0001752724-24-145859.txt : 20240626
0001752724-24-145859.hdr.sgml : 20240626
20240626125359
ACCESSION NUMBER: 0001752724-24-145859
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240626
DATE AS OF CHANGE: 20240626
PERIOD START: 20241031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Dimensional ETF Trust
CENTRAL INDEX KEY: 0001816125
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23580
FILM NUMBER: 241072259
BUSINESS ADDRESS:
STREET 1: 6300 BEE CAVE ROAD
STREET 2: BUILDING ONE
CITY: AUSTIN
STATE: TX
ZIP: 78746
BUSINESS PHONE: 512-306-7400
MAIL ADDRESS:
STREET 1: 6300 BEE CAVE ROAD
STREET 2: BUILDING ONE
CITY: AUSTIN
STATE: TX
ZIP: 78746
0001816125
S000076642
Dimensional Global Sustainability Fixed Income ETF
C000236635
Dimensional Global Sustainability Fixed Income ETF
DFSB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001816125
XXXXXXXX
S000076642
C000236635
Dimensional ETF Trust
811-23580
0001816125
549300TQ0DPO13B72F34
6300 Bee Cave Road
Building One
Austin
78746
512-306-7400
Dimensional Global Sustainability Fixed Income ETF
S000076642
549300Y8H02GI8V00P53
2024-10-31
2024-04-30
N
319621596.85
29937509.49
289684087.36
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2981733.54000000
AUD
CAD
EUR
GBP
JPY
NZD
SEK
USD
N
Securities Portfolio
N/A
CNA FINANCIAL CORPORATION
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP
126117AV2
92000.00000000
PA
USD
85365.10000000
0.029468342834
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367WMQ3
77000.00000000
PA
USD
76610.82000000
0.026446333555
Long
DBT
RF
CA
N
2
2024-06-28
Fixed
2.50000000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607LWW9
178000.00000000
PA
USD
181092.72000000
0.062513865242
Long
DBT
CORP
CA
N
2
2033-10-03
Fixed
6.09200000
N
N
N
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK S SPORTING GOODS INC
253393AF9
535000.00000000
PA
USD
441362.28000000
0.152359863471
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CJD4
4500000.00000000
PA
USD
4505208.26000000
1.555214268432
Long
DBT
UST
US
N
2
2025-10-31
Floating
5.49060891
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
N/A
140000.00000000
PA
130412.88000000
0.045019000245
Long
DBT
CORP
US
N
2
2029-05-09
Fixed
0.87500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
300000.00000000
PA
272941.20000000
0.094220294420
Long
DBT
CORP
FR
N
2
2030-01-15
Fixed
0.62500000
N
N
N
N
N
N
Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVESTMENT BANK
65562QBS3
795000.00000000
PA
USD
779632.71000000
0.269132045569
Long
DBT
FI
N
2
2024-09-20
Fixed
0.37500000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WAQ3
466000.00000000
PA
USD
475747.18000000
0.164229655945
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV
456837AQ6
21000.00000000
PA
USD
19584.18000000
0.006760530127
Long
DBT
CORP
NL
N
2
2029-04-09
Fixed
4.05000000
N
N
N
N
N
N
DEXIA SA
F4G136OIPBYND1F41110
DEXIA CREDIT LOCAL SA
N/A
1300000.00000000
PA
1386095.83000000
0.478485319173
Long
DBT
CORP
FR
N
2
2024-05-29
None
0.00000000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BA7
93000.00000000
PA
USD
96932.28000000
0.033461375418
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.40000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBR1
80000.00000000
PA
USD
74806.33000000
0.025823417047
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.00000000
N
N
N
N
N
N
CAIXABANK SA
N/A
CAIXABANK SA
BY7751344
600000.00000000
PA
648276.89000000
0.223787539007
Long
DBT
CORP
ES
N
2
2029-09-07
Fixed
3.75000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650BR0
100000.00000000
PA
USD
99090.61000000
0.034206438780
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
6.12500000
N
N
N
N
N
N
UNITEDHEALTH GROUP INCORPORATED
549300GHBMY8T5GXDE41
UNITEDHEALTH GROUP INC
91324PBN1
217000.00000000
PA
USD
217493.51000000
0.075079550272
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.70000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109AL5
506000.00000000
PA
USD
568811.89000000
0.196355932141
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
7.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INCORPORATED
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556CY6
532000.00000000
PA
USD
518869.95000000
0.179115792906
Long
DBT
CORP
US
N
2
2043-08-10
Fixed
5.40400000
N
N
N
N
N
N
PRUDENTIAL FUNDING (ASIA) PLC
2549005TNASWKLR0XC37
PRUDENTIAL FUNDING ASIA PLC
744330AA9
90000.00000000
PA
USD
79015.62000000
0.027276479257
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP THE
020002AS0
835000.00000000
PA
USD
830681.94000000
0.286754425336
Long
DBT
CORP
US
N
2
2035-05-09
Fixed
5.55000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL, INC.
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAK5
1286000.00000000
PA
USD
1031036.89000000
0.355917682395
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
FRESENIUS MEDICAL CARE AG CO KGAA
N/A
FRESENIUS MEDICAL CARE AG CO KGAA
BY9994553
187000.00000000
PA
200813.80000000
0.069321653747
Long
DBT
CORP
DE
N
2
2027-09-20
Fixed
3.87500000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAH6
126000.00000000
PA
USD
116285.23000000
0.040142084109
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VBG8
435000.00000000
PA
USD
338059.26000000
0.116699285446
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
3.85000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
N/A
800000.00000000
PA
1002007.94000000
0.345896783330
Long
DBT
CORP
GB
N
2
2024-05-20
Fixed
6.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
100888.00000000
OU
Contract Amount
USD
288.99000000
0.000099760398
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
100888.00000000
CAD
73829.33000000
USD
2024-07-24
288.99000000
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
45828RAA3
650000.00000000
PA
USD
649513.01000000
0.224214252125
Long
DBT
US
N
2
2028-10-05
Floating
5.68064000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VAL1
115000.00000000
PA
USD
115955.73000000
0.040028339511
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.85000000
N
N
N
N
N
N
CHUBB INA HOLDINGS LLC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC
171239AF3
231000.00000000
PA
213900.32000000
0.073839168022
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.87500000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
1100000.00000000
PA
1378804.95000000
0.475968480894
Long
DBT
DE
N
2
2024-06-14
Floating
6.21310000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS FRAGRANCES INC
459506AK7
14500.00000000
PA
USD
13812.07000000
0.004767976772
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.45000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H040657
664000.00000000
PA
USD
601664.84000000
0.207696889906
Long
ABS-MBS
USGA
US
N
2
2054-05-20
Fixed
4.00000000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg -Foerderbank-
0SK1ILSPWNVBNQWU0W18
LANDESKREDITBANK BADEN WUERTTEMBERG
N/A
842000.00000000
PA
1024803.93000000
0.353766041945
Long
DBT
DE
N
2
2024-12-09
Fixed
0.37500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087N91
1919000.00000000
PA
1389164.08000000
0.479544490227
Long
DBT
NUSS
CA
N
2
2024-08-01
Fixed
2.75000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
N/A
100000.00000000
PA
123873.88000000
0.042761713675
Long
DBT
CORP
CA
N
2
2028-01-24
Fixed
5.00000000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT
29874QEN0
50000.00000000
PA
USD
49969.50000000
0.017249653046
Long
DBT
GB
N
2
2026-04-14
Floating
5.50879000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBJ5
45000.00000000
PA
USD
44518.17000000
0.015367834113
Long
DBT
CORP
IT
Y
2
2024-09-23
Fixed
3.25000000
N
N
N
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
N/A
576000.00000000
PA
615350.52000000
0.212421236391
Long
DBT
NUSS
DE
N
2
2024-05-15
Fixed
1.50000000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
N/A
208000.00000000
PA
252235.34000000
0.087072556279
Long
DBT
CORP
GB
N
2
2026-01-14
Fixed
3.62500000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
N/A
300000.00000000
PA
279241.26000000
0.096395098034
Long
DBT
CORP
US
N
2
2028-09-07
Fixed
0.65000000
N
N
N
N
N
N
CaixaBank, S.A.
7CUNS533WID6K7DGFI87
CAIXABANK SA
N/A
200000.00000000
PA
219785.51000000
0.075870757003
Long
DBT
CORP
ES
N
2
2030-09-06
Fixed
4.25000000
N
N
N
N
N
N
REVVITY, INC.
549300IKL1SDPFI7N655
PERKINELMER INC
714046AH2
85000.00000000
PA
USD
69803.24000000
0.024096332192
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200KB6
1059000.00000000
PA
USD
885884.07000000
0.305810401280
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15000000
N
N
N
N
N
N
LEGG MASON, INC.
OWUNCC6U1ZJXMZKFBJ36
LEGG MASON INC
524901AT2
100000.00000000
PA
USD
99538.16000000
0.034360934667
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.95000000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE LLC
26884TAL6
948000.00000000
PA
USD
938175.50000000
0.323861593002
Long
DBT
CORP
US
Y
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
DIMENSIONAL FUND ADVISORS LP
N/A
The DFA Short Term Investment Fund
23320U405
3680397.50000000
NS
USD
3680397.50000000
1.270486595774
Long
STIV
US
N
N/A
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AZ1
101000.00000000
PA
121719.02000000
0.042017848170
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
2.25000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
N/A
BOOKING HOLDINGS INC
09857LAW8
1048000.00000000
PA
1175824.56000000
0.405898912403
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
4.50000000
N
N
N
N
N
N
JAPAN GOVERNMENT TEN YEAR BOND
N/A
JAPAN GOVERNMENT TEN YEAR BOND
AT4272809
282150000.00000000
PA
1771826.34000000
0.611640893411
Long
DBT
CORP
JP
N
2
2028-06-20
Fixed
0.10000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0KN8
466000.00000000
PA
USD
467387.50000000
0.161343864020
Long
DBT
CORP
AU
Y
2
2025-01-10
Floating
5.94882000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS FINANCE TRUST
N/A
924000.00000000
PA
877941.78000000
0.303068693900
Long
DBT
CORP
CA
N
2
2032-05-03
Fixed
1.85000000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109BF7
40500.00000000
PA
USD
37900.74000000
0.013083473222
Long
DBT
CORP
CA
N
2
2026-11-15
Fixed
2.90000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP
72650RBA9
528000.00000000
PA
USD
455350.09000000
0.157188506331
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP, INC.
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251VAF9
335000.00000000
PA
USD
288487.40000000
0.099586899173
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.62500000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68333ZAF4
3000000.00000000
PA
2163052.74000000
0.746693668855
Long
DBT
CA
N
2
2024-09-08
Fixed
2.30000000
N
N
N
N
N
N
JACKSON FINANCIAL INC.
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC
46817MAL1
655000.00000000
PA
USD
536597.20000000
0.185235304048
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.12500000
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
N/A
100000.00000000
PA
110868.16000000
0.038272091853
Long
DBT
CORP
FR
N
2
2032-11-16
Fixed
4.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785JM9
100000.00000000
PA
USD
98838.74000000
0.034119492341
Long
DBT
LU
N
2
2024-07-24
Fixed
0.37500000
N
N
N
N
N
N
REALTY INCOME CORP
N/A
REALTY INCOME CORP
756109BU7
101000.00000000
PA
112166.45000000
0.038720266281
Long
DBT
CORP
US
N
2
2030-07-06
Fixed
4.87500000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
N/A
327000.00000000
PA
333983.62000000
0.115292359702
Long
DBT
CORP
JP
N
2
2026-06-15
Fixed
1.54600000
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BR4
55000.00000000
PA
USD
53044.42000000
0.018311126608
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
4.85000000
N
N
N
N
N
N
Volvo Treasury Aktiebolag
549300PD69T87IGZG395
VOLVO TREASURY AB
N/A
150000.00000000
PA
157198.23000000
0.054265400434
Long
DBT
CORP
SE
N
2
2026-02-20
Fixed
2.62500000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAB4
886000.00000000
PA
USD
873918.19000000
0.301679736006
Long
DBT
CORP
GB
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
American Medical Systems Europe B.V.
549300AA2JE6ZQ5D2493
AMERICAN MEDICAL SYSTEMS EUROPE BV
N/A
473000.00000000
PA
444262.63000000
0.153361074834
Long
DBT
CORP
NL
N
2
2031-03-08
Fixed
1.62500000
N
N
N
N
N
N
Vlaamse Gemeenschapscommissie
875500W02KXBF535NB57
MINISTERIES VAN DE VLAAMSE GEMEENSCHAP
N/A
100000.00000000
PA
111892.69000000
0.038625763334
Long
DBT
BE
N
2
2042-09-26
Fixed
4.00000000
N
N
N
N
N
N
ASSURANT, INC.
H3F39CAXWQRVWURFXL38
ASSURANT INC
04621XAN8
150000.00000000
PA
USD
119981.45000000
0.041418032689
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
1700000.00000000
PA
2109061.77000000
0.728055789746
Long
DBT
DE
N
2
2024-07-18
Fixed
0.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
515000.00000000
PA
617916.17000000
0.213306908098
Long
DBT
CORP
US
N
2
2025-07-28
Fixed
2.00000000
N
N
N
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC
278642AF0
1162000.00000000
PA
USD
906432.02000000
0.312903628314
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.00000000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607LWV1
90000.00000000
PA
USD
91549.80000000
0.031603323756
Long
DBT
CORP
CA
N
2
2028-10-03
Fixed
5.98600000
N
N
N
N
N
N
DELL INTERNATIONAL L.L.C.
254900ZARLSVK41DKO78
DELL INTERNATIONAL LLC EMC CORP
24703DBF7
105000.00000000
PA
USD
74867.87000000
0.025844660879
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523AJ9
659000.00000000
PA
USD
589933.44000000
0.203647167980
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP
46188BAA0
69000.00000000
PA
USD
53327.84000000
0.018408964222
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.00000000
N
N
N
N
N
N
Fresenius SE & Co. KGaA
XDFJ0CYCOO1FXRFTQS51
FRESENIUS SE CO KGAA
N/A
134000.00000000
PA
135328.21000000
0.046715790029
Long
DBT
CORP
DE
N
2
2030-05-24
Fixed
2.87500000
N
N
N
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
779000.00000000
PA
673273.63000000
0.232416504522
Long
DBT
NUSS
FR
Y
2
2036-05-25
Fixed
1.25000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAP5
394000.00000000
PA
USD
354949.25000000
0.122529771391
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
214650000.00000000
PA
1312602.52000000
0.453115161402
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
0.20000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280AM1
50000.00000000
PA
USD
51837.65000000
0.017894545217
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD
874060AY2
324000.00000000
PA
USD
231169.96000000
0.079800710528
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Asian Infrastructure Investment Bank
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK THE
04522KAA4
393000.00000000
PA
USD
392504.86000000
0.135494104483
Long
DBT
CN
N
2
2024-05-16
Fixed
2.25000000
N
N
N
N
N
N
Corporacion Interamericana de Inversiones
5493001X4LH60PFRL744
INTER AMERICAN INVESTMENT CORP
45828Q2A4
32000.00000000
PA
USD
31108.92000000
0.010738912269
Long
DBT
US
N
2
2025-04-22
Fixed
2.62500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087B45
787000.00000000
PA
571508.02000000
0.197286646017
Long
DBT
NUSS
CA
N
2
2024-06-01
Fixed
2.50000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BM5
232000.00000000
PA
USD
207824.40000000
0.071741738351
Long
DBT
CORP
JP
N
2
2029-07-18
Fixed
3.19500000
N
N
N
N
N
N
Nomura Holdings, Inc.
549300B3CEAHYG7K8164
NOMURA HOLDINGS INC
65535HAS8
666000.00000000
PA
USD
555318.07000000
0.191697816425
Long
DBT
CORP
JP
N
2
2030-07-16
Fixed
2.67900000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCE6
90000.00000000
PA
USD
89332.47000000
0.030837893380
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
5.37500000
N
N
N
N
N
N
LEAR CORPORATION
549300UPNBTXA1SYTQ33
LEAR CORP
521865BA2
303000.00000000
PA
USD
284302.42000000
0.098142228864
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.25000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F062655
4132000.00000000
PA
USD
4163159.33000000
1.437137734399
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
6.50000000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
N/A
100000.00000000
PA
110012.82000000
0.037976825376
Long
DBT
CORP
ES
N
2
2030-06-12
Fixed
4.25000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135BW5
200000.00000000
PA
USD
199685.24000000
0.068932070732
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.45000000
N
N
N
N
N
N
GATX CORPORATION
549300IHYHCQP2PIR591
GATX CORP
361448BN2
1000000.00000000
PA
USD
1059664.43000000
0.365800013268
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.90000000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
100000.00000000
PA
97366.42000000
0.033611242124
Long
DBT
NUSS
IT
Y
2
2038-03-01
Fixed
3.25000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
N/A
200000.00000000
PA
252262.50000000
0.087081932010
Long
DBT
CORP
FR
N
2
2032-06-13
Fixed
5.75000000
N
N
N
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC
001055AD4
335000.00000000
PA
USD
362023.15000000
0.124971707386
Long
DBT
CORP
US
N
2
2039-12-17
Fixed
6.90000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP
72650RAR3
481000.00000000
PA
USD
496562.34000000
0.171415124843
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65000000
N
N
N
N
N
N
Healthcare Realty Holdings, L.P.
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HOLDINGS LP
42225UAG9
80000.00000000
PA
USD
68162.86000000
0.023530067053
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HOLDINGS LTD
303901BF8
50000.00000000
PA
USD
46708.34000000
0.016123888759
Long
DBT
CORP
CA
N
2
2030-04-29
Fixed
4.62500000
N
N
N
N
N
N
WESTPAC SECURITIES NZ LIMITED
N/A
WESTPAC SECURITIES NZ LTD LONDON
N/A
711000.00000000
PA
721074.71000000
0.248917611102
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
1.09900000
N
N
N
N
N
N
BNZ INTERNATIONAL FUNDING LIMITED
N/A
BNZ INTL FUNDING LONDON
N/A
1503000.00000000
PA
1585733.06000000
0.547400816679
Long
DBT
CORP
GB
N
2
2024-09-14
Fixed
0.37500000
N
N
N
N
N
N
PULTEGROUP, INC.
N/A
PULTEGROUP INC
745867AM3
200000.00000000
PA
USD
225835.31000000
0.077959169955
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
7.87500000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAY7
435000.00000000
PA
USD
463392.69000000
0.159964841087
Long
DBT
CORP
US
N
2
2039-07-01
Fixed
6.55000000
N
N
N
N
N
N
New Zealand
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT BOND
N/A
850000.00000000
PA
502098.06000000
0.173326075510
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBZ9
100000.00000000
PA
USD
100742.41000000
0.034776646145
Long
DBT
CORP
IT
Y
2
2033-06-20
Fixed
6.62500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824AV2
335000.00000000
PA
USD
354057.74000000
0.122222018898
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
6.00000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAN8
50000.00000000
PA
USD
43357.18000000
0.014967056145
Long
DBT
CORP
FR
Y
2
2029-10-01
Fixed
2.70000000
N
N
N
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081CY7
395000.00000000
PA
USD
455197.42000000
0.157135804092
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
7.20000000
N
N
N
N
N
N
ASB BANK LIMITED
549300IBZWZL1KTPF918
ASB FINANCE LTD
N/A
118000.00000000
PA
108796.24000000
0.037556857537
Long
DBT
CORP
NZ
N
2
2028-09-08
Fixed
0.25000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200HF1
633000.00000000
PA
USD
505265.21000000
0.174419387203
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AL7
1022000.00000000
PA
USD
782742.30000000
0.270205487340
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
197837607.00000000
OU
Contract Amount
USD
18268.45000000
0.006306335348
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
197837607.00000000
JPY
1277682.48000000
USD
2024-05-13
18268.45000000
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78013XZU5
833000.00000000
PA
USD
827700.46000000
0.285725207602
Long
DBT
CORP
CA
N
2
2024-07-16
Fixed
2.55000000
N
N
N
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AY4
150000.00000000
PA
140126.17000000
0.048372063262
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
1.62500000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
204450000.00000000
PA
1268040.83000000
0.437732304026
Long
DBT
NUSS
JP
N
2
2033-03-20
Fixed
0.50000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087J96
100000.00000000
PA
71950.36000000
0.024837525821
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DM6
90000.00000000
PA
USD
72849.02000000
0.025147746520
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.20000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058KN2
50000.00000000
PA
USD
50114.03000000
0.017299545327
Long
DBT
US
N
2
2027-01-12
Floating
5.77040000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEX5
1803000.00000000
PA
USD
1795640.10000000
0.619861489930
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO
23355LAM8
100000.00000000
PA
USD
85294.17000000
0.029443857540
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
N/A
2100000.00000000
PA
944028.79000000
0.325882169988
Long
DBT
US
N
2
2035-04-15
Fixed
1.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RAG7
80000.00000000
PA
USD
82099.00000000
0.028340873241
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.30000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CJU6
5913000.00000000
PA
USD
5925988.85000000
2.045672892841
Long
DBT
UST
US
N
2
2026-01-31
Floating
5.56560891
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
100000.00000000
PA
76383.35000000
0.026367810084
Long
DBT
NUSS
IT
Y
2
2041-03-01
Fixed
1.80000000
N
N
N
N
N
N
7-ELEVEN, INC.
549300K23JPL0SS3LB18
7 ELEVEN INC
817826AF7
1130000.00000000
PA
USD
723416.68000000
0.249726067659
Long
DBT
CORP
US
Y
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1411166568.00000000
OU
Contract Amount
USD
264458.83000000
0.091292149461
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
1411166568.00000000
JPY
9247801.26000000
USD
2024-05-13
264458.83000000
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
5247524.00000000
OU
Contract Amount
USD
19036.01000000
0.006571299850
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
5247524.00000000
CAD
3844116.04000000
USD
2024-07-24
19036.01000000
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA THE
06415EXV2
1196000.00000000
PA
861475.18000000
0.297384363722
Long
DBT
CORP
CA
N
2
2024-09-23
Fixed
2.49000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINL HLDGS LTD
303901BL5
691000.00000000
PA
USD
670728.17000000
0.231537802477
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS FINANCE TRUST
N/A
800000.00000000
PA
853084.66000000
0.294487925717
Long
DBT
CORP
CA
N
2
2029-10-05
Fixed
3.30000000
N
N
N
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AU4
335000.00000000
PA
USD
330054.94000000
0.113936165085
Long
DBT
CORP
US
Y
2
2033-09-20
Fixed
5.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
04505AAA7
290000.00000000
PA
USD
278057.04000000
0.095986300985
Long
DBT
CORP
US
Y
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572QAF2
100000.00000000
PA
USD
97685.15000000
0.033721268879
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
5.30000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187AW9
450000.00000000
PA
USD
443764.98000000
0.153189284245
Long
DBT
CORP
US
N
2
2037-10-09
Fixed
6.30000000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA THE
0641596E1
90000.00000000
PA
USD
88891.40000000
0.030685634413
Long
DBT
CORP
CA
N
2
2024-07-31
Fixed
0.65000000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT
29874QAY0
1128000.00000000
PA
USD
1110671.81000000
0.383407946263
Long
DBT
GB
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785EB8
70000000.00000000
PA
467943.32000000
0.161535735105
Long
DBT
LU
N
2
2027-01-18
Fixed
2.15000000
N
N
N
N
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP DE
117043AU3
100000.00000000
PA
USD
87910.23000000
0.030346930962
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
N/A
193000.00000000
PA
241823.35000000
0.083478299482
Long
DBT
NUSS
GB
N
2
2025-03-07
Fixed
5.00000000
N
N
N
N
N
N
Oesterreichische Kontrollbank Aktiengesellschaft
5299000OVRLMF858L016
OESTERREICHISCHE KONTROLLBANK AG
676167CD9
200000.00000000
PA
USD
196316.07000000
0.067769021001
Long
DBT
AT
N
2
2024-09-16
Fixed
0.50000000
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040QAR5
80000.00000000
PA
USD
70457.49000000
0.024322181671
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
3.85000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VBJ5
123000.00000000
PA
USD
122195.66000000
0.042182386030
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F012650
4902000.00000000
PA
USD
3511868.29000000
1.212309699854
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
1.50000000
N
N
N
N
N
N
STANLEY BLACK & DECKER, INC.
549300DJ09SMTO561131
STANLEY BLACK DECKER INC
854502AA9
486000.00000000
PA
USD
443758.29000000
0.153186974833
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.20000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F022659
9420000.00000000
PA
USD
7451747.14000000
2.572370200900
Long
ABS-MBS
USGSE
US
N
2
2053-05-25
Fixed
2.50000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
162000.00000000
PA
198287.37000000
0.068449520927
Long
DBT
LU
N
2
2024-11-15
Fixed
0.75000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RHK1
372000.00000000
PA
USD
331428.49000000
0.114410319538
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
400000.00000000
PA
405421.55000000
0.139952992825
Long
DBT
CORP
US
N
2
2027-04-27
Fixed
1.87500000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RAJ7
387000.00000000
PA
USD
410470.01000000
0.141695739569
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
6.37500000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
147000.00000000
PA
USD
124543.63000000
0.042992913810
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
N/A
243000.00000000
PA
259376.51000000
0.089537714122
Long
DBT
CORP
AU
N
2
2024-05-20
Fixed
0.25000000
N
N
N
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP
302491AX3
100000.00000000
PA
USD
95863.15000000
0.033092307856
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
5.65000000
N
N
N
N
N
NOVARTIS CAPITAL CORPORATION
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP
66989HAG3
338000.00000000
PA
USD
337914.17000000
0.116649199850
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.40000000
N
N
N
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP
693656AC4
41000.00000000
PA
USD
40277.98000000
0.013904105112
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.62500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CGF2
2000000.00000000
PA
USD
2002296.00000000
0.691199857833
Long
DBT
UST
US
N
2
2025-01-31
Floating
5.52060891
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAP9
886000.00000000
PA
USD
603991.71000000
0.208500133888
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VDR2
929000.00000000
PA
USD
841268.56000000
0.290408965044
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBL4
422000.00000000
PA
USD
349640.39000000
0.120697133621
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
LA POSTE SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
400000.00000000
PA
306855.00000000
0.105927461462
Long
DBT
FR
N
2
2036-01-18
Fixed
0.62500000
N
N
N
N
N
N
BANQUE DEVELOPPT CONSEIL EUROPE 9
549300UYNXMI821WYG82
COUNCIL OF EUROPE DEVELOPMENT BANK
222213AX8
50000.00000000
PA
USD
49710.00000000
0.017160072703
Long
DBT
FR
N
2
2024-06-10
Fixed
0.37500000
N
N
N
N
N
N
Development Bank of Japan Inc.
5493001HGBABMWFZUI25
DEVELOPMENT BANK OF JAPAN INC
N/A
950000.00000000
PA
1177289.61000000
0.406404652989
Long
DBT
JP
N
2
2025-06-06
Fixed
4.50000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAE5
223000.00000000
PA
USD
232325.88000000
0.080199738313
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
CNA FINANCIAL CORPORATION
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP
126117AS9
394000.00000000
PA
USD
393767.37000000
0.135929927525
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
Abbott Ireland Financing Designated Activity Company
54930021QV18ZVZQDE71
ABBOTT IRELAND FINANCING DAC
N/A
240000.00000000
PA
251464.30000000
0.086806390468
Long
DBT
CORP
IE
N
2
2024-11-19
Fixed
0.10000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
N/A
186000.00000000
PA
196258.31000000
0.067749082039
Long
DBT
CORP
NL
N
2
2024-09-05
None
0.00000000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087P40
601000.00000000
PA
433379.68000000
0.149604240933
Long
DBT
NUSS
CA
N
2
2024-11-01
Fixed
3.00000000
N
N
N
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC
931142CS0
61000.00000000
PA
USD
62819.12000000
0.021685388580
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.62500000
N
N
N
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GEN5
576000.00000000
PA
USD
588992.57000000
0.203322376236
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CGY1
2600000.00000000
PA
USD
2602742.22000000
0.898476075686
Long
DBT
UST
US
N
2
2025-04-30
Floating
5.48960891
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BV5
414000.00000000
PA
470286.61000000
0.162344647331
Long
DBT
CORP
US
N
2
2034-07-06
Fixed
5.12500000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBF0
100000.00000000
PA
USD
72441.61000000
0.025007107107
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBE3
200000.00000000
PA
USD
153003.31000000
0.052817298801
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
BEST BUY CO., INC.
HL5XPTVRV0O8TUN5LL90
BEST BUY CO INC
08652BAB5
1000.00000000
PA
USD
809.60000000
0.000279476863
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.95000000
N
N
N
N
N
N
CROWN CASTLE INC.
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAX9
500000.00000000
PA
USD
334749.15000000
0.115556623441
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
2.90000000
N
N
N
N
N
N
BRIGHTHOUSE FINANCIAL, INC.
5493003T8SZSHOGGAW52
BRIGHTHOUSE FINANCIAL INC
10922NAG8
306000.00000000
PA
USD
302137.08000000
0.104298818327
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
5.62500000
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBB6
86000.00000000
PA
USD
90505.26000000
0.031242744751
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
6.40000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0EE4
857000.00000000
PA
USD
853764.76000000
0.294722698709
Long
DBT
US
N
2
2024-07-01
Fixed
3.25000000
N
N
N
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC THE
89417EAH2
112000.00000000
PA
USD
108667.43000000
0.037512391857
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.35000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC
N/A
233000.00000000
PA
255225.23000000
0.088104677176
Long
DBT
CORP
US
Y
2
2030-12-02
Fixed
4.62500000
N
N
N
N
N
N
NRW.BANK
52990002O5KK6XOGJ020
NRW BANK
N/A
50000.00000000
PA
USD
47513.29000000
0.016401760425
Long
DBT
DE
N
2
2025-05-19
Fixed
0.62500000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KAW6
50000.00000000
PA
USD
49981.12000000
0.017253664312
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC
25470DAJ8
100000.00000000
PA
USD
77258.35000000
0.026669863265
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.87500000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
2700000.00000000
PA
1289879.36000000
0.445271043969
Long
DBT
AU
N
2
2034-03-20
Fixed
1.75000000
N
N
N
N
N
N
CAISSE D'AMORTISSEMENT DE LA DETTE SOCIALE
969500P04DQJS4BPM574
CAISSE D AMORTISSEMENT DE LA DETTE SOCIALE
N/A
500000.00000000
PA
527123.81000000
0.181965055382
Long
DBT
FR
N
2
2024-11-25
Fixed
1.37500000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT
29874QEU4
326000.00000000
PA
USD
324344.99000000
0.111965069588
Long
DBT
GB
N
2
2029-02-16
Floating
5.64226000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
539439AR0
239000.00000000
PA
USD
227844.01000000
0.078652580497
Long
DBT
CORP
GB
N
2
2028-03-22
Fixed
4.37500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
3803000.00000000
PA
4108694.14000000
1.418336152822
Long
DBT
BE
N
2
2038-10-04
Fixed
3.37500000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167EQ2
100000.00000000
PA
USD
98201.45000000
0.033899497516
Long
DBT
PH
N
2
2024-10-18
Fixed
1.50000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AK6
256000.00000000
PA
USD
227473.33000000
0.078524620414
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.80000000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
142000.00000000
PA
89218.39000000
0.030798512549
Long
DBT
AU
N
2
2038-09-15
Fixed
5.25000000
N
N
N
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC THE
460690BR0
56000.00000000
PA
USD
53480.79000000
0.018461763118
Long
DBT
CORP
US
N
2
2030-03-30
Fixed
4.75000000
N
N
N
N
N
N
Deutsche Bahn Finance GmbH
52990002BAIDUAIIYU29
DEUTSCHE BAHN FINANCE GMBH
N/A
1450000.00000000
PA
1159485.26000000
0.400258526647
Long
DBT
CORP
DE
N
2
2035-07-16
Fixed
0.75000000
N
N
N
N
N
N
Asian Infrastructure Investment Bank
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INVESTMENT BANK THE
04522KAE6
100000.00000000
PA
USD
97579.01000000
0.033684628965
Long
DBT
CN
N
2
2024-10-30
Fixed
0.50000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967FX4
111000.00000000
PA
USD
112086.93000000
0.038692815688
Long
DBT
CORP
US
N
2
2042-01-30
Fixed
5.87500000
N
N
N
N
N
N
U.S. BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJA9
90000.00000000
PA
USD
70454.42000000
0.024321121895
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.37500000
N
N
N
N
N
Deutsche Bahn Finance GmbH
52990002BAIDUAIIYU29
DEUTSCHE BAHN FINANCE GMBH
N/A
106000.00000000
PA
113525.85000000
0.039189536102
Long
DBT
CORP
DE
N
2
2037-12-18
Fixed
3.62500000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BJ1
842000.00000000
PA
USD
722953.47000000
0.249566165883
Long
DBT
CORP
US
N
2
2036-09-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC USA INC.
549300LBOHZ4QSIWU288
HSBC USA INC
40428HTA0
185000.00000000
PA
USD
184745.89000000
0.063774952805
Long
DBT
CORP
US
N
2
2024-05-24
Fixed
3.75000000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg -Foerderbank-
0SK1ILSPWNVBNQWU0W18
LANDESKREDITBANK BADEN WUERTTEMBERG FOERDERBANK
N/A
3500000.00000000
PA
4459812.43000000
1.539543462895
Long
DBT
DE
N
2
2026-02-23
Floating
6.46932000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
434000.00000000
PA
332374.30000000
0.114736816588
Long
DBT
BE
N
2
2043-02-04
Fixed
1.25000000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RAY4
337000.00000000
PA
USD
337552.10000000
0.116524211970
Long
DBT
CORP
US
N
2
2041-02-06
Fixed
5.87500000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
N/A
NATIONAL AUSTRALIA BANK LTD
ZK9002013
750000.00000000
PA
USD
752640.75000000
0.259814322857
Long
DBT
CORP
AU
N
2
2025-05-13
Floating
6.10685900
N
N
N
N
N
N
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
94000.00000000
PA
104131.86000000
0.035946696606
Long
DBT
NUSS
FR
Y
2
2033-11-25
Fixed
3.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
3580356.00000000
OU
Contract Amount
USD
-18809.28000000
-0.00649303183
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
3580356.00000000
GBP
4464706.08000000
USD
2024-05-17
-18809.28000000
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA THE
06417XAP6
134000.00000000
PA
USD
129762.35000000
0.044794434924
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO THE
959802AH2
335000.00000000
PA
USD
333296.18000000
0.115055052915
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
204450000.00000000
PA
1271223.89000000
0.438831107909
Long
DBT
NUSS
JP
N
2
2032-12-20
Fixed
0.50000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0EC8
50000.00000000
PA
USD
49705.50000000
0.017158519286
Long
DBT
US
N
2
2029-02-15
Floating
5.64440000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBH6
100000.00000000
PA
USD
99958.89000000
0.034506172192
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.50000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940XAB8
299000.00000000
PA
USD
263812.31000000
0.091068968407
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
914301.00000000
OU
Contract Amount
USD
-4168.73000000
-0.00143906074
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
914301.00000000
EUR
976455.64000000
USD
2024-07-11
-4168.73000000
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC
00774MAZ8
1335000.00000000
PA
USD
1006043.16000000
0.347289755943
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05964HAZ8
200000.00000000
PA
USD
213985.82000000
0.073868682933
Long
DBT
CORP
ES
N
2
2033-11-07
Fixed
6.93800000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
220000.00000000
PA
148042.64000000
0.051104857484
Long
DBT
BE
N
2
2041-07-04
Fixed
0.45000000
N
N
N
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAR5
169000.00000000
PA
USD
126726.95000000
0.043746603810
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.37700000
N
N
N
N
N
N
HUMANA INC.
529900YLDW34GJAO4J06
HUMANA INC
444859BB7
100000.00000000
PA
USD
82975.01000000
0.028643275078
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
4.62500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VCV4
86000.00000000
PA
USD
76128.88000000
0.026279966115
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
4.27200000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BL3
111000.00000000
PA
USD
98119.84000000
0.033871325447
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDH1
208000.00000000
PA
USD
164833.68000000
0.056901185530
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AL4
1850000.00000000
PA
USD
1515960.73000000
0.523315154731
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC
53079EBG8
317000.00000000
PA
USD
300922.06000000
0.103879389006
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAF0
100000.00000000
PA
USD
99645.05000000
0.034397833484
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
LA POSTE SA
N/A
LA POSTE SA
BY8453197
900000.00000000
PA
931540.29000000
0.321571094390
Long
DBT
CORP
FR
N
2
2028-09-14
Fixed
2.62500000
N
N
N
N
N
N
Sumitomo Mitsui Banking Corporation
5U0XI89JRFVHWIBS4F54
SUMITOMO MITSUI BANKING CORP
865622BN3
1000000.00000000
PA
USD
995571.59000000
0.343674931913
Long
DBT
CORP
JP
N
2
2024-07-11
Fixed
3.40000000
N
N
N
N
N
Markel Group Inc.
549300SCNO12JLWIK605
MARKEL CORP
570535AP9
335000.00000000
PA
USD
291253.78000000
0.100541863605
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.00000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BT5
198000.00000000
PA
USD
190228.21000000
0.065667469598
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.85200000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807CL9
141000.00000000
PA
USD
121965.15000000
0.042102813140
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIONS, INC.
54930032LHW54PQUJD44
FORTUNE BRANDS HOME SECURITY INC
34964CAF3
511000.00000000
PA
USD
454302.61000000
0.156826912427
Long
DBT
CORP
US
N
2
2032-03-25
Fixed
4.00000000
N
N
N
N
N
N
ING GROEP NV
N/A
ING GROEP NV
AU5396935
200000.00000000
PA
198892.25000000
0.068658327701
Long
DBT
CORP
NL
N
2
2028-09-20
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816AZ2
335000.00000000
PA
USD
406355.56000000
0.140275416472
Long
DBT
CORP
US
N
2
2038-03-19
Fixed
8.15000000
N
N
N
N
N
N
JUNIPER NETWORKS, INC.
AUHIXNGG7U2U7JEHM527
JUNIPER NETWORKS INC
48203RAM6
215000.00000000
PA
USD
196238.25000000
0.067742157254
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
N/A
352350000.00000000
PA
2568181.78000000
0.886545686166
Long
DBT
NUSS
JP
N
2
2038-09-20
Fixed
2.40000000
N
N
N
N
N
N
ASSURED GUARANTY US HOLDINGS INC.
5493007YCE0652G9TZ64
ASSURED GUARANTY US HOLDINGS INC
04621WAD2
88000.00000000
PA
USD
74786.97000000
0.025816733905
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
3.15000000
N
N
N
N
N
N
COX COMMUNICATIONS, INC.
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CF2
871000.00000000
PA
USD
779617.21000000
0.269126694912
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
QUANTA SERVICES, INC.
SHVRXXEACT60MMH07S24
QUANTA SERVICES INC
74762EAJ1
335000.00000000
PA
USD
226903.75000000
0.078327999327
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
3.05000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
29700000.00000000
PA
175119.87000000
0.060452015709
Long
DBT
NUSS
JP
N
2
2037-09-20
Fixed
0.60000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0DY1
500000.00000000
PA
USD
499065.00000000
0.172279052173
Long
DBT
US
N
2
2026-09-16
Floating
5.50510000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
100000.00000000
PA
122113.62000000
0.042154065524
Long
DBT
DK
N
2
2024-11-15
Fixed
0.37500000
N
N
N
N
N
N
ATHENE HOLDING LTD.
549300H316CT32FQXI76
ATHENE HOLDING LTD
04686JAG6
9000.00000000
PA
USD
8768.16000000
0.003026800705
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.87500000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
335000.00000000
PA
USD
248235.42000000
0.085691769355
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135BF2
50000.00000000
PA
USD
43005.04000000
0.014845496137
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
458182EA6
2600000.00000000
PA
1865202.17000000
0.643874569362
Long
DBT
US
N
2
2024-10-10
Fixed
1.70000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY
549300OWFMSO9NYV4H90
BRITISH TELECOMMUNICATIONS PLC
N/A
200000.00000000
PA
207443.73000000
0.071610329683
Long
DBT
CORP
GB
N
2
2032-08-30
Fixed
3.37500000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
444000.00000000
PA
USD
443596.83000000
0.153131238254
Long
DBT
DE
N
2
2024-05-10
Fixed
1.62500000
N
N
N
N
N
N
JACKSON FINANCIAL INC.
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC
46817MAS6
457000.00000000
PA
USD
449706.63000000
0.155240363424
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
5.67000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC
07274NBA0
980000.00000000
PA
USD
887329.69000000
0.306309434559
Long
DBT
CORP
US
Y
2
2035-07-30
Fixed
5.50000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON JOHNSON
478160AV6
750000.00000000
PA
USD
686908.46000000
0.237123297403
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg -Foerderbank-
0SK1ILSPWNVBNQWU0W18
LANDESKREDITBANK BADEN WUERTTEMBERG
N/A
726000.00000000
PA
USD
720094.72000000
0.248579314991
Long
DBT
DE
N
2
2024-07-23
Fixed
2.00000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HOLDINGS LTD
303901BM3
50000.00000000
PA
USD
49619.83000000
0.017128945691
Long
DBT
CORP
CA
Y
2
2033-12-07
Fixed
6.00000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XEP7
100000.00000000
PA
USD
99345.60000000
0.034294462255
Long
DBT
CORP
US
N
2
2034-01-07
Fixed
6.10000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAH8
455000.00000000
PA
USD
457236.51000000
0.157839705372
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB COMPANY
HLYYNH7UQUORYSJQCN42
BRISTOL MYERS SQUIBB CO
110122DV7
300000.00000000
PA
USD
228621.83000000
0.078921086789
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
N/A
100000.00000000
PA
124258.29000000
0.042894413404
Long
DBT
CORP
FR
N
2
2026-01-19
Fixed
5.00000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CHS3
4500000.00000000
PA
USD
4501967.00000000
1.554095373697
Long
DBT
UST
US
N
2
2025-07-31
Floating
5.44560891
N
N
N
N
N
N
JAPAN GOVERNMENT TEN YEAR BOND
N/A
JAPAN GOVERNMENT TEN YEAR BOND
ZJ6043427
414950000.00000000
PA
2544283.07000000
0.878295764598
Long
DBT
CORP
JP
N
2
2033-06-20
Fixed
0.40000000
N
N
N
N
N
N
PRINCIPAL FINANCIAL GROUP, INC.
CUMYEZJOAF02RYZ1JJ85
PRINCIPAL FINANCIAL GROUP INC
74251VAA0
50000.00000000
PA
USD
51130.90000000
0.017650572548
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.05000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
849109.00000000
OU
Contract Amount
USD
718.52000000
0.000248035715
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
849109.00000000
NZD
503176.64000000
USD
2024-05-17
718.52000000
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
6004000.00000000
PA
2779059.16000000
0.959341324311
Long
DBT
AU
N
2
2035-09-17
Fixed
2.00000000
N
N
N
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YAW8
100000.00000000
PA
USD
83227.38000000
0.028730394119
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.60000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167FE8
760000.00000000
PA
USD
755788.76000000
0.260901027352
Long
DBT
PH
N
2
2024-06-11
Fixed
0.37500000
N
N
N
N
N
N
DELL INC.
3E70L4WYANTIWWIPHC81
DELL INC
24702RAF8
154000.00000000
PA
USD
160534.99000000
0.055417262115
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAA1
33000.00000000
PA
USD
32471.50000000
0.011209279838
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC
053807AU7
324000.00000000
PA
USD
262228.20000000
0.090522127877
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.00000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
86562MBP4
277000.00000000
PA
USD
245613.92000000
0.084786818025
Long
DBT
CORP
JP
N
2
2029-07-16
Fixed
3.04000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65559CAC5
1000000.00000000
PA
USD
996988.28000000
0.344163978451
Long
DBT
CORP
FI
Y
2
2024-05-24
Fixed
0.62500000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCJ8
886000.00000000
PA
USD
734119.23000000
0.253420626825
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
GATX CORPORATION
549300IHYHCQP2PIR591
GATX CORP
361448BM4
545000.00000000
PA
USD
544948.38000000
0.188118161741
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.05000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058KD4
50000.00000000
PA
USD
49758.00000000
0.017176642477
Long
DBT
US
N
2
2028-11-22
Floating
5.63230000
N
N
N
N
N
N
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
9695008K5N8MKIT4XJ91
AGENCE FRANCAISE DE DEVELOPPEMENT EPIC
N/A
1000000.00000000
PA
1087646.89000000
0.375459660180
Long
DBT
FR
N
2
2038-09-20
Fixed
3.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TA6
6000000.00000000
PA
USD
3809765.64000000
1.315144947974
Long
DBT
UST
US
N
2
2041-08-15
Fixed
1.75000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810TH1
502000.00000000
PA
USD
403227.58000000
0.139195626406
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AM0
39842.00000000
PA
USD
37995.85000000
0.013116305540
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.10000000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-588301.00000000
OU
Contract Amount
-4191.74000000
-0.00144700388
N/A
DFE
AU
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
386341.03000000
USD
588301.00000000
AUD
2024-05-13
-4191.74000000
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
9902174.00000000
OU
Contract Amount
USD
132113.94000000
0.045606212341
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
9902174.00000000
GBP
12531426.97000000
USD
2024-05-07
132113.94000000
N
N
N
Cooperatieve Rabobank UA (New York Branch)
N/A
COOPERATIEVE RABOBANK UA NY
21688AAV4
1036000.00000000
PA
USD
1031772.83000000
0.356171731558
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
5.00000000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AQ6
435000.00000000
PA
USD
416521.27000000
0.143784656518
Long
DBT
CORP
US
Y
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
82620KBF9
2603000.00000000
PA
USD
1870523.95000000
0.645711667163
Long
DBT
CORP
NL
Y
2
2041-03-11
Fixed
2.87500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
15427161.00000000
OU
Contract Amount
USD
-52322.90000000
-0.01806205528
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
15427161.00000000
EUR
16499806.88000000
USD
2024-07-18
-52322.90000000
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES GROUP LLC
47233JDX3
800000.00000000
PA
USD
620954.08000000
0.214355605673
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
2.75000000
N
N
N
N
N
N
ACTION LOGEMENT SERVICES SAS
969500O2QYH3YW92C551
ACTION LOGEMENT SERVICES
N/A
1000000.00000000
PA
1007345.79000000
0.347739428554
Long
DBT
CORP
FR
N
2
2037-09-28
Fixed
3.12500000
N
N
N
N
N
N
PROTECTIVE LIFE CORPORATION
549300ZWIT8J8Y2EXL07
PROTECTIVE LIFE CORP
743674AY9
234000.00000000
PA
USD
282447.61000000
0.097501941709
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
45950KDB3
60000.00000000
PA
USD
60082.22000000
0.020740600751
Long
DBT
US
N
2
2026-03-16
Floating
5.61510000
N
N
N
N
N
N
FEDEX CORPORATION
549300E707U7WNPZN687
FEDEX CORP
31428XAX4
75000.00000000
PA
USD
71361.49000000
0.024634245757
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
4.90000000
N
N
N
N
N
N
Brookfield Finance Inc.
549300XH8D8K6OYWGD17
BROOKFIELD FINANCE INC
11271LAE2
195000.00000000
PA
USD
182124.52000000
0.062870046352
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.35000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F020653
4095000.00000000
PA
USD
3090482.78000000
1.066845890005
Long
ABS-MBS
USGSE
US
N
2
2053-05-25
Fixed
2.00000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBJ9
171000.00000000
PA
USD
127053.00000000
0.043859157455
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
GATX CORPORATION
549300IHYHCQP2PIR591
GATX CORP
361448BC6
33000.00000000
PA
USD
31707.47000000
0.010945533905
Long
DBT
CORP
US
N
2
2028-11-07
Fixed
4.55000000
N
N
N
N
N
N
GREAT BRITISH POUND
N/A
GREAT BRITISH POUND
N/A
-161294.00000000
OU
Contract Amount
1154.88000000
0.000398668774
N/A
DFE
GB
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
200821.47000000
USD
161294.00000000
GBP
2024-05-13
1154.88000000
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
HASBRO INC
418056AS6
259000.00000000
PA
USD
257904.19000000
0.089029463906
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.35000000
N
N
N
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC
337738AS7
100000.00000000
PA
USD
99472.61000000
0.034338306569
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
1900000.00000000
PA
1450617.28000000
0.500758358258
Long
DBT
BE
N
2
2037-02-04
Fixed
0.40000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBQ3
1397000.00000000
PA
USD
1071210.84000000
0.369785875973
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0ED6
93000.00000000
PA
USD
92857.71000000
0.032054819043
Long
DBT
US
N
2
2027-04-12
Floating
5.60180000
N
N
N
N
N
N
EQUIFAX INC.
5493004MCF8JDC86VS77
EQUIFAX INC
294429AT2
354000.00000000
PA
USD
283990.55000000
0.098034570206
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.35000000
N
N
N
N
N
N
EBAY INC.
OML71K8X303XQONU6T67
EBAY INC
278642BB8
416000.00000000
PA
USD
433982.77000000
0.149812429793
Long
DBT
CORP
US
N
2
2032-11-22
Fixed
6.30000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC
00774MAB1
214000.00000000
PA
USD
200622.99000000
0.069255785441
Long
DBT
CORP
IE
N
2
2027-07-21
Fixed
3.65000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP
34354PAF2
402000.00000000
PA
USD
349105.79000000
0.120512587757
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
N/A
104400000.00000000
PA
711345.04000000
0.245558893649
Long
DBT
NUSS
JP
N
2
2042-03-20
Fixed
2.00000000
N
N
N
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
042735BF6
497000.00000000
PA
USD
467386.72000000
0.161343594761
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
5055290.00000000
OU
Contract Amount
USD
59788.91000000
0.020639349073
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
5055290.00000000
AUD
3344564.19000000
USD
2024-05-22
59788.91000000
N
N
N
CPPIB CAPITAL INC.
549300KW9NB55HTDK075
CPPIB CAPITAL INC
22411WAS5
900000.00000000
PA
USD
915859.17000000
0.316157914763
Long
DBT
CORP
CA
N
2
2026-03-11
Floating
6.58710000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
N/A
500000.00000000
PA
468774.53000000
0.161822671818
Long
DBT
CORP
FR
N
2
2028-04-20
Fixed
0.37500000
N
N
N
N
N
N
Heineken N.V.
724500K5PTPSST86UQ23
HEINEKEN NV
423012AE3
335000.00000000
PA
USD
267652.74000000
0.092394698804
Long
DBT
CORP
NL
Y
2
2042-10-01
Fixed
4.00000000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607GLZ5
86000.00000000
PA
USD
83897.52000000
0.028961728883
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
AFLAC INCORPORATED
549300N0B7DOGLXWPP39
AFLAC INC
001055AF9
100000.00000000
PA
USD
105684.62000000
0.036482715002
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
6.45000000
N
N
N
N
N
N
EMERSON ELECTRIC CO.
FGLT0EWZSUIRRITFOA30
EMERSON ELECTRIC CO
291011BK9
221000.00000000
PA
235844.71000000
0.081414451221
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
0.37500000
N
N
N
N
N
N
Province of Saskatchewan
549300FKDIB7OJMBSP83
PROVINCE OF SASKATCHEWAN CANADA
803854JW9
1550000.00000000
PA
1126162.97000000
0.388755551008
Long
DBT
CA
N
2
2024-06-03
Fixed
3.20000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
04650NAB0
11000.00000000
PA
USD
10273.84000000
0.003546566914
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.35000000
N
N
N
N
N
N
AUTONATION, INC.
N/A
AUTONATION INC
05329WAS1
100000.00000000
PA
USD
78409.95000000
0.027067399771
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.40000000
N
N
N
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BT9
50000.00000000
PA
USD
35485.12000000
0.012249592417
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
N/A
500000.00000000
PA
255989.19000000
0.088368398945
Long
DBT
US
N
2
2031-02-06
Fixed
1.25000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214FH1
300000.00000000
PA
USD
299603.09000000
0.103424075768
Long
DBT
CORP
AU
N
2
2024-10-18
Fixed
5.35000000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV
456837AM5
17000.00000000
PA
USD
16357.40000000
0.005646633941
Long
DBT
CORP
NL
N
2
2028-10-02
Fixed
4.55000000
N
N
N
N
N
N
AMCOR FINANCE (USA) INC.
549300ZMT7FVT8R77U18
AMCOR FINANCE USA INC
02343UAH8
50000.00000000
PA
USD
47954.64000000
0.016554116050
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.50000000
N
N
N
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP THE
020002BA8
100000.00000000
PA
USD
83931.05000000
0.028973303561
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.50000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807CE5
581000.00000000
PA
USD
621471.02000000
0.214534055240
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.75000000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
200000.00000000
PA
249188.74000000
0.086020858884
Long
DBT
DK
N
2
2024-06-25
Fixed
2.00000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
7875092.00000000
OU
Contract Amount
USD
25972.55000000
0.008965818673
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
7875092.00000000
AUD
5141484.55000000
USD
2024-05-13
25972.55000000
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH MCLENNAN COS INC
571748BH4
171000.00000000
PA
USD
155342.01000000
0.053624626542
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200KQ3
350000.00000000
PA
322854.16000000
0.111450429653
Long
DBT
CORP
US
N
2
2030-02-09
Fixed
0.87500000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
N/A
54000.00000000
PA
51680.25000000
0.017840210165
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
1.25000000
N
N
N
N
N
N
Bundesrepublik Deutschland
529900AQBND3S6YJLY83
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
N/A
444000.00000000
PA
471221.19000000
0.162667267744
Long
DBT
NUSS
DE
N
2
2024-08-15
Fixed
1.00000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
94973VBB2
50000.00000000
PA
USD
43054.51000000
0.014862573361
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
CPPIB CAPITAL INC.
549300KW9NB55HTDK075
CPPIB CAPITAL INC
22411WAX4
2100000.00000000
PA
USD
2086067.34000000
0.720118028922
Long
DBT
CORP
CA
N
2
2024-10-21
Fixed
4.12500000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
N/A
124000.00000000
PA
132042.77000000
0.045581644198
Long
DBT
CA
N
2
2024-06-14
Fixed
0.37500000
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
N/A
200000.00000000
PA
191595.65000000
0.066139514857
Long
DBT
CORP
FR
N
2
2027-07-08
Fixed
0.25000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
5316788.00000000
OU
Contract Amount
USD
3911.89000000
0.001350398648
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
5316788.00000000
AUD
3457597.62000000
USD
2024-05-13
3911.89000000
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
N/A
500000.00000000
PA
528666.75000000
0.182497683879
Long
DBT
CORP
FR
N
2
2029-09-01
Fixed
3.62500000
N
N
N
N
N
N
Royaume de Belgique
549300SZ25JZFHRHWD76
KINGDOM OF BELGIUM GOVERNMENT BOND
N/A
400000.00000000
PA
346739.95000000
0.119695891189
Long
DBT
NUSS
BE
Y
2
2037-06-22
Fixed
1.45000000
N
N
N
N
N
N
BROWN & BROWN, INC.
549300PC8KTJ71XKFY89
BROWN BROWN INC
115236AC5
525000.00000000
PA
USD
423234.28000000
0.146102011973
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CU2
100000.00000000
PA
USD
99900.49000000
0.034486012300
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.85000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
N/A
700000.00000000
PA
696552.51000000
0.240452458520
Long
DBT
CORP
CA
N
2
2029-04-26
Fixed
2.12500000
N
N
N
N
N
N
Canada
4BFD7AQU0A75QLAHK410
CANADIAN GOVERNMENT BOND
135087N42
6292000.00000000
PA
4579372.42000000
1.580816006061
Long
DBT
NUSS
CA
N
2
2024-05-01
Fixed
1.50000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
WALT DISNEY CO THE
254687FY7
563000.00000000
PA
USD
438476.85000000
0.151363802546
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP
756109CA0
93000.00000000
PA
USD
81933.18000000
0.028283631574
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
2.10000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
426205.00000000
OU
Contract Amount
USD
648.40000000
0.000223830037
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
426205.00000000
EUR
457770.30000000
USD
2024-07-11
648.40000000
N
N
N
BOARDWALK PIPELINES, LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AK4
100000.00000000
PA
USD
96524.83000000
0.033320722197
Long
DBT
CORP
US
N
2
2034-08-01
Fixed
5.62500000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T MOBILE USA INC
87264AAX3
1050000.00000000
PA
USD
894518.94000000
0.308791189793
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EE6
100000.00000000
PA
USD
67177.26000000
0.023189834351
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0EG9
50000.00000000
PA
USD
50001.82000000
0.017260810027
Long
DBT
US
N
2
2027-10-04
Floating
5.68139000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058JF1
64000.00000000
PA
USD
64280.96000000
0.022190021062
Long
DBT
US
N
2
2027-08-19
Floating
5.77298000
N
N
N
N
N
N
BOUYGUES SA
969500MOCLNQFNZN0D63
BOUYGUES SA
N/A
200000.00000000
PA
245523.77000000
0.084755697918
Long
DBT
CORP
FR
N
2
2042-06-30
Fixed
5.37500000
N
N
N
N
N
N
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY
N/A
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY
BN8412155
500000.00000000
PA
237177.11000000
0.081874400544
Long
DBT
CORP
AU
N
2
2034-05-24
Fixed
1.75000000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
25156PBC6
35000.00000000
PA
USD
31711.68000000
0.010946987212
Long
DBT
CORP
NL
Y
2
2038-06-21
Fixed
4.75000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1397247192.00000000
OU
Contract Amount
USD
272653.25000000
0.094120893033
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
1397247192.00000000
JPY
9167386.36000000
USD
2024-05-13
272653.25000000
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC
78081BAL7
965000.00000000
PA
USD
680059.84000000
0.234759128883
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
Cooperatieve Rabobank UA (New York Branch)
N/A
COOPERATIEVE RABOBANK UA NY
21688AAU6
1875000.00000000
PA
USD
1865120.72000000
0.643846452526
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
3.87500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
973816.00000000
OU
Contract Amount
USD
1904.93000000
0.000657588760
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
973816.00000000
SEK
90918.95000000
USD
2024-07-10
1904.93000000
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
14780614.00000000
OU
Contract Amount
USD
41196.94000000
0.014221333444
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
14780614.00000000
EUR
15904463.90000000
USD
2024-07-24
41196.94000000
N
N
N
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY
549300OWFMSO9NYV4H90
BRITISH TELECOMMUNICATIONS PLC
111021AL5
45000.00000000
PA
USD
44300.64000000
0.015292741967
Long
DBT
CORP
GB
N
2
2028-12-04
Fixed
5.12500000
N
N
N
N
N
N
EUROCLEAR BANK SA
549300OZ46BRLZ8Y6F65
EUROCLEAR BANK SA
N/A
104000.00000000
PA
128114.70000000
0.044225660155
Long
DBT
CORP
BE
N
2
2024-09-30
Fixed
1.25000000
N
N
N
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
431000.00000000
PA
455781.70000000
0.157337499672
Long
DBT
NUSS
FR
Y
2
2024-11-25
Fixed
1.75000000
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AS7
213000.00000000
PA
USD
218247.62000000
0.075339871785
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
ACTION LOGEMENT SERVICES SAS
969500O2QYH3YW92C551
ACTION LOGEMENT SERVICES
N/A
2800000.00000000
PA
3123043.53000000
1.078085979268
Long
DBT
CORP
FR
N
2
2038-10-03
Fixed
4.12500000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO LP PTL FINANCE CORP
709599BH6
350000.00000000
PA
USD
309796.53000000
0.106942888310
Long
DBT
CORP
US
Y
2
2029-11-01
Fixed
3.35000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
04517PBG6
50000.00000000
PA
USD
50687.00000000
0.017497336654
Long
DBT
PH
N
2
2026-08-27
Floating
6.34092000
N
N
N
N
N
N
Landwirtschaftliche Rentenbank
529900Z3J0N6S0F7CT25
LANDWIRTSCHAFTLICHE RENTENBANK
515110BN3
50000.00000000
PA
USD
48800.24000000
0.016846020243
Long
DBT
DE
N
2
2025-01-13
Fixed
2.00000000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607HR53
173000.00000000
PA
USD
151300.83000000
0.052229596516
Long
DBT
CORP
CA
N
2
2032-04-07
Fixed
3.60000000
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP
756109CB8
253000.00000000
PA
USD
235711.06000000
0.081368314755
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC
00774MAX3
677000.00000000
PA
USD
565191.01000000
0.195105991202
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
46625HJB7
90000.00000000
PA
USD
89565.94000000
0.030918488073
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
N/A
400000.00000000
PA
404595.23000000
0.139667744157
Long
DBT
CORP
FR
N
2
2029-08-29
Fixed
2.50000000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AR4
1050000.00000000
PA
USD
1033867.33000000
0.356894760572
Long
DBT
CORP
US
Y
2
2033-10-15
Fixed
5.95000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP
34355JAB4
90000.00000000
PA
USD
72254.83000000
0.024942629972
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.80000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
74432QAQ8
96000.00000000
PA
USD
97037.88000000
0.033497828922
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
5.70000000
N
N
N
N
N
N
EURO
N/A
EURO
N/A
-3218764.00000000
OU
Contract Amount
-12835.76000000
-0.00443095101
N/A
DFE
N/A
N
2
STATE STREET
549300ZFEEJ2IP5VME73
3466316.24000000
USD
3218764.00000000
EUR
2024-07-18
-12835.76000000
N
N
N
NRW.BANK
52990002O5KK6XOGJ020
NRW BANK
N/A
100000.00000000
PA
USD
97737.00000000
0.033739167688
Long
DBT
DE
N
2
2024-10-25
Fixed
0.75000000
N
N
N
N
N
N
AETNA INC.
549300QKBENKLBXQ8968
AETNA INC
00817YAJ7
886000.00000000
PA
USD
729235.87000000
0.251734873201
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222AQ7
50000.00000000
PA
USD
49859.00000000
0.017211508044
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
AMERICAN WATER CAPITAL CORP.
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER CAPITAL CORP
03040WAD7
264000.00000000
PA
USD
285133.87000000
0.098429248426
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.59300000
N
N
N
N
N
N
E.ON International Finance B.V.
549300TG53AWJ719M814
E ON INTERNATIONAL FINANCE BV
268789AB0
335000.00000000
PA
USD
348026.46000000
0.120139999118
Long
DBT
CORP
NL
Y
2
2038-04-30
Fixed
6.65000000
N
N
N
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRANCE GOVT OF
N/A
2437000.00000000
PA
2015631.33000000
0.695803262225
Long
DBT
NUSS
FR
Y
2
2038-05-25
Fixed
1.25000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135CA2
3984000.00000000
PA
USD
2869306.16000000
0.990494916772
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
42307TAH1
798000.00000000
PA
USD
879937.28000000
0.303757547754
Long
DBT
CORP
US
Y
2
2039-08-01
Fixed
7.12500000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
429000.00000000
PA
526333.82000000
0.181692347963
Long
DBT
NUSS
IT
N
2
2033-02-01
Fixed
5.75000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY
549300OWFMSO9NYV4H90
BRITISH TELECOMMUNICATIONS PLC
11102AAE1
364000.00000000
PA
USD
323516.42000000
0.111679044212
Long
DBT
CORP
GB
Y
2
2029-11-08
Fixed
3.25000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON JOHNSON
478160CR3
50000.00000000
PA
USD
32588.83000000
0.011249782581
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT THIRTY YEAR BOND
N/A
207950000.00000000
PA
1464087.46000000
0.505408313360
Long
DBT
NUSS
JP
N
2
2041-03-20
Fixed
2.20000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY BOND
912810SQ2
3000000.00000000
PA
USD
1748437.50000000
0.603566980821
Long
DBT
UST
US
N
2
2040-08-15
Fixed
1.12500000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAJ2
84000.00000000
PA
USD
76051.91000000
0.026253395791
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.05000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785JB3
100000.00000000
PA
USD
96808.56000000
0.033418666825
Long
DBT
LU
N
2
2025-03-14
Fixed
1.62500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
13982644.00000000
OU
Contract Amount
USD
-41128.11000000
-0.01419757307
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
13982644.00000000
EUR
14955816.45000000
USD
2024-07-11
-41128.11000000
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967EW7
1589000.00000000
PA
USD
1939459.53000000
0.669508479970
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
539439AT6
356000.00000000
PA
USD
340331.40000000
0.117483636433
Long
DBT
CORP
GB
N
2
2028-08-16
Fixed
4.55000000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
4500000.00000000
PA
1934306.42000000
0.667729607666
Long
DBT
AU
N
2
2037-11-20
Fixed
2.00000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
414700000.00000000
PA
2585257.17000000
0.892440172865
Long
DBT
NUSS
JP
N
2
2029-06-20
Fixed
0.10000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HOLDINGS LTD
303901BJ0
100000.00000000
PA
USD
85461.95000000
0.029501775806
Long
DBT
CORP
CA
N
2
2031-03-03
Fixed
3.37500000
N
N
N
N
N
N
Kommuninvest i Sverige Aktiebolag
EV2XZWMLLXF2QRX0CD47
KOMMUNINVEST I SVERIGE AB
N/A
1000000.00000000
PA
88740.02000000
0.030633377486
Long
DBT
SE
N
2
2025-05-12
Fixed
1.00000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBD5
50000.00000000
PA
USD
41571.04000000
0.014350474124
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC DELAWARE
17275RAF9
3544000.00000000
PA
USD
3529611.36000000
1.218434672117
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119AJ8
150000.00000000
PA
USD
163492.74000000
0.056438288167
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY
N/A
800000.00000000
PA
363658.29000000
0.125536163658
Long
DBT
AU
N
2
2036-05-23
Fixed
2.00000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RJF0
335000.00000000
PA
USD
337311.87000000
0.116441283701
Long
DBT
CORP
US
N
2
2041-03-29
Fixed
6.25000000
N
N
N
N
N
N
Healthcare Realty Holdings, L.P.
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP
42225UAK0
26000.00000000
PA
USD
23651.84000000
0.008164701145
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.62500000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION
N/A
700000.00000000
PA
877270.58000000
0.302836993220
Long
DBT
GB
N
2
2024-11-13
Floating
5.53260000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP
91529YAJ5
876000.00000000
PA
USD
824019.27000000
0.284454447432
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
KREDITANSTALT FUER WIEDERAUFBAU
N/A
KREDITANSTALT FUER WIEDERAUFBAU
500769CG7
62000000.00000000
PA
474148.00000000
0.163677613196
Long
DBT
CORP
DE
N
2
2037-06-20
Fixed
2.60000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGK4
1000000.00000000
PA
USD
744512.97000000
0.257008583655
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F060659
2974000.00000000
PA
USD
2946351.38000000
1.017091206787
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
6.00000000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC
472319AM4
150000.00000000
PA
USD
150137.64000000
0.051828059099
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP
35137LAJ4
1848000.00000000
PA
USD
1692557.62000000
0.584277043114
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058LD3
47000.00000000
PA
USD
46965.61000000
0.016212699298
Long
DBT
US
N
2
2027-02-23
Floating
5.62204000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT FIVE YEAR BOND
N/A
228050000.00000000
PA
1441570.47000000
0.497635366560
Long
DBT
NUSS
JP
N
2
2027-12-20
Fixed
0.20000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
382955594.00000000
OU
Contract Amount
USD
47211.78000000
0.016297678077
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
382955594.00000000
JPY
2485068.03000000
USD
2024-05-13
47211.78000000
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523CJ7
470000.00000000
PA
USD
339673.80000000
0.117256630523
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H032654
3977000.00000000
PA
USD
3502878.25000000
1.209206305366
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
3.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
134276271.00000000
OU
Contract Amount
USD
24903.50000000
0.008596778727
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
134276271.00000000
JPY
879692.55000000
USD
2024-05-13
24903.50000000
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC
428236BR3
1321000.00000000
PA
USD
1310737.89000000
0.452471484348
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
6.00000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAK6
797541.00000000
PA
USD
820645.97000000
0.283289972010
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VAY3
121000.00000000
PA
USD
104671.29000000
0.036132909803
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.62500000
N
N
N
N
N
N
Koninklijke Philips N.V.
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NV
500472AE5
70000.00000000
PA
USD
61101.88000000
0.021092591090
Long
DBT
CORP
NL
N
2
2042-03-15
Fixed
5.00000000
N
N
N
N
N
N
BLACKROCK, INC.
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAM3
125000.00000000
PA
130349.49000000
0.044997117787
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
1.25000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAM7
80000.00000000
PA
USD
73852.62000000
0.025494192888
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.37500000
N
N
N
N
N
N
NEW SOUTH WALES TREASURY CORP
N/A
NEW SOUTH WALES TREASURY CORP
BJ1619839
6600000.00000000
PA
2720673.60000000
0.939186416759
Long
DBT
CORP
AU
N
2
2041-05-07
Fixed
2.25000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DK3
508000.00000000
PA
USD
405745.32000000
0.140064759406
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
556000.00000000
PA
294820.81000000
0.101773215328
Long
DBT
NL
N
2
2032-07-21
Fixed
2.45000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BT5
95000.00000000
PA
USD
78136.54000000
0.026973017645
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.30000000
N
N
N
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC
17275RAD4
1385000.00000000
PA
USD
1440235.88000000
0.497174661240
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BN9
685000.00000000
PA
USD
627999.92000000
0.216787855254
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167FS7
1100000.00000000
PA
USD
1093876.27000000
0.377610064801
Long
DBT
PH
N
2
2024-09-27
Fixed
4.12500000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL CORPORATION
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAG7
262000.00000000
PA
USD
231939.60000000
0.080066393053
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAF7
485000.00000000
PA
USD
472793.39000000
0.163209996899
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
NVIDIA CORPORATION
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAG9
1300000.00000000
PA
USD
1045186.06000000
0.360802027313
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
Royaume de Belgique
549300SZ25JZFHRHWD76
KINGDOM OF BELGIUM GOVERNMENT BOND
N/A
3653000.00000000
PA
3296734.56000000
1.138044754216
Long
DBT
NUSS
BE
Y
2
2038-06-22
Fixed
1.90000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BA6
414000.00000000
PA
USD
438289.38000000
0.151299087220
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.00000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS FRAGRANCES INC
459506AR2
125000.00000000
PA
USD
85034.88000000
0.029354349690
Long
DBT
CORP
US
Y
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
CHUBB INA HOLDINGS LLC
CZCBJZWDMLTHWJDXU843
CHUBB CORP THE
171232AS0
1000000.00000000
PA
USD
1084787.19000000
0.374472481345
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RBH4
50000.00000000
PA
USD
40641.70000000
0.014029662578
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
CNO FINANCIAL GROUP, INC.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621EAL7
250000.00000000
PA
USD
240337.55000000
0.082965395921
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-336151.00000000
OU
Contract Amount
2353.94000000
0.000812588644
N/A
DFE
AU
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
216003.44000000
USD
336151.00000000
AUD
2024-05-13
2353.94000000
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
243200000.00000000
PA
1433669.14000000
0.494907798721
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
VOYA FINANCIAL, INC.
549300T065Z4KJ686G75
VOYA FINANCIAL INC
45685EAJ5
385000.00000000
PA
USD
361450.91000000
0.124774168058
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
5.70000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0DZ8
1200000.00000000
PA
USD
1176916.45000000
0.406275836800
Long
DBT
US
N
2
2024-09-23
Fixed
0.50000000
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAJ4
238000.00000000
PA
USD
226571.35000000
0.078213253639
Long
DBT
CORP
US
N
2
2028-09-19
Fixed
4.50000000
N
N
N
N
N
N
AETNA INC.
549300QKBENKLBXQ8968
AETNA INC
00817YAG3
335000.00000000
PA
USD
357185.73000000
0.123301812417
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP
35137LAN5
54000.00000000
PA
USD
55446.01000000
0.019140164206
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
N/A
821000.00000000
PA
765294.58000000
0.264182470971
Long
DBT
CORP
FI
N
2
2028-11-02
Fixed
0.50000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
04517PBE1
10000.00000000
PA
USD
10143.50000000
0.003501573073
Long
DBT
PH
N
2
2026-06-16
Floating
6.33510000
N
N
N
N
N
N
NOV INC.
549300EHF3IW1AR6U008
NOV INC
637071AK7
250000.00000000
PA
USD
183605.57000000
0.063381310196
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
9943785.00000000
OU
Contract Amount
USD
18091.78000000
0.006245348222
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
9943785.00000000
GBP
12469945.91000000
USD
2024-05-13
18091.78000000
N
N
N
MOLSON COORS BEVERAGE COMPANY
54930073LBBH6ZCBE225
MOLSON COORS BEVERAGE CO
60871RAD2
326000.00000000
PA
USD
292104.42000000
0.100835507625
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.00000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DQ7
232000.00000000
PA
USD
184010.75000000
0.063521179805
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.25000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
N/A
315000.00000000
PA
329531.57000000
0.113755495858
Long
DBT
CORP
GB
N
2
2029-09-05
Fixed
3.25000000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
298785GQ3
92000.00000000
PA
USD
90777.57000000
0.031336747153
Long
DBT
LU
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP DE
117043AT6
150000.00000000
PA
USD
116608.74000000
0.040253760937
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBW4
453000.00000000
PA
USD
339430.35000000
0.117172590698
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
AFFILIATED MANAGERS GROUP, INC.
2JE75BUE3T1BLCYYGK54
AFFILIATED MANAGERS GROUP INC
008252AP3
648000.00000000
PA
USD
564798.96000000
0.194970654117
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.30000000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
640000.00000000
PA
334765.71000000
0.115562340013
Long
DBT
NL
N
2
2030-11-27
Fixed
1.60000000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT
29874QEE0
50000.00000000
PA
USD
48490.10000000
0.016738958788
Long
DBT
GB
N
2
2025-02-13
Fixed
1.50000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816CG2
100000.00000000
PA
USD
99211.18000000
0.034248059982
Long
DBT
CORP
US
N
2
2024-07-30
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLDWIDE INC
03523TBU1
197000.00000000
PA
USD
193667.90000000
0.066854863090
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
VISA INC.
549300JZ4OKEHW3DPJ59
VISA INC
92826CAK8
100000.00000000
PA
USD
70863.53000000
0.024462348155
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
N/A
148000.00000000
PA
178616.28000000
0.061658989151
Long
DBT
CORP
FR
N
2
2026-01-23
Fixed
3.37500000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP
72650RBC5
816000.00000000
PA
USD
630715.31000000
0.217725217752
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBD4
1300000.00000000
PA
USD
1040666.17000000
0.359241744855
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
N/A
38000.00000000
PA
47258.88000000
0.016313937168
Long
DBT
NUSS
GB
N
2
2024-09-07
Fixed
2.75000000
N
N
N
N
N
N
HEALTH CARE SERVICE CORP MUT LEG RES CO
549300TMJ1FKCKECR148
HEALTH CARE SERVICE CORP A MUTUAL LEGA
42218SAD0
50000.00000000
PA
USD
47695.67000000
0.016464718664
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
1.50000000
N
N
N
N
N
N
Nederlandse Waterschapsbank N.V.
JLP5FSPH9WPSHY3NIM24
NEDERLANDSE WATERSCHAPSBANK NV
N/A
2500000.00000000
PA
3070132.60000000
1.059820933893
Long
DBT
NL
N
2
2024-12-16
Fixed
2.00000000
N
N
N
N
N
N
ROCHE HOLDINGS, INC.
PVJRP0EQNV6OGDPZGY95
ROCHE HOLDINGS INC
771196AU6
50000.00000000
PA
USD
57176.17000000
0.019737421727
Long
DBT
CORP
US
Y
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
1700000.00000000
PA
2101241.13000000
0.725356076389
Long
DBT
DK
N
2
2024-08-15
Fixed
0.75000000
N
N
N
N
N
N
SUTTER HEALTH
549300MJCC12LU768G81
SUTTER HEALTH
86944BAH6
712000.00000000
PA
USD
522270.95000000
0.180289830470
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
3.16100000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BQ1
50000.00000000
PA
USD
41793.82000000
0.014427378590
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.40000000
N
N
N
N
N
N
AUTONATION, INC.
N/A
AUTONATION INC
05329RAA1
50000.00000000
PA
USD
43238.32000000
0.014926025241
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140CH1
435000.00000000
PA
USD
422805.86000000
0.145954119832
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
N/A
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
BO3633027
500000.00000000
PA
USD
359301.57000000
0.124032208076
Long
DBT
CORP
DE
N
2
2041-03-11
Fixed
2.87500000
N
N
N
N
N
N
W.P. CAREY INC.
54930042CRNE713E3Q67
WP CAREY INC
92936UAF6
80000.00000000
PA
USD
73776.69000000
0.025467981576
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CS6
223000.00000000
PA
USD
178174.32000000
0.061506422953
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
N/A
600000.00000000
PA
555322.22000000
0.191699249020
Long
DBT
CORP
SE
N
2
2028-09-06
Fixed
0.05000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
800000.00000000
PA
776716.04000000
0.268125200482
Long
DBT
CORP
FR
N
2
2032-04-26
Fixed
2.37500000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
05531FBB8
71000.00000000
PA
USD
69989.25000000
0.024160543520
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
2.85000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HOLDINGS LTD
303901BB7
90000.00000000
PA
USD
87383.97000000
0.030165264097
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85000000
N
N
N
N
N
Province de Quebec
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC
74800JED3
1000000.00000000
PA
USD
998084.22000000
0.344542300923
Long
STIV
CA
N
2
N
N
N
Telefonica Emisiones, S.A.U.
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
87938WAC7
585000.00000000
PA
USD
626505.17000000
0.216271862120
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE SA
22534PAG8
312000.00000000
PA
USD
308765.80000000
0.106587076568
Long
DBT
CORP
FR
Y
2
2033-07-05
Fixed
5.51400000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
2738000.00000000
PA
1665981.63000000
0.575102914758
Long
DBT
AU
N
2
2036-09-15
Fixed
4.75000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
125000000.00000000
PA
779064.60000000
0.268935931931
Long
DBT
NUSS
JP
N
2
2043-09-20
Fixed
1.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL, INC.
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FINANCIAL INC
74432QBD6
218000.00000000
PA
USD
236393.95000000
0.081604050866
Long
DBT
CORP
US
N
2
2037-12-01
Fixed
6.62500000
N
N
N
N
N
N
Telefonica Europe B.V.
7245007FZS0M65WUGP67
TELEFONICA EUROPE BV
879385AD4
66000.00000000
PA
USD
73883.76000000
0.025504942530
Long
DBT
CORP
NL
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160KAL9
1357000.00000000
PA
USD
1354945.15000000
0.467731991200
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
2.75000000
N
N
N
N
N
N
RECKITT BENCKISER TREASURY SERVICES PLC
213800LAXWIUOOBZ3908
RECKITT BENCKISER TREASURY SERVICES PLC
75625QAD1
886000.00000000
PA
USD
882074.90000000
0.304495461949
Long
DBT
CORP
GB
Y
2
2024-06-26
Fixed
2.75000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
5435683.00000000
OU
Contract Amount
USD
5018.09000000
0.001732262909
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
5435683.00000000
AUD
3537189.18000000
USD
2024-05-24
5018.09000000
N
N
N
FLEX LTD.
549300EAQH74YHD07T53
FLEX LTD
33938XAA3
317000.00000000
PA
USD
304033.24000000
0.104953379652
Long
DBT
CORP
SG
N
2
2029-06-15
Fixed
4.87500000
N
N
N
N
N
N
GREAT BRITISH POUND
N/A
GREAT BRITISH POUND
N/A
-2437394.00000000
OU
Contract Amount
40847.03000000
0.014100543240
N/A
DFE
GB
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
3011211.15000000
USD
2437394.00000000
GBP
2024-05-07
40847.03000000
N
N
N
STANLEY BLACK & DECKER, INC.
549300DJ09SMTO561131
STANLEY BLACK DECKER INC
854502AL5
444000.00000000
PA
USD
368506.97000000
0.127209945619
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.30000000
N
N
N
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112CB7
50000.00000000
PA
USD
50221.75000000
0.017336730663
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
N
N
N
N
N
N
Takeda Pharmaceutical Company Limited
549300ZLMVP4X0OGR454
TAKEDA PHARMACEUTICAL CO LTD
874060BB1
223000.00000000
PA
209450.66000000
0.072303129215
Long
DBT
CORP
JP
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO THE
959802BA6
939000.00000000
PA
USD
764876.23000000
0.264038055031
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.75000000
N
N
N
N
N
N
MOHAWK INDUSTRIES, INC.
549300JI1115MG3Q6322
MOHAWK INDUSTRIES INC
608190AL8
63000.00000000
PA
USD
56556.38000000
0.019523467966
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC
931142EU3
701000.00000000
PA
USD
474727.28000000
0.163877582757
Long
DBT
CORP
US
N
2
2041-09-22
Fixed
2.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
2575194.00000000
OU
Contract Amount
USD
10239.69000000
0.003534778210
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
2575194.00000000
CAD
1887377.01000000
USD
2024-07-24
10239.69000000
N
N
N
FIDELITY NATIONAL FINANCIAL, INC.
549300CAZYIH39SYQ287
FIDELITY NATIONAL FINANCIAL INC
31620RAJ4
664000.00000000
PA
USD
575383.00000000
0.198624303199
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.40000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BN3
886000.00000000
PA
USD
860891.21000000
0.297182775155
Long
DBT
CORP
JP
N
2
2025-02-25
Fixed
2.19300000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RAM0
88000.00000000
PA
USD
88744.21000000
0.030634823889
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.70000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
8040889.00000000
OU
Contract Amount
USD
6831.97000000
0.002358420879
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
8040889.00000000
CAD
5867549.75000000
USD
2024-07-19
6831.97000000
N
N
N
FIRST AMERICAN FINANCIAL CORPORATION
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAH5
291000.00000000
PA
USD
224919.02000000
0.077642863316
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.40000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
242000.00000000
PA
259649.50000000
0.089631951263
Long
DBT
BE
N
2
2042-11-04
Fixed
3.37500000
N
N
N
N
N
N
Canada Housing Trust No. 1
549300M44WH89JG50067
CANADA HOUSING TRUST NO 1
13509PEF6
2000000.00000000
PA
1451541.29000000
0.501077329869
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
2.90000000
N
N
N
N
N
N
VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC
5493002SQ1AVQBY41K40
VOLKSWAGEN GROUP OF AMERICA FINANCE LLC
928668BX9
200000.00000000
PA
USD
199089.73000000
0.068726498515
Long
DBT
CORP
US
Y
2
2033-09-12
Fixed
5.90000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RJZ6
341000.00000000
PA
USD
252851.20000000
0.087285153390
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBZ7
100000.00000000
PA
USD
74516.77000000
0.025723459883
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
72471413.00000000
OU
Contract Amount
USD
295.23000000
0.000101914469
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
72471413.00000000
JPY
461640.85000000
USD
2024-05-13
295.23000000
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
414900000.00000000
PA
2222555.22000000
0.767234141251
Long
DBT
NUSS
JP
N
2
2041-12-20
Fixed
0.50000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION DEV
459058KH5
50000.00000000
PA
USD
49656.40000000
0.017141569788
Long
DBT
US
N
2
2029-01-24
Floating
5.61665000
N
N
N
N
N
N
NewMarket Corporation
54930082CG88ERDREQ47
NEWMARKET CORP
651587AG2
264000.00000000
PA
USD
217056.60000000
0.074928727351
Long
DBT
CORP
US
N
2
2031-03-18
Fixed
2.70000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
N/A
1000000.00000000
PA
742521.57000000
0.256321145136
Long
DBT
NUSS
GB
N
2
2041-10-22
Fixed
1.25000000
N
N
N
N
N
N
CPPIB CAPITAL INC.
549300KW9NB55HTDK075
CPPIB CAPITAL INC
N/A
650000.00000000
PA
691826.07000000
0.238820874251
Long
DBT
CORP
CA
N
2
2024-06-20
Fixed
0.37500000
N
N
N
N
N
N
JPMORGAN CHASE & CO.
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE CO
48126BAA1
171000.00000000
PA
USD
166484.68000000
0.057471116731
Long
DBT
CORP
US
N
2
2042-01-06
Fixed
5.40000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
N/A
50000000.00000000
PA
338226.42000000
0.116756989685
Long
DBT
PH
N
2
2027-06-21
Fixed
2.35000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459056HV2
206000.00000000
PA
USD
203368.00000000
0.070203372871
Long
DBT
US
N
2
2024-08-28
Fixed
1.50000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LIMITED
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
N/A
200000.00000000
PA
211152.34000000
0.072890555337
Long
DBT
CORP
AU
N
2
2024-09-18
Fixed
0.62500000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
N/A
417000.00000000
PA
436535.77000000
0.150693734674
Long
DBT
CORP
FI
N
2
2025-02-12
Fixed
1.12500000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VAN7
734000.00000000
PA
USD
765132.10000000
0.264126382285
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.37500000
N
N
N
N
N
N
CDP FINANCIERE INC.
549300OXMGVYFCBFV096
CDP FINANCIAL INC
125094AQ5
2131000.00000000
PA
USD
2119294.44000000
0.731588144628
Long
DBT
CORP
CA
Y
2
2024-07-24
Fixed
3.15000000
N
N
N
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC THE
89417EAD1
125000.00000000
PA
USD
132065.22000000
0.045589394020
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.25000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EU3
1687000.00000000
PA
USD
1645963.61000000
0.568192621486
Long
DBT
CORP
AU
N
2
2024-11-18
Fixed
1.01900000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC
25470DAD1
100000.00000000
PA
USD
94738.29000000
0.032704002095
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
6.35000000
N
N
N
N
N
N
WESTPAC BANKING CORP
N/A
WESTPAC BANKING CORP
ZM9903877
500000.00000000
PA
326663.01000000
0.112765258519
Long
DBT
CORP
AU
N
2
2028-02-16
Floating
5.31800000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES, INC.
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERVICES INC
31620MBU9
535000.00000000
PA
USD
372412.80000000
0.128558252334
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.10000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323ACT9
200000.00000000
PA
USD
199820.27000000
0.068978683579
Long
DBT
CA
N
2
2024-05-16
Fixed
3.20000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1922229.00000000
OU
Contract Amount
USD
-10476.47000000
-0.00361651552
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
1922229.00000000
GBP
2396642.61000000
USD
2024-05-17
-10476.47000000
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
500769JV7
155000.00000000
PA
USD
154000.17000000
0.053161418496
Long
DBT
DE
N
2
2024-08-23
Fixed
3.37500000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION
29875BAK2
50000.00000000
PA
USD
49939.10000000
0.017239158855
Long
DBT
GB
N
2
2028-02-20
Floating
5.67298000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
N/A
318000.00000000
PA
378116.70000000
0.130527259348
Long
DBT
CORP
CA
N
2
2027-06-14
Fixed
3.62500000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
21685WCJ4
684000.00000000
PA
USD
658025.59000000
0.227152825685
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
NRW.BANK
52990002O5KK6XOGJ020
NRW BANK
N/A
250000.00000000
PA
USD
247717.50000000
0.085512981488
Long
DBT
DE
N
2
2024-07-31
Fixed
1.87500000
N
N
N
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC
053807AV5
479000.00000000
PA
USD
450037.87000000
0.155354708676
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368LWU6
90000.00000000
PA
USD
91006.71000000
0.031415847114
Long
DBT
RF
CA
N
2
2028-09-25
Fixed
5.71700000
N
N
N
N
N
N
ING Groep N.V.
549300NYKK9MWM7GGW15
ING GROEP NV
N/A
300000.00000000
PA
360122.08000000
0.124315451111
Long
DBT
CORP
NL
N
2
2026-02-18
Fixed
3.00000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0CM8
100000.00000000
PA
USD
97717.44000000
0.033732415504
Long
DBT
US
N
2
2025-01-15
Fixed
2.12500000
N
N
N
N
N
N
LA POSTE SA
9695000YG7TR7PAP0L59
LA POSTE SA
N/A
200000.00000000
PA
220773.50000000
0.076211814743
Long
DBT
FR
N
2
2035-06-12
Fixed
4.00000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIONS, INC.
54930032LHW54PQUJD44
FORTUNE BRANDS HOME SECURITY INC
34964CAE6
287000.00000000
PA
USD
256014.83000000
0.088377249966
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.25000000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
193000.00000000
PA
143630.98000000
0.049581936415
Long
DBT
NUSS
IT
Y
2
2037-03-01
Fixed
0.95000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BU2
756000.00000000
PA
USD
628089.47000000
0.216818768239
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
2.75000000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES GROUP LLC
472319AC6
100000.00000000
PA
USD
99618.19000000
0.034388561314
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
OMERS Finance Trust
529900M039WCPES03P17
OMERS FINANCE TRUST
N/A
300000.00000000
PA
310194.28000000
0.107080193056
Long
DBT
CORP
CA
N
2
2025-05-13
Fixed
0.45000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323ACG7
3473000.00000000
PA
2524115.27000000
0.871333766726
Long
DBT
CA
N
2
2024-06-02
Fixed
3.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
7736200.00000000
OU
Contract Amount
USD
-9531.55000000
-0.00329032570
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
7736200.00000000
CAD
5629007.09000000
USD
2024-07-18
-9531.55000000
N
N
N
ABN AMRO BANK NV
N/A
ABN AMRO BANK NV
ZN3731462
500000.00000000
PA
545920.25000000
0.188453654798
Long
DBT
CORP
NL
N
2
2030-02-21
Fixed
4.25000000
N
N
N
N
N
N
NEW SOUTH WALES TREASURY CORP
N/A
NEW SOUTH WALES TREASURY CORP
N/A
2693000.00000000
PA
1580596.25000000
0.545627571194
Long
DBT
CORP
AU
N
2
2036-02-20
Fixed
4.25000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
N/A
8524000.00000000
PA
6710289.87000000
2.316416455992
Long
DBT
NUSS
GB
N
2
2039-01-31
Fixed
1.12500000
N
N
N
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC THE
460690BS8
1584000.00000000
PA
USD
1125219.73000000
0.388429941131
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617482V92
1193000.00000000
PA
USD
1286647.30000000
0.444155325108
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
AMGEN INC.
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BE9
17000.00000000
PA
USD
15413.74000000
0.005320879079
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
4.95000000
N
N
N
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
252000.00000000
PA
269129.09000000
0.092904340190
Long
DBT
NUSS
FR
Y
2
2024-05-25
Fixed
2.25000000
N
N
N
N
N
N
Corporacion Interamericana de Inversiones
5493001X4LH60PFRL744
INTER AMERICAN INVESTMENT CORP
N/A
1035000.00000000
PA
USD
1018124.47000000
0.351460268072
Long
DBT
US
N
2
2024-10-02
Fixed
1.75000000
N
N
N
N
N
N
2024-05-30
Dimensional ETF Trust
Randy Olson
Randy Olson
Chief Compliance Officer