/20/52
207,803
436
Ginnie
Mae
II
Pool
G2
MA8102
5.000%
6/20/52
418,403
451
Ginnie
Mae
II
Pool
G2
MA8151
4.500%
7/20/52
420,380
183
Ginnie
Mae
II
Pool
G2
MA8200
4.000%
8/20/52
165,752
181
Ginnie
Mae
II
Pool
G2
MA8201
4.500%
8/20/52
169,186
179
Ginnie
Mae
II
Pool
G2
MA8202
5.000%
8/20/52
171,488
183
Ginnie
Mae
II
Pool
G2
MA8266
3.500%
9/20/52
161,337
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
202
Ginnie
Mae
II
Pool
G2
MA8267
2022
A
4.000%
9/20/52
$
183,270
174
Ginnie
Mae
II
Pool
G2
MA8349
5.500%
10/20/52
171,201
184
Ginnie
Mae
II
Pool
G2
MA8428
5.000%
11/20/52
176,409
166
Ginnie
Mae
II
Pool
G2
MA8430
6.000%
11/20/52
166,867
261
Ginnie
Mae
II
Pool
G2
MA8487
3.500%
12/20/52
230,054
450
Ginnie
Mae
II
Pool
G2
MA8491
5.500%
12/20/52
441,301
164
Ginnie
Mae
II
Pool
G2
MA8492
6.000%
12/20/52
165,221
420
Ginnie
Mae
II
Pool
G2
MA8571
6.000%
1/20/53
422,761
213
Ginnie
Mae
II
Pool
G2
MA8572
6.500%
1/20/53
215,509
336
Ginnie
Mae
II
Pool
G2
MA8801
5.500%
4/20/53
329,928
191
Ginnie
Mae
II
Pool
G2
MA8876
4.000%
5/20/53
173,516
155
Ginnie
Mae
II
Pool
G2
MA8881
6.500%
5/20/53
157,620
98
Ginnie
Mae
II
Pool
G2
MA9015
4.500%
7/20/53
91,060
293
Ginnie
Mae
II
Pool
G2
MA9106
5.500%
8/20/53
287,830
271
Ginnie
Mae
II
Pool
G2
MA9170
5.000%
9/20/53
259,007
196
Ginnie
Mae
II
Pool
G2
MA9171
5.500%
9/20/53
192,810
98
Ginnie
Mae
II
Pool
G2
MA9172
6.000%
9/20/53
98,461
98
Ginnie
Mae
II
Pool
G2
MA9244
7.000%
10/20/53
99,723
208
Ginnie
Mae
II
Pool
G2
MA9303
4.500%
11/20/53
194,031
297
Ginnie
Mae
II
Pool
G2
MA9361
5.000%
12/20/53
284,724
308
Ginnie
Mae
II
Pool
G2
MA9422
5.000%
1/20/54
294,944
293
Ginnie
Mae
II
Pool
G2
MA9424
6.000%
1/20/54
294,512
149
Ginnie
Mae
II
Pool
G2
MA9425
6.500%
1/20/54
150,798
294
Ginnie
Mae
II
Pool
G2
MA9490
6.500%
2/20/54
297,627
50
GM
Financial
Consumer
Automobile
Receivables
Trust
2024
2
5.100%
3/16/29
49,663
32
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-1
2022
1
1.260%
11/16/26
31,013
200
GS
Mortgage
Securities
Trust
2019
GC38
3.968%
2/10/52
183,862
18
Honda
Auto
Receivables
Owner
Trust
2021
2
0.330%
8/15/25
17,346
100
Hyundai
Auto
Receivables
Trust
2023
C
5.540%
10/16/28
100,299
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
47,816
25
Mercedes-Benz
Auto
Receivables
Trust
2024-1
4.790%
7/15/31
24,582
100
Morgan
Stanley
Capital
I
Trust
2021-L5
1.518%
5/15/54
90,366
100
Santander
Drive
Auto
Receivables
Trust
2024
2
5.650%
11/15/28
99,851
100
Synchrony
Card
Funding
LLC
2023
A1
5.540%
7/15/29
100,072
100
Toyota
Auto
Receivables
Owner
Trust
2021-B
0.530%
10/15/26
95,300
100
UNITED
STATES
2023
B
5.600%
2/15/29
100,293
100
UNITED
STATES
2023
C22
6.804%
11/15/56
108,835
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
89,759
300
Wells
Fargo
Commercial
Mortgage
Trust
2019
C49
3.760%
3/15/52
278,113
90
Wells
Fargo
Commercial
Mortgage
Trust
2016
C32
3.324%
1/15/59
88,651
32
World
Omni
Auto
Receivables
Trust
2021
B
0.420%
6/15/26
31,807
372
Fannie
Mae
Pool
,
(WI/DD)
2.500%
5/01/50
297,379
Total
Securitized
(cost
$105,797,062)
91,649,541
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
DEBT
-
25.4%
Financials
-
8.4%
$
10
Aegon
Ltd
5.500%
4/11/48
$
9,600
200
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
184,786
30
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.650%
7/21/27
28,125
20
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.875%
1/23/28
18,707
10
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
5.100%
1/19/29
9,753
10
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
6.150%
9/30/30
10,146
190
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
158,621
10
Affiliated
Managers
Group
Inc
3.500%
8/01/25
9,720
60
Aflac
Inc
3.600%
4/01/30
54,560
160
Air
Lease
Corp
2.875%
1/15/26
152,276
10
Air
Lease
Corp
4.625%
10/01/28
9,567
30
Air
Lease
Corp
3.125%
12/01/30
25,680
30
Air
Lease
Corp
2.875%
1/15/32
24,658
40
Aircastle
Ltd
4.250%
6/15/26
38,679
100
Alexandria
Real
Estate
Equities
Inc
3.375%
8/15/31
86,510
100
Alexandria
Real
Estate
Equities
Inc
2.950%
3/15/34
78,886
50
Alexandria
Real
Estate
Equities
Inc
5.625%
5/15/54
45,953
10
Ally
Financial
Inc
5.800%
5/01/25
9,980
30
Ally
Financial
Inc
8.000%
11/01/31
32,329
92
Ally
Financial
Inc
8.000%
11/01/31
99,606
100
American
Express
Co
4.990%
5/01/26
99,197
90
American
Express
Co
1.650%
11/04/26
81,974
150
American
Express
Co
5.625%
7/28/34
146,786
120
American
International
Group
Inc
3.400%
6/30/30
107,044
70
Ameriprise
Financial
Inc
5.700%
12/15/28
70,777
10
Ameriprise
Financial
Inc
4.500%
5/13/32
9,418
110
Aon
Corp
/
Aon
Global
Holdings
PLC
5.350%
2/28/33
106,995
50
Aon
North
America
Inc
5.450%
3/01/34
48,903
10
Apollo
Global
Management
Inc
6.375%
11/15/33
10,442
90
Arthur
J
Gallagher
&
Co
3.050%
3/09/52
53,933
42
Assurant
Inc
2.650%
1/15/32
33,595
30
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
5.375%
7/03/25
29,952
10
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
3.700%
11/16/25
9,751
120
AvalonBay
Communities
Inc
5.300%
12/07/33
117,055
320
Banco
Santander
SA
4.175%
3/24/28
304,451
150
Banco
Santander
SA
3.490%
5/28/30
131,738
100
Bank
of
America
Corp
3.384%
4/02/26
97,725
170
Bank
of
America
Corp
5.080%
1/20/27
168,197
40
Bank
of
America
Corp
1.734%
7/22/27
36,697
300
Bank
of
America
Corp
2.087%
6/14/29
261,002
150
Bank
of
America
Corp
4.271%
7/23/29
142,279
730
Bank
of
America
Corp
3.974%
2/07/30
678,526
200
Bank
of
America
Corp
2.592%
4/29/31
168,196
250
Bank
of
America
Corp
2.651%
3/11/32
206,140
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
Bank
of
America
Corp
2.299%
7/21/32
$
79,661
310
Bank
of
America
Corp
5.872%
9/15/34
310,564
272
Bank
of
America
Corp
3.311%
4/22/42
200,155
250
Bank
of
America
Corp
2.972%
7/21/52
157,160
100
Bank
of
Montreal
2.650%
3/08/27
92,706
50
Bank
of
Montreal
5.717%
9/25/28
50,559
48
Bank
of
Montreal
3.803%
12/15/32
44,436
100
Bank
of
New
York
Mellon
Corp/
The
2.800%
5/04/26
95,208
100
Bank
of
New
York
Mellon
Corp/
The
2.050%
1/26/27
92,011
100
Bank
of
New
York
Mellon
Corp/
The
5.188%
3/14/35
96,173
80
Bank
of
New
York
Mellon/The
5.148%
5/22/26
79,537
150
Bank
of
Nova
Scotia/The
3.450%
4/11/25
146,934
130
Bank
of
Nova
Scotia/The
1.350%
6/24/26
119,238
310
Barclays
PLC
4.836%
5/09/28
295,947
200
Barclays
PLC
7.385%
11/02/28
208,893
200
Barclays
PLC
6.692%
9/13/34
207,082
40
BlackRock
Inc
3.250%
4/30/29
36,597
30
BlackRock
Inc
1.900%
1/28/31
24,342
10
BlackRock
Inc
4.750%
5/25/33
9,624
162
Boston
Properties
LP
2.900%
3/15/30
135,339
50
Brixmor
Operating
Partnership
LP
4.125%
6/15/26
48,242
120
Brookfield
Finance
I
UK
Plc
/
Brookfield
Finance
Inc
2.340%
1/30/32
94,902
20
Brookfield
Finance
Inc
3.900%
1/25/28
18,963
50
Brookfield
Finance
Inc
6.350%
1/05/34
51,383
10
Brookfield
Finance
Inc
5.968%
3/04/54
9,787
40
Camden
Property
Trust
2.800%
5/15/30
34,520
100
Canadian
Imperial
Bank
of
Commerce
6.092%
10/03/33
101,737
200
Capital
One
Financial
Corp
5.468%
2/01/29
196,471
100
Capital
One
Financial
Corp
6.312%
6/08/29
100,884
100
Capital
One
Financial
Corp
7.624%
10/30/31
107,610
100
Capital
One
Financial
Corp
6.051%
2/01/35
98,358
10
Cboe
Global
Markets
Inc
3.650%
1/12/27
9,598
30
Cboe
Global
Markets
Inc
3.000%
3/16/32
25,386
230
Centene
Corp
3.375%
2/15/30
200,373
10
Charles
Schwab
Corp/The
3.200%
3/02/27
9,427
200
Charles
Schwab
Corp/The
2.000%
3/20/28
176,601
10
Charles
Schwab
Corp/The
4.000%
2/01/29
9,483
110
Charles
Schwab
Corp/The
5.643%
5/19/29
110,173
10
Charles
Schwab
Corp/The
3.250%
5/22/29
9,081
10
Charles
Schwab
Corp/The
6.136%
8/24/34
10,140
119
Chubb
Corp/The
6.000%
5/11/37
123,286
10
Chubb
INA
Holdings
LLC
1.375%
9/15/30
7,939
988
Citigroup
Inc
3.980%
3/20/30
915,412
100
Citigroup
Inc
2.561%
5/01/32
81,414
280
Citigroup
Inc
2.520%
11/03/32
224,423
100
Citigroup
Inc
6.174%
5/25/34
99,244
50
Citigroup
Inc
5.827%
2/13/35
48,123
20
Citizens
Financial
Group
Inc
2.850%
7/27/26
18,667
100
Citizens
Financial
Group
Inc
2.638%
9/30/32
74,453
100
CME
Group
Inc
2.650%
3/15/32
84,163
60
CME
Group
Inc
5.300%
9/15/43
58,611
50
Comerica
Inc
5.982%
1/30/30
48,554
250
Commonwealth
Bank
of
Australia/New
York
NY
5.499%
9/12/25
250,219
140
Cooperatieve
Rabobank
UA
3.750%
7/21/26
133,657
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
COPT
Defense
Properties
LP
2.000%
1/15/29
$
83,284
270
Credit
Suisse
AG/New
York
NY
2.950%
4/09/25
263,100
150
Deutsche
Bank
AG/New
York
NY
2.552%
1/07/28
136,974
150
Deutsche
Bank
AG/New
York
NY
6.819%
11/20/29
154,165
100
Digital
Realty
Trust
LP
5.550%
1/15/28
99,584
130
Discover
Financial
Services
6.700%
11/29/32
133,203
10
Eaton
Vance
Corp
3.500%
4/06/27
9,491
20
Elevance
Health
Inc
3.650%
12/01/27
18,870
100
Elevance
Health
Inc
2.250%
5/15/30
83,495
50
Elevance
Health
Inc
5.500%
10/15/32
49,791
100
Elevance
Health
Inc
4.650%
1/15/43
86,109
10
Elevance
Health
Inc
3.125%
5/15/50
6,516
110
Elevance
Health
Inc
4.550%
5/15/52
90,582
20
Equitable
Holdings
Inc
7.000%
4/01/28
21,097
52
Equitable
Holdings
Inc
5.000%
4/20/48
45,012
50
Federal
Realty
OP
LP
3.500%
6/01/30
44,178
132
Fifth
Third
Bancorp
1.707%
11/01/27
119,305
100
Fifth
Third
Bancorp
6.339%
7/27/29
101,140
50
Fifth
Third
Bancorp
5.631%
1/29/32
48,590
30
First
American
Financial
Corp
2.400%
8/15/31
23,188
30
Franklin
Resources
Inc
1.600%
10/30/30
23,793
50
GATX
Corp
4.700%
4/01/29
48,144
10
GATX
Corp
4.000%
6/30/30
9,095
30
GATX
Corp
3.500%
6/01/32
25,450
20
GATX
Corp
6.050%
3/15/34
19,998
10
GATX
Corp
5.200%
3/15/44
8,806
50
Goldman
Sachs
Bank
USA/New
York
NY
5.283%
3/18/27
49,670
200
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
182,615
350
Goldman
Sachs
Group
Inc/The
3.800%
3/15/30
320,162
50
Goldman
Sachs
Group
Inc/The
0.000%
4/25/30
50,081
652
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
521,778
200
Goldman
Sachs
Group
Inc/The
2.650%
10/21/32
161,948
100
Goldman
Sachs
Group
Inc/The
6.561%
10/24/34
105,253
80
Hartford
Financial
Services
Group
Inc/The
2.900%
9/15/51
48,996
100
Healthpeak
OP
LLC
2.125%
12/01/28
86,582
50
Healthpeak
OP
LLC
3.500%
7/15/29
45,364
50
Host
Hotels
&
Resorts
LP
4.500%
2/01/26
48,713
10
Host
Hotels
&
Resorts
LP
3.375%
12/15/29
8,729
200
HSBC
Holdings
PLC
7.336%
11/03/26
204,490
200
HSBC
Holdings
PLC
2.013%
9/22/28
176,684
270
HSBC
Holdings
PLC
2.206%
8/17/29
232,962
450
HSBC
Holdings
PLC
2.804%
5/24/32
367,098
200
HSBC
Holdings
PLC
6.547%
6/20/34
202,407
100
Humana
Inc
5.750%
12/01/28
100,390
30
Humana
Inc
4.875%
4/01/30
28,890
50
Humana
Inc
5.375%
4/15/31
48,751
100
Humana
Inc
2.150%
2/03/32
77,690
110
Huntington
Bancshares
Inc/OH
5.709%
2/02/35
105,457
100
ING
Groep
NV
3.950%
3/29/27
95,528
70
ING
Groep
NV
4.050%
4/09/29
65,281
200
ING
Groep
NV
5.550%
3/19/35
192,602
64
Intercontinental
Exchange
Inc
3.750%
9/21/28
60,248
10
Intercontinental
Exchange
Inc
4.350%
6/15/29
9,554
20
Intercontinental
Exchange
Inc
1.850%
9/15/32
15,174
100
Intercontinental
Exchange
Inc
4.600%
3/15/33
93,724
90
Intercontinental
Exchange
Inc
4.250%
9/21/48
72,843
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
30
Invesco
Finance
PLC
3.750%
1/15/26
$
29,058
100
Invitation
Homes
Operating
Partnership
LP
5.450%
8/15/30
97,867
10
Janus
Henderson
US
Holdings
Inc
4.875%
8/01/25
9,872
230
JPMorgan
Chase
&
Co
4.080%
4/26/26
226,033
150
JPMorgan
Chase
&
Co
1.470%
9/22/27
136,039
50
JPMorgan
Chase
&
Co
5.581%
4/22/30
49,956
480
JPMorgan
Chase
&
Co
3.702%
5/06/30
440,343
210
JPMorgan
Chase
&
Co
2.739%
10/15/30
182,096
648
JPMorgan
Chase
&
Co
4.493%
3/24/31
613,701
110
JPMorgan
Chase
&
Co
2.545%
11/08/32
89,244
140
JPMorgan
Chase
&
Co
3.157%
4/22/42
101,133
450
JPMorgan
Chase
&
Co
3.328%
4/22/52
306,248
20
KeyBank
NA/Cleveland
OH
6.950%
2/01/28
20,249
20
KeyBank
NA/Cleveland
OH
3.900%
4/13/29
17,565
110
KeyCorp
2.250%
4/06/27
98,370
60
KeyCorp
6.401%
3/06/35
59,022
40
Kilroy
Realty
LP
4.750%
12/15/28
37,581
20
Kilroy
Realty
LP
2.500%
11/15/32
14,619
100
Kimco
Realty
OP
LLC
2.250%
12/01/31
78,316
30
Legg
Mason
Inc
4.750%
3/15/26
29,635
40
Legg
Mason
Inc
5.625%
1/15/44
38,533
70
Lincoln
National
Corp
3.050%
1/15/30
60,468
20
Lincoln
National
Corp
3.400%
3/01/32
16,718
30
Lincoln
National
Corp
4.375%
6/15/50
21,872
90
Lloyds
Banking
Group
PLC
4.550%
8/16/28
86,039
50
Lloyds
Banking
Group
PLC
4.344%
1/09/48
37,716
20
LPL
Holdings
Inc
6.750%
11/17/28
20,555
50
LXP
Industrial
Trust
6.750%
11/15/28
51,277
100
M&T
Bank
Corp
7.413%
10/30/29
103,691
50
M&T
Bank
Corp
6.082%
3/13/32
48,851
30
Manulife
Financial
Corp
5.375%
3/04/46
27,866
120
Marsh
&
McLennan
Cos
Inc
2.250%
11/15/30
99,735
10
Marsh
&
McLennan
Cos
Inc
4.750%
3/15/39
9,084
40
Marsh
&
McLennan
Cos
Inc
4.350%
1/30/47
32,770
10
Marsh
&
McLennan
Cos
Inc
4.200%
3/01/48
7,929
50
Marsh
&
McLennan
Cos
Inc
5.450%
3/15/54
47,723
220
MetLife
Inc
4.875%
11/13/43
195,370
50
Mid-America
Apartments
LP
5.000%
3/15/34
47,473
200
Mitsubishi
UFJ
Financial
Group
Inc
2.757%
9/13/26
187,754
140
Mitsubishi
UFJ
Financial
Group
Inc
1.538%
7/20/27
128,002
64
Mitsubishi
UFJ
Financial
Group
Inc
3.961%
3/02/28
60,933
200
Mitsubishi
UFJ
Financial
Group
Inc
5.441%
2/22/34
197,576
150
Mizuho
Financial
Group
Inc
2.651%
5/22/26
145,200
10
Mizuho
Financial
Group
Inc
3.663%
2/28/27
9,517
50
Mizuho
Financial
Group
Inc
4.254%
9/11/29
47,298
100
Mizuho
Financial
Group
Inc
2.869%
9/13/30
86,791
10
Mizuho
Financial
Group
Inc
1.979%
9/08/31
7,982
50
Morgan
Stanley
4.350%
9/08/26
48,638
50
Morgan
Stanley
5.652%
4/13/28
50,049
110
Morgan
Stanley
4.210%
4/20/28
105,957
10
Morgan
Stanley
3.591%
7/22/28
9,410
507
Morgan
Stanley
3.772%
1/24/29
475,768
100
Morgan
Stanley
5.123%
2/01/29
98,416
291
Morgan
Stanley
4.431%
1/23/30
276,808
50
Morgan
Stanley
5.656%
4/18/30
50,011
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
120
Morgan
Stanley
3.622%
4/01/31
$
107,857
200
Morgan
Stanley
2.239%
7/21/32
159,041
120
Morgan
Stanley
5.424%
7/21/34
116,441
100
Morgan
Stanley
6.627%
11/01/34
105,518
100
Morgan
Stanley
5.466%
1/18/35
97,288
50
Morgan
Stanley
5.656%
4/19/35
49,980
100
Morgan
Stanley
2.484%
9/16/36
77,141
100
Morgan
Stanley
5.942%
2/07/39
96,220
20
Morgan
Stanley
4.300%
1/27/45
16,617
120
Nasdaq
Inc
5.550%
2/15/34
117,367
150
National
Australia
Bank
Ltd/
New
York
3.375%
1/14/26
145,128
70
NatWest
Group
PLC
4.892%
5/18/29
67,483
100
NatWest
Group
PLC
5.808%
9/13/29
99,784
100
NatWest
Group
PLC
5.076%
1/27/30
96,619
100
NNN
REIT
Inc
5.600%
10/15/33
98,109
150
Nomura
Holdings
Inc
2.172%
7/14/28
129,984
10
Nomura
Holdings
Inc
6.087%
7/12/33
10,257
72
Northern
Trust
Corp
3.950%
10/30/25
70,293
20
Northern
Trust
Corp
3.150%
5/03/29
18,268
50
Old
Republic
International
Corp
5.750%
3/28/34
48,684
30
ORIX
Corp
3.700%
7/18/27
28,333
40
ORIX
Corp
2.250%
3/09/31
32,838
20
ORIX
Corp
4.000%
4/13/32
18,116
10
ORIX
Corp
5.200%
9/13/32
9,852
20
Piedmont
Operating
Partnership
LP
3.150%
8/15/30
15,446
10
PNC
Bank
NA
3.300%
10/30/24
9,889
10
PNC
Bank
NA
3.100%
10/25/27
9,231
90
PNC
Bank
NA
4.050%
7/26/28
84,313
20
PNC
Bank
NA
2.700%
10/22/29
17,071
100
PNC
Financial
Services
Group
Inc/The
5.582%
6/12/29
99,551
140
PNC
Financial
Services
Group
Inc/The
6.875%
10/20/34
148,597
50
PNC
Financial
Services
Group
Inc/The
5.676%
1/22/35
48,986
54
Principal
Financial
Group
Inc
3.700%
5/15/29
49,615
10
Principal
Financial
Group
Inc
2.125%
6/15/30
8,184
34
Progressive
Corp/The
3.200%
3/26/30
30,320
40
Progressive
Corp/The
3.000%
3/15/32
33,875
50
Progressive
Corp/The
4.200%
3/15/48
40,721
91
Prologis
LP
3.875%
9/15/28
85,925
50
Prologis
LP
2.875%
11/15/29
44,113
10
Prologis
LP
4.375%
9/15/48
8,143
100
Prologis
LP
5.250%
6/15/53
91,856
50
Prologis
LP
5.250%
3/15/54
45,640
41
Prudential
Financial
Inc
1.500%
3/10/26
38,180
30
Prudential
Financial
Inc
2.100%
3/10/30
25,236
70
Prudential
Financial
Inc
3.000%
3/10/40
50,487
20
Prudential
Financial
Inc
4.500%
9/15/47
18,566
133
Prudential
Financial
Inc
3.905%
12/07/47
99,282
10
Prudential
Financial
Inc
3.700%
10/01/50
8,551
30
Prudential
Funding
Asia
PLC
3.625%
3/24/32
26,305
110
Public
Storage
Operating
Co
5.125%
1/15/29
109,310
30
Raymond
James
Financial
Inc
4.950%
7/15/46
26,344
50
Regency
Centers
Corp
5.250%
1/15/34
47,806
10
Regions
Financial
Corp
1.800%
8/12/28
8,496
20
Regions
Financial
Corp
7.375%
12/10/37
21,637
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
30
Reinsurance
Group
of
America
Inc
3.950%
9/15/26
$
29,001
29
Reinsurance
Group
of
America
Inc
3.900%
5/15/29
26,961
100
Royal
Bank
of
Canada
3.375%
4/14/25
97,961
100
Royal
Bank
of
Canada
1.200%
4/27/26
92,012
100
Royal
Bank
of
Canada
1.150%
7/14/26
91,151
110
Royal
Bank
of
Canada
5.200%
8/01/28
109,372
100
Santander
Holdings
USA
Inc
2.490%
1/06/28
90,614
200
Simon
Property
Group
LP
5.500%
3/08/33
197,510
50
State
Street
Corp
4.993%
3/18/27
49,548
10
State
Street
Corp
4.141%
12/03/29
9,487
160
State
Street
Corp
2.400%
1/24/30
137,934
60
State
Street
Corp
6.123%
11/21/34
60,843
50
Sumitomo
Mitsui
Financial
Group
Inc
2.632%
7/14/26
47,087
330
Sumitomo
Mitsui
Financial
Group
Inc
3.364%
7/12/27
309,663
90
Sumitomo
Mitsui
Financial
Group
Inc
3.544%
1/17/28
84,333
170
Sumitomo
Mitsui
Financial
Group
Inc
2.750%
1/15/30
146,504
10
Sumitomo
Mitsui
Financial
Group
Inc
1.710%
1/12/31
7,830
122
Synchrony
Financial
4.875%
6/13/25
119,968
212
Toronto-Dominion
Bank/The
1.200%
6/03/26
194,238
100
Toronto-Dominion
Bank/The
5.523%
7/17/28
100,329
50
Toronto-Dominion
Bank/The
3.625%
9/15/31
47,456
102
Travelers
Cos
Inc/The
4.600%
8/01/43
89,674
20
Travelers
Cos
Inc/The
3.750%
5/15/46
15,203
20
Travelers
Cos
Inc/The
4.000%
5/30/47
15,754
10
Travelers
Cos
Inc/The
4.050%
3/07/48
7,909
51
Truist
Bank
3.625%
9/16/25
49,482
200
Truist
Financial
Corp
3.700%
6/05/25
195,533
50
Truist
Financial
Corp
1.887%
6/07/29
42,715
50
Truist
Financial
Corp
7.161%
10/30/29
52,354
10
Truist
Financial
Corp
1.950%
6/05/30
8,083
200
UBS
AG/London
5.650%
9/11/28
200,918
50
UnitedHealth
Group
Inc
4.600%
4/15/27
49,167
80
UnitedHealth
Group
Inc
4.000%
5/15/29
75,780
200
UnitedHealth
Group
Inc
5.300%
2/15/30
200,062
110
UnitedHealth
Group
Inc
4.200%
5/15/32
101,438
100
UnitedHealth
Group
Inc
5.350%
2/15/33
99,695
401
UnitedHealth
Group
Inc
4.750%
5/15/52
348,852
300
US
Bancorp
5.384%
1/23/30
295,826
21
Ventas
Realty
LP
3.850%
4/01/27
20,005
20
Ventas
Realty
LP
4.400%
1/15/29
18,868
10
Ventas
Realty
LP
3.000%
1/15/30
8,606
54
Ventas
Realty
LP
4.750%
11/15/30
50,864
19
Voya
Financial
Inc
4.800%
6/15/46
15,580
40
Voya
Financial
Inc
4.700%
1/23/48
33,549
118
Welltower
OP
LLC
4.125%
3/15/29
110,541
10
Welltower
OP
LLC
2.750%
1/15/31
8,397
110
Westpac
Banking
Corp
1.953%
11/20/28
95,351
100
Westpac
Banking
Corp
2.150%
6/03/31
81,798
176
Westpac
Banking
Corp
4.322%
11/23/31
168,762
10
Willis
North
America
Inc
4.500%
9/15/28
9,549
60
Willis
North
America
Inc
2.950%
9/15/29
52,541
50
Willis
North
America
Inc
5.900%
3/05/54
47,947
20
XL
Group
Ltd
5.250%
12/15/43
18,129
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
20
Zions
Bancorp
NA
3.250%
10/29/29
$
16,382
Total
Financials
29,215,726
Industrial
-
14.6%
30
3M
Co
3.375%
3/01/29
27,335
78
3M
Co
2.375%
8/26/29
66,895
100
3M
Co
3.050%
4/15/30
87,820
10
3M
Co
3.625%
10/15/47
7,087
20
3M
Co
3.250%
8/26/49
13,294
20
ABB
Finance
USA
Inc
3.800%
4/03/28
19,272
48
Adobe
Inc
2.150%
2/01/27
44,407
50
Adobe
Inc
4.800%
4/04/29
49,461
60
Agilent
Technologies
Inc
2.100%
6/04/30
49,580
119
Air
Products
and
Chemicals
Inc
1.850%
5/15/27
108,275
10
Air
Products
and
Chemicals
Inc
2.050%
5/15/30
8,359
30
Albemarle
Corp
4.650%
6/01/27
29,135
120
Alphabet
Inc
0.800%
8/15/27
105,532
20
Alphabet
Inc
1.100%
8/15/30
15,959
50
Alphabet
Inc
1.900%
8/15/40
31,826
90
Alphabet
Inc
2.250%
8/15/60
48,692
10
Amcor
Finance
USA
Inc
4.500%
5/15/28
9,591
60
Amcor
Flexibles
North
America
Inc
2.630%
6/19/30
50,099
220
America
Movil
SAB
de
CV
4.700%
7/21/32
205,767
66
American
Airlines
2017-1
Class
AA
Pass
Through
Trust2020
A
3.650%
2/15/29
61,471
60
American
Honda
Finance
Corp
4.900%
3/13/29
58,839
100
American
Honda
Finance
Corp
5.850%
10/04/30
102,392
10
American
Tower
Corp
4.000%
6/01/25
9,820
10
American
Tower
Corp
3.375%
10/15/26
9,499
40
American
Tower
Corp
1.500%
1/31/28
34,390
110
American
Tower
Corp
5.250%
7/15/28
108,457
50
American
Tower
Corp
5.800%
11/15/28
50,320
70
American
Tower
Corp
2.900%
1/15/30
60,362
20
American
Tower
Corp
1.875%
10/15/30
15,854
110
American
Tower
Corp
4.050%
3/15/32
98,286
10
American
Tower
Corp
3.700%
10/15/49
6,933
30
American
Tower
Corp
3.100%
6/15/50
18,678
110
Amgen
Inc
5.150%
3/02/28
109,023
130
Amgen
Inc
3.000%
2/22/29
117,676
138
Amgen
Inc
2.300%
2/25/31
113,788
110
Amgen
Inc
2.000%
1/15/32
86,345
20
Amgen
Inc
5.750%
3/15/40
19,867
10
Amgen
Inc
4.950%
10/01/41
9,067
310
Amgen
Inc
5.600%
3/02/43
298,935
210
Amgen
Inc
4.400%
5/01/45
172,340
40
Amgen
Inc
4.663%
6/15/51
33,332
60
Amphenol
Corp
4.350%
6/01/29
57,427
100
Analog
Devices
Inc
1.700%
10/01/28
86,239
50
Analog
Devices
Inc
5.300%
4/01/54
47,568
10
Applied
Materials
Inc
3.900%
10/01/25
9,805
22
Applied
Materials
Inc
5.100%
10/01/35
21,789
70
Applied
Materials
Inc
4.350%
4/01/47
59,697
20
Aptiv
PLC
4.350%
3/15/29
19,074
82
Aptiv
PLC
/
Aptiv
Corp
4.150%
5/01/52
59,086
20
Archer-Daniels-Midland
Co
2.500%
8/11/26
18,787
10
Archer-Daniels-Midland
Co
3.250%
3/27/30
8,922
120
Archer-Daniels-Midland
Co
2.700%
9/15/51
71,532
20
Astrazeneca
Finance
LLC
1.200%
5/28/26
18,403
50
Astrazeneca
Finance
LLC
4.800%
2/26/27
49,414
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
10
AstraZeneca
PLC
3.375%
11/16/25
$
9,704
49
AstraZeneca
PLC
1.375%
8/06/30
39,040
205
AstraZeneca
PLC
6.450%
9/15/37
222,950
20
AstraZeneca
PLC
4.375%
11/16/45
16,867
20
AstraZeneca
PLC
2.125%
8/06/50
11,007
170
AT&T
Inc
5.539%
2/20/26
169,529
130
AT&T
Inc
5.400%
2/15/34
127,016
760
AT&T
Inc
4.850%
3/01/39
677,112
200
AT&T
Inc
6.375%
3/01/41
204,982
280
AT&T
Inc
3.650%
6/01/51
192,805
60
Autodesk
Inc
2.400%
12/15/31
48,446
70
Automatic
Data
Processing
Inc
1.700%
5/15/28
61,672
80
AutoNation
Inc
1.950%
8/01/28
68,143
30
AutoNation
Inc
4.750%
6/01/30
28,126
80
AutoZone
Inc
4.500%
2/01/28
77,403
100
AutoZone
Inc
5.200%
8/01/33
97,051
50
Avery
Dennison
Corp
2.250%
2/15/32
39,881
30
Avnet
Inc
4.625%
4/15/26
29,292
100
Baidu
Inc
4.375%
3/29/28
96,198
115
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
3.138%
11/07/29
102,636
20
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
4.486%
5/01/30
19,007
180
Baxalta
Inc
4.000%
6/23/25
176,579
10
Baxter
International
Inc
1.322%
11/29/24
9,744
10
Baxter
International
Inc
2.600%
8/15/26
9,362
60
Baxter
International
Inc
1.730%
4/01/31
46,529
120
Baxter
International
Inc
2.539%
2/01/32
96,141
12
Bell
Telephone
Co
of
Canada
or
Bell
Canada
2.150%
2/15/32
9,370
80
Bell
Telephone
Co
of
Canada
or
Bell
Canada
3.650%
3/17/51
56,166
60
Berry
Global
Inc
5.500%
4/15/28
59,316
20
Biogen
Inc
2.250%
5/01/30
16,515
110
Biogen
Inc
3.150%
5/01/50
69,105
60
Block
Financial
LLC
2.500%
7/15/28
52,738
50
Booking
Holdings
Inc
3.600%
6/01/26
48,259
20
Booz
Allen
Hamilton
Inc
5.950%
8/04/33
20,129
62
BorgWarner
Inc
2.650%
7/01/27
56,742
80
Boston
Scientific
Corp
2.650%
6/01/30
68,781
50
Bristol-Myers
Squibb
Co
4.900%
2/22/29
49,245
90
Bristol-Myers
Squibb
Co
1.450%
11/13/30
71,034
40
Bristol-Myers
Squibb
Co
5.900%
11/15/33
41,229
660
Bristol-Myers
Squibb
Co
4.125%
6/15/39
557,959
50
Bristol-Myers
Squibb
Co
6.250%
11/15/53
52,973
100
British
Telecommunications
PLC
9.625%
12/15/30
119,537
212
(b)
Broadcom
Inc
4.150%
4/15/32
190,881
485
Broadcom
Inc
4.300%
11/15/32
441,804
50
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
40,914
40
Brunswick
Corp/DE
4.400%
9/15/32
35,164
10
Bunge
Ltd
Finance
Corp
1.630%
8/17/25
9,497
40
Bunge
Ltd
Finance
Corp
3.250%
8/15/26
37,986
10
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
9,456
50
Bunge
Ltd
Finance
Corp
2.750%
5/14/31
41,922
20
Cabot
Corp
5.000%
6/30/32
18,986
110
Campbell
Soup
Co
2.375%
4/24/30
92,527
10
Canadian
National
Railway
Co
2.750%
3/01/26
9,580
10
Canadian
National
Railway
Co
3.850%
8/05/32
9,018
60
Canadian
National
Railway
Co
6.375%
11/15/37
64,252
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
50
Canadian
National
Railway
Co
3.650%
2/03/48
$
37,814
30
Canadian
National
Railway
Co
4.450%
1/20/49
25,698
10
Canadian
Pacific
Railway
Co
2.050%
3/05/30
8,321
110
Canadian
Pacific
Railway
Co
2.450%
12/02/31
97,422
10
Canadian
Pacific
Railway
Co
4.800%
9/15/35
9,293
70
Canadian
Pacific
Railway
Co
4.300%
5/15/43
57,547
60
Canadian
Pacific
Railway
Co
6.125%
9/15/15
59,340
120
Cardinal
Health
Inc
4.500%
11/15/44
97,529
10
Cardinal
Health
Inc
4.900%
9/15/45
8,543
10
Carlisle
Cos
Inc
2.750%
3/01/30
8,617
20
Carlisle
Cos
Inc
2.200%
3/01/32
15,782
60
Carrier
Global
Corp
5.800%
11/30/25
60,111
202
Carrier
Global
Corp
3.377%
4/05/40
151,472
122
Caterpillar
Financial
Services
Corp
3.400%
5/13/25
119,586
10
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
9,345
180
Caterpillar
Inc
3.803%
8/15/42
144,025
10
Caterpillar
Inc
3.250%
9/19/49
6,973
20
CBRE
Services
Inc
4.875%
3/01/26
19,665
100
CBRE
Services
Inc
5.950%
8/15/34
99,429
92
CDW
LLC
/
CDW
Finance
Corp
2.670%
12/01/26
85,206
103
Celanese
US
Holdings
LLC
1.400%
8/05/26
93,424
50
Cencora
Inc
5.125%
2/15/34
48,308
60
CF
Industries
Inc
5.150%
3/15/34
56,637
20
CH
Robinson
Worldwide
Inc
4.200%
4/15/28
19,100
200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
2.250%
1/15/29
166,937
200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
4.400%
4/01/33
170,764
200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
6.650%
2/01/34
197,229
250
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.500%
4/01/63
185,876
82
Cheniere
Corpus
Christi
Holdings
LLC
5.125%
6/30/27
80,837
50
(b)
Cheniere
Energy
Inc
5.650%
4/15/34
48,934
150
Cheniere
Energy
Partners
LP
5.950%
6/30/33
149,592
50
Church
&
Dwight
Co
Inc
3.150%
8/01/27
46,916
116
Cigna
Group/The
4.500%
2/25/26
113,957
300
Cigna
Group/The
3.050%
10/15/27
278,169
90
Cigna
Group/The
4.800%
8/15/38
80,568
10
Cigna
Group/The
6.125%
11/15/41
10,210
40
Cigna
Group/The
3.875%
10/15/47
29,500
100
Cintas
Corp
No
2
3.450%
5/01/25
97,879
100
Cintas
Corp
No
2
3.700%
4/01/27
96,148
298
Cisco
Systems
Inc
2.500%
9/20/26
280,666
100
Cisco
Systems
Inc
5.300%
2/26/54
96,223
40
Clorox
Co/The
4.400%
5/01/29
38,415
10
Clorox
Co/The
1.800%
5/15/30
8,154
80
CNH
Industrial
NV
3.850%
11/15/27
76,187
10
Coca-Cola
Co/The
3.375%
3/25/27
9,587
5
Coca-Cola
Co/The
1.450%
6/01/27
4,501
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
50
Coca-Cola
Co/The
1.000%
3/15/28
$
43,162
170
Coca-Cola
Co/The
1.650%
6/01/30
139,642
10
Coca-Cola
Co/The
1.375%
3/15/31
7,875
110
Coca-Cola
Co/The
3.000%
3/05/51
72,907
70
Coca-Cola
Co/The
2.750%
6/01/60
41,960
100
Coca-Cola
Femsa
SAB
de
CV
1.850%
9/01/32
75,304
10
Colgate-Palmolive
Co
3.100%
8/15/25
9,739
100
Colgate-Palmolive
Co
3.250%
8/15/32
87,326
80
Comcast
Corp
3.300%
4/01/27
75,862
290
Comcast
Corp
3.400%
4/01/30
261,221
250
Comcast
Corp
1.500%
2/15/31
195,917
100
Comcast
Corp
5.500%
11/15/32
100,496
130
Comcast
Corp
6.450%
3/15/37
137,582
370
Comcast
Corp
3.750%
4/01/40
293,214
390
Comcast
Corp
2.987%
11/01/63
221,855
20
Conagra
Brands
Inc
4.600%
11/01/25
19,642
60
Conagra
Brands
Inc
8.250%
9/15/30
67,445
30
Conagra
Brands
Inc
5.300%
11/01/38
27,478
90
Corning
Inc
5.350%
11/15/48
82,593
10
Corning
Inc
3.900%
11/15/49
7,412
10
Corning
Inc
4.375%
11/15/57
7,634
100
Costco
Wholesale
Corp
1.375%
6/20/27
89,461
20
Crown
Castle
Inc
3.700%
6/15/26
19,202
40
Crown
Castle
Inc
4.300%
2/15/29
37,609
154
Crown
Castle
Inc
3.300%
7/01/30
133,661
150
Crown
Castle
Inc
2.500%
7/15/31
121,035
115
CSX
Corp
4.250%
3/15/29
110,226
30
CSX
Corp
6.000%
10/01/36
31,194
120
CSX
Corp
4.100%
3/15/44
97,136
10
CSX
Corp
3.800%
11/01/46
7,574
50
CSX
Corp
4.750%
11/15/48
43,667
10
CSX
Corp
3.800%
4/15/50
7,430
62
CSX
Corp
4.250%
11/01/66
46,903
39
Cummins
Inc
1.500%
9/01/30
31,190
72
Cummins
Inc
2.600%
9/01/50
42,485
100
Danaher
Corp
2.800%
12/10/51
61,374
70
DCP
Midstream
Operating
LP
5.125%
5/15/29
68,362
130
Deere
&
Co
3.900%
6/09/42
106,709
140
Dell
International
LLC
/
EMC
Corp
5.850%
7/15/25
140,238
162
Dell
International
LLC
/
EMC
Corp
8.100%
7/15/36
188,770
16
Delta
Air
Lines
2020-1
Class
AA
Pass
Through
Trust2020
A
2.000%
6/10/28
14,144
70
Discovery
Communications
LLC
3.950%
3/20/28
65,128
202
Discovery
Communications
LLC
3.625%
5/15/30
175,890
340
Discovery
Communications
LLC
5.000%
9/20/37
285,855
61
Discovery
Communications
LLC
6.350%
6/01/40
57,790
80
Discovery
Communications
LLC
5.200%
9/20/47
62,958
20
Discovery
Communications
LLC
4.650%
5/15/50
14,498
100
Dollar
General
Corp
3.500%
4/03/30
89,639
12
Dollar
Tree
Inc
4.000%
5/15/25
11,784
82
Dollar
Tree
Inc
3.375%
12/01/51
51,475
30
Dover
Corp
5.375%
10/15/35
29,709
30
Dow
Chemical
Co/The
2.100%
11/15/30
24,601
161
Dow
Chemical
Co/The
4.250%
10/01/34
144,359
70
Dow
Chemical
Co/The
5.600%
2/15/54
66,228
60
DR
Horton
Inc
1.300%
10/15/26
54,170
10
DuPont
de
Nemours
Inc
4.493%
11/15/25
9,830
150
DuPont
de
Nemours
Inc
5.319%
11/15/38
142,183
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
30
DXC
Technology
Co
1.800%
9/15/26
$
27,173
211
Eastern
Gas
Transmission
&
Storage
Inc
4.800%
11/01/43
180,864
60
Eastman
Chemical
Co
5.750%
3/08/33
59,296
48
Eaton
Corp
3.103%
9/15/27
44,861
62
Eaton
Corp
4.000%
11/02/32
56,820
154
eBay
Inc
2.700%
3/11/30
133,313
36
Ecolab
Inc
3.250%
12/01/27
33,673
10
Ecolab
Inc
4.800%
3/24/30
9,813
10
Ecolab
Inc
1.300%
1/30/31
7,841
110
Ecolab
Inc
2.700%
12/15/51
66,184
62
Electronic
Arts
Inc
1.850%
2/15/31
49,486
10
Eli
Lilly
&
Co
2.750%
6/01/25
9,733
25
Eli
Lilly
&
Co
3.375%
3/15/29
23,249
180
Eli
Lilly
&
Co
4.700%
2/27/33
172,998
110
Eli
Lilly
&
Co
5.000%
2/09/54
102,294
50
Emerson
Electric
Co
2.000%
12/21/28
43,705
72
Emerson
Electric
Co
1.950%
10/15/30
59,746
30
Enbridge
Inc
3.700%
7/15/27
28,491
180
Enbridge
Inc
3.125%
11/15/29
159,924
90
Enbridge
Inc
4.500%
6/10/44
72,801
50
Enbridge
Inc
5.950%
4/05/54
48,417
50
Enbridge
Inc
8.250%
1/15/84
51,175
100
Enterprise
Products
Operating
LLC
7.550%
4/15/38
115,698
200
Enterprise
Products
Operating
LLC
6.125%
10/15/39
204,747
120
Enterprise
Products
Operating
LLC
4.850%
3/15/44
105,976
50
Equifax
Inc
5.100%
6/01/28
49,096
160
Equinix
Inc
3.900%
4/15/32
141,507
40
Equinix
Inc
3.000%
7/15/50
24,433
120
Estee
Lauder
Cos
Inc/The
2.600%
4/15/30
103,486
300
FedEx
Corp
3.900%
2/01/35
258,902
122
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
105,994
40
Fiserv
Inc
2.250%
6/01/27
36,345
254
Fiserv
Inc
3.500%
7/01/29
231,366
40
Fiserv
Inc
2.650%
6/01/30
34,042
60
Flex
Ltd
4.875%
6/15/29
57,546
60
Flowserve
Corp
2.800%
1/15/32
48,170
40
FMC
Corp
3.450%
10/01/29
35,476
20
FMC
Corp
4.500%
10/01/49
14,641
10
Fomento
Economico
Mexicano
SAB
de
CV
4.375%
5/10/43
8,237
89
Fomento
Economico
Mexicano
SAB
de
CV
3.500%
1/16/50
61,815
20
Fortinet
Inc
2.200%
3/15/31
16,210
30
Fortive
Corp
3.150%
6/15/26
28,612
100
Fortune
Brands
Innovations
Inc
5.875%
6/01/33
99,507
100
Fox
Corp
4.709%
1/25/29
96,692
100
Fox
Corp
6.500%
10/13/33
102,678
20
GE
HealthCare
Technologies
Inc
5.600%
11/15/25
19,968
140
GE
HealthCare
Technologies
Inc
5.857%
3/15/30
142,124
10
General
Mills
Inc
4.000%
4/17/25
9,844
184
General
Mills
Inc
2.875%
4/15/30
160,183
90
General
Motors
Co
5.600%
10/15/32
88,446
190
General
Motors
Financial
Co
Inc
5.000%
4/09/27
186,717
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
284
General
Motors
Financial
Co
Inc
5.650%
1/17/29
$
281,311
210
General
Motors
Financial
Co
Inc
4.300%
4/06/29
196,848
160
General
Motors
Financial
Co
Inc
6.100%
1/07/34
158,953
40
Genuine
Parts
Co
2.750%
2/01/32
32,537
190
Gilead
Sciences
Inc
4.600%
9/01/35
175,122
176
Gilead
Sciences
Inc
4.000%
9/01/36
151,116
50
Gilead
Sciences
Inc
5.650%
12/01/41
49,023
10
Gilead
Sciences
Inc
4.800%
4/01/44
8,787
50
GlaxoSmithKline
Capital
Inc
3.625%
5/15/25
49,114
30
GlaxoSmithKline
Capital
Inc
6.375%
5/15/38
32,433
70
GlaxoSmithKline
Capital
PLC
3.375%
6/01/29
64,683
200
Global
Payments
Inc
3.200%
8/15/29
176,463
20
GXO
Logistics
Inc
1.650%
7/15/26
18,249
120
Haleon
US
Capital
LLC
3.375%
3/24/29
109,386
202
Halliburton
Co
4.850%
11/15/35
190,204
30
Harley-Davidson
Inc
4.625%
7/28/45
23,961
10
Hasbro
Inc
3.550%
11/19/26
9,473
10
Hasbro
Inc
3.500%
9/15/27
9,305
100
Hasbro
Inc
3.900%
11/19/29
91,063
30
HCA
Inc
5.250%
6/15/26
29,692
40
HCA
Inc
4.500%
2/15/27
38,762
50
HCA
Inc
3.125%
3/15/27
46,764
100
HCA
Inc
5.200%
6/01/28
98,272
156
HCA
Inc
4.125%
6/15/29
144,952
110
HCA
Inc
5.125%
6/15/39
99,035
120
HCA
Inc
3.500%
7/15/51
77,872
70
Hershey
Co/The
4.250%
5/04/28
68,133
60
Hewlett
Packard
Enterprise
Co
6.102%
4/01/26
59,793
90
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
92,689
20
Hexcel
Corp
4.950%
8/15/25
19,828
60
(b)
HF
Sinclair
Corp
5.000%
2/01/28
57,566
140
Home
Depot
Inc/The
2.700%
4/15/25
136,478
20
Home
Depot
Inc/The
2.950%
6/15/29
18,031
299
Home
Depot
Inc/The
5.400%
9/15/40
291,913
130
Home
Depot
Inc/The
5.950%
4/01/41
134,645
42
Home
Depot
Inc/The
4.400%
3/15/45
35,488
70
Home
Depot
Inc/The
4.500%
12/06/48
59,263
20
Home
Depot
Inc/The
3.125%
12/15/49
13,233
50
Hormel
Foods
Corp
1.700%
6/03/28
43,625
10
HP
Inc
2.200%
6/17/25
9,611
52
HP
Inc
3.400%
6/17/30
46,255
110
HP
Inc
4.200%
4/15/32
99,848
30
Huntsman
International
LLC
4.500%
5/01/29
27,992
100
Hyatt
Hotels
Corp
5.750%
1/30/27
100,481
100
IBM
International
Capital
Pte
Ltd
5.300%
2/05/54
91,212
30
IDEX
Corp
2.625%
6/15/31
24,687
70
Illinois
Tool
Works
Inc
4.875%
9/15/41
64,848
10
Intel
Corp
3.750%
3/25/27
9,586
292
Intel
Corp
2.450%
11/15/29
252,202
130
Intel
Corp
5.125%
2/10/30
128,650
10
Intel
Corp
4.000%
12/15/32
9,012
110
Intel
Corp
4.600%
3/25/40
97,236
70
Intel
Corp
4.250%
12/15/42
56,934
70
Intel
Corp
4.100%
5/11/47
54,164
160
Intel
Corp
3.734%
12/08/47
114,605
10
Intel
Corp
3.250%
11/15/49
6,495
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
50
Intel
Corp
5.600%
2/21/54
$
47,050
20
International
Business
Machines
Corp
7.000%
10/30/25
20,464
230
International
Business
Machines
Corp
3.300%
5/15/26
221,002
10
International
Business
Machines
Corp
3.300%
1/27/27
9,509
100
International
Business
Machines
Corp
2.720%
2/09/32
84,188
72
International
Business
Machines
Corp
5.600%
11/30/39
71,413
70
International
Business
Machines
Corp
4.000%
6/20/42
55,875
90
International
Business
Machines
Corp
4.700%
2/19/46
77,928
40
International
Flavors
&
Fragrances
Inc
4.375%
6/01/47
29,419
10
International
Flavors
&
Fragrances
Inc
5.000%
9/26/48
8,248
45
International
Paper
Co
4.800%
6/15/44
38,510
52
International
Paper
Co
4.350%
8/15/48
41,599
60
Interpublic
Group
of
Cos
Inc/
The
2.400%
3/01/31
48,999
100
Interpublic
Group
of
Cos
Inc/
The
5.375%
6/15/33
97,090
100
Intuit
Inc
5.250%
9/15/26
100,203
18
Intuit
Inc
1.350%
7/15/27
15,965
10
Intuit
Inc
1.650%
7/15/30
8,109
50
IQVIA
Inc
6.250%
2/01/29
50,814
10
J
M
Smucker
Co/The
4.250%
3/15/35
8,789
100
J
M
Smucker
Co/The
2.750%
9/15/41
64,594
40
Jabil
Inc
4.250%
5/15/27
38,345
30
Jacobs
Engineering
Group
Inc
6.350%
8/18/28
30,529
20
JB
Hunt
Transport
Services
Inc
3.875%
3/01/26
19,427
8
JetBlue
2019-1
Class
AA
Pass
Through
Trust2020
A
2.750%
5/15/32
6,894
24
JetBlue
2020-1
Class
A
Pass
Through
Trust
4.000%
11/15/32
21,978
110
John
Deere
Capital
Corp
1.300%
10/13/26
100,049
40
John
Deere
Capital
Corp
3.350%
4/18/29
36,886
110
John
Deere
Capital
Corp
4.700%
6/10/30
107,139
20
Johnson
&
Johnson
2.950%
3/03/27
18,959
390
Johnson
&
Johnson
3.550%
3/01/36
333,139
10
Johnson
Controls
International
plc
4.625%
7/02/44
8,384
56
Johnson
Controls
International
plc
5.125%
9/14/45
49,903
20
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
1.750%
9/15/30
16,119
30
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
2.000%
9/16/31
23,594
70
Kellanova
3.400%
11/15/27
65,418
20
Kellanova
2.100%
6/01/30
16,613
20
Kellanova
4.500%
4/01/46
16,367
160
Kenvue
Inc
4.900%
3/22/33
154,864
10
Keurig
Dr
Pepper
Inc
3.400%
11/15/25
9,674
50
Keurig
Dr
Pepper
Inc
5.100%
3/15/27
49,652
30
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
26,567
10
Keurig
Dr
Pepper
Inc
3.800%
5/01/50
7,280
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
170
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
$
138,407
50
Keysight
Technologies
Inc
3.000%
10/30/29
43,801
20
Kimberly-Clark
Corp
3.950%
11/01/28
19,086
98
Kimberly-Clark
Corp
6.625%
8/01/37
108,961
90
Kinder
Morgan
Inc
1.750%
11/15/26
82,083
372
Kinder
Morgan
Inc
5.300%
12/01/34
355,505
60
Kinder
Morgan
Inc
3.250%
8/01/50
37,458
100
KLA
Corp
4.650%
7/15/32
95,554
100
KLA
Corp
4.950%
7/15/52
90,837
10
Koninklijke
KPN
NV
8.375%
10/01/30
11,403
30
Kraft
Heinz
Foods
Co
3.875%
5/15/27
28,769
110
Kraft
Heinz
Foods
Co
4.250%
3/01/31
102,657
130
Kraft
Heinz
Foods
Co
5.500%
6/01/50
121,739
30
Kroger
Co/The
2.200%
5/01/30
24,970
10
Kroger
Co/The
1.700%
1/15/31
7,868
110
Kroger
Co/The
6.900%
4/15/38
119,876
9
Kroger
Co/The
5.400%
7/15/40
8,498
20
Kroger
Co/The
4.450%
2/01/47
16,180
50
Kyndryl
Holdings
Inc
6.350%
2/20/34
49,731
10
Laboratory
Corp
of
America
Holdings
3.600%
9/01/27
9,449
110
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
91,852
10
Lam
Research
Corp
3.750%
3/15/26
9,712
10
Lam
Research
Corp
1.900%
6/15/30
8,250
90
Lam
Research
Corp
3.125%
6/15/60
55,506
60
Lear
Corp
2.600%
1/15/32
47,859
40
Leggett
&
Platt
Inc
4.400%
3/15/29
36,532
30
Leggett
&
Platt
Inc
3.500%
11/15/51
19,006
10
Lennox
International
Inc
1.700%
8/01/27
8,885
50
Linde
Inc/CT
4.700%
12/05/25
49,576
20
Linde
Inc/CT
1.100%
8/10/30
15,799
40
Lowe's
Cos
Inc
4.000%
4/15/25
39,404
80
Lowe's
Cos
Inc
3.350%
4/01/27
75,664
191
Lowe's
Cos
Inc
4.500%
4/15/30
182,699
300
Lowe's
Cos
Inc
5.000%
4/15/40
271,992
190
LYB
International
Finance
III
LLC
3.375%
10/01/40
136,288
21
LYB
International
Finance
III
LLC
4.200%
5/01/50
15,615
70
Magna
International
Inc
2.450%
6/15/30
58,997
132
Marathon
Petroleum
Corp
4.750%
9/15/44
110,802
200
Marriott
International
Inc/MD
5.550%
10/15/28
200,496
142
Martin
Marietta
Materials
Inc
3.200%
7/15/51
93,648
60
Marvell
Technology
Inc
2.450%
4/15/28
53,277
10
Masco
Corp
2.000%
10/01/30
8,007
70
Masco
Corp
2.000%
2/15/31
55,809
20
Masco
Corp
4.500%
5/15/47
16,206
10
Mastercard
Inc
2.950%
11/21/26
9,479
32
Mastercard
Inc
2.950%
6/01/29
28,905
44
Mastercard
Inc
3.350%
3/26/30
40,031
120
Mastercard
Inc
2.000%
11/18/31
96,631
40
Mastercard
Inc
3.800%
11/21/46
31,074
50
McCormick
&
Co
Inc/MD
1.850%
2/15/31
39,724
250
McDonald's
Corp
4.600%
9/09/32
238,144
200
McDonald's
Corp
5.150%
9/09/52
182,392
50
McKesson
Corp
4.900%
7/15/28
49,227
10
McKesson
Corp
5.100%
7/15/33
9,741
100
MDC
Holdings
Inc
3.966%
8/06/61
82,817
100
Merck
&
Co
Inc
1.900%
12/10/28
87,158
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
200
Merck
&
Co
Inc
1.450%
6/24/30
$
161,155
60
Merck
&
Co
Inc
6.500%
12/01/33
65,584
250
Merck
&
Co
Inc
2.750%
12/10/51
152,508
20
Micron
Technology
Inc
4.975%
2/06/26
19,782
80
Micron
Technology
Inc
4.185%
2/15/27
77,235
110
Micron
Technology
Inc
5.300%
1/15/31
107,937
10
(b)
Microsoft
Corp
3.400%
9/15/26
9,616
80
Microsoft
Corp
3.300%
2/06/27
76,628
211
Microsoft
Corp
3.450%
8/08/36
179,671
30
Microsoft
Corp
3.750%
2/12/45
24,562
586
Microsoft
Corp
2.921%
3/17/52
386,238
60
Mohawk
Industries
Inc
5.850%
9/18/28
60,642
50
Mondelez
International
Inc
4.750%
2/20/29
48,610
20
Moody's
Corp
2.000%
8/19/31
15,894
10
Moody's
Corp
5.250%
7/15/44
9,329
70
Moody's
Corp
3.750%
2/25/52
51,122
10
Mosaic
Co/The
4.050%
11/15/27
9,544
50
Mosaic
Co/The
5.375%
11/15/28
49,580
80
Mosaic
Co/The
4.875%
11/15/41
68,764
120
Motorola
Solutions
Inc
2.750%
5/24/31
99,697
240
MPLX
LP
2.650%
8/15/30
202,218
140
MPLX
LP
4.950%
3/14/52
117,012
40
National
Fuel
Gas
Co
5.500%
1/15/26
39,701
10
National
Fuel
Gas
Co
5.500%
10/01/26
9,922
60
NetApp
Inc
2.375%
6/22/27
54,451
100
Norfolk
Southern
Corp
2.300%
5/15/31
82,414
32
Norfolk
Southern
Corp
4.837%
10/01/41
28,610
120
Norfolk
Southern
Corp
2.900%
8/25/51
72,714
130
Norfolk
Southern
Corp
5.350%
8/01/54
121,274
50
NOV
Inc
3.950%
12/01/42
36,721
120
Novartis
Capital
Corp
2.200%
8/14/30
101,505
110
Novartis
Capital
Corp
4.400%
5/06/44
95,473
20
Novartis
Capital
Corp
2.750%
8/14/50
12,649
40
Nutrien
Ltd
5.950%
11/07/25
40,194
100
Nutrien
Ltd
4.200%
4/01/29
94,352
110
NVIDIA
Corp
2.000%
6/15/31
90,109
122
NVIDIA
Corp
3.500%
4/01/40
98,087
50
NVR
Inc
3.000%
5/15/30
43,348
10
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.150%
5/01/27
9,348
92
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
75,104
110
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
88,976
10
Omnicom
Group
Inc
2.450%
4/30/30
8,413
80
Omnicom
Group
Inc
/
Omnicom
Capital
Inc
3.600%
4/15/26
77,276
273
ONEOK
Inc
4.550%
7/15/28
262,531
39
ONEOK
Inc
4.350%
3/15/29
36,987
10
ONEOK
Inc
4.500%
3/15/50
7,681
70
ONEOK
Inc
7.150%
1/15/51
75,044
150
Oracle
Corp
2.800%
4/01/27
139,345
100
Oracle
Corp
4.650%
5/06/30
95,867
120
Oracle
Corp
4.900%
2/06/33
113,603
690
Oracle
Corp
4.300%
7/08/34
612,806
270
Oracle
Corp
6.900%
11/09/52
293,135
100
Orange
SA
5.375%
1/13/42
94,182
110
Otis
Worldwide
Corp
3.112%
2/15/40
79,947
2
Owens
Corning
3.400%
8/15/26
1,904
70
Owens
Corning
3.875%
6/01/30
63,925
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
70
PACCAR
Financial
Corp
3.550%
8/11/25
$
68,434
100
PACCAR
Financial
Corp
5.200%
11/09/26
99,892
60
Packaging
Corp
of
America
5.700%
12/01/33
59,771
30
Packaging
Corp
of
America
4.050%
12/15/49
22,751
20
Paramount
Global
4.200%
6/01/29
17,784
230
Paramount
Global
4.200%
5/19/32
187,828
50
Paramount
Global
5.900%
10/15/40
40,799
10
Parker-Hannifin
Corp
3.250%
3/01/27
9,462
30
Parker-Hannifin
Corp
3.250%
6/14/29
27,236
114
Parker-Hannifin
Corp
4.200%
11/21/34
102,478
20
Parker-Hannifin
Corp
4.450%
11/21/44
16,700
10
Parker-Hannifin
Corp
4.000%
6/14/49
7,695
10
PayPal
Holdings
Inc
3.900%
6/01/27
9,612
170
PayPal
Holdings
Inc
2.850%
10/01/29
150,922
60
PepsiCo
Inc
3.500%
7/17/25
58,699
40
PepsiCo
Inc
2.375%
10/06/26
37,495
50
PepsiCo
Inc
5.125%
11/10/26
49,987
100
PepsiCo
Inc
1.625%
5/01/30
82,019
10
PepsiCo
Inc
4.450%
4/14/46
8,611
364
PepsiCo
Inc
2.875%
10/15/49
235,058
50
Pepsico
Singapore
Financing
I
Pte
Ltd
4.650%
2/16/27
49,181
100
Pfizer
Inc
3.600%
9/15/28
94,477
350
Pfizer
Inc
4.200%
9/15/48
282,870
100
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/26
98,292
100
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/28
96,986
150
Pfizer
Investment
Enterprises
Pte
Ltd
4.650%
5/19/30
145,053
190
Pfizer
Investment
Enterprises
Pte
Ltd
4.750%
5/19/33
180,992
150
Pfizer
Investment
Enterprises
Pte
Ltd
5.110%
5/19/43
139,635
40
Phillips
66
Co
3.550%
10/01/26
38,271
173
Phillips
66
Co
4.680%
2/15/45
145,417
50
PPG
Industries
Inc
3.750%
3/15/28
47,300
50
Procter
&
Gamble
Co/The
1.000%
4/23/26
46,230
250
Procter
&
Gamble
Co/The
3.000%
3/25/30
225,354
10
Procter
&
Gamble
Co/The
4.050%
1/26/33
9,366
25
PulteGroup
Inc
5.000%
1/15/27
24,621
41
PVH
Corp
4.625%
7/10/25
40,278
220
QUALCOMM
Inc
1.650%
5/20/32
168,247
70
QUALCOMM
Inc
4.250%
5/20/32
65,259
30
QUALCOMM
Inc
4.650%
5/20/35
28,544
20
Quanta
Services
Inc
2.900%
10/01/30
17,104
80
Quanta
Services
Inc
2.350%
1/15/32
63,120
50
Quest
Diagnostics
Inc
3.450%
6/01/26
47,990
10
Quest
Diagnostics
Inc
2.950%
6/30/30
8,658
130
(b)
Regal
Rexnord
Corp
6.300%
2/15/30
130,556
60
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
47,902
20
Regeneron
Pharmaceuticals
Inc
2.800%
9/15/50
11,717
50
RELX
Capital
Inc
4.750%
5/20/32
48,061
10
Republic
Services
Inc
3.375%
11/15/27
9,404
70
Republic
Services
Inc
3.950%
5/15/28
66,553
28
Republic
Services
Inc
2.300%
3/01/30
23,701
80
Republic
Services
Inc
1.450%
2/15/31
62,264
20
Republic
Services
Inc
5.700%
5/15/41
19,745
10
Revvity
Inc
3.300%
9/15/29
8,931
110
Revvity
Inc
2.250%
9/15/31
87,936
50
Rockwell
Automation
Inc
4.200%
3/01/49
40,589
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
10
Rogers
Communications
Inc
3.625%
12/15/25
$
9,646
10
Rogers
Communications
Inc
2.900%
11/15/26
9,358
50
Rogers
Communications
Inc
3.200%
3/15/27
46,904
10
Rogers
Communications
Inc
3.800%
3/15/32
8,725
150
Rogers
Communications
Inc
5.450%
10/01/43
137,570
10
Rogers
Communications
Inc
3.700%
11/15/49
6,904
120
Roper
Technologies
Inc
3.800%
12/15/26
115,284
100
Royalty
Pharma
PLC
1.200%
9/02/25
94,172
30
RPM
International
Inc
2.950%
1/15/32
24,653
110
Ryder
System
Inc
2.850%
3/01/27
102,351
50
Ryder
System
Inc
6.300%
12/01/28
51,483
50
Ryder
System
Inc
5.375%
3/15/29
49,580
160
S&P
Global
Inc
2.900%
3/01/32
135,334
60
(b)
S&P
Global
Inc
5.250%
9/15/33
59,460
23
S&P
Global
Inc
2.300%
8/15/60
11,572
20
Sabine
Pass
Liquefaction
LLC
5.875%
6/30/26
20,024
160
Sabine
Pass
Liquefaction
LLC
4.500%
5/15/30
150,218
90
Salesforce
Inc
2.700%
7/15/41
61,502
152
Salesforce
Inc
2.900%
7/15/51
95,444
10
Schlumberger
Finance
Canada
Ltd
1.400%
9/17/25
9,467
82
Schlumberger
Investment
SA
2.650%
6/26/30
70,948
10
Sherwin-Williams
Co/The
4.250%
8/08/25
9,829
151
Sherwin-Williams
Co/The
2.950%
8/15/29
133,823
42
Sherwin-Williams
Co/The
4.500%
6/01/47
34,611
20
Smith
&
Nephew
PLC
2.032%
10/14/30
16,097
60
(b)
Smurfit
Kappa
Treasury
ULC
5.438%
4/03/34
58,057
50
Snap-on
Inc
3.100%
5/01/50
33,426
70
Sonoco
Products
Co
2.850%
2/01/32
57,583
110
Stanley
Black
&
Decker
Inc
3.000%
5/15/32
90,745
10
Starbucks
Corp
2.250%
3/12/30
8,443
20
Starbucks
Corp
2.550%
11/15/30
16,897
150
Starbucks
Corp
3.000%
2/14/32
127,424
100
Starbucks
Corp
4.800%
2/15/33
96,019
50
Starbucks
Corp
3.500%
11/15/50
34,816
140
Stryker
Corp
1.950%
6/15/30
115,403
130
Sysco
Corp
3.250%
7/15/27
121,586
50
Sysco
Corp
6.000%
1/17/34
51,433
20
Sysco
Corp
6.600%
4/01/50
21,711
10
Takeda
Pharmaceutical
Co
Ltd
2.050%
3/31/30
8,267
20
Takeda
Pharmaceutical
Co
Ltd
3.025%
7/09/40
14,270
60
Takeda
Pharmaceutical
Co
Ltd
3.375%
7/09/60
37,625
50
Take-Two
Interactive
Software
Inc
3.700%
4/14/27
47,554
30
Tapestry
Inc
4.125%
7/15/27
28,274
140
Tapestry
Inc
3.050%
3/15/32
111,198
75
Targa
Resources
Corp
6.150%
3/01/29
76,286
100
Targa
Resources
Corp
6.500%
3/30/34
104,201
1
Target
Corp
3.375%
4/15/29
926
160
Target
Corp
2.350%
2/15/30
137,617
72
Target
Corp
6.500%
10/15/37
78,231
19
Target
Corp
3.900%
11/15/47
14,704
40
TC
PipeLines
LP
3.900%
5/25/27
37,890
40
Teledyne
Technologies
Inc
2.250%
4/01/28
35,421
31
Telefonica
Emisiones
SA
7.045%
6/20/36
33,199
60
Telefonica
Emisiones
SA
4.665%
3/06/38
51,948
30
Telefonica
Emisiones
SA
4.895%
3/06/48
24,963
100
Telefonica
Emisiones
SA
5.520%
3/01/49
90,491
70
TELUS
Corp
3.700%
9/15/27
66,192
10
TELUS
Corp
4.600%
11/16/48
8,214
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
10
Texas
Eastern
Transmission
LP
7.000%
7/15/32
$
10,761
60
Texas
Instruments
Inc
1.750%
5/04/30
49,613
100
Texas
Instruments
Inc
1.900%
9/15/31
80,984
100
Texas
Instruments
Inc
3.875%
3/15/39
85,105
20
Texas
Instruments
Inc
4.150%
5/15/48
16,234
50
Thermo
Fisher
Scientific
Inc
4.953%
8/10/26
49,656
190
Thermo
Fisher
Scientific
Inc
2.800%
10/15/41
131,174
40
Thomson
Reuters
Corp
3.350%
5/15/26
38,247
30
Timken
Co/The
4.125%
4/01/32
26,601
100
Toyota
Motor
Corp
5.118%
7/13/28
99,947
142
Toyota
Motor
Corp
2.760%
7/02/29
128,067
100
Toyota
Motor
Credit
Corp
1.125%
6/18/26
91,523
110
Toyota
Motor
Credit
Corp
5.250%
9/11/28
110,061
60
Toyota
Motor
Credit
Corp
4.650%
1/05/29
58,605
10
Toyota
Motor
Credit
Corp
2.150%
2/13/30
8,446
50
Toyota
Motor
Credit
Corp
4.550%
5/17/30
48,047
10
Trane
Technologies
Financing
Ltd
3.800%
3/21/29
9,352
70
Trane
Technologies
Financing
Ltd
5.250%
3/03/33
68,858
290
TransCanada
PipeLines
Ltd
2.500%
10/12/31
234,800
60
Transcontinental
Gas
Pipe
Line
Co
LLC
7.850%
2/01/26
61,772
80
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
70,477
70
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
51,571
30
Trimble
Inc
6.100%
3/15/33
30,438
10
Triton
Container
International
Ltd
/
TAL
International
Container
Corp
3.250%
3/15/32
7,925
39
TWDC
Enterprises
18
Corp
3.150%
9/17/25
37,793
10
TWDC
Enterprises
18
Corp
2.950%
6/15/27
9,399
20
TWDC
Enterprises
18
Corp
4.375%
8/16/41
17,043
30
TWDC
Enterprises
18
Corp
4.125%
12/01/41
24,847
60
Tyco
Electronics
Group
SA
2.500%
2/04/32
49,543
18
Unilever
Capital
Corp
3.100%
7/30/25
17,537
21
Unilever
Capital
Corp
2.000%
7/28/26
19,590
150
Unilever
Capital
Corp
1.750%
8/12/31
119,061
10
Union
Pacific
Corp
3.750%
7/15/25
9,793
10
Union
Pacific
Corp
2.150%
2/05/27
9,203
10
Union
Pacific
Corp
3.375%
2/01/35
8,338
20
Union
Pacific
Corp
3.600%
9/15/37
16,407
498
Union
Pacific
Corp
3.550%
8/15/39
394,637
20
Union
Pacific
Corp
3.875%
2/01/55
14,832
80
United
Parcel
Service
Inc
4.450%
4/01/30
77,204
170
United
Parcel
Service
Inc
5.200%
4/01/40
163,195
10
United
Parcel
Service
Inc
3.750%
11/15/47
7,541
10
United
Parcel
Service
Inc
5.300%
4/01/50
9,550
130
Valero
Energy
Corp
2.800%
12/01/31
107,832
40
Valero
Energy
Corp
6.625%
6/15/37
42,235
30
Valmont
Industries
Inc
5.250%
10/01/54
25,346
50
Verisk
Analytics
Inc
4.125%
3/15/29
47,101
149
Verizon
Communications
Inc
4.016%
12/03/29
138,850
90
Verizon
Communications
Inc
1.500%
9/18/30
71,662
115
Verizon
Communications
Inc
2.550%
3/21/31
95,436
605
Verizon
Communications
Inc
2.355%
3/15/32
482,707
100
Verizon
Communications
Inc
5.050%
5/09/33
96,720
112
Verizon
Communications
Inc
2.850%
9/03/41
76,367
50
Verizon
Communications
Inc
5.500%
3/16/47
48,475
80
Verizon
Communications
Inc
4.000%
3/22/50
60,585
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
320
Verizon
Communications
Inc
3.875%
3/01/52
$
236,201
20
Verizon
Communications
Inc
2.987%
10/30/56
11,788
80
VF
Corp
2.800%
4/23/27
71,623
80
Visa
Inc
2.050%
4/15/30
67,406
10
Visa
Inc
1.100%
2/15/31
7,746
241
Visa
Inc
4.150%
12/14/35
219,389
20
Visa
Inc
2.000%
8/15/50
10,897
150
VMware
LLC
1.400%
8/15/26
136,407
20
Vodafone
Group
PLC
6.250%
11/30/32
20,859
183
Vodafone
Group
PLC
6.150%
2/27/37
186,828
20
Vodafone
Group
PLC
4.875%
6/19/49
16,940
20
Vodafone
Group
PLC
4.250%
9/17/50
15,215
10
Walt
Disney
Co/The
3.800%
3/22/30
9,286
50
Walt
Disney
Co/The
2.650%
1/13/31
42,783
160
Walt
Disney
Co/The
6.400%
12/15/35
171,908
40
Walt
Disney
Co/The
6.650%
11/15/37
44,105
12
Walt
Disney
Co/The
4.750%
9/15/44
10,662
60
Walt
Disney
Co/The
4.950%
10/15/45
54,336
290
Walt
Disney
Co/The
2.750%
9/01/49
179,770
10
Walt
Disney
Co/The
3.600%
1/13/51
7,263
1
Warnermedia
Holdings
Inc
3.788%
3/15/25
981
1
Warnermedia
Holdings
Inc
5.391%
3/15/62
766
110
Waste
Connections
Inc
2.200%
1/15/32
87,441
10
Waste
Management
Inc
1.500%
3/15/31
7,865
120
Waste
Management
Inc
4.150%
4/15/32
111,453
70
Waste
Management
Inc
4.875%
2/15/34
67,304
110
Western
Midstream
Operating
LP
6.150%
4/01/33
109,805
30
Western
Union
Co/The
6.200%
11/17/36
29,847
50
Westlake
Corp
5.000%
8/15/46
42,587
30
Weyerhaeuser
Co
4.000%
4/15/30
27,653
20
Weyerhaeuser
Co
7.375%
3/15/32
22,158
80
Weyerhaeuser
Co
3.375%
3/09/33
67,540
20
Whirlpool
Corp
3.700%
5/01/25
19,620
100
Whirlpool
Corp
4.700%
5/14/32
92,102
200
Williams
Cos
Inc/The
2.600%
3/15/31
165,589
50
Williams
Cos
Inc/The
5.150%
3/15/34
47,751
70
Workday
Inc
3.700%
4/01/29
64,633
130
WRKCo
Inc
4.000%
3/15/28
122,828
10
WRKCo
Inc
3.000%
6/15/33
8,139
50
WW
Grainger
Inc
1.850%
2/15/25
48,566
10
WW
Grainger
Inc
4.600%
6/15/45
8,724
50
Xilinx
Inc
2.375%
6/01/30
42,492
31
Xylem
Inc/NY
2.250%
1/30/31
25,432
60
Zimmer
Biomet
Holdings
Inc
2.600%
11/24/31
49,002
20
Zoetis
Inc
4.500%
11/13/25
19,690
126
Zoetis
Inc
3.900%
8/20/28
118,991
9
Zoetis
Inc
2.000%
5/15/30
7,415
20
Zoetis
Inc
5.600%
11/16/32
20,106
Total
Industrial
50,498,782
Utility
-
2.4%
62
AEP
Texas
Inc
4.150%
5/01/49
45,782
10
AEP
Texas
Inc
3.450%
1/15/50
6,551
75
Ameren
Corp
5.000%
1/15/29
73,147
20
American
Electric
Power
Co
Inc
5.699%
8/15/25
19,940
30
American
Electric
Power
Co
Inc
5.750%
11/01/27
30,289
80
American
Electric
Power
Co
Inc
5.200%
1/15/29
78,717
120
American
Water
Capital
Corp
2.800%
5/01/30
103,449
110
American
Water
Capital
Corp
2.300%
6/01/31
89,337
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
20
American
Water
Capital
Corp
3.750%
9/01/47
$
14,797
20
American
Water
Capital
Corp
4.200%
9/01/48
15,983
50
American
Water
Capital
Corp
5.450%
3/01/54
47,158
260
Appalachian
Power
Co
4.400%
5/15/44
202,119
10
Appalachian
Power
Co
3.700%
5/01/50
6,730
40
Atmos
Energy
Corp
2.625%
9/15/29
35,154
100
Atmos
Energy
Corp
5.900%
11/15/33
102,621
100
Atmos
Energy
Corp
2.850%
2/15/52
60,656
40
Avangrid
Inc
3.200%
4/15/25
39,001
10
Avista
Corp
4.350%
6/01/48
7,850
70
Avista
Corp
4.000%
4/01/52
50,937
120
Berkshire
Hathaway
Energy
Co
3.700%
7/15/30
109,432
210
Berkshire
Hathaway
Energy
Co
5.150%
11/15/43
194,529
100
Berkshire
Hathaway
Energy
Co
4.600%
5/01/53
80,864
50
Black
Hills
Corp
5.950%
3/15/28
50,787
10
CenterPoint
Energy
Houston
Electric
LLC
5.200%
10/01/28
9,967
100
CenterPoint
Energy
Houston
Electric
LLC
3.000%
3/01/32
84,467
50
CenterPoint
Energy
Houston
Electric
LLC
5.150%
3/01/34
48,522
110
CenterPoint
Energy
Inc
1.450%
6/01/26
101,168
100
CenterPoint
Energy
Resources
Corp
4.100%
9/01/47
76,849
121
Commonwealth
Edison
Co
6.450%
1/15/38
127,227
110
Commonwealth
Edison
Co
2.750%
9/01/51
64,394
120
Connecticut
Light
and
Power
Co/The
2.050%
7/01/31
95,786
50
Consolidated
Edison
Co
of
New
York
Inc
2.400%
6/15/31
41,305
124
Consolidated
Edison
Co
of
New
York
Inc
5.500%
12/01/39
119,580
162
Consolidated
Edison
Co
of
New
York
Inc
4.650%
12/01/48
135,932
30
Consolidated
Edison
Co
of
New
York
Inc
3.950%
4/01/50
22,875
10
Consolidated
Edison
Co
of
New
York
Inc
4.300%
12/01/56
7,723
10
Consolidated
Edison
Co
of
New
York
Inc
4.500%
5/15/58
7,995
10
Consolidated
Edison
Co
of
New
York
Inc
3.700%
11/15/59
6,752
41
Consolidated
Edison
Co
of
New
York
Inc
3.000%
12/01/60
23,631
10
Consumers
Energy
Co
3.800%
11/15/28
9,388
100
Consumers
Energy
Co
4.900%
2/15/29
98,312
100
Consumers
Energy
Co
3.500%
8/01/51
71,025
126
DTE
Energy
Co
2.950%
3/01/30
108,446
122
Duke
Energy
Florida
LLC
2.400%
12/15/31
99,562
67
Duke
Energy
Florida
LLC
6.350%
9/15/37
69,546
120
Duke
Energy
Florida
LLC
5.950%
11/15/52
120,791
10
Duke
Energy
Indiana
LLC
3.250%
10/01/49
6,603
92
Emera
US
Finance
LP
4.750%
6/15/46
71,729
60
Entergy
Arkansas
LLC
5.150%
1/15/33
58,285
50
Entergy
Louisiana
LLC
5.700%
3/15/54
48,235
10
Entergy
Texas
Inc
3.550%
9/30/49
6,912
110
Essential
Utilities
Inc
2.400%
5/01/31
88,635
10
Essential
Utilities
Inc
3.351%
4/15/50
6,615
100
Evergy
Metro
Inc
4.950%
4/15/33
95,034
10
Eversource
Energy
1.650%
8/15/30
7,839
50
Eversource
Energy
5.850%
4/15/31
49,780
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
120
Exelon
Corp
2.750%
3/15/27
$
111,090
10
Exelon
Corp
4.050%
4/15/30
9,229
60
Exelon
Corp
4.950%
6/15/35
54,632
90
Exelon
Corp
4.450%
4/15/46
72,855
20
Exelon
Corp
4.700%
4/15/50
16,632
50
Georgia
Power
Co
5.250%
3/15/34
48,643
50
Idaho
Power
Co
5.800%
4/01/54
48,521
48
Interstate
Power
and
Light
Co
3.600%
4/01/29
44,135
70
IPALCO
Enterprises
Inc
4.250%
5/01/30
64,238
50
MidAmerican
Energy
Co
5.750%
11/01/35
50,299
30
MidAmerican
Energy
Co
3.150%
4/15/50
19,562
70
National
Grid
PLC
5.418%
1/11/34
67,308
100
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
97,575
100
National
Rural
Utilities
Cooperative
Finance
Corp
5.000%
2/07/31
97,091
100
National
Rural
Utilities
Cooperative
Finance
Corp
2.750%
4/15/32
82,318
10
NiSource
Inc
3.490%
5/15/27
9,429
161
NiSource
Inc
3.600%
5/01/30
144,979
30
NiSource
Inc
1.700%
2/15/31
23,403
50
NiSource
Inc
5.350%
4/01/34
47,854
20
NiSource
Inc
4.800%
2/15/44
17,019
50
NiSource
Inc
4.375%
5/15/47
39,525
50
Northern
States
Power
Co/MN
5.400%
3/15/54
47,425
50
NSTAR
Electric
Co
3.200%
5/15/27
47,165
110
NSTAR
Electric
Co
3.950%
4/01/30
101,348
62
NSTAR
Electric
Co
5.500%
3/15/40
59,607
100
Oklahoma
Gas
and
Electric
Co
4.150%
4/01/47
77,866
20
Oncor
Electric
Delivery
Co
LLC
2.750%
5/15/30
17,311
77
Oncor
Electric
Delivery
Co
LLC
7.500%
9/01/38
89,242
110
Oncor
Electric
Delivery
Co
LLC
4.950%
9/15/52
97,773
30
ONE
Gas
Inc
4.250%
9/01/32
27,711
10
ONE
Gas
Inc
4.500%
11/01/48
8,229
90
PacifiCorp
2.700%
9/15/30
75,987
10
PacifiCorp
5.250%
6/15/35
9,475
110
PacifiCorp
5.800%
1/15/55
101,498
180
PECO
Energy
Co
4.600%
5/15/52
152,846
60
Piedmont
Natural
Gas
Co
Inc
2.500%
3/15/31
49,276
36
Potomac
Electric
Power
Co
6.500%
11/15/37
38,606
50
PPL
Capital
Funding
Inc
3.100%
5/15/26
47,785
50
PPL
Electric
Utilities
Corp
4.850%
2/15/34
47,621
60
PPL
Electric
Utilities
Corp
4.150%
10/01/45
48,047
18
Public
Service
Co
of
Colorado
6.500%
8/01/38
18,916
110
Public
Service
Co
of
Colorado
4.100%
6/15/48
82,548
50
Public
Service
Co
of
New
Hampshire
2.200%
6/15/31
40,455
20
Public
Service
Co
of
Oklahoma
2.200%
8/15/31
15,894
10
Public
Service
Electric
and
Gas
Co
2.250%
9/15/26
9,322
70
Public
Service
Electric
and
Gas
Co
1.900%
8/15/31
55,562
140
Public
Service
Electric
and
Gas
Co
5.800%
5/01/37
142,169
20
Public
Service
Electric
and
Gas
Co
2.050%
8/01/50
10,527
50
Public
Service
Electric
and
Gas
Co
5.450%
3/01/54
48,154
100
Puget
Energy
Inc
4.224%
3/15/32
87,465
30
Puget
Sound
Energy
Inc
5.638%
4/15/41
29,036
100
San
Diego
Gas
&
Electric
Co
3.000%
3/15/32
84,585
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
43
San
Diego
Gas
&
Electric
Co
4.150%
5/15/48
$
33,838
10
San
Diego
Gas
&
Electric
Co
4.100%
6/15/49
7,671
134
Sempra
6.000%
10/15/39
131,149
20
Sempra
4.000%
2/01/48
14,789
220
Southern
California
Edison
Co
4.700%
6/01/27
215,083
50
Southern
California
Edison
Co
5.200%
6/01/34
47,697
20
Southern
California
Edison
Co
4.500%
9/01/40
16,819
50
Southern
California
Edison
Co
3.600%
2/01/45
35,618
90
Southern
California
Edison
Co
4.875%
3/01/49
76,360
10
Southern
California
Edison
Co
3.650%
2/01/50
6,966
170
Southern
California
Edison
Co
5.450%
6/01/52
156,087
10
Southern
California
Gas
Co
2.550%
2/01/30
8,556
40
Southern
California
Gas
Co
4.300%
1/15/49
31,341
140
Southern
California
Gas
Co
5.750%
6/01/53
135,491
60
Southern
Co/The
5.200%
6/15/33
57,803
10
Southwest
Gas
Corp
3.700%
4/01/28
9,342
40
Southwest
Gas
Corp
2.200%
6/15/30
33,143
20
Southwest
Gas
Corp
3.800%
9/29/46
14,212
140
Southwestern
Electric
Power
Co
3.250%
11/01/51
87,708
126
Southwestern
Public
Service
Co
4.500%
8/15/41
102,668
23
Southwestern
Public
Service
Co
4.400%
11/15/48
17,833
10
Southwestern
Public
Service
Co
3.150%
5/01/50
6,232
20
Spire
Missouri
Inc
4.800%
2/15/33
18,950
50
Tampa
Electric
Co
5.000%
7/15/52
43,509
40
Tucson
Electric
Power
Co
3.250%
5/15/32
33,913
50
Tucson
Electric
Power
Co
3.250%
5/01/51
31,915
25
Union
Electric
Co
5.450%
3/15/53
23,443
50
Union
Electric
Co
5.250%
1/15/54
45,506
30
Washington
Gas
Light
Co
3.796%
9/15/46
21,565
10
WEC
Energy
Group
Inc
5.000%
9/27/25
9,904
100
WEC
Energy
Group
Inc
5.600%
9/12/26
100,112
100
WEC
Energy
Group
Inc
2.200%
12/15/28
86,857
10
Wisconsin
Power
and
Light
Co
1.950%
9/16/31
7,885
50
Wisconsin
Power
and
Light
Co
4.950%
4/01/33
47,276
68
Wisconsin
Public
Service
Corp
3.671%
12/01/42
51,670
Total
Utility
8,161,439
Total
Corporate
Debt
(cost
$99,008,041)
87,875,947
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
4.9%
Government
Agency
-
1.7%
$
10
Equinor
ASA
3.250%
11/10/24
9,880
20
Equinor
ASA
3.000%
4/06/27
18,822
10
Equinor
ASA
3.625%
9/10/28
9,441
224
Equinor
ASA
3.125%
4/06/30
201,578
10
Equinor
ASA
5.100%
8/17/40
9,538
42
Equinor
ASA
3.950%
5/15/43
33,915
30
Equinor
ASA
3.700%
4/06/50
22,220
100
Export
Development
Canada
3.375%
8/26/25
97,534
100
Export
Development
Canada
4.375%
6/29/26
98,509
170
Export
Development
Canada
4.125%
2/13/29
164,824
400
Federal
National
Mortgage
Association
1.750%
7/02/24
397,440
81
Federal
National
Mortgage
Association
2.625%
9/06/24
80,221
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Government
Agency
(continued)
$
70
Federal
National
Mortgage
Association
1.625%
1/07/25
$
68,274
200
Federal
National
Mortgage
Association
0.500%
6/17/25
189,735
200
Federal
National
Mortgage
Association
1.875%
9/24/26
185,862
329
Federal
National
Mortgage
Association
5.625%
7/15/37
351,844
10
Israel
Government
AID
Bond
5.500%
9/18/33
10,372
99
Japan
Bank
for
International
Cooperation
2.500%
5/28/25
95,899
100
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
94,367
200
Japan
Bank
for
International
Cooperation
4.250%
1/26/26
196,247
320
Japan
Bank
for
International
Cooperation
2.875%
6/01/27
299,500
140
Japan
Bank
for
International
Cooperation
1.875%
4/15/31
114,249
100
Japan
International
Cooperation
Agency
4.000%
5/23/28
95,568
40
Korea
Development
Bank/The
1.375%
4/25/27
35,800
160
Korea
Development
Bank/The
4.375%
2/15/28
155,957
200
Korea
Development
Bank/The
5.375%
10/23/28
202,075
20
Kreditanstalt
fuer
Wiederaufbau
1.375%
8/05/24
19,791
744
Kreditanstalt
fuer
Wiederaufbau
2.500%
11/20/24
731,759
79
Kreditanstalt
fuer
Wiederaufbau
0.375%
7/18/25
74,445
50
Kreditanstalt
fuer
Wiederaufbau
5.000%
3/16/26
49,876
100
Kreditanstalt
fuer
Wiederaufbau
4.625%
8/07/26
99,075
442
Kreditanstalt
fuer
Wiederaufbau
3.000%
5/20/27
417,658
100
Kreditanstalt
fuer
Wiederaufbau
4.750%
10/29/30
99,853
110
Kreditanstalt
fuer
Wiederaufbau
4.125%
7/15/33
104,311
75
Kreditanstalt
fuer
Wiederaufbau
4.375%
2/28/34
72,563
150
Landwirtschaftliche
Rentenbank
0.500%
5/27/25
142,395
110
Landwirtschaftliche
Rentenbank
3.875%
9/28/27
106,314
100
Landwirtschaftliche
Rentenbank
4.625%
4/17/29
99,242
100
Landwirtschaftliche
Rentenbank
5.000%
10/24/33
101,129
110
Oesterreichische
Kontrollbank
AG
0.500%
9/16/24
107,974
160
Oesterreichische
Kontrollbank
AG
2.875%
5/23/25
155,699
80
Oesterreichische
Kontrollbank
AG
4.125%
1/18/29
77,593
30
Svensk
Exportkredit
AB
0.625%
5/14/25
28,546
260
Svensk
Exportkredit
AB
4.625%
11/28/25
257,027
Total
Government
Agency
5,984,921
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
-
0.9%
(c)
$
250
Province
of
Alberta
Canada
(No
Opt.
Call)
1.000%
5/20/25
$
238,754
160
Province
of
Alberta
Canada
(No
Opt.
Call)
3.300%
3/15/28
150,254
40
Province
of
Alberta
Canada
(No
Opt.
Call)
1.300%
7/22/30
32,131
50
Province
of
Alberta
Canada
(No
Opt.
Call)
4.500%
1/24/34
47,763
175
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.750%
9/27/24
172,381
100
Province
of
British
Columbia
Canada
(No
Opt.
Call)
2.250%
6/02/26
94,196
110
Province
of
British
Columbia
Canada
(No
Opt.
Call)
0.900%
7/20/26
100,254
85
Province
of
British
Columbia
Canada
(No
Opt.
Call)
4.200%
7/06/33
79,563
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
1.500%
10/25/28
86,034
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
4.300%
7/27/33
94,199
80
Province
of
New
Brunswick
Canada
(No
Opt.
Call)
3.625%
2/24/28
75,668
110
Province
of
Ontario
Canada
(No
Opt.
Call)
3.200%
5/16/24
109,901
300
Province
of
Ontario
Canada
(No
Opt.
Call)
2.500%
4/27/26
284,829
260
Province
of
Ontario
Canada
(No
Opt.
Call)
3.100%
5/19/27
245,497
23
Province
of
Ontario
Canada
(No
Opt.
Call)
1.050%
5/21/27
20,420
150
Province
of
Ontario
Canada
(No
Opt.
Call)
4.200%
1/18/29
145,076
100
Province
of
Ontario
Canada
(No
Opt.
Call)
1.800%
10/14/31
80,202
100
Province
of
Ontario
Canada
(No
Opt.
Call)
2.125%
1/21/32
81,665
89
Province
of
Quebec
Canada
(No
Opt.
Call)
2.875%
10/16/24
87,949
180
Province
of
Quebec
Canada
(No
Opt.
Call)
1.500%
2/11/25
174,578
120
Province
of
Quebec
Canada
(No
Opt.
Call)
0.600%
7/23/25
113,306
305
Province
of
Quebec
Canada
(No
Opt.
Call)
2.500%
4/20/26
289,692
70
Province
of
Quebec
Canada
(No
Opt.
Call)
2.750%
4/12/27
65,580
100
Province
of
Quebec
Canada
(No
Opt.
Call)
4.500%
4/03/29
97,821
100
Province
of
Quebec
Canada
(No
Opt.
Call)
4.500%
9/08/33
95,653
Total
Municipal
Bonds
3,063,366
Sovereign
Debt
-
2.3%
20
African
Development
Bank
3.375%
7/07/25
19,540
110
African
Development
Bank
0.875%
7/22/26
100,316
150
Asian
Development
Bank
1.500%
1/20/27
136,791
100
Asian
Development
Bank
4.500%
8/25/28
98,601
100
Asian
Development
Bank
4.375%
3/06/29
98,068
100
Asian
Development
Bank
1.875%
3/15/29
87,206
100
Asian
Development
Bank
3.125%
4/27/32
88,678
100
Asian
Development
Bank
4.125%
1/12/34
94,489
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
60
Canada
Government
International
Bond
3.750%
4/26/28
$
57,558
80
Chile
Government
International
Bond
3.125%
1/21/26
76,708
30
Chile
Government
International
Bond
3.240%
2/06/28
27,676
160
Chile
Government
International
Bond
2.450%
1/31/31
133,157
80
Chile
Government
International
Bond
4.950%
1/05/36
74,443
260
Chile
Government
International
Bond
3.250%
9/21/71
152,301
32
Council
Of
Europe
Development
Bank
1.375%
2/27/25
30,946
50
Council
Of
Europe
Development
Bank
0.875%
9/22/26
45,293
30
European
Bank
for
Reconstruction
&
Development
1.500%
2/13/25
29,094
100
European
Bank
for
Reconstruction
&
Development
4.375%
3/09/28
98,120
100
European
Investment
Bank
2.250%
6/24/24
99,526
110
European
Investment
Bank
2.750%
8/15/25
106,521
100
European
Investment
Bank
0.750%
10/26/26
90,158
112
European
Investment
Bank
1.375%
3/15/27
101,381
100
European
Investment
Bank
4.500%
10/16/28
98,683
225
European
Investment
Bank
4.000%
2/15/29
217,188
50
European
Investment
Bank
4.750%
6/15/29
49,895
170
European
Investment
Bank
3.625%
7/15/30
159,276
85
European
Investment
Bank
4.125%
2/13/34
80,412
74
Hungary
Government
International
Bond
7.625%
3/29/41
82,051
190
Indonesia
Government
International
Bond
4.550%
1/11/28
183,891
70
Indonesia
Government
International
Bond
4.850%
1/11/33
66,844
280
Indonesia
Government
International
Bond
5.650%
1/11/53
273,933
100
Inter-American
Development
Bank
3.250%
7/01/24
99,623
100
Inter-American
Development
Bank
4.500%
5/15/26
98,801
100
Inter-American
Development
Bank
1.500%
1/13/27
91,251
90
Inter-American
Development
Bank
4.375%
2/01/27
88,572
100
Inter-American
Development
Bank
4.000%
1/12/28
96,882
110
Inter-American
Development
Bank
1.125%
7/20/28
94,470
200
Inter-American
Development
Bank
3.875%
10/28/41
170,566
535
International
Bank
for
Reconstruction
&
Development
1.500%
8/28/24
528,164
161
International
Bank
for
Reconstruction
&
Development
2.125%
3/03/25
156,713
40
International
Bank
for
Reconstruction
&
Development
0.625%
4/22/25
38,220
60
International
Bank
for
Reconstruction
&
Development
3.125%
11/20/25
58,108
60
International
Bank
for
Reconstruction
&
Development
2.500%
11/22/27
55,336
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
100
International
Bank
for
Reconstruction
&
Development
4.625%
8/01/28
$
99,115
92
International
Bank
for
Reconstruction
&
Development
4.000%
7/25/30
87,965
95
International
Bank
for
Reconstruction
&
Development
4.000%
1/10/31
90,472
100
International
Bank
for
Reconstruction
&
Development
4.500%
4/10/31
98,015
100
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
79,994
112
International
Bank
for
Reconstruction
&
Development
2.500%
3/29/32
94,999
100
International
Bank
for
Reconstruction
&
Development
4.750%
11/14/33
99,469
120
International
Finance
Corp
0.375%
7/16/25
113,066
50
International
Finance
Corp
2.126%
4/07/26
47,267
35
International
Finance
Corp
4.375%
1/15/27
34,442
180
Israel
Government
International
Bond
2.750%
7/03/30
149,651
280
Israel
Government
International
Bond
3.875%
7/03/50
192,502
30
Korea
International
Bond
2.750%
1/19/27
28,164
30
Korea
International
Bond
2.500%
6/19/29
26,619
60
Korea
International
Bond
1.000%
9/16/30
46,989
70
Korea
International
Bond
1.750%
10/15/31
56,325
70
Nordic
Investment
Bank
2.250%
5/21/24
69,867
200
Nordic
Investment
Bank
5.000%
10/15/25
199,149
40
Panama
Government
International
Bond
3.160%
1/23/30
32,543
80
Panama
Government
International
Bond
6.875%
1/31/36
75,284
200
Panama
Government
International
Bond
8.000%
3/01/38
203,657
250
Panama
Government
International
Bond
4.500%
5/15/47
164,400
90
Panama
Government
International
Bond
4.500%
4/16/50
57,636
180
Peruvian
Government
International
Bond
2.844%
6/20/30
152,775
70
Peruvian
Government
International
Bond
2.783%
1/23/31
58,093
65
Peruvian
Government
International
Bond
3.000%
1/15/34
50,863
96
Peruvian
Government
International
Bond
5.625%
11/18/50
89,076
20
Peruvian
Government
International
Bond
3.550%
3/10/51
13,378
10
Republic
of
Italy
Government
International
Bond
0.875%
5/06/24
9,993
120
Republic
of
Italy
Government
International
Bond
1.250%
2/17/26
110,865
140
Republic
of
Italy
Government
International
Bond
2.875%
10/17/29
121,367
200
Republic
of
Poland
Government
International
Bond
4.875%
10/04/33
190,502
75
Republic
of
Poland
Government
International
Bond
5.125%
9/18/34
71,966
15
Uruguay
Government
International
Bond
4.375%
1/23/31
14,391
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
84
Uruguay
Government
International
Bond
5.750%
10/28/34
$
85,420
200
Uruguay
Government
International
Bond
4.125%
11/20/45
167,510
Total
Sovereign
Debt
7,919,239
Total
Government
Related
(cost
$18,547,869)
16,967,526
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
0.1%
Communication
Services
-
0.0%
$
30
Telefonica
Emisiones
SA
4.103%
3/08/27
28,863
10
Vodafone
Group
PLC
4.125%
5/30/25
9,843
Total
Communication
Services
38,706
Consumer
Discretionary
-
0.0%
120
Honda
Motor
Co
Ltd
2.534%
3/10/27
111,362
Total
Consumer
Discretionary
111,362
Energy
-
0.0%
10
Valero
Energy
Corp
2.150%
9/15/27
9,002
Total
Energy
9,002
Financials
-
0.0%
30
BlackRock
Inc
2.400%
4/30/30
25,737
Total
Financials
25,737
Information
Technology
-
0.1%
150
TSMC
Arizona
Corp
4.250%
4/22/32
141,893
Total
Information
Technology
141,893
Total
Corporate
Bonds
(cost
$346,902)
326,700
Total
Long-Term
Investments
(cost
$383,745,538)
341,110,593
Other
Assets
&
Liabilities,
Net
-
1.3%
4,591,944
Net
Assets
-
100%
$
345,702,537
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
144,290,879
$
–
$
144,290,879
Securitized
–
91,649,541
–
91,649,541
Corporate
Debt
–
87,875,947
–
87,875,947
Government
Related
–
16,967,526
–
16,967,526
Corporate
Bonds
–
326,700
–
326,700
Total
$
–
$
341,110,593
$
–
$
341,110,593
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$624,880
or
0.2%
of
Total
Investments.
(c)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
REIT
Real
Estate
Investment
Trust
S&P
Standard
&
Poor's
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Shares
Description
(a)
Value
LONG-TERM
INVESTMENTS
-
99.2%
X
–
COMMON
STOCKS
-
99.2%
Communication
Services
-
4.9%
1,284
(b)
Alphabet
Inc,
Class
A
$
209,009
848
Walt
Disney
Co/The
94,213
Total
Communication
Services
303,222
Consumer
Discretionary
-
13.7%
586
(b)
Airbnb
Inc,
Class
A
92,922
1,742
(b)
Amazon.com
Inc
304,850
3,000
BYD
Co
Ltd
82,698
204
Kering
SA
71,982
256
McDonald's
Corp
69,898
476
NIKE
Inc,
Class
B
43,916
612
Starbucks
Corp
54,156
5,636
(b)
Toyota
Motor
Corp
130,295
Total
Consumer
Discretionary
850,717
Consumer
Staples
-
6.8%
1,140
Anheuser-Busch
InBev
SA/NV
68,456
148
Costco
Wholesale
Corp
106,989
1,117
Kraft
Heinz
Co/The
43,128
476
Procter
&
Gamble
Co/The
77,683
2,079
Walmart
Inc
123,389
Total
Consumer
Staples
419,645
Energy
-
9.8%
10,768
BP
PLC
70,166
588
Cheniere
Energy
Inc
92,798
7,407
(b)
NexGen
Energy
Ltd
56,502
1,293
Occidental
Petroleum
Corp
85,519
272
Pioneer
Natural
Resources
Co
73,255
1,300
(c)
Reliance
Industries
Ltd,
Sponsored
GDR
91,910
1,102
Schlumberger
NV
52,323
2,450
Shell
PLC
87,830
Total
Energy
610,303
Financials
-
10.7%
965
Commonwealth
Bank
of
Australia
71,773
404
(b)
Fiserv
Inc
61,679
3,856
ING
Groep
NV
61,277
562
JPMorgan
Chase
&
Co
107,758
434
London
Stock
Exchange
Group
PLC
48,072
240
Mastercard
Inc,
Class
A
108,288
396
Progressive
Corp/The
82,467
884
Sun
Life
Financial
Inc
45,228
1,292
Wells
Fargo
&
Co
76,641
Total
Financials
663,183
Health
Care
-
11.8%
916
(b)
Centene
Corp
66,923
292
Cigna
Group/The
104,256
280
EssilorLuxottica
SA
60,118
Shares
Description
(a)
Value
Health
Care
(continued)
4,119
GSK
PLC
$
86,286
578
Merck
&
Co
Inc
74,689
1,444
Novo
Nordisk
A/S,
Class
B
186,851
607
Sanofi
60,412
269
Stryker
Corp
90,519
Total
Health
Care
730,054
Industrials
-
10.1%
1,752
Flowserve
Corp
82,624
420
Quanta
Services
Inc
108,595
784
Schneider
Electric
SE
180,318
396
Trane
Technologies
PLC
125,667
236
Union
Pacific
Corp
55,970
598
Vinci
SA
70,495
Total
Industrials
623,669
Information
Technology
-
20.2%
6,000
Delta
Electronics
Inc
59,057
14,000
E
Ink
Holdings
Inc
90,289
201
(b)
EPAM
Systems
Inc
47,287
1,755
Infineon
Technologies
AG
61,401
1,623
Intel
Corp
49,453
188
Keyence
Corp
83,986
354
(b)
Manhattan
Associates
Inc
72,945
639
Microsoft
Corp
248,782
1,037
(b)
Procore
Technologies
Inc
70,952
3,300
Rohm
Co
Ltd
48,116
287
Samsung
SDI
Co
Ltd
90,122
95
(b)
ServiceNow
Inc
65,866
4,800
SUMCO
Corp
72,718
8,000
Taiwan
Semiconductor
Manufacturing
Co
Ltd
194,091
Total
Information
Technology
1,255,065
Materials
-
4.6%
2,254
BHP
Group
Ltd
62,980
733
Corteva
Inc
39,677
326
DSM-Firmenich
AG
36,845
332
Linde
PLC
146,399
Total
Materials
285,901
Real
Estate
-
2.1%
2,807
Goodman
Group
57,762
696
Prologis
Inc
71,027
Total
Real
Estate
128,789
Utilities
-
4.5%
947
NextEra
Energy
Inc
63,420
2,444
RWE
AG
85,271
946
Southern
Co/The
69,531
1,951
Veolia
Environnement
SA
60,894
Total
Utilities
279,116
Total
Common
Stocks
(cost
$5,048,377)
6,149,664
Total
Long-Term
Investments
(cost
$5,048,377)
6,149,664
Other
Assets
&
Liabilities,
Net
-
0.8%
49,834
Net
Assets
-
100%
$
6,199,498
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Common
Stocks
$
6,149,664
$
–
$
–
$
6,149,664
Total
$
6,149,664
$
–
$
–
$
6,149,664
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$91,910
or
1.5%
of
Total
Investments.
GDR
Global
Depositary
Receipt
Nuveen
Core
Plus
Bond
ETF
(NCPB)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.4%
X
–
SECURITIZED
-
39.8%
$
250
(b)
Avis
Budget
Rental
Car
Funding
AESOP
LLC
2023
2A
6.180%
10/20/27
$
247,336
150
(b)
BBCMS
Trust
2018-CBM
2018
CBM
6.618%
7/15/37
148,398
200
Benchmark
2018-B2
Mortgage
Trust
2018
B2
4.426%
2/15/51
163,351
250
Benchmark
2018-B7
Mortgage
Trust
2018
B7
4.510%
5/15/53
235,868
131
(b)
BX
TRUST
2022
PSB
7.772%
8/15/39
131,421
150
(b)
BX
Trust
2023-DELC
2023
DELC
8.660%
5/15/38
151,339
250
COMM
2015-CCRE26
Mortgage
Trust
2015
CR26
3.630%
10/10/48
241,643
85
(b)
Connecticut
Avenue
Securities
Trust
2022-R03
2022
R03
8.830%
3/25/42
89,427
300
(b)
Connecticut
Avenue
Securities
Trust
2023-R04
2023
R04
8.880%
5/25/43
320,075
185
(b)
Connecticut
Avenue
Securities
Trust
2023-R05
2023
R05
10.080%
6/25/43
200,454
396
Fannie
Mae
Pool
FN
FS1533
3.000%
4/01/52
330,798
93
Fannie
Mae
Pool
FN
FS7299
3.000%
5/01/52
77,902
60
Fannie
Mae
Pool
FN
MA4653
3.000%
7/01/52
49,515
56
Fannie
Mae
Pool
FN
MA4699
2022
1
3.500%
7/01/52
48,028
557
Fannie
Mae
Pool
FN
MA4731
2022
1
3.500%
9/01/52
480,688
782
Fannie
Mae
Pool
FN
MA4733
4.500%
9/01/52
720,692
655
Fannie
Mae
Pool
FN
MA4784
4.500%
10/01/52
603,562
306
Fannie
Mae
Pool
FN
MA4785
5.000%
10/01/52
289,905
161
Fannie
Mae
Pool
FN
MA4805
2022
1
4.500%
11/01/52
148,669
153
Fannie
Mae
Pool
FN
MA4918
5.000%
2/01/53
144,888
932
Fannie
Mae
Pool
FN
MA4962
4.000%
3/01/53
834,259
577
Fannie
Mae
Pool
FN
MA4978
5.000%
4/01/53
547,531
498
Fannie
Mae
Pool
FN
MA5039
5.500%
6/01/53
483,970
77
Fannie
Mae
Pool
FN
MA5165
5.500%
10/01/53
74,541
170
Fannie
Mae
Pool
FN
MA5247
6.000%
1/01/54
168,380
344
Freddie
Mac
Pool
FR
RA6766
2.500%
2/01/52
276,328
69
Freddie
Mac
Pool
FR
SD4810
3.000%
4/01/52
57,696
185
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA3
2022
DNA3
8.647%
4/25/42
200,987
300
(b)
Freddie
Mac
STACR
REMIC
Trust
2022-DNA6
2022
DNA6
9.030%
9/25/42
319,192
55
Ginnie
Mae
II
Pool
G2
MA7419
2021
MTGE,
(WI/DD)
3.000%
6/20/51
47,239
65
Ginnie
Mae
II
Pool
G2
MA8043
3.000%
5/20/52
55,519
188
Ginnie
Mae
II
Pool
G2
MA8149
3.500%
7/20/52
165,625
105
Ginnie
Mae
II
Pool
G2
MA8267
2022
A
4.000%
9/20/52
95,089
102
Ginnie
Mae
II
Pool
G2
MA8489
4.500%
12/20/52
95,564
150
(b)
GS
Mortgage
Securities
Corp
Trust
2022-AGSS
2022
ECI
7.022%
8/15/39
150,696
125
GS
Mortgage
Securities
Trust
2015-GC28
2015
GC28
3.980%
2/10/48
121,725
250
GS
Mortgage
Securities
Trust
2017-GS5
2017
GS5
3.826%
3/10/50
226,838
250
(b)
Hertz
Vehicle
Financing
III
LP
2021
2A
2.520%
12/27/27
226,465
187
(b)
J.P.
Morgan
Mortgage
Trust
2021-INV5
2021
INV5
3.187%
12/25/51
146,686
189
(b)
J.P.
Morgan
Mortgage
Trust
2021-INV8
2021
INV8
3.289%
5/25/52
144,101
85
(b)
JP
Morgan
Mortgage
Trust
2017-5
2017
5
4.720%
10/26/48
84,065
188
(b)
JP
Morgan
Mortgage
Trust
2021-INV4
2021
INV4
3.212%
1/25/52
141,117
188
(b)
JP
Morgan
Mortgage
Trust
2021-INV6
2021
INV6
3.342%
4/25/52
142,367
85
(b)
JP
Morgan
Mortgage
Trust
Series
2024-3
2024
3
3.000%
5/25/54
67,360
100
JPMCC
Commercial
Mortgage
Securities
Trust
2017-JP6
2017
JP6
3.851%
7/15/50
76,288
150
JPMDB
Commercial
Mortgage
Securities
Trust
2017-C5
2017
C5
3.694%
3/15/50
139,854
250
(b)
Magnetite
XXIII
Ltd
2019
23A
8.635%
1/25/35
250,271
150
(b)
MetroNet
Infrastructure
Issuer
LLC
2024
1A
7.590%
4/20/54
150,384
250
(b)
MetroNet
Infrastructure
Issuer
LLC
2024
1A
10.860%
4/20/54
247,227
245
(b)
MVW
2021-1W
LLC
2021
1WA
1.940%
1/22/41
225,043
175
(b)
One
Bryant
Park
Trust
2019-OBP
2019
OBP
2.516%
9/15/54
145,498
446
(b)
RCKT
Mortgage
Trust
2021-2
2021
2
2.500%
6/25/51
341,937
223
(b)
Sequoia
Mortgage
Trust
2020-1
2020
1
3.852%
2/25/50
169,625
Nuveen
Core
Plus
Bond
ETF
(NCPB)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
279
(b)
VR
Funding
LLC
2020
1A
2.790%
11/15/50
$
248,058
Total
Securitized
(cost
$11,913,730)
11,691,484
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
DEBT
-
38.3%
Financials
-
12.7%
$
30
(b)
Acrisure
LLC
/
Acrisure
Finance
Inc
4.250%
2/15/29
26,876
130
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
115,945
30
(b)
Alliant
Holdings
Intermediate
LLC
/
Alliant
Holdings
Co-Issuer
6.750%
4/15/28
29,968
190
Bank
of
America
Corp
5.202%
4/25/29
187,059
165
Bank
of
America
Corp
5.468%
1/23/35
160,457
75
Bank
of
America
Corp
6.125%
N/A
(c)
74,113
15
Bank
of
America
Corp
6.250%
N/A
(c)
14,951
30
Bank
of
New
York
Mellon
Corp/
The
4.700%
N/A
(c)
29,309
35
Berkshire
Hathaway
Finance
Corp
3.850%
3/15/52
26,484
85
(b)
BNP
Paribas
SA
5.335%
6/12/29
84,188
75
Brixmor
Operating
Partnership
LP
3.850%
2/01/25
73,799
55
Brixmor
Operating
Partnership
LP
2.250%
4/01/28
48,088
40
Capital
One
Financial
Corp
3.950%
N/A
(c)
34,467
55
Centene
Corp
3.000%
10/15/30
46,104
75
Charles
Schwab
Corp/The
5.375%
N/A
(c)
74,166
55
Citibank
NA
5.803%
9/29/28
56,007
110
Citigroup
Inc
4.910%
5/24/33
103,235
70
Citigroup
Inc
7.625%
N/A
(c)
72,240
25
Citigroup
Inc
4.000%
N/A
(c)
23,870
30
(b)
Compass
Group
Diversified
Holdings
LLC
5.250%
4/15/29
28,044
75
Deutsche
Bank
AG/New
York
NY
6.819%
11/20/29
77,083
60
Discover
Financial
Services
6.125%
N/A
(c)
59,997
25
Elevance
Health
Inc
5.125%
2/15/53
22,544
90
Federal
Realty
OP
LP
1.250%
2/15/26
83,221
25
(b)
FirstCash
Inc
6.875%
3/01/32
24,684
40
(b)
Five
Corners
Funding
Trust
II
2.850%
5/15/30
34,384
40
Goldman
Sachs
Group
Inc/The
0.000%
4/25/30
40,065
60
Goldman
Sachs
Group
Inc/The
0.000%
4/25/35
60,032
30
Goldman
Sachs
Group
Inc/The
5.500%
N/A
(c)
29,772
80
Goldman
Sachs
Group
Inc/The
7.500%
N/A
(c)
82,790
70
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
61,437
35
(b)
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC
8.000%
6/15/27
35,880
30
Highwoods
Realty
LP
2.600%
2/01/31
23,442
85
HSBC
Holdings
PLC
7.390%
11/03/28
89,109
30
(b)
HUB
International
Ltd
7.250%
6/15/30
30,440
70
Huntington
Bancshares
Inc/OH
5.625%
N/A
(c)
62,518
40
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
5.250%
5/15/27
36,730
30
JPMorgan
Chase
&
Co
3.875%
9/10/24
29,807
50
JPMorgan
Chase
&
Co
5.766%
4/22/35
50,033
170
JPMorgan
Chase
&
Co
3.157%
4/22/42
122,805
50
JPMorgan
Chase
&
Co
3.650%
N/A
(c)
46,780
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
30
Kennedy-Wilson
Inc
4.750%
3/01/29
$
24,812
60
Kite
Realty
Group
Trust
4.750%
9/15/30
56,066
30
(b)
Liberty
Mutual
Group
Inc
3.951%
10/15/50
21,345
55
M&T
Bank
Corp
3.500%
N/A
(c)
42,790
50
MetLife
Inc
3.850%
N/A
(c)
47,787
75
Mid-America
Apartments
LP
2.750%
3/15/30
64,935
50
Morgan
Stanley
5.656%
4/19/35
49,980
180
Morgan
Stanley
Bank
NA
4.952%
1/14/28
177,305
25
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
3.500%
3/15/31
16,763
30
Navient
Corp
5.500%
3/15/29
26,890
35
Northern
Trust
Corp
4.600%
N/A
(c)
33,540
30
OneMain
Finance
Corp
5.375%
11/15/29
27,743
50
(b)
PennyMac
Financial
Services
Inc
7.875%
12/15/29
51,033
40
PNC
Financial
Services
Group
Inc/The
3.400%
N/A
(c)
34,484
30
PNC
Financial
Services
Group
Inc/The
6.200%
N/A
(c)
29,409
70
Prudential
Financial
Inc
5.125%
3/01/52
64,577
10
(b)
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc
4.000%
10/15/33
8,164
105
SITE
Centers
Corp
3.625%
2/01/25
103,330
60
State
Street
Corp
6.700%
N/A
(c)
60,050
30
Truist
Financial
Corp
4.950%
N/A
(c)
29,152
60
Truist
Financial
Corp
4.800%
N/A
(c)
58,051
100
(b)
UBS
Group
AG
6.442%
8/11/28
101,525
60
UnitedHealth
Group
Inc
2.300%
5/15/31
49,341
50
Wells
Fargo
&
Co
5.574%
7/25/29
49,840
55
Wells
Fargo
&
Co
7.625%
N/A
(c)
57,510
40
Wells
Fargo
&
Co
3.900%
N/A
(c)
37,940
Total
Financials
3,737,285
Industrial
-
22.7%
25
AbbVie
Inc
5.050%
3/15/34
24,379
25
AbbVie
Inc
5.400%
3/15/54
24,204
10
(b)
ADT
Security
Corp/The
4.875%
7/15/32
8,901
30
(b)
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC
6.500%
2/15/28
29,973
25
Amcor
Flexibles
North
America
Inc
4.000%
5/17/25
24,497
35
Amcor
Flexibles
North
America
Inc
2.690%
5/25/31
28,787
155
American
Tower
Corp
2.750%
1/15/27
144,159
25
Amgen
Inc
5.250%
3/02/25
24,903
35
Amgen
Inc
5.250%
3/02/33
34,236
85
Amgen
Inc
5.650%
3/02/53
81,573
30
Anheuser-Busch
Cos
LLC
/
Anheuser-Busch
InBev
Worldwide
Inc
4.900%
2/01/46
26,997
50
Anheuser-Busch
InBev
Worldwide
Inc
5.000%
6/15/34
48,318
30
(b)
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp
6.625%
2/01/32
29,910
185
Apple
Inc
2.450%
8/04/26
174,454
30
(b)
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp
6.250%
4/01/28
29,390
30
(b)
Arsenal
AIC
Parent
LLC
8.000%
10/01/30
31,235
Nuveen
Core
Plus
Bond
ETF
(NCPB)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
30
(b)
Asbury
Automotive
Group
Inc
5.000%
2/15/32
$
26,670
10
(b)
ASGN
Inc
4.625%
5/15/28
9,332
60
AT&T
Inc
2.550%
12/01/33
46,313
165
AT&T
Inc
3.500%
9/15/53
108,779
25
AT&T
Inc
3.800%
12/01/57
16,867
100
BAT
Capital
Corp
2.726%
3/25/31
82,599
30
(b)
Bath
&
Body
Works
Inc
6.625%
10/01/30
29,978
10
(b)
Beacon
Roofing
Supply
Inc
6.500%
8/01/30
9,983
100
Berry
Global
Inc
1.570%
1/15/26
93,154
45
Boeing
Co/The
3.250%
2/01/28
40,676
65
Boeing
Co/The
5.805%
5/01/50
57,520
200
(b)
Brightline
East
LLC,
(WI/DD)
0.000%
1/31/30
197,950
30
Bristol-Myers
Squibb
Co
2.350%
11/13/40
19,399
65
(b)
Broadcom
Inc
4.926%
5/15/37
59,359
35
Burlington
Northern
Santa
Fe
LLC
3.050%
2/15/51
22,601
30
(b)
Caesars
Entertainment
Inc
6.500%
2/15/32
29,557
75
Canadian
Pacific
Railway
Co
2.050%
3/05/30
62,408
30
(b)
Cargo
Aircraft
Management
Inc
4.750%
2/01/28
27,090
30
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
5.125%
5/01/27
28,115
30
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.500%
8/15/30
24,380
30
(b)
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.250%
2/01/31
23,479
15
Cenovus
Energy
Inc
5.400%
6/15/47
13,401
30
(b)
Chart
Industries
Inc
7.500%
1/01/30
30,684
95
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.250%
4/01/53
71,312
30
(b)
CHS/Community
Health
Systems
Inc
8.000%
3/15/26
29,854
30
(b)
CHS/Community
Health
Systems
Inc
5.250%
5/15/30
24,528
55
(b)
Churchill
Downs
Inc
5.750%
4/01/30
52,335
55
(b)
Civitas
Resources
Inc
8.625%
11/01/30
58,527
30
(b)
Clarios
Global
LP
/
Clarios
US
Finance
Co
6.750%
5/15/28
30,061
25
(b)
Cleveland-Cliffs
Inc
7.000%
3/15/32
24,416
75
Comcast
Corp
2.650%
2/01/30
65,020
105
Comcast
Corp
2.887%
11/01/51
63,501
75
Constellation
Brands
Inc
2.875%
5/01/30
64,715
10
(b)
Coty
Inc/HFC
Prestige
Products
Inc/HFC
Prestige
International
US
LLC
6.625%
7/15/30
10,006
30
(b)
Cushman
&
Wakefield
US
Borrower
LLC
6.750%
5/15/28
29,582
70
CVS
Health
Corp
4.780%
3/25/38
61,634
75
CVS
Health
Corp
5.050%
3/25/48
63,975
40
(b)
DaVita
Inc
4.625%
6/01/30
35,045
35
Diamondback
Energy
Inc
4.400%
3/24/51
27,648
35
Enbridge
Inc
5.750%
7/15/80
32,066
55
Energy
Transfer
LP
5.550%
5/15/34
53,525
40
Energy
Transfer
LP
5.950%
5/15/54
37,699
65
Energy
Transfer
LP
6.500%
N/A
(c)
63,073
20
Enterprise
Products
Operating
LLC
5.350%
1/31/33
19,818
75
Enterprise
Products
Operating
LLC
4.450%
2/15/43
63,099
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
30
(b)
Ferrellgas
LP
/
Ferrellgas
Finance
Corp
5.875%
4/01/29
$
28,426
70
Ford
Motor
Credit
Co
LLC
6.950%
3/06/26
70,947
25
Ford
Motor
Credit
Co
LLC
7.350%
3/06/30
26,044
200
(b)
Ford
Otomotiv
Sanayi
AS
0.000%
4/25/29
199,900
55
(b)
Frontier
Communications
Holdings
LLC
5.875%
10/15/27
52,754
30
(b)
Garda
World
Security
Corp
4.625%
2/15/27
28,531
30
(b)
Gates
Global
LLC
/
Gates
Corp
6.250%
1/15/26
30,006
10
(b)
Gen
Digital
Inc
6.750%
9/30/27
10,037
75
General
Motors
Financial
Co
Inc
5.000%
4/09/27
73,704
35
General
Motors
Financial
Co
Inc
3.600%
6/21/30
30,812
50
General
Motors
Financial
Co
Inc
5.700%
N/A
(c)
46,793
20
General
Motors
Financial
Co
Inc
5.750%
N/A
(c)
18,658
30
Genesis
Energy
LP
/
Genesis
Energy
Finance
Corp
8.000%
1/15/27
30,339
30
Goodyear
Tire
&
Rubber
Co/
The
5.000%
7/15/29
27,209
30
Goodyear
Tire
&
Rubber
Co/
The
5.250%
4/30/31
26,903
10
(b)
Group
1
Automotive
Inc
4.000%
8/15/28
9,094
110
Haleon
US
Capital
LLC
3.375%
3/24/27
103,892
50
(b)
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd
5.750%
1/20/26
46,894
80
HCA
Inc
3.500%
9/01/30
70,533
10
HCA
Inc
5.900%
6/01/53
9,421
55
(b)
Hilcorp
Energy
I
LP
/
Hilcorp
Finance
Co
8.375%
11/01/33
58,999
120
(b)
Hilton
Domestic
Operating
Co
Inc
5.875%
4/01/29
118,411
30
(b)
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc
6.625%
1/15/32
29,576
35
Honeywell
International
Inc
5.250%
3/01/54
33,175
40
(b)
Husky
Injection
Molding
Systems
Ltd
/
Titan
Co-
Borrower
LLC
9.000%
2/15/29
41,174
30
(b)
Imola
Merger
Corp
4.750%
5/15/29
27,624
30
(b)
Iron
Mountain
Inc
7.000%
2/15/29
30,171
30
(b)
Kinetik
Holdings
LP
6.625%
12/15/28
30,144
30
(b)
Kodiak
Gas
Services
LLC
7.250%
2/15/29
30,216
45
Kohl's
Corp
4.625%
5/01/31
37,099
25
L3Harris
Technologies
Inc
5.400%
7/31/33
24,352
30
(b)
LCM
Investments
Holdings
II
LLC
8.250%
8/01/31
31,164
50
(b)
Level
3
Financing
Inc
10.500%
5/15/30
49,546
10
Lockheed
Martin
Corp
5.200%
2/15/64
9,284
30
Lowe's
Cos
Inc
4.250%
4/01/52
23,191
30
(b)
Macy's
Retail
Holdings
LLC
5.875%
4/01/29
28,925
35
Marathon
Oil
Corp
5.300%
4/01/29
34,318
50
Marathon
Petroleum
Corp
4.750%
9/15/44
41,970
30
(b)
Marriott
Ownership
Resorts
Inc
4.500%
6/15/29
26,936
35
(b)
Michaels
Cos
Inc/The
5.250%
5/01/28
29,623
55
(b)
Mineral
Resources
Ltd
9.250%
10/01/28
57,658
30
(b)
MPH
Acquisition
Holdings
LLC
5.500%
9/01/28
24,446
60
MPLX
LP
1.750%
3/01/26
55,911
Nuveen
Core
Plus
Bond
ETF
(NCPB)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
45
MPLX
LP
2.650%
8/15/30
$
37,916
30
MPLX
LP
4.700%
4/15/48
24,501
30
Newell
Brands
Inc
6.375%
9/15/27
29,254
40
Northrop
Grumman
Corp
3.250%
1/15/28
37,240
60
Nutrien
Ltd
4.900%
3/27/28
58,720
15
Occidental
Petroleum
Corp
6.600%
3/15/46
15,445
15
ONEOK
Inc
4.500%
3/15/50
11,522
30
(b)
Open
Text
Holdings
Inc
4.125%
2/15/30
26,349
25
Oracle
Corp
4.900%
2/06/33
23,667
50
Oracle
Corp
5.550%
2/06/53
45,952
35
O'Reilly
Automotive
Inc
4.200%
4/01/30
32,713
30
Paramount
Global
6.375%
3/30/62
27,746
30
(b)
Parkland
Corp/Canada
4.625%
5/01/30
27,112
30
(b)
Permian
Resources
Operating
LLC
7.000%
1/15/32
30,582
85
Pfizer
Investment
Enterprises
Pte
Ltd
5.300%
5/19/53
79,266
30
Philip
Morris
International
Inc
5.250%
2/13/34
28,940
35
Phillips
66
Co
5.300%
6/30/33
33,963
30
(b)
Post
Holdings
Inc
6.250%
2/15/32
29,599
30
(b)
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc
6.250%
1/15/28
29,308
30
(b)
Primo
Water
Holdings
Inc
4.375%
4/30/29
27,383
60
Roper
Technologies
Inc
2.000%
6/30/30
49,064
50
RTX
Corp
1.900%
9/01/31
39,212
55
Salesforce
Inc
2.700%
7/15/41
37,585
30
(b)
Scientific
Games
International
Inc
7.500%
9/01/31
30,596
30
(b)
Sirius
XM
Radio
Inc
4.125%
7/01/30
25,442
10
(b)
Standard
Industries
Inc/NJ
5.000%
2/15/27
9,633
55
(b)
Staples
Inc
7.500%
4/15/26
53,026
30
(b)
SunCoke
Energy
Inc
4.875%
6/30/29
26,489
25
Sysco
Corp
6.600%
4/01/50
27,139
150
Teva
Pharmaceutical
Finance
Netherlands
III
BV
3.150%
10/01/26
138,963
35
Texas
Instruments
Inc
5.000%
3/14/53
32,055
190
T-Mobile
USA
Inc
2.250%
11/15/31
151,362
35
TotalEnergies
Capital
International
SA
2.986%
6/29/41
24,969
25
Transcanada
Trust
5.500%
9/15/79
22,548
30
(b)
TransDigm
Inc
6.875%
12/15/30
30,204
27
(b)
Transocean
Inc
8.750%
2/15/30
28,152
60
(b)
Tronox
Inc
4.625%
3/15/29
53,525
30
(b)
Univision
Communications
Inc
4.500%
5/01/29
26,098
65
USA
Compression
Partners
LP
/
USA
Compression
Finance
Corp
6.875%
9/01/27
64,892
40
(b)
Venture
Global
LNG
Inc
9.875%
2/01/32
42,684
150
Verizon
Communications
Inc
1.750%
1/20/31
118,438
35
Vodafone
Group
PLC
4.375%
2/19/43
28,624
40
Vodafone
Group
PLC
4.125%
6/04/81
33,470
10
(b)
VZ
Secured
Financing
BV
5.000%
1/15/32
8,423
25
Walmart
Inc
1.050%
9/17/26
22,788
50
Walmart
Inc
1.800%
9/22/31
40,294
20
Walmart
Inc
4.500%
4/15/53
17,404
30
(b)
Wand
NewCo
3
Inc
7.625%
1/30/32
30,498
55
Warnermedia
Holdings
Inc
5.050%
3/15/42
44,028
30
(b)
WESCO
Distribution
Inc
7.250%
6/15/28
30,475
25
Williams
Cos
Inc/The
5.650%
3/15/33
24,800
30
(b)
Windsor
Holdings
III
LLC
8.500%
6/15/30
31,246
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
30
(b)
XPO
Inc
6.250%
6/01/28
$
29,888
Total
Industrial
6,653,651
Utility
-
2.9%
80
AEP
Transmission
Co
LLC
5.400%
3/15/53
74,706
80
Ameren
Illinois
Co
4.950%
6/01/33
76,535
75
American
Water
Capital
Corp
2.300%
6/01/31
60,912
20
Atmos
Energy
Corp
6.200%
11/15/53
21,229
30
(b)
Clearway
Energy
Operating
LLC
4.750%
3/15/28
28,270
25
CMS
Energy
Corp
4.750%
6/01/50
22,582
35
Dominion
Energy
Inc
3.300%
4/15/41
24,970
20
DTE
Electric
Co
5.400%
4/01/53
19,064
35
Duke
Energy
Carolinas
LLC
4.250%
12/15/41
28,728
55
Exelon
Corp
4.050%
4/15/30
50,761
75
Florida
Power
&
Light
Co
4.800%
5/15/33
71,414
130
Georgia
Power
Co
2.650%
9/15/29
113,565
30
Interstate
Power
and
Light
Co
3.100%
11/30/51
18,537
45
NiSource
Inc
1.700%
2/15/31
35,104
30
NRG
Energy
Inc
5.750%
1/15/28
29,527
30
(b)
Pattern
Energy
Operations
LP
/
Pattern
Energy
Operations
Inc
4.500%
8/15/28
26,825
35
PECO
Energy
Co
2.800%
6/15/50
21,311
35
Public
Service
Co
of
Colorado
4.050%
9/15/49
26,199
45
Sempra
4.875%
N/A
(c)
43,781
30
(b)
Talen
Energy
Supply
LLC
8.625%
6/01/30
31,741
30
(b)
TerraForm
Power
Operating
LLC
4.750%
1/15/30
26,740
Total
Utility
852,501
Total
Corporate
Debt
(cost
$11,454,342)
11,243,437
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
U.S.
TREASURY
-
15.9%
$
40
United
States
Treasury
Note/Bond
4.625%
2/28/26
39,691
200
United
States
Treasury
Note/Bond
4.500%
3/31/26
197,992
131
United
States
Treasury
Note/Bond
4.625%
4/30/29
130,498
595
United
States
Treasury
Note/Bond
4.000%
2/15/34
563,391
2,170
United
States
Treasury
Note/Bond
4.500%
2/15/44
2,060,144
1,470
United
States
Treasury
Note/Bond
4.750%
11/15/53
1,462,420
250
United
States
Treasury
Note/Bond
4.250%
2/15/54
228,867
Total
U.S.
Treasury
(cost
$4,988,894)
4,683,003
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
4.4%
Government
Agency
-
2.4%
$
200
(b)
Corp
Nacional
del
Cobre
de
Chile
6.150%
10/24/36
195,799
25
(b)
NOVA
Chemicals
Corp
5.250%
6/01/27
23,518
200
(b)
Perusahaan
Perseroan
Persero
PT
Perusahaan
Listrik
Negara
5.450%
5/21/28
196,758
150
Petrobras
Global
Finance
BV
5.500%
6/10/51
114,963
200
Petroleos
Mexicanos
6.700%
2/16/32
163,542
Total
Government
Agency
694,580
Nuveen
Core
Plus
Bond
ETF
(NCPB)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purpos-
es
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
-
2.0%
$
225
Angolan
Government
International
Bond
8.750%
4/14/32
$
203,243
275
Colombia
Government
International
Bond
5.000%
6/15/45
189,321
250
(b)
Hungary
Government
International
Bond
2.125%
9/22/31
192,187
Total
Sovereign
Debt
584,751
Total
Government
Related
(cost
$1,304,294)
1,279,331
Total
Long-Term
Investments
(cost
$29,661,260)
28,897,255
Other
Assets
&
Liabilities,
Net
-
1.6%
456,177
Net
Assets
-
100%
$
29,353,432
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Securitized
$
–
$
11,691,484
$
–
$
11,691,484
Corporate
Debt
–
11,243,437
–
11,243,437
U.S.
Treasury
–
4,683,003
–
4,683,003
Government
Related
–
1,279,331
–
1,279,331
Total
$
–
$
28,897,255
$
–
$
28,897,255
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$8,455,207
or
29.3%
of
Total
Investments.
(c)
Perpetual
security.
Maturity
date
is
not
applicable.
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
Nuveen
Preferred
and
Income
ETF
(NPFI)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.0%
$1,000
PAR
(OR
SIMILAR)
INSTITUTIONAL
PREFERRED
-
61.4%
Automobiles
&
Components
-
1.6%
$
105
General
Motors
Financial
Co
Inc
5.700%
N/A
(b)
$
98,266
146
General
Motors
Financial
Co
Inc
5.750%
N/A
(b)
136,202
251
Total
Automobiles
&
Components
234,468
Banks
-
24.7%
41
Bank
of
America
Corp
4.375%
12/30/49
37,602
44
Bank
of
America
Corp
6.300%
9/10/72
43,752
17
Bank
of
America
Corp
6.100%
9/17/72
16,970
25
Bank
of
America
Corp
8.738%
12/01/72
25,090
188
Bank
of
America
Corp
6.250%
N/A
(b)
187,389
150
Bank
of
America
Corp
6.500%
4/23/73
150,218
59
Citigroup
Inc
7.375%
8/15/72
60,498
121
Citigroup
Inc
5.950%
11/15/72
120,398
60
Citigroup
Inc
6.300%
11/15/72
59,973
85
Citigroup
Inc
4.150%
N/A
(b)
78,029
151
Citigroup
Inc
6.250%
2/15/73
150,314
146
Citigroup
Inc
7.625%
N/A
(b)
150,671
74
Citigroup
Inc
5.000%
3/12/73
73,300
80
Citizens
Financial
Group
Inc
8.720%
1/06/73
76,999
81
Fifth
Third
Bancorp
4.500%
9/30/72
77,218
39
Fifth
Third
Bancorp
8.597%
12/31/72
37,862
188
First
Citizens
BancShares
Inc/NC
9.563%
6/15/72
189,512
10
Goldman
Sachs
Group
Inc/The
4.400%
8/10/72
9,732
135
Huntington
Bancshares
Inc/OH
5.625%
N/A
(b)
120,571
375
JPMorgan
Chase
&
Co
6.875%
N/A
(b)
384,267
98
JPMorgan
Chase
&
Co
3.650%
N/A
(b)
91,688
130
JPMorgan
Chase
&
Co
5.000%
2/01/73
129,354
72
JPMorgan
Chase
&
Co
6.100%
4/01/73
72,157
77
KeyCorp
5.000%
12/15/72
64,943
83
M&T
Bank
Corp
9.179%
8/15/72
83,120
17
M&T
Bank
Corp
3.500%
N/A
(b)
13,226
22
M&T
Bank
Corp
5.125%
5/01/73
19,336
160
PNC
Financial
Services
Group
Inc/The
6.250%
12/30/49
150,416
36
PNC
Financial
Services
Group
Inc/The
6.000%
8/15/70
34,628
49
PNC
Financial
Services
Group
Inc/The
8.643%
12/01/72
49,061
30
PNC
Financial
Services
Group
Inc/The
3.400%
N/A
(b)
25,863
20
PNC
Financial
Services
Group
Inc/The
6.200%
N/A
(b)
19,606
30
PNC
Financial
Services
Group
Inc/The
5.000%
5/01/73
28,377
155
Regions
Financial
Corp
5.750%
9/15/72
151,925
41
Truist
Financial
Corp
8.693%
6/15/72
41,349
64
Truist
Financial
Corp
4.800%
N/A
(b)
61,921
141
Truist
Financial
Corp
5.100%
3/01/73
127,375
153
Wells
Fargo
&
Co
5.875%
6/15/72
151,953
224
Wells
Fargo
&
Co
7.625%
N/A
(b)
234,222
109
Wells
Fargo
&
Co
3.900%
N/A
(b)
103,385
3,780
Total
Banks
3,704,270
Capital
Goods
-
3.5%
382
AerCap
Holdings
NV
5.875%
10/10/79
377,224
161
Air
Lease
Corp
4.650%
N/A
(b)
151,747
543
Total
Capital
Goods
528,971
Nuveen
Preferred
and
Income
ETF
(NPFI)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Energy
-
3.1%
$
85
Enbridge
Inc
8.500%
1/15/84
$
89,679
47
Energy
Transfer
LP
7.125%
5/15/72
45,125
109
Energy
Transfer
LP
6.500%
N/A
(b)
105,768
255
Transcanada
Trust
5.600%
3/07/82
223,029
496
Total
Energy
463,601
Financial
Services
-
9.6%
36
Ally
Financial
Inc
4.700%
8/15/72
30,561
62
Ally
Financial
Inc
4.700%
8/15/72
47,978
50
American
Express
Co
3.550%
N/A
(b)
45,620
76
Bank
of
New
York
Mellon
Corp/The
4.700%
N/A
(b)
74,250
105
Capital
One
Financial
Corp
3.950%
N/A
(b)
90,477
159
Charles
Schwab
Corp/The
4.000%
6/01/72
146,497
99
Charles
Schwab
Corp/The
5.375%
N/A
(b)
97,899
37
Discover
Financial
Services
6.125%
N/A
(b)
36,998
15
Discover
Financial
Services
5.500%
4/30/73
12,551
131
Equitable
Holdings
Inc
4.950%
12/15/72
127,715
17
Goldman
Sachs
Group
Inc/The
4.125%
5/10/72
15,716
10
Goldman
Sachs
Group
Inc/The
3.800%
11/10/72
9,375
90
Goldman
Sachs
Group
Inc/The
5.300%
11/10/72
88,307
177
Goldman
Sachs
Group
Inc/The
5.500%
N/A
(b)
175,657
144
Goldman
Sachs
Group
Inc/The
7.500%
N/A
(b)
149,022
151
State
Street
Corp
6.700%
N/A
(b)
151,127
150
Voya
Financial
Inc
7.758%
3/15/73
152,455
1,509
Total
Financial
Services
1,452,205
Food,
Beverage
&
Tobacco
-
2.4%
450
(c)
Land
O'
Lakes
Inc,
144A
7.250%
6/15/72
360,000
450
Total
Food,
Beverage
&
Tobacco
360,000
Insurance
-
9.3%
69
American
International
Group
Inc
5.750%
4/01/48
66,598
114
AXIS
Specialty
Finance
LLC
4.900%
1/15/40
102,171
226
Enstar
Finance
LLC
5.500%
1/15/42
213,178
166
Markel
Group
Inc
6.000%
12/01/72
164,711
104
(c)
MetLife
Inc,
144A
9.250%
4/08/38
119,621
23
MetLife
Inc
5.875%
9/15/72
22,351
46
MetLife
Inc
3.850%
N/A
(b)
43,965
84
PartnerRe
Finance
B
LLC
4.500%
10/01/50
75,998
107
Prudential
Financial
Inc
3.700%
10/01/50
91,494
125
Prudential
Financial
Inc
5.125%
3/01/52
115,317
75
Prudential
Financial
Inc
6.500%
3/15/54
73,894
309
(c)
QBE
Insurance
Group
Ltd,
144A
5.875%
11/12/72
305,323
1,448
Total
Insurance
1,394,621
Media
&
Entertainment
-
0.2%
38
Paramount
Global
6.375%
3/30/62
35,145
38
Total
Media
&
Entertainment
35,145
Telecommunication
Services
-
0.9%
73
Vodafone
Group
PLC
7.000%
4/04/79
74,067
70
Vodafone
Group
PLC
4.125%
6/04/81
58,573
143
Total
Telecommunication
Services
132,640
Utilities
-
6.1%
86
American
Electric
Power
Co
Inc
3.875%
2/15/62
76,794
50
Edison
International
5.000%
12/30/49
46,985
94
Edison
International
5.375%
9/15/72
90,052
308
Emera
Inc
6.750%
6/15/76
304,488
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utilities
(continued)
$
84
Sempra
4.125%
4/01/52
$
75,958
115
Sempra
4.875%
10/15/72
111,884
102
Southern
Co/The
4.000%
1/15/51
97,300
100
(c)
Vistra
Corp,
144A
8.000%
12/30/49
101,035
19
(c)
Vistra
Corp,
144A
7.000%
N/A
(b)
18,768
958
Total
Utilities
923,264
Total
$1,000
Par
(or
similar)
Institutional
Preferred
(cost
$9,270,478)
9,229,185
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
CONTINGENT
CAPITAL
SECURITIES
-
33.3%
Banks
-
28.1%
356
Banco
Bilbao
Vizcaya
Argentaria
SA
9.375%
12/19/72
373,877
200
Banco
Santander
SA
4.750%
8/12/72
171,080
402
Barclays
PLC
8.000%
12/30/49
395,308
291
(c)
BNP
Paribas
SA,
144A
8.500%
12/30/49
300,855
283
(c)
BNP
Paribas
SA,
144A
9.250%
5/17/72
299,806
257
(c)
Credit
Agricole
SA,
144A
8.125%
3/23/73
260,213
218
HSBC
Holdings
PLC
8.000%
12/30/49
225,004
227
HSBC
Holdings
PLC
6.375%
9/30/72
224,305
222
HSBC
Holdings
PLC
6.000%
11/22/72
211,206
388
ING
Groep
NV
7.500%
5/16/72
379,270
306
Lloyds
Banking
Group
PLC
7.500%
12/27/72
302,909
297
NatWest
Group
PLC
6.000%
9/30/72
288,658
377
(c)
Societe
Generale
SA,
144A
9.375%
5/22/72
383,716
200
(c)
Standard
Chartered
PLC,
144A
7.750%
12/30/49
198,713
203
UniCredit
SpA
8.000%
6/03/72
203,081
4,227
Total
Banks
4,218,001
Financial
Services
-
5.2%
200
Deutsche
Bank
AG
6.000%
4/30/73
185,569
543
(c)
UBS
Group
AG,
144A
9.250%
N/A
(b)
595,935
743
Total
Financial
Services
781,504
Total
Contingent
Capital
Securities
(cost
$5,014,560)
4,999,505
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
CORPORATE
BONDS
-
3.3%
Energy
-
1.2%
47
Enbridge
Inc
6.000%
1/15/77
44,461
48
Enbridge
Inc
5.750%
7/15/80
43,976
89
Enbridge
Inc
7.625%
1/15/83
88,609
184
Total
Energy
177,046
Financial
Services
-
0.7%
100
Goldman
Sachs
Group
Inc/The
7.500%
12/30/49
101,088
100
Total
Financial
Services
101,088
Nuveen
Preferred
and
Income
ETF
(NPFI)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purpos-
es
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Insurance
-
1.4%
$
222
Assurant
Inc
7.000%
3/27/48
$
221,013
222
Total
Insurance
221,013
Total
Corporate
Bonds
(cost
$508,123)
499,147
Total
Long-Term
Investments
(cost
$14,793,161)
14,727,837
Other
Assets
&
Liabilities,
Net
-
2.0%
293,391
Net
Assets
-
100%
$
15,021,228
NPFI
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
$1,000
Par
(or
similar)
Institutional
Preferred
$
–
$
9,229,185
$
–
$
9,229,185
Contingent
Capital
Securities
–
4,999,505
–
4,999,505
Corporate
Bonds
–
499,147
–
499,147
Total
$
–
$
14,727,837
$
–
$
14,727,837
a
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Perpetual
security.
Maturity
date
is
not
applicable.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$2,943,985
or
20.0%
of
Total
Investments.
Nuveen
Sustainable
Core
ETF
(NSCR)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Shares
Description
(a)
Value
LONG-TERM
INVESTMENTS
-
98.9%
X
–
COMMON
STOCKS
-
98.9%
Communication
Services
-
9.0%
756
(b)
Alphabet
Inc,
Class
A
$
123,061
672
(b)
Alphabet
Inc,
Class
C
110,638
399
Meta
Platforms
Inc
171,638
609
Walt
Disney
Co/The
67,660
Total
Communication
Services
472,997
Consumer
Discretionary
-
7.4%
1,302
(b)
Amazon.com
Inc
227,850
1,890
BorgWarner
Inc
61,935
441
Lowe's
Cos
Inc
100,544
Total
Consumer
Discretionary
390,329
Consumer
Staples
-
2.7%
525
Bunge
Global
SA
53,424
42
Costco
Wholesale
Corp
30,362
357
Target
Corp
57,470
Total
Consumer
Staples
141,256
Energy
-
6.7%
567
Chevron
Corp
91,440
378
EOG
Resources
Inc
49,945
903
Exxon
Mobil
Corp
106,798
1,911
Marathon
Oil
Corp
51,310
294
Marathon
Petroleum
Corp
53,426
Total
Energy
352,919
Financials
-
14.9%
315
American
Express
Co
73,719
315
Ameriprise
Financial
Inc
129,714
399
Apollo
Global
Management
Inc
43,244
336
Ares
Management
Corp,
Class
A
44,718
1,911
Bank
of
New
York
Mellon
Corp/
The
107,952
420
Chubb
Ltd
104,429
378
(b)
Fiserv
Inc
57,709
441
KKR
&
Co
Inc
41,044
189
Mastercard
Inc,
Class
A
85,277
357
Visa
Inc,
Class
A
95,894
Total
Financials
783,700
Health
Care
-
18.6%
672
Abbott
Laboratories
71,212
231
Becton
Dickinson
&
Co
54,192
1,407
Bristol-Myers
Squibb
Co
61,823
945
Cardinal
Health
Inc
97,373
630
(b)
Centene
Corp
46,028
315
Cigna
Group/The
112,468
126
Elevance
Health
Inc
66,601
147
Eli
Lilly
&
Co
114,822
378
Laboratory
Corp
of
America
Holdings
76,118
1,302
Merck
&
Co
Inc
168,244
Nuveen
Sustainable
Core
ETF
(NSCR)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
Shares
Description
(a)
Value
Health
Care
(continued)
231
UnitedHealth
Group
Inc
$
111,735
Total
Health
Care
980,616
Industrials
-
6.3%
420
Dover
Corp
75,306
210
Ferguson
PLC
44,079
315
Honeywell
International
Inc
60,710
189
Hubbell
Inc
70,028
504
Westinghouse
Air
Brake
Technologies
Corp
81,185
Total
Industrials
331,308
Information
Technology
-
25.9%
1,344
Apple
Inc
228,924
273
Applied
Materials
Inc
54,232
147
(b)
Arista
Networks
Inc
37,714
42
Broadcom
Inc
54,611
84
Lam
Research
Corp
75,130
1,008
Microsoft
Corp
392,445
315
NVIDIA
Corp
272,166
483
Oracle
Corp
54,941
168
(b)
Palo
Alto
Networks
Inc
48,870
546
QUALCOMM
Inc
90,554
210
Salesforce
Inc
56,477
Total
Information
Technology
1,366,064
Materials
-
2.3%
903
Corteva
Inc
48,880
168
Linde
PLC
74,081
Total
Materials
122,961
Real
Estate
-
2.8%
777
Simon
Property
Group
Inc
109,192
336
Sun
Communities
Inc
37,403
Total
Real
Estate
146,595
Utilities
-
2.3%
651
American
Electric
Power
Co
Inc
56,005
1,008
NextEra
Energy
Inc
67,506
Total
Utilities
123,511
Total
Common
Stocks
(cost
$5,219,990)
5,212,256
Total
Long-Term
Investments
(cost
$5,219,990)
5,212,256
Other
Assets
&
Liabilities,
Net
-
1.1%
55,680
Net
Assets
-
100%
$
5,267,936
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purpos-
es
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
Sustainable
Core
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Common
Stocks
$
5,212,256
$
–
$
–
$
5,212,256
Total
$
5,212,256
$
–
$
–
$
5,212,256
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
Nuveen
Ultra
Short
Income
ETF
(NUSB)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
66.2%
X
–
CORPORATE
DEBT
-
43.6%
Financials
-
18.9%
$
100
Aetna
Inc
3.500%
11/15/24
$
98,784
100
Air
Lease
Corp
2.300%
2/01/25
97,181
150
American
Express
Co
6.093%
4/23/27
150,226
200
Bank
of
America
Corp
3.384%
4/02/26
195,450
100
Bank
of
New
York
Mellon
Corp/
The
4.947%
4/26/27
98,966
150
Canadian
Imperial
Bank
of
Commerce
5.144%
4/28/25
149,250
250
(b)
Citibank
NA
5.935%
4/30/26
250,402
100
Citigroup
Inc
5.610%
9/29/26
99,780
100
Corebridge
Financial
Inc
3.500%
4/04/25
97,898
150
Goldman
Sachs
Group
Inc/The
3.850%
7/08/24
149,465
100
Goldman
Sachs
Group
Inc/The
5.798%
8/10/26
99,938
150
(b)
JPMorgan
Chase
&
Co
5.888%
6/01/25
150,030
100
JPMorgan
Chase
&
Co
6.070%
10/22/27
101,176
200
(c)
Massachusetts
Mutual
Life
Insurance
Co
6.126%
4/09/27
200,414
150
Mid-America
Apartments
LP
3.750%
6/15/24
149,575
100
Morgan
Stanley
5.050%
1/28/27
99,006
150
(b),(c)
New
York
Life
Global
Funding
6.034%
4/02/27
150,370
100
(b),(c)
Pacific
Life
Global
Funding
II
6.213%
6/16/25
100,597
100
State
Street
Corp
5.104%
5/18/26
99,363
100
Truist
Bank
1.500%
3/10/25
96,497
100
UnitedHealth
Group
Inc
3.750%
7/15/25
98,049
150
Wells
Fargo
&
Co
2.406%
10/30/25
147,426
100
Wells
Fargo
Bank
NA
4.811%
1/15/26
98,883
100
Welltower
OP
LLC
4.000%
6/01/25
98,077
Total
Financials
3,076,803
Industrial
-
22.3%
100
AbbVie
Inc
3.600%
5/14/25
98,102
100
(b)
American
Honda
Finance
Corp
5.899%
2/12/25
100,116
100
American
Tower
Corp
2.400%
3/15/25
96,990
100
Amgen
Inc
5.250%
3/02/25
99,610
100
AT&T
Inc
5.539%
2/20/26
99,723
100
BAT
Capital
Corp
2.789%
9/06/24
98,895
100
Becton
Dickinson
&
Co
3.734%
12/15/24
98,682
150
(b),(c)
BMW
US
Capital
LLC
5.906%
4/02/26
150,416
100
Canadian
Pacific
Railway
Co
1.350%
12/02/24
97,525
100
Carrier
Global
Corp
2.242%
2/15/25
97,289
100
Caterpillar
Financial
Services
Corp
4.350%
5/15/26
98,279
100
Chevron
Corp
1.554%
5/11/25
96,181
100
Cigna
Group/The
5.685%
3/15/26
99,880
100
CVS
Health
Corp
2.625%
8/15/24
99,073
150
(b),(c)
Daimler
Truck
Finance
North
America
LLC
6.095%
12/13/24
150,351
100
Enterprise
Products
Operating
LLC
3.750%
2/15/25
98,585
100
Fiserv
Inc
2.750%
7/01/24
99,473
100
General
Motors
Financial
Co
Inc
3.800%
4/07/25
98,116
100
Honeywell
International
Inc
1.350%
6/01/25
95,845
100
Intel
Corp
4.875%
2/10/26
99,102
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
John
Deere
Capital
Corp
4.800%
1/09/26
$
99,333
100
Lowe's
Cos
Inc
4.400%
9/08/25
98,575
100
Marathon
Petroleum
Corp
4.700%
5/01/25
98,986
100
McCormick
&
Co
Inc/MD
3.150%
8/15/24
99,215
100
Microsoft
Corp
3.125%
11/03/25
97,011
100
Oracle
Corp
2.500%
4/01/25
97,079
100
PepsiCo
Inc
2.250%
3/19/25
97,275
100
Pfizer
Inc
0.800%
5/28/25
95,294
100
Philip
Morris
International
Inc
1.500%
5/01/25
96,107
100
Republic
Services
Inc
2.500%
8/15/24
99,049
100
Target
Corp
2.250%
4/15/25
97,057
100
Thermo
Fisher
Scientific
Inc
1.215%
10/18/24
98,032
100
Verizon
Communications
Inc
3.376%
2/15/25
98,228
100
Visa
Inc
3.150%
12/14/25
96,877
100
Walmart
Inc
3.900%
9/09/25
98,302
100
Walt
Disney
Co/The
3.350%
3/24/25
98,087
Total
Industrial
3,636,740
Utility
-
2.4%
100
Entergy
Louisiana
LLC
0.950%
10/01/24
98,037
100
NextEra
Energy
Capital
Holdings
Inc
6.051%
3/01/25
100,198
100
NextEra
Energy
Capital
Holdings
Inc
4.950%
1/29/26
99,101
100
Public
Service
Electric
and
Gas
Co
3.150%
8/15/24
99,224
Total
Utility
396,560
Total
Corporate
Debt
(cost
$7,127,571)
7,110,103
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
12.1%
$
100
American
Express
Credit
Account
Master
Trust
2022
2
3.390%
5/17/27
97,850
100
Capital
One
Multi-Asset
Execution
Trust
2.800%
3/15/27
97,652
150
CarMax
Auto
Owner
Trust
2024
2
0.000%
5/17/27
150,130
100
(c)
Citizens
Auto
Receivables
Trust
2024-1
2024
1
5.930%
10/15/26
100,130
54
COMM
2015-CCRE25
Mortgage
Trust
2015
CR25
3.537%
8/10/48
53,198
100
Discover
Card
Execution
Note
Trust
3.320%
5/15/27
97,756
100
Ford
Credit
Auto
Owner
Trust
2024-A
2024
A
0.000%
1/15/27
100,037
150
GM
Financial
Consumer
Automobile
Receivables
Trust
2024-2
2024
2
0.000%
3/16/27
150,059
100
Hyundai
Auto
Receivables
Trust
2024-A
2024
A
5.750%
4/15/27
100,083
100
John
Deere
Owner
Trust
2024
2024
A
5.700%
2/16/27
100,034
84
(c)
MHC
Commercial
Mortgage
Trust
2021-MHC
2021
MHC
6.236%
4/15/38
83,429
65
Morgan
Stanley
Capital
I
Trust
2015-MS1
2015
MS1
3.779%
5/15/48
63,232
100
(c)
Tesla
Auto
Lease
Trust
2024-A
2024
A
5.830%
6/22/26
100,045
89
(c)
UNITED
STATES
2023
2A
5.910%
11/23/26
89,009
100
Verizon
Master
Trust
2024
1
5.980%
12/20/28
100,283
150
Volkswagen
Auto
Lease
Trust
2024
A
0.000%
12/21/26
150,158
89
Wells
Fargo
Commercial
Mortgage
Trust
2015-NXS1
2015
NXS1
3.148%
5/15/48
86,537
100
World
Omni
Auto
Receivables
Tr
2023
D
5.910%
2/16/27
100,207
150
World
Omni
Automobile
Lease
Securitization
Trust
2024
2024
A
0.000%
2/16/27
150,094
Total
Securitized
(cost
$1,969,577)
1,969,923
Nuveen
Ultra
Short
Income
ETF
(NUSB)
(continued)
Portfolio
of
Investments
April
30,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
9.9%
Government
Agency
-
9.9%
$
75
Federal
Farm
Credit
Banks
Funding
Corp
1.170%
6/23/25
$
71,669
300
Federal
Home
Loan
Banks
5.585%
9/27/24
300,000
450
Federal
Home
Loan
Banks
1.000%
11/08/24
439,892
300
Federal
Home
Loan
Banks
1.200%
12/23/24
292,383
50
Federal
Home
Loan
Banks
1.300%
9/28/25
47,147
75
Federal
Home
Loan
Banks
1.375%
9/30/25
71,093
400
Federal
Home
Loan
Banks
1.500%
9/30/25
390,173
Total
Government
Agency
1,612,357
Total
Government
Related
(cost
$1,612,349)
1,612,357
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
BONDS
-
0.6%
Materials
-
0.6%
$
100
Sherwin-Williams
Co/The
4.050%
8/08/24
99,536
Total
Materials
99,536
Total
Corporate
Bonds
(cost
$99,595)
99,536
Total
Long-Term
Investments
(cost
$10,809,092)
10,791,919
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
34.5%
X
–
COMMERCIAL
PAPER
-
19.2%
100,000
American
Honda
Finance
Corp
0.000%
6/06/24
99,429
250,000
Archer-Daniels-Midland
Co,
144A
0.000%
5/13/24
249,507
100,000
Atlantic
Asset
Securitization
LLC,
144A
0.000%
6/05/24
99,461
200,000
Banco
Santander
SA
0.000%
5/07/24
199,790
250,000
Barton
Capital
SA,
144A
0.000%
6/12/24
248,389
250,000
CABOT
TRAIL
FUNDING
LLC
0.000%
6/05/24
248,646
250,000
GTA
FUNDING
LLC
0.000%
6/25/24
247,908
100,000
ING
US
Funding
LLC
0.000%
8/20/24
98,317
250,000
L3Harris
Technologies
Inc
0.000%
6/03/24
248,693
100,000
La
Fayette
Asset
Securitization
LLC,
144A
0.000%
9/05/24
98,077
250,000
Liberty
Street
Funding
LLC,
144A
0.000%
6/17/24
248,209
250,000
Magna
International
Inc
5.550%
6/04/24
248,655
200,000
Sheffield
Receivables
Co
LLC,
144A
0.000%
6/06/24
198,894
100,000
Swedbank
AB
0.000%
6/11/24
99,384
250,000
Verizon
Communications
Inc,
144A
0.000%
6/24/24
247,866
250,000
Walt
Disney
Co/The
0.000%
6/13/24
248,336
Total
Commercial
Paper
(cost
$3,130,760)
3,129,561
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
–
U.S.
TREASURY
-
13.5%
$
850
United
States
Treasury
Bill
0.000%
6/06/24
845,510
400
United
States
Treasury
Bill
0.000%
7/02/24
396,366
1,000
United
States
Treasury
Bill
0.000%
3/20/25
955,062
Total
U.S.
Treasury
(cost
$2,200,245)
2,196,938
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CERTIFICATE
OF
DEPOSIT
-
1.8%
100,000
BNP
Paribas/New
York
NY
5.340%
10/08/24
$
99,911
100,000
HSBC
Bank
USA
NA
5.980%
9/25/24
100,114
100,000
Toronto-Dominion
Bank/NY
5.800%
5/16/24
100,008
Total
Certificate
of
Deposit
(cost
$300,213)
300,033
Total
Short-Term
Investments
(cost
$5,631,218)
5,626,532
Total
Investments
(cost
$
16,440,310
)
-
100
.7
%
16,418,451
Other
Assets
&
Liabilities,
Net
-
(0.7)%
(
106,499
)
Net
Assets
-
100%
$
16,311,952
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
7,110,103
$
–
$
7,110,103
Securitized
–
1,969,923
–
1,969,923
Government
Related
–
1,612,357
–
1,612,357
Corporate
Bonds
–
99,536
–
99,536
Short-Term
Investments:
Commercial
Paper
–
3,129,561
–
3,129,561
U.S.
Treasury
–
2,196,938
–
2,196,938
Certificate
of
Deposit
–
300,033
–
300,033
Total
$
–
$
16,418,451
$
–
$
16,418,451
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
Variable
rate
security.
The
rate
shown
is
the
coupon
as
of
the
end
of
the
reporting
period.
(c)
Security
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
securities
are
deemed
liquid
and
may
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
As
of
the
end
of
the
reporting
period,
the
aggregate
value
of
these
securities
is
$2,515,164
or
15.3%
of
Total
Investments.