0001752724-24-145865.txt : 20240626
0001752724-24-145865.hdr.sgml : 20240626
20240626125402
ACCESSION NUMBER: 0001752724-24-145865
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: 241072264
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
S000081782
Dimensional Global Core Plus Fixed Income ETF
C000244776
Dimensional Global Core Plus Fixed Income ETF
DFGP
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001816125
XXXXXXXX
S000081782
C000244776
Dimensional ETF Trust
811-23580
0001816125
549300TQ0DPO13B72F34
6300 Bee Cave Road
Building One
Austin
78746
512-306-7400
Dimensional Global Core Plus Fixed Income ETF
S000081782
5493000MTRAEDWUGPM37
2024-10-31
2024-04-30
N
703949590.15
72595133.09
631354457.06
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
6635771.56000000
AUD
CAD
EUR
GBP
JPY
NZD
USD
N
Bloomberg Global Aggregate Bond Index
LEGATRUU
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
100000.00000000
PA
USD
99551.66000000
0.015767950774
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO LP
709599BV5
231000.00000000
PA
USD
235505.16000000
0.037301575583
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
6.20000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
N/A
179000.00000000
PA
190575.68000000
0.030185211788
Long
DBT
CORP
US
N
2
2025-03-27
Fixed
3.37500000
N
N
N
N
N
N
ORANGE SA
969500MCOONR8990S771
ORANGE SA
N/A
50000.00000000
PA
70151.15000000
0.011111214820
Long
DBT
CORP
FR
N
2
2028-11-20
Fixed
8.12500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BK1
18000.00000000
PA
USD
16615.63000000
0.002631743518
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAU4
456000.00000000
PA
USD
475122.36000000
0.075254455668
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.55000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC
77340RAM9
1356000.00000000
PA
USD
1288975.86000000
0.204160411886
Long
DBT
CORP
US
Y
2
2040-04-15
Fixed
6.87500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1781065.00000000
OU
Contract Amount
USD
16339.52000000
0.002588010556
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
1781065.00000000
CAD
1312743.79000000
USD
2024-05-01
16339.52000000
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
N/A
121000.00000000
PA
127673.42000000
0.020222145986
Long
DBT
CORP
NL
N
2
2024-09-05
None
0.00000000
N
N
N
N
N
N
ESB FINANCE DESIGNATED ACTIVITY COMPANY
635400VCPRSU89DLMZ57
ESB FINANCE DAC
N/A
400000.00000000
PA
440504.26000000
0.069771307555
Long
DBT
CORP
IE
N
2
2036-03-03
Fixed
4.25000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
FLOWSERVE CORP
34354PAF2
300000.00000000
PA
USD
260526.71000000
0.041264729675
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
SENSATA TECHNOLOGIES, INC.
5493002MMDDCUNV7NY90
SENSATA TECHNOLOGIES INC
81728UAA2
340000.00000000
PA
USD
304397.58000000
0.048213420622
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.37500000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EU3
3493000.00000000
PA
USD
3408032.53000000
0.539797017648
Long
DBT
CORP
AU
N
2
2024-11-18
Fixed
1.01900000
N
N
N
N
N
N
Reino de Espana
9598007A56S18711AH60
SPAIN GOVERNMENT BOND
N/A
460000.00000000
PA
352081.52000000
0.055766062322
Long
DBT
NUSS
ES
Y
2
2037-07-30
Fixed
0.85000000
N
N
N
N
N
N
BOARDWALK PIPELINES, LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AD0
100000.00000000
PA
USD
99403.35000000
0.015744460007
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
4.95000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411AW5
900000.00000000
PA
USD
749090.88000000
0.118648228680
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.10000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RAZ7
100000.00000000
PA
USD
98043.11000000
0.015529012095
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.20000000
N
N
N
N
N
N
GLP Capital, L.P.
2549005PXW31DRW8EC44
GLP CAPITAL LP GLP FINANCING II INC
361841AP4
249000.00000000
PA
USD
222989.24000000
0.035319183622
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBB2
222000.00000000
PA
USD
206488.78000000
0.032705681838
Long
DBT
CORP
IT
Y
2
2027-07-14
Fixed
3.87500000
N
N
N
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
559222AQ7
700000.00000000
PA
USD
698026.05000000
0.110560089058
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
3.62500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
19534592.00000000
OU
Contract Amount
USD
18420.63000000
0.002917636803
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
19534592.00000000
AUD
12712229.51000000
USD
2024-05-24
18420.63000000
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
05531FBB8
1850000.00000000
PA
USD
1823663.53000000
0.288849395075
Long
DBT
CORP
US
N
2
2024-10-26
Fixed
2.85000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058HA4
37000.00000000
PA
26724.78000000
0.004232928064
Long
DBT
US
N
2
2024-07-26
Fixed
1.80000000
N
N
N
N
N
N
Eastern Energy Gas Holdings, LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY GAS HOLDINGS LLC
257375AH8
30000.00000000
PA
USD
29544.38000000
0.004679523470
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.60000000
N
N
N
N
N
N
Nestle Finance International Ltd. SA
0KLLMNHINTFDRMU6DI05
NESTLE FINANCE INTERNATIONAL LTD
N/A
5700000.00000000
PA
7065736.07000000
1.119139334646
Long
DBT
CORP
LU
N
2
2038-12-07
Fixed
5.12500000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBF0
450000.00000000
PA
USD
325987.25000000
0.051633000504
Long
DBT
CORP
US
N
2
2033-10-01
Fixed
2.45000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC
00774MAU9
200000.00000000
PA
USD
195817.12000000
0.031015401540
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
BNZ INTERNATIONAL FUNDING LIMITED
N/A
BNZ INTL FUNDING LONDON
N/A
512000.00000000
PA
540183.18000000
0.085559414994
Long
DBT
CORP
GB
N
2
2024-09-14
Fixed
0.37500000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427AB4
250000.00000000
PA
USD
215072.20000000
0.034065206572
Long
DBT
CORP
US
N
2
2034-11-18
Fixed
4.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBL0
250000.00000000
PA
USD
226611.43000000
0.035892900963
Long
DBT
CORP
IT
Y
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112CB7
74000.00000000
PA
USD
74328.19000000
0.011772814647
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
5.87500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
5493000M6Z4XFIP6PF03
ROGERS COMMUNICATIONS INC
775109AL5
755000.00000000
PA
USD
848721.30000000
0.134428654222
Long
DBT
CORP
CA
N
2
2038-08-15
Fixed
7.50000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
1950000.00000000
PA
1209079.72000000
0.191505691688
Long
DBT
AU
N
2
2035-09-20
Fixed
4.75000000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
450000.00000000
PA
334890.88000000
0.053043243182
Long
DBT
NUSS
IT
Y
2
2037-03-01
Fixed
0.95000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAK6
1944000.00000000
PA
USD
2000318.19000000
0.316829661631
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65559CAC5
1200000.00000000
PA
USD
1196385.94000000
0.189495128548
Long
DBT
CORP
FI
Y
2
2024-05-24
Fixed
0.62500000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP
72650RBC5
167000.00000000
PA
USD
129080.22000000
0.020444968520
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.30000000
N
N
N
N
N
N
KEMPER CORPORATION
549300FNI1JKTRY2PV09
KEMPER CORP
488401AD2
679000.00000000
PA
USD
559643.56000000
0.088641737417
Long
DBT
CORP
US
N
2
2032-02-23
Fixed
3.80000000
N
N
N
N
N
N
KEMPER CORPORATION
549300FNI1JKTRY2PV09
KEMPER CORP
488401AB6
205000.00000000
PA
USD
202350.24000000
0.032050180011
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.35000000
N
N
N
N
N
N
NUSTAR LOGISTICS, L.P.
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP
67059TAE5
100000.00000000
PA
USD
97815.28000000
0.015492926185
Long
DBT
CORP
US
N
2
2027-04-28
Fixed
5.62500000
N
N
N
N
N
N
European Investment Bank
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
N/A
3600000.00000000
PA
2702592.52000000
0.428062634195
Long
DBT
LU
N
2
2035-11-15
Fixed
0.01000000
N
N
N
N
N
N
YUM! Brands, Inc.
549300JE8XHZZ7OHN517
YUM BRANDS INC
988498AD3
1000000.00000000
PA
USD
1061472.30000000
0.168126206781
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.87500000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL LLC
3YTEJFW18LGIUQ2N5J61
HUNTSMAN INTERNATIONAL LLC
44701QBE1
257000.00000000
PA
USD
239796.34000000
0.037981254003
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
1000000.00000000
PA
507551.06000000
0.080390825521
Long
DBT
AU
N
2
2033-03-08
Fixed
2.00000000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
ENGIE SA
N/A
2100000.00000000
PA
2295375.47000000
0.363563675575
Long
DBT
CORP
FR
N
2
2034-09-06
Fixed
4.25000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CH0
1200000.00000000
PA
USD
1200000.00000000
0.190067558180
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
2.87500000
N
N
N
N
N
N
Brookfield Finance Inc.
549300XH8D8K6OYWGD17
BROOKFIELD FINANCE INC
11271LAK8
50000.00000000
PA
USD
51382.72000000
0.008138490102
Long
DBT
CORP
CA
N
2
2034-01-05
Fixed
6.35000000
N
N
N
N
N
N
METHANEX CORPORATION
549300TSJHRXT9QXRD13
METHANEX CORP
59151KAL2
912000.00000000
PA
USD
864520.46000000
0.136931077357
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
5.25000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RCP5
519000.00000000
PA
USD
465969.15000000
0.073804682106
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
OPTUS FINANCE PTY LTD
N/A
OPTUS FINANCE PTY LTD
BK1405319
1200000.00000000
PA
647135.62000000
0.102499572587
Long
DBT
CORP
AU
N
2
2030-07-01
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816CV9
100000.00000000
PA
USD
99993.08000000
0.015837867125
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
UNITED STATES CELLULAR CORPORATION
549300B164AZXESI6E03
UNITED STATES CELLULAR CORP
911684AD0
1140000.00000000
PA
USD
1112419.65000000
0.176195738789
Long
DBT
CORP
US
N
2
2033-12-15
Fixed
6.70000000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
N/A
4000.00000000
PA
4298.22000000
0.000680793483
Long
DBT
CORP
NL
N
2
2025-07-14
Fixed
4.12500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING, LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPERATING LP
23311RAA4
442000.00000000
PA
USD
462981.30000000
0.073331437645
Long
DBT
CORP
US
Y
2
2037-09-15
Fixed
6.75000000
N
N
N
N
N
N
TYSON FOODS, INC.
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BM4
3735000.00000000
PA
USD
3663907.15000000
0.580324904501
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.70000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CORP
654740BS7
250000.00000000
PA
USD
230762.96000000
0.036550460271
Long
DBT
CORP
US
Y
2
2026-03-09
Fixed
2.00000000
N
N
N
N
N
N
KILROY REALTY, L.P.
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAK8
521000.00000000
PA
USD
464778.56000000
0.073616104995
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
4.25000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AK0
700000.00000000
PA
USD
640459.32000000
0.101442115888
Long
DBT
CORP
US
N
2
2034-11-15
Fixed
4.65000000
N
N
N
N
N
N
VEOLIA ENVIRONNEMENT SA
969500LENY69X51OOT31
VEOLIA ENVIRONNEMENT SA
N/A
50000.00000000
PA
63635.15000000
0.010079147979
Long
DBT
CORP
FR
N
2
2033-11-25
Fixed
6.12500000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL LLC
3YTEJFW18LGIUQ2N5J61
HUNTSMAN INTERNATIONAL LLC
44701QBF8
390000.00000000
PA
USD
315827.55000000
0.050023809362
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.95000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CU2
1151000.00000000
PA
USD
1149854.59000000
0.182125045153
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.85000000
N
N
N
N
N
N
PFIZER INC.
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DT7
1000000.00000000
PA
USD
993834.56000000
0.157413090045
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.60000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AQ0
100000.00000000
PA
USD
98764.71000000
0.015643306053
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.55000000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
N/A
800000.00000000
PA
854891.31000000
0.135405919834
Long
DBT
CORP
NL
N
2
2034-07-26
Fixed
3.82200000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
25000.00000000
PA
21711.24000000
0.003438835309
Long
DBT
NUSS
IT
N
2
2032-06-01
Fixed
0.95000000
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06367TQW3
310000.00000000
PA
USD
307052.56000000
0.048633941926
Long
DBT
RF
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
AGENCE FRANCE LOCALE SA
969500NMI4UP00IO8G47
AGENCE FRANCE LOCALE
N/A
300000.00000000
PA
319111.88000000
0.050544013181
Long
DBT
FR
N
2
2024-06-20
Fixed
0.50000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORPORATION
N/A
3900000.00000000
PA
4146077.44000000
0.656695679207
Long
DBT
CORP
US
N
2
2024-06-26
Fixed
0.14200000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBZ7
1600000.00000000
PA
USD
1192268.29000000
0.188842935480
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
65000.00000000
PA
72427.64000000
0.011471787233
Long
DBT
NUSS
IT
N
2
2033-11-01
Fixed
4.35000000
N
N
N
N
N
N
JAPAN GOVERNMENT TEN YEAR BOND
N/A
JAPAN GOVERNMENT TEN YEAR BOND
BQ3480895
377400000.00000000
PA
2310854.03000000
0.366015318995
Long
DBT
CORP
JP
N
2
2031-06-20
Fixed
0.10000000
N
N
N
N
N
N
THE WALT DISNEY COMPANY
549300GZKULIZ0WOW665
TWDC ENTERPRISES 18 CORP
254687CD6
4100000.00000000
PA
2952978.86000000
0.467721234399
Long
DBT
CORP
US
N
2
2024-10-07
Fixed
2.75800000
N
N
N
N
N
N
SFIL SA
549300HFEHJOXGE4ZE63
SFIL SA
N/A
900000.00000000
PA
960018.61000000
0.152056994175
Long
DBT
FR
N
2
2024-05-24
None
0.00000000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119AJ8
380000.00000000
PA
USD
414181.62000000
0.065602074297
Long
DBT
CORP
US
N
2
2033-11-06
Fixed
7.50000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
427000.00000000
PA
327013.43000000
0.051795536777
Long
DBT
BE
N
2
2043-02-04
Fixed
1.25000000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBG2
100000.00000000
PA
USD
88804.58000000
0.014065724729
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.87500000
N
N
N
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC THE
693475AZ8
116000.00000000
PA
USD
99066.17000000
0.015691054191
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
82620KBF9
2050000.00000000
PA
USD
1473136.42000000
0.233329535180
Long
DBT
CORP
NL
Y
2
2041-03-11
Fixed
2.87500000
N
N
N
N
N
N
Cooperatieve Rabobank UA (New York Branch)
N/A
COOPERATIEVE RABOBANK UA NY
21688AAS1
400000.00000000
PA
USD
388700.16000000
0.061566075229
Long
DBT
CORP
US
N
2
2025-01-10
Fixed
1.37500000
N
N
N
N
N
N
DIMENSIONAL FUND ADVISORS LP
N/A
The DFA Short Term Investment Fund
23320U405
5938792.00000000
NS
USD
5938792.00000000
0.940643078320
Long
STIV
US
N
N/A
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967FX4
50000.00000000
PA
USD
50489.61000000
0.007997030738
Long
DBT
CORP
US
N
2
2042-01-30
Fixed
5.87500000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM TREASURY BILL
N/A
1500000.00000000
PA
1869343.48000000
0.296084625537
Long
DBT
NUSS
GB
N
2
2024-06-03
None
0.00000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
GLENCORE FUNDING LLC
378272BQ0
780000.00000000
PA
USD
803401.52000000
0.127250470954
Long
DBT
CORP
US
Y
2
2033-10-06
Fixed
6.50000000
N
N
N
N
N
N
ONEOK PARTNERS, L.P.
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP
68268NAC7
580000.00000000
PA
USD
600055.54000000
0.095042576050
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.65000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
EDISON INTERNATIONAL
281020AR8
1000000.00000000
PA
USD
991353.91000000
0.157020180805
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVESTMENT BANK
65562QBL8
750000.00000000
PA
USD
748572.53000000
0.118566127415
Long
DBT
FI
N
2
2024-05-21
Fixed
2.25000000
N
N
N
N
N
N
HAT HOLDINGS I LLC
254900YE1WH1XG7Y4E44
HAT HOLDINGS I LLC HAT HOLDINGS II LLC
418751AD5
1344000.00000000
PA
USD
1115112.36000000
0.176622236135
Long
DBT
CORP
US
Y
2
2030-09-15
Fixed
3.75000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RAX2
40000.00000000
PA
USD
38368.87000000
0.006077231192
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
Telefonica Emisiones, S.A.U.
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
N/A
1300000.00000000
PA
1381105.61000000
0.218752809068
Long
DBT
CORP
ES
N
2
2036-01-24
Fixed
4.05500000
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
0.007914650707
Long
DBT
GB
N
2
2026-04-14
Floating
5.50879000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BF2
200000.00000000
PA
USD
202419.53000000
0.032061154829
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
6.55000000
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
06675FAX5
546000.00000000
PA
USD
526813.37000000
0.083441775710
Long
DBT
CORP
FR
Y
2
2025-02-04
Fixed
0.99800000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135BW5
1440000.00000000
PA
USD
1437733.76000000
0.227722120897
Long
DBT
CORP
US
N
2
2024-05-12
Fixed
0.45000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAY7
100000.00000000
PA
USD
106527.06000000
0.016872781811
Long
DBT
CORP
US
N
2
2039-07-01
Fixed
6.55000000
N
N
N
N
N
N
TAPESTRY, INC.
549300LJNVY5SW3VTN33
TAPESTRY INC
876030AA5
1114000.00000000
PA
USD
884815.41000000
0.140145587016
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
2370000.00000000
PA
1489067.46000000
0.235852846740
Long
DBT
AU
N
2
2038-09-15
Fixed
5.25000000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607LWW9
195000.00000000
PA
USD
198388.09000000
0.031422616532
Long
DBT
CORP
CA
N
2
2033-10-03
Fixed
6.09200000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
23028671.00000000
OU
Contract Amount
USD
99583.05000000
0.015772922624
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
23028671.00000000
EUR
24797498.61000000
USD
2024-07-10
99583.05000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
86765BAM1
150000.00000000
PA
USD
125913.57000000
0.019943403993
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.95000000
N
N
N
N
N
N
KILROY REALTY, L.P.
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAP7
394000.00000000
PA
USD
327417.57000000
0.051859548362
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
19251933.00000000
OU
Contract Amount
USD
-74678.73000000
-0.01182833654
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
19251933.00000000
AUD
12435454.99000000
USD
2024-05-24
-74678.73000000
N
N
N
CNO FINANCIAL GROUP, INC.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621EAK9
236000.00000000
PA
USD
234024.38000000
0.037067035384
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25000000
N
N
N
N
N
N
PACKAGING CORPORATION OF AMERICA
549300XZP8MFZFY8TJ84
PACKAGING CORP OF AMERICA
695156AR0
300000.00000000
PA
USD
297546.76000000
0.047128321764
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.65000000
N
N
N
N
N
N
Mercedes-Benz International Finance B.V.
529900RUGCXMPEENHQ31
MERCEDES BENZ INTERNATIONAL FINANCE BV
N/A
90000.00000000
PA
98251.60000000
0.015562034749
Long
DBT
CORP
NL
N
2
2031-05-30
Fixed
3.70000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411AR6
614000.00000000
PA
USD
595775.31000000
0.094364631996
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.00000000
N
N
N
N
N
N
NOV INC.
549300EHF3IW1AR6U008
NOV INC
637071AK7
633000.00000000
PA
USD
464889.30000000
0.073633645062
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.95000000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP
549300PUNBPJCGT6X741
SUN COMMUNITIES OPERATING LP
866677AH0
1255000.00000000
PA
USD
1098912.60000000
0.174056362113
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC
00751YAG1
1299000.00000000
PA
USD
1084190.90000000
0.171724597470
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.50000000
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AS2
1748000.00000000
PA
USD
1701210.86000000
0.269454161759
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
5.80000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL
92553PAP7
65000.00000000
PA
USD
43060.23000000
0.006820293975
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.37500000
N
N
N
N
N
N
BELO CORP.
N/A
BELO CORP
080555AF2
369000.00000000
PA
USD
372822.10000000
0.059051155152
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.25000000
N
N
N
N
N
N
SOCIETE NATIONALE SNCF SA
969500A4MXJ3ESPHK698
SOCIETE NATIONALE SNCF SA
N/A
100000.00000000
PA
107315.21000000
0.016997616600
Long
DBT
FR
N
2
2033-05-25
Fixed
3.37500000
N
N
N
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC
053807AU7
400000.00000000
PA
USD
323738.52000000
0.051276824987
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.00000000
N
N
N
N
N
N
BANQUE CANADIENNE IMPERIALE DE COMMERCE
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607GLZ5
231000.00000000
PA
USD
225352.64000000
0.035693521678
Long
DBT
CORP
CA
N
2
2025-01-28
Fixed
2.25000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORPORATION
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREASURY CORP
N/A
100000.00000000
PA
42342.10000000
0.006706549629
Long
DBT
AU
Y
2
2040-04-16
Fixed
2.25000000
N
N
N
N
N
N
WESTERN DIGITAL CORPORATION
549300QQXOOYEF89IC56
WESTERN DIGITAL CORP
958102AQ8
100000.00000000
PA
USD
84460.24000000
0.013377626316
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VAQ6
2050000.00000000
PA
USD
2169137.88000000
0.343568950174
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
6.45000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
N/A
DEUTSCHE BANK AG LONDON
25152RXA6
509000.00000000
PA
USD
508015.09000000
0.080464323062
Long
DBT
CORP
GB
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CORP
654740BT5
319000.00000000
PA
USD
279027.59000000
0.044195077246
Long
DBT
CORP
US
Y
2
2028-03-09
Fixed
2.75000000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
1200000.00000000
PA
1495132.41000000
0.236813471938
Long
DBT
DK
N
2
2024-06-25
Fixed
2.00000000
N
N
N
N
N
N
REGIE AUTONOME DES TRANSPORTS PARISIENS EPIC
969500K59E47ULNCAQ69
REGIE AUTONOME DES TRANSPORTS PARISIENS
N/A
300000.00000000
PA
319251.09000000
0.050566062602
Long
DBT
FR
N
2
2024-06-15
Fixed
0.37500000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
1250000.00000000
PA
1747821.27000000
0.276836767437
Long
DBT
CORP
US
N
2
2038-06-25
Fixed
6.80000000
N
N
N
N
N
N
KEMPER CORPORATION
549300FNI1JKTRY2PV09
KEMPER CORP
488401AC4
1146000.00000000
PA
USD
902972.62000000
0.143021500822
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135BF2
150000.00000000
PA
USD
129015.13000000
0.020434658939
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HOLDINGS INC
50155QAL4
1161000.00000000
PA
USD
946311.03000000
0.149885855626
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
3.15000000
N
N
N
N
N
N
THE PNC FINANCIAL SERVICES GROUP, INC.
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC THE
693475AY1
1367000.00000000
PA
USD
1343894.00000000
0.212858875861
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
2.20000000
N
N
N
N
N
N
Nationwide Building Society
549300XFX12G42QIKN82
NATIONWIDE BUILDING SOCIETY
N/A
300000.00000000
PA
193209.74000000
0.030602419582
Long
DBT
CORP
GB
N
2
2028-03-15
Fixed
5.35000000
N
N
N
N
N
N
OVINTIV INC.
2549003MEX7YMKLGI239
OVINTIV INC
292505AD6
1375000.00000000
PA
USD
1413278.82000000
0.223848711955
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.50000000
N
N
N
N
N
N
V.F. CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BC1
1631000.00000000
PA
USD
1298204.82000000
0.205622183463
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.95000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RJZ6
300000.00000000
PA
USD
222449.74000000
0.035233732416
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Bayer Aktiengesellschaft
549300J4U55H3WP1XT59
BAYER AG
N/A
65000.00000000
PA
70474.64000000
0.011162452282
Long
DBT
CORP
DE
N
2
2033-05-26
Fixed
4.62500000
N
N
N
N
N
N
KILROY REALTY, L.P.
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAQ5
92000.00000000
PA
USD
67247.93000000
0.010651374873
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES
26884UAD1
22000.00000000
PA
USD
20733.97000000
0.003284045874
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
4.50000000
N
N
N
N
N
N
KILROY REALTY, L.P.
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAR3
150000.00000000
PA
USD
107264.82000000
0.016989635346
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.65000000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DK3
344000.00000000
PA
USD
274756.67000000
0.043518607800
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
23923520.00000000
OU
Contract Amount
USD
246128.69000000
0.038984232588
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
23923520.00000000
EUR
25887487.88000000
USD
2024-06-27
246128.69000000
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEG4
288000.00000000
PA
USD
267349.87000000
0.042345447475
Long
DBT
CORP
US
N
2
2028-04-30
Fixed
4.10000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
N/A
123000.00000000
PA
117749.52000000
0.018650303119
Long
DBT
CORP
NL
N
2
2030-09-06
Fixed
1.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAZ2
200000.00000000
PA
USD
188659.93000000
0.029881776851
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
5.95000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA
03938LBB9
650000.00000000
PA
USD
646431.31000000
0.102388017186
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.60000000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC
209111EU3
100000.00000000
PA
USD
108877.28000000
0.017245032292
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.75000000
N
N
N
N
N
N
NATIONAL GRID PLC
8R95QZMKZLJX5Q2XR704
NATIONAL GRID PLC
N/A
300000.00000000
PA
323766.35000000
0.051281232971
Long
DBT
CORP
GB
N
2
2035-01-16
Fixed
4.27500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAM5
1845000.00000000
PA
USD
1439014.80000000
0.227925024351
Long
DBT
CORP
US
N
2
2042-08-09
Fixed
4.25000000
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAY7
1100000.00000000
PA
USD
1085856.56000000
0.171988420744
Long
DBT
CORP
BM
Y
2
2029-02-15
Fixed
5.95000000
N
N
N
N
N
N
CHUBB INA HOLDINGS LLC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC
00440EAR8
50000.00000000
PA
USD
49958.57000000
0.007912919508
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.35000000
N
N
N
N
N
N
The Travelers Companies, Inc.
549300Y650407RU8B149
TRAVELERS COS INC THE
89417EAH2
700000.00000000
PA
USD
679171.42000000
0.107573711154
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.35000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
2526994934.00000000
OU
Contract Amount
USD
66546.10000000
0.010540212277
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
2526994934.00000000
JPY
16264275.33000000
USD
2024-06-27
66546.10000000
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES
26884UAG4
2128000.00000000
PA
USD
1727487.18000000
0.273616058409
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.60000000
N
N
N
N
N
N
GROEP BRUSSEL LAMBERT NV
549300KV0ZEHT2KVU152
GROUPE BRUXELLES LAMBERT NV
N/A
1100000.00000000
PA
1174536.96000000
0.186034476650
Long
DBT
CORP
BE
N
2
2024-05-23
Fixed
1.37500000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172DJ5
100000.00000000
PA
USD
96465.01000000
0.015279057417
Long
DBT
CORP
US
N
2
2034-02-13
Fixed
5.25000000
N
N
N
N
N
N
NORDSTROM, INC.
549300S3IZB5P35KNV16
NORDSTROM INC
655664AS9
150000.00000000
PA
USD
142359.63000000
0.022548289381
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.00000000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
N/A
200000.00000000
PA
220025.63000000
0.034849778526
Long
DBT
CORP
ES
N
2
2030-06-12
Fixed
4.25000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC THE
96950FAF1
1760000.00000000
PA
USD
1781467.34000000
0.282165956077
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30000000
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL, INC.
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAC9
156000.00000000
PA
USD
153498.47000000
0.024312566147
Long
DBT
CORP
US
Y
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
NESTLE FINANCE INTERNATIONAL LTD
N/A
NESTLE FINANCE INTERNATIONAL LTD
BJ3268148
58000.00000000
PA
60827.72000000
0.009634480175
Long
DBT
CORP
LU
N
2
2024-11-12
Fixed
0.00000000
N
N
N
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC
931142DV2
200000.00000000
PA
USD
196566.83000000
0.031134147831
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.65000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EAZ8
1500000.00000000
PA
1549512.30000000
0.245426682693
Long
DBT
RF
GB
N
2
2033-01-17
Fixed
3.25000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179MAL7
2480000.00000000
PA
USD
2293584.13000000
0.363279945892
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Comunidad de Madrid
959800KASH3LCM57Q344
AUTONOMOUS COMMUNITY OF MADRID SPAIN
N/A
90000.00000000
PA
97176.10000000
0.015391686700
Long
DBT
ES
N
2
2033-04-30
Fixed
3.59600000
N
N
N
N
N
N
Magna International Inc.
95RWVLFZX6VGDZNNTN43
MAGNA INTERNATIONAL INC
N/A
281000.00000000
PA
311279.11000000
0.049303383625
Long
DBT
CORP
CA
N
2
2032-03-17
Fixed
4.37500000
N
N
N
N
N
N
Skandinaviska Enskilda Banken AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN AB
83051GAS7
375000.00000000
PA
USD
367984.58000000
0.058284942140
Long
DBT
CORP
SE
Y
2
2024-09-09
Fixed
0.65000000
N
N
N
N
N
N
WALMART INC.
Y87794H0US1R65VBXU25
WALMART INC
931142DB6
50000.00000000
PA
USD
51444.61000000
0.008148292836
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.62500000
N
N
N
N
N
N
SLM CORPORATION
N/A
SLM CORP
78442PGE0
40000.00000000
PA
USD
37105.60000000
0.005877142322
Long
DBT
CORP
US
N
2
2026-11-02
Fixed
3.12500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
3571941.00000000
OU
Contract Amount
USD
14222.22000000
0.002252652189
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
3571941.00000000
CAD
2617918.78000000
USD
2024-07-24
14222.22000000
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214FH1
4831000.00000000
PA
USD
4824608.49000000
0.764167962394
Long
DBT
CORP
AU
N
2
2024-10-18
Fixed
5.35000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CX6
318000.00000000
PA
USD
365340.92000000
0.057866213806
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
9.62500000
N
N
N
N
N
N
Nestle Finance International Ltd. SA
0KLLMNHINTFDRMU6DI05
NESTLE FINANCE INTERNATIONAL LTD
N/A
72000.00000000
PA
60208.14000000
0.009536345127
Long
DBT
CORP
LU
N
2
2034-02-14
Fixed
0.62500000
N
N
N
N
N
N
JAPAN GOVERNMENT TEN YEAR BOND
N/A
JAPAN GOVERNMENT TEN YEAR BOND
ZJ6043427
767150000.00000000
PA
4703811.92000000
0.745035038147
Long
DBT
CORP
JP
N
2
2033-06-20
Fixed
0.40000000
N
N
N
N
N
N
VOLKSWAGEN FINANCIAL SERVICES NV
N/A
VOLKSWAGEN FINANCIAL SERVICES NV
AZ2548305
500000.00000000
PA
622916.74000000
0.098663553101
Long
DBT
CORP
NL
N
2
2024-06-27
Fixed
2.12500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
831248280.00000000
OU
Contract Amount
USD
103717.79000000
0.016427822571
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
831248280.00000000
JPY
5401307.97000000
USD
2024-05-20
103717.79000000
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023BY0
713000.00000000
PA
USD
512034.08000000
0.081100889409
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
91676.00000000
OU
Contract Amount
USD
52.49000000
0.000008313871
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
91676.00000000
AUD
59624.64000000
USD
2024-05-24
52.49000000
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO FINANCE LLC
N/A
300000.00000000
PA
236556.78000000
0.037468141288
Long
DBT
CORP
US
N
2
2035-02-06
Fixed
1.00000000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
1100000.00000000
PA
575378.57000000
0.091133999857
Long
DBT
NL
N
2
2030-11-27
Fixed
1.60000000
N
N
N
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AN3
472000.00000000
PA
USD
467341.17000000
0.074021995849
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
6.00000000
N
N
N
N
N
N
GILEAD SCIENCES, INC.
549300WTZWR07K8MNV44
GILEAD SCIENCES INC
375558BS1
767000.00000000
PA
USD
513292.66000000
0.081300235431
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
2.60000000
N
N
N
N
N
N
PRUDENTIAL FUNDING (ASIA) PLC
2549005TNASWKLR0XC37
PRUDENTIAL PLC
N/A
75000.00000000
PA
95523.58000000
0.015129944666
Long
DBT
CORP
GB
N
2
2029-05-11
Fixed
5.87500000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
2300000.00000000
PA
988645.50000000
0.156591196742
Long
DBT
AU
N
2
2037-11-20
Fixed
2.00000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508BR4
2136000.00000000
PA
USD
2125900.20000000
0.336720549958
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
4.70000000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
045054AQ6
490000.00000000
PA
USD
469184.87000000
0.074314018813
Long
DBT
CORP
US
Y
2
2033-05-30
Fixed
5.55000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CEX5
230000.00000000
PA
USD
229061.13000000
0.036280908044
Long
DBT
UST
US
N
2
2024-06-30
Fixed
3.00000000
N
N
N
N
N
Volkswagen Leasing Gesellschaft mit beschraenkter Haftung
5299004GLEUX88BSNB74
VOLKSWAGEN LEASING GMBH
N/A
20000.00000000
PA
22355.47000000
0.003540874662
Long
DBT
CORP
DE
N
2
2031-09-25
Fixed
4.75000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023AS4
675000.00000000
PA
USD
673990.55000000
0.106753115062
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.62500000
N
N
N
N
N
N
Cooperatieve Rabobank U.A.
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RABOBANK UA
N/A
117000.00000000
PA
147711.57000000
0.023395981187
Long
DBT
CORP
NL
N
2
2041-05-23
Fixed
5.25000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC.
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL GROUP INC
N/A
150000.00000000
PA
164308.08000000
0.026024696295
Long
DBT
CORP
US
N
2
2030-12-02
Fixed
4.62500000
N
N
N
N
N
N
RYDER SYSTEM, INC.
ZXJ6Y2OSPZXIVGRILD15
RYDER SYSTEM INC
78355HKY4
446000.00000000
PA
USD
468153.83000000
0.074150712767
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.60000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411AY1
177000.00000000
PA
USD
147117.89000000
0.023301948430
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.25000000
N
N
N
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH BODY WORKS INC
501797AM6
1458000.00000000
PA
USD
1422830.04000000
0.225361526174
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
6.75000000
N
N
N
N
N
N
BNG BANK N.V.
529900GGYMNGRQTDOO93
BNG BANK NV
N/A
1600000.00000000
PA
848405.19000000
0.134378585676
Long
DBT
NL
N
2
2032-07-21
Fixed
2.45000000
N
N
N
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572QAF2
700000.00000000
PA
USD
683796.08000000
0.108306209349
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
5.30000000
N
N
N
N
N
N
AIB GROUP PUBLIC LIMITED COMPANY
635400AKJBGNS5WNQL34
AIB GROUP PLC
N/A
1200000.00000000
PA
1280504.69000000
0.202818666389
Long
DBT
CORP
IE
N
2
2024-05-28
Fixed
1.25000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM GILT
N/A
13400000.00000000
PA
10548789.80000000
1.670818932541
Long
DBT
NUSS
GB
N
2
2039-01-31
Fixed
1.12500000
N
N
N
N
N
N
Eastern Energy Gas Holdings, LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY GAS HOLDINGS LLC
257375AN5
587000.00000000
PA
USD
577322.05000000
0.091441826939
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
VENTAS REALTY, LIMITED PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAB3
456000.00000000
PA
USD
418825.60000000
0.066337632579
Long
DBT
CORP
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
3986532.00000000
OU
Contract Amount
USD
32188.35000000
0.005098300905
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
3986532.00000000
CAD
2933911.25000000
USD
2024-05-01
32188.35000000
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS CO
025816AZ2
550000.00000000
PA
USD
667150.91000000
0.105669787001
Long
DBT
CORP
US
N
2
2038-03-19
Fixed
8.15000000
N
N
N
N
N
N
CRH SMW Finance Designated Activity Company
54930044475SH442C864
CRH SMW FINANCE DAC
N/A
3000000.00000000
PA
3289462.49000000
0.521016752668
Long
DBT
CORP
IE
N
2
2035-07-11
Fixed
4.25000000
N
N
N
N
N
N
PROTECTIVE LIFE CORPORATION
549300ZWIT8J8Y2EXL07
PROTECTIVE LIFE CORP
743674AY9
250000.00000000
PA
USD
301760.27000000
0.047795698062
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
8.45000000
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAH8
70000.00000000
PA
USD
66267.26000000
0.010496046912
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.62500000
N
N
N
N
N
N
CENTERPOINT ENERGY, INC.
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TAW7
100000.00000000
PA
USD
98816.12000000
0.015651448864
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC
77340RAR8
500000.00000000
PA
USD
459666.89000000
0.072806469465
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
4.95000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS, L.P.
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS LP
29250RAP1
218000.00000000
PA
USD
244896.56000000
0.038789075971
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.50000000
N
N
N
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
N/A
200000.00000000
PA
244703.05000000
0.038758425994
Long
DBT
RF
CA
N
2
2024-12-18
Fixed
1.50000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RAU6
50000.00000000
PA
69407.61000000
0.010993445793
Long
DBT
CORP
US
N
2
2040-04-30
Fixed
7.00000000
N
N
N
N
N
N
THE INTERPUBLIC GROUP OF COMPANIES, INC.
5493008IUOJ5VWTRC333
INTERPUBLIC GROUP OF COS INC THE
460690BS8
448000.00000000
PA
USD
318243.96000000
0.050406543652
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
NATIONAL GRID NORTH AMERICA INC
5Q3U0WRKWZZGRMPYFT08
NATIONAL GRID NORTH AMERICA INC
N/A
2100000.00000000
PA
2327116.97000000
0.368591200074
Long
DBT
CORP
US
N
2
2033-09-12
Fixed
4.66800000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
2017072613.00000000
OU
Contract Amount
USD
245120.66000000
0.038824571088
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
2017072613.00000000
JPY
13118590.41000000
USD
2024-05-29
245120.66000000
N
N
N
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCK FINANCE NORTH AMERICA LLC
233853AN0
250000.00000000
PA
USD
248909.55000000
0.039424691980
Long
DBT
CORP
US
Y
2
2025-01-17
Fixed
5.20000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
N/A
115000.00000000
PA
108701.03000000
0.017217116119
Long
DBT
CORP
NL
N
2
2032-04-07
Fixed
1.87500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
1140000.00000000
PA
1234688.15000000
0.195561801487
Long
DBT
BE
N
2
2034-07-04
Fixed
3.25000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP
35137LAJ4
2375000.00000000
PA
USD
2175229.63000000
0.344533820213
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC
86722TAB8
600000.00000000
PA
USD
630088.05000000
0.099799414252
Long
DBT
CORP
CA
N
2
2039-06-01
Fixed
6.85000000
N
N
N
N
N
N
CREDIT AGRICOLE S.A. LONDON BRANCH
N/A
CREDIT AGRICOLE SA
N/A
500000.00000000
PA
615854.65000000
0.097544991266
Long
DBT
CORP
GB
N
2
2024-10-02
Fixed
1.25000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582AT9
154000.00000000
PA
USD
119651.27000000
0.018951520601
Long
DBT
CORP
NL
N
2
2042-08-21
Fixed
3.62500000
N
N
N
N
N
N
AUTONATION, INC.
N/A
AUTONATION INC
05329WAS1
150000.00000000
PA
USD
117614.93000000
0.018628985458
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.40000000
N
N
N
N
N
N
HAT HOLDINGS I LLC
254900YE1WH1XG7Y4E44
HAT HOLDINGS I LLC HAT HOLDINGS II LLC
418751AL7
1109000.00000000
PA
USD
1136890.21000000
0.180071621778
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
8.00000000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP THE
06406RAX5
100000.00000000
PA
USD
97739.41000000
0.015480909163
Long
DBT
CORP
US
N
2
2024-10-25
Fixed
0.85000000
N
N
N
N
N
N
STELLANTIS FINANCE US INC.
549300QZ0AI8Q7LNON33
STELLANTIS FINANCE US INC
85855CAE0
967000.00000000
PA
USD
1011401.99000000
0.160195588815
Long
DBT
CORP
US
Y
2
2032-09-12
Fixed
6.37500000
N
N
N
N
N
COX COMMUNICATIONS, INC.
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044BV8
365000.00000000
PA
USD
419388.03000000
0.066426715660
Long
DBT
CORP
US
Y
2
2039-03-01
Fixed
8.37500000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610AS4
300000.00000000
PA
USD
247722.90000000
0.039236738923
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL
124857AJ2
150000.00000000
PA
USD
107386.76000000
0.017008949378
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.85000000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
N/A
60000.00000000
PA
84592.31000000
0.013398544835
Long
DBT
CORP
GB
N
2
2028-11-20
Fixed
8.37500000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172AP4
715000.00000000
PA
USD
596778.68000000
0.094523555401
Long
DBT
CORP
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANCORP
316773DA5
70000.00000000
PA
USD
63955.68000000
0.010129916607
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824AV2
50000.00000000
PA
USD
52844.44000000
0.008370011395
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
6.00000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
045167FE8
150000.00000000
PA
USD
149168.83000000
0.023626796062
Long
DBT
PH
N
2
2024-06-11
Fixed
0.37500000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC.
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS FRAGRANCES INC
459506AR2
1906000.00000000
PA
USD
1296611.87000000
0.205369876699
Long
DBT
CORP
US
Y
2
2040-11-15
Fixed
3.26800000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORPORATION
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
084664CS8
8600000.00000000
PA
7445472.37000000
1.179285627390
Long
DBT
CORP
US
N
2
2039-06-19
Fixed
2.37500000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO LP PTL FINANCE CORP
709599BF0
100000.00000000
PA
USD
99599.91000000
0.015775593073
Long
DBT
CORP
US
Y
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BA6
471000.00000000
PA
USD
498633.57000000
0.078978387564
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
7.00000000
N
N
N
N
N
N
CME GROUP INC.
LCZ7XYGSLJUHFXXNXD88
CME GROUP INC
12572QAG0
400000.00000000
PA
USD
391906.28000000
0.062073891396
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.00000000
N
N
N
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HOLDINGS INC
50155QAM2
1369000.00000000
PA
USD
1003320.22000000
0.158915520240
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
4.10000000
N
N
N
N
N
N
FRESENIUS MEDICAL CARE US FINANCE III, INC.
5299006ZHLMXOOUVTU44
FRESENIUS MEDICAL CARE US FINANCE III INC
35805BAE8
1050000.00000000
PA
USD
826497.46000000
0.130908628387
Long
DBT
CORP
US
Y
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS SA
09659W2D5
300000.00000000
PA
USD
295050.24000000
0.046732898881
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.37500000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBB9
281000.00000000
PA
USD
245954.78000000
0.038956687047
Long
DBT
CORP
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAM7
300000.00000000
PA
USD
276947.34000000
0.043865587215
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.37500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BH8
1146000.00000000
PA
USD
1135968.49000000
0.179925630887
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.37500000
N
N
N
N
N
N
CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.
VZFZPMWDHTQCFKYOBP05
CONSOLIDATED EDISON CO OF NEW YORK INC
209111EY5
100000.00000000
PA
USD
96435.62000000
0.015274402345
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Republique Francaise
969500KCGF3SUYJHPV70
FRENCH REPUBLIC GOVERNMENT BOND OAT
N/A
130000.00000000
PA
135932.10000000
0.021530235271
Long
DBT
NUSS
FR
Y
2
2030-05-25
Fixed
2.50000000
N
N
N
N
N
N
INTEL CORPORATION
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BD1
100000.00000000
PA
USD
99933.74000000
0.015828468284
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.87500000
N
N
N
N
N
N
HSBC USA INC.
549300LBOHZ4QSIWU288
HSBC USA INC
40434CAD7
350000.00000000
PA
USD
348753.51000000
0.055238940043
Long
DBT
CORP
US
N
2
2024-06-23
Fixed
3.50000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
EMERA US FINANCE LP
29103DAS5
1603000.00000000
PA
USD
1591664.77000000
0.252103196897
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
JACOBS ENGINEERING GROUP INC.
549300CZ8QS1GE53O776
JACOBS ENGINEERING GROUP INC
469814AA5
151000.00000000
PA
USD
148473.08000000
0.023516596475
Long
DBT
CORP
US
N
2
2033-03-01
Fixed
5.90000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO
927804FE9
300000.00000000
PA
USD
311663.38000000
0.049364248009
Long
DBT
CORP
US
N
2
2037-11-30
Fixed
6.35000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323ACG7
3200000.00000000
PA
2325703.68000000
0.368367349591
Long
DBT
CA
N
2
2024-06-02
Fixed
3.50000000
N
N
N
N
N
N
Sumitomo Mitsui Financial Group, Inc.
35380028MYWPB6AUO129
SUMITOMO MITSUI FINANCIAL GROUP INC
86562MBM1
500000.00000000
PA
USD
496884.57000000
0.078701364098
Long
DBT
CORP
JP
N
2
2024-07-16
Fixed
2.69600000
N
N
N
N
N
N
Cenovus Energy Inc.
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC
15135UAP4
65000.00000000
PA
USD
59383.90000000
0.009405794056
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.25000000
N
N
N
N
N
N
KommuneKredit
529900D8QLTZ6PRLJL76
KOMMUNEKREDIT
N/A
300000.00000000
PA
370807.26000000
0.058732025386
Long
DBT
DK
N
2
2024-08-15
Fixed
0.75000000
N
N
N
N
N
N
ABBVIE INC.
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCV9
450000.00000000
PA
USD
448848.22000000
0.071092904307
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.85000000
N
N
N
N
N
N
HORACE MANN EDUCATORS CORPORATION
254900G5YAV3A2YK8T32
HORACE MANN EDUCATORS CORP
440327AL8
240000.00000000
PA
USD
251944.51000000
0.039905398177
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
7.25000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617482V92
50000.00000000
PA
USD
53924.87000000
0.008541140305
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
NEW SOUTH WALES TREASURY CORP
N/A
NEW SOUTH WALES TREASURY CORP
N/A
6520000.00000000
PA
3826768.49000000
0.606120452181
Long
DBT
CORP
AU
N
2
2036-02-20
Fixed
4.25000000
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL, INC.
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAE5
1100000.00000000
PA
USD
1124734.48000000
0.178146280179
Long
DBT
CORP
US
Y
2
2030-04-14
Fixed
7.12500000
N
N
N
N
N
N
BROWN & BROWN, INC.
549300PC8KTJ71XKFY89
BROWN BROWN INC
115236AA9
100000.00000000
PA
USD
99328.23000000
0.015732561778
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
BHP BILLITON FINANCE (USA) LIMITED
5493003NUVITP3TMY274
BHP BILLITON FINANCE USA LTD
055451AV0
1977000.00000000
PA
USD
1802714.32000000
0.285531257416
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO THE
824348BQ8
31000.00000000
PA
USD
30856.25000000
0.004887310076
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
4.05000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBA0
100000.00000000
PA
USD
88313.33000000
0.013987915823
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0ED6
50000.00000000
PA
USD
49923.50000000
0.007907364784
Long
DBT
US
N
2
2027-04-12
Floating
5.60180000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
930100000.00000000
PA
5484141.24000000
0.868631111838
Long
DBT
NUSS
JP
N
2
2037-09-20
Fixed
0.60000000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP
549300PUNBPJCGT6X741
SUN COMMUNITIES OPERATING LP
866677AJ6
200000.00000000
PA
USD
193379.40000000
0.030629291967
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.70000000
N
N
N
N
N
N
SA GESTION SECURITE DE STOCKS SECURITE
96950015LNMQ336X4W81
GESTION SECURITE DE STOCKS SECURITE SA
N/A
100000.00000000
PA
106993.36000000
0.016946638897
Long
DBT
CORP
FR
N
2
2030-06-29
Fixed
3.37500000
N
N
N
N
N
N
CHOICE HOTELS INTERNATIONAL, INC.
5493003CYRY5RFGTIR97
CHOICE HOTELS INTERNATIONAL INC
169905AF3
358000.00000000
PA
USD
315670.50000000
0.049998934270
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
3.70000000
N
N
N
N
N
N
ROCHE HOLDINGS, INC.
PVJRP0EQNV6OGDPZGY95
ROCHE HOLDINGS INC
771196AU6
50000.00000000
PA
USD
57176.17000000
0.009056112515
Long
DBT
CORP
US
Y
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
ALBEMARLE CORPORATION
HDBLS2Q6GV1LSKQPBS54
ALBEMARLE CORP
012653AE1
100000.00000000
PA
USD
93769.22000000
0.014852072231
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.05000000
N
N
N
N
N
N
AMERICAN TOWER CORPORATION
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAT7
100000.00000000
PA
USD
99900.79000000
0.015823249346
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.37500000
N
N
N
N
N
N
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BA3
40000.00000000
PA
USD
38408.90000000
0.006083571529
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
5.70000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610AR6
40000.00000000
PA
USD
37333.04000000
0.005913166460
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
2.85000000
N
N
N
N
N
N
MOTOROLA SOLUTIONS, INC.
6S552MUG6KGJVEBSEC55
MOTOROLA SOLUTIONS INC
620076BF5
100000.00000000
PA
USD
99364.98000000
0.015738382597
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.00000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BU9
100000.00000000
PA
USD
90307.60000000
0.014303787514
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
5.50000000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
N/A
20000.00000000
PA
22283.16000000
0.003529421508
Long
DBT
CORP
NL
N
2
2029-04-13
Fixed
2.25000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KBB1
500000.00000000
PA
USD
485368.79000000
0.076877383943
Long
DBT
CORP
US
N
2
2025-06-02
Fixed
3.45000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
897450000.00000000
PA
5625651.05000000
0.891044798542
Long
DBT
NUSS
JP
N
2
2028-09-20
Fixed
0.10000000
N
N
N
N
N
N
Allianz Finance II B.V.
529900C9NVPTCPDI1D65
ALLIANZ FINANCE II BV
N/A
2000000.00000000
PA
2083679.95000000
0.330033300105
Long
DBT
CORP
NL
N
2
2025-01-14
None
0.00000000
N
N
N
N
N
N
CHUBB INA HOLDINGS LLC
CZCBJZWDMLTHWJDXU843
CHUBB INA HOLDINGS INC
171239AE6
705000.00000000
PA
736895.85000000
0.116716662369
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.30000000
N
N
N
N
N
N
GATX CORPORATION
549300IHYHCQP2PIR591
GATX CORP
361448BM4
65000.00000000
PA
USD
64993.84000000
0.010294350387
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
6.05000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
23689899.00000000
OU
Contract Amount
USD
151139.24000000
0.023938888576
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
23689899.00000000
EUR
25546597.20000000
USD
2024-07-01
151139.24000000
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS FINANCE TRUST
N/A
400000.00000000
PA
380061.38000000
0.060197782046
Long
DBT
CORP
CA
Y
2
2032-05-03
Fixed
1.85000000
N
N
N
N
N
N
FMG RESOURCES (AUGUST 2006) PTY LTD
549300EFD6S2NFE9D745
FMG RESOURCES AUGUST 2006 PTY LTD
30251GBC0
100000.00000000
PA
USD
88044.32000000
0.013945307428
Long
DBT
CORP
AU
Y
2
2031-04-01
Fixed
4.37500000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC
00774MAZ8
1040000.00000000
PA
USD
783734.00000000
0.124135339702
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
N/A
100000.00000000
PA
89547.69000000
0.014183425649
Long
DBT
CORP
FR
N
2
2030-01-17
Fixed
0.75000000
N
N
N
N
N
N
Investor Aktiebolag
549300VEBQPHRZBKUX38
INVESTOR AB
N/A
600000.00000000
PA
452594.12000000
0.071686216029
Long
DBT
CORP
SE
N
2
2035-10-29
Fixed
0.37500000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058JF1
150000.00000000
PA
USD
150658.50000000
0.023862744345
Long
DBT
US
N
2
2027-08-19
Floating
5.77298000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VAN7
86000.00000000
PA
USD
89647.63000000
0.014199255109
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.37500000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY INC
25746UBD0
65000.00000000
PA
USD
68934.37000000
0.010918489483
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
7.00000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAQ6
280000.00000000
PA
USD
224996.79000000
0.035637158728
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LBE2
100000.00000000
PA
USD
101783.01000000
0.016121373479
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
7.00000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
124857AF0
100000.00000000
PA
USD
81598.70000000
0.012924388049
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.90000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
5543567.00000000
OU
Contract Amount
USD
-38021.48000000
-0.00602220821
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
5543567.00000000
GBP
6903932.84000000
USD
2024-05-17
-38021.48000000
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
76000000.00000000
PA
468102.82000000
0.074142633312
Long
DBT
NUSS
JP
N
2
2030-12-20
Fixed
0.10000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
11717314.00000000
OU
Contract Amount
USD
42162.00000000
0.006678023656
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
11717314.00000000
CAD
8583268.96000000
USD
2024-07-24
42162.00000000
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0EE4
400000.00000000
PA
USD
398489.97000000
0.063116679631
Long
DBT
US
N
2
2024-07-01
Fixed
3.25000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAY9
60000.00000000
PA
USD
57859.55000000
0.009164352821
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
VENTAS REALTY, LIMITED PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAE7
438000.00000000
PA
USD
430062.78000000
0.068117485382
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XCD6
100000.00000000
PA
USD
98811.53000000
0.015650721856
Long
DBT
CORP
US
N
2
2024-11-07
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEF7
1500000.00000000
PA
1512662.94000000
0.239590126130
Long
DBT
CORP
US
N
2
2036-10-27
Fixed
3.37500000
N
N
N
N
N
N
HESS CORPORATION
UASVRYNXNK17ULIGK870
HESS CORP
42809HAF4
100000.00000000
PA
USD
99480.85000000
0.015756735204
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.50000000
N
N
N
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639AP1
100000.00000000
PA
USD
89615.30000000
0.014194134372
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.87500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBE2
222000.00000000
PA
USD
216796.86000000
0.034338374834
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC
867229AE6
720000.00000000
PA
USD
738321.75000000
0.116942510145
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
45828RAA3
50000.00000000
PA
USD
49962.54000000
0.007913548315
Long
DBT
US
N
2
2028-10-05
Floating
5.68064000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VAM5
250000.00000000
PA
USD
289245.58000000
0.045813500921
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
7.55000000
N
N
N
N
N
N
VENTAS REALTY, LIMITED PARTNERSHIP
32SXKSJ72K64GM3HOU64
VENTAS REALTY LP
92277GAT4
300000.00000000
PA
USD
293117.57000000
0.046426783991
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.65000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023BH7
28000.00000000
PA
USD
27604.66000000
0.004372291933
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.85000000
N
N
N
N
N
N
THE SHERWIN-WILLIAMS COMPANY
Z15BMIOX8DDH0X2OBP21
SHERWIN WILLIAMS CO THE
824348AV8
200000.00000000
PA
USD
199498.84000000
0.031598547815
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.12500000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CJD4
5000000.00000000
PA
USD
5005786.95000000
0.792864751966
Long
DBT
UST
US
N
2
2025-10-31
Floating
5.49060891
N
N
N
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
36186CBY8
1417000.00000000
PA
USD
1534145.66000000
0.242992766241
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance S.A.
254900OM17Q9YNDIUG82
CK HUTCHISON GROUP TELECOM FINANCE SA
N/A
200000.00000000
PA
179766.69000000
0.028473179842
Long
DBT
CORP
LU
N
2
2031-10-17
Fixed
1.50000000
N
N
N
N
N
N
CAISSE DES DEPOTS ET CONSIGNATIONS
969500Q2PFTTP0Y5QL44
CAISSE DES DEPOTS ET CONSIGNATIONS
N/A
100000.00000000
PA
122159.45000000
0.019348790308
Long
DBT
FR
N
2
2024-12-16
Fixed
1.12500000
N
N
N
N
N
N
CVS HEALTH CORPORATION
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CY4
751000.00000000
PA
USD
661243.53000000
0.104734119258
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
OVINTIV INC.
2549003MEX7YMKLGI239
OVINTIV INC
012873AK1
100000.00000000
PA
USD
106897.55000000
0.016931463586
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
7.37500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824BN9
150000.00000000
PA
USD
137518.23000000
0.021781461817
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023BA2
1074000.00000000
PA
USD
987817.53000000
0.156460054879
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
5.87500000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HAD1
1266000.00000000
PA
USD
1269470.75000000
0.201071004695
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.20000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
925524AH3
700000.00000000
PA
USD
722582.83000000
0.114449628401
Long
DBT
CORP
US
N
2
2030-07-30
Fixed
7.87500000
N
N
N
N
N
N
HUNTINGTON BANCSHARES INCORPORATED
549300XTVCVV9I7B5T19
HUNTINGTON BANCSHARES INC OH
446150AQ7
300000.00000000
PA
USD
297448.38000000
0.047112739392
Long
DBT
CORP
US
N
2
2024-08-06
Fixed
2.62500000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AL4
1450000.00000000
PA
USD
1188185.43000000
0.188196252788
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
VONTIER CORPORATION
549300VVSQLG4P5K4639
VONTIER CORP
928881AF8
655000.00000000
PA
USD
536194.07000000
0.084927581329
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.95000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
DEVON ENERGY CORP
25179MAN3
1503000.00000000
PA
USD
1250148.27000000
0.198010524202
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.75000000
N
N
N
N
N
N
MICRON TECHNOLOGY, INC.
B3DXGBC8GAIYWI2Z0172
MICRON TECHNOLOGY INC
595112BT9
65000.00000000
PA
USD
46130.65000000
0.007306616668
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
TRIMBLE INC.
549300E2MI7NSZFQWS19
TRIMBLE INC
896239AA8
450000.00000000
PA
USD
446667.04000000
0.070747428010
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.75000000
N
N
N
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBH0
600000.00000000
PA
USD
597893.01000000
0.094700053720
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.07900000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA PLC
78081BAL7
1873000.00000000
PA
USD
1319950.34000000
0.209066448369
Long
DBT
CORP
GB
N
2
2040-09-02
Fixed
3.30000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC
65480CAF2
586000.00000000
PA
USD
601613.83000000
0.095289393029
Long
DBT
CORP
US
Y
2
2028-09-15
Fixed
7.05000000
N
N
N
N
N
N
VOLKSWAGEN FINANCIAL SERVICES NV
N/A
VOLKSWAGEN FINANCIAL SERVICES NV
ZQ7826998
200000.00000000
PA
245625.63000000
0.038904553100
Long
DBT
CORP
NL
N
2
2024-12-03
Fixed
1.87500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F012650
10344000.00000000
PA
USD
7410600.90000000
1.173762348096
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
1.50000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBL4
90000.00000000
PA
USD
74567.86000000
0.011810775890
Long
DBT
CORP
US
Y
2
2034-04-15
Fixed
3.46900000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172AU3
150000.00000000
PA
USD
114721.44000000
0.018170686643
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBM4
1480000.00000000
PA
USD
1036417.55000000
0.164157794153
Long
DBT
CORP
US
N
2
2041-02-04
Fixed
3.40000000
N
N
N
N
N
N
VOLKSWAGEN FINANCIAL SERVICES AKTIENGESELLSCHAFT
529900USFSZYPS075O24
VOLKSWAGEN FINANCIAL SERVICES AG
N/A
90000.00000000
PA
78988.63000000
0.012510980023
Long
DBT
CORP
DE
N
2
2030-02-12
Fixed
0.37500000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172BD0
98000.00000000
PA
USD
85150.80000000
0.013487003860
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
NISOURCE INC.
549300D8GOWWH0SJB189
NISOURCE INC
65473QAX1
100000.00000000
PA
USD
98144.63000000
0.015545091810
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.95000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBZ7
170000.00000000
PA
USD
168949.14000000
0.026759792080
Long
DBT
CORP
US
N
2
2034-02-20
Fixed
6.00000000
N
N
N
N
N
N
INTERSTATE POWER AND LIGHT COMPANY
EF9UQIIO4KY2BWOK3P26
INTERSTATE POWER AND LIGHT CO
461070AL8
300000.00000000
PA
USD
295952.21000000
0.046875761577
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC
25470DAD1
482000.00000000
PA
USD
456638.57000000
0.072326814975
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
6.35000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CFA4
156000.00000000
PA
USD
155061.56000000
0.024560143397
Long
DBT
UST
US
N
2
2024-07-31
Fixed
3.00000000
N
N
N
N
N
N
FRESENIUS MEDICAL CARE US FINANCE III, INC.
5299006ZHLMXOOUVTU44
FRESENIUS MEDICAL CARE US FINANCE III INC
35805BAC2
372000.00000000
PA
USD
333935.84000000
0.052891974748
Long
DBT
CORP
US
Y
2
2026-12-01
Fixed
1.87500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550AW6
1199000.00000000
PA
USD
1278137.70000000
0.202443759714
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BQ1
100000.00000000
PA
USD
83587.64000000
0.013239415524
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.40000000
N
N
N
N
N
N
FRANKLIN RESOURCES, INC.
RIFQSET379FOGTEFKS80
FRANKLIN RESOURCES INC
354613AK7
33000.00000000
PA
USD
32194.69000000
0.005099305095
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
2.85000000
N
N
N
N
N
N
THE PROCTER & GAMBLE COMPANY
2572IBTT8CCZW6AU4141
PROCTER GAMBLE CO THE
742718FJ3
50000.00000000
PA
USD
40620.74000000
0.006433904052
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
3.55000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807CE5
553000.00000000
PA
USD
591520.61000000
0.093690731630
Long
DBT
CORP
US
N
2
2040-02-01
Fixed
6.75000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO
927804FR0
36000.00000000
PA
USD
29885.39000000
0.004733535918
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CJU6
10700000.00000000
PA
USD
10723504.26000000
1.698491891533
Long
DBT
UST
US
N
2
2026-01-31
Floating
5.56560891
N
N
N
N
N
N
NIKE, INC.
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AL7
50000.00000000
PA
USD
38294.63000000
0.006065472346
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
COLUMBIA PIPELINES HOLDING COMPANY LLC
N/A
COLUMBIA PIPELINES HOLDING CO LLC
19828AAC1
265000.00000000
PA
USD
254852.71000000
0.040366026904
Long
DBT
CORP
US
Y
2
2034-01-15
Fixed
5.68100000
N
N
N
N
N
N
BOARDWALK PIPELINES, LP
549300W6AQ2GHHCGL606
BOARDWALK PIPELINES LP
096630AK4
400000.00000000
PA
USD
386099.32000000
0.061154129139
Long
DBT
CORP
US
N
2
2034-08-01
Fixed
5.62500000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
5500000.00000000
PA
4147803.21000000
0.656969023282
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.40800000
N
N
N
N
N
N
ATHENE HOLDING LTD.
549300H316CT32FQXI76
ATHENE HOLDING LTD
04686JAG6
1850000.00000000
PA
USD
1802344.46000000
0.285472675427
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.87500000
N
N
N
N
N
N
ZF NORTH AMERICA CAPITAL, INC.
529900JYGMS9CW9IQX78
ZF NORTH AMERICA CAPITAL INC
98877DAD7
430000.00000000
PA
USD
432875.52000000
0.068562994235
Long
DBT
CORP
US
Y
2
2028-04-14
Fixed
6.87500000
N
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBD4
1925000.00000000
PA
USD
1540986.45000000
0.244076276451
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
STANLEY BLACK & DECKER, INC.
549300DJ09SMTO561131
STANLEY BLACK DECKER INC
854502AA9
105000.00000000
PA
USD
95873.71000000
0.015185401627
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
5.20000000
N
N
N
N
N
N
International Development Association
P41R60HC414IWQA1XW02
INTERNATIONAL DEVELOPMENT ASSOCIATION
N/A
4000000.00000000
PA
4877973.53000000
0.772620431431
Long
DBT
US
N
2
2024-12-12
Fixed
0.75000000
N
N
N
N
N
N
SVENSK EXPORTKREDIT AB
N/A
SVENSK EXPORTKREDIT AB
ZI5147692
150000.00000000
PA
161739.47000000
0.025617855103
Long
DBT
CORP
SE
N
2
2030-08-30
Fixed
3.37500000
N
N
N
N
N
N
GEORGIA POWER COMPANY
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER CO
373334KK6
100000.00000000
PA
USD
98692.48000000
0.015631865570
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
VALERO ENERGY CORPORATION
549300XTO5VR8SKV1V74
VALERO ENERGY CORP
91913YAL4
1420000.00000000
PA
USD
1499335.39000000
0.237479180392
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.62500000
N
N
N
N
N
N
Valtioneuvosto
743700M6Y2OQRVSBRD14
FINLAND GOVERNMENT BOND
N/A
160000.00000000
PA
142382.09000000
0.022551846812
Long
DBT
NUSS
FI
Y
2
2030-09-15
None
0.00000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
85771PAL6
50000.00000000
PA
USD
40375.42000000
0.006395047908
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBE0
122000.00000000
PA
USD
105780.13000000
0.016754475844
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.65000000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES, L.P.
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PROPERTIES LP
22003BAM8
1204000.00000000
PA
USD
967236.17000000
0.153200180846
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.75000000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INTERNATIONAL FINANCE
N/A
40000.00000000
PA
57776.54000000
0.009151204898
Long
DBT
CORP
NL
N
2
2028-11-27
Fixed
8.87500000
N
N
N
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO THE
959802AM1
115000.00000000
PA
USD
111384.63000000
0.017642170535
Long
DBT
CORP
US
N
2
2040-06-21
Fixed
6.20000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370DB3
222000.00000000
PA
USD
217764.81000000
0.034491688078
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
COSTCO WHOLESALE CORPORATION
29DX7H14B9S6O3FD6V18
COSTCO WHOLESALE CORP
22160KAL9
1750000.00000000
PA
USD
1747350.05000000
0.276762131075
Long
DBT
CORP
US
N
2
2024-05-18
Fixed
2.75000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
054989AC2
879000.00000000
PA
USD
910640.66000000
0.144236038855
Long
DBT
CORP
US
N
2
2043-08-02
Fixed
7.07900000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC.
J5OIVXX3P24RJRW5CK77
BAXTER INTERNATIONAL INC
071813CH0
100000.00000000
PA
USD
97441.44000000
0.015433713805
Long
DBT
CORP
US
N
2
2024-11-29
Fixed
1.32200000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
912828WJ5
190000.00000000
PA
USD
189784.51000000
0.030059898663
Long
DBT
UST
US
N
2
2024-05-15
Fixed
2.50000000
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGK4
1050000.00000000
PA
USD
781738.62000000
0.123819292199
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
Suncor Energy Inc.
549300W70ZOQDVLCHY06
SUNCOR ENERGY INC
71644EAJ1
2313000.00000000
PA
USD
2427003.31000000
0.384412160690
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
6.80000000
N
N
N
N
N
N
LAZARD GROUP LLC
FI94J2CJ1D7BIGVMS874
LAZARD GROUP LLC
52107QAL9
300000.00000000
PA
USD
299706.99000000
0.047470479799
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
6.00000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1975338993.00000000
OU
Contract Amount
USD
224112.25000000
0.035497056763
N/A
DFE
US
N
2
RBC DOMINION SECURITIES
N/A
1975338993.00000000
JPY
12819112.69000000
USD
2024-05-23
224112.25000000
N
N
N
CSX Corporation
549300JVQR4N1MMP3Q88
CSX CORP
126408GW7
1161000.00000000
PA
USD
1032200.33000000
0.163489830230
Long
DBT
CORP
US
N
2
2042-05-30
Fixed
4.75000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135CE4
53000.00000000
PA
USD
51772.21000000
0.008200181280
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
N/A
50000.00000000
PA
62700.00000000
0.009931029914
Long
DBT
CORP
US
N
2
2026-05-21
Fixed
5.15000000
N
N
N
N
N
N
Koninkrijk der Nederlanden
254900G14ALGVKORFN62
NETHERLANDS GOVERNMENT BOND
N/A
160000.00000000
PA
144500.07000000
0.022887312884
Long
DBT
NUSS
NL
Y
2
2030-07-15
None
0.00000000
N
N
N
N
N
N
SABRA HEALTH CARE LIMITED PARTNERSHIP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP
14162VAB2
217000.00000000
PA
USD
212302.49000000
0.033626513225
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
5.12500000
N
N
N
N
N
N
HSBC USA INC.
549300LBOHZ4QSIWU288
HSBC USA INC
40428HTA0
500000.00000000
PA
USD
499313.23000000
0.079086038661
Long
DBT
CORP
US
N
2
2024-05-24
Fixed
3.75000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
N/A
148000.00000000
PA
127395.87000000
0.020178184944
Long
DBT
CORP
US
N
2
2032-06-26
Fixed
0.83500000
N
N
N
N
N
N
GATX CORPORATION
549300IHYHCQP2PIR591
GATX CORP
361448BN2
100000.00000000
PA
USD
105966.44000000
0.016783985416
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.90000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F020653
8639000.00000000
PA
USD
6519824.36000000
1.032672579894
Long
ABS-MBS
USGSE
US
N
2
2053-05-25
Fixed
2.00000000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES, L.P.
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PROPERTIES LP
22003BAN6
350000.00000000
PA
USD
291495.64000000
0.046169887095
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.00000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058KD4
100000.00000000
PA
USD
99516.00000000
0.015762302599
Long
DBT
US
N
2
2028-11-22
Floating
5.63230000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS, LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP
26885BAC4
40000.00000000
PA
USD
38962.77000000
0.006171298794
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
5.50000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
N/A
200000.00000000
PA
242157.19000000
0.038355188166
Long
DBT
CORP
NL
N
2
2025-02-20
Fixed
1.00000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459058KN2
50000.00000000
PA
USD
50114.03000000
0.007937542760
Long
DBT
US
N
2
2027-01-12
Floating
5.77040000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LBA0
100000.00000000
PA
USD
91825.18000000
0.014544156451
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.15000000
N
N
N
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC
00751YAE6
407000.00000000
PA
USD
363365.62000000
0.057553346766
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.90000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LBC6
365000.00000000
PA
USD
298201.99000000
0.047232103403
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
3.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COMPANIES, INC.
549300XMP3KDCKJXIU47
MARSH MCLENNAN COS INC
571748AV4
965000.00000000
PA
USD
962929.39000000
0.152518031548
Long
DBT
CORP
US
N
2
2024-06-03
Fixed
3.50000000
N
N
N
N
N
N
Deutsche Bank AG (New York Branch)
N/A
DEUTSCHE BANK AG NEW YORK NY
251526BY4
250000.00000000
PA
USD
249570.39000000
0.039529362184
Long
DBT
CORP
US
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0EC8
100000.00000000
PA
USD
99411.00000000
0.015745671688
Long
DBT
US
N
2
2029-02-15
Floating
5.64440000
N
N
N
N
N
N
CK Hutchison Group Telecom Finance S.A.
254900OM17Q9YNDIUG82
CK HUTCHISON GROUP TELECOM FINANCE SA
N/A
900000.00000000
PA
800755.79000000
0.126831414753
Long
DBT
CORP
LU
N
2
2034-10-17
Fixed
2.62500000
N
N
N
N
N
N
OP Yrityspankki Oyj
549300NQ588N7RWKBP98
OP CORPORATE BANK PLC
N/A
418000.00000000
PA
444799.95000000
0.070451700312
Long
DBT
CORP
FI
N
2
2024-06-19
Fixed
0.37500000
N
N
N
N
N
N
AVNET, INC.
XJI53DCPL7QABOWK4Z75
AVNET INC
053807AV5
500000.00000000
PA
USD
469768.14000000
0.074406402734
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
5.50000000
N
N
N
N
N
N
AMAZON.COM, INC.
ZXTILKJKG63JELOEG630
AMAZON COM INC
023135CA2
4159000.00000000
PA
USD
2995342.45000000
0.474431187822
Long
DBT
CORP
US
N
2
2041-05-12
Fixed
2.87500000
N
N
N
N
N
N
FMG RESOURCES (AUGUST 2006) PTY LTD
549300EFD6S2NFE9D745
FMG RESOURCES AUGUST 2006 PTY LTD
30251GBE6
1285000.00000000
PA
USD
1244259.34000000
0.197077778747
Long
DBT
CORP
AU
Y
2
2032-04-15
Fixed
6.12500000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTH
N/A
1730000.00000000
PA
1047080.86000000
0.165846751898
Long
DBT
AU
N
2
2038-05-24
Fixed
4.75000000
N
N
N
N
N
N
AMERIPRISE FINANCIAL, INC.
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINANCIAL INC
03076CAG1
86000.00000000
PA
USD
85278.72000000
0.013507265062
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
3.70000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY INC.
5493000C01ZX7D35SD85
BERKSHIRE HATHAWAY INC
084670BK3
50000.00000000
PA
USD
45545.33000000
0.007213908049
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
715450000.00000000
PA
4347802.81000000
0.688646886290
Long
DBT
NUSS
JP
N
2
2032-09-20
Fixed
0.20000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAT6
375000.00000000
PA
USD
320512.64000000
0.050765879042
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
5.15000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EH2
700000.00000000
PA
USD
682047.44000000
0.108029242903
Long
DBT
CORP
AU
N
2
2025-02-19
Fixed
2.35000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBT1
2537000.00000000
PA
USD
1836303.86000000
0.290851492290
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73400000
N
N
N
N
N
N
Reino de Espana
9598007A56S18711AH60
SPAIN GOVERNMENT BOND
N/A
1500000.00000000
PA
1644622.18000000
0.260491101568
Long
DBT
NUSS
ES
Y
2
2039-07-30
Fixed
3.90000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
3000000.00000000
PA
3241147.10000000
0.513364095834
Long
DBT
BE
N
2
2038-10-04
Fixed
3.37500000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAM5
1250000.00000000
PA
USD
1193076.26000000
0.188970909551
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.50000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL, INC.
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAQ2
72000.00000000
PA
USD
71992.73000000
0.011402901998
Long
DBT
CORP
US
Y
2
2033-09-15
Fixed
6.05000000
N
N
N
N
N
N
Western Australian Treasury Corporation
213800FKHP5ME5Y3CF47
WESTERN AUSTRALIAN TREASURY CORP
N/A
92000.00000000
PA
44721.40000000
0.007083406080
Long
DBT
AU
N
2
2034-10-24
Fixed
2.00000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
N/A
500000.00000000
PA
642974.84000000
0.101840548175
Long
DBT
CORP
IT
N
2
2033-05-31
Fixed
6.62500000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBD6
1491000.00000000
PA
USD
1223899.11000000
0.193852929414
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
METLIFE, INC.
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RAY4
1050000.00000000
PA
USD
1051720.20000000
0.166581575252
Long
DBT
CORP
US
N
2
2041-02-06
Fixed
5.87500000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
4830000.00000000
PA
2365031.80000000
0.374596516038
Long
DBT
AU
N
2
2034-11-20
Fixed
2.25000000
N
N
N
N
N
N
BELFIUS BANQUE SA
A5GWLFH3KM7YV2SFQL84
BELFIUS BANK SA
N/A
100000.00000000
PA
108564.95000000
0.017195562458
Long
DBT
CORP
BE
N
2
2029-09-12
Fixed
4.12500000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
45950KCQ1
3800000.00000000
PA
2728830.66000000
0.432218483529
Long
DBT
US
N
2
2024-09-13
Fixed
1.37500000
N
N
N
N
N
N
HEWLETT PACKARD ENTERPRISE COMPANY
549300BX44RGX6ANDV88
HEWLETT PACKARD ENTERPRISE CO
42824CBL2
100000.00000000
PA
USD
100028.85000000
0.015843532722
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
AUSTRALIAN DOLLAR
N/A
AUSTRALIAN DOLLAR
N/A
-1187430.00000000
OU
Contract Amount
-8561.69000000
-0.00135608292
N/A
DFE
AU
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
780167.75000000
USD
1187430.00000000
AUD
2024-05-24
-8561.69000000
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1046877382.00000000
OU
Contract Amount
USD
133634.48000000
0.021166316085
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
1046877382.00000000
JPY
6802229.79000000
USD
2024-05-17
133634.48000000
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582BE1
167000.00000000
PA
USD
150123.46000000
0.023777999556
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
East Japan Railway Company
353800SENYJ2DSM6PS44
EAST JAPAN RAILWAY CO
N/A
50000.00000000
PA
60980.45000000
0.009658671023
Long
DBT
CORP
JP
N
2
2031-12-08
Fixed
4.75000000
N
N
N
N
N
N
JACKSON FINANCIAL INC.
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC
46817MAL1
300000.00000000
PA
USD
245769.71000000
0.038927373878
Long
DBT
CORP
US
N
2
2031-11-23
Fixed
3.12500000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BT5
2450000.00000000
PA
USD
2353833.92000000
0.372822887948
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.85200000
N
N
N
N
N
N
New Zealand
549300237GPHG2AI7C34
NEW ZEALAND GOVERNMENT BOND
N/A
100000.00000000
PA
59070.36000000
0.009356132571
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.50000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN
81180WAN1
240000.00000000
PA
USD
227568.60000000
0.036044506767
Long
DBT
CORP
KY
N
2
2034-12-01
Fixed
5.75000000
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAQ4
167000.00000000
PA
USD
167000.00000000
0.026451068513
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
4.12500000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
500000.00000000
PA
539974.12000000
0.085526302057
Long
DBT
NUSS
IT
Y
2
2035-04-30
Fixed
4.00000000
N
N
N
N
N
N
BLACK HILLS CORPORATION
3MGELCRSTNSAMJ962671
BLACK HILLS CORP
092113AW9
993000.00000000
PA
USD
990871.26000000
0.156943734049
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
6.15000000
N
N
N
N
N
N
European Financial Stability Facility SA
222100OW6UHQXNHKN143
EUROPEAN FINANCIAL STABILITY FACILITY
N/A
7050000.00000000
PA
7625304.36000000
1.207769150075
Long
DBT
LU
N
2
2038-08-30
Fixed
3.37500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORPORATION
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
N/A
412000.00000000
PA
384413.80000000
0.060887160247
Long
DBT
CORP
US
N
2
2034-03-18
Fixed
2.00000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
887050000.00000000
PA
5754762.59000000
0.911494727826
Long
DBT
NUSS
JP
N
2
2035-09-20
Fixed
1.20000000
N
N
N
N
N
N
ONEOK, INC.
2T3D6M0JSY48PSZI1Q41
ONEOK INC
682680AX1
100000.00000000
PA
USD
98940.21000000
0.015671103433
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP, INC.
2138004JDDA4ZQUPFW65
CITIZENS FINANCIAL GROUP INC
174610AT2
941000.00000000
PA
USD
807046.98000000
0.127827874021
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
3.25000000
N
N
N
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBQ2
407000.00000000
PA
USD
391491.31000000
0.062008164450
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
4.75000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
435050000.00000000
PA
2895716.46000000
0.458651463946
Long
DBT
NUSS
JP
N
2
2034-09-20
Fixed
1.40000000
N
N
N
N
N
N
Hasbro, Inc.
549300NUB6D2R1ITYR45
HASBRO INC
418056AS6
1895000.00000000
PA
USD
1886982.41000000
0.298878449165
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.35000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
15074147.00000000
OU
Contract Amount
USD
70532.19000000
0.011171567605
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
15074147.00000000
CAD
11058935.17000000
USD
2024-07-26
70532.19000000
N
N
N
ASHLAND LLC
6O4MRU8C1MS0K34UQF79
ASHLAND INC
04433LAA0
100000.00000000
PA
USD
82943.81000000
0.013137439527
Long
DBT
CORP
US
Y
2
2031-09-01
Fixed
3.37500000
N
N
N
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
370425RZ5
468000.00000000
PA
USD
504324.99000000
0.079879849482
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
Ontario Teachers' Finance Trust
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS FINANCE TRUST
N/A
100000.00000000
PA
106635.59000000
0.016889971838
Long
DBT
CORP
CA
N
2
2029-10-05
Fixed
3.30000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAX1
438000.00000000
PA
USD
437150.92000000
0.069240173267
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
4.20000000
N
N
N
N
N
N
VOLKSWAGEN FINANCIAL SERVICES AG
N/A
VOLKSWAGEN FINANCIAL SERVICES AG
BH4497377
86000.00000000
PA
91303.10000000
0.014461464392
Long
DBT
CORP
DE
N
2
2025-04-06
Fixed
3.00000000
N
N
N
N
N
N
BMW Finance N.V.
5299006ZHG3IXU0PNJ56
BMW FINANCE NV
N/A
90000.00000000
PA
96014.76000000
0.015207742485
Long
DBT
CORP
NL
N
2
2030-07-22
Fixed
3.25000000
N
N
N
N
N
N
CNA FINANCIAL CORPORATION
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP
126117AX8
95000.00000000
PA
USD
93040.30000000
0.014736618861
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.50000000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
N/A
300000.00000000
PA
197124.44000000
0.031222467473
Long
DBT
CORP
GB
N
2
2028-08-23
Fixed
5.89900000
N
N
N
N
N
N
ONEOK PARTNERS, L.P.
T4DHW82NMF6BXJT50795
ONEOK PARTNERS LP
68268NAD5
200000.00000000
PA
USD
209976.96000000
0.033258173384
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.85000000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAF7
858000.00000000
PA
USD
836405.63000000
0.132477979785
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
HOST HOTELS & RESORTS, L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS RESORTS LP
44107TAV8
100000.00000000
PA
USD
97794.53000000
0.015489639600
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
4.00000000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC
00774MAY1
470000.00000000
PA
USD
382660.78000000
0.060609500055
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
CNO FINANCIAL GROUP, INC.
11XPYHB76MPM4Y4P2897
CNO FINANCIAL GROUP INC
12621EAL7
200000.00000000
PA
USD
192270.04000000
0.030453580845
Long
DBT
CORP
US
N
2
2029-05-30
Fixed
5.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CA6
200000.00000000
PA
USD
211938.98000000
0.033568937009
Long
DBT
CORP
US
N
2
2031-07-16
Fixed
7.45000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HAX7
273000.00000000
PA
USD
239392.54000000
0.037917296270
Long
DBT
CORP
CA
N
2
2038-05-15
Fixed
4.75000000
N
N
N
N
N
N
Telefonica Europe B.V.
7245007FZS0M65WUGP67
TELEFONICA EUROPE BV
N/A
50000.00000000
PA
62109.00000000
0.009837421642
Long
DBT
CORP
NL
N
2
2033-02-14
Fixed
5.87500000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DW4
100000.00000000
PA
USD
103380.13000000
0.016374340727
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.25000000
N
N
N
N
N
N
MARATHON PETROLEUM CORPORATION
3BNYRYQHD39K4LCKQF12
MARATHON PETROLEUM CORP
56585AAF9
2539000.00000000
PA
USD
2633355.54000000
0.417096214424
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
EURO
N/A
EURO
N/A
-1306837.00000000
OU
Contract Amount
2730.19000000
0.000432433788
N/A
DFE
N/A
N
2
STATE STREET
549300ZFEEJ2IP5VME73
1399260.69000000
USD
1306837.00000000
EUR
2024-07-16
2730.19000000
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H040657
1402000.00000000
PA
USD
1270382.69000000
0.201215446536
Long
ABS-MBS
USGA
US
N
2
2054-05-20
Fixed
4.00000000
N
N
N
N
N
N
CARRIER GLOBAL CORPORATION
549300JE3W6CWY2NAN77
CARRIER GLOBAL CORP
14448CAN4
100000.00000000
PA
USD
97289.14000000
0.015409591064
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
VBHFXSYT7OG62HNT8T76
BANQUE FEDERATIVE DU CREDIT MUTUEL SA
N/A
600000.00000000
PA
630396.80000000
0.099848317050
Long
DBT
CORP
FR
N
2
2025-01-14
Fixed
1.25000000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION
459056HV2
649000.00000000
PA
USD
640707.93000000
0.101481493135
Long
DBT
US
N
2
2024-08-28
Fixed
1.50000000
N
N
N
N
N
N
NESTLE HOLDINGS, INC.
549300EAEU8YV8MQXP30
NESTLE HOLDINGS INC
N/A
3400000.00000000
PA
4322384.58000000
0.684620902199
Long
DBT
CORP
US
N
2
2032-09-21
Fixed
5.12500000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES GROUP LLC
47233JBH0
181000.00000000
PA
USD
164467.33000000
0.026049919844
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.15000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
19516799.00000000
OU
Contract Amount
USD
-18257.27000000
-0.00289176227
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
19516799.00000000
GBP
24431306.59000000
USD
2024-07-24
-18257.27000000
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAN9
1450000.00000000
PA
USD
1463194.90000000
0.231754901488
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
7.12500000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES GROUP LLC
472319AE2
70000.00000000
PA
USD
71244.54000000
0.011284396459
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.45000000
N
N
N
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC
92556VAE6
664000.00000000
PA
USD
468985.28000000
0.074282405826
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
ILE-DE-FRANCE MOBILITES
969500A5KNK9VZQKNQ79
ILE DE FRANCE MOBILITES
N/A
1300000.00000000
PA
1112020.36000000
0.176132495393
Long
DBT
FR
N
2
2034-05-25
Fixed
1.00000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
100000.00000000
OU
Contract Amount
USD
146.60000000
0.000023219920
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
100000.00000000
NZD
59321.19000000
USD
2024-05-24
146.60000000
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523AJ9
76000.00000000
PA
USD
68034.81000000
0.010776008506
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
OVINTIV INC.
2549003MEX7YMKLGI239
OVINTIV INC
292505AG9
450000.00000000
PA
USD
451258.94000000
0.071474737360
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.50000000
N
N
N
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211KAK6
1795000.00000000
PA
USD
1806898.77000000
0.286194030911
Long
DBT
CORP
US
Y
2
2033-07-15
Fixed
6.87500000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBC7
578000.00000000
PA
USD
482876.29000000
0.076482597786
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.90000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
3100000.00000000
PA
1928445.31000000
0.305445742630
Long
DBT
AU
N
2
2035-02-20
Fixed
4.75000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BD7
317000.00000000
PA
USD
319515.05000000
0.050607871129
Long
DBT
CORP
US
N
2
2039-09-01
Fixed
6.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS, LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUNICATIONS LLC
25470DAG4
200000.00000000
PA
USD
150699.75000000
0.023869277917
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.95000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBJ9
800000.00000000
PA
USD
594400.02000000
0.094146800320
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023AX3
250000.00000000
PA
USD
253284.28000000
0.040117603854
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.87500000
N
N
N
N
N
N
BASF SE
N/A
BASF SE
AM0203704
80000.00000000
PA
97215.28000000
0.015397892406
Long
DBT
CORP
DE
N
2
2025-03-11
Fixed
1.75000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE HOLDINGS, INC.
549300WCR5QBFH98VZ75
FIDELITY GUARANTY LIFE HOLDINGS INC
315786AC7
250000.00000000
PA
USD
247605.00000000
0.039218064786
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAJ8
150000.00000000
PA
USD
165391.59000000
0.026196313045
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.50000000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORPORATION
QKL54NQY28TCDAI75F60
INTERNATIONAL FINANCE CORP
N/A
1000000.00000000
PA
577662.34000000
0.091495725347
Long
DBT
US
N
2
2033-08-26
Fixed
3.63500000
N
N
N
N
N
N
AETNA INC.
549300QKBENKLBXQ8968
AETNA INC
00817YAM0
133000.00000000
PA
USD
102693.66000000
0.016265610997
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.12500000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KAE6
714000.00000000
PA
USD
700822.67000000
0.111003044670
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.50000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F022659
19877000.00000000
PA
USD
15723819.32000000
2.490489952857
Long
ABS-MBS
USGSE
US
N
2
2053-05-25
Fixed
2.50000000
N
N
N
N
N
N
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
JAPAN GOVERNMENT TWENTY YEAR BOND
ZJ7865307
989000000.00000000
PA
5770784.99000000
0.914032509863
Long
DBT
CORP
JP
N
2
2043-06-20
Fixed
1.10000000
N
N
N
N
N
N
ARROW ELECTRONICS, INC.
549300YNNLBXT8N8R512
ARROW ELECTRONICS INC
042735BG4
26000.00000000
PA
USD
25758.12000000
0.004079819143
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.25000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172CM9
186000.00000000
PA
131802.39000000
0.020876132024
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
1.45000000
N
N
N
N
N
N
REALTY INCOME CORPORATION
549300CUWDAUZSH43859
REALTY INCOME CORP
756109BV5
285000.00000000
PA
323748.03000000
0.051278331273
Long
DBT
CORP
US
N
2
2034-07-06
Fixed
5.12500000
N
N
N
N
N
N
LAS VEGAS SANDS CORP.
549300DUOO1KXOHPM605
LAS VEGAS SANDS CORP
517834AG2
300000.00000000
PA
USD
297109.25000000
0.047059024717
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
IRELAND GOVERNMENT BOND
N/A
IRELAND GOVERNMENT BOND
BJ9474542
160000.00000000
PA
144775.51000000
0.022930939725
Long
DBT
CORP
IE
N
2
2030-10-18
Fixed
0.20000000
N
N
N
N
N
N
DELL INTERNATIONAL L.L.C.
254900ZARLSVK41DKO78
DELL INTERNATIONAL LLC EMC CORP
24703DBF7
100000.00000000
PA
USD
71302.74000000
0.011293614736
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
WALMART INC
N/A
WALMART INC
N/A
1104000.00000000
PA
1348917.36000000
0.213654524002
Long
DBT
CORP
US
N
2
2039-01-19
Fixed
4.87500000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group, Inc.
353800V2V8PUY9TK3E06
MITSUBISHI UFJ FINANCIAL GROUP INC
606822BJ2
750000.00000000
PA
USD
745396.02000000
0.118063001165
Long
DBT
CORP
JP
N
2
2024-07-18
Fixed
2.80100000
N
N
N
N
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP DE
117043AT6
1222000.00000000
PA
USD
949972.57000000
0.150465805598
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
2.40000000
N
N
N
N
N
N
BROADCOM INC.
549300WV6GIDOZJTV909
BROADCOM INC
11135FBQ3
440000.00000000
PA
USD
337389.24000000
0.053438957502
Long
DBT
CORP
US
Y
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
COPT DEFENSE PROPERTIES, L.P.
H0TWO5VRNEP6CQAWPX27
CORPORATE OFFICE PROPERTIES LP
22003BAP1
350000.00000000
PA
USD
266332.78000000
0.042184350965
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.90000000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
U S TREASURY NOTE
91282CER8
2600000.00000000
PA
USD
2593710.91000000
0.410816916075
Long
DBT
UST
US
N
2
2024-05-31
Fixed
2.50000000
N
N
N
N
N
BOUYGUES SA
969500MOCLNQFNZN0D63
BOUYGUES SA
N/A
200000.00000000
PA
245523.77000000
0.038888419532
Long
DBT
CORP
FR
N
2
2042-06-30
Fixed
5.37500000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F060659
6293000.00000000
PA
USD
6234495.36000000
0.987479424637
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
6.00000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
2500000.00000000
PA
1324178.95000000
0.209736216350
Long
DBT
AU
N
2
2037-11-20
Fixed
3.50000000
N
N
N
N
N
N
LA BANQUE TORONTO-DOMINION
PT3QB789TSUIDF371261
TORONTO DOMINION BANK THE
N/A
100000.00000000
PA
102217.64000000
0.016190214364
Long
DBT
CORP
CA
N
2
2032-08-03
Fixed
3.12900000
N
N
N
N
N
N
Oesterreichische Kontrollbank Aktiengesellschaft
5299000OVRLMF858L016
OESTERREICHISCHE KONTROLLBANK AG
676167CD9
150000.00000000
PA
USD
147237.05000000
0.023320822139
Long
DBT
AT
N
2
2024-09-16
Fixed
0.50000000
N
N
N
N
N
N
NATIONAL FUEL GAS COMPANY
8JB38FFW1Y3C1HM8E841
NATIONAL FUEL GAS CO
636180BR1
398000.00000000
PA
USD
327195.69000000
0.051824404871
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.95000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC.
549300NOMHGVQBX6S778
GLOBAL PAYMENTS INC
37940XAA0
268000.00000000
PA
USD
261388.79000000
0.041401274209
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807CL9
230000.00000000
PA
USD
198950.25000000
0.031511656847
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
AIRCASTLE LIMITED
549300PNK8AKY3OIKP58
AIRCASTLE LTD
00928QAU5
550000.00000000
PA
USD
490039.75000000
0.077617215578
Long
DBT
CORP
BM
Y
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
CARLISLE COMPANIES INCORPORATED
XR64VGX1ZPX6G7ZN7Z11
CARLISLE COS INC
142339AG5
873000.00000000
PA
USD
860740.81000000
0.136332419986
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.50000000
N
N
N
N
N
N
INTERSTATE POWER AND LIGHT COMPANY
EF9UQIIO4KY2BWOK3P26
INTERSTATE POWER AND LIGHT CO
461070AG9
250000.00000000
PA
USD
252283.08000000
0.039959024154
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
6.25000000
N
N
N
N
N
N
SUN COMMUNITIES OPERATING LIMITED PARTNERSHIP
549300PUNBPJCGT6X741
SUN COMMUNITIES OPERATING LP
866677AE7
200000.00000000
PA
USD
161277.75000000
0.025544723442
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.70000000
N
N
N
N
N
N
NRW.BANK
52990002O5KK6XOGJ020
NRW BANK
N/A
8200000.00000000
PA
8709993.48000000
1.379572660429
Long
DBT
DE
N
2
2024-07-09
Fixed
0.25000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
78387513.00000000
OU
Contract Amount
USD
22396.97000000
0.003547447832
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
78387513.00000000
JPY
520522.43000000
USD
2024-05-01
22396.97000000
N
N
N
DICK'S SPORTING GOODS, INC.
529900SSBV5I4LWSK313
DICK S SPORTING GOODS INC
253393AF9
599000.00000000
PA
USD
494160.76000000
0.078269940835
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.15000000
N
N
N
N
N
N
ITC HOLDINGS CORP.
549300HTO5U9D3SLE207
ITC HOLDINGS CORP
465685AJ4
200000.00000000
PA
USD
199389.95000000
0.031581300768
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.65000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200KK6
140000.00000000
PA
USD
97208.71000000
0.015396851786
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.85000000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT
29874QAY0
100000.00000000
PA
USD
98463.81000000
0.015595646613
Long
DBT
GB
N
2
2024-09-27
Fixed
1.62500000
N
N
N
N
N
N
FMG RESOURCES (AUGUST 2006) PTY LTD
549300EFD6S2NFE9D745
FMG RESOURCES AUGUST 2006 PTY LTD
30251GBD8
535000.00000000
PA
USD
514329.85000000
0.081464515574
Long
DBT
CORP
AU
Y
2
2030-04-15
Fixed
5.87500000
N
N
N
N
N
N
THE MOSAIC COMPANY
2YD5STGSJNMUB7H76907
MOSAIC CO THE
61945CAB9
250000.00000000
PA
USD
214887.75000000
0.034035991604
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.87500000
N
N
N
N
N
N
ALLY FINANCIAL INC.
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC
02005NBH2
41000.00000000
PA
USD
40945.56000000
0.006485352172
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523CJ7
150000.00000000
PA
USD
108406.53000000
0.017170470373
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CO LLC
65480CAB1
174000.00000000
PA
USD
170552.94000000
0.027013817371
Long
DBT
CORP
US
Y
2
2024-09-16
Fixed
1.12500000
N
N
N
N
N
N
AerCap Ireland Capital Designated Activity Company
549300TI38531ODB1G63
AERCAP IRELAND CAPITAL DAC
00774MAX3
395000.00000000
PA
USD
329764.32000000
0.052231249231
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
STORE CAPITAL LLC
254900Z9PIEFQ6AYXK50
STORE CAPITAL CORP
862121AD2
1277000.00000000
PA
USD
987372.11000000
0.156389504969
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
2.70000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL CORPORATION
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAG7
100000.00000000
PA
USD
88526.57000000
0.014021690828
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.00000000
N
N
N
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214ET6
100000.00000000
PA
USD
81798.21000000
0.012955988365
Long
DBT
CORP
AU
N
2
2031-06-03
Fixed
2.15000000
N
N
N
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON GLOBAL LTD
00185AAB0
50000.00000000
PA
USD
39599.15000000
0.006272094788
Long
DBT
CORP
IE
N
2
2042-12-12
Fixed
4.25000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
926000.00000000
PA
USD
791361.61000000
0.125343474042
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
DIGITAL STOUT HOLDING, LLC
549300N335X1857YDM81
DIGITAL STOUT HOLDING LLC
N/A
500000.00000000
PA
622298.19000000
0.098565581194
Long
DBT
CORP
US
N
2
2024-07-19
Fixed
2.75000000
N
N
N
N
N
N
THE MOSAIC COMPANY
2YD5STGSJNMUB7H76907
MOSAIC CO THE
61945CAE3
50000.00000000
PA
USD
46028.75000000
0.007290476765
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.62500000
N
N
N
N
N
N
OCEANEERING INTERNATIONAL, INC.
549300L6PH74701W0R30
OCEANEERING INTERNATIONAL INC
675232AB8
1878000.00000000
PA
USD
1847154.79000000
0.292570167097
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
6.00000000
N
N
N
N
N
N
PHILLIPS 66 COMPANY
RVJMT2IZVVSKIRJJBH76
PHILLIPS 66 CO
718547AB8
100000.00000000
PA
USD
97942.68000000
0.015513105024
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.45000000
N
N
N
N
N
N
Province de Quebec
549300WN65YFEQH74Y36
PROVINCE OF QUEBEC CANADA
N/A
1000000.00000000
PA
870401.93000000
0.137862641225
Long
DBT
CA
N
2
2032-01-25
Fixed
0.50000000
N
N
N
N
N
N
MACQUARIE GROUP LIMITED.
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP LTD
N/A
258000.00000000
PA
242314.15000000
0.038380049002
Long
DBT
CORP
AU
N
2
2029-01-19
Fixed
0.94300000
N
N
N
N
N
N
KINROSS GOLD CORPORATION
549300UEBMAQDN0K0R06
KINROSS GOLD CORP
496902AR8
437000.00000000
PA
USD
444201.17000000
0.070356859769
Long
DBT
CORP
CA
Y
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
664750000.00000000
PA
4133265.24000000
0.654666359567
Long
DBT
NUSS
JP
N
2
2032-12-20
Fixed
0.50000000
N
N
N
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC DELAWARE
17275RAF9
2691000.00000000
PA
USD
2680074.54000000
0.424496019633
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION DEVELOPMENT
29874QEU4
100000.00000000
PA
USD
99492.33000000
0.015758553517
Long
DBT
GB
N
2
2029-02-16
Floating
5.64226000
N
N
N
N
N
N
JACKSON FINANCIAL INC.
213800WXW2KG1N4CO374
JACKSON FINANCIAL INC
46817MAS6
573000.00000000
PA
USD
563855.36000000
0.089308842868
Long
DBT
CORP
US
N
2
2032-06-08
Fixed
5.67000000
N
N
N
N
N
N
BP Capital Markets B.V.
7245003VD7E4T30HJD24
BP CAPITAL MARKETS BV
N/A
900000.00000000
PA
993407.61000000
0.157345465592
Long
DBT
CORP
NL
N
2
2035-05-12
Fixed
4.32300000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAG7
50000.00000000
PA
USD
39867.91000000
0.006314663586
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAH8
238000.00000000
PA
USD
239169.87000000
0.037882027651
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
CF INDUSTRIES, INC.
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC
12527GAD5
909000.00000000
PA
USD
778473.56000000
0.123302140547
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
APPLE INC.
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EE6
50000.00000000
PA
USD
33588.63000000
0.005320090738
Long
DBT
CORP
US
N
2
2041-02-08
Fixed
2.37500000
N
N
N
N
N
N
NATWEST MARKETS PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS PLC
63906YAB4
461000.00000000
PA
USD
454713.64000000
0.072021926021
Long
DBT
CORP
GB
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
456700000.00000000
PA
3074239.78000000
0.486927706872
Long
DBT
NUSS
JP
N
2
2034-03-20
Fixed
1.50000000
N
N
N
N
N
N
Nordiska Investeringsbanken, Pohjoismaiden Investointipankki NIB, Nordic Investment Bank
213800HYL1S7VAXG6Z48
NORDIC INVESTMENT BANK
N/A
5000000.00000000
PA
5324957.50000000
0.843418057868
Long
DBT
FI
N
2
2024-06-10
Fixed
0.12500000
N
N
N
N
N
N
ATHENE HOLDING LTD.
549300H316CT32FQXI76
ATHENE HOLDING LTD
04686JAF8
100000.00000000
PA
USD
103328.19000000
0.016366113970
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
6.65000000
N
N
N
N
N
N
MOTABILITY OPERATIONS GROUP PLC
AZ3NL8JCZDCNUXFWI720
MOTABILITY OPERATIONS GROUP PLC
N/A
400000.00000000
PA
343996.33000000
0.054485452055
Long
DBT
CORP
GB
N
2
2039-07-03
Fixed
2.37500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
27971706.00000000
OU
Contract Amount
USD
-138464.27000000
-0.02193130474
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
27971706.00000000
EUR
29869927.51000000
USD
2024-07-16
-138464.27000000
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP
037411BA2
300000.00000000
PA
USD
230903.88000000
0.036572780538
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
4.75000000
N
N
N
N
N
N
Cooperatieve Rabobank UA (New York Branch)
N/A
COOPERATIEVE RABOBANK UA NY
21688AAV4
1200000.00000000
PA
USD
1195103.66000000
0.189292028691
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
5.00000000
N
N
N
N
N
N
FORTUNE BRANDS INNOVATIONS, INC.
54930032LHW54PQUJD44
FORTUNE BRANDS INNOVATIONS INC
34964CAH9
288000.00000000
PA
USD
286579.36000000
0.045391199316
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.87500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
710000.00000000
PA
761781.57000000
0.120658302397
Long
DBT
BE
N
2
2042-11-04
Fixed
3.37500000
N
N
N
N
N
N
BLOCK, INC.
549300OHIIUWSTIZME52
BLOCK INC
852234AP8
1050000.00000000
PA
USD
886991.79000000
0.140490303043
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
EASTMAN CHEMICAL COMPANY
FDPVHDGJ1IQZFK9KH630
EASTMAN CHEMICAL CO
277432AL4
506000.00000000
PA
USD
427053.19000000
0.067640797530
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.80000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VAY9
150000.00000000
PA
USD
126198.50000000
0.019988533950
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967EW7
500000.00000000
PA
USD
610276.76000000
0.096661511323
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS, LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP
65342QAM4
896000.00000000
PA
USD
907547.65000000
0.143746138140
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
7.25000000
N
N
N
N
N
N
Government National Mortgage Association 2
N/A
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
21H032654
8391000.00000000
PA
USD
7390659.13000000
1.170603778488
Long
ABS-MBS
USGA
US
N
2
2053-05-20
Fixed
3.50000000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
800000.00000000
PA
750047.80000000
0.118799794887
Long
DBT
NUSS
IT
Y
2
2038-09-01
Fixed
2.95000000
N
N
N
N
N
N
BROADSTONE NET LEASE, LLC
54930089IBT6J4WBTI50
BROADSTONE NET LEASE LLC
11135EAA2
150000.00000000
PA
USD
116503.11000000
0.018452884698
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.60000000
N
N
N
N
N
N
7-ELEVEN, INC.
549300K23JPL0SS3LB18
7 ELEVEN INC
817826AF7
677000.00000000
PA
USD
433409.81000000
0.068647620231
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
7244956.00000000
OU
Contract Amount
USD
64259.05000000
0.010177967270
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
7244956.00000000
CAD
5337728.50000000
USD
2024-05-01
64259.05000000
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
PARAMOUNT GLOBAL
92553PAU6
200000.00000000
PA
USD
158323.75000000
0.025076840470
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002819AC4
150000.00000000
PA
USD
159791.00000000
0.025309237657
Long
DBT
CORP
US
N
2
2037-11-30
Fixed
6.15000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VDR2
100000.00000000
PA
USD
90556.36000000
0.014343188519
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
CROWN AMERICAS LLC
RPPGGRL1J75WGF2DFO04
CROWN AMERICAS LLC
228180AB1
100000.00000000
PA
USD
95287.99000000
0.015092629652
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.25000000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA FINANCE LLC
92928QAF5
1109000.00000000
PA
USD
968108.04000000
0.153338276015
Long
DBT
CORP
US
Y
2
2029-06-15
Fixed
3.50000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS, LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP
65342QAL6
220000.00000000
PA
USD
205811.19000000
0.032598358607
Long
DBT
CORP
US
Y
2
2026-10-15
Fixed
3.87500000
N
N
N
N
N
N
RADIAN GROUP INC.
54930005OUP720S5U385
RADIAN GROUP INC
750236AU5
300000.00000000
PA
USD
297730.96000000
0.047157497135
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.50000000
N
N
N
N
N
N
Healthcare Realty Holdings, L.P.
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HOLDINGS LP
42225UAG9
281000.00000000
PA
USD
239422.03000000
0.037921967180
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.10000000
N
N
N
N
N
N
AT&T INC.
549300Z40J86GGSTL398
AT T INC
00206RJW3
940000.00000000
PA
846895.54000000
0.134139472768
Long
DBT
CORP
US
N
2
2038-05-19
Fixed
2.60000000
N
N
N
N
N
N
NETAPP, INC.
QTX3D84DZDD5JYOCYH15
NETAPP INC
64110DAF1
200000.00000000
PA
USD
197887.44000000
0.031343318762
Long
DBT
CORP
US
N
2
2024-09-29
Fixed
3.30000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
925524AX8
313000.00000000
PA
USD
291013.87000000
0.046093579723
Long
DBT
CORP
US
N
2
2036-04-30
Fixed
6.87500000
N
N
N
N
N
N
WRKCO INC.
549300JEB576INN13W07
WRKCO INC
96145DAB1
400000.00000000
PA
USD
395657.22000000
0.062668001401
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.00000000
N
N
N
N
N
N
HOST HOTELS & RESORTS, L.P.
FXB7X4WXVA8QPMNOGS12
HOST HOTELS RESORTS LP
44107TAY2
83000.00000000
PA
USD
72448.35000000
0.011475067482
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.37500000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP
72650RBA9
680000.00000000
PA
USD
586435.73000000
0.092885339359
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
5.15000000
N
N
N
N
N
N
Aon plc
635400FALWQYX5E6QC64
AON PLC
00185AAF1
429000.00000000
PA
USD
427926.89000000
0.067779182551
Long
DBT
CORP
IE
N
2
2024-06-14
Fixed
3.50000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
94973VBF3
150000.00000000
PA
USD
135922.66000000
0.021528740073
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.10000000
N
N
N
N
N
N
CISCO SYSTEMS, INC.
549300LKFJ962MZ46593
CISCO SYSTEMS INC
17275RAD4
335000.00000000
PA
USD
348360.30000000
0.055176659656
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HCD7
345000.00000000
PA
USD
360534.51000000
0.057104928296
Long
DBT
CORP
IT
Y
2
2033-11-28
Fixed
7.20000000
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
SOCIETE GENERALE SA
N/A
1700000.00000000
PA
2229372.80000000
0.353109536975
Long
DBT
CORP
FR
N
2
2033-06-22
Fixed
6.25000000
N
N
N
N
N
N
DOLLAR GENERAL CORPORATION
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL CORP
256677AP0
470000.00000000
PA
USD
459707.15000000
0.072812846232
Long
DBT
CORP
US
N
2
2033-07-05
Fixed
5.45000000
N
N
N
N
N
VORNADO REALTY L.P.
549300BMOJ05INE4YK86
VORNADO REALTY LP
929043AK3
150000.00000000
PA
USD
136193.62000000
0.021571657327
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
THE ALLSTATE CORPORATION
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP THE
020002BA8
500000.00000000
PA
USD
419655.23000000
0.066469037369
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.50000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172AM1
370000.00000000
PA
USD
305101.58000000
0.048324926923
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank, Limited
5493006GGLR4BTEL8O61
SUMITOMO MITSUI TRUST BANK LTD
86563VAW9
800000.00000000
PA
USD
784898.99000000
0.124319862039
Long
DBT
CORP
JP
Y
2
2024-09-16
Fixed
0.80000000
N
N
N
N
N
N
DEXIA SA
F4G136OIPBYND1F41110
DEXIA CREDIT LOCAL SA
N/A
400000.00000000
PA
426491.02000000
0.067551755631
Long
DBT
CORP
FR
N
2
2024-05-29
None
0.00000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE COMPANY LLC
7D6DIU2QXTUJRFNNJA49
NISSAN MOTOR ACCEPTANCE CORP
U65478BV7
45000.00000000
PA
USD
39346.82000000
0.006232128332
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
2.75000000
N
N
N
N
N
N
Santander Holdings USA, Inc.
549300SMVCQN2P0O6I58
SANTANDER HOLDINGS USA INC
80282KAW6
284000.00000000
PA
USD
283892.74000000
0.044965666564
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIONS PUBLIC LIMITED COMPANY
549300OWFMSO9NYV4H90
BRITISH TELECOMMUNICATIONS PLC
N/A
335000.00000000
PA
431569.68000000
0.068356162718
Long
DBT
CORP
GB
N
2
2028-12-07
Fixed
5.75000000
N
N
N
N
N
N
Cooperatieve Rabobank UA (New York Branch)
N/A
COOPERATIEVE RABOBANK UA NY
21688AAU6
1840000.00000000
PA
USD
1830305.13000000
0.289901355654
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
3.87500000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BK4
377000.00000000
PA
USD
322727.29000000
0.051116656640
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.40000000
N
N
N
N
N
N
Abbott Ireland Financing Designated Activity Company
54930021QV18ZVZQDE71
ABBOTT IRELAND FINANCING DAC
N/A
1830000.00000000
PA
1917415.31000000
0.303698704991
Long
DBT
CORP
IE
N
2
2024-11-19
Fixed
0.10000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
N/A
3100000.00000000
PA
3305510.94000000
0.523558660754
Long
DBT
CORP
FR
N
2
2036-01-25
Fixed
3.87500000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E ON SE
N/A
65000.00000000
PA
71018.42000000
0.011248581396
Long
DBT
CORP
DE
N
2
2033-08-29
Fixed
4.00000000
N
N
N
N
N
N
HP INC.
WHKXQACZ14C5XRO8LW03
HP INC
428236BR3
165000.00000000
PA
USD
163718.21000000
0.025931267003
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
6.00000000
N
N
N
N
N
N
KfW
549300GDPG70E3MBBU98
KREDITANSTALT FUER WIEDERAUFBAU
N/A
146000.00000000
PA
USD
145867.43000000
0.023103888531
Long
DBT
DE
N
2
2024-05-10
Fixed
1.62500000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ
654902AC9
1773000.00000000
PA
USD
1681765.50000000
0.266374218348
Long
DBT
CORP
FI
N
2
2039-05-15
Fixed
6.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAR0
1160000.00000000
PA
USD
1177769.14000000
0.186546420450
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.50000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBD5
378000.00000000
PA
USD
314277.07000000
0.049778229405
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.25000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582CC4
700000.00000000
PA
USD
689152.11000000
0.109154548969
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.00000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON JOHNSON
478160AV6
150000.00000000
PA
USD
137381.69000000
0.021759835297
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Koninklijke Philips N.V.
H1FJE8H61JGM1JSGM897
KONINKLIJKE PHILIPS NV
500472AC9
100000.00000000
PA
USD
106218.80000000
0.016823956624
Long
DBT
CORP
NL
N
2
2038-03-11
Fixed
6.87500000
N
N
N
N
N
N
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
N/A
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
BZ6363189
125000.00000000
PA
130307.79000000
0.020639402881
Long
DBT
CORP
DE
N
2
2029-11-15
Fixed
2.10000000
N
N
N
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523AV2
329000.00000000
PA
USD
321542.42000000
0.050928985517
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL COMPANY, INC.
5493008B6JBRUJ90QL97
GENERAL MOTORS FINANCIAL CO INC
37045XEP7
635000.00000000
PA
USD
630844.58000000
0.099919240760
Long
DBT
CORP
US
N
2
2034-01-07
Fixed
6.10000000
N
N
N
N
N
N
STEELCASE INC.
GIE4CCPBJDI8SMV1OX95
STEELCASE INC
858155AE4
900000.00000000
PA
USD
841807.85000000
0.133333635422
Long
DBT
CORP
US
N
2
2029-01-18
Fixed
5.12500000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
ABBOTT LABORATORIES
002824AY6
920000.00000000
PA
USD
907826.05000000
0.143790233813
Long
DBT
CORP
US
N
2
2040-05-27
Fixed
5.30000000
N
N
N
N
N
N
APA INFRASTRUCTURE LTD
N/A
APA INFRASTRUCTURE LTD
EJ4508010
772000.00000000
PA
960070.55000000
0.152065220933
Long
DBT
CORP
AU
N
2
2024-11-26
Fixed
4.25000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
68323ACT9
1500000.00000000
PA
USD
1498652.06000000
0.237370948005
Long
DBT
CA
N
2
2024-05-16
Fixed
3.20000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
893526DJ9
1145000.00000000
PA
USD
1126783.65000000
0.178470847461
Long
DBT
CORP
CA
N
2
2040-06-01
Fixed
6.10000000
N
N
N
N
N
N
UBS AG LONDON BRANCH
N/A
UBS AG LONDON
902674YU8
400000.00000000
PA
USD
388225.35000000
0.061490870248
Long
DBT
CORP
GB
Y
2
2025-01-13
Fixed
1.37500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
781615740.00000000
OU
Contract Amount
USD
97390.28000000
0.015425610591
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
781615740.00000000
JPY
5076272.38000000
USD
2024-05-17
97390.28000000
N
N
N
BANQUE DE MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368AAD2
4000000.00000000
PA
2886195.73000000
0.457143479027
Long
DBT
RF
CA
N
2
2024-09-11
Fixed
2.70000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES
26884UAE9
160000.00000000
PA
USD
150367.81000000
0.023816702063
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.95000000
N
N
N
N
N
N
Duke Energy Carolinas, LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAROLINAS LLC
26442CAA2
180000.00000000
PA
USD
182432.53000000
0.028895421258
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
NUVEEN FINANCE, LLC
N/A
NUVEEN FINANCE LLC
87246YAC0
150000.00000000
PA
USD
148600.50000000
0.023536778482
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.12500000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370DA5
164000.00000000
PA
USD
132090.73000000
0.020921802091
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
124172257.00000000
OU
Contract Amount
USD
15246.61000000
0.002414904944
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
124172257.00000000
JPY
806603.11000000
USD
2024-05-20
15246.61000000
N
N
N
LVMH MOET HENNESSY LOUIS VUITTON SE
IOG4E947OATN0KJYSD45
LVMH MOET HENNESSY LOUIS VUITTON SE
N/A
200000.00000000
PA
213311.81000000
0.033786379048
Long
DBT
CORP
FR
N
2
2029-09-07
Fixed
3.25000000
N
N
N
N
N
N
SABRA HEALTH CARE LIMITED PARTNERSHIP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP
78574MAA1
1250000.00000000
PA
USD
1004336.80000000
0.159076535972
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.20000000
N
N
N
N
N
N
EIDP, INC.
GLU7INWNWH88J9XBXD45
EIDP INC
28249KFD4
1000000.00000000
PA
USD
993201.19000000
0.157312770804
Long
STIV
CORP
US
N
2
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578AAV0
300000.00000000
PA
USD
291414.69000000
0.046157065455
Long
DBT
CORP
FR
Y
2
2025-01-14
Fixed
1.62500000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
136385AJ0
475000.00000000
PA
USD
486581.80000000
0.077069512151
Long
DBT
CORP
CA
N
2
2037-02-15
Fixed
6.50000000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
5200000.00000000
PA
2484212.10000000
0.393473439875
Long
DBT
AU
N
2
2034-03-20
Fixed
1.75000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582AY8
650000.00000000
PA
USD
567695.70000000
0.089917112907
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
Mylan Inc.
30ZMPDNA1RHIBH89C294
MYLAN INC
628530BC0
350000.00000000
PA
USD
295171.14000000
0.046752048187
Long
DBT
CORP
US
N
2
2043-11-29
Fixed
5.40000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC
07274NAN3
558000.00000000
PA
USD
449094.35000000
0.071131888747
Long
DBT
CORP
US
Y
2
2038-06-25
Fixed
4.62500000
N
N
N
N
N
N
COX COMMUNICATIONS, INC.
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CH8
377000.00000000
PA
USD
374021.92000000
0.059241194200
Long
DBT
CORP
US
Y
2
2024-08-15
Fixed
3.15000000
N
N
N
N
N
N
DXC TECHNOLOGY COMPANY
549300DOVZ3EDJB7O259
DXC TECHNOLOGY CO
23355LAM8
100000.00000000
PA
USD
85294.17000000
0.013509712182
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.37500000
N
N
N
N
N
N
Nestle Finance International Ltd. SA
0KLLMNHINTFDRMU6DI05
NESTLE FINANCE INTERNATIONAL LTD
N/A
200000.00000000
PA
215344.25000000
0.034108296471
Long
DBT
CORP
LU
N
2
2034-11-15
Fixed
3.37500000
N
N
N
N
N
N
NEWMONT CORPORATION
549300VSP3RIX7FGDZ51
NEWMONT CORP
651639AM8
200000.00000000
PA
USD
207357.95000000
0.032843349354
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
Repubblica Italiana
815600DE60799F5A9309
ITALY BUONI POLIENNALI DEL TESORO
N/A
1000000.00000000
PA
973664.23000000
0.154218318903
Long
DBT
NUSS
IT
Y
2
2038-03-01
Fixed
3.25000000
N
N
N
N
N
N
Kuntarahoitus Oyj
529900HEKOENJHPNN480
KUNTARAHOITUS OYJ
N/A
600000.00000000
PA
758266.03000000
0.120101477311
Long
DBT
FI
N
2
2027-07-22
Fixed
5.12500000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC.
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516CG9
295000.00000000
PA
322403.96000000
0.051065444520
Long
DBT
CORP
US
N
2
2034-11-02
Fixed
4.12500000
N
N
N
N
N
N
GENERAL MOTORS COMPANY
54930070NSV60J38I987
GENERAL MOTORS CO
37045VAP5
363000.00000000
PA
USD
327021.77000000
0.051796857746
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DG9
250000.00000000
PA
USD
246697.93000000
0.039074394302
Long
DBT
CORP
US
N
2
2024-09-13
Fixed
2.00000000
N
N
N
N
N
N
CI Financial Corp.
549300M9W7JJQSVCEM78
CI FINANCIAL CORP
125491AN0
1766000.00000000
PA
USD
1405924.18000000
0.222683813233
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
DEVELOPMENT BANK OF JAPAN INC
N/A
DEVELOPMENT BANK OF JAPAN INC
EH0446219
50000.00000000
PA
55943.89000000
0.008860932139
Long
DBT
CORP
JP
N
2
2027-11-26
Fixed
4.75000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
1000000.00000000
PA
672921.10000000
0.106583725271
Long
DBT
BE
N
2
2041-07-04
Fixed
0.45000000
N
N
N
N
N
N
KIMCO REALTY OP, LLC
549300EA7I6T15IBYS12
KIMCO REALTY OP LLC
49447BAA1
448000.00000000
PA
USD
463543.72000000
0.073420519142
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280AM1
2100000.00000000
PA
USD
2177181.20000000
0.344842928667
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CQ1
1543000.00000000
PA
USD
1214886.13000000
0.192425366830
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.75000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBC5
1205000.00000000
PA
USD
1193018.83000000
0.188961813234
Long
DBT
CORP
US
N
2
2024-08-16
Fixed
2.01900000
N
N
N
N
N
N
New South Wales Treasury Corporation
TC7LRO17HPNPLTAV0H77
NEW SOUTH WALES TREASURY CORP
N/A
820000.00000000
PA
444909.18000000
0.070469001212
Long
DBT
AU
N
2
2031-03-20
Fixed
2.00000000
N
N
N
N
N
N
ENEL SPA
N/A
ENEL SPA
EG5612718
50000.00000000
PA
56848.14000000
0.009004155964
Long
DBT
CORP
IT
N
2
2027-06-21
Fixed
5.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29278NAD5
100000.00000000
PA
USD
95797.37000000
0.015173310163
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
46115HBZ9
454000.00000000
PA
USD
457370.52000000
0.072442748266
Long
DBT
CORP
IT
Y
2
2033-06-20
Fixed
6.62500000
N
N
N
N
N
N
UNITED KINGDOM GILT
N/A
UNITED KINGDOM GILT
JK0309167
250000.00000000
PA
293602.04000000
0.046503519016
Long
DBT
CORP
GB
N
2
2026-07-22
Fixed
1.50000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES, INC.
K9G90K85RBWD2LAGQX17
AVALONBAY COMMUNITIES INC
05348EAW9
850000.00000000
PA
USD
825348.10000000
0.130726581680
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.50000000
N
N
N
N
N
N
Highwoods Realty Limited Partnership
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AR3
363000.00000000
PA
USD
325761.25000000
0.051597204447
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.20000000
N
N
N
N
N
N
E.ON International Finance B.V.
549300TG53AWJ719M814
E ON INTERNATIONAL FINANCE BV
268789AB0
500000.00000000
PA
USD
519442.48000000
0.082274303157
Long
DBT
CORP
NL
Y
2
2038-04-30
Fixed
6.65000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO FINANCE LLC
74341EAQ5
750000.00000000
PA
776800.89000000
0.123037206962
Long
DBT
CORP
US
N
2
2043-01-31
Fixed
4.25000000
N
N
N
N
N
N
BLACKROCK, INC.
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAT8
10000.00000000
PA
USD
9624.12000000
0.001524360823
Long
DBT
CORP
US
N
2
2033-05-25
Fixed
4.75000000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
N/A
700000.00000000
PA
867665.88000000
0.137429279273
Long
DBT
CORP
ES
N
2
2024-07-31
Fixed
1.37500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
700000.00000000
PA
529025.69000000
0.083792184261
Long
DBT
BE
N
2
2035-07-04
None
0.00000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC THE
96950FAK0
100000.00000000
PA
USD
95696.62000000
0.015157352407
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.80000000
N
N
N
N
N
N
CNA FINANCIAL CORPORATION
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP
126117AY6
50000.00000000
PA
USD
47174.77000000
0.007471994451
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.12500000
N
N
N
N
N
N
AMERICAN ASSETS TRUST, L.P.
549300V1TI0SMG9Z6U69
AMERICAN ASSETS TRUST LP
02401LAA2
929000.00000000
PA
USD
742173.21000000
0.117552541476
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.37500000
N
N
N
N
N
N
Corporacion Interamericana de Inversiones
5493001X4LH60PFRL744
INTER AMERICAN INVESTMENT CORP
N/A
650000.00000000
PA
USD
639401.84000000
0.101274622020
Long
DBT
US
N
2
2024-10-02
Fixed
1.75000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
12405531.00000000
OU
Contract Amount
USD
-91744.96000000
-0.01453145043
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
12405531.00000000
AUD
7967695.43000000
USD
2024-05-17
-91744.96000000
N
N
N
GLP Capital, L.P.
2549005PXW31DRW8EC44
GLP CAPITAL LP GLP FINANCING II INC
361841AS8
250000.00000000
PA
USD
256137.75000000
0.040569563917
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
6.75000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
054989AB4
61000.00000000
PA
USD
62687.06000000
0.009928980353
Long
DBT
CORP
US
N
2
2033-08-02
Fixed
6.42100000
N
N
N
N
N
N
BANQUE NATIONALE DU CANADA
BSGEFEIOM18Y80CKCV46
NATIONAL BANK OF CANADA
63307A2P9
300000.00000000
PA
USD
296165.38000000
0.046909525495
Long
DBT
CORP
CA
N
2
2024-08-06
Fixed
0.75000000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO LP
709599BG8
150000.00000000
PA
USD
147633.89000000
0.023383677480
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP
72650RBF8
100000.00000000
PA
USD
98886.94000000
0.015662666018
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.60000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC
77340RAD9
150000.00000000
PA
USD
153861.33000000
0.024370039409
Long
DBT
CORP
US
Y
2
2038-07-15
Fixed
7.50000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LAV5
449000.00000000
PA
USD
441713.71000000
0.069962871895
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
4.25000000
N
N
N
N
N
N
THE KROGER CO.
6CPEOKI6OYJ13Q6O7870
KROGER CO THE
501044CN9
200000.00000000
PA
USD
188834.37000000
0.029909406338
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.40000000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO
927804FG4
728000.00000000
PA
USD
930537.35000000
0.147387468258
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
8.87500000
N
N
N
N
N
N
Virginia Electric and Power Company
CQKUMNNZVDJLRYV2PT43
VIRGINIA ELECTRIC AND POWER CO
927804FL3
50000.00000000
PA
USD
39306.95000000
0.006225813338
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.00000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN
81180WBD2
100000.00000000
PA
USD
86790.06000000
0.013746645648
Long
DBT
CORP
KY
N
2
2031-01-15
Fixed
4.12500000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
1200000.00000000
PA
916179.34000000
0.145113308341
Long
DBT
BE
N
2
2037-02-04
Fixed
0.40000000
N
N
N
N
N
N
SEMPRA INFRASTRUCTURE PARTNERS, LP
549300L0B3MD11PUAA07
SEMPRA GLOBAL
81685VAA1
1649000.00000000
PA
USD
1328288.60000000
0.210387142301
Long
DBT
CORP
US
Y
2
2032-01-15
Fixed
3.25000000
N
N
N
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBE3
400000.00000000
PA
USD
306006.62000000
0.048468275875
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.55000000
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AK4
300000.00000000
PA
USD
296970.24000000
0.047037006974
Long
DBT
CORP
US
N
2
2024-11-06
Fixed
3.95000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187BJ7
300000.00000000
PA
USD
259149.26000000
0.041046555877
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.05000000
N
N
N
N
N
N
CNA FINANCIAL CORPORATION
549300YX2GSZD7YG1R84
CNA FINANCIAL CORP
126117AS9
750000.00000000
PA
USD
749557.18000000
0.118722085766
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
18808643.00000000
OU
Contract Amount
USD
-152714.78000000
-0.02418843777
N/A
DFE
US
N
2
RBC DOMINION SECURITIES
N/A
18808643.00000000
GBP
23409553.06000000
USD
2024-07-23
-152714.78000000
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
28370TAD1
216000.00000000
PA
USD
237007.07000000
0.037539462555
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
7.50000000
N
N
N
N
N
N
NOVARTIS CAPITAL CORPORATION
5493002KF87V5RSRQS84
NOVARTIS CAPITAL CORP
66989HAF5
50000.00000000
PA
USD
39693.54000000
0.006287045186
Long
DBT
CORP
US
N
2
2042-09-21
Fixed
3.70000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172AW9
982000.00000000
PA
USD
774269.23000000
0.122636218267
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
METHANEX CORPORATION
549300TSJHRXT9QXRD13
METHANEX CORP
59151KAK4
50000.00000000
PA
USD
49299.98000000
0.007808605680
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
4.25000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
100000.00000000
PA
87507.24000000
0.013860239524
Long
DBT
CORP
US
N
2
2030-08-14
Fixed
0.62500000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORPORATION
549300RLHFT5RU20WM87
BERKSHIRE HATHAWAY FINANCE CORP
084664BU4
150000.00000000
PA
USD
133772.82000000
0.021188227706
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.40000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
85771PAX0
400000.00000000
PA
USD
395214.48000000
0.062597875976
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
DUKE ENERGY CORPORATION
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBR5
1100000.00000000
PA
1132215.60000000
0.179331212021
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
3.85000000
N
N
N
N
N
N
Nestle Finance International Ltd. SA
0KLLMNHINTFDRMU6DI05
NESTLE FINANCE INTERNATIONAL LTD
N/A
254000.00000000
PA
221379.21000000
0.035064171563
Long
DBT
CORP
LU
N
2
2037-11-02
Fixed
1.75000000
N
N
N
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523CD0
150000.00000000
PA
USD
153156.97000000
0.024258476088
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.12500000
N
N
N
N
N
N
International Bank for Reconstruction and Development
ZTMSNXROF84AHWJNKQ93
INTERNATIONAL BANK FOR RECONSTRUCTION DEV
459058KH5
100000.00000000
PA
USD
99312.80000000
0.015730117826
Long
DBT
US
N
2
2029-01-24
Floating
5.61665000
N
N
N
N
N
N
CONSTELLATION ENERGY GENERATION, LLC
S2PEWKCZFFECR4533P43
EXELON GENERATION CO LLC
30161MAG8
50000.00000000
PA
USD
50297.50000000
0.007966602506
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
6.25000000
N
N
N
N
N
N
REALTY INCOME CORP
N/A
REALTY INCOME CORP
756109BU7
765000.00000000
PA
849577.56000000
0.134564276928
Long
DBT
CORP
US
N
2
2030-07-06
Fixed
4.87500000
N
N
N
N
N
N
CaixaBank, S.A.
7CUNS533WID6K7DGFI87
CAIXABANK SA
N/A
200000.00000000
PA
219785.51000000
0.034811746007
Long
DBT
CORP
ES
N
2
2030-09-06
Fixed
4.25000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAY8
150000.00000000
PA
USD
111349.95000000
0.017636677583
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141GGM0
50000.00000000
PA
USD
52216.48000000
0.008270549041
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
CPPIB CAPITAL INC.
549300KW9NB55HTDK075
CPPIB CAPITAL INC
N/A
700000.00000000
PA
776225.79000000
0.122946117085
Long
DBT
CORP
CA
N
2
2027-12-07
Fixed
1.25000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS, L.P.
CZ6VG2MNE1J6YDI02G48
ENBRIDGE ENERGY PARTNERS LP
29250RAT3
468500.00000000
PA
USD
435063.38000000
0.068909528575
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.50000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERGY COMPANY
549300JD0S5IZJE9LY15
BERKSHIRE HATHAWAY ENERGY CO
59562VAP2
100000.00000000
PA
USD
99796.52000000
0.015806734059
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCJ8
750000.00000000
PA
USD
621432.76000000
0.098428506055
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BN5
371000.00000000
PA
USD
317306.06000000
0.050257990016
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.00000000
N
N
N
N
N
N
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY
N/A
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY
BN8412155
5200000.00000000
PA
2466641.92000000
0.390690505534
Long
DBT
CORP
AU
N
2
2034-05-24
Fixed
1.75000000
N
N
N
N
N
N
LLOYDS BANK PLC
H7FNTJ4851HG0EXQ1Z70
LLOYDS BANK PLC
N/A
300000.00000000
PA
315061.11000000
0.049902413212
Long
DBT
CORP
GB
N
2
2025-01-13
Fixed
1.25000000
N
N
N
N
N
N
SIMON PROPERTY GROUP, L.P.
MR92GTD0MJTTTTQDVG45
SIMON PROPERTY GROUP LP
828807DQ7
125000.00000000
PA
USD
99143.72000000
0.015703337307
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.25000000
N
N
N
N
N
N
GLP Capital, L.P.
2549005PXW31DRW8EC44
GLP CAPITAL LP GLP FINANCING II INC
361841AL3
40000.00000000
PA
USD
38831.56000000
0.006150516491
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.30000000
N
N
N
N
N
N
COX COMMUNICATIONS, INC.
5493001NEDZNIFRP2R92
COX COMMUNICATIONS INC
224044CF2
135000.00000000
PA
USD
120836.19000000
0.019139199644
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OK
212015AV3
500000.00000000
PA
USD
399614.19000000
0.063294744423
Long
DBT
CORP
US
Y
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
TANGER PROPERTIES LIMITED PARTNERSHIP
PQPGJDNFN35EXH363L31
TANGER PROPERTIES LP
875484AL1
372000.00000000
PA
USD
296862.44000000
0.047019932572
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.75000000
N
N
N
N
N
N
HALLIBURTON COMPANY
ENYF8GB5SMQZ25S06U51
HALLIBURTON CO
406216AY7
600000.00000000
PA
USD
694068.97000000
0.109933328614
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
7.45000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORPORATION
98INKCEEHOU5YJS0HQ88
QUEENSLAND TREASURY CORP
N/A
100000.00000000
PA
47186.47000000
0.007473847610
Long
DBT
AU
Y
2
2034-07-20
Fixed
1.75000000
N
N
N
N
N
N
BANQUE ROYALE DU CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
N/A
289000.00000000
PA
319496.68000000
0.050604961512
Long
DBT
CORP
CA
N
2
2030-10-02
Fixed
4.37500000
N
N
N
N
N
N
ABN AMRO Bank N.V.
BFXS5XCH7N0Y05NIXW11
ABN AMRO BANK NV
N/A
500000.00000000
PA
608841.39000000
0.096434163597
Long
DBT
CORP
NL
N
2
2025-01-16
Fixed
1.37500000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN
81180WBC4
370000.00000000
PA
USD
336561.27000000
0.053307815639
Long
DBT
CORP
KY
N
2
2029-06-01
Fixed
4.09100000
N
N
N
N
N
N
PENSKE TRUCK LEASING CO., L.P.
549300ZX07JYMI8GHQ39
PENSKE TRUCK LEASING CO LP PTL FINANCE CORP
709599AZ7
155000.00000000
PA
USD
152537.62000000
0.024160377470
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
CONAGRA BRANDS, INC.
54930035UDEIH090K650
CONAGRA BRANDS INC
205887CD2
890000.00000000
PA
USD
815192.21000000
0.129117994002
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550BP0
277000.00000000
PA
USD
236529.74000000
0.037463858432
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
5.00000000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY
N/A
3000000.00000000
PA
1363718.59000000
0.215998885372
Long
DBT
AU
N
2
2036-05-23
Fixed
2.00000000
N
N
N
N
N
N
CITIGROUP INC.
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HT1
595000.00000000
PA
USD
593448.39000000
0.093996071994
Long
DBT
CORP
US
N
2
2024-06-16
Fixed
3.75000000
N
N
N
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211KAY6
100000.00000000
PA
USD
92502.32000000
0.014651408407
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582CK6
50000.00000000
PA
USD
35034.02000000
0.005549025528
Long
DBT
CORP
NL
N
2
2041-11-26
Fixed
2.87500000
N
N
N
N
N
N
Reino de Espana
9598007A56S18711AH60
SPAIN GOVERNMENT BOND
N/A
90000.00000000
PA
98022.95000000
0.015525818960
Long
DBT
NUSS
ES
Y
2
2033-10-31
Fixed
3.55000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC.
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC
35671DBC8
1080000.00000000
PA
USD
989973.89000000
0.156801599945
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LIMITED
GLS7OQD0WOEDI8YAP031
FAIRFAX FINANCIAL HOLDINGS LTD
303901BM3
400000.00000000
PA
USD
396958.62000000
0.062874129668
Long
DBT
CORP
CA
Y
2
2033-12-07
Fixed
6.00000000
N
N
N
N
N
N
OVINTIV INC.
2549003MEX7YMKLGI239
OVINTIV INC
69047QAC6
400000.00000000
PA
USD
403181.39000000
0.063859751917
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
6.25000000
N
N
N
N
N
N
ORIX CORPORATION
35380016EMHNBOVYE123
ORIX CORP
686330AK7
398000.00000000
PA
USD
391969.81000000
0.062083953889
Long
DBT
CORP
JP
N
2
2024-12-04
Fixed
3.25000000
N
N
N
N
N
N
Highwoods Realty Limited Partnership
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AU6
1950000.00000000
PA
USD
2049321.24000000
0.324591236679
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
7.65000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORPORATION
VGRQXHF3J8VDLUA7XE92
INTERNATIONAL BUSINESS MACHINES CORP
459200GS4
1000000.00000000
PA
USD
991849.94000000
0.157098746814
Long
DBT
CORP
US
N
2
2039-11-30
Fixed
5.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC.
549300CRGMZK3K53BF92
ANHEUSER BUSCH INBEV WORLDWIDE INC
035240AS9
500000.00000000
PA
USD
431513.69000000
0.068347294483
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
159514710.00000000
OU
Contract Amount
USD
11920.74000000
0.001888121619
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
159514710.00000000
JPY
1029168.86000000
USD
2024-05-24
11920.74000000
N
N
N
BATH & BODY WORKS, INC.
GR3KVMWVCR54YWQNXU90
BATH BODY WORKS INC
501797AL8
1021000.00000000
PA
USD
1014209.33000000
0.160640242364
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
6.87500000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582AD4
713000.00000000
PA
USD
770545.17000000
0.122046365774
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
South Australian Government Financing Authority
254900TDPILDN6AUAD69
SOUTH AUSTRALIAN GOVERNMENT FINANCING AUTHORITY
N/A
700000.00000000
PA
292445.45000000
0.046320327152
Long
DBT
AU
N
2
2040-05-24
Fixed
2.25000000
N
N
N
N
N
N
B.A.T CAPITAL CORPORATION
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBY0
100000.00000000
PA
USD
99961.11000000
0.015832803408
Long
DBT
CORP
US
N
2
2031-02-20
Fixed
5.83400000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES, INC.
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AK5
100000.00000000
PA
USD
99860.48000000
0.015816864660
Long
DBT
CORP
US
N
2
2024-05-28
Fixed
3.95000000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
5100000.00000000
PA
3103179.81000000
0.491511507569
Long
DBT
AU
N
2
2036-09-15
Fixed
4.75000000
N
N
N
N
N
N
T-MOBILE USA, INC.
549300V2JRLO5DIFGE82
T MOBILE USA INC
87264AAX3
553000.00000000
PA
USD
471113.31000000
0.074619463715
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855RAL4
1150000.00000000
PA
USD
962293.38000000
0.152417294158
Long
DBT
CORP
US
Y
2
2032-05-15
Fixed
3.87500000
N
N
N
N
N
N
Landeskreditbank Baden-Wuerttemberg -Foerderbank-
0SK1ILSPWNVBNQWU0W18
LANDESKREDITBANK BADEN WUERTTEMBERG
N/A
100000.00000000
PA
USD
99186.60000000
0.015710129055
Long
DBT
DE
N
2
2024-07-23
Fixed
2.00000000
N
N
N
N
N
N
AETNA INC.
549300QKBENKLBXQ8968
AETNA INC
00817YAJ7
135000.00000000
PA
USD
111113.82000000
0.017599277039
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.50000000
N
N
N
N
N
N
FMC CORPORATION
CKDHZ2X64EEBQCSP7013
FMC CORP
302491AX3
1210000.00000000
PA
USD
1159944.14000000
0.183723125263
Long
DBT
CORP
US
N
2
2033-05-18
Fixed
5.65000000
N
N
N
N
N
N
JAB Holdings B.V.
529900RRNKUM3INJGF98
JAB HOLDINGS BV
N/A
300000.00000000
PA
336227.52000000
0.053254953099
Long
DBT
CORP
NL
N
2
2033-06-12
Fixed
5.00000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INCORPORATED
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENTS INC
882508BB9
1050000.00000000
PA
USD
1048871.81000000
0.166130419809
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
2.62500000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES GROUP LLC
472319AC6
940000.00000000
PA
USD
936410.99000000
0.148317791935
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
38141EC23
172000.00000000
PA
USD
171387.10000000
0.027145939667
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.85000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE, INC.
549300RPTUOIXG4LIH86
WALGREENS BOOTS ALLIANCE INC
931427AS7
200000.00000000
PA
USD
171531.42000000
0.027168798458
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.20000000
N
N
N
N
N
N
Kraft Heinz Foods Company
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50076QAE6
1000000.00000000
PA
USD
893150.68000000
0.141465807362
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
ArcelorMittal SA
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA
03938LBF0
2372000.00000000
PA
USD
2470158.72000000
0.391247530191
Long
DBT
CORP
LU
N
2
2032-11-29
Fixed
6.80000000
N
N
N
N
N
Siemens Financieringsmaatschappij N.V.
TAFO772JB70PDRN5VS48
SIEMENS FINANCIERINGSMAATSCHAPPIJ NV
N/A
162000.00000000
PA
130192.75000000
0.020621181737
Long
DBT
CORP
NL
N
2
2034-09-05
Fixed
0.50000000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LBF9
453000.00000000
PA
USD
444108.74000000
0.070342219815
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
5.87500000
N
N
N
N
N
N
E.ON International Finance B.V.
549300TG53AWJ719M814
E ON INTERNATIONAL FINANCE BV
N/A
100000.00000000
PA
126389.69000000
0.020018816464
Long
DBT
CORP
NL
N
2
2037-10-30
Fixed
5.87500000
N
N
N
N
N
N
Telefonica Emisiones, S.A.U.
549300Y5MFC4SW5Z3K71
TELEFONICA EMISIONES SA
87938WAC7
1276000.00000000
PA
USD
1366530.92000000
0.216444329285
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION
4NYF266XZC35SCTGX023
NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP
63743HEY4
81000.00000000
PA
USD
79072.31000000
0.012524234067
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
126885716.00000000
OU
Contract Amount
USD
35562.40000000
0.005632715442
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
126885716.00000000
JPY
841877.12000000
USD
2024-05-01
35562.40000000
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1652423.00000000
OU
Contract Amount
USD
-9105.12000000
-0.00144215660
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
1652423.00000000
GBP
2060148.30000000
USD
2024-05-17
-9105.12000000
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP INC
744573AN6
1050000.00000000
PA
USD
1046153.35000000
0.165699843931
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
HCA INC.
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CS6
828000.00000000
PA
USD
661562.06000000
0.104784571107
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
6000000.00000000
PA
2777207.69000000
0.439880903499
Long
DBT
AU
N
2
2035-09-17
Fixed
2.00000000
N
N
N
N
N
N
AMERICAN EQUITY INVESTMENT LIFE HOLDING COMPANY
549300RK5RZQ740FPL83
AMERICAN EQUITY INVESTMENT LIFE HOLDING CO
025676AM9
161000.00000000
PA
USD
154577.57000000
0.024483484399
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
JEFFERIES FINANCIAL GROUP INC.
549300HOF34RGOJ5YL07
JEFFERIES FINANCIAL GROUP INC
472319AM4
230000.00000000
PA
USD
230211.05000000
0.036463043449
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
LINCOLN NATIONAL CORPORATION
EFQMQROEDSNBRIP7LE47
LINCOLN NATIONAL CORP
534187AW9
425000.00000000
PA
USD
419111.37000000
0.066382895584
Long
DBT
CORP
US
N
2
2037-10-09
Fixed
6.30000000
N
N
N
N
N
N
Province of Ontario, Canada
C7PVKCRGLG18EBQGZV36
PROVINCE OF ONTARIO CANADA
N/A
8400000.00000000
PA
8944832.82000000
1.416768777027
Long
DBT
CA
N
2
2024-06-14
Fixed
0.37500000
N
N
N
N
N
N
ADVANCE AUTO PARTS, INC.
529900UCNQ5H9FSL0Y70
ADVANCE AUTO PARTS INC
00751YAF3
45000.00000000
PA
USD
38652.63000000
0.006122175834
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
1.75000000
N
N
N
N
N
N
Highwoods Realty Limited Partnership
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AQ5
20000.00000000
PA
USD
18507.60000000
0.002931411949
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.12500000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE, L.P.
5521FA2ITF25TVH63740
PLAINS ALL AMERICAN PIPELINE LP PAA FINANCE CORP
72650RAR3
1750000.00000000
PA
USD
1806619.73000000
0.286149833868
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.65000000
N
N
N
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
50000.00000000
PA
USD
37050.06000000
0.005868345362
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
APACHE CORPORATION
72ZZ1XRHOOU9P9X16K08
APACHE CORP
03746AAA8
149000.00000000
PA
USD
160183.34000000
0.025371380245
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
7.75000000
N
N
N
N
N
N
STORE CAPITAL LLC
254900Z9PIEFQ6AYXK50
STORE CAPITAL CORP
862121AB6
1100000.00000000
PA
USD
1021636.43000000
0.161816617998
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.62500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
80075840.00000000
OU
Contract Amount
USD
8945.45000000
0.001416866531
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
80075840.00000000
JPY
519600.53000000
USD
2024-05-24
8945.45000000
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550AT3
100000.00000000
PA
USD
98244.36000000
0.015560888008
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
5.80000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAB3
50000.00000000
PA
USD
44059.63000000
0.006978588573
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.95000000
N
N
N
N
N
N
CARDINAL HEALTH, INC.
CCU46N3GJMF4OK4N7U60
CARDINAL HEALTH INC
14149YBA5
100000.00000000
PA
USD
98668.87000000
0.015628125991
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.50000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL, INC.
549300XY1661QCIA7J65
COREBRIDGE FINANCIAL INC
21871XAK5
91000.00000000
PA
USD
72958.29000000
0.011555836691
Long
DBT
CORP
US
N
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS, LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP
U6500TAH8
740000.00000000
PA
USD
749980.38000000
0.118789116258
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
7.25000000
N
N
N
N
N
N
OWENS CORNING
JO5M6676RDJIZ2U8X907
OWENS CORNING
690742AE1
50000.00000000
PA
USD
49505.10000000
0.007841094562
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.20000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL INTERNATIONAL SA
N/A
TOTALENERGIES CAPITAL INTERNATIONAL SA
AP0299333
25000.00000000
PA
30593.77000000
0.004845735966
Long
DBT
CORP
FR
N
2
2024-12-16
Fixed
1.25000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0DZ8
150000.00000000
PA
USD
147114.56000000
0.023301420993
Long
DBT
US
N
2
2024-09-23
Fixed
0.50000000
N
N
N
N
N
N
SOUTHERN GAS NETWORKS PLC
549300SPX8573VZ2SK79
SOUTHERN GAS NETWORKS PLC
N/A
50000.00000000
PA
61773.41000000
0.009784267666
Long
DBT
CORP
GB
N
2
2029-03-21
Fixed
4.87500000
N
N
N
N
N
N
THE BOEING COMPANY
RVHJWBXLJ1RFUBSY1F30
BOEING CO THE
097023CE3
194000.00000000
PA
USD
136281.73000000
0.021585613038
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
3.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INCORPORATED
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556BP6
394000.00000000
PA
416398.97000000
0.065953279547
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
0.75000000
N
N
N
N
N
N
UNUM GROUP
549300E32YFDO6TZ8R31
UNUM GROUP
91529YAJ5
150000.00000000
PA
USD
141099.19000000
0.022348648753
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
5.75000000
N
N
N
N
N
N
THE CIGNA GROUP
549300VIWYMSIGT1U456
CIGNA CORP
125523BH2
50000.00000000
PA
USD
45015.96000000
0.007130061330
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
5.37500000
N
N
N
N
N
N
VONTIER CORPORATION
549300VVSQLG4P5K4639
VONTIER CORP
928881AD3
45000.00000000
PA
USD
39301.65000000
0.006224973873
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.40000000
N
N
N
N
N
N
NNN REIT, INC.
5493008JKH5SOTI0JS97
NATIONAL RETAIL PROPERTIES INC
637417AG1
450000.00000000
PA
USD
448851.50000000
0.071093423825
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.90000000
N
N
N
N
N
N
EPR PROPERTIES
549300YSSXFHMPOWZ492
EPR PROPERTIES
26884UAF6
814000.00000000
PA
USD
706716.32000000
0.111936537724
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.75000000
N
N
N
N
N
N
European Bank for Reconstruction and Development
549300HTGDOVDU6OGK19
EUROPEAN BANK FOR RECONSTRUCTION
29875BAK2
250000.00000000
PA
USD
249695.51000000
0.039549179895
Long
DBT
GB
N
2
2028-02-20
Floating
5.67298000
N
N
N
N
N
N
United States of America
254900HROIFWPRGM1V77
UNITED STATES TREASURY BILL
912797HH3
1500000.00000000
PA
USD
1499779.31000000
0.237549492718
Long
DBT
UST
US
N
2
2024-05-02
None
0.00000000
N
N
N
N
N
N
BRUNSWICK CORPORATION
YM4O38W15AX4YLLQKU27
BRUNSWICK CORP DE
117043AU3
818000.00000000
PA
USD
719105.64000000
0.113898877557
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.40000000
N
N
N
N
N
N
ELEVANCE HEALTH, INC.
8MYN82XMYQH89CTMTH67
ELEVANCE HEALTH INC
94973VBB2
161000.00000000
PA
USD
138635.51000000
0.021958427385
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.65000000
N
N
N
N
N
N
PVH CORP.
123WALMHY1GZXG2YDL90
PVH CORP
693656AC4
350000.00000000
PA
USD
343836.42000000
0.054460123969
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
4.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAP4
706000.00000000
PA
USD
679053.05000000
0.107554962573
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
6.05000000
N
N
N
N
N
N
DELL INC.
3E70L4WYANTIWWIPHC81
DELL INC
24702RAF8
100000.00000000
PA
USD
104243.50000000
0.016511089584
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
CBRE SERVICES, INC.
549300CTE3HOMEUMM603
CBRE SERVICES INC
12505BAG5
2175000.00000000
PA
USD
2162585.67000000
0.342531148044
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
5.95000000
N
N
N
N
N
N
LEGGETT & PLATT, INCORPORATED
DKOVQUCDW4ZLYCUD4T55
LEGGETT PLATT INC
524660AX5
248000.00000000
PA
USD
245161.11000000
0.038830977948
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.80000000
N
N
N
N
N
N
KILROY REALTY, L.P.
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAM4
100000.00000000
PA
USD
98372.96000000
0.015581256915
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
Deutsche Telekom International Finance B.V.
529900ERDFHS6C1M4U58
DEUTSCHE TELEKOM INTERNATIONAL FINANCE BV
25156PAR4
500000.00000000
PA
USD
443548.88000000
0.070253543796
Long
DBT
CORP
NL
Y
2
2042-03-06
Fixed
4.87500000
N
N
N
N
N
N
FISERV, INC.
GI7UBEJLXYLGR2C7GV83
FISERV INC
N/A
150000.00000000
PA
165444.18000000
0.026204642756
Long
DBT
CORP
US
N
2
2031-05-24
Fixed
4.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1972168.00000000
OU
Contract Amount
USD
21388.45000000
0.003387708720
N/A
DFE
US
N
2
STATE STREET
549300ZFEEJ2IP5VME73
1972168.00000000
CAD
1456893.05000000
USD
2024-05-01
21388.45000000
N
N
N
BOSTON PROPERTIES LIMITED PARTNERSHIP
BVHHEFJI6SHNOKQT2572
BOSTON PROPERTIES LP
10112RBH6
1463000.00000000
PA
USD
1462398.56000000
0.231628769488
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.50000000
N
N
N
N
N
WarnerMedia Holdings, Inc.
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBC6
473000.00000000
PA
USD
407435.83000000
0.064533611102
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
4.27900000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEK5
50000.00000000
PA
USD
44713.57000000
0.007082165889
Long
DBT
CORP
US
N
2
2027-04-06
Fixed
2.25000000
N
N
N
N
N
N
Philip Morris International Inc.
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS INTERNATIONAL INC
718172AC3
290000.00000000
PA
USD
304979.46000000
0.048305584381
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.37500000
N
N
N
N
N
N
DISCOVER FINANCIAL SERVICES
Z1YLO2USPORE63VVUL20
DISCOVER FINANCIAL SERVICES
254709AS7
2561000.00000000
PA
USD
2624094.67000000
0.415629388635
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VCR3
500000.00000000
PA
USD
494642.93000000
0.078346311563
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VEN0
204000.00000000
PA
USD
200384.63000000
0.031738847767
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37600000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
1322166.00000000
OU
Contract Amount
USD
-10918.01000000
-0.00172929958
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
1322166.00000000
GBP
1644769.74000000
USD
2024-05-17
-10918.01000000
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBB6
250000.00000000
PA
USD
263096.67000000
0.041671784693
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
6.40000000
N
N
N
N
N
N
THE GOLDMAN SACHS GROUP, INC.
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC THE
N/A
115000.00000000
PA
110059.78000000
0.017432328032
Long
DBT
CORP
US
N
2
2029-02-07
Fixed
1.25000000
N
N
N
N
N
N
Altria Group, Inc.
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBR3
882000.00000000
PA
USD
931636.04000000
0.147561489363
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
6.87500000
N
N
N
N
N
N
Highwoods Realty Limited Partnership
JUJNVZX73BIYHLR58F51
HIGHWOODS REALTY LP
431282AS1
277000.00000000
PA
USD
228902.78000000
0.036255827046
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
HOWMET AEROSPACE INC.
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC
013817AK7
2240000.00000000
PA
USD
2239206.37000000
0.354667072507
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
5.95000000
N
N
N
N
N
N
Shell International Finance B.V.
213800ITMMKU4Z7I4F78
SHELL INTERNATIONAL FINANCE BV
822582AN2
4277000.00000000
PA
USD
4259584.87000000
0.674674079254
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBW4
950000.00000000
PA
USD
711829.65000000
0.112746436180
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
United Kingdom of Great Britain and Northern Ireland
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM TREASURY BILL
N/A
400000.00000000
PA
496006.37000000
0.078562266323
Long
DBT
NUSS
GB
N
2
2024-07-08
None
0.00000000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
458182EA6
3600000.00000000
PA
2582587.62000000
0.409055102267
Long
DBT
US
N
2
2024-10-10
Fixed
1.70000000
N
N
N
N
N
N
Dominion Energy, Inc.
ILUL7B6Z54MRYCF6H308
DOMINION RESOURCES INC
2574P0E26
500000.00000000
PA
USD
499849.92000000
0.079171044792
Long
STIV
CORP
US
N
2
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC
77340RAS6
404000.00000000
PA
USD
391464.39000000
0.062003900601
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
3.60000000
N
N
N
N
N
N
Royaume de Belgique
549300SZ25JZFHRHWD76
KINGDOM OF BELGIUM GOVERNMENT BOND
N/A
300000.00000000
PA
271064.02000000
0.042933730326
Long
DBT
NUSS
BE
Y
2
2030-06-22
Fixed
0.10000000
N
N
N
N
N
N
KILROY REALTY, L.P.
5493008CT3N3JR7P1552
KILROY REALTY LP
49427RAS1
600000.00000000
PA
USD
563539.93000000
0.089258882027
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
6.25000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNERSHIP LP
46188BAF9
275000.00000000
PA
USD
265831.03000000
0.042104878967
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.50000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
ONEMAIN FINANCE CORP
85172FAM1
102000.00000000
PA
USD
102668.09000000
0.016261560974
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.87500000
N
N
N
N
N
N
INTER AMERICAN DEVELOPMENT BANK
VKU1UKDS9E7LYLMACP54
INTER AMERICAN DEVELOPMENT BANK
4581X0EG9
250000.00000000
PA
USD
250009.10000000
0.039598849299
Long
DBT
US
N
2
2027-10-04
Floating
5.68139000
N
N
N
N
N
N
The Bank of New York Mellon Corporation
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP THE
06406HCV9
250000.00000000
PA
USD
249775.00000000
0.039561770287
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
JOHNSON JOHNSON
478160CR3
50000.00000000
PA
USD
32588.83000000
0.005161732785
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
2.10000000
N
N
N
N
N
N
Nokia Oyj
549300A0JPRWG1KI7U06
NOKIA OYJ
654902AE5
40000.00000000
PA
USD
38285.32000000
0.006063997738
Long
DBT
CORP
FI
N
2
2027-06-12
Fixed
4.37500000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0KB4
1500000.00000000
PA
USD
1496558.91000000
0.237039414747
Long
DBT
CORP
AU
Y
2
2024-06-04
Fixed
3.35000000
N
N
N
N
N
N
VODAFONE GROUP PUBLIC LIMITED COMPANY
213800TB53ELEUKM7Q61
VODAFONE GROUP PLC
92857WAQ3
85000.00000000
PA
USD
86777.92000000
0.013744722798
Long
DBT
CORP
GB
N
2
2037-02-27
Fixed
6.15000000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
ELECTRICITE DE FRANCE SA
N/A
50000.00000000
PA
55700.10000000
0.008822318331
Long
DBT
CORP
FR
N
2
2030-04-26
Fixed
4.62500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBT1
70000.00000000
PA
USD
69157.31000000
0.010953800868
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
UBS AG LONDON BRANCH
N/A
UBS AG LONDON
902674YK0
500000.00000000
PA
USD
493116.55000000
0.078104548797
Long
DBT
CORP
GB
Y
2
2024-08-09
Fixed
0.70000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA
5493008H3828EMEXB082
ANHEUSER BUSCH INBEV SA NV
N/A
90000.00000000
PA
86597.77000000
0.013716188906
Long
DBT
CORP
BE
N
2
2030-04-18
Fixed
1.50000000
N
N
N
N
N
N
REINSURANCE GROUP OF AMERICA, INCORPORATED
LORM1GNEU1DKEW527V90
REINSURANCE GROUP OF AMERICA INC
759351AR0
453000.00000000
PA
USD
454893.09000000
0.072050349041
Long
DBT
CORP
US
N
2
2033-09-15
Fixed
6.00000000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS, LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP
65342QAB8
781000.00000000
PA
USD
727708.79000000
0.115261527318
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.50000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
683300000.00000000
PA
4178436.06000000
0.661820949115
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
0.20000000
N
N
N
N
N
N
WHIRLPOOL CORPORATION
WHENKOULSSK7WUM60H03
WHIRLPOOL CORP
963320BC9
100000.00000000
PA
USD
96566.27000000
0.015295095951
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.75000000
N
N
N
N
N
N
THE WESTERN UNION COMPANY
28ID94QU1140NC23S047
WESTERN UNION CO THE
959802AH2
100000.00000000
PA
USD
99491.40000000
0.015758406214
Long
DBT
CORP
US
N
2
2036-11-17
Fixed
6.20000000
N
N
N
N
N
N
FRESENIUS MEDICAL CARE US FINANCE III, INC.
5299006ZHLMXOOUVTU44
FRESENIUS MEDICAL CARE US FINANCE III INC
35805BAB4
950000.00000000
PA
USD
737032.48000000
0.116738303144
Long
DBT
CORP
US
Y
2
2031-02-16
Fixed
2.37500000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
92309.00000000
OU
Contract Amount
USD
-150.84000000
-0.00002389149
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
92309.00000000
AUD
59832.64000000
USD
2024-05-24
-150.84000000
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA THE
06417XAL5
64000.00000000
PA
USD
63812.02000000
0.010107162353
Long
DBT
CORP
CA
N
2
2024-12-06
Fixed
5.25000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546AH7
250000.00000000
PA
USD
249650.29000000
0.039542017516
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.87500000
N
N
N
N
N
N
UNDER ARMOUR, INC.
549300D4549QKWETZ406
UNDER ARMOUR INC
904311AA5
40000.00000000
PA
USD
37660.81000000
0.005965081829
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN NATURAL RESOURCES LIMITED
549300T15RIMIKZC5Q38
CANADIAN NATURAL RESOURCES LTD
136385AL5
2621000.00000000
PA
USD
2641861.12000000
0.418443410109
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
N
Banco Santander, S.A.
5493006QMFDDMYWIAM13
BANCO SANTANDER SA
05971KAD1
1000000.00000000
PA
USD
995486.80000000
0.157674787731
Long
DBT
CORP
ES
N
2
2024-06-27
Fixed
2.70600000
N
N
N
N
N
N
ARES CAPITAL CORPORATION.
WEQ82666OJYSI5GUAB47
ARES CAPITAL CORP
04010LBB8
439000.00000000
PA
USD
385659.29000000
0.061084432950
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.87500000
N
N
N
N
N
N
BRIXMOR OPERATING PARTNERSHIP LP
549300CJHBL7JBUA6503
BRIXMOR OPERATING PARTNERSHIP LP
11120VAA1
300000.00000000
PA
USD
295195.45000000
0.046755898639
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.85000000
N
N
N
N
N
N
THE WILLIAMS COMPANIES, INC.
D71FAKCBLFS2O0RBPG08
WILLIAMS COS INC THE
969457BW9
100000.00000000
PA
USD
99799.51000000
0.015807207644
Long
DBT
CORP
US
N
2
2024-06-24
Fixed
4.55000000
N
N
N
N
N
N
OVINTIV INC.
2549003MEX7YMKLGI239
OVINTIV INC
292505AE4
514000.00000000
PA
USD
518320.63000000
0.082096613749
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.62500000
N
N
N
N
N
N
ENI S.P.A.
BUCRF72VH5RBN7X3VL35
ENI SPA
N/A
1400000.00000000
PA
1531379.02000000
0.242554559150
Long
DBT
CORP
IT
N
2
2033-05-19
Fixed
4.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV SA
5493008H3828EMEXB082
ANHEUSER BUSCH INBEV SA NV
N/A
10000.00000000
PA
9765.75000000
0.001546793546
Long
DBT
CORP
BE
N
2
2036-03-17
Fixed
2.75000000
N
N
N
N
N
N
European Union
529900FZRK8FGMPEOM08
EUROPEAN UNION
N/A
400000.00000000
PA
301524.63000000
0.047758375129
Long
DBT
BE
N
2
2036-06-04
Fixed
0.20000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
3128603.00000000
OU
Contract Amount
USD
-932.85000000
-0.00014775376
N/A
DFE
US
N
2
RBC DOMINION SECURITIES
N/A
3128603.00000000
GBP
3916872.98000000
USD
2024-05-17
-932.85000000
N
N
N
Reynolds American Inc.
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BV7
9000.00000000
PA
USD
10006.51000000
0.001584927434
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
8.12500000
N
N
N
N
N
N
BLACKROCK, INC.
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAS0
100000.00000000
PA
USD
79714.64000000
0.012625972480
Long
DBT
CORP
US
N
2
2032-02-25
Fixed
2.10000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VAG8
100000.00000000
PA
USD
102373.66000000
0.016214926315
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.12500000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA FINANCE LLC
92928QAH1
300000.00000000
PA
USD
273112.69000000
0.043258218413
Long
DBT
CORP
US
Y
2
2027-01-15
Fixed
2.87500000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TEN YEAR BOND
N/A
1035350000.00000000
PA
6535998.46000000
1.035234389638
Long
DBT
NUSS
JP
N
2
2027-06-20
Fixed
0.10000000
N
N
N
N
N
N
SEAGATE HDD CAYMAN
529900BD50TRWEG1SF63
SEAGATE HDD CAYMAN
81180WAL5
255000.00000000
PA
USD
252482.98000000
0.039990686242
Long
DBT
CORP
KY
N
2
2025-01-01
Fixed
4.75000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HBB4
200000.00000000
PA
USD
195770.17000000
0.031007965147
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBF8
329000.00000000
PA
USD
286242.21000000
0.045337798252
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
CPPIB CAPITAL INC.
549300KW9NB55HTDK075
CPPIB CAPITAL INC
N/A
4450000.00000000
PA
3463875.09000000
0.548641900166
Long
DBT
CORP
CA
N
2
2037-02-02
Fixed
0.75000000
N
N
N
N
N
N
AVANGRID, INC.
549300OX0Q38NLSKPB49
AVANGRID INC
05351WAA1
100000.00000000
PA
USD
98399.75000000
0.015585500173
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
VIATRIS INC.
254900ZZTSW7NL773X71
VIATRIS INC
92556VAD8
50000.00000000
PA
USD
41348.38000000
0.006549154684
Long
DBT
CORP
US
N
2
2030-06-22
Fixed
2.70000000
N
N
N
N
N
N
SABRA HEALTH CARE LIMITED PARTNERSHIP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP
78572XAG6
425000.00000000
PA
USD
375402.45000000
0.059459855838
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.90000000
N
N
N
N
N
N
EXPERIAN FINANCE PLC
635400RKRK5EGXSPC782
EXPERIAN FINANCE PLC
N/A
500000.00000000
PA
618128.55000000
0.097905153450
Long
DBT
CORP
GB
N
2
2024-09-27
Fixed
2.12500000
N
N
N
N
N
N
Truist Financial Corporation
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
05531FBH5
100000.00000000
PA
USD
99168.57000000
0.015707273290
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
2.50000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT CO LLC
345397D67
359000.00000000
PA
USD
373549.21000000
0.059166321837
Long
DBT
CORP
US
N
2
2033-11-07
Fixed
7.12200000
N
N
N
N
N
N
FLUOR CORPORATION.
CQ7WZ4NOFWT7FAE6Q943
FLUOR CORP
343412AC6
50000.00000000
PA
USD
49193.70000000
0.007791772030
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.50000000
N
N
N
N
N
N
MOLINA HEALTHCARE, INC.
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC
60855RAK6
300000.00000000
PA
USD
260187.63000000
0.041211022919
Long
DBT
CORP
US
Y
2
2030-11-15
Fixed
3.87500000
N
N
N
N
N
N
ANALOG DEVICES, INC.
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES INC
032654AW5
500000.00000000
PA
USD
344447.47000000
0.054556907953
Long
DBT
CORP
US
N
2
2041-10-01
Fixed
2.80000000
N
N
N
N
N
N
Federal National Mortgage Association
B1V7KEBTPIMZEU4LTD58
FEDERAL NATIONAL MORTGAGE ASSOCIATION
01F062655
8726000.00000000
PA
USD
8791802.59000000
1.392530375241
Long
ABS-MBS
USGSE
US
N
2
2054-05-25
Fixed
6.50000000
N
N
N
N
N
N
EUROCLEAR BANK SA
549300OZ46BRLZ8Y6F65
EUROCLEAR BANK SA
N/A
3200000.00000000
PA
3941990.66000000
0.624370449264
Long
DBT
CORP
BE
N
2
2024-09-30
Fixed
1.25000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RBE8
65000.00000000
PA
USD
59499.50000000
0.009424103898
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
N/A
400000.00000000
PA
421316.68000000
0.066732193823
Long
DBT
CORP
US
N
2
2025-01-30
Fixed
1.75000000
N
N
N
N
N
N
FOX CORPORATION
549300DDU6FDRBIELS05
FOX CORP
35137LAN5
1196000.00000000
PA
USD
1228026.36000000
0.194506643022
Long
DBT
CORP
US
N
2
2033-10-13
Fixed
6.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
INTESA SANPAOLO SPA
N/A
150000.00000000
PA
171391.22000000
0.027146592232
Long
DBT
CORP
IT
N
2
2031-08-29
Fixed
5.12500000
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS, L.P.
549300PDHUGWPWGOT525
KINDER MORGAN ENERGY PARTNERS LP
494550AV8
413000.00000000
PA
USD
416635.61000000
0.065990760869
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
6.50000000
N
N
N
N
N
N
U S DOLLARS
N/A
U S DOLLARS
N/A
2360132089.00000000
OU
Contract Amount
USD
677098.96000000
0.107245454978
N/A
DFE
US
N
2
CITIGROUP
6SHGI4ZSSLCXXQSBB395
2360132089.00000000
JPY
15674919.88000000
USD
2024-05-01
677098.96000000
N
N
N
DAIMLER TRUCK FINANCE CANADA INC.
54930098P2A2K13NYP58
DAIMLER TRUCK FINANCE CANADA INC
233852AD4
400000.00000000
PA
285623.61000000
0.045239818426
Long
DBT
CORP
CA
N
2
2024-12-13
Fixed
2.14000000
N
N
N
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
04517PBG6
50000.00000000
PA
USD
50687.00000000
0.008028295267
Long
DBT
PH
N
2
2026-08-27
Floating
6.34092000
N
N
N
N
N
N
ASHTEAD CAPITAL, INC.
213800J1134IW58IC398
ASHTEAD CAPITAL INC
04505AAA7
815000.00000000
PA
USD
781436.17000000
0.123771387255
Long
DBT
CORP
US
Y
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
FIRST AMERICAN FINANCIAL CORPORATION
549300B6VEZK3N0A1P55
FIRST AMERICAN FINANCIAL CORP
31847RAF9
908000.00000000
PA
USD
900742.78000000
0.142668317286
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
4.60000000
N
N
N
N
N
N
NEWELL BRANDS INC.
549300LWGYFM1TVO1Z12
NEWELL BRANDS INC
651229BD7
340000.00000000
PA
USD
328399.17000000
0.052015023625
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
6.62500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORPORATION
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HBZ7
173000.00000000
PA
USD
170386.26000000
0.026987416988
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
4.25000000
N
N
N
N
N
N
THE AES CORPORATION
2NUNNB7D43COUIRE5295
AES CORP THE
00130HCE3
70000.00000000
PA
USD
64822.33000000
0.010267184982
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
V.F. CORPORATION
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BA5
750000.00000000
PA
USD
723449.44000000
0.114586890440
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
2.40000000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KEYCORP
49326EEJ8
266000.00000000
PA
USD
220716.96000000
0.034959278030
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.55000000
N
N
N
N
N
N
ACTION LOGEMENT SERVICES SAS
969500O2QYH3YW92C551
ACTION LOGEMENT SERVICES
N/A
700000.00000000
PA
780760.88000000
0.123664428320
Long
DBT
CORP
FR
N
2
2038-10-03
Fixed
4.12500000
N
N
N
N
N
N
LINDE FINANCE BV
N/A
LINDE FINANCE BV
JK7722008
90000.00000000
PA
88203.71000000
0.013970553151
Long
DBT
CORP
NL
N
2
2028-04-20
Fixed
1.00000000
N
N
N
N
N
N
ROSS STORES, INC.
549300ENZFLPGRDFZQ60
ROSS STORES INC
778296AA1
500000.00000000
PA
USD
494953.54000000
0.078395508967
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.37500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC.
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VFT6
50000.00000000
PA
USD
33408.20000000
0.005291512497
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
Canada Housing Trust No. 1
549300M44WH89JG50067
CANADA HOUSING TRUST NO 1
13509PEF6
10100000.00000000
PA
7330283.51000000
1.161040906265
Long
DBT
CORP
CA
N
2
2024-06-15
Fixed
2.90000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0KQ1
194000.00000000
PA
USD
195001.04000000
0.030886142929
Long
DBT
CORP
AU
Y
2
2026-03-13
Floating
6.08349000
N
N
N
N
N
N
Province of Alberta
LQPXMHHNJKIPJYE53543
PROVINCE OF ALBERTA CANADA
013051DM6
970000.00000000
PA
704809.48000000
0.111634514038
Long
DBT
CA
N
2
2024-06-01
Fixed
3.10000000
N
N
N
N
N
N
Japan
353800WZS8AXZXFUC241
JAPAN GOVERNMENT TWENTY YEAR BOND
N/A
906300000.00000000
PA
5342657.65000000
0.846221578109
Long
DBT
NUSS
JP
N
2
2036-03-20
Fixed
0.40000000
N
N
N
N
N
N
Treasury Corporation Of Victoria
549300ZJM7BQW1P9UV75
TREASURY CORP OF VICTORIA
N/A
3500000.00000000
PA
1780946.36000000
0.282083438246
Long
DBT
AU
N
2
2033-09-15
Fixed
2.25000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LIMITED
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
8935268Z9
100000.00000000
PA
USD
112973.83000000
0.017893883338
Long
DBT
CORP
CA
N
2
2039-01-15
Fixed
7.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAF6
213000.00000000
PA
USD
217307.87000000
0.034419313520
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.62500000
N
N
N
N
N
N
EQUINIX, INC.
549300EVUN2BTLJ3GT74
EQUINIX INC
29444UBC9
200000.00000000
PA
USD
196439.17000000
0.031113927810
Long
DBT
CORP
US
N
2
2024-11-18
Fixed
2.62500000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA FINANCE LLC
U94303AD3
50000.00000000
PA
USD
45541.05000000
0.007213230142
Long
DBT
CORP
US
N
2
2028-09-20
Fixed
4.12500000
N
N
N
N
N
N
Evergy, Inc.
549300PGTHDQY6PSUI61
EVERGY INC
30034WAA4
100000.00000000
PA
USD
98678.11000000
0.015629589511
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
KYNDRYL HOLDINGS, INC.
549300LQ4LWX2R8ZV130
KYNDRYL HOLDINGS INC
50155QAK6
185000.00000000
PA
USD
161391.10000000
0.025562676907
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
2.70000000
N
N
N
N
N
N
PPG INDUSTRIES, INC.
549300BKPEP01R3V6C59
PPG INDUSTRIES INC
693506BQ9
267000.00000000
PA
USD
264257.97000000
0.041855722573
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.40000000
N
N
N
N
N
N
THE BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA THE
06417XAB7
264000.00000000
PA
USD
256487.00000000
0.040624881495
Long
DBT
CORP
CA
N
2
2025-01-10
Fixed
1.45000000
N
N
N
N
N
N
CONTINENTAL RESOURCES, INC.
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OK
212015AN1
236000.00000000
PA
USD
235313.09000000
0.037271153686
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
CENTERPOINT ENERGY RESOURCES CORP.
2JADVB0458J06WCD4N56
CENTERPOINT ENERGY RESOURCES CORP
15189WAH3
150000.00000000
PA
USD
149358.63000000
0.023656858414
Long
DBT
CORP
US
N
2
2041-01-15
Fixed
5.85000000
N
N
N
N
N
N
2024-05-30
Dimensional ETF Trust
Randy Olson
Randy Olson
Chief Compliance Officer