0001752724-22-274719.txt : 20221129
0001752724-22-274719.hdr.sgml : 20221129
20221129145823
ACCESSION NUMBER: 0001752724-22-274719
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220930
FILED AS OF DATE: 20221129
DATE AS OF CHANGE: 20221129
PERIOD START: 20220930
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD WELLESLEY INCOME FUND
CENTRAL INDEX KEY: 0000105544
IRS NUMBER: 231711688
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-01766
FILM NUMBER: 221431868
BUSINESS ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
BUSINESS PHONE: 6106691000
MAIL ADDRESS:
STREET 1: PO BOX 2600
STREET 2: V26
CITY: VALLEY FORGE
STATE: PA
ZIP: 19482
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD WELLESLEY INCOME FUND/
DATE OF NAME CHANGE: 20011121
FORMER COMPANY:
FORMER CONFORMED NAME: VANGUARD/WELLESLEY INCOME FUND INC
DATE OF NAME CHANGE: 19940608
FORMER COMPANY:
FORMER CONFORMED NAME: WELLESLEY INCOME FUND INC
DATE OF NAME CHANGE: 19920703
0000105544
S000004405
VANGUARD WELLESLEY INCOME FUND
C000012161
Investor Shares
VWINX
C000012162
Admiral Shares
VWIAX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000105544
XXXXXXXX
S000004405
C000012161
C000012162
VANGUARD WELLESLEY INCOME FUND
811-01766
0000105544
549300OJL7R1C308TV02
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD WELLESLEY INCOME FUND
S000004405
9IBUENCX8GHY3X70KM34
2022-09-30
2022-09-30
N
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1148291208.42
55514912179.87
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1031831496.90000000
0.00000000
0.00000000
6440134.07000000
USD
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353REF1
14645000.00000000
PA
USD
14177162.25000000
0.025537574848
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABY0
9670000.00000000
PA
USD
6253212.45000000
0.011264022952
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH
072024WS7
14735000.00000000
PA
USD
12653080.06000000
0.022792218456
Long
DBT
MUN
US
N
2
2031-04-01
Fixed
2.57400000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAA2
13915000.00000000
PA
USD
13714886.16000000
0.024704868694
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AQ9
17920000.00000000
PA
USD
17204119.12000000
0.030990086166
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX HWY-TXB-B
66285WFB7
15100000.00000000
PA
USD
17909246.28000000
0.032260244278
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JV3
13160000.00000000
PA
USD
10278910.68000000
0.018515584869
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 646553
36292EH60
3984.37000000
PA
USD
3907.56000000
0.000007038757
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247XAS0
24410000.00000000
PA
USD
18705742.56000000
0.033694987212
Long
DBT
CORP
US
N
2
2032-02-25
Fixed
2.10000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAK6
16810000.00000000
PA
USD
11431640.84000000
0.020592018236
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.45000000
N
N
N
N
N
N
Banque Federative du Credit Mutuel SA
VBHFXSYT7OG62HNT8T76
BANQ FED CRD MUT
06675FAY3
33875000.00000000
PA
USD
28880242.02000000
0.052022494292
Long
DBT
CORP
FR
Y
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
Sumitomo Mitsui Trust Bank Ltd
5493006GGLR4BTEL8O61
SUMITOMO TR&BK
86563VAU3
100340000.00000000
PA
USD
94128274.70000000
0.169554937590
Long
DBT
CORP
JP
Y
2
2024-03-25
Fixed
0.85000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FQ1
27272000.00000000
PA
USD
21477992.42000000
0.038688690257
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYG3
43275000.00000000
PA
USD
36607609.07000000
0.065941938179
Long
DBT
CORP
US
N
2
2027-09-10
Variable
1.54200000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAB9
97795000.00000000
PA
USD
85749182.04000000
0.154461528754
Long
DBT
CORP
GB
Y
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAC7
32825000.00000000
PA
USD
23650579.58000000
0.042602210201
Long
DBT
CORP
US
Y
2
2049-09-23
Fixed
3.80000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743756AE8
12030000.00000000
PA
USD
9466472.20000000
0.017052124966
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
3.93000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NF4
19070000.00000000
PA
USD
12212657.22000000
0.021998876951
Long
DBT
CORP
US
N
2
2042-11-03
Variable
2.90400000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBN1
36910000.00000000
PA
USD
31331944.14000000
0.056438788984
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.61000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 617156
36290TTM1
11164.45000000
PA
USD
10944.20000000
0.000019713982
Long
ABS-MBS
USGA
US
N
2
2036-07-15
Fixed
6.50000000
N
N
N
N
N
N
Rio Tinto PLC
213800YOEO5OQ72G2R82
RIO TINTO-ADR
N/A
3934901.00000000
NS
USD
216655649.06000000
0.390265679171
Long
EC
CORP
US
N
1
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AP0
40150000.00000000
PA
USD
39564059.33000000
0.071267444685
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.90000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER CO
29736RAQ3
9875000.00000000
PA
USD
8377646.94000000
0.015090804634
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.60000000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AE5
44340000.00000000
PA
USD
34981905.10000000
0.063013528665
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEH0
165050000.00000000
PA
USD
158473780.81000000
0.285461643704
Long
DBT
UST
US
N
2
2025-04-15
Fixed
2.62500000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RG34
10625000.00000000
PA
USD
7609628.19000000
0.013707358781
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.51400000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJD3
64325000.00000000
PA
USD
51506052.84000000
0.092778770275
Long
DBT
CORP
US
N
2
2033-01-27
Variable
2.67700000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WBH3
17135000.00000000
PA
USD
15473955.89000000
0.027873512327
Long
DBT
CORP
US
N
2
2026-09-09
Fixed
2.30000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PBB8
21168000.00000000
PA
USD
20049172.13000000
0.036114930822
Long
DBT
CORP
NL
Y
2
2028-06-21
Fixed
4.37500000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NY ST THRUWAY AUTH-M
650009S53
16215000.00000000
PA
USD
13262587.39000000
0.023890134865
Long
DBT
MUN
US
N
2
2035-01-01
Fixed
2.90000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GBY4
29970000.00000000
PA
USD
27879497.20000000
0.050219834825
Long
DBT
CORP
US
Y
2
2026-12-18
Fixed
3.45000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29273RBL2
5600000.00000000
PA
USD
4478626.66000000
0.008067429964
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441C204
2719186.00000000
NS
USD
252938681.72000000
0.455622952082
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEA9
51000000.00000000
PA
USD
46949883.45000000
0.084571661210
Long
DBT
CORP
US
N
2
2025-05-30
Variable
0.79000000
N
N
N
N
N
N
Guardian Life Global Funding
635400NHILJ5JEKILC36
GUARDIAN LIFE
40139LBD4
7235000.00000000
PA
USD
6320443.91000000
0.011385128178
Long
DBT
CORP
US
Y
2
2026-05-13
Fixed
1.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAU5
5750000.00000000
PA
USD
5022733.56000000
0.009047539413
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CW7
9050000.00000000
PA
USD
7886049.91000000
0.014205282149
Long
DBT
CORP
US
N
2
2038-11-16
Fixed
4.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CX6
1905000.00000000
PA
USD
1801782.47000000
0.003245582851
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDY5
12760000.00000000
PA
USD
8926899.83000000
0.016080183647
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
CubeSmart LP
549300MPHKO3I3FJRA97
CUBESMART LP
22966RAH9
11790000.00000000
PA
USD
9547357.72000000
0.017197825494
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
2.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJB7
63125000.00000000
PA
USD
47742479.06000000
0.085999377798
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.49100000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4097 KA
3137ATLD2
7827670.39000000
PA
USD
7417865.23000000
0.013361932746
Long
ABS-MBS
USGSE
US
N
2
2031-09-15
Fixed
2.00000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FG3
30855000.00000000
PA
USD
25331559.13000000
0.045630188602
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
Ooredoo International Finance Ltd
549300BHXCDJ03WU7N77
OOREDOO INTL FIN
74735KAA0
45300000.00000000
PA
USD
37419807.24000000
0.067404965207
Long
DBT
CORP
BM
Y
2
2031-04-08
Fixed
2.62500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACA1
37480000.00000000
PA
USD
31106271.51000000
0.056032280856
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
Enterprise Fleet Financing 2019-2 LLC
N/A
EFF 2019-2 A2
29374DAB4
2297510.30000000
PA
USD
2294321.36000000
0.004132801926
Long
ABS-CBDO
CORP
US
Y
2
2025-02-20
Fixed
2.29000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGP9
27170000.00000000
PA
USD
25870836.29000000
0.046601598154
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCQ3
9285000.00000000
PA
USD
8526970.84000000
0.015359784434
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.62500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687DZ6
11000000.00000000
PA
USD
11427575.06000000
0.020584694474
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AL4
15275000.00000000
PA
USD
12854269.63000000
0.023154624812
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AP3800
3138M7GJ8
6828.23000000
PA
USD
6254.92000000
0.000011267098
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
2.50000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FM5
20255000.00000000
PA
USD
15267895.33000000
0.027502331770
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.75000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AU4
14980000.00000000
PA
USD
11905883.64000000
0.021446280238
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 605586
36200NXP1
1018.33000000
PA
USD
1029.97000000
0.000001855303
Long
ABS-MBS
USGA
US
N
2
2034-12-15
Fixed
6.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HNJ5
9275000.00000000
PA
USD
8693889.07000000
0.015660457215
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.25000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
632525BB6
24765000.00000000
PA
USD
19108216.59000000
0.034419970850
Long
DBT
CORP
AU
Y
2
2037-01-12
Variable
3.34700000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCG4
19891000.00000000
PA
USD
15172480.05000000
0.027330458527
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175CE2
4895000.00000000
PA
USD
3097710.29000000
0.005579960713
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
SUNCOR ENERGY
867229AD8
13000000.00000000
PA
USD
12380178.07000000
0.022300635241
Long
DBT
CORP
CA
N
2
2034-12-01
Fixed
5.95000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 621256
36290YE53
115265.28000000
PA
USD
117012.34000000
0.000210776411
Long
ABS-MBS
USGA
US
N
2
2037-05-15
Fixed
6.50000000
N
N
N
N
N
N
Phillips 66
5493005JBO5YSIGK1814
PHILLIPS 66
718546104
2115402.00000000
NS
USD
170755249.44000000
0.307584471874
Long
EC
CORP
US
N
1
N
N
N
Daimler Trucks Finance North America LLC
5493003HSDTSCZRXBA58
DAIMLER TRUCKS
233853AM2
26835000.00000000
PA
USD
24555017.90000000
0.044231391054
Long
DBT
CORP
US
Y
2
2027-04-07
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NG2
34000000.00000000
PA
USD
30310294.50000000
0.054598473292
Long
DBT
CORP
US
N
2
2028-02-24
Variable
3.07000000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
BELL 2021-1A A2II
87342RAH7
36444600.00000000
PA
USD
29450327.30000000
0.053049399059
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Fixed
2.29400000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
MASS MUTUAL LIFE
575767AR9
19410000.00000000
PA
USD
12047815.53000000
0.021701944679
Long
DBT
CORP
US
Y
2
2061-12-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAP3
56830000.00000000
PA
USD
51211324.74000000
0.092247871300
Long
DBT
CORP
US
N
2
2029-01-24
Variable
3.77200000
N
N
N
N
N
N
Medtronic PLC
549300GX3ZBSQWUXY261
MEDTRONIC PLC
G5960L103
3171635.00000000
NS
USD
256109526.25000000
0.461334650805
Long
EC
CORP
US
N
1
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BL7
19565000.00000000
PA
USD
15683666.54000000
0.028251267856
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKA9
6086000.00000000
PA
USD
4150434.85000000
0.007476252212
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2016-58 LZ
3136ATAD6
8272899.95000000
PA
USD
6576461.57000000
0.011846297349
Long
ABS-MBS
USGSE
US
N
2
2046-08-25
Fixed
2.50000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244AX7
7185000.00000000
PA
USD
4882064.52000000
0.008794149766
Long
DBT
CORP
US
N
2
2050-03-12
Fixed
3.35000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FK9
14765000.00000000
PA
USD
10439224.72000000
0.018804361405
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
Indiana University Health Inc Obligated Group
N/A
INDIANA UNIV
455170AB6
12815000.00000000
PA
USD
8252883.96000000
0.014866066856
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.85200000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB6192
31417C3A1
7916.72000000
PA
USD
7253.60000000
0.000013066038
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
Southwest Gas Corp
OQQR1IQTGBKH0UR88X59
SOUTHWEST GAS
845011AC9
9465000.00000000
PA
USD
7154305.86000000
0.012887178559
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.20000000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
53079EBE3
2608000.00000000
PA
USD
2582825.81000000
0.004652490130
Long
DBT
CORP
US
Y
2
2023-06-15
Fixed
4.25000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
MAYO CLINIC
578454AD2
6465000.00000000
PA
USD
5508720.28000000
0.009922955947
Long
DBT
CORP
US
N
2
2052-11-15
Fixed
4.12800000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
EATON CORP
278062AJ3
6555000.00000000
PA
USD
5757026.55000000
0.010370234454
Long
DBT
CORP
US
N
2
2052-08-23
Fixed
4.70000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CB6
7685000.00000000
PA
USD
7514539.55000000
0.013536073921
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
SSM Health Care Corp
5493000QP6H63JFPC580
SSM HEALTH CARE
784710AA3
41615000.00000000
PA
USD
39583474.72000000
0.071302417973
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.82300000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HQW3
26730000.00000000
PA
USD
25068547.13000000
0.045156420402
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.30000000
N
N
N
N
N
N
Toledo Hospital/The
5493009DCR7NWV6K4T34
TOLEDO HOSPITAL
889184AD9
17965000.00000000
PA
USD
16378034.06000000
0.029502044436
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.75000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX TOLL AUTH-TXBL
66285WE51
10335000.00000000
PA
USD
7472226.70000000
0.013459855031
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.01100000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PBE1
20000000.00000000
PA
USD
21972884.40000000
0.039580147994
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.62500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCJ3
14530000.00000000
PA
USD
11795910.97000000
0.021248184509
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.06900000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAG3
13425000.00000000
PA
USD
13190262.13000000
0.023759854086
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.40000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BX1
7635000.00000000
PA
USD
5439016.41000000
0.009797397125
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449W7M3
26910000.00000000
PA
USD
23353515.20000000
0.042067102843
Long
DBT
CORP
US
Y
2
2026-07-12
Fixed
1.30000000
N
N
N
N
N
N
Standard Chartered PLC
U4LOSYZ7YG4W3S5F2G91
STANDARD CHART
853254CB4
12545000.00000000
PA
USD
11645635.65000000
0.020977490898
Long
DBT
CORP
GB
Y
2
2025-03-23
Variable
1.21400000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718109
3170605.00000000
NS
USD
400288881.25000000
0.721047490722
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGR4
37995000.00000000
PA
USD
34308844.02000000
0.061801131755
Long
DBT
CORP
US
N
2
2028-07-21
Variable
3.59300000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
FHLB DISCOUNT NT
313385P42
100000000.00000000
PA
USD
99645000.00000000
0.179492313123
Long
DBT
USGSE
US
N
2
2022-11-14
None
0.00000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2D5
61070000.00000000
PA
USD
58034766.04000000
0.104539057635
Long
DBT
CORP
FR
Y
2
2025-01-09
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2016-49 BZ
3136ATKU7
6765689.74000000
PA
USD
5098369.40000000
0.009183783599
Long
ABS-MBS
USGSE
US
N
2
2046-08-25
Fixed
2.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578AAN8
48550000.00000000
PA
USD
40163199.66000000
0.072346686832
Long
DBT
CORP
FR
Y
2
2029-10-01
Fixed
2.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDJ2
23000000.00000000
PA
USD
22928230.57000000
0.041301030065
Long
DBT
CORP
US
N
2
2023-02-25
Fixed
3.75000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2Z5
58110000.00000000
PA
USD
47205658.50000000
0.085032393363
Long
DBT
CORP
US
N
2
2053-04-25
Variable
4.61100000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61761J3R8
36950000.00000000
PA
USD
34054803.81000000
0.061343524600
Long
DBT
CORP
US
N
2
2026-07-27
Fixed
3.12500000
N
N
N
N
N
N
University of Michigan
N/A
UNIV OF MICHIGAN-A
914455UH1
14470000.00000000
PA
USD
11089470.85000000
0.019975661339
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
3.50400000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAF4
30265000.00000000
PA
USD
25300345.14000000
0.045573962286
Long
DBT
CORP
US
Y
2
2028-03-08
Fixed
1.80000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2016-43 GZ
3136ASXH4
3013959.61000000
PA
USD
2563568.86000000
0.004617802243
Long
ABS-MBS
USGSE
US
N
2
2046-07-25
Fixed
3.00000000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
06417XAD3
12170000.00000000
PA
USD
10587140.59000000
0.019070804895
Long
DBT
CORP
CA
N
2
2027-02-02
Fixed
1.95000000
N
N
N
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO GLOBAL FUND
18977W2C3
22195000.00000000
PA
USD
18450456.03000000
0.033235135039
Long
DBT
CORP
US
Y
2
2029-01-06
Fixed
2.65000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAZ1
10065000.00000000
PA
USD
9134737.95000000
0.016454566154
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.12000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAT2
29696000.00000000
PA
USD
23964891.75000000
0.043168386310
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2F9
57145000.00000000
PA
USD
52017304.86000000
0.093699697644
Long
DBT
CORP
US
N
2
2027-06-17
Variable
3.19600000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAV6
13520000.00000000
PA
USD
13266658.32000000
0.023897467903
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
3.12500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BS0344
3140LAL29
21147061.28000000
PA
USD
16127888.76000000
0.029051453252
Long
ABS-MBS
USGSE
US
N
2
2036-01-01
Fixed
1.77000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 621857
36290YZW1
25421.13000000
PA
USD
25126.95000000
0.000045261622
Long
ABS-MBS
USGA
US
N
2
2034-01-15
Fixed
6.50000000
N
N
N
N
N
N
Utility Debt Securitization Authority
N/A
UTIL DEBT SEC-T-TXB
91802RAW9
3475000.00000000
PA
USD
3440068.95000000
0.006196657465
Long
DBT
MUN
US
N
2
2025-12-15
Fixed
3.43500000
N
N
N
N
N
N
Sky Ltd
2138003TS48MQKF4BZ29
SKY LTD
111013AL2
42911000.00000000
PA
USD
41867074.49000000
0.075415906908
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.75000000
N
N
N
N
N
N
Piedmont Healthcare Inc
N/A
PIEDMONT HLTH
72014TAC3
8750000.00000000
PA
USD
6646945.11000000
0.011973260605
Long
DBT
CORP
US
N
2
2032-01-01
Fixed
2.04400000
N
N
N
N
N
N
CNO Global Funding
6354008GTNR4833ULD48
CNO GLOBAL FUND
18977W2B5
8460000.00000000
PA
USD
7771028.18000000
0.013998091458
Long
DBT
CORP
US
Y
2
2025-01-06
Fixed
1.65000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY
74730DAE3
23670000.00000000
PA
USD
17177714.53000000
0.030942523108
Long
DBT
CORP
QA
Y
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDU3
40900000.00000000
PA
USD
30849623.37000000
0.055569975991
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.70000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJM3
13500000.00000000
PA
USD
12353810.58000000
0.022253139012
Long
DBT
CORP
US
N
2
2043-08-16
Fixed
5.62500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 659282
36294TM77
649.71000000
PA
USD
657.48000000
0.000001184330
Long
ABS-MBS
USGA
US
N
2
2036-11-15
Fixed
6.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 659684
36294T2R5
19399.05000000
PA
USD
19654.88000000
0.000035404685
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.50000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AV5
33125000.00000000
PA
USD
28397930.99000000
0.051153698843
Long
DBT
CORP
NL
N
2
2027-04-01
Variable
1.72600000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB68
4595000.00000000
PA
USD
3292998.02000000
0.005931735979
Long
DBT
MUN
US
N
2
2042-06-01
Fixed
3.29300000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
29278GAY4
48955000.00000000
PA
USD
38569020.51000000
0.069475063537
Long
DBT
CORP
NL
Y
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDR2
50074000.00000000
PA
USD
44018675.86000000
0.079291624775
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
059438AG6
25000000.00000000
PA
USD
26712588.50000000
0.048117861401
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
7.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CD0
36510000.00000000
PA
USD
30242210.37000000
0.054475832136
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAJ9
64790000.00000000
PA
USD
56152758.93000000
0.101148964710
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AD2
7003000.00000000
PA
USD
5714102.12000000
0.010292913913
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAE5
28600000.00000000
PA
USD
28431193.08000000
0.051213614439
Long
DBT
CORP
ES
N
2
2023-02-23
Fixed
3.12500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 781484
36225BUH9
967.01000000
PA
USD
1031.65000000
0.000001858329
Long
ABS-MBS
USGA
US
N
2
2032-08-15
Fixed
6.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
DASNY -REV - F
64990FRB2
21345000.00000000
PA
USD
17073423.66000000
0.030754662107
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
Louisville and Jefferson County Metropolitan Sewer District
5493004O4I11L8BK0A22
LOUISVILLE/JEFFERSON
546589QY1
11000000.00000000
PA
USD
12062100.60000000
0.021727676630
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
6.25000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS CMNWLTH
576004HG3
20215000.00000000
PA
USD
19393159.18000000
0.034933243012
Long
DBT
MUN
US
N
2
2031-07-15
Fixed
4.11000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BM7
32790000.00000000
PA
USD
27384561.94000000
0.049328299126
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
Mid-Atlantic Interstate Transmission LLC
N/A
MID-ATLANTIC INT
59524QAA3
3400000.00000000
PA
USD
3149480.04000000
0.005673214486
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.10000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CP5
22220000.00000000
PA
USD
19261896.28000000
0.034696796813
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
3.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VGN8
22780000.00000000
PA
USD
17518094.27000000
0.031555655196
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAX2
46610000.00000000
PA
USD
41317202.85000000
0.074425413330
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SAQ6
5615000.00000000
PA
USD
3955476.70000000
0.007125070624
Long
DBT
CORP
US
N
2
2043-05-02
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2017-84 KA
3136AYMB6
2928198.36000000
PA
USD
2829729.78000000
0.005097242648
Long
ABS-MBS
USGSE
US
N
2
2053-04-25
Fixed
3.50000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBB9
25905000.00000000
PA
USD
22409881.60000000
0.040367318833
Long
DBT
CORP
US
Y
2
2029-03-01
Fixed
2.70000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBJ9
21335000.00000000
PA
USD
14389048.32000000
0.025919248999
Long
DBT
CORP
US
Y
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406FAD5
32698000.00000000
PA
USD
32053557.73000000
0.057738644395
Long
DBT
CORP
US
N
2
2023-08-16
Fixed
2.20000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BW9
60730000.00000000
PA
USD
38848506.09000000
0.069978505890
Long
DBT
CORP
US
N
2
2051-08-12
Fixed
3.05000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JCL6
25010000.00000000
PA
USD
23589046.10000000
0.042491368848
Long
DBT
CORP
US
Y
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAV1
20601000.00000000
PA
USD
16712282.31000000
0.030104131761
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9002
31417GAC0
48807.04000000
PA
USD
45195.15000000
0.000081410828
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225433AC5
57400000.00000000
PA
USD
53490267.31000000
0.096352971138
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558AZ6
28575000.00000000
PA
USD
27611465.00000000
0.049737023649
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA
913366KB5
14850000.00000000
PA
USD
9865171.31000000
0.017770308774
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
3.00600000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
904678AW9
37130000.00000000
PA
USD
30643207.06000000
0.055198154616
Long
DBT
CORP
IT
Y
2
2027-06-03
Variable
1.98200000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JM3
17900000.00000000
PA
USD
14346439.55000000
0.025842497063
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHS1
59475000.00000000
PA
USD
46766840.55000000
0.084241942774
Long
DBT
CORP
US
N
2
2050-03-15
Variable
4.33000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DW5
14050000.00000000
PA
USD
10785688.89000000
0.019428453484
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558AW3
21420000.00000000
PA
USD
21096375.50000000
0.038001276903
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.70000000
N
N
N
N
N
N
American Tower Trust #1
5493004YGM0MQZJOEJ36
AMERICAN TOWER T
03027WAJ1
32900000.00000000
PA
USD
32666067.84000000
0.058841969765
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
3.07000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BN8
4609000.00000000
PA
USD
3841668.61000000
0.006920066085
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440CA0
711000.00000000
PA
USD
463800.05000000
0.000835451290
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2B7
38645000.00000000
PA
USD
30752633.67000000
0.055395266717
Long
DBT
CORP
AU
Y
2
2031-05-05
Fixed
2.62500000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAC7
15190000.00000000
PA
USD
14125655.54000000
0.025444794894
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAW1
76475000.00000000
PA
USD
57275038.90000000
0.103170547607
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.10000000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAC7
63125000.00000000
PA
USD
52859726.13000000
0.095217166080
Long
DBT
CORP
GB
Y
2
2028-04-06
Fixed
2.00000000
N
N
N
N
N
N
Protective Life Global Funding
635400EVYITCJYWL2I50
PROTECTIVE LIFE
74368CBP8
30000000.00000000
PA
USD
28921458.60000000
0.052096738451
Long
DBT
CORP
US
Y
2
2027-07-06
Fixed
4.71400000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AV2
47755000.00000000
PA
USD
38278262.85000000
0.068951316586
Long
DBT
CORP
US
N
2
2046-05-19
Fixed
4.10000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GFB0
15070000.00000000
PA
USD
14526699.98000000
0.026167203386
Long
DBT
CORP
US
Y
2
2027-06-30
Fixed
4.40000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CA REGENTS-Q
913366KW9
45480000.00000000
PA
USD
40086231.18000000
0.072208042138
Long
DBT
MUN
US
N
2
2053-05-15
Fixed
4.56300000
N
N
N
N
N
N
Analog Devices Inc
GYVOE5EZ4GDAVTU4CQ61
ANALOG DEVICES
032654105
2344784.00000000
NS
USD
326722202.56000000
0.588530522216
Long
EC
CORP
US
N
1
N
N
N
County of Riverside CA
254900CB5HEOBAVTY629
RIVERSIDE CO-TXBL-REV
76913CBF5
9875000.00000000
PA
USD
8448560.20000000
0.015218541952
Long
DBT
MUN
US
N
2
2038-02-15
Fixed
3.81800000
N
N
N
N
N
N
Chesapeake Funding II LLC
5493000HT7H4OFOD6Z12
CFII 2018-3A A1
165183BT0
710645.21000000
PA
USD
710607.69000000
0.001280030287
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Fixed
3.39000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGE4
20735000.00000000
PA
USD
16455570.53000000
0.029641712260
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-A
23503CAN7
28285000.00000000
PA
USD
24675641.66000000
0.044448672781
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.50700000
N
N
N
N
N
N
Nasdaq Inc
549300L8X1Q78ERXFD06
NASDAQ INC
631103AM0
17300000.00000000
PA
USD
12843185.94000000
0.023134659563
Long
DBT
CORP
US
N
2
2052-03-07
Fixed
3.95000000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2021-6
N/A
AOMT 2021-6 A1
03465JAA8
24686872.19000000
PA
USD
20750491.17000000
0.037378229299
Long
ABS-MBS
CORP
US
Y
2
2066-09-25
Variable
1.45800000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBJ9
7485000.00000000
PA
USD
6485758.94000000
0.011682913086
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FY7
52100000.00000000
PA
USD
40254662.79000000
0.072511440997
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAM2
28730000.00000000
PA
USD
28490641.75000000
0.051320700387
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
3.44800000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAA1
28080000.00000000
PA
USD
26740437.14000000
0.048168025652
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.76000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAP9
9770000.00000000
PA
USD
7646544.33000000
0.013773856482
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FV5
10000000.00000000
PA
USD
6952190.60000000
0.012523104742
Long
DBT
CORP
US
N
2
2061-05-20
Fixed
3.55000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
29278NAR4
10000000.00000000
PA
USD
7814224.50000000
0.014075901758
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBD3
35095000.00000000
PA
USD
32026391.82000000
0.057689709957
Long
DBT
CORP
US
N
2
2026-08-16
Fixed
2.27500000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAK8
10105000.00000000
PA
USD
9836293.80000000
0.017718291200
Long
DBT
CORP
NO
N
2
2024-01-15
Fixed
2.65000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAL5
38911000.00000000
PA
USD
35202427.61000000
0.063410759789
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.11000000
N
N
N
N
N
N
Credit Suisse AG/New York NY
549300D0YARF5HYP1809
CRED SUIS NY
22546QAP2
3955000.00000000
PA
USD
3768758.54000000
0.006788731877
Long
DBT
CORP
CH
N
2
2024-09-09
Fixed
3.62500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAP6
45515000.00000000
PA
USD
44727500.84000000
0.080568443835
Long
DBT
CORP
DK
Y
2
2023-09-12
Fixed
3.87500000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KQ3
30600000.00000000
PA
USD
28712534.47000000
0.051720399695
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AM0
33940000.00000000
PA
USD
30877146.13000000
0.055619553229
Long
DBT
CORP
CH
Y
2
2025-09-11
Variable
2.59300000
N
N
N
N
N
N
State of Oregon Department of Transportation
N/A
OR TRN-TXB-A-SUB LIEN
68607DNL5
14510000.00000000
PA
USD
15606832.67000000
0.028112865637
Long
DBT
MUN
US
N
2
2034-11-15
Fixed
5.83400000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CE8
9627000.00000000
PA
USD
9265947.36000000
0.016690916001
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBT6
94170000.00000000
PA
USD
76486748.92000000
0.137776943017
Long
DBT
CORP
US
N
2
2032-01-12
Fixed
2.72100000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JS1
34725000.00000000
PA
USD
28991230.22000000
0.052222419313
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.75000000
N
N
N
N
N
N
Province of Quebec Canada
549300WN65YFEQH74Y36
QUEBEC PROVINCE
748149AJ0
134755000.00000000
PA
USD
125861438.16000000
0.226716450081
Long
DBT
NUSS
CA
N
2
2026-04-20
Fixed
2.50000000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2021-A
N/A
AFFRM 2021-A A
00833MAA2
4845565.52000000
PA
USD
4815769.65000000
0.008674731636
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
0.88000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHD4
48603000.00000000
PA
USD
43113366.97000000
0.077660875748
Long
DBT
CORP
US
N
2
2028-12-20
Variable
3.41900000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
AIR LIQUIDE FIN
00913RAC0
21000000.00000000
PA
USD
20494566.33000000
0.036917227327
Long
DBT
CORP
FR
Y
2
2023-09-27
Fixed
2.25000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ6061
3138MMWX6
2208.13000000
PA
USD
2022.43000000
0.000003643039
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
Georgetown University/The
549300GCL3B0KVXSX752
GEORGETOWN UNIV
37310PAC5
5155000.00000000
PA
USD
4229821.32000000
0.007619252474
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.31500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 569577
36200QXE9
832.57000000
PA
USD
816.17000000
0.000001470181
Long
ABS-MBS
USGA
US
N
2
2036-01-15
Fixed
6.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBU8
14635000.00000000
PA
USD
12255648.14000000
0.022076317261
Long
DBT
CORP
GB
N
2
2027-11-24
Variable
2.27900000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBN5
38610000.00000000
PA
USD
24220149.91000000
0.043628187380
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.10900000
N
N
N
N
N
N
CK Hutchison International 20 Ltd
254900SSPRZHBMNJF043
CK HUTCHISON INT
12564HAB1
22780000.00000000
PA
USD
16501865.03000000
0.029725103367
Long
DBT
CORP
KY
Y
2
2050-05-08
Fixed
3.37500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDX7
11275000.00000000
PA
USD
9095949.87000000
0.016384696494
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFH9
343500000.00000000
PA
USD
329545312.50000000
0.593615840429
Long
DBT
UST
US
N
2
2027-08-31
Fixed
3.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CAB7
523245000.00000000
PA
USD
467568487.88000000
0.842239444358
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBH3
13410000.00000000
PA
USD
8731035.90000000
0.015727370461
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
2.87500000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044CS8
5055000.00000000
PA
USD
5020985.56000000
0.009044390710
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.85000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825C104
5865442.00000000
NS
USD
600269334.28000000
1.081275842309
Long
EC
CORP
US
N
1
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AB3
16055000.00000000
PA
USD
16009269.58000000
0.028837782410
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.37500000
N
N
N
N
N
N
County of Broward FL Airport System Revenue
N/A
BROWARD CNTY FL ARPT
114894ZW1
10070000.00000000
PA
USD
7753733.85000000
0.013966938873
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
3.47700000
N
N
N
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAE9
32714000.00000000
PA
USD
32570744.41000000
0.058670261972
Long
DBT
CORP
FR
N
2
2023-01-25
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDS7
271270000.00000000
PA
USD
252620187.50000000
0.455049242771
Long
DBT
UST
US
N
2
2025-01-15
Fixed
1.12500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BJ2
11865000.00000000
PA
USD
11411390.49000000
0.020555540920
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
3.12500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAT1
3275000.00000000
PA
USD
2883145.76000000
0.005193461804
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
4.55000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
WELLTOWER INC
95040Q104
2798240.00000000
NS
USD
179982796.80000000
0.324206217271
Long
EC
CORP
US
N
1
N
N
N
Oklahoma Gas and Electric Co
549300VJ8YXGPO8EV472
OKLA GAS & ELEC
678858BC4
10000000.00000000
PA
USD
10453216.60000000
0.018829565227
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.50000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP
00131LAJ4
12795000.00000000
PA
USD
11411717.84000000
0.020556130581
Long
DBT
CORP
HK
Y
2
2030-04-07
Fixed
3.37500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JL5
5000000.00000000
PA
USD
3865986.40000000
0.006963870153
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.75000000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813CP2
36960000.00000000
PA
USD
30543329.31000000
0.055018243046
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658048
36294SBR7
125.34000000
PA
USD
126.29000000
0.000000227488
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BH4
4500000.00000000
PA
USD
3777952.46000000
0.006805293049
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 644020
36292BPD2
4658.84000000
PA
USD
4775.38000000
0.000008601977
Long
ABS-MBS
USGA
US
N
2
2035-07-15
Fixed
6.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160BY9
78000000.00000000
PA
USD
73019103.30000000
0.131530611204
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
2.45000000
N
N
N
N
N
N
Madison Park Funding XIII Ltd
N/A
MDPK 2014-13A AR2
55818MBA4
32460705.02000000
PA
USD
31963043.46000000
0.057575599428
Long
ABS-MBS
CORP
KY
Y
2
2030-04-19
Floating
3.68760000
N
N
N
N
N
N
Air Liquide Finance SA
549300YGXL5Z3R14K812
AIR LIQUIDE FIN
00913RAD8
16815000.00000000
PA
USD
15381313.92000000
0.027706634696
Long
DBT
CORP
FR
Y
2
2026-09-27
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AL2955
3138EKH99
10234.62000000
PA
USD
9301.12000000
0.000016754273
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HLDG
05523UAP5
29838000.00000000
PA
USD
28424372.24000000
0.051201327938
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
3.85000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBD9
5300000.00000000
PA
USD
4328850.58000000
0.007797635644
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II
07274NAJ2
23781000.00000000
PA
USD
22802273.44000000
0.041074141243
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.25000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BU3
11260000.00000000
PA
USD
8730963.69000000
0.015727240388
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.00000000
N
N
N
N
N
N
Fifth Third Bank NA
QFROUN1UWUYU0DVIWD51
FIFTH THIRD BANK
31677AAB0
29295000.00000000
PA
USD
27663535.38000000
0.049830818952
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.85000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBE2
15727000.00000000
PA
USD
13623556.68000000
0.024540355275
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO TRANSIT SER B
167725AF7
31650000.00000000
PA
USD
35819972.96000000
0.064523155227
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Delmarva Power & Light Co
NJ98T8DDD027ZFXUDB24
DELMARVA PR & LT
247109BS9
9550000.00000000
PA
USD
9427836.02000000
0.016982528927
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.50000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAX6
42250000.00000000
PA
USD
35257280.66000000
0.063509567565
Long
DBT
CORP
AU
Y
2
2028-04-14
Variable
1.93500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TH1
28240000.00000000
PA
USD
25049761.09000000
0.045122580774
Long
DBT
UST
US
N
2
2042-05-15
Fixed
3.25000000
N
N
N
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
HORMEL FOODS CRP
440452AH3
11685000.00000000
PA
USD
9954406.28000000
0.017931049314
Long
DBT
CORP
US
N
2
2028-06-03
Fixed
1.70000000
N
N
N
N
N
N
Royalty Pharma PLC
549300FGFN7VOK8BZR03
ROYALTY PHARMA
78081BAM5
48265000.00000000
PA
USD
30158920.99000000
0.054325801493
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HBA6
14595000.00000000
PA
USD
13080365.05000000
0.023561894518
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.10000000
N
N
N
N
N
N
Nordea Bank Abp
529900ODI3047E2LIV03
NORDEA BANK ABP
65559CAE1
65000000.00000000
PA
USD
55455637.90000000
0.099893228184
Long
DBT
CORP
FI
Y
2
2026-09-30
Fixed
1.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BL2
15000000.00000000
PA
USD
10498132.65000000
0.018910473308
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
Manufacturers & Traders Trust Co
WWB2V0FCW3A0EE3ZJN75
MANUF & TRADERS
55279HAK6
20085000.00000000
PA
USD
19125165.17000000
0.034450500629
Long
DBT
CORP
US
N
2
2025-02-06
Fixed
2.90000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 657078
36294Q6P1
19230.83000000
PA
USD
20744.24000000
0.000037366968
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 659631
36294TY41
74848.77000000
PA
USD
76194.53000000
0.000137250563
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAT5
6685000.00000000
PA
USD
5607824.16000000
0.010101473531
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.25000000
N
N
N
N
N
N
MAPS 2019-1 Ltd
N/A
MAPSL 2019-1A A
55283LAA3
3695473.45000000
PA
USD
3235948.72000000
0.005828972059
Long
ABS-CBDO
CORP
BM
Y
2
2044-03-15
Fixed
4.45800000
N
N
N
N
N
N
Northeastern University
549300I2J5CUY7XEVC78
NRTHEAST UNIV
664675AT2
8570000.00000000
PA
USD
5675234.48000000
0.010222900941
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.89400000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-43 XP
3136AD2H1
3247959.38000000
PA
USD
3026313.44000000
0.005451352296
Long
ABS-MBS
USGSE
US
N
2
2041-08-25
Fixed
1.50000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAZ8
23440000.00000000
PA
USD
18852400.32000000
0.033959164447
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AM5
13050000.00000000
PA
USD
10991403.61000000
0.019799011073
Long
DBT
CORP
US
Y
2
2032-03-16
Fixed
3.75700000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSN-TXB-E-BABS
59259YGF0
27855000.00000000
PA
USD
29867189.49000000
0.053800300346
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81400000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BN4
58465000.00000000
PA
USD
55313405.59000000
0.099637022590
Long
DBT
CORP
US
N
2
2024-03-18
Fixed
0.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCD2
31000000.00000000
PA
USD
26274867.47000000
0.047329386714
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.25000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FZ1
16770000.00000000
PA
USD
13774322.24000000
0.024811931964
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
4.65000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAE8
14490000.00000000
PA
USD
13113110.21000000
0.023620878958
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.30000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DK3
18000000.00000000
PA
USD
14386157.46000000
0.025914041642
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1512 A3
3137FMTT9
7200000.00000000
PA
USD
6166234.80000000
0.011107348562
Long
ABS-MBS
USGSE
US
N
2
2034-04-25
Fixed
3.05900000
N
N
N
N
N
N
UniCredit SpA
549300TRUWO2CD2G5692
UNICREDIT SPA
904678AY5
40330000.00000000
PA
USD
28726017.68000000
0.051744687241
Long
DBT
CORP
IT
Y
2
2032-06-03
Variable
3.12700000
N
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
RUTGERS NJ ST UNIV
783186UJ6
11595000.00000000
PA
USD
9105950.05000000
0.016402709997
Long
DBT
MUN
US
N
2
2043-05-01
Fixed
3.27000000
N
N
N
N
N
N
Evergy Metro Inc
1128SIJQ26096WL7IO82
EVERGY METRO
485134BR0
3282000.00000000
PA
USD
2670452.14000000
0.004810332999
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEK4
8745000.00000000
PA
USD
7820120.40000000
0.014086522148
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.75000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473QBC6
7995000.00000000
PA
USD
6716057.12000000
0.012097753299
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEB3
2855000.00000000
PA
USD
2512400.00000000
0.004525630864
Long
DBT
UST
US
N
2
2029-02-28
Fixed
1.87500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBS3
80105000.00000000
PA
USD
76443490.17000000
0.137699020260
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
JP Morgan Securities LLC
ZBUT11V806EZRVTWT807
JPM TRIPARTY TREASURY
N/A
28600000.00000000
PA
USD
28600000.00000000
0.051517689350
Long
RA
CORP
US
N
2
Repurchase
Y
2.97000000
2022-10-03
30390300.00000000
USD
29172003.05000000
USD
UST
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687GA8
16160000.00000000
PA
USD
11978625.53000000
0.021577311499
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCD6
19440000.00000000
PA
USD
13311134.09000000
0.023977582900
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.15700000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
JACKSON NAT LIFE
46849LSS1
48955000.00000000
PA
USD
47503259.55000000
0.085568467434
Long
DBT
CORP
US
Y
2
2024-01-30
Fixed
3.25000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FA0
10000000.00000000
PA
USD
10291191.60000000
0.018537706709
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC 2019-4
N/A
AOMT 2019-4 A1
03463UAA5
1063099.21000000
PA
USD
1056984.26000000
0.001903964571
Long
ABS-MBS
CORP
US
Y
2
2049-07-26
Variable
2.99300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDB4
501000000.00000000
PA
USD
465616875.00000000
0.838723969320
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.62500000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBD0
11315000.00000000
PA
USD
9063669.50000000
0.016326549289
Long
DBT
CORP
GB
N
2
2030-04-29
Fixed
2.00000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAM7
9800000.00000000
PA
USD
7454579.52000000
0.013428066851
Long
DBT
CORP
ES
N
2
2031-03-25
Fixed
2.95800000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KEYSPAN GAS EAST
49338CAA1
5060000.00000000
PA
USD
4760514.69000000
0.008575199893
Long
DBT
CORP
US
Y
2
2041-04-01
Fixed
5.81900000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2015-151 BA
38379QW43
1074600.19000000
PA
USD
1057453.01000000
0.001904808939
Long
ABS-MBS
USGA
US
N
2
2045-10-20
Fixed
1.70000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBN4
36945000.00000000
PA
USD
24918458.92000000
0.044886063836
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FAQ4
4670000.00000000
PA
USD
4036386.08000000
0.007270814131
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAW0
32261000.00000000
PA
USD
28343786.79000000
0.051056167932
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BA6
56130000.00000000
PA
USD
55606085.39000000
0.100164231927
Long
DBT
CORP
GB
N
2
2023-05-25
Fixed
3.60000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368103
1703921.00000000
NS
USD
191759269.34000000
0.345419386990
Long
EC
CORP
US
N
1
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EG1
20945000.00000000
PA
USD
19044426.82000000
0.034305065201
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
2.40000000
N
N
N
N
N
N
BAT International Finance PLC
21380041YBGOQDFAC823
BAT INTL FINANCE
05530QAK6
15000000.00000000
PA
USD
14279998.50000000
0.025722815617
Long
DBT
CORP
GB
Y
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HLL2
12000000.00000000
PA
USD
10026733.68000000
0.018061333948
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.95000000
N
N
N
N
N
N
Bon Secours Mercy Health Inc
5493006NA7JSVYYYF398
BON SECOURS HLTH
09778PAB1
11525000.00000000
PA
USD
8961294.41000000
0.016142139216
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.09500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967KU4
45085000.00000000
PA
USD
40735804.69000000
0.073378130470
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.12500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CS6
19405000.00000000
PA
USD
17830256.50000000
0.032117958580
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.97600000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
084670BS6
23645000.00000000
PA
USD
22465510.79000000
0.040467524684
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.12500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FL2
1995000.00000000
PA
USD
1925282.25000000
0.003468045205
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
6.05000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWV2
72755000.00000000
PA
USD
64688870.69000000
0.116525214847
Long
DBT
CORP
US
N
2
2029-04-23
Variable
3.81400000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
NY & NJ PORT AUTH
73358XCN0
16940000.00000000
PA
USD
11072412.58000000
0.019944933974
Long
DBT
MUN
US
N
2
2060-07-15
Fixed
3.17500000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBM1
16205000.00000000
PA
USD
12627464.77000000
0.022746077178
Long
DBT
CORP
US
N
2
2030-08-10
Fixed
1.74900000
N
N
N
N
N
N
MMAF Equipment Finance LLC 2019-B
N/A
MMAF 2019-B A3
55316EAC6
15313792.97000000
PA
USD
15058086.32000000
0.027124399064
Long
ABS-CBDO
CORP
US
Y
2
2024-12-12
Fixed
2.01000000
N
N
N
N
N
N
HSBC Bank USA
CYYGQCGNHMHPSMRL3R97
HSBC TRIPARTY TREAS
N/A
17400000.00000000
PA
USD
17400000.00000000
0.031342929884
Long
RA
CORP
US
N
2
Repurchase
Y
2.96000000
2022-10-03
16214600.00000000
USD
17748002.37000000
USD
UST
N
N
N
NextEra Energy Inc
N/A
NEXTERA ENERGY
65339F101
3906326.00000000
NS
USD
306295021.66000000
0.551734677463
Long
EC
CORP
US
N
1
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
22535WAE7
31690000.00000000
PA
USD
31487584.24000000
0.056719146268
Long
DBT
CORP
FR
Y
2
2023-04-24
Fixed
3.75000000
N
N
N
N
N
N
Evergy Metro Inc
1128SIJQ26096WL7IO82
EVERGY METRO
30037DAA3
8520000.00000000
PA
USD
6932377.49000000
0.012487415034
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
California Health Facilities Financing Authority
5493007RI8BUDOGHZ546
CA ST HLTH FACS AUTH
13032UD88
9220000.00000000
PA
USD
8041034.91000000
0.014484459389
Long
DBT
MUN
US
N
2
2037-06-01
Fixed
4.19000000
N
N
N
N
N
N
Piedmont Healthcare Inc
N/A
PIEDMONT HLTH
72014TAE9
11625000.00000000
PA
USD
7311344.61000000
0.013170055257
Long
DBT
CORP
US
N
2
2052-01-01
Fixed
2.86400000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2G7
28045000.00000000
PA
USD
23086713.83000000
0.041586508783
Long
DBT
CORP
US
N
2
2030-10-30
Variable
2.87900000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDQ2
4890000.00000000
PA
USD
4139593.61000000
0.007456723693
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CM0
18205000.00000000
PA
USD
16472911.85000000
0.029672949489
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.87500000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AMERISOURCEBERGE
03073EAS4
12108000.00000000
PA
USD
11903609.21000000
0.021442183266
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAD2
4406000.00000000
PA
USD
4487757.74000000
0.008083877941
Long
DBT
CORP
US
N
2
2037-11-01
Fixed
6.62500000
N
N
N
N
N
N
SFAVE Commercial Mortgage Securities Trust 2015-5AVE
549300FIGODFFTOAAU64
SFAVE 2015-5AVE A2B
78413MAE8
22000000.00000000
PA
USD
16463433.80000000
0.029655876508
Long
ABS-MBS
CORP
US
Y
2
2043-01-05
Variable
4.14400000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FD4
29745000.00000000
PA
USD
28856583.48000000
0.051979877742
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.25000000
N
N
N
N
N
N
New York State Thruway Authority Highway & Bridge Trust Fund
N/A
NYS TWY-TXB-B-BABS
650014TJ2
29670000.00000000
PA
USD
31043756.60000000
0.055919671636
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.88300000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2015-5 EP
3136AMMM8
5141132.00000000
PA
USD
4687325.82000000
0.008443363478
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
2.00000000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516106
1220801.00000000
NS
USD
203837142.97000000
0.367175475860
Long
EC
CORP
US
N
1
N
N
N
TotalEnergies Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAL3
50000000.00000000
PA
USD
49234005.00000000
0.088686090037
Long
DBT
CORP
FR
N
2
2024-04-10
Fixed
3.75000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3823 DB
3137A8D70
1605485.37000000
PA
USD
1538970.75000000
0.002772175420
Long
ABS-MBS
USGSE
US
N
2
2031-03-15
Fixed
3.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BL2
12041000.00000000
PA
USD
10918513.90000000
0.019667713540
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUT
485429Z72
38405000.00000000
PA
USD
36008512.64000000
0.064862775110
Long
DBT
MUN
US
N
2
2045-04-15
Fixed
4.92700000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBP4
32550000.00000000
PA
USD
20667706.48000000
0.037229107763
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue
N/A
CHICAGO TRANSIT SER A
167725AC4
61935000.00000000
PA
USD
69541224.96000000
0.125265847011
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV-B
13077DRW4
12175000.00000000
PA
USD
7688640.34000000
0.013849684774
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.71900000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL
693475AZ8
52980000.00000000
PA
USD
43734655.70000000
0.078780014202
Long
DBT
CORP
US
N
2
2030-01-22
Fixed
2.55000000
N
N
N
N
N
N
General Motors Financial Co Inc
5493008B6JBRUJ90QL97
GEN MOTORS FIN
37045XBW5
58730000.00000000
PA
USD
57275020.63000000
0.103170514697
Long
DBT
CORP
US
N
2
2024-04-13
Fixed
3.95000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BK4
6715000.00000000
PA
USD
6181806.91000000
0.011135398881
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBQ5
23475000.00000000
PA
USD
18151682.94000000
0.032696949751
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HU8
22800000.00000000
PA
USD
22469124.35000000
0.040474033854
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
3.62500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBY0
18920000.00000000
PA
USD
11434871.68000000
0.020597838006
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BS2
25692000.00000000
PA
USD
22453808.58000000
0.040446445285
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
632525AU5
83980000.00000000
PA
USD
62747939.58000000
0.113028981072
Long
DBT
CORP
AU
Y
2
2030-08-21
Fixed
2.33200000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AU0279
3138WZJZ6
98973.91000000
PA
USD
91659.57000000
0.000165108015
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJJ0
20345000.00000000
PA
USD
20221541.05000000
0.036425422028
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.37500000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBU8
22795000.00000000
PA
USD
19470835.92000000
0.035073163507
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA CA
913366KC3
27700000.00000000
PA
USD
18131896.47000000
0.032661308030
Long
DBT
MUN
US
N
2
2060-05-15
Fixed
3.25600000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAC8
33780000.00000000
PA
USD
33703008.96000000
0.060709830271
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CY3
16015000.00000000
PA
USD
11678299.11000000
0.021036328171
Long
DBT
CORP
GB
N
2
2032-11-22
Variable
2.87100000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2N3
20420000.00000000
PA
USD
17342464.43000000
0.031239290037
Long
DBT
CORP
FR
Y
2
2027-01-13
Variable
1.32300000
N
N
N
N
N
N
Molson Coors Beverage Co
54930073LBBH6ZCBE225
MOLSON COORS
60871RAG5
57600000.00000000
PA
USD
52623887.62000000
0.094792345972
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.00000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CX4
20663000.00000000
PA
USD
14426476.40000000
0.025986668867
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAN4
38235000.00000000
PA
USD
32829833.14000000
0.059136963116
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.40000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GCK3
43250000.00000000
PA
USD
38953945.93000000
0.070168436552
Long
DBT
CORP
US
Y
2
2027-09-19
Fixed
3.00000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFJ2
60960000.00000000
PA
USD
55931040.79000000
0.100749579876
Long
DBT
CORP
US
N
2
2028-01-22
Fixed
3.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBM2
25155000.00000000
PA
USD
22160523.14000000
0.039918144998
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.20000000
N
N
N
N
N
N
American Electric Power Co Inc
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRI
025537101
4006695.00000000
NS
USD
346378782.75000000
0.623938270185
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDS7
37513000.00000000
PA
USD
23431257.90000000
0.042207142153
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.88700000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CQ3
28885000.00000000
PA
USD
26464916.20000000
0.047671724876
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.60000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174467Y9
15000000.00000000
PA
USD
14324588.55000000
0.025803136468
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DN7
4915000.00000000
PA
USD
3763009.87000000
0.006778376695
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBJ1
60000000.00000000
PA
USD
59429005.80000000
0.107050526545
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
2.20000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABN4
20490000.00000000
PA
USD
13361774.27000000
0.024068801958
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423CE6
17655000.00000000
PA
USD
11382559.49000000
0.020503607126
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.12500000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAF1
11695000.00000000
PA
USD
11578729.48000000
0.020856971623
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
4.20000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBC8
36710000.00000000
PA
USD
36558053.64000000
0.065852673100
Long
DBT
CORP
GB
N
2
2024-05-16
Floating
4.06290000
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AK9
8010000.00000000
PA
USD
7126929.38000000
0.012837864818
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
3.15000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BD0
7501000.00000000
PA
USD
5970392.15000000
0.010754573709
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAV2
53140000.00000000
PA
USD
44871171.56000000
0.080827240462
Long
DBT
CORP
US
Y
2
2027-04-15
Fixed
1.84000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 663795
36294YNL4
83.14000000
PA
USD
83.72000000
0.000000150806
Long
ABS-MBS
USGA
US
N
2
2037-01-15
Fixed
6.50000000
N
N
N
N
N
N
NXP Semiconductors NV
724500M9BY5293JDF951
NXP SEMICONDUCTO
N6596X109
1360397.00000000
NS
USD
200672161.47000000
0.361474338317
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAB0
61923000.00000000
PA
USD
50155576.63000000
0.090346133427
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAX3
17030000.00000000
PA
USD
13926503.89000000
0.025086059480
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CJ7
56435000.00000000
PA
USD
53900363.06000000
0.097091683916
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
3.35000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BL6
36390000.00000000
PA
USD
35614966.51000000
0.064153873457
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
3497255.30000000
NS
USD
349620612.34000000
0.629777835561
Long
STIV
CORP
US
N
1
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VCB7
24250000.00000000
PA
USD
15870138.96000000
0.028587163947
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAW2
10845000.00000000
PA
USD
8982569.06000000
0.016180461622
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
02364WAW5
10010000.00000000
PA
USD
9969532.77000000
0.017958296930
Long
DBT
CORP
MX
N
2
2040-03-30
Fixed
6.12500000
N
N
N
N
N
N
Chubb Ltd
E0JAN6VLUDI1HITHT809
CHUBB LTD
H1467J104
1801613.00000000
NS
USD
327677372.44000000
0.590251086732
Long
EC
CORP
US
N
1
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661EH6
17090000.00000000
PA
USD
14781845.96000000
0.026626802384
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 617301
36290TX61
135.71000000
PA
USD
141.74000000
0.000000255318
Long
ABS-MBS
USGA
US
N
2
2036-11-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NA5
105990000.00000000
PA
USD
90230359.62000000
0.162533553737
Long
DBT
CORP
US
N
2
2027-06-09
Variable
1.46200000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJB7
70000000.00000000
PA
USD
66522484.00000000
0.119828135158
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFF3
11568000.00000000
PA
USD
10581105.00000000
0.019059932880
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081FP7
27690000.00000000
PA
USD
21531681.42000000
0.038785401209
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FV0
17788000.00000000
PA
USD
13216085.02000000
0.023806369317
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05583JAC6
64900000.00000000
PA
USD
56967785.71000000
0.102617086964
Long
DBT
CORP
FR
Y
2
2027-10-23
Fixed
3.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BZ4
2435000.00000000
PA
USD
1673148.45000000
0.003013872100
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.12500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CM5
16380000.00000000
PA
USD
14241081.42000000
0.025652713587
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.70000000
N
N
N
N
N
N
Eaton Corp PLC
549300VDIGTMXUNT7H71
EATON CORP PLC
G29183103
2393919.00000000
NS
USD
319253037.84000000
0.575076182784
Long
EC
CORP
US
N
1
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
202712BS3
9825000.00000000
PA
USD
7844436.51000000
0.014130323190
Long
DBT
CORP
AU
Y
2
2032-03-14
Fixed
3.78400000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FX1
10855000.00000000
PA
USD
9037086.45000000
0.016278664767
Long
DBT
CORP
US
N
2
2032-02-14
Fixed
2.80000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550108
1749383.00000000
NS
USD
371166591.11000000
0.668588990841
Long
EC
CORP
US
N
1
N
N
N
BlackRock Inc
549300LRIF3NWCU26A80
BLACKROCK INC
09247X101
343226.00000000
NS
USD
188870403.28000000
0.340215621107
Long
EC
CORP
US
N
1
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200AM3
25000000.00000000
PA
USD
26498757.25000000
0.047732683362
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
7.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 687750
36296DBT4
85654.59000000
PA
USD
83632.10000000
0.000150647991
Long
ABS-MBS
USGA
US
N
2
2037-12-15
Fixed
6.50000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BW3
1505000.00000000
PA
USD
1243066.56000000
0.002239157932
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.15000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 571878
36200TJX7
5721.72000000
PA
USD
5769.98000000
0.000010393567
Long
ABS-MBS
USGA
US
N
2
2032-04-15
Fixed
6.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBE4
11420000.00000000
PA
USD
10055681.15000000
0.018113477541
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.40000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO
58933Y105
7626969.00000000
NS
USD
656834570.28000000
1.183167809311
Long
EC
CORP
US
N
1
N
N
N
Johns Hopkins University
549300Z1XKWYKTIOM958
JOHNS HOPKINS
478115AF5
2920000.00000000
PA
USD
1834033.08000000
0.003303676450
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
264399DK9
5000000.00000000
PA
USD
5161818.20000000
0.009298075052
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
6.00000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CC3
19475000.00000000
PA
USD
19104975.97000000
0.034414133463
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.40000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
74977RDR2
46035000.00000000
PA
USD
43401068.81000000
0.078179118196
Long
DBT
CORP
NL
Y
2
2028-08-22
Variable
4.65500000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2P8
23320000.00000000
PA
USD
17700231.20000000
0.031883741692
Long
DBT
CORP
FR
Y
2
2032-04-19
Variable
2.87100000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JCJ1
34590000.00000000
PA
USD
33302847.64000000
0.059989012559
Long
DBT
CORP
US
Y
2
2032-09-15
Fixed
4.55000000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1521 A2
3137H2NY6
17210000.00000000
PA
USD
12833390.30000000
0.023117014503
Long
ABS-MBS
USGSE
US
N
2
2036-08-25
Fixed
2.18400000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FH1
2752000.00000000
PA
USD
2087973.30000000
0.003761103490
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.85000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AG9
18120000.00000000
PA
USD
14479792.20000000
0.026082707567
Long
DBT
NUSS
BM
Y
2
2030-08-20
Fixed
2.37500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CJ3
35665000.00000000
PA
USD
29305368.42000000
0.052788282047
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AB9
13150000.00000000
PA
USD
12237889.83000000
0.022044328900
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.65000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MX6
52610000.00000000
PA
USD
48806116.02000000
0.087915325997
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.98100000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148LAC0
16660000.00000000
PA
USD
16012037.12000000
0.028842767629
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
3.50000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KN0
9335000.00000000
PA
USD
6750443.57000000
0.012159694224
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
University of California
N/A
UNIV CA-AJ-TXBL
91412GTG0
19390000.00000000
PA
USD
18649546.31000000
0.033593759906
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111ES8
45000000.00000000
PA
USD
46271550.15000000
0.083349767356
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.30000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAJ9
4750000.00000000
PA
USD
3613939.27000000
0.006509853169
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RE3
34444000.00000000
PA
USD
34249916.33000000
0.061694984257
Long
DBT
CORP
US
N
2
2024-01-16
Fixed
4.48000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BG8
22660000.00000000
PA
USD
21336765.90000000
0.038434296411
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TD0
935000.00000000
PA
USD
678751.56000000
0.001222647273
Long
DBT
UST
US
N
2
2052-02-15
Fixed
2.25000000
N
N
N
N
N
N
Time Warner Entertainment Co LP
N/A
TIME WARNER ENT
88731EAF7
3215000.00000000
PA
USD
3260189.62000000
0.005872637624
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664DA6
20000000.00000000
PA
USD
16864465.00000000
0.030378261151
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.87500000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAX3
58390000.00000000
PA
USD
53624683.49000000
0.096595097396
Long
DBT
CORP
US
N
2
2029-03-07
Fixed
3.40000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AP8
38225000.00000000
PA
USD
30815246.59000000
0.055508052485
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.55000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
2346251.00000000
NS
USD
351796874.94000000
0.633697976140
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CJ9
8465000.00000000
PA
USD
6574181.50000000
0.011842190218
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
1.87500000
N
N
N
N
N
N
University of Chicago/The
54930099Y7GU6182V326
UNIV OF CHICAGO
91412NBD1
9540000.00000000
PA
USD
7198158.29000000
0.012966170723
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76100000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CL4
51310000.00000000
PA
USD
34014901.87000000
0.061271648525
Long
DBT
CORP
NL
N
2
2051-11-26
Fixed
3.00000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JCG7
26785000.00000000
PA
USD
23825107.77000000
0.042916590938
Long
DBT
CORP
US
Y
2
2052-06-01
Fixed
4.60000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAD6
21485000.00000000
PA
USD
16804651.95000000
0.030270518839
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAA4
10089981.35000000
PA
USD
8467289.56000000
0.015252279482
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
0.86100000
N
N
N
N
N
N
Banner Health
PLD0E0WJKFN8IZJ2WD85
BANNER HEALTH
06654DAG2
12150000.00000000
PA
USD
8656771.24000000
0.015593596207
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.90700000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AU3
22785000.00000000
PA
USD
15309071.52000000
0.027576503175
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746U109
2705801.00000000
NS
USD
186997907.11000000
0.336842660408
Long
EC
CORP
US
N
1
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAE4
36135000.00000000
PA
USD
34463098.95000000
0.062078993907
Long
DBT
CORP
SG
Y
2
2028-08-01
Fixed
3.62500000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBQ7
25960000.00000000
PA
USD
24474513.25000000
0.044086376594
Long
DBT
CORP
US
Y
2
2024-04-01
Fixed
0.80000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAQ7
27695000.00000000
PA
USD
16401383.62000000
0.029544104414
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
3.00000000
N
N
N
N
N
N
Broadcom Corp / Broadcom Cayman Finance Ltd
N/A
BRDCOM CRP / FIN
11134LAH2
10955000.00000000
PA
USD
10097018.42000000
0.018187939102
Long
DBT
CORP
N/A
N
2
2027-01-15
Fixed
3.87500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYJ7
45765000.00000000
PA
USD
34570562.93000000
0.062272570688
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.38300000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-BG
91412HGG2
23375000.00000000
PA
USD
18365146.11000000
0.033081464761
Long
DBT
MUN
US
N
2
2030-05-15
Fixed
1.61400000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K-1513 A3
3137FPJ97
7552000.00000000
PA
USD
6274578.44000000
0.011302509890
Long
ABS-MBS
USGSE
US
N
2
2034-08-25
Fixed
2.79700000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CF4
20465000.00000000
PA
USD
16580050.06000000
0.029865939454
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.62500000
N
N
N
N
N
N
Commonwealth Bank of Australia
MSFSBD3QN1GSN7Q6C537
COM BK AUSTRALIA
202712BN4
79335000.00000000
PA
USD
59817280.97000000
0.107749933524
Long
DBT
CORP
AU
Y
2
2031-03-11
Fixed
2.68800000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AH9
17225000.00000000
PA
USD
14533169.67000000
0.026178857354
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.25000000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DC6
24370000.00000000
PA
USD
20203782.78000000
0.036393433739
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.62500000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-AN
91412GVC6
4740000.00000000
PA
USD
4452186.73000000
0.008019803247
Long
DBT
MUN
US
N
2
2044-05-15
Fixed
4.76500000
N
N
N
N
N
N
Emera US Finance LP
N/A
EMERA US FINANCE
29103DAJ5
32320000.00000000
PA
USD
30069209.99000000
0.054164203471
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.55000000
N
N
N
N
N
N
State of California
N/A
CA ST-BAB
13063BBU5
45195000.00000000
PA
USD
54302542.74000000
0.097816137336
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BV5
5620000.00000000
PA
USD
4206640.08000000
0.007577495694
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.75000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BK8
44450000.00000000
PA
USD
36715134.15000000
0.066135625020
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.15000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 550730
36213CY38
23630.16000000
PA
USD
23933.75000000
0.000043112290
Long
ABS-MBS
USGA
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAL1
12195000.00000000
PA
USD
10593522.84000000
0.019082301356
Long
DBT
CORP
US
Y
2
2026-11-12
Fixed
1.70000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AN6
4806000.00000000
PA
USD
4016028.60000000
0.007234143840
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05583JAK8
24910000.00000000
PA
USD
21027822.83000000
0.037877791757
Long
DBT
CORP
FR
Y
2
2027-10-19
Variable
2.04500000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBJ7
24240000.00000000
PA
USD
20003062.52000000
0.036031872760
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.62500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBF7
16975000.00000000
PA
USD
11546586.65000000
0.020799072171
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAV7
885000.00000000
PA
USD
710512.79000000
0.001279859342
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.15000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EBW4
28890000.00000000
PA
USD
25072901.24000000
0.045164263538
Long
DBT
CORP
US
Y
2
2026-08-12
Fixed
1.25000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV-B
13077DRV6
15330000.00000000
PA
USD
10141391.34000000
0.018267868833
Long
DBT
MUN
US
N
2
2052-11-01
Fixed
2.93900000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A2W0
23855000.00000000
PA
USD
22227982.85000000
0.040039661375
Long
DBT
CORP
US
Y
2
2024-04-16
Fixed
1.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 689575
36296FCL5
928.08000000
PA
USD
938.33000000
0.000001690230
Long
ABS-MBS
USGA
US
N
2
2038-07-15
Fixed
6.50000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBL8
9735000.00000000
PA
USD
8845270.45000000
0.015933143191
Long
DBT
CORP
GB
N
2
2026-05-07
Variable
2.85200000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-S1
072024NV0
24800000.00000000
PA
USD
30383903.52000000
0.054731066531
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
7.04300000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCV2
14220000.00000000
PA
USD
13453933.33000000
0.024234809714
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.10000000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599BF0
15560000.00000000
PA
USD
14956027.86000000
0.026940559342
Long
DBT
CORP
US
Y
2
2024-07-01
Fixed
3.45000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN-A-REF-TXBL
977100EL6
28325000.00000000
PA
USD
25317023.79000000
0.045604005835
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
3.95400000
N
N
N
N
N
N
Taco Bell Funding LLC
N/A
BELL 2021-1A A2I
87342RAG9
30191850.00000000
PA
USD
25300679.72000000
0.045574564970
Long
ABS-CBDO
CORP
US
Y
2
2051-08-25
Fixed
1.94600000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
53079EBN3
33825000.00000000
PA
USD
29486970.47000000
0.053115405054
Long
DBT
CORP
US
Y
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBH0
28000000.00000000
PA
USD
27491434.32000000
0.049520810248
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBM6
33075000.00000000
PA
USD
23059609.19000000
0.041537684713
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
3.30000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
25160000.00000000
PA
USD
19777809.79000000
0.035626121006
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
COTTAGE HEALTH SYSTEM
N/A
COTHEA 3.304 11/01/49
N/A
10000000.00000000
PA
USD
7153151.60000000
0.012885099370
Long
DBT
MUN
US
N
2
2049-11-01
Fixed
3.30400000
N
N
N
N
N
N
Loews Corp
R8V1FN4M5ITGZOG7BS19
LOEWS CORP
540424AQ1
14100000.00000000
PA
USD
13949172.02000000
0.025126891986
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.62500000
N
N
N
N
N
N
Penske Truck Leasing Co Lp / PTL Finance Corp
N/A
PENSKE TRUCK LE
709599AZ7
53520000.00000000
PA
USD
51370598.27000000
0.092534773546
Long
DBT
CORP
US
Y
2
2025-03-10
Fixed
3.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CM9
27800000.00000000
PA
USD
23238453.68000000
0.041859840478
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.58900000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAH4
9155000.00000000
PA
USD
8210730.96000000
0.014790135906
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 652578
36292L6P4
8914.73000000
PA
USD
9034.33000000
0.000016273699
Long
ABS-MBS
USGA
US
N
2
2036-05-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGQ7
16060000.00000000
PA
USD
13128776.98000000
0.023649099790
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822CL6
49105000.00000000
PA
USD
47169449.82000000
0.084967170023
Long
DBT
CORP
JP
N
2
2028-07-20
Variable
5.01700000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAW5
14995000.00000000
PA
USD
12089300.54000000
0.021776672366
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
10000000.00000000
PA
USD
6655403.10000000
0.011988496133
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ-192
73358WXQ2
10910000.00000000
PA
USD
10176461.79000000
0.018331041859
Long
DBT
MUN
US
N
2
2065-10-15
Fixed
4.81000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3775 DB
3137A4UE5
1060334.54000000
PA
USD
1019338.40000000
0.001836152413
Long
ABS-MBS
USGSE
US
N
2
2030-12-15
Fixed
4.00000000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2E1
68983000.00000000
PA
USD
53497286.40000000
0.096365614749
Long
DBT
CORP
AU
Y
2
2032-01-08
Fixed
2.50000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAF0
40495000.00000000
PA
USD
34736241.69000000
0.062571010789
Long
DBT
CORP
NL
Y
2
2045-05-27
Fixed
4.40000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BK8
14640000.00000000
PA
USD
11575456.38000000
0.020851075729
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
Five Corners Funding Trust
N/A
FIVE COR FND TRS
33829TAA4
5320000.00000000
PA
USD
5274354.88000000
0.009500789378
Long
DBT
CORP
US
Y
2
2023-11-15
Fixed
4.41900000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWL4
14525000.00000000
PA
USD
13153115.35000000
0.023692940929
Long
DBT
CORP
US
N
2
2028-06-05
Variable
3.69100000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV CA-BABS
913366DF4
15790000.00000000
PA
USD
18008043.41000000
0.032438209307
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
6.58300000
N
N
N
N
N
N
Home Partners of America 2021-2 Trust
N/A
HPA 2021-2 A
43732VAT3
34915577.69000000
PA
USD
30299144.75000000
0.054578389049
Long
ABS-CBDO
CORP
US
Y
2
2026-12-17
Fixed
1.90100000
N
N
N
N
N
N
Oregon State University
549300UBMR6O3SFCEV73
OREGON ST UNIV GEN
68608WAL6
31000000.00000000
PA
USD
21848623.30000000
0.039356314262
Long
DBT
MUN
US
N
2
2060-03-01
Fixed
3.42400000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2011-33 GD
31397SGR9
2614485.84000000
PA
USD
2503453.86000000
0.004509516023
Long
ABS-MBS
USGSE
US
N
2
2031-04-25
Fixed
3.50000000
N
N
N
N
N
N
Mercury Financial Credit Card Master Trust
N/A
MFCC 2021-1A A
58940BAA4
36145000.00000000
PA
USD
34234151.20000000
0.061666586248
Long
ABS-CBDO
CORP
US
Y
2
2026-03-20
Fixed
1.54000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAE5
10125000.00000000
PA
USD
7967937.40000000
0.014352787543
Long
DBT
CORP
JP
Y
2
2031-04-03
Fixed
2.06500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140CB4
123570000.00000000
PA
USD
109054453.29000000
0.196441728911
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AB4
7820000.00000000
PA
USD
6501136.20000000
0.011710612418
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.12500000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
23636TAE0
68785000.00000000
PA
USD
63077131.28000000
0.113621959944
Long
DBT
CORP
FR
Y
2
2026-11-02
Fixed
2.94700000
N
N
N
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
23329PAG5
51450000.00000000
PA
USD
44352647.94000000
0.079893214630
Long
DBT
CORP
NO
Y
2
2027-05-25
Variable
1.53500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANK
316773DA5
9850000.00000000
PA
USD
8765344.89000000
0.015789171856
Long
DBT
CORP
US
N
2
2027-05-05
Fixed
2.55000000
N
N
N
N
N
N
NTT Finance Corp
3538007PR116187GD960
NTT FINANCE
62954WAC9
76700000.00000000
PA
USD
66999228.67000000
0.120686903823
Long
DBT
CORP
JP
Y
2
2026-04-03
Fixed
1.16200000
N
N
N
N
N
N
N/A
N/A
CDX-NAIGS39V1-5Y.Dec.2027
N/A
-585000000.00000000
NC
USD
-1860294.73000000
-0.00335098202
N/A
DCR
N/A
N
1
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDX-NAIGS39V1-5Y.Dec.2027
2I65BYEB7
Y
Payout of notional amount upon default event with regard to reference instrument
2027-12-20
0.00000000
USD
-346395.07000000
USD
-585000000.00000000
USD
-1513899.66000000
N
N
N
AdventHealth Obligated Group
N/A
ADVENTHEALTH
00778XAA5
21620000.00000000
PA
USD
13834187.66000000
0.024919768611
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.79500000
N
N
N
N
N
N
Metropolitan Edison Co
N/A
METROPLTN EDISON
591894CC2
6851000.00000000
PA
USD
6392237.38000000
0.011514451034
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJT7
65125000.00000000
PA
USD
50747823.95000000
0.091412959072
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.68700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKL2
62865000.00000000
PA
USD
50799376.50000000
0.091505821598
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.84600000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 617282
36290TXK0
252.69000000
PA
USD
247.72000000
0.000000446222
Long
ABS-MBS
USGA
US
N
2
2036-11-15
Fixed
6.50000000
N
N
N
N
N
N
Inova Health System Foundation
5493001L7PBVS286Y307
INOVA HEALTH SY
45791GAA0
14145000.00000000
PA
USD
11605278.26000000
0.020904794413
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.06800000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 600617
36200GG26
15391.62000000
PA
USD
15088.00000000
0.000027178283
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
6.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEF8
53080000.00000000
PA
USD
38035512.24000000
0.068514045589
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.48400000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AP1
55880000.00000000
PA
USD
55093925.98000000
0.099241670060
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FF0
3365000.00000000
PA
USD
3019190.83000000
0.005438522212
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
5.20000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CV9
6645000.00000000
PA
USD
5810630.68000000
0.010466792528
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 654528
36294ND96
10101.19000000
PA
USD
9902.00000000
0.000017836648
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAC3
34505000.00000000
PA
USD
31450806.49000000
0.056652897852
Long
DBT
CORP
GB
Y
2
2032-04-27
Fixed
4.25000000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAA1
30600000.00000000
PA
USD
25594760.75000000
0.046104298367
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAF0
39420000.00000000
PA
USD
27502846.77000000
0.049541367697
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FG8
5595000.00000000
PA
USD
4366882.00000000
0.007866142318
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.10000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AP0
14675000.00000000
PA
USD
12398969.87000000
0.022334485245
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KAS2
62200000.00000000
PA
USD
60796751.21000000
0.109514270711
Long
DBT
CORP
NL
Y
2
2024-03-16
Fixed
3.12500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2U6
21795000.00000000
PA
USD
17713867.94000000
0.031908305794
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.35000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 659721
36294T4E2
25468.01000000
PA
USD
27948.93000000
0.000050344905
Long
ABS-MBS
USGA
US
N
2
2036-11-15
Fixed
6.50000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DQ8
14340000.00000000
PA
USD
8330216.13000000
0.015005366671
Long
DBT
NUSS
CL
N
2
2061-01-22
Fixed
3.10000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBL4
2565000.00000000
PA
USD
2480531.55000000
0.004468225657
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.37500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CED9
605000000.00000000
PA
USD
569550751.00000000
1.025941911165
Long
DBT
UST
US
N
2
2025-03-15
Fixed
1.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCG4
242350000.00000000
PA
USD
226294312.50000000
0.407627975284
Long
DBT
UST
US
N
2
2024-06-15
Fixed
0.25000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38145GAH3
48000000.00000000
PA
USD
44312126.88000000
0.079820223323
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.50000000
N
N
N
N
N
N
Huntington National Bank/The
2WHM8VNJH63UN14OL754
HUNTINGTON NATL
44644MAF8
17175000.00000000
PA
USD
16524923.16000000
0.029766638388
Long
DBT
CORP
US
N
2
2028-05-17
Variable
4.55200000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NY ST THRUWAY AUTH-M
650009S61
9140000.00000000
PA
USD
7168151.02000000
0.012912118093
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
DASNY-F-UNREFUNDED
64990FXE9
11865000.00000000
PA
USD
8700010.06000000
0.015671483063
Long
DBT
MUN
US
N
2
2043-02-15
Fixed
3.19000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWZ3
54990000.00000000
PA
USD
50075656.43000000
0.090202171747
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.22300000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CM9
4590000.00000000
PA
USD
3437135.39000000
0.006191373191
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
Pioneer Natural Resources Co
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL
723787107
893255.00000000
NS
USD
193416505.15000000
0.348404595369
Long
EC
CORP
US
N
1
N
N
N
Fannie Mae Pool
N/A
FN AU5035
3138X4SZ4
4690.97000000
PA
USD
4299.64000000
0.000007745018
Long
ABS-MBS
USGSE
US
N
2
2028-10-01
Fixed
2.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2C7
74220000.00000000
PA
USD
65774787.49000000
0.118481296118
Long
DBT
CORP
FR
Y
2
2027-11-16
Fixed
3.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCR1
12296000.00000000
PA
USD
11070112.29000000
0.019940790420
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CAN NATL RAILWAY
136375102
1916840.00000000
NS
207010671.59000000
0.372892009482
Long
EC
CORP
CA
N
1
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAV9
12280000.00000000
PA
USD
11596297.49000000
0.020888617192
Long
DBT
CORP
US
N
2
2026-05-03
Fixed
3.35000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NJ TPK-F-TXB
646139W35
28975000.00000000
PA
USD
35448988.56000000
0.063854894420
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DN5
20660000.00000000
PA
USD
16228306.66000000
0.029232337803
Long
DBT
NUSS
CL
N
2
2032-01-27
Fixed
2.55000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAW7
24795000.00000000
PA
USD
20989691.76000000
0.037809105582
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAB9
44950000.00000000
PA
USD
37806657.48000000
0.068101805434
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.34700000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AH1
24825000.00000000
PA
USD
24353007.24000000
0.043867505655
Long
DBT
CORP
CH
Y
2
2024-06-12
Floating
3.83660000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VBE3
23900000.00000000
PA
USD
20672054.77000000
0.037236940415
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
4.75000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBF1
60945000.00000000
PA
USD
59654119.08000000
0.107456027106
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.75000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAH4
10385000.00000000
PA
USD
9409025.07000000
0.016948644428
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAA1
5645000.00000000
PA
USD
5063381.82000000
0.009120759848
Long
DBT
CORP
US
Y
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
Principal Life Global Funding II
635400WSLKBQWSOIIT41
PRINCIPAL LFE II
74256LBG3
45000000.00000000
PA
USD
37313606.25000000
0.067213663473
Long
DBT
CORP
US
Y
2
2029-09-16
Fixed
2.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAT9
7330000.00000000
PA
USD
6930454.53000000
0.012483951172
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.04300000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BB9
23890000.00000000
PA
USD
22938317.24000000
0.041319199363
Long
DBT
CORP
US
N
2
2025-02-12
Fixed
2.70000000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
VDC 2020-1A A2
92212KAB2
32830000.00000000
PA
USD
28913295.64000000
0.052082034366
Long
ABS-CBDO
CORP
US
Y
2
2045-09-15
Fixed
1.64500000
N
N
N
N
N
N
Massachusetts Water Resources Authority
549300GBS2G3YGHOYO19
MA WTR RESOURCES-TXBL
576051ZT6
12650000.00000000
PA
USD
9612403.57000000
0.017314993742
Long
DBT
MUN
US
N
2
2041-08-01
Fixed
2.82300000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BT5
40190000.00000000
PA
USD
35798312.50000000
0.064484137854
Long
DBT
CORP
GB
N
2
2029-06-19
Variable
4.58300000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEM3
60280000.00000000
PA
USD
56160019.93000000
0.101162044079
Long
DBT
CORP
US
N
2
2026-02-18
Variable
2.63000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BR4
64501000.00000000
PA
USD
59721637.15000000
0.107577648608
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LU3
37225000.00000000
PA
USD
30028112.44000000
0.054090173722
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468L6
72345000.00000000
PA
USD
58567679.69000000
0.105499004484
Long
DBT
CORP
US
N
2
2031-01-22
Variable
2.69900000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBF5
4406000.00000000
PA
USD
3767844.70000000
0.006787085761
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
Bank of Nova Scotia/The
L3I9ZG2KFGXZ61BMYR72
BANK NOVA SCOTIA
064159QE9
60225000.00000000
PA
USD
54953164.88000000
0.098988114584
Long
DBT
CORP
CA
N
2
2026-08-03
Fixed
2.70000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AU2
41460000.00000000
PA
USD
29150772.27000000
0.052509805249
Long
DBT
CORP
CH
Y
2
2032-05-14
Variable
3.09100000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AD3
18560000.00000000
PA
USD
18000137.60000000
0.032423968431
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.81200000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076102
2588510.00000000
NS
USD
714273449.40000000
1.286633485225
Long
EC
CORP
US
N
1
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING GROEP NV
456837AH6
33605000.00000000
PA
USD
30950087.05000000
0.055750943007
Long
DBT
CORP
NL
N
2
2027-03-29
Fixed
3.95000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX CORP
126408HR7
7745000.00000000
PA
USD
5443259.35000000
0.009805040008
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.35000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MES9
4400000.00000000
PA
USD
4302754.63000000
0.007750628544
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.25000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GG2
3675000.00000000
PA
USD
2686039.05000000
0.004838409977
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773DF4
16015000.00000000
PA
USD
14260944.95000000
0.025688494118
Long
DBT
CORP
US
N
2
2033-04-25
Variable
4.33700000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RW3
36830000.00000000
PA
USD
33739612.75000000
0.060775765330
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
3.00000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AG8
42145000.00000000
PA
USD
39773560.27000000
0.071644822459
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
4.10100000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BQ5
8595000.00000000
PA
USD
8116951.77000000
0.014621209781
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AS9
31140000.00000000
PA
USD
30643974.99000000
0.055199537902
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.45000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ9960
3138MSB65
51088.30000000
PA
USD
47016.75000000
0.000084692109
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAN0
24160000.00000000
PA
USD
22643056.42000000
0.040787340789
Long
DBT
CORP
US
Y
2
2050-01-15
Fixed
2.83600000
N
N
N
N
N
N
Teledyne Technologies Inc
549300VSMO9KYQWDND94
TELEDYNE TECH
879360AD7
40240000.00000000
PA
USD
33656061.58000000
0.060625263120
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
2.25000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BY7
12495000.00000000
PA
USD
8118312.50000000
0.014623660888
Long
DBT
CORP
US
Y
2
2051-12-13
Fixed
2.60700000
N
N
N
N
N
N
State of California
N/A
CA TXB-VAR PURP
13063A5E0
5845000.00000000
PA
USD
6957677.58000000
0.012532988537
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578DAG7
25885000.00000000
PA
USD
25414131.40000000
0.045778927502
Long
DBT
CORP
FR
N
2
2024-04-15
Fixed
4.00000000
N
N
N
N
N
N
Santander Holdings USA Inc
549300SMVCQN2P0O6I58
SANTANDER HOLD
80282KAS5
26105000.00000000
PA
USD
26009200.92000000
0.046850836826
Long
DBT
CORP
US
N
2
2023-01-18
Fixed
3.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDG3
4915000.00000000
PA
USD
4327887.13000000
0.007795900164
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
University of Miami
5493008ZSVWUNRYQE312
UNIVERSITY OF MI
914453AA3
16335000.00000000
PA
USD
13237915.04000000
0.023845692121
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.06300000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CN0
14942000.00000000
PA
USD
11882263.46000000
0.021403732787
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TAD1
30320000.00000000
PA
USD
30088086.26000000
0.054198205632
Long
DBT
NUSS
SA
Y
2
2023-03-04
Fixed
2.87500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BF8
22390000.00000000
PA
USD
19055839.27000000
0.034325622651
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
Saudi Arabian Oil Co
5586006WD91QHB7J4X50
SAUDI ARAB OIL
80414L2D6
27885000.00000000
PA
USD
25156086.62000000
0.045314106844
Long
DBT
CORP
SA
Y
2
2029-04-16
Fixed
3.50000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FB5
9435000.00000000
PA
USD
9489385.32000000
0.017093398777
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HP9
61300000.00000000
PA
USD
60770352.68000000
0.109466718569
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEF9
31000000.00000000
PA
USD
28876688.79000000
0.052016093795
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.62500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 657484
36294RM97
13345.17000000
PA
USD
13510.68000000
0.000024337028
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZT0
295605000.00000000
PA
USD
265813573.37000000
0.478814723706
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
STARBUCKS CORP
855244109
1587762.00000000
NS
USD
133784826.12000000
0.240988989924
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CJ7
25065000.00000000
PA
USD
23128098.11000000
0.041661055024
Long
DBT
CORP
US
N
2
2065-06-01
Fixed
5.10000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AW9
10000000.00000000
PA
USD
6947196.90000000
0.012514109501
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AG3
12285000.00000000
PA
USD
12031401.36000000
0.021672377542
Long
DBT
CORP
CH
Y
2
2024-06-12
Variable
4.20700000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 629732
36291JSV3
80435.45000000
PA
USD
78640.57000000
0.000141656659
Long
ABS-MBS
USGA
US
N
2
2034-04-15
Fixed
6.50000000
N
N
N
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX COS INC
872540109
5068173.00000000
NS
USD
314834906.76000000
0.567117724585
Long
EC
CORP
US
N
1
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBE8
3585000.00000000
PA
USD
2777744.86000000
0.005003601286
Long
DBT
CORP
GB
N
2
2032-04-29
Fixed
2.12500000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A3G4
42315000.00000000
PA
USD
34212067.22000000
0.061626805981
Long
DBT
CORP
US
Y
2
2029-01-07
Fixed
2.71700000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TK4
352860000.00000000
PA
USD
319669106.25000000
0.575825654221
Long
DBT
UST
US
N
2
2042-08-15
Fixed
3.37500000
N
N
N
N
N
N
CVS Pass-Through Trust
N/A
CVS PASS-THROUGH
126650BY5
11068268.50000000
PA
USD
10677608.21000000
0.019233765831
Long
DBT
CORP
US
Y
2
2034-01-10
Fixed
5.92600000
N
N
N
N
N
N
BXHPP Trust 2021-FILM
N/A
BXHPP 2021-FILM A
05609JAA0
15215000.00000000
PA
USD
14070039.30000000
0.025344612370
Long
ABS-MBS
CORP
US
Y
2
2036-08-15
Floating
3.46800000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDK5
34260000.00000000
PA
USD
32245140.96000000
0.058083746679
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.85000000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MA ST
576000KV4
15000000.00000000
PA
USD
16292988.00000000
0.029348849453
Long
DBT
MUN
US
N
2
2039-08-15
Fixed
5.71500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-45 LZ
3136AD3B3
5969854.26000000
PA
USD
5355140.16000000
0.009646309342
Long
ABS-MBS
USGSE
US
N
2
2043-05-25
Fixed
3.00000000
N
N
N
N
N
N
Schlumberger Holdings Corp
529900IKZG65COT1D505
SCHLUMBERGER HLD
806851AK7
25724000.00000000
PA
USD
23256482.92000000
0.041892316869
Long
DBT
CORP
US
Y
2
2028-05-17
Fixed
3.90000000
N
N
N
N
N
N
Athene Global Funding
549300LM1QSI4MSIL320
ATHENE GLOBAL FU
04685A3C3
700000.00000000
PA
USD
553293.47000000
0.000996657381
Long
DBT
CORP
US
Y
2
2028-08-19
Fixed
1.98500000
N
N
N
N
N
N
OneMain Direct Auto Receivables Trust 2021-1
N/A
ODART 2021-1A A
682687AA6
29755000.00000000
PA
USD
27578650.86000000
0.049677914954
Long
ABS-CBDO
CORP
US
Y
2
2028-07-14
Fixed
0.87000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 654400
36292N7M6
9413.83000000
PA
USD
9517.42000000
0.000017143898
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.50000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
085209AH7
7115000.00000000
PA
USD
4744214.05000000
0.008545837260
Long
DBT
NUSS
BM
Y
2
2050-08-20
Fixed
3.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468C6
20805000.00000000
PA
USD
20194127.75000000
0.036376041962
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCX5
12825000.00000000
PA
USD
12417324.41000000
0.022367547605
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.80000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BC1
54225000.00000000
PA
USD
44628851.64000000
0.080390745274
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
2.95000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2H0
16695000.00000000
PA
USD
15222620.70000000
0.027420777773
Long
DBT
CORP
US
Y
2
2025-01-13
Fixed
1.75000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYA6
76670000.00000000
PA
USD
65989929.57000000
0.118868835379
Long
DBT
CORP
US
N
2
2027-03-09
Variable
1.43100000
N
N
N
N
N
N
NBN Co Ltd
2549007CRZ2NT7S96A24
NBN CO LTD
62878U2D3
25935000.00000000
PA
USD
22241545.04000000
0.040064091190
Long
DBT
CORP
AU
Y
2
2027-01-08
Fixed
1.62500000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BX1
47230000.00000000
PA
USD
46297140.91000000
0.083395864448
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
2.87500000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156R108
8111726.00000000
NS
USD
493030706.28000000
0.888104991830
Long
EC
CORP
US
N
1
N
N
N
Ginnie Mae I Pool
N/A
GN 617670
36290UFK7
681.83000000
PA
USD
659.97000000
0.000001188815
Long
ABS-MBS
USGA
US
N
2
2037-08-15
Fixed
6.50000000
N
N
N
N
N
N
Truist Bank
JJKC32MCHWDI71265Z06
SUNTRUST BANK
86787GAJ1
11955000.00000000
PA
USD
11085957.46000000
0.019969332607
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAL9
48600000.00000000
PA
USD
42081889.50000000
0.075802857011
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422EUE7
43560000.00000000
PA
USD
42328613.69000000
0.076247285689
Long
DBT
CORP
US
N
2
2025-03-13
Fixed
3.45000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
MERRILL LYNCH
59022CAJ2
30000000.00000000
PA
USD
29014688.10000000
0.052264674410
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
404280AF6
15800000.00000000
PA
USD
17275478.58000000
0.031118627233
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
7.62500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAP6
3748000.00000000
PA
USD
3541101.67000000
0.006378649503
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FX9
13285000.00000000
PA
USD
10977022.46000000
0.019773106051
Long
DBT
CORP
US
N
2
2031-01-13
Fixed
2.65000000
N
N
N
N
N
N
Cleco Securitization I LLC
N/A
CLECO SECURIT I
185512AB6
26300000.00000000
PA
USD
25261648.65000000
0.045504257609
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.64600000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E WILDFIRE
693342AJ6
26060000.00000000
PA
USD
24822855.44000000
0.044713851585
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
5.21200000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BK4
27520000.00000000
PA
USD
24730657.01000000
0.044547772911
Long
DBT
CORP
GB
N
2
2028-03-13
Variable
4.04100000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743820AA0
25655000.00000000
PA
USD
21198476.11000000
0.038185192550
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.53200000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAE4
4000000.00000000
PA
USD
4114480.64000000
0.007411487253
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.05000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
N/A
22895000.00000000
PA
USD
15184822.56000000
0.027352691310
Long
DBT
NUSS
CL
N
2
2053-04-15
Fixed
3.50000000
N
N
N
N
N
N
American Honda Finance Corp
B6Q2VFHD1797Q7NZ3E43
AMERICAN HONDA F
02665WDW8
34925000.00000000
PA
USD
29664206.04000000
0.053434662643
Long
DBT
CORP
US
N
2
2028-03-24
Fixed
2.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081103
16416847.00000000
NS
USD
718401224.72000000
1.294068920423
Long
EC
CORP
US
N
1
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MEAG TXB-PLT VOGTLE
626207YF5
71194000.00000000
PA
USD
77126823.84000000
0.138929921369
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CD8
14188000.00000000
PA
USD
13728682.80000000
0.024729720828
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.75000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FX7
40765000.00000000
PA
USD
38197762.16000000
0.068806309260
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2T9
24935000.00000000
PA
USD
23114032.61000000
0.041635718588
Long
DBT
CORP
US
N
2
2025-05-19
Variable
0.80500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DL9
5553000.00000000
PA
USD
4878446.99000000
0.008787633445
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 659183
36294TJ48
10352.55000000
PA
USD
10450.29000000
0.000018824293
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGH7
28660000.00000000
PA
USD
27234882.07000000
0.049058678111
Long
DBT
CORP
US
N
2
2025-02-19
Fixed
3.00000000
N
N
N
N
N
N
Koninklijke Philips NV
H1FJE8H61JGM1JSGM897
KONINKLIJKE P-NY
N/A
4904526.00000000
NS
USD
75480655.14000000
0.135964648373
Long
EC
CORP
US
N
1
N
N
N
Ginnie Mae I Pool
N/A
GN 660623
36294U4G4
3352.24000000
PA
USD
3392.25000000
0.000006110520
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
Emory University
95MD72NUUVZ3P8PQ6919
EMORY UNIVERSITY
29157TAD8
39256000.00000000
PA
USD
32410216.43000000
0.058381100063
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.14300000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAW4
23800000.00000000
PA
USD
14160725.82000000
0.025507967614
Long
DBT
CORP
SG
Y
2
2070-10-06
Fixed
2.50000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AC4
9060000.00000000
PA
USD
6262395.31000000
0.011280564201
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513BP9
45325000.00000000
PA
USD
38987646.26000000
0.070229141556
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
2.00000000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER LLC VDC_19-1A
N/A
VDC 2019-1A A2
92212KAA4
10132640.99000000
PA
USD
9679997.68000000
0.017436752216
Long
ABS-CBDO
CORP
US
N
2
2044-07-15
Fixed
3.18800000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBS9
15280000.00000000
PA
USD
14407370.05000000
0.025952252258
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBC4
3225000.00000000
PA
USD
2634808.33000000
0.004746127169
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.05000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL FINANCE PLC
12661PAE9
6895000.00000000
PA
USD
5942831.87000000
0.010704928886
Long
DBT
CORP
GB
Y
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 657912
36294R3V9
891.87000000
PA
USD
882.88000000
0.000001590347
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.50000000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2019-5
N/A
AOMT 2019-5 A1
03464KAA6
2000823.94000000
PA
USD
1961053.96000000
0.003532481423
Long
ABS-MBS
CORP
US
Y
2
2049-10-25
Variable
2.59300000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AD0
20260000.00000000
PA
USD
13554167.52000000
0.024415363346
Long
DBT
CORP
US
N
2
2050-01-01
Fixed
2.95500000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MASSACHUSETTS ST SCH
576000XQ1
16565000.00000000
PA
USD
13115183.04000000
0.023624612784
Long
DBT
MUN
US
N
2
2040-10-15
Fixed
3.39500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBX3
37965000.00000000
PA
USD
28087913.98000000
0.050595259682
Long
DBT
CORP
US
N
2
2032-02-04
Variable
1.95300000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AL2
27755000.00000000
PA
USD
26501759.61000000
0.047738091567
Long
DBT
CORP
GB
N
2
2025-11-16
Fixed
3.37500000
N
N
N
N
N
N
Pacific LifeCorp
VFN8KLUEIK7XMVX1JM30
PACIFIC LIFECORP
694476AF9
29000000.00000000
PA
USD
27154875.58000000
0.048914560995
Long
DBT
CORP
US
Y
2
2052-09-15
Fixed
5.40000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDY8
24705000.00000000
PA
USD
19611762.85000000
0.035327017696
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH-C2
59261AG76
37785000.00000000
PA
USD
33602737.05000000
0.060529208694
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
Liberty Mutual Insurance Co
CNC20I6IOMGF7KY49D67
LIBERTY MUT INS
53079QAB3
21665000.00000000
PA
USD
22923521.37000000
0.041292547299
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
8.50000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JK7
23275000.00000000
PA
USD
21250539.34000000
0.038278974973
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
2.95000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBX6
21925000.00000000
PA
USD
19237042.80000000
0.034652027796
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4358 Z
3137BBPC8
7042331.04000000
PA
USD
6200427.41000000
0.011168940319
Long
ABS-MBS
USGSE
US
N
2
2044-06-15
Fixed
3.00000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CA REGENTS-Q
913366KV1
17270000.00000000
PA
USD
15751949.73000000
0.028374267582
Long
DBT
MUN
US
N
2
2032-05-15
Fixed
4.13200000
N
N
N
N
N
N
PPG Industries Inc
549300BKPEP01R3V6C59
PPG INDS INC
693506107
2663921.00000000
NS
USD
294869415.49000000
0.531153529586
Long
EC
CORP
US
N
1
N
N
N
Bayer US Finance LLC
54930093Q75GSEM74I71
BAYER US FINANCE
07274EAG8
26960000.00000000
PA
USD
25982294.79000000
0.046802370335
Long
DBT
CORP
US
Y
2
2024-10-08
Fixed
3.37500000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
SOUTHWESTN EL PR
845437BP6
15000000.00000000
PA
USD
13594686.90000000
0.024488351626
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KBD4
21840000.00000000
PA
USD
18334762.99000000
0.033026735106
Long
DBT
CORP
NL
Y
2
2028-03-11
Fixed
1.70000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KR1
35520000.00000000
PA
USD
32093480.08000000
0.057810557235
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.12500000
N
N
N
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AE4
19220000.00000000
PA
USD
12941351.47000000
0.023311486881
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00800000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCX7
83000000.00000000
PA
USD
76956562.50000000
0.138623226585
Long
DBT
UST
US
N
2
2024-09-15
Fixed
0.37500000
N
N
N
N
N
N
United States Treasury Bill
254900HROIFWPRGM1V77
TREASURY BILL
912796R27
185000000.00000000
PA
USD
183567101.00000000
0.330662688261
Long
DBT
UST
US
N
2
2022-12-29
None
0.00000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBL2
27367000.00000000
PA
USD
16293159.65000000
0.029349158649
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
4.00000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB76
9955000.00000000
PA
USD
8610500.60000000
0.015510248079
Long
DBT
MUN
US
N
2
2046-06-01
Fixed
3.00000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INS&ANN
878091BF3
42865000.00000000
PA
USD
35160933.56000000
0.063336015818
Long
DBT
CORP
US
Y
2
2047-05-15
Fixed
4.27000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CO
30161NBC4
35015000.00000000
PA
USD
29388812.91000000
0.052938592093
Long
DBT
CORP
US
Y
2
2032-03-15
Fixed
3.35000000
N
N
N
N
N
N
Texas Transportation Commission State Highway Fund
N/A
TX ST TRANSN-1ST TIER
88283LHU3
12275000.00000000
PA
USD
12428036.11000000
0.022386842781
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
5.17800000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAE2
31000000.00000000
PA
USD
28081433.39000000
0.050583586080
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.62500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PCC8
22175000.00000000
PA
USD
17161273.30000000
0.030912907228
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.58000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4698 HP
3137F1XN3
19857092.42000000
PA
USD
17950587.16000000
0.032334712341
Long
ABS-MBS
USGSE
US
N
2
2046-05-15
Fixed
3.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BN2
27611000.00000000
PA
USD
22808822.54000000
0.041085938254
Long
DBT
CORP
US
N
2
2028-05-20
Fixed
1.30000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA-ADR
N/A
5896819.00000000
NS
USD
323381553.96000000
0.582512952397
Long
EC
CORP
US
N
1
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353REK0
34775000.00000000
PA
USD
33238292.05000000
0.059872727425
Long
DBT
CORP
US
N
2
2025-02-23
Fixed
2.95000000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER
44891ABV8
30300000.00000000
PA
USD
28032671.91000000
0.050495751158
Long
DBT
CORP
US
Y
2
2024-06-14
Fixed
0.87500000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CQ9
16775000.00000000
PA
USD
14648738.56000000
0.026387033654
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BG6
22125000.00000000
PA
USD
21049411.93000000
0.037916680588
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
Freddie Mac Gold Pool
N/A
FG C01626
31292HYX6
2647.99000000
PA
USD
2546.98000000
0.000004587920
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AR3402
3138W0X87
27550.56000000
PA
USD
25517.98000000
0.000045965991
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2.50000000
N
N
N
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AN7
66415000.00000000
PA
USD
50235028.18000000
0.090489250919
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EP1
3880000.00000000
PA
USD
3342774.11000000
0.006021398537
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
TENN VALLEY AUTH
880591EJ7
19800000.00000000
PA
USD
19355532.57000000
0.034865465529
Long
DBT
USGA
US
N
2
2060-09-15
Fixed
4.62500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BM1257
3140J5MF3
8591400.28000000
PA
USD
7575269.59000000
0.013645468023
Long
ABS-MBS
USGSE
US
N
2
2037-04-01
Fixed
2.50000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FC6
4994000.00000000
PA
USD
5020039.32000000
0.009042686231
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.69000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWB6
36525000.00000000
PA
USD
34050827.18000000
0.061336361426
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746SH5
6435000.00000000
PA
USD
5833186.44000000
0.010507422620
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CD4
19051000.00000000
PA
USD
12066567.34000000
0.021735722648
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
70109HAN5
14290000.00000000
PA
USD
11685344.41000000
0.021049018995
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PAZ4
3250000.00000000
PA
USD
3184646.50000000
0.005736560457
Long
DBT
NUSS
QA
Y
2
2024-03-14
Fixed
3.37500000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YBB4
19420000.00000000
PA
USD
16239417.06000000
0.029252351165
Long
DBT
CORP
GB
N
2
2029-10-24
Fixed
2.37500000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAX8
50750000.00000000
PA
USD
39739411.95000000
0.071583310482
Long
DBT
CORP
US
Y
2
2056-10-15
Fixed
2.59300000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AQ2
5795000.00000000
PA
USD
4692762.60000000
0.008453156846
Long
DBT
CORP
GB
N
2
2044-03-14
Fixed
5.25000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EM8
9820000.00000000
PA
USD
6388903.49000000
0.011508445639
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BF0
57879000.00000000
PA
USD
51636122.44000000
0.093013066962
Long
DBT
CORP
US
Y
2
2045-11-23
Fixed
4.76000000
N
N
N
N
N
N
Aon Corp / Aon Global Holdings PLC
N/A
AON CORP/AON GLO
03740LAD4
18420000.00000000
PA
USD
16502194.88000000
0.029725697532
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NL5
15355000.00000000
PA
USD
14994234.12000000
0.027009380959
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.95000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BP3
2545000.00000000
PA
USD
2067550.06000000
0.003724314745
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.85000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CB4
23085000.00000000
PA
USD
23918463.38000000
0.043084754061
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967FX4
7460000.00000000
PA
USD
7101198.02000000
0.012791514461
Long
DBT
CORP
US
N
2
2042-01-30
Fixed
5.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RF0
28551000.00000000
PA
USD
25595161.51000000
0.046105020263
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.60600000
N
N
N
N
N
N
Canadian Imperial Bank of Commerce
2IGI19DL77OX0HC3ZE78
CAN IMPERIAL BK
13607GRX4
35110000.00000000
PA
USD
30775727.03000000
0.055436865198
Long
DBT
CORP
CA
Y
2
2026-07-08
Fixed
1.15000000
N
N
N
N
N
N
RGA Global Funding
549300Y22K5FOEBMSK42
RGA GLOBAL
76209PAB9
32500000.00000000
PA
USD
27148975.10000000
0.048903932356
Long
DBT
CORP
US
Y
2
2029-01-18
Fixed
2.70000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAB9
12710000.00000000
PA
USD
11957277.96000000
0.021538857741
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
N
Cleco Corporate Holdings LLC
5493002H80P81B3HXL31
CLECO CORP
18551PAE9
13465000.00000000
PA
USD
11356001.29000000
0.020455767367
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.37500000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA INC
40434CAD7
18355000.00000000
PA
USD
17875826.39000000
0.032200044435
Long
DBT
CORP
US
N
2
2024-06-23
Fixed
3.50000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
COOPERATIEVE RAB
74977RDK7
50065000.00000000
PA
USD
42705638.25000000
0.076926426743
Long
DBT
CORP
NL
Y
2
2027-02-24
Variable
1.10600000
N
N
N
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
FHLB DISCOUNT NT
313385N85
90000000.00000000
PA
USD
89713800.00000000
0.161603065693
Long
DBT
USGSE
US
N
2
2022-11-10
None
0.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDQ1
421835000.00000000
PA
USD
374708100.00000000
0.674968373877
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN GEN REV
977100AC0
6285000.00000000
PA
USD
6444129.29000000
0.011607924856
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
Texas Electric Market Stabilization Funding N LLC
N/A
TX ELECTRIC MRKT
88240TAB7
39050000.00000000
PA
USD
38391109.35000000
0.069154588996
Long
DBT
CORP
US
Y
2
2044-02-01
Fixed
4.96600000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-174TH
73358WJA3
53000000.00000000
PA
USD
46305967.50000000
0.083411763941
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658287
36294SJ81
6141.19000000
PA
USD
6184.65000000
0.000011140520
Long
ABS-MBS
USGA
US
N
2
2037-02-15
Fixed
6.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FQ1
5150000.00000000
PA
USD
4148664.23000000
0.007473062762
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAG7
10840000.00000000
PA
USD
10778002.25000000
0.019414607403
Long
DBT
CORP
NO
N
2
2023-01-17
Fixed
2.45000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 595781
36200A2N8
1045.34000000
PA
USD
1063.16000000
0.000001915089
Long
ABS-MBS
USGA
US
N
2
2035-07-15
Fixed
6.00000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBY8
5445000.00000000
PA
USD
3832846.69000000
0.006904175003
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AT5
33295000.00000000
PA
USD
31575374.51000000
0.056877284445
Long
DBT
CORP
GB
N
2
2029-01-17
Fixed
4.00000000
N
N
N
N
N
N
ITC Holdings Corp
549300HTO5U9D3SLE207
ITC HOLDINGS COR
465685AR6
4440000.00000000
PA
USD
4330585.83000000
0.007800761380
Long
DBT
CORP
US
Y
2
2027-09-22
Fixed
4.95000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBL4
430000.00000000
PA
USD
348300.00000000
0.000627398993
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER
44891ABZ9
36110000.00000000
PA
USD
30568634.51000000
0.055063825753
Long
DBT
CORP
US
Y
2
2026-09-17
Fixed
1.65000000
N
N
N
N
N
N
Schlumberger Holdings Corp
529900IKZG65COT1D505
SCHLUMBERGER HLD
806851AG6
21010000.00000000
PA
USD
20250331.77000000
0.036477283264
Long
DBT
CORP
US
Y
2
2025-12-21
Fixed
4.00000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CG3
22750000.00000000
PA
USD
22334400.50000000
0.040231353384
Long
DBT
CORP
US
N
2
2024-02-09
Fixed
3.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658085
36294SCW5
730.98000000
PA
USD
738.51000000
0.000001330291
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CAS4
17480000.00000000
PA
USD
15857831.00000000
0.028564993399
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.65000000
N
N
N
N
N
N
Alabama Federal Aid Highway Finance Authority
N/A
ALABAMA FEDERAL AID
010268CX6
4905000.00000000
PA
USD
3634767.85000000
0.006547372061
Long
DBT
MUN
US
N
2
2037-09-01
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
N/A
CAS 2016-C03 2M2
30711XCT9
3099672.19000000
PA
USD
3207190.52000000
0.005777169401
Long
ABS-MBS
CORP
US
N
2
2028-10-25
Floating
8.98400000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CCT6
325000000.00000000
PA
USD
302250000.00000000
0.544448307908
Long
DBT
UST
US
N
2
2024-08-15
Fixed
0.37500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 661812
36294WGV4
14178.47000000
PA
USD
13899.38000000
0.000025037200
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.50000000
N
N
N
N
N
N
Mondelez International Inc
549300DV9GIB88LZ5P30
MONDELEZ INTER-A
609207105
6579258.00000000
NS
USD
360740716.14000000
0.649808676578
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BP3
5190000.00000000
PA
USD
4637627.16000000
0.008353840396
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
EIG Pearl Holdings Sarl
549300KIMRL45BWA5H76
EIG PEARL HOLDIN
28249NAB7
24880000.00000000
PA
USD
17602600.00000000
0.031707876872
Long
DBT
CORP
LU
Y
2
2046-11-30
Fixed
4.38700000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-6 GJ
3136B3T59
1028746.36000000
PA
USD
976718.23000000
0.001759379942
Long
ABS-MBS
USGSE
US
N
2
2049-02-25
Fixed
3.00000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EZ2
11300000.00000000
PA
USD
7926002.95000000
0.014277250271
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BJ0
10400000.00000000
PA
USD
9254700.00000000
0.016670655931
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.90000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAC7
50733000.00000000
PA
USD
37947710.21000000
0.068355886229
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.18700000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BM5
10230000.00000000
PA
USD
8289764.29000000
0.014932500051
Long
DBT
CORP
US
Y
2
2030-04-23
Fixed
2.12500000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION RES
25746UBM0
13562000.00000000
PA
USD
11974997.82000000
0.021570776841
Long
DBT
CORP
US
N
2
2041-08-01
Fixed
4.90000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2J2
44480000.00000000
PA
USD
41500350.63000000
0.074755320688
Long
DBT
CORP
FR
Y
2
2025-11-19
Variable
2.81900000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967HS3
12142000.00000000
PA
USD
10508254.32000000
0.018928705652
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AV7
44720000.00000000
PA
USD
30547317.48000000
0.055025427007
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
State Board of Administration Finance Corp
549300S34SOJ0RULXM35
FLORIDA ST BRD OF ADM
341271AE4
33175000.00000000
PA
USD
28370573.28000000
0.051104418913
Long
DBT
MUN
US
N
2
2027-07-01
Fixed
1.70500000
N
N
N
N
N
N
Diageo Capital PLC
213800L23DJLALFC4O95
DIAGEO CAP PLC
25243YAU3
42580000.00000000
PA
USD
42099564.75000000
0.075834695754
Long
DBT
CORP
GB
N
2
2023-04-29
Fixed
2.62500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2017-49 JA
3136AXJT3
2526523.50000000
PA
USD
2467239.64000000
0.004444282703
Long
ABS-MBS
USGSE
US
N
2
2053-07-25
Fixed
4.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GRD8
7715000.00000000
PA
USD
7702950.71000000
0.013875462299
Long
DBT
CORP
US
N
2
2023-01-22
Fixed
3.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TJ7
32345000.00000000
PA
USD
27922830.41000000
0.050297891707
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.00000000
N
N
N
N
N
N
M&T Bank Corp
549300WYXDDBYRASEG81
M&T BANK CORP
55261F104
1963721.00000000
NS
USD
346243286.72000000
0.623694198773
Long
EC
CORP
US
N
1
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AE8
25345000.00000000
PA
USD
18451829.36000000
0.033237608843
Long
DBT
CORP
CH
Y
2
2032-02-11
Variable
2.09500000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBW4
16060000.00000000
PA
USD
10197385.49000000
0.018368732093
Long
DBT
CORP
GB
N
2
2042-11-24
Variable
3.33000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CK3
62305000.00000000
PA
USD
45876800.15000000
0.082638697151
Long
DBT
CORP
GB
N
2
2031-08-18
Variable
2.35700000
N
N
N
N
N
N
Piedmont Healthcare Inc
N/A
PIEDMONT HLTH
72014TAD1
8750000.00000000
PA
USD
5838707.53000000
0.010517367857
Long
DBT
CORP
US
N
2
2042-01-01
Fixed
2.71900000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406FAF0
43060000.00000000
PA
USD
43064713.35000000
0.077573235116
Long
DBT
CORP
US
N
2
2023-10-30
Floating
3.80050000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FF5
24915000.00000000
PA
USD
20449898.64000000
0.036836766621
Long
DBT
CORP
US
N
2
2054-12-01
Fixed
4.62500000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AL2
29380000.00000000
PA
USD
18989444.52000000
0.034206024605
Long
DBT
CORP
CH
Y
2
2043-02-11
Variable
3.17900000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JW2
28162000.00000000
PA
USD
22483869.42000000
0.040500594411
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GT4
25325000.00000000
PA
USD
17347787.59000000
0.031248878740
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
NatWest Markets PLC
RR3QWICWWIPCS8A4S074
NATWEST MARKETS
63906YAB4
23725000.00000000
PA
USD
21779525.33000000
0.039231846858
Long
DBT
CORP
GB
Y
2
2024-08-12
Fixed
0.80000000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAS9
18705000.00000000
PA
USD
12910042.48000000
0.023255089440
Long
DBT
NUSS
MX
N
2
2052-02-12
Fixed
4.40000000
N
N
N
N
N
N
Natixis SA
KX1WK48MPD4Y2NCUIZ63
NATIXIS TRIPARTY TR
N/A
251600000.00000000
PA
USD
251600000.00000000
0.453211560859
Long
RA
CORP
US
N
2
Repurchase
Y
2.95000000
2022-10-03
3415000.00000000
USD
3371274.34000000
USD
ADAS
243337900.00000000
USD
251785248.59000000
USD
UST
2075000.00000000
USD
1475478.55000000
USD
AMBS
N
N
N
Nationwide Financial Services Inc
5493001H7AZNDS6BKJ36
NATIONWIDE FIN
638612AM3
47630000.00000000
PA
USD
32937218.58000000
0.059330398422
Long
DBT
CORP
US
Y
2
2049-11-30
Fixed
3.90000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJZ4
8873000.00000000
PA
USD
8381771.02000000
0.015098233413
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.12500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 659647
36294TZL2
49654.38000000
PA
USD
50193.71000000
0.000090414823
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY
26442TAH0
9635000.00000000
PA
USD
6298209.31000000
0.011345076597
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BR3
19725000.00000000
PA
USD
16962395.40000000
0.030554664925
Long
DBT
CORP
US
N
2
2052-05-20
Fixed
4.50000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAP4
14190000.00000000
PA
USD
12078824.57000000
0.021757801815
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.50000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WBA2
33370000.00000000
PA
USD
31023064.21000000
0.055882398065
Long
DBT
CORP
US
N
2
2032-06-01
Fixed
4.45000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO ARPT-BABS-B
167593AN2
4780000.00000000
PA
USD
5386440.51000000
0.009702691220
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
6.39500000
N
N
N
N
N
N
National Australia Bank Ltd/New York
549300E2IPL06NDXMZ63
NATL AUS BANK/NY
63254ABE7
60000000.00000000
PA
USD
57277768.20000000
0.103175463944
Long
DBT
CORP
AU
N
2
2027-06-09
Fixed
3.90500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4.5 10/22
01F0426A6
286002000.00000000
PA
USD
271791275.63000000
0.489582465247
Long
ABS-MBS
USGSE
US
N
2
2022-10-13
Fixed
4.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9198
31417GGG5
30717.30000000
PA
USD
28148.36000000
0.000050704142
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJT8
11200000.00000000
PA
USD
11089265.26000000
0.019975291006
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.87500000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSP
345105JE1
5145000.00000000
PA
USD
3774245.95000000
0.006798616447
Long
DBT
MUN
US
N
2
2049-01-15
Fixed
4.09400000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBP5
32657000.00000000
PA
USD
28941038.67000000
0.052132008380
Long
DBT
CORP
US
N
2
2035-08-15
Fixed
4.40000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2T0
66815000.00000000
PA
USD
57151533.86000000
0.102948075779
Long
DBT
CORP
FR
Y
2
2028-01-20
Variable
2.59100000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CU9
44985000.00000000
PA
USD
44393201.18000000
0.079966263904
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCK5
17415000.00000000
PA
USD
13394164.37000000
0.024127146822
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PDB9
3720000.00000000
PA
USD
3037159.89000000
0.005470890200
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.12500000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04352EAA3
48025000.00000000
PA
USD
40608383.99000000
0.073148605294
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
2.53200000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
268317AQ7
12500000.00000000
PA
USD
9557273.50000000
0.017215686965
Long
DBT
CORP
FR
Y
2
2045-10-13
Fixed
4.95000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473QBB8
13546000.00000000
PA
USD
12199924.09000000
0.021975940537
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
5.25000000
N
N
N
N
N
N
Monongahela Power Co
N/A
MONONGAHELA PWR
610202BN2
11000000.00000000
PA
USD
10782364.67000000
0.019422465508
Long
DBT
CORP
US
Y
2
2024-04-15
Fixed
4.10000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AC2
5940000.00000000
PA
USD
4976599.95000000
0.008964438120
Long
DBT
CORP
US
N
2
2055-07-01
Fixed
4.20000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DU9
10915000.00000000
PA
USD
9369772.29000000
0.016877937696
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.95000000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04351LAA8
1950000.00000000
PA
USD
1902575.36000000
0.003427142879
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
4.84700000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422ESP5
9000000.00000000
PA
USD
8814991.32000000
0.015878600854
Long
DBT
CORP
US
N
2
2024-06-12
Fixed
3.35000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAD2
8641000.00000000
PA
USD
8636306.38000000
0.015556732490
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743756AB4
10125000.00000000
PA
USD
9282450.86000000
0.016720644049
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.74600000
N
N
N
N
N
N
Hyundai Capital America
549300RIPPWJB5Z0FK07
HYUNDAI CAP AMER
44891ABU0
118000000.00000000
PA
USD
115470632.24000000
0.207999306323
Long
DBT
CORP
US
Y
2
2023-04-03
Fixed
0.80000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GZM9
83655000.00000000
PA
USD
66456152.72000000
0.119708651442
Long
DBT
CORP
US
N
2
2033-02-24
Variable
3.10200000
N
N
N
N
N
N
Niagara Mohawk Power Corp
3T97Y9RR5EN5Y18QHB56
NIAGARA MOHAWK
65364UAP1
22255000.00000000
PA
USD
13626132.50000000
0.024544995146
Long
DBT
CORP
US
Y
2
2050-06-27
Fixed
3.02500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BB4
7915000.00000000
PA
USD
7418434.51000000
0.013362958201
Long
DBT
CORP
GB
N
2
2026-05-25
Fixed
3.90000000
N
N
N
N
N
N
Credit Agricole SA/London
969500TJ5KRTCJQWXH05
CREDIT AGRICOLE
22535WAD9
79590000.00000000
PA
USD
76131218.37000000
0.137136519505
Long
DBT
CORP
FR
Y
2
2024-10-04
Fixed
3.25000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KAT7
32950000.00000000
PA
USD
30504074.71000000
0.054947533036
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.55000000
N
N
N
N
N
N
Illinois Tool Works Inc
76NA4I14SZCFAYMNSV04
ILLINOIS TOOL WK
452308AT6
42775000.00000000
PA
USD
42222454.79000000
0.076056059772
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CAJ0
44990000.00000000
PA
USD
40069218.75000000
0.072177397345
Long
DBT
UST
US
N
2
2025-08-31
Fixed
0.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BY5
38220000.00000000
PA
USD
36662236.88000000
0.066040340226
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851AP4
21184000.00000000
PA
USD
20617054.73000000
0.037137867863
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO TX-TXBL
79625GDG5
6360000.00000000
PA
USD
4467568.64000000
0.008047510956
Long
DBT
MUN
US
N
2
2048-02-01
Fixed
2.90500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JCE2
7625000.00000000
PA
USD
7102086.35000000
0.012793114626
Long
DBT
CORP
US
Y
2
2032-06-01
Fixed
4.15000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CQ9
14835000.00000000
PA
USD
14639586.11000000
0.026370547183
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
2.95000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U3B7
53620000.00000000
PA
USD
49323714.66000000
0.088847685645
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.89700000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CJ6
5891000.00000000
PA
USD
4432602.71000000
0.007984526203
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Metropolitan Life Insurance Co
549300H7EXFMRS487544
MET LIFE
592173AE8
25000000.00000000
PA
USD
26360964.00000000
0.047484473927
Long
DBT
CORP
US
Y
2
2025-11-01
Fixed
7.80000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CY2
4416000.00000000
PA
USD
4392596.92000000
0.007912463061
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75000000
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN ST FIN AUTH
59447TXW8
11385000.00000000
PA
USD
9458989.30000000
0.017038645885
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
3.08400000
N
N
N
N
N
N
PG&E Wildfire Recovery Funding LLC
N/A
PG&E WILDFIRE
693342AK3
23790000.00000000
PA
USD
22877855.72000000
0.041210288950
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
5.09900000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2014-70 VZ
3136ALTR2
6166088.98000000
PA
USD
5276750.88000000
0.009505105336
Long
ABS-MBS
USGSE
US
N
2
2044-11-25
Fixed
3.00000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26882PBE1
3775000.00000000
PA
USD
3958695.24000000
0.007130868238
Long
DBT
CORP
US
Y
2
2037-10-15
Fixed
7.00000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BA0
30892000.00000000
PA
USD
25697219.82000000
0.046288859715
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109AX2
19405000.00000000
PA
USD
16479135.64000000
0.029684160512
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.25000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BX7
16360000.00000000
PA
USD
10140326.53000000
0.018265950772
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.20000000
N
N
N
N
N
N
MACH 1 Cayman 2019-1 Ltd
N/A
MAACH 2019-1 A
55446MAA5
9009447.19000000
PA
USD
7918712.16000000
0.014264117241
Long
ABS-CBDO
CORP
KY
Y
2
2039-10-15
Fixed
3.47400000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967BL4
9000000.00000000
PA
USD
9109271.79000000
0.016408693506
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.62500000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAJ8
5430000.00000000
PA
USD
4212976.38000000
0.007588909384
Long
DBT
CORP
US
Y
2
2042-04-05
Fixed
4.35000000
N
N
N
N
N
N
Oregon School Boards Association
N/A
OR SCH BRDS-TXB-PENSI
686053GG8
11993380.68000000
PA
USD
11821854.95000000
0.021294917862
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
4.75900000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AV2
30765000.00000000
PA
USD
29431005.60000000
0.053014594537
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659BE0
52900000.00000000
PA
USD
44868123.17000000
0.080821749342
Long
DBT
CORP
US
Y
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 676769
36295P2A9
20261.64000000
PA
USD
19740.80000000
0.000035559454
Long
ABS-MBS
USGA
US
N
2
2038-03-15
Fixed
6.50000000
N
N
N
N
N
N
Duke Energy Progress NC Storm Funding LLC
N/A
DUKE ENERGY PROG
26444BAB0
34240000.00000000
PA
USD
25900044.39000000
0.046654211225
Long
DBT
CORP
US
N
2
2039-07-01
Fixed
2.38700000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FL7
16165000.00000000
PA
USD
11228322.48000000
0.020225777253
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578QAA1
10670000.00000000
PA
USD
10605223.18000000
0.019103377387
Long
DBT
CORP
FR
Y
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCC4
12000000.00000000
PA
USD
11921373.60000000
0.021474182578
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.87500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XCC7
51805000.00000000
PA
USD
45431215.86000000
0.081836058233
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CV9
32365000.00000000
PA
USD
25148639.06000000
0.045300691422
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.20600000
N
N
N
N
N
N
Niagara Mohawk Power Corp
3T97Y9RR5EN5Y18QHB56
NIAGARA MOHAWK
65364UAL0
35280000.00000000
PA
USD
32420128.76000000
0.058398955320
Long
DBT
CORP
US
Y
2
2028-12-15
Fixed
4.27800000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
CAROLINA P & L
144141DD7
6221000.00000000
PA
USD
5087549.48000000
0.009164293484
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
TC Energy Corp
549300UGKOFV2IWJJG27
TC ENERGY CORP
87807B107
5506669.00000000
NS
221805525.87000000
0.399542243985
Long
EC
CORP
CA
N
1
N
N
Thomas Jefferson University
DB1TWPCZX5RK7VR27A68
THOMAS J UNIV
88444NAS7
11905000.00000000
PA
USD
8765299.23000000
0.015789089608
Long
DBT
CORP
US
N
2
2057-11-01
Fixed
3.84700000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 634920
36291QK94
2477.20000000
PA
USD
2539.69000000
0.000004574788
Long
ABS-MBS
USGA
US
N
2
2034-11-15
Fixed
6.00000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4518 CZ
3137BLP93
7003983.58000000
PA
USD
6402473.07000000
0.011532888765
Long
ABS-MBS
USGSE
US
N
2
2045-10-15
Fixed
3.50000000
N
N
N
N
N
N
John Deere Capital Corp
E0KSF7PFQ210NWI8Z391
JOHN DEERE CAP
24422ERT8
8000000.00000000
PA
USD
7962862.56000000
0.014343646143
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
2.80000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 683900
36295XX59
1394.71000000
PA
USD
1359.04000000
0.000002448062
Long
ABS-MBS
USGA
US
N
2
2038-03-15
Fixed
6.50000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAN2
20035000.00000000
PA
USD
19752506.90000000
0.035580542460
Long
DBT
CORP
NO
N
2
2024-03-01
Fixed
3.70000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FZ6
34490000.00000000
PA
USD
25065350.89000000
0.045150662958
Long
DBT
CORP
US
N
2
2053-02-14
Fixed
3.50000000
N
N
N
N
N
N
Ashtead Capital Inc
213800J1134IW58IC398
ASHTEAD CAPITAL
045054AP8
17920000.00000000
PA
USD
13089978.14000000
0.023579210748
Long
DBT
CORP
US
Y
2
2031-08-12
Fixed
2.45000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDL3
12545000.00000000
PA
USD
10403450.33000000
0.018739920359
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VBD8
10725000.00000000
PA
USD
9794942.37000000
0.017643804133
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAJ4
28405000.00000000
PA
USD
24210100.46000000
0.043610085127
Long
DBT
CORP
US
N
2
2043-05-18
Fixed
4.15000000
N
N
N
N
N
N
BAE Systems PLC
8SVCSVKSGDWMW2QHOH83
BAE SYSTEMS PLC
05523RAD9
9390000.00000000
PA
USD
8151228.29000000
0.014682952687
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.40000000
N
N
N
N
N
N
Mass General Brigham Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAE8
32645000.00000000
PA
USD
23299462.20000000
0.041969736211
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
Vantage Data Centers Issuer LLC
N/A
VDC 2021-1A A2
92212KAD8
47695000.00000000
PA
USD
41334237.41000000
0.074456097986
Long
ABS-CBDO
CORP
US
Y
2
2046-10-15
Fixed
2.16500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GGM0
20700000.00000000
PA
USD
20534266.28000000
0.036988739554
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 617495
36290T7G8
9488.17000000
PA
USD
9485.65000000
0.000017086670
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
6.50000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BH1
20000000.00000000
PA
USD
15607801.40000000
0.028114610628
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AU9
11000000.00000000
PA
USD
9120422.52000000
0.016428779515
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Eli Lilly & Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457108
1054121.00000000
NS
USD
340850025.35000000
0.613979221016
Long
EC
CORP
US
N
1
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
46653KAA6
10375000.00000000
PA
USD
7669762.74000000
0.013815680217
Long
DBT
CORP
NL
Y
2
2030-11-23
Fixed
2.20000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CG5
2435000.00000000
PA
USD
1434271.30000000
0.002583578436
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.37500000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUNIVERSAL MED
63946BAJ9
6495000.00000000
PA
USD
5414452.77000000
0.009753150203
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
FIDELITY NATIONA
31620M106
2404396.00000000
NS
USD
181700205.72000000
0.327299816545
Long
EC
CORP
US
N
1
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FF9
20000000.00000000
PA
USD
16743211.80000000
0.030159845602
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.12500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TG3
179670000.00000000
PA
USD
150613983.20000000
0.271303650291
Long
DBT
UST
US
N
2
2052-05-15
Fixed
2.87500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FW8
8782000.00000000
PA
USD
6448934.71000000
0.011616580945
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
Philadelphia Authority for Industrial Development
549300DIY68KQZEW7M79
PHILADELPHIA INDL-C
71781LBH1
64830000.00000000
PA
USD
68628422.12000000
0.123621598999
Long
DBT
MUN
US
N
2
2028-10-15
Fixed
6.55000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-C
2350366Z8
7770000.00000000
PA
USD
5941352.26000000
0.010702263638
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
3.08900000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-21 BD
3136B4QP6
17607754.84000000
PA
USD
16218281.13000000
0.029214278638
Long
ABS-MBS
USGSE
US
N
2
2057-09-25
Fixed
3.00000000
N
N
N
N
N
N
RBC Capital Markets LLC
549300LCO2FLSSVFFR64
RBC TRIPARTY MTGE
N/A
31800000.00000000
PA
USD
31800000.00000000
0.057281906340
Long
RA
CORP
US
N
2
Repurchase
Y
3.00000000
2022-10-03
5644576.00000000
USD
4361369.82000000
USD
AMBS
28454100.00000000
USD
28074707.49000000
USD
UST
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216100
3513537.00000000
NS
USD
196828342.74000000
0.354550399183
Long
EC
CORP
US
N
1
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BQ4
18280000.00000000
PA
USD
11463004.30000000
0.020648513795
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.90000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 617481
36290T6S3
45424.43000000
PA
USD
46147.84000000
0.000083126926
Long
ABS-MBS
USGA
US
N
2
2037-04-15
Fixed
6.50000000
N
N
N
N
N
N
Orange SA
969500MCOONR8990S771
FRANCE TELECOM
35177PAL1
54566000.00000000
PA
USD
65481517.96000000
0.117953024491
Long
DBT
CORP
FR
N
2
2031-03-01
Fixed
9.00000000
N
N
N
N
N
N
East Ohio Gas Co/The
BC95Y6MXLT75BGO7UM71
EAST OHIO GAS CO
27409LAC7
13440000.00000000
PA
USD
10441509.93000000
0.018808477794
Long
DBT
CORP
US
Y
2
2030-06-15
Fixed
2.00000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AF7
14190000.00000000
PA
USD
11827030.97000000
0.021304241519
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
4.80000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BR3
3790000.00000000
PA
USD
2815910.57000000
0.005072349859
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.70000000
N
N
N
N
N
N
Nomura Securities International, Inc.
OXTKY6Q8X53C9ILVV871
NOMURA TREAS TRIPARTY
N/A
72900000.00000000
PA
USD
72900000.00000000
0.131316068309
Long
RA
CORP
US
N
2
Repurchase
Y
2.97000000
2022-10-03
80117300.00000000
USD
74358085.74000000
USD
UST
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CW6
8500000.00000000
PA
USD
7088597.36000000
0.012768816668
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.70000000
N
N
N
N
N
N
CF Hippolyta Issuer LLC
N/A
SORT 2021-1A A1
12530MAE5
25366490.88000000
PA
USD
21916731.83000000
0.039478999370
Long
ABS-CBDO
CORP
US
Y
2
2061-03-15
Fixed
1.53000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAC0
3545000.00000000
PA
USD
2426909.38000000
0.004371635088
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
2.51000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AP5438
3138M9BG5
23978.73000000
PA
USD
21959.43000000
0.000039555912
Long
ABS-MBS
USGSE
US
N
2
2027-09-01
Fixed
2.50000000
N
N
N
N
N
N
Sierra Pacific Power Co
QB888G5GSVGE1LD1WV84
SIERRA PAC POWER
826418BM6
8027000.00000000
PA
USD
7412722.51000000
0.013352669073
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
2.60000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CG2
10970000.00000000
PA
USD
8253503.40000000
0.014867182664
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2021-VOLT
N/A
BX 2021-VOLT A
05609VAA3
28565000.00000000
PA
USD
27268474.64000000
0.049119189005
Long
ABS-MBS
CORP
US
Y
2
2036-09-15
Floating
3.51770000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GFC8
24180000.00000000
PA
USD
20904646.60000000
0.037655912220
Long
DBT
CORP
US
N
2
2044-01-21
Fixed
5.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEJ7
16790000.00000000
PA
USD
15610881.11000000
0.028120158164
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.20000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE SYSTEMS HLDG
05523UAK6
26068000.00000000
PA
USD
25306634.01000000
0.045585290539
Long
DBT
CORP
US
Y
2
2024-10-07
Fixed
3.80000000
N
N
N
N
N
N
Royal Bank of Canada
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CA
780087102
2622557.00000000
NS
236122209.50000000
0.425331141180
Long
EC
CORP
CA
N
1
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ- 158
73358WAH7
1960000.00000000
PA
USD
1998092.80000000
0.003599200145
Long
DBT
MUN
US
N
2
2024-12-01
Fixed
5.85900000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFK5
28770000.00000000
PA
USD
20974081.76000000
0.037780987011
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658609
36294SVA2
2810.18000000
PA
USD
2851.90000000
0.000005137178
Long
ABS-MBS
USGA
US
N
2
2037-03-15
Fixed
6.50000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400EV1
5000000.00000000
PA
USD
4721786.30000000
0.008505437754
Long
DBT
CORP
US
N
2
2035-04-01
Fixed
5.75000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DPABS 2021-1A A2I
25755TAN0
16797375.00000000
PA
USD
13894461.05000000
0.025028340142
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Fixed
2.66200000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAS9
22365000.00000000
PA
USD
20938615.77000000
0.037717101491
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
3.80000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 652713
36292MDS8
1371.84000000
PA
USD
1423.68000000
0.000002564500
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2A5
4600000.00000000
PA
USD
4295512.43000000
0.007737583040
Long
DBT
CORP
US
Y
2
2024-04-12
Fixed
1.00000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBW9
33830000.00000000
PA
USD
28049620.14000000
0.050526280306
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
Texas Electric Market Stabilization Funding N LLC
N/A
TX ELECTRIC MRKT
88240TAC5
18750000.00000000
PA
USD
17876882.63000000
0.032201947058
Long
DBT
CORP
US
Y
2
2048-08-01
Fixed
5.05700000
N
N
N
N
N
N
Start II LTD
N/A
STARR 2019-1 A
85573LAA9
9685228.57000000
PA
USD
8485015.68000000
0.015284209857
Long
ABS-CBDO
CORP
BM
Y
2
2044-03-15
Fixed
4.08900000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AR3902
3138W1KQ9
301986.17000000
PA
USD
279771.64000000
0.000503957637
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2.50000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GFD6
23695000.00000000
PA
USD
22105055.31000000
0.039818229808
Long
DBT
CORP
US
Y
2
2029-08-25
Fixed
4.30000000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
PARKER-HANNIFIN
701094AN4
9065000.00000000
PA
USD
7993628.23000000
0.014399064892
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
3.25000000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513CA1
46475000.00000000
PA
USD
38380246.62000000
0.069135021767
Long
DBT
CORP
US
N
2
2032-03-03
Fixed
2.90000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CR7
20000000.00000000
PA
USD
19695025.40000000
0.035477000010
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AX9
32020000.00000000
PA
USD
25848788.92000000
0.046561883834
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
USRE 2021-1 A1
643821AA9
98855000.00000000
PA
USD
83648293.52000000
0.150677160848
Long
ABS-CBDO
CORP
US
Y
2
2061-10-20
Fixed
1.91000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BX7
1446000.00000000
PA
USD
1433987.24000000
0.002583066753
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.30000000
N
N
N
N
N
N
Coca-Cola Europacific Partners PLC
549300LTH67W4GWMRF57
COCA-COLA EURO
19123MAE3
53765000.00000000
PA
USD
50269341.64000000
0.090551060365
Long
DBT
CORP
GB
Y
2
2024-05-03
Fixed
0.80000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2017-35 AH
3136AWNN3
2830555.25000000
PA
USD
2744610.53000000
0.004943915827
Long
ABS-MBS
USGSE
US
N
2
2053-04-25
Fixed
3.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXH2
19710000.00000000
PA
USD
17100098.18000000
0.030802711395
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.80000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2C6
30455000.00000000
PA
USD
29996711.94000000
0.054033611442
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INC
22822V101
1325517.00000000
NS
USD
191603482.35000000
0.345138765110
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYB4
88650000.00000000
PA
USD
68723795.54000000
0.123793396839
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.61500000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123BS9
19770000.00000000
PA
USD
19581017.98000000
0.035271636414
Long
DBT
CORP
US
N
2
2041-05-27
Fixed
5.20000000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743820AB8
34000000.00000000
PA
USD
20307584.60000000
0.036580413807
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
2.70000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABX2
5105000.00000000
PA
USD
3858938.37000000
0.006951174411
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
Massachusetts Electric Co
549300XN8GZY5U5O1B96
MASS ELECTRIC CO
575634AS9
21895000.00000000
PA
USD
21303358.35000000
0.038374118797
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
5.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHA0
5290000.00000000
PA
USD
3892567.15000000
0.007011750531
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.94600000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
GTOWNU 2.943 4/1/2050
37310PAD3
9795000.00000000
PA
USD
6370267.19000000
0.011474875740
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
2.94300000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CR7
48907000.00000000
PA
USD
40973733.91000000
0.073806716612
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BD3
28680000.00000000
PA
USD
27573250.27000000
0.049668186775
Long
DBT
CORP
NL
N
2
2025-05-11
Fixed
3.25000000
N
N
N
N
N
N
Life 2021-BMR Mortgage Trust
N/A
LIFE 2021-BMR A
53218CAA8
9716659.99000000
PA
USD
9338460.38000000
0.016821534995
Long
ABS-MBS
CORP
US
Y
2
2038-03-15
Floating
3.51800000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGT1
36200000.00000000
PA
USD
27659842.25000000
0.049824166451
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAG4
10118000.00000000
PA
USD
8538619.66000000
0.015380767661
Long
DBT
CORP
US
Y
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CB6
7305000.00000000
PA
USD
6245169.85000000
0.011249535673
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
Children's Hospital Corp/The
549300NXFO6BISJLOS32
CHILDREN'S HOSP
16876BAB8
5670000.00000000
PA
USD
3499345.17000000
0.006303432776
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
2.58500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BZ2
55182000.00000000
PA
USD
50989705.92000000
0.091848665372
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BF8
95725000.00000000
PA
USD
80537012.09000000
0.145072754198
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9778
31417G2L9
7493.96000000
PA
USD
6874.10000000
0.000012382438
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2.50000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E ENERGY RECO
71710TAC2
16435000.00000000
PA
USD
11478230.46000000
0.020675940948
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
2.82200000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBV6
42750000.00000000
PA
USD
30937070.34000000
0.055727495775
Long
DBT
CORP
GB
N
2
2032-11-24
Variable
2.89400000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523AH3
18115000.00000000
PA
USD
17107302.77000000
0.030815689151
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.37500000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AR7
4095000.00000000
PA
USD
3208380.21000000
0.005779312411
Long
DBT
CORP
US
Y
2
2047-04-01
Fixed
4.50000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHN3
45000000.00000000
PA
USD
41135772.15000000
0.074098598979
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
2.37500000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DP9
115000000.00000000
PA
USD
105550008.40000000
0.190129109919
Long
DBT
CORP
US
N
2
2027-05-03
Fixed
3.10000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJY9
61900000.00000000
PA
USD
49634460.53000000
0.089407437715
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCJ2
8200000.00000000
PA
USD
5892670.22000000
0.010614571812
Long
DBT
CORP
US
N
2
2040-03-10
Fixed
3.00000000
N
N
N
N
N
N
Bon Secours Mercy Health Inc
5493006NA7JSVYYYF398
BON SECOURS HLTH
09778PAA3
17675000.00000000
PA
USD
15642238.90000000
0.028176643510
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.46400000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325BQ7
29348000.00000000
PA
USD
28605412.25000000
0.051527438532
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
Domino's Pizza Master Issuer LLC
N/A
DPABS 2021-1A A2II
25755TAP5
26302062.50000000
PA
USD
20864429.33000000
0.037583468136
Long
ABS-CBDO
CORP
US
Y
2
2051-04-25
Fixed
3.15100000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
AMERICAN TOWER
03027XAJ9
7300000.00000000
PA
USD
7044116.31000000
0.012688692161
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.40000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 662411
36294W3U0
21118.58000000
PA
USD
21460.65000000
0.000038657451
Long
ABS-MBS
USGA
US
N
2
2037-05-15
Fixed
6.50000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAM9
32052000.00000000
PA
USD
32510504.18000000
0.058561750173
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
LyondellBasell Industries NV
BN6WCCZ8OVP3ITUUVN49
LYONDELLBASELL-A
N53745100
3970406.00000000
NS
USD
298892163.68000000
0.538399777543
Long
EC
CORP
US
N
1
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CBT1
25540000.00000000
PA
USD
23099808.79000000
0.041610096968
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
4.50000000
N
N
N
N
N
N
BMW US Capital LLC
KK5MZM9DIXLXZL9DZL15
BMW US CAP LLC
05565EAM7
93000000.00000000
PA
USD
90753610.11000000
0.163476094163
Long
DBT
CORP
US
Y
2
2023-09-15
Fixed
2.25000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CW0
26220000.00000000
PA
USD
23942938.00000000
0.043128840630
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.95000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TC2
868895000.00000000
PA
USD
621395646.40000000
1.119331044578
Long
DBT
UST
US
N
2
2041-11-15
Fixed
2.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFW9
39918000.00000000
PA
USD
23697724.67000000
0.042687133491
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.98700000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AC0
35520000.00000000
PA
USD
35946580.99000000
0.064751216526
Long
DBT
CORP
US
Y
2
2031-01-01
Fixed
6.19100000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525103
1835987.00000000
NS
USD
207429811.26000000
0.373647013234
Long
EC
CORP
US
N
1
N
N
N
Ginnie Mae I Pool
N/A
GN 665964
36295BZ55
396.71000000
PA
USD
400.44000000
0.000000721319
Long
ABS-MBS
USGA
US
N
2
2038-02-15
Fixed
6.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CV8
11330000.00000000
PA
USD
9105937.66000000
0.016402687678
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2021-B
N/A
AFFRM 2021-B A
00834DAA1
17575000.00000000
PA
USD
16788979.22000000
0.030242287271
Long
ABS-CBDO
CORP
US
Y
2
2026-08-17
Fixed
1.03000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CR9
39750000.00000000
PA
USD
37478595.96000000
0.067510862376
Long
DBT
CORP
US
N
2
2027-05-11
Fixed
3.20000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP-A
20030N101
11184687.00000000
NS
USD
328046869.71000000
0.590916668744
Long
EC
CORP
US
N
1
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508104
1741481.00000000
NS
USD
269546429.18000000
0.485538783357
Long
EC
CORP
US
N
1
N
N
N
Texas Transportation Commission
5493006JSGNPGVJS7691
TX ST TRANS COMM
882830AP7
8625000.00000000
PA
USD
6139269.83000000
0.011058776081
Long
DBT
MUN
US
N
2
2042-04-01
Fixed
2.56200000
N
N
N
N
N
N
Mercy Health/OH
RV2KCMRGYKSCKT5REH48
MERCY HEALTH
58942HAC5
19830000.00000000
PA
USD
18657584.56000000
0.033608239349
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
4.30200000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CK6
19470000.00000000
PA
USD
12410512.49000000
0.022355277172
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.75000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBG2
17500000.00000000
PA
USD
15647015.13000000
0.028185247018
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.87500000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
IL TWY TXB-A-SR PRIOR
452252FH7
16525000.00000000
PA
USD
17648984.23000000
0.031791429612
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.18400000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
WYETH
983024AN0
15000000.00000000
PA
USD
15790440.60000000
0.028443601871
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AK2
1835000.00000000
PA
USD
1440557.85000000
0.002594902510
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.55000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY COR
26441CAT2
14740000.00000000
PA
USD
10445704.41000000
0.018816033386
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAL0
160000000.00000000
PA
USD
119806624.00000000
0.215809805502
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Wisconsin Electric Power Co
AENKIFMULUAWOUU8Q584
WISCONSIN ELECTR
976656BZ0
13825000.00000000
PA
USD
13710053.28000000
0.024696163141
Long
DBT
CORP
US
N
2
2036-12-01
Fixed
5.70000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAK0
2455000.00000000
PA
USD
1468519.63000000
0.002645270563
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.50000000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIV TXB-A
264416AN8
62165000.00000000
PA
USD
67164216.05000000
0.120984098529
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5.85000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RCC0
12423000.00000000
PA
USD
11326019.04000000
0.020401759806
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PBE0
13435000.00000000
PA
USD
11778581.52000000
0.021216968662
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AN5
1110000.00000000
PA
USD
944289.67000000
0.001700965799
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.40000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BD1
29825000.00000000
PA
USD
29057155.97000000
0.052341172540
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.87500000
N
N
N
N
N
N
Freddie Mac Multifamily Structured Pass Through Certificates
N/A
FHMS K733 A2
3137FJXQ7
10785000.00000000
PA
USD
10531801.63000000
0.018971121841
Long
ABS-MBS
USGSE
US
N
2
2025-08-25
Fixed
3.75000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EM6
29538000.00000000
PA
USD
22829003.93000000
0.041122291351
Long
DBT
CORP
US
N
2
2051-10-01
Fixed
3.79900000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CS5
15354000.00000000
PA
USD
14710218.30000000
0.026497778204
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.35000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833EA4
50285000.00000000
PA
USD
30235381.90000000
0.054463531892
Long
DBT
CORP
US
N
2
2060-08-20
Fixed
2.55000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DN5
72545000.00000000
PA
USD
66535638.44000000
0.119851830485
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
2.37500000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAT8
57035000.00000000
PA
USD
56653904.11000000
0.102051686448
Long
DBT
CORP
DK
Y
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BDQ6
22050000.00000000
PA
USD
21675743.15000000
0.039044902169
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
3.87500000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CS4
20470000.00000000
PA
USD
19860768.79000000
0.035775556530
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.37500000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAQ1
14535000.00000000
PA
USD
11478254.47000000
0.020675984198
Long
DBT
CORP
US
Y
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAZ1
59070000.00000000
PA
USD
44834575.98000000
0.080761320192
Long
DBT
CORP
AU
Y
2
2033-01-14
Variable
2.87100000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
EATON CORP
278062AH7
23580000.00000000
PA
USD
21302556.59000000
0.038372674572
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.15000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111GC1
32238000.00000000
PA
USD
21419521.99000000
0.038583366430
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
52315000.00000000
PA
USD
39338220.83000000
0.070860637773
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.23900000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CC6
162183000.00000000
PA
USD
106669408.50000000
0.192145505255
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBL8
63535000.00000000
PA
USD
61970908.08000000
0.111629300392
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.40000000
N
N
N
N
N
N
Evergy Inc
549300PGTHDQY6PSUI61
EVERGY INC
30034WAA4
28130000.00000000
PA
USD
26638374.40000000
0.047984178221
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBS8
54330000.00000000
PA
USD
35145547.28000000
0.063308300238
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
3.00100000
N
N
N
N
N
N
NatWest Group PLC
2138005O9XJIJN4JPN90
NATWEST GROUP
639057AC2
30570000.00000000
PA
USD
25702575.21000000
0.046298506474
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.64200000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 3 10/22
01F0306A1
355000000.00000000
PA
USD
308628125.00000000
0.555937338061
Long
ABS-MBS
USGSE
US
N
2
2022-10-13
Fixed
3.00000000
N
N
N
N
N
N
Cent CLO 21 Ltd
5493002BI0SI5QMH0P08
CECLO 2014-21A A1R3
15137EBN2
10000000.00000000
PA
USD
9815554.00000000
0.017680932229
Long
ABS-MBS
CORP
KY
Y
2
2030-07-27
Floating
3.73930000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CQ3
39335000.00000000
PA
USD
29674079.34000000
0.053452447594
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEF5
19810000.00000000
PA
USD
13802567.78000000
0.024862811158
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
BX Trust 2021-ARIA
N/A
BX 2021-ARIA A
05608RAA3
14465000.00000000
PA
USD
13722676.45000000
0.024718901482
Long
ABS-MBS
CORP
US
Y
2
2036-10-15
Floating
3.71710000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAM6
2503000.00000000
PA
USD
1624292.16000000
0.002925866395
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.90000000
N
N
N
N
N
N
Magnetite VII Ltd
549300B54XJTQC6DWJ15
MAGNE 2012-7A A1R2
55951PBA4
29102692.15000000
PA
USD
28641350.45000000
0.051592174652
Long
ABS-MBS
CORP
KY
Y
2
2028-01-15
Floating
3.31200000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBN9
17760000.00000000
PA
USD
11017843.84000000
0.019846638330
Long
DBT
CORP
US
N
2
2050-11-10
Fixed
2.77200000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2021-Z1
N/A
AFFRM 2021-Z1 A
00834CAA3
8133967.48000000
PA
USD
7895379.51000000
0.014222087723
Long
ABS-CBDO
CORP
US
Y
2
2025-08-15
Fixed
1.07000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658563
36294STU1
108425.07000000
PA
USD
109780.46000000
0.000197749497
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.50000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
46653KAC2
51835000.00000000
PA
USD
33535528.22000000
0.060408144232
Long
DBT
CORP
NL
Y
2
2052-04-08
Fixed
4.50000000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX-B-REF-TXBL
79467BDX0
20635000.00000000
PA
USD
15632857.27000000
0.028159744213
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
3.23800000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CZ9
7303000.00000000
PA
USD
7271020.02000000
0.013097417854
Long
DBT
CORP
US
N
2
2023-02-20
Fixed
3.25000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AZ9
8900000.00000000
PA
USD
8624926.45000000
0.015536233619
Long
DBT
CORP
US
N
2
2024-08-22
Fixed
2.80000000
N
N
N
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINL
14040HBG9
9055000.00000000
PA
USD
8591286.75000000
0.015475637828
Long
DBT
CORP
US
N
2
2025-02-05
Fixed
3.20000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172109
4524556.00000000
NS
USD
375583393.56000000
0.676545055755
Long
EC
CORP
US
N
1
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAR1
5085000.00000000
PA
USD
3870146.67000000
0.006971364121
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DW7
26520000.00000000
PA
USD
17513385.80000000
0.031547173745
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2015-61 PB
3136APL59
523945.54000000
PA
USD
508712.24000000
0.000916352417
Long
ABS-MBS
USGSE
US
N
2
2044-06-25
Fixed
2.00000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-BG
91412HGF4
13645000.00000000
PA
USD
11725058.44000000
0.021120556584
Long
DBT
MUN
US
N
2
2027-05-15
Fixed
1.31600000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023DE2
34165000.00000000
PA
USD
32482442.42000000
0.058511202025
Long
DBT
CORP
US
N
2
2024-02-04
Fixed
1.43300000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FL5
84065000.00000000
PA
USD
68683057.83000000
0.123720015277
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 584379
36201JFU8
304.28000000
PA
USD
303.70000000
0.000000547060
Long
ABS-MBS
USGA
US
N
2
2032-05-15
Fixed
6.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN BM3972
3140J8MW0
15673077.49000000
PA
USD
13819922.59000000
0.024894072686
Long
ABS-MBS
USGSE
US
N
2
2038-04-01
Fixed
2.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FY9
17820000.00000000
PA
USD
13570260.38000000
0.024444351701
Long
DBT
CORP
US
N
2
2042-02-14
Fixed
3.37500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658219
36294SG43
72981.76000000
PA
USD
73710.19000000
0.000132775477
Long
ABS-MBS
USGA
US
N
2
2036-12-15
Fixed
6.50000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBK6
10360000.00000000
PA
USD
7948612.20000000
0.014317976716
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KEYSPAN GAS EAST
49338CAB9
37580000.00000000
PA
USD
33567813.39000000
0.060466300083
Long
DBT
CORP
US
Y
2
2026-08-15
Fixed
2.74200000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAM6
6375000.00000000
PA
USD
5337170.72000000
0.009613940670
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
144141CY2
1625000.00000000
PA
USD
1698943.66000000
0.003060337472
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.30000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304BD8
16875000.00000000
PA
USD
14859829.35000000
0.026767275253
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.60000000
N
N
N
N
N
N
Chicago Transit Authority Sales Tax Receipts Fund
N/A
CHICAGO TRANSIT BAB
16772PAQ9
2290000.00000000
PA
USD
2450470.83000000
0.004414076747
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.20000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MTA NY-TXB
59259NZH9
2430000.00000000
PA
USD
2951735.58000000
0.005317013869
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.33600000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAN4
5205000.00000000
PA
USD
4188512.74000000
0.007544842593
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810TF5
40010000.00000000
PA
USD
30645159.38000000
0.055201671364
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AR5185
3138W2XP5
753558.73000000
PA
USD
686043.26000000
0.001235781942
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCE9
26848000.00000000
PA
USD
20558495.70000000
0.037032384440
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CG3
6830000.00000000
PA
USD
5919062.96000000
0.010662113525
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Blackstone Holdings Finance Co LLC
549300D2L6J4NC1QVZ22
BLACKSTONE HLDGS
09261BAG5
18535000.00000000
PA
USD
14515718.61000000
0.026147422449
Long
DBT
CORP
US
Y
2
2032-03-30
Fixed
2.55000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJW0
30000000.00000000
PA
USD
21185649.90000000
0.038162088469
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.31100000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBH3
15060000.00000000
PA
USD
13671520.86000000
0.024626754007
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BJ2
25855000.00000000
PA
USD
21824362.44000000
0.039312612743
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GK3
32029000.00000000
PA
USD
23798970.05000000
0.042869508597
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGU8
38790000.00000000
PA
USD
31027797.88000000
0.055890924909
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DV7
19975000.00000000
PA
USD
16302022.37000000
0.029365123225
Long
DBT
NUSS
CL
N
2
2034-01-31
Fixed
3.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT6335
3138WUBD4
154835.16000000
PA
USD
141810.18000000
0.000255445202
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CT3
2262000.00000000
PA
USD
1805599.00000000
0.003252457635
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 3803 TY
3137A76P0
2435339.37000000
PA
USD
2352613.81000000
0.004237805154
Long
ABS-MBS
USGSE
US
N
2
2031-02-15
Fixed
4.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VER1
22990000.00000000
PA
USD
21648511.20000000
0.038995848772
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.32900000
N
N
N
N
N
N
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
N/A
SPRINT SPECTRUM
85208NAD2
27459375.00000000
PA
USD
27082509.08000000
0.048784205930
Long
DBT
CORP
US
Y
2
2029-09-20
Fixed
4.73800000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAR8
20340000.00000000
PA
USD
19861121.96000000
0.035776192702
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.35000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRN-BABS-TXB-TR
59259YDK2
2255000.00000000
PA
USD
2274924.28000000
0.004097861620
Long
DBT
MUN
US
N
2
2026-11-15
Fixed
6.20000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BT9
20185000.00000000
PA
USD
12445651.96000000
0.022418574525
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Aviation Capital Group LLC
549300ODEK8HY3445C77
AVIATION CAPITAL
05369AAL5
23950000.00000000
PA
USD
19397748.78000000
0.034941510340
Long
DBT
CORP
US
Y
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
Corp Nacional del Cobre de Chile
549300UVMBCBCIPSUI70
CODELCO INC
21987BBA5
20390000.00000000
PA
USD
13529360.39000000
0.024370677821
Long
DBT
CORP
CL
Y
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AP4
11665000.00000000
PA
USD
8640669.81000000
0.015564592414
Long
DBT
CORP
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004BV1
4832000.00000000
PA
USD
5151097.36000000
0.009278763412
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
6.62500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141EC31
19895000.00000000
PA
USD
16498089.50000000
0.029718302438
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BD0
5835000.00000000
PA
USD
4464408.04000000
0.008041817711
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YCA5
19895000.00000000
PA
USD
16111937.30000000
0.029022719603
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Arizona Public Service Co
YG6VT0TPHRH4TFVAQV64
ARIZONA PUB SERV
040555DB7
16830000.00000000
PA
USD
10996358.47000000
0.019807936351
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CT4
4915000.00000000
PA
USD
4025767.09000000
0.007251685955
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.25000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432ND3
32210000.00000000
PA
USD
30813357.01000000
0.055504648751
Long
DBT
CORP
US
N
2
2025-01-27
Fixed
2.85000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCJ3
13910000.00000000
PA
USD
11849496.82000000
0.021344709654
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.10000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAW1
21220000.00000000
PA
USD
17408933.62000000
0.031359022173
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AY2
18290000.00000000
PA
USD
12933595.90000000
0.023297516634
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446HD4
51100000.00000000
PA
USD
55493141.61000000
0.099960784284
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
Affirm Asset Securitization Trust 2021-Z2
N/A
AFFRM 2021-Z2 A
00834TAA6
6662969.78000000
PA
USD
6425926.63000000
0.011575136080
Long
ABS-CBDO
CORP
US
Y
2
2026-11-16
Fixed
1.17000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
03523TBQ0
19080000.00000000
PA
USD
14521947.70000000
0.026158643020
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
3.75000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAB3
33510000.00000000
PA
USD
27828900.58000000
0.050128694232
Long
DBT
CORP
US
Y
2
2027-08-27
Fixed
1.40000000
N
N
N
N
N
N
Coterra Energy Inc
FCNMH6O7VWU7LHXMK351
COTERRA ENERGY I
127097103
14119690.00000000
NS
USD
368806302.80000000
0.664337361473
Long
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BX9
12020000.00000000
PA
USD
10516192.58000000
0.018943004982
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEG2
13000000.00000000
PA
USD
12605937.50000000
0.022707299723
Long
DBT
UST
US
N
2
2024-03-31
Fixed
2.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAX0
17460000.00000000
PA
USD
16976359.05000000
0.030579817896
Long
DBT
CORP
NO
N
2
2024-11-10
Fixed
3.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDU2
156916000.00000000
PA
USD
93677198.11000000
0.168742405295
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
48126BAA1
16235000.00000000
PA
USD
15002045.26000000
0.027023451305
Long
DBT
CORP
US
N
2
2042-01-06
Fixed
5.40000000
N
N
N
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
AMERIPRISE FINL
03076CAL0
18270000.00000000
PA
USD
17261258.49000000
0.031093012331
Long
DBT
CORP
US
N
2
2032-05-13
Fixed
4.50000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DS4
17765000.00000000
PA
USD
10979856.86000000
0.019778211707
Long
DBT
CORP
US
N
2
2050-11-13
Fixed
2.55000000
N
N
N
N
N
N
Bank of New York Mellon Corp/The
WFLLPEPC7FZXENRZV188
BANK OF NY MELLO
06406HDA4
22710000.00000000
PA
USD
21844330.68000000
0.039348581889
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
3.00000000
N
N
N
N
N
N
L3Harris Technologies Inc
549300UTE50ZMDBG8A20
L3HARRIS TECHNOL
502431109
1114674.00000000
NS
USD
231662697.42000000
0.417298142649
Long
EC
CORP
US
N
1
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
BOSTON PROP LP
10112RAW4
1780000.00000000
PA
USD
1748027.80000000
0.003148753607
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
PG&E Energy Recovery Funding LLC
N/A
PG&E ENERGY RECO
71710TAB4
3573000.00000000
PA
USD
2701601.86000000
0.004866443544
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
2.28000000
N
N
N
N
N
N
Eastern Gas Transmission & Storage Inc
H2VQBNB3NSKRM5QWBI71
EASTERN GAS TRAN
276480AH3
19580000.00000000
PA
USD
16786362.21000000
0.030237573204
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEH4
90340000.00000000
PA
USD
69149534.31000000
0.124560287668
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.51100000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS
17275RBL5
15921000.00000000
PA
USD
14810360.11000000
0.026678165430
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
2.50000000
N
N
N
N
N
N
Crown Castle Inc
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAK7
8575000.00000000
PA
USD
7768136.83000000
0.013992883218
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAT7
40475000.00000000
PA
USD
34463300.87000000
0.062079357629
Long
DBT
CORP
US
Y
2
2051-05-15
Fixed
1.63100000
N
N
N
N
N
N
University of Minnesota
N/A
UNIV OF MINNESOTA MN
914460WT3
28000000.00000000
PA
USD
24406706.80000000
0.043964235629
Long
DBT
MUN
US
N
2
2052-04-01
Fixed
4.04800000
N
N
N
N
N
N
Deutsche Bank Securities, Inc.
9J6MBOOO7BECTDTUZW19
DEUTSCHE TRIPARTY MTGE
N/A
189700000.00000000
PA
USD
189700000.00000000
0.341709988453
Long
RA
CORP
US
N
2
Repurchase
Y
3.00000000
2022-10-03
249172849.00000000
USD
193494000.04000000
USD
AMBS
N
N
N
RBS Securities, Inc.
ZE2ZWJ5BTIQJ8M0C6K34
RBS TRIPARTY TREASUR
N/A
77200000.00000000
PA
USD
77200000.00000000
0.139061734890
Long
RA
CORP
US
N
2
Repurchase
Y
2.98000000
2022-10-03
78408100.00000000
USD
78744048.73000000
USD
UST
N
N
N
SK Telecom Co Ltd
9884003WEA1PHW006037
SK TELECOM CO
78440PAE8
12220000.00000000
PA
USD
12121886.96000000
0.021835370865
Long
DBT
CORP
KR
Y
2
2023-04-16
Fixed
3.75000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BZ6
4915000.00000000
PA
USD
3791622.64000000
0.006829917388
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
1.70000000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2E7
27235000.00000000
PA
USD
22339261.46000000
0.040240109517
Long
DBT
CORP
US
Y
2
2028-06-28
Fixed
2.00000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABF1
59480000.00000000
PA
USD
52710939.27000000
0.094949153660
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DQ6
28110000.00000000
PA
USD
23365267.84000000
0.042088273082
Long
DBT
CORP
US
N
2
2052-09-01
Fixed
4.20000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CDN8
68000000.00000000
PA
USD
63346250.00000000
0.114106728287
Long
DBT
UST
US
N
2
2024-12-15
Fixed
1.00000000
N
N
N
N
N
N
Seasoned Credit Risk Transfer Trust Series 2019-3
N/A
SCRT 2019-3 MA
35563PLH0
25435068.37000000
PA
USD
24544790.11000000
0.044212967554
Long
ABS-MBS
CORP
US
N
2
2058-10-25
Fixed
3.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EL3
9500000.00000000
PA
USD
9454034.54000000
0.017029720788
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAP2
865000.00000000
PA
USD
866190.59000000
0.001560284536
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA BABS
13063BJC7
2215000.00000000
PA
USD
2785027.59000000
0.005016719797
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAF0
22715000.00000000
PA
USD
18103702.81000000
0.032610522288
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JG6
11990000.00000000
PA
USD
10008722.16000000
0.018028889476
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDW8
109670000.00000000
PA
USD
63619868.59000000
0.114599602326
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.98700000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 782288
36241KRH3
5406.75000000
PA
USD
5424.94000000
0.000009772041
Long
ABS-MBS
USGA
US
N
2
2037-12-15
Fixed
6.50000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CY3
32800000.00000000
PA
USD
30691075.13000000
0.055284380223
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE
05578QAB9
37185000.00000000
PA
USD
36258934.35000000
0.065313864196
Long
DBT
CORP
FR
Y
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
Energy Transfer LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER
86765BAQ2
3410000.00000000
PA
USD
2750654.91000000
0.004954803677
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBQ7
16360000.00000000
PA
USD
10985998.00000000
0.019789273852
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9159
31417GE93
13250.42000000
PA
USD
12151.00000000
0.000021887812
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBE1
24070000.00000000
PA
USD
20681796.08000000
0.037254487610
Long
DBT
CORP
US
N
2
2029-08-16
Fixed
2.44000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280BR9
26495000.00000000
PA
USD
26229910.11000000
0.047248404221
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
3.68290000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDK9
39110000.00000000
PA
USD
36952442.10000000
0.066563092057
Long
DBT
CORP
US
N
2
2033-09-14
Variable
5.71700000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 659674
36294T2F1
16541.19000000
PA
USD
16691.24000000
0.000030066227
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EJ8
52715000.00000000
PA
USD
46280283.43000000
0.083365498769
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
Charter Communications Operating LLC / Charter Communications Operating Capital
N/A
CHARTER COMM OPT
161175BU7
7635000.00000000
PA
USD
5792914.70000000
0.010434880417
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 694634
36296LV31
57272.86000000
PA
USD
58325.71000000
0.000105063140
Long
ABS-MBS
USGA
US
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CU4
13335000.00000000
PA
USD
10487510.51000000
0.018891339458
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UDC0
106490000.00000000
PA
USD
105887964.11000000
0.190737875558
Long
DBT
CORP
US
Y
2
2023-01-15
Fixed
2.45000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636AAZ4
30135000.00000000
PA
USD
26044136.99000000
0.046913767792
Long
DBT
CORP
DK
Y
2
2026-09-11
Variable
1.62100000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHV4
33250000.00000000
PA
USD
28004064.04000000
0.050444219292
Long
DBT
CORP
US
N
2
2030-07-23
Variable
3.19400000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
DOMINION ENERGY
25746UCZ0
13855000.00000000
PA
USD
11794899.77000000
0.021246363016
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.60000000
N
N
N
N
N
N
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
N/A
AERCAP IRELAND
00774MAY1
8910000.00000000
PA
USD
6457135.98000000
0.011631354038
Long
DBT
CORP
IE
N
2
2033-10-29
Fixed
3.40000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
IL ST TXB-PENSION
452151LF8
144465000.00000000
PA
USD
137611609.29000000
0.247882242602
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
Corebridge Financial Inc
549300XY1661QCIA7J65
COREBRIDGE FIN
21871XAL3
13765000.00000000
PA
USD
10517206.75000000
0.018944831824
Long
DBT
CORP
US
Y
2
2052-04-05
Fixed
4.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHQ5
69430000.00000000
PA
USD
61962036.99000000
0.111613320740
Long
DBT
CORP
US
N
2
2030-02-07
Variable
3.97400000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAV6
15905000.00000000
PA
USD
15034945.44000000
0.027082714985
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.35000000
N
N
N
N
N
N
Danone SA
969500KMUQ2B6CBAF162
DANONE
23636TAD2
10000000.00000000
PA
USD
9773561.10000000
0.017605289671
Long
DBT
CORP
FR
Y
2
2023-11-02
Fixed
2.58900000
N
N
N
N
N
N
United Airlines 2018-1 Class B Pass Through Trust
N/A
UNTD AIR 18-1 B
90932NAA1
4967199.21000000
PA
USD
4537545.07000000
0.008173560745
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
4.60000000
N
N
N
N
N
N
Teachers Insurance & Annuity Association of America
O06XD7BJ4EPXNABVFN69
TEACHERS INS&ANN
878091BD8
21990000.00000000
PA
USD
19606901.26000000
0.035318260427
Long
DBT
CORP
US
Y
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAK8
15795000.00000000
PA
USD
13137498.04000000
0.023664809191
Long
DBT
CORP
NO
N
2
2030-05-22
Fixed
2.37500000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4640 CZ
3137BTKX8
7583157.47000000
PA
USD
7040875.26000000
0.012682853999
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Fixed
3.50000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBM1
20155000.00000000
PA
USD
16952973.13000000
0.030537692422
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
2.75000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EY5
9100000.00000000
PA
USD
7282454.54000000
0.013118015059
Long
DBT
CORP
US
N
2
2030-05-28
Fixed
1.70000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CT7
8620000.00000000
PA
USD
8081163.97000000
0.014556744580
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.95000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874AZ0
8338000.00000000
PA
USD
8695077.27000000
0.015662597541
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HHG8
39005000.00000000
PA
USD
38565975.71000000
0.069469578885
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
3.70000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658417
36294SPA9
478.23000000
PA
USD
483.89000000
0.000000871639
Long
ABS-MBS
USGA
US
N
2
2037-02-15
Fixed
6.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 609365
36202T6A9
422.50000000
PA
USD
424.00000000
0.000000763758
Long
ABS-MBS
USGA
US
N
2
2033-03-15
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Dec22
N/A
1115.00000000
NC
USD
-4000634.20000000
-0.00720641363
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT 10 Year US Treasury Note
2022-12-20
128950321.70000000
USD
-4000634.20000000
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-14 CA
3136B4FP8
19645078.30000000
PA
USD
18495603.51000000
0.033316459999
Long
ABS-MBS
USGSE
US
N
2
2049-04-25
Fixed
3.50000000
N
N
N
N
N
N
George Washington University/The
5493002S4P5IVD462L47
GEORGE WASHINGTO
372546AV3
10000000.00000000
PA
USD
7378909.80000000
0.013291761637
Long
DBT
CORP
US
N
2
2046-09-15
Fixed
3.54500000
N
N
N
N
N
N
Fifth Third Bancorp
THRNG6BD57P9QWTQLG42
FIFTH THIRD BANC
316773DE7
19480000.00000000
PA
USD
18234430.49000000
0.032846004386
Long
DBT
CORP
US
N
2
2028-04-25
Variable
4.05500000
N
N
N
N
N
N
Realty Income Corp
549300CUWDAUZSH43859
REALTY INCOME
756109BH6
8845000.00000000
PA
USD
8045587.13000000
0.014492659384
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CL1
10000000.00000000
PA
USD
8045833.60000000
0.014493103355
Long
DBT
CORP
GB
N
2
2028-09-22
Variable
2.01300000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89832Q109
6242160.00000000
NS
USD
271783646.40000000
0.489568722579
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEA6
12840000.00000000
PA
USD
8250120.38000000
0.014861088770
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.12500000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAX3
4430000.00000000
PA
USD
3187593.92000000
0.005741869697
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAD4
4965000.00000000
PA
USD
4736055.01000000
0.008531140236
Long
DBT
CORP
NO
N
2
2025-04-06
Fixed
2.87500000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT9875
3138WX6M4
1234.78000000
PA
USD
1135.86000000
0.000002046044
Long
ABS-MBS
USGSE
US
N
2
2028-06-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Securities, LLC
8NAV47T0Y26Q87Y0QP81
BOA-MTG TRIPARTY REPO
N/A
4500000.00000000
PA
USD
4500000.00000000
0.008105930142
Long
RA
CORP
US
N
2
Repurchase
Y
3.05000000
2022-10-03
4610393.00000000
USD
4590000.21000000
USD
AMBS
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAR6
1495000.00000000
PA
USD
1123775.77000000
0.002024277308
Long
DBT
CORP
US
N
2
2047-09-01
Fixed
3.75000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON REF-TXB-A-PEN
442331QM9
13425000.00000000
PA
USD
14100417.12000000
0.025399332479
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.29000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBJ8
12880000.00000000
PA
USD
11457706.04000000
0.020638969945
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.50000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FB9
27750000.00000000
PA
USD
25746171.39000000
0.046377037050
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
3.70000000
N
N
N
N
N
N
Equitable Financial Life Global Funding
635400B4JJBON4TCHF02
EQUITABLE FINANC
29449WAA5
15285000.00000000
PA
USD
13763453.91000000
0.024792354647
Long
DBT
CORP
US
Y
2
2025-07-07
Fixed
1.40000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKB4
29030000.00000000
PA
USD
17770605.64000000
0.032010508424
Long
DBT
CORP
US
N
2
2052-07-21
Variable
2.97200000
N
N
N
N
N
N
Kansas City Southern/Old
5493008C12PZMWP3WY03
KANSAS CITY SOUT
485170AS3
13845000.00000000
PA
USD
12098340.41000000
0.021792956045
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.95000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH TX
2350368N3
10280000.00000000
PA
USD
7204319.60000000
0.012977269200
Long
DBT
MUN
US
N
2
2046-11-01
Fixed
2.84300000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DF1
7655000.00000000
PA
USD
6597078.46000000
0.011883434920
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
Indiana Michigan Power Co
JHR9V15J0ZRG02MIRD06
IND MICH POWER
454889AT3
14590000.00000000
PA
USD
11500280.08000000
0.020715659321
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.25000000
N
N
N
N
N
N
CenterPoint Energy Resources Corp
2JADVB0458J06WCD4N56
CENTERPOINT ENER
15189WAL4
9123000.00000000
PA
USD
8431689.44000000
0.015188152352
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.00000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KS DEV FIN AUTH-K-TXB
48542RSV7
15160000.00000000
PA
USD
10123384.10000000
0.018235432071
Long
DBT
MUN
US
N
2
2051-05-01
Fixed
2.77400000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CC4
32073000.00000000
PA
USD
24561072.02000000
0.044242296448
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4493 ZG
3137BKMD9
4958117.12000000
PA
USD
4345607.20000000
0.007827819642
Long
ABS-MBS
USGSE
US
N
2
2045-07-15
Fixed
3.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEN7
72505000.00000000
PA
USD
68426593.75000000
0.123258041962
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBH7
52770000.00000000
PA
USD
50740312.77000000
0.091399429049
Long
DBT
CORP
GB
N
2
2025-05-07
Variable
3.93200000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NISOURCE INC
65473PAM7
21065000.00000000
PA
USD
18410767.66000000
0.033163643671
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
5.00000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US BANCORP
91159HJG6
32525000.00000000
PA
USD
30511410.75000000
0.054960747575
Long
DBT
CORP
US
N
2
2033-07-22
Variable
4.96700000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2016-72 DZ
3136ATK52
7706610.25000000
PA
USD
6115236.08000000
0.011015483659
Long
ABS-MBS
USGSE
US
N
2
2046-10-25
Fixed
2.50000000
N
N
N
N
N
N
PNC Bank NA
AD6GFRVSDT01YPT1CS68
PNC BANK NA
69353RFG8
42485000.00000000
PA
USD
38803282.19000000
0.069897043274
Long
DBT
CORP
US
N
2
2027-10-25
Fixed
3.10000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB9167
31417GFH4
27043.54000000
PA
USD
25047.77000000
0.000045118994
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CE4
19880000.00000000
PA
USD
16455097.06000000
0.029640859390
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.43400000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AL0
20029000.00000000
PA
USD
14779861.57000000
0.026623227867
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GEN5
8770000.00000000
PA
USD
8492194.81000000
0.015297141752
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
N
Blackstone Inc
5299004LW4QWGZUB8Y96
BLACKSTONE INC
09260D107
3208653.00000000
NS
USD
268564256.10000000
0.483769577496
Long
EC
CORP
US
N
1
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-F-2
072024ND0
4670000.00000000
PA
USD
5315564.46000000
0.009575020929
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOL
75513E101
2351886.00000000
NS
USD
192525387.96000000
0.346799410104
Long
EC
CORP
US
N
1
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AE5
9925000.00000000
PA
USD
10101359.81000000
0.018195759325
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PDH6
38440000.00000000
PA
USD
35500486.28000000
0.063947658180
Long
DBT
CORP
US
N
2
2033-07-25
Variable
4.91200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFB2
259255000.00000000
PA
USD
244145307.49000000
0.439783290476
Long
DBT
UST
US
N
2
2027-07-31
Fixed
2.75000000
N
N
N
N
N
N
EIG Pearl Holdings Sarl
549300KIMRL45BWA5H76
EIG PEARL HOLDIN
28249NAA9
59370000.00000000
PA
USD
47410986.91000000
0.085402255084
Long
DBT
CORP
LU
Y
2
2036-08-31
Fixed
3.54500000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135FBF7
25345000.00000000
PA
USD
18152697.28000000
0.032698776900
Long
DBT
CORP
US
Y
2
2033-02-15
Fixed
2.60000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 657104
36294RAD1
263.28000000
PA
USD
265.87000000
0.000000478916
Long
ABS-MBS
USGA
US
N
2
2036-11-15
Fixed
6.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LS8
72260000.00000000
PA
USD
64606736.01000000
0.116377264185
Long
DBT
CORP
US
N
2
2028-10-27
Variable
3.52000000
N
N
N
N
N
N
Comerica Bank
70WY0ID1N53Q4254VH70
COMERICA BANK
20034DJA8
26085000.00000000
PA
USD
24960835.62000000
0.044962397741
Long
DBT
CORP
US
N
2
2024-07-23
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT7282
3138WVCU3
70399.18000000
PA
USD
64491.63000000
0.000116169921
Long
ABS-MBS
USGSE
US
N
2
2028-09-01
Fixed
2.50000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AA6
11505000.00000000
PA
USD
11085132.16000000
0.019967845979
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
NBK SPC Ltd
549300P1ANDK86KWB419
NBK SPC LTD
62877PAB0
67250000.00000000
PA
USD
57757206.55000000
0.104039084782
Long
DBT
CORP
AE
Y
2
2027-09-15
Variable
1.62500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JJ0
6420000.00000000
PA
USD
4874055.72000000
0.008779723372
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AA6
18240000.00000000
PA
USD
14976591.86000000
0.026977601642
Long
DBT
CORP
CH
Y
2
2030-08-13
Variable
3.12600000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2012-124 JA
3136A9V96
910159.36000000
PA
USD
790707.50000000
0.001424315501
Long
ABS-MBS
USGSE
US
N
2
2042-11-25
Fixed
1.50000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 644504
36292CAD6
938.42000000
PA
USD
974.87000000
0.000001756050
Long
ABS-MBS
USGA
US
N
2
2035-06-15
Fixed
6.00000000
N
N
N
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF CORP
918204BB3
23720000.00000000
PA
USD
21370679.88000000
0.038495386268
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
2.80000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA-H
913366EP1
10665000.00000000
PA
USD
12173751.95000000
0.021928796195
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.54800000
N
N
N
N
N
N
New Economy Assets Phase 1 Sponsor LLC
N/A
USRE 2021-1 B1
643821AB7
10130000.00000000
PA
USD
8464623.95000000
0.015247477871
Long
ABS-CBDO
CORP
US
Y
2
2061-10-20
Fixed
2.41000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RBH4
5945000.00000000
PA
USD
4704011.09000000
0.008473418952
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 552673
36213E6J0
2231.40000000
PA
USD
2287.67000000
0.000004120820
Long
ABS-MBS
USGA
US
N
2
2032-07-15
Fixed
6.00000000
N
N
N
N
N
N
SBA Tower Trust
N/A
SBA TOWER TRUST
78403DAP5
9320000.00000000
PA
USD
8170026.64000000
0.014716814490
Long
DBT
CORP
US
Y
2
2050-07-15
Fixed
1.88400000
N
N
N
N
N
N
SoFi Professional Loan Program 2021-B Trust
N/A
SOFI 2021-B AFX
83405NAA4
16324558.26000000
PA
USD
13553417.15000000
0.024414011691
Long
ABS-CBDO
CORP
US
Y
2
2047-02-15
Fixed
1.14000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAW6
11185000.00000000
PA
USD
8982848.99000000
0.016180965865
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
3.75800000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
404280AG4
22000000.00000000
PA
USD
20970160.86000000
0.037773924224
Long
DBT
CORP
GB
N
2
2036-05-02
Fixed
6.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYC2
10000000.00000000
PA
USD
6755819.10000000
0.012169377262
Long
DBT
CORP
US
N
2
2042-04-22
Variable
3.21000000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAD0
25155000.00000000
PA
USD
24109539.33000000
0.043428942572
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBN4
96975000.00000000
PA
USD
86390809.09000000
0.155617302987
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BE1
40575000.00000000
PA
USD
35655717.84000000
0.064227279554
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446448
6755016.00000000
NS
USD
533713814.16000000
0.961388198599
Long
EC
CORP
US
N
1
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CBH3
588320000.00000000
PA
USD
518273150.00000000
0.933574655257
Long
DBT
UST
US
N
2
2026-01-31
Fixed
0.37500000
N
N
N
N
N
N
Australia & New Zealand Banking Group Ltd
JHE42UYNWWTJB8YTTU19
AUST & NZ BANK
052528AM8
23805000.00000000
PA
USD
17363453.41000000
0.031277097861
Long
DBT
CORP
AU
Y
2
2035-11-25
Variable
2.57000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FG8
32310000.00000000
PA
USD
24034912.07000000
0.043294515160
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.83900000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2019-12 HA
3136B4EJ3
35713322.77000000
PA
USD
33772489.39000000
0.060834986607
Long
ABS-MBS
USGSE
US
N
2
2057-11-25
Fixed
3.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHT9
54370000.00000000
PA
USD
50186192.62000000
0.090401282555
Long
DBT
CORP
US
N
2
2027-04-23
Variable
3.55900000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
BARCLAYS PLC
06738EBR5
52470000.00000000
PA
USD
38353684.23000000
0.069087174461
Long
DBT
CORP
GB
N
2
2032-03-10
Variable
2.66700000
N
N
N
N
N
N
Cloud Pass-Through Trust 2019-1
N/A
CLOUD 2019-1A CLOU
18913AAA3
35338.46000000
PA
USD
34726.28000000
0.000062553066
Long
ABS-CBDO
CORP
US
Y
2
2022-12-05
Variable
3.55420000
N
N
N
N
N
N
Sutter Health
549300MJCC12LU768G81
SUTTER HEALTH
86944BAG8
19905000.00000000
PA
USD
16011806.13000000
0.028842351543
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.29400000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2J1
98745000.00000000
PA
USD
79035164.24000000
0.142367448918
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57200000
N
N
N
N
N
N
Healthpeak Properties Inc
PZ9HF5U52KPF0MH0QN75
HEALTHPEAK PROP
42250PAD5
29850000.00000000
PA
USD
24537320.58000000
0.044199512557
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.12500000
N
N
N
N
N
N
Liberty Mutual Group Inc
QUR0DG15Z6FFGYCHH861
LIBERTY MUTUAL
53079EBG8
9217000.00000000
PA
USD
8477128.64000000
0.015270002792
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.56900000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BW1
10040000.00000000
PA
USD
9532458.12000000
0.017170986579
Long
DBT
CORP
US
N
2
2028-12-06
Fixed
3.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHZ5
99085000.00000000
PA
USD
78215923.40000000
0.140891735803
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49600000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 605086
36200NF30
14885.45000000
PA
USD
14592.50000000
0.000026285730
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFK2
5310000.00000000
PA
USD
5202140.63000000
0.009370708564
Long
DBT
UST
US
N
2
2025-09-15
Fixed
3.50000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
CORNING INC
219350105
7822876.00000000
NS
USD
227019861.52000000
0.408934919656
Long
EC
CORP
US
N
1
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AX4
30825000.00000000
PA
USD
24426089.73000000
0.043999150446
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
ENTERPRISE FLEET FINANCING LLC EFF_19-3
N/A
EFF 2019-3 A2
29374WAB2
1693349.22000000
PA
USD
1690267.66000000
0.003044709238
Long
ABS-CBDO
CORP
US
Y
2
2025-05-20
Fixed
2.06000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES
26875P101
3696068.00000000
NS
USD
412961677.64000000
0.743875224555
Long
EC
CORP
US
N
1
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AN2
10795000.00000000
PA
USD
10687958.18000000
0.019252409416
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-77 BP
3136AFLL6
1618087.26000000
PA
USD
1537405.71000000
0.002769356285
Long
ABS-MBS
USGSE
US
N
2
2043-06-25
Fixed
1.70000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CA-AP-TXBL
91412GXE0
18275000.00000000
PA
USD
15779910.60000000
0.028424633995
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2017-7 LZ
3136AVGR4
8789584.40000000
PA
USD
7598419.04000000
0.013687167540
Long
ABS-MBS
USGSE
US
N
2
2047-02-25
Fixed
2.50000000
N
N
N
N
N
N
Aaset 2019-1 Trust
549300TXM3PCKZJKD061
AASET 2019-1 A
00256DAA0
8652342.02000000
PA
USD
5742905.49000000
0.010344797937
Long
ABS-CBDO
CORP
US
Y
2
2039-05-15
Fixed
3.84400000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB8993
31417F7F9
201792.33000000
PA
USD
184887.78000000
0.000333041650
Long
ABS-MBS
USGSE
US
N
2
2028-04-01
Fixed
2.50000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAV6
40775000.00000000
PA
USD
25961980.73000000
0.046765778257
Long
DBT
CORP
SG
Y
2
2051-04-06
Fixed
2.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CT4
54790000.00000000
PA
USD
40284106.42000000
0.072564478332
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.80400000
N
N
N
N
N
N
Freddie Mac REMICS
N/A
FHR 4122 AB
3137AUXZ7
5503451.88000000
PA
USD
4744588.05000000
0.008546510952
Long
ABS-MBS
USGSE
US
N
2
2042-10-15
Fixed
1.50000000
N
N
N
N
N
N
Boston Gas Co
FN7P4E7K9JOBORDEUX61
BOSTON GAS CO
100743AL7
5700000.00000000
PA
USD
4812257.95000000
0.008668405949
Long
DBT
CORP
US
Y
2
2029-08-01
Fixed
3.00100000
N
N
N
N
N
N
Charles Schwab Corp/The
549300VSGCJ7E698NM85
CHARLES SCHWAB
808513AQ8
19790000.00000000
PA
USD
18455707.74000000
0.033244595038
Long
DBT
CORP
US
N
2
2027-03-02
Fixed
3.20000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CK6
8960000.00000000
PA
USD
7508576.50000000
0.013525332573
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
1.75000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 652531
36292L4Q4
20347.31000000
PA
USD
19757.85000000
0.000035590167
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.50000000
N
N
N
N
N
N
GA Global Funding Trust
54930029I8ROQ4OROZ88
GA GLOBAL FNDING
36143L2B0
36170000.00000000
PA
USD
33614894.05000000
0.060551107315
Long
DBT
CORP
US
Y
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 651794
36292LC77
8579.03000000
PA
USD
8663.54000000
0.000015605788
Long
ABS-MBS
USGA
US
N
2
2036-04-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Dec22
N/A
786.00000000
NC
USD
-2613151.46000000
-0.00470711626
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Long
N/A
CBOT 2 Year US Treasury Note Future
2022-12-30
164050183.50000000
USD
-2613151.46000000
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440CC6
43105000.00000000
PA
USD
32609894.60000000
0.058740783907
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468J1
51520000.00000000
PA
USD
48847455.13000000
0.087989790872
Long
DBT
CORP
US
N
2
2025-07-22
Variable
2.72000000
N
N
N
N
N
N
Rush Obligated Group
N/A
RUSH OBL GROUP
78200JAA0
12000000.00000000
PA
USD
10878895.92000000
0.019596348967
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
3.92200000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CE2
115380000.00000000
PA
USD
81579019.40000000
0.146949740523
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92100000
N
N
N
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
NORTHEAST UTILS
664397AM8
6775000.00000000
PA
USD
6479199.98000000
0.011671098315
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.15000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
SOCGEN TRIPARTY TSY
N/A
3600000.00000000
PA
USD
3600000.00000000
0.006484744114
Long
RA
CORP
US
N
2
Repurchase
Y
2.98000000
2022-10-03
4153600.00000000
USD
3672003.87000000
USD
UST
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650100
3275084.00000000
NS
USD
312344761.08000000
0.562632180823
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCC3
40576000.00000000
PA
USD
31035010.89000000
0.055903917832
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AT2894
3138WQGC0
17736.75000000
PA
USD
16249.55000000
0.000029270603
Long
ABS-MBS
USGSE
US
N
2
2028-05-01
Fixed
2.50000000
N
N
N
N
N
N
Wachovia Corp
N/A
WACHOVIA CORP
929771AE3
15000000.00000000
PA
USD
15470696.70000000
0.027867641490
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.60500000
N
N
N
N
N
N
Mass General Brigham Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAF5
31285000.00000000
PA
USD
20974336.85000000
0.037781446509
Long
DBT
CORP
US
N
2
2060-07-01
Fixed
3.34200000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAH1
21485000.00000000
PA
USD
19350986.05000000
0.034857275802
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PAW1
69280000.00000000
PA
USD
69018518.57000000
0.124324286682
Long
DBT
NUSS
QA
Y
2
2023-04-23
Fixed
3.87500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDV1
8560000.00000000
PA
USD
6389512.19000000
0.011509542101
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.87500000
N
N
N
N
N
N
LSEGA Financing PLC
2138009YFYTGEHZNNZ09
LSEGA FIN PLC
50220PAD5
38890000.00000000
PA
USD
31597784.32000000
0.056917651634
Long
DBT
CORP
GB
Y
2
2031-04-06
Fixed
2.50000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CFE6
260000000.00000000
PA
USD
252037500.00000000
0.453999637400
Long
DBT
UST
US
N
2
2025-08-15
Fixed
3.12500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111GB3
1350000.00000000
PA
USD
926928.44000000
0.001669692707
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
Golden State Tobacco Securitization Corp
N/A
GOLDEN ST TOBACCO -B
38122NB50
2375000.00000000
PA
USD
1866343.16000000
0.003361877172
Long
DBT
MUN
US
N
2
2034-06-01
Fixed
2.74600000
N
N
N
N
N
N
OhioHealth Corp
JGYGIL4QGKKPZU7C1D18
OHIOHEALTH
67777JAL2
12575000.00000000
PA
USD
9967204.30000000
0.017954102616
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.29700000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BP7
41504000.00000000
PA
USD
31129338.09000000
0.056073831098
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
36321PAD2
48951012.70000000
PA
USD
40206338.69000000
0.072424393935
Long
DBT
CORP
JE
Y
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
Thermo Fisher Scientific Inc
HCHV7422L5HDJZCRFL38
THERMO FISHER
883556CL4
19320000.00000000
PA
USD
15234165.44000000
0.027441573519
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.00000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY TRANSPR
38611TDL8
53710000.00000000
PA
USD
37460786.07000000
0.067478781104
Long
DBT
MUN
US
N
2
2052-10-01
Fixed
3.23600000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
MACQUARIE GROUP
55608JAL2
50725000.00000000
PA
USD
50467128.81000000
0.090907337917
Long
DBT
CORP
AU
Y
2
2024-03-27
Variable
4.15000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAW4
43125000.00000000
PA
USD
40197455.93000000
0.072408393261
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
Symphony CLO XIV Ltd
54930085JMJSZBQ6N270
SYMP 2014-14A AR
87159QBV9
2751360.37000000
PA
USD
2735507.58000000
0.004927518521
Long
ABS-MBS
CORP
KY
Y
2
2026-07-14
Floating
3.43300000
N
N
N
N
N
N
Johns Hopkins University
549300Z1XKWYKTIOM958
JOHNS HOPKINS
478115AB4
7145000.00000000
PA
USD
6075928.66000000
0.010944678504
Long
DBT
CORP
US
N
2
2053-07-01
Fixed
4.08300000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 667687
36295DXQ7
23338.17000000
PA
USD
23580.95000000
0.000042476785
Long
ABS-MBS
USGA
US
N
2
2037-05-15
Fixed
6.50000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FZ4
48240000.00000000
PA
USD
35927138.46000000
0.064716194350
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAR6
38000000.00000000
PA
USD
36468421.40000000
0.065691216950
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
2.75000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER CO
29736RAP5
12280000.00000000
PA
USD
10372281.62000000
0.018683775606
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.37500000
N
N
N
N
N
N
Angel Oak Mortgage Trust 2019-6
N/A
AOMT 2019-6 A1
03464VAA2
4527053.97000000
PA
USD
4395872.62000000
0.007918363638
Long
ABS-MBS
CORP
US
Y
2
2059-11-25
Variable
2.62000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GN7
3225000.00000000
PA
USD
3101620.34000000
0.005587003956
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
3.70000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
BAYER US FIN II
07274NBA0
15000000.00000000
PA
USD
13697976.15000000
0.024674408392
Long
DBT
CORP
US
Y
2
2035-07-30
Fixed
5.50000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAR3
10710000.00000000
PA
USD
10655637.97000000
0.019194190446
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.72600000
N
N
N
N
N
N
Scentre Group Trust 1 / Scentre Group Trust 2
N/A
SCENTRE GROUP TR
80622GAE4
28670000.00000000
PA
USD
25428884.60000000
0.045805502704
Long
DBT
CORP
AU
Y
2
2030-05-28
Fixed
4.37500000
N
N
N
N
N
N
Caterpillar Financial Services Corp
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINL
14912L5Q0
39500000.00000000
PA
USD
39228926.91000000
0.070663764688
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
2.62500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625H100
6547171.00000000
NS
USD
684179369.50000000
1.232424483142
Long
EC
CORP
US
N
1
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAL8
55840000.00000000
PA
USD
36448322.59000000
0.065655012606
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAN4
16125000.00000000
PA
USD
11772378.91000000
0.021205795790
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2014-81 ZH
3136ALA43
3793613.61000000
PA
USD
3365401.89000000
0.006062158360
Long
ABS-MBS
USGSE
US
N
2
2039-12-25
Fixed
3.00000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DV7
40260000.00000000
PA
USD
31589347.93000000
0.056902455015
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
3.55000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HMN7
11560000.00000000
PA
USD
11194101.15000000
0.020164133762
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.90000000
N
N
N
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
AETNA INC
00817YAV0
32080000.00000000
PA
USD
31647068.53000000
0.057006428160
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
2.80000000
N
N
N
N
N
N
Workday Inc
549300J0DYC0N31V7G13
WORKDAY INC
98138HAJ0
35295000.00000000
PA
USD
30703727.22000000
0.055307170658
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAQ8
20245000.00000000
PA
USD
18376569.51000000
0.033102041935
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
2.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBD7
18940000.00000000
PA
USD
16563681.35000000
0.029836454205
Long
DBT
CORP
US
N
2
2030-05-06
Variable
3.70200000
N
N
N
N
N
N
Southwestern Electric Power Co
R64UBJHEC74EB3HGQ410
SOUTHWESTN EL PR
845437BL5
9800000.00000000
PA
USD
9541795.58000000
0.017187806312
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.20000000
N
N
N
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
SYSCO CORP
871829107
2846764.00000000
NS
USD
201294682.44000000
0.362595696428
Long
EC
CORP
US
N
1
N
N
N
Federal Home Loan Bank Discount Notes
2549001DPIFGXC1TOL40
FHLB DISCOUNT NT
313385P59
60000000.00000000
PA
USD
59781180.00000000
0.107684904204
Long
DBT
USGSE
US
N
2
2022-11-15
None
0.00000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK
854502AJ0
24040000.00000000
PA
USD
21237216.55000000
0.038254976394
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.85000000
N
N
N
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
XCEL ENERGY INC
98389BAU4
33370000.00000000
PA
USD
31017258.49000000
0.055871940118
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.35000000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAE8
44785000.00000000
PA
USD
46259853.80000000
0.083328698512
Long
DBT
CORP
US
Y
2
2033-05-15
Fixed
5.87500000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAG8
38650000.00000000
PA
USD
25538419.22000000
0.046002809366
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.00200000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YES0
14345000.00000000
PA
USD
12927078.95000000
0.023285777536
Long
DBT
CORP
US
N
2
2037-04-20
Variable
5.29700000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GKD0
21500000.00000000
PA
USD
16460628.98000000
0.029650824136
Long
DBT
CORP
US
N
2
2032-10-20
Variable
2.57200000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JCD4
23765000.00000000
PA
USD
15154994.68000000
0.027298961819
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AG1
5145000.00000000
PA
USD
4863256.82000000
0.008760271121
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.95000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRN AUTH-A2-BABS
59259NZN6
16940000.00000000
PA
USD
18114014.84000000
0.032629097532
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.08900000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAT5
17810000.00000000
PA
USD
13424176.19000000
0.024181207648
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
East Ohio Gas Co/The
BC95Y6MXLT75BGO7UM71
EAST OHIO GAS CO
27409LAE3
19575000.00000000
PA
USD
12328454.41000000
0.022207464491
Long
DBT
CORP
US
Y
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBB0
60340000.00000000
PA
USD
52983194.54000000
0.095439571926
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.55700000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PED0
14600000.00000000
PA
USD
11744272.41000000
0.021155167051
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.30000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DP9
13125000.00000000
PA
USD
10594818.02000000
0.019084634387
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 658133
36294SEE3
1993.58000000
PA
USD
2150.31000000
0.000003873391
Long
ABS-MBS
USGA
US
N
2
2036-10-15
Fixed
6.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKJ0
33465000.00000000
PA
USD
22297542.10000000
0.040164959691
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081EX1
12452000.00000000
PA
USD
13007018.02000000
0.023429773207
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.20000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FM3
14600000.00000000
PA
USD
9254850.21000000
0.016670926507
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP
00131LAH8
49000000.00000000
PA
USD
45101266.00000000
0.081241713674
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.60000000
N
N
N
N
N
N
Qatar Energy
254900QTESJKJ3P87J26
QATAR ENERGY
74730DAC7
32240000.00000000
PA
USD
25916970.30000000
0.046684700168
Long
DBT
CORP
QA
Y
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
District of Columbia
549300HWFOZXPKGOX654
DC INCOME TAX-E-BABS
25477GCY9
6480000.00000000
PA
USD
6712229.59000000
0.012090858701
Long
DBT
MUN
US
N
2
2034-12-01
Fixed
5.59100000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CR6
6645000.00000000
PA
USD
6548159.69000000
0.011795316668
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.75000000
N
N
N
N
N
N
Beth Israel Lahey Health Inc
549300QPZ5W3279DU141
BETH ISRAEL LAHE
08661UAB2
12965000.00000000
PA
USD
8137363.23000000
0.014657977308
Long
DBT
CORP
US
N
2
2051-07-01
Fixed
3.08000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
268317AV6
69690000.00000000
PA
USD
58418605.62000000
0.105230474706
Long
DBT
CORP
FR
Y
2
2038-09-21
Fixed
4.87500000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05964HAG0
17000000.00000000
PA
USD
16876667.72000000
0.030400242128
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MA SCH BLDG AUTH-B
576000ZJ5
28455000.00000000
PA
USD
23260761.70000000
0.041900024311
Long
DBT
MUN
US
N
2
2030-08-15
Fixed
1.75300000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GE7
8160000.00000000
PA
USD
5488796.42000000
0.009887066743
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBD5
6220000.00000000
PA
USD
4709628.87000000
0.008483538359
Long
DBT
CORP
US
Y
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEF4
36240000.00000000
PA
USD
33850425.00000000
0.060975373410
Long
DBT
UST
US
N
2
2027-03-31
Fixed
2.50000000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBF0
8515000.00000000
PA
USD
6824562.95000000
0.012293206783
Long
DBT
CORP
CA
N
2
2031-12-02
Fixed
2.45000000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ACB9
19710000.00000000
PA
USD
15614123.24000000
0.028125998271
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA FINANCE
26884TAH5
745000.00000000
PA
USD
744687.52000000
0.001341418892
Long
DBT
CORP
US
Y
2
2022-10-15
Fixed
3.30000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP CAPITAL PLC
05565QCB2
8000000.00000000
PA
USD
7981841.12000000
0.014377832561
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.50000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEL5
31085000.00000000
PA
USD
24568801.28000000
0.044256219302
Long
DBT
CORP
US
N
2
2033-01-21
Variable
2.94300000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483102
2876880.00000000
NS
USD
231444996.00000000
0.416905993204
Long
EC
CORP
US
N
1
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAZ7
31858000.00000000
PA
USD
30403985.91000000
0.054767241298
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 654420
36294NAV0
20066.76000000
PA
USD
20027.36000000
0.000036075640
Long
ABS-MBS
USGA
US
N
2
2036-08-15
Fixed
6.50000000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ7337
3138MPEK7
13524.97000000
PA
USD
12943.49000000
0.000023315339
Long
ABS-MBS
USGSE
US
N
2
2027-11-01
Fixed
2.50000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHM4
72640000.00000000
PA
USD
66270500.58000000
0.119374232936
Long
DBT
CORP
US
N
2
2029-07-23
Variable
4.27100000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CX5
73225000.00000000
PA
USD
61509214.55000000
0.110797643614
Long
DBT
CORP
GB
N
2
2027-11-22
Variable
2.25100000
N
N
N
N
N
N
HSBC Bank USA
CYYGQCGNHMHPSMRL3R97
HSBC TRIPARTY MTGE
N/A
125300000.00000000
PA
USD
125300000.00000000
0.225705121524
Long
RA
CORP
US
N
2
Repurchase
Y
3.05000000
2022-10-03
590867155.00000000
USD
127806000.01000000
USD
AMBS
N
N
N
Freddie Mac REMICS
N/A
FHR 4236 KE
3137B3ZQ4
992179.20000000
PA
USD
970212.85000000
0.001747661685
Long
ABS-MBS
USGSE
US
N
2
2032-09-15
Fixed
2.50000000
N
N
N
N
N
N
Maryland State Transportation Authority
N/A
MD TRN AUTH
574300HZ5
12005000.00000000
PA
USD
12946894.29000000
0.023321471261
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.88800000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 570458
36200RWT5
461.10000000
PA
USD
491.18000000
0.000000884771
Long
ABS-MBS
USGA
US
N
2
2031-11-15
Fixed
6.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDT6
7300000.00000000
PA
USD
5731705.30000000
0.010324622835
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Galaxy Pipeline Assets Bidco Ltd
549300L82YB0C6JQIC26
GALAXY PIPELINE
36321PAE0
37643443.91000000
PA
USD
28653691.11000000
0.051614404103
Long
DBT
CORP
JE
Y
2
2040-09-30
Fixed
2.94000000
N
N
N
N
N
N
Roche Holdings Inc
PVJRP0EQNV6OGDPZGY95
ROCHE HLDGS INC
771196BL5
61570000.00000000
PA
USD
55680780.86000000
0.100298782207
Long
DBT
CORP
US
Y
2
2027-01-28
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-4 JB
3136ACFL0
1960935.78000000
PA
USD
1842349.37000000
0.003318656731
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Fixed
1.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AH1
40025000.00000000
PA
USD
33623893.01000000
0.060567317302
Long
DBT
CORP
CH
Y
2
2027-08-10
Variable
1.49400000
N
N
N
N
N
N
Horizon Aircraft Finance III Ltd
N/A
HORZN 2019-2 A
44040JAA6
9727069.55000000
PA
USD
8068465.09000000
0.014533869861
Long
ABS-CBDO
CORP
KY
Y
2
2039-11-15
Fixed
3.42500000
N
N
N
N
N
N
Foothill-Eastern Transportation Corridor Agency
N/A
FOOTHILL ESTRN TRANSP
345105JG6
38475000.00000000
PA
USD
27804828.29000000
0.050085332387
Long
DBT
MUN
US
N
2
2053-01-15
Fixed
3.92400000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAP9
6100000.00000000
PA
USD
4087495.87000000
0.007362879106
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PBU5
36010000.00000000
PA
USD
32269778.50000000
0.058128126719
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.62500000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
46653KAB4
20355000.00000000
PA
USD
11961213.94000000
0.021545947692
Long
DBT
CORP
NL
Y
2
2051-05-28
Fixed
3.75000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AD6
17670000.00000000
PA
USD
14371155.01000000
0.025887017461
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.21100000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAQ3
3120000.00000000
PA
USD
2135838.18000000
0.003847323351
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.25000000
N
N
N
N
N
N
Siemens AG
W38RGI023J3WT1HWRP32
SIEMENS AG-REG
N/A
2140471.00000000
NS
209215810.45000000
0.376864165383
Long
EC
CORP
DE
N
2
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448108
1290434.00000000
NS
USD
210676254.84000000
0.379494889872
Long
EC
CORP
US
N
1
N
N
N
Unilever PLC
549300MKFYEKVRWML317
UNILEVER PLC-ADR
N/A
9463895.00000000
NS
USD
414897156.80000000
0.747361637636
Long
EC
CORP
US
N
1
N
N
N
UBS AG/London
BFM8T61CT2L1QCEMIK50
UBS AG LONDON
902674YH7
60465000.00000000
PA
USD
52136979.60000000
0.093915269884
Long
DBT
CORP
CH
Y
2
2026-06-01
Fixed
1.25000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DF1
38350000.00000000
PA
USD
31254608.79000000
0.056299483441
Long
DBT
CORP
US
N
2
2029-09-13
Fixed
2.45000000
N
N
N
N
N
N
Johnson Controls International plc
549300XQ6S1GYKGBL205
JOHNSON CONTROLS
G51502105
5824876.00000000
NS
USD
286700396.72000000
0.516438530589
Long
EC
CORP
US
N
1
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
BANCO SANTANDER
05971KAG4
16800000.00000000
PA
USD
11916191.45000000
0.021464847879
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
Siemens Financieringsmaatschappij NV
TAFO772JB70PDRN5VS48
SIEMENS FINAN
82620KBE2
38245000.00000000
PA
USD
30500722.91000000
0.054941495379
Long
DBT
CORP
NL
Y
2
2031-03-11
Fixed
2.15000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS GROUP
902613AK4
28115000.00000000
PA
USD
20889091.88000000
0.037627893226
Long
DBT
CORP
CH
Y
2
2033-02-11
Variable
2.74600000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GWQ3
44260000.00000000
PA
USD
42172059.29000000
0.075965281460
Long
DBT
CORP
US
N
2
2025-09-29
Variable
3.27200000
N
N
N
N
N
N
Prudential PLC
5493001Z3ZE83NGK8Y12
PRUDENTIAL PLC
74435KAA3
2725000.00000000
PA
USD
2273957.84000000
0.004096120755
Long
DBT
CORP
GB
N
2
2030-04-14
Fixed
3.12500000
N
N
N
N
N
N
Texas Electric Market Stabilization Funding N LLC
N/A
TX ELECTRIC MRKT
88240TAD3
17590000.00000000
PA
USD
17576238.29000000
0.031660391055
Long
DBT
CORP
US
Y
2
2052-02-01
Fixed
5.16700000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AB5967
31417CTZ8
27553.20000000
PA
USD
25256.84000000
0.000045495595
Long
ABS-MBS
USGSE
US
N
2
2027-08-01
Fixed
2.50000000
N
N
N
N
N
N
Electricite de France SA
549300X3UK4GG3FNMO06
ELEC DE FRANCE
268317AK0
2910000.00000000
PA
USD
2280720.82000000
0.004108303031
Long
DBT
CORP
FR
Y
2
2044-01-22
Fixed
4.87500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDF6
4870000.00000000
PA
USD
3747305.36000000
0.006750087882
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
Brooklyn Union Gas Co/The
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION
114259AQ7
63125000.00000000
PA
USD
46453005.75000000
0.083676626560
Long
DBT
CORP
US
Y
2
2048-03-15
Fixed
4.27300000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDZ2
76019000.00000000
PA
USD
49627042.10000000
0.089394074765
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP
30161N101
9604710.00000000
NS
USD
359792436.60000000
0.648100523755
Long
EC
CORP
US
N
1
N
N
N
Chile Government International Bond
N/A
CHILE
168863DT2
37110000.00000000
PA
USD
27833561.35000000
0.050137089760
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DB3
83420000.00000000
PA
USD
76969957.26000000
0.138647354805
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
2.90000000
N
N
N
N
N
N
UAE INTERNATIONAL GOVERNMENT BOND
N/A
UAE INTL BOND
31424EAE2
20995000.00000000
PA
USD
20054623.87000000
0.036124751138
Long
DBT
NUSS
AE
Y
2
2052-07-07
Fixed
4.95100000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AT7
4035000.00000000
PA
USD
3703975.78000000
0.006672037538
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.45000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CAP0
37600000.00000000
PA
USD
31233716.14000000
0.056261849138
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
4.80000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CS9
34395000.00000000
PA
USD
32908408.55000000
0.059278502401
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
4.50000000
N
N
N
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
DARDEN RESTAURAN
237194105
1869216.00000000
NS
USD
236119365.12000000
0.425326017548
Long
EC
CORP
US
N
1
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FY4
1755000.00000000
PA
USD
1355262.72000000
0.002441258874
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
City of Riverside CA
549300FG48YQF1N4C302
RIVERSIDE CA PENSN OB
769036BT0
12905000.00000000
PA
USD
10739009.31000000
0.019344368726
Long
DBT
MUN
US
N
2
2045-06-01
Fixed
3.85700000
N
N
N
N
N
N
Great Lakes Water Authority Sewage Disposal System Revenue
N/A
GREAT LAKES WTR AUTH
39081HCV2
12495000.00000000
PA
USD
9701066.77000000
0.017474704343
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
3.05600000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAF9
82270000.00000000
PA
USD
72297281.61000000
0.130230380939
Long
DBT
CORP
NO
N
2
2030-04-06
Fixed
3.12500000
N
N
N
N
N
N
Sigma Alimentos SA de CV
549300FW3RGHPHT21D10
SIGMA ALIMENTOS
82655AAC7
21075000.00000000
PA
USD
19055451.03000000
0.034324923307
Long
DBT
CORP
MX
Y
2
2026-05-02
Fixed
4.12500000
N
N
N
N
N
N
Alcon Finance Corp
549300CUZUI9VU7XNK42
ALCON FINANCE CO
01400EAD5
7035000.00000000
PA
USD
5667781.17000000
0.010209475161
Long
DBT
CORP
US
Y
2
2030-05-27
Fixed
2.60000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 485521
36209YLA4
78.83000000
PA
USD
79.55000000
0.000000143294
Long
ABS-MBS
USGA
US
N
2
2031-06-15
Fixed
6.00000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PAC8
39070000.00000000
PA
USD
38845147.07000000
0.069972455228
Long
DBT
CORP
SG
Y
2
2023-01-23
Fixed
2.37500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAT1
17220000.00000000
PA
USD
12856697.73000000
0.023158998591
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Monongahela Power Co
N/A
MONONGAHELA PWR
610202BP7
4320000.00000000
PA
USD
3965080.42000000
0.007142369976
Long
DBT
CORP
US
Y
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
BB&T CORPORATION
05531FBE2
48000000.00000000
PA
USD
46302905.76000000
0.083406248775
Long
DBT
CORP
US
N
2
2025-06-05
Fixed
3.70000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CU2
45635000.00000000
PA
USD
44520874.87000000
0.080196244795
Long
DBT
CORP
US
N
2
2024-05-11
Fixed
2.85000000
N
N
N
N
N
N
Fortis Inc/Canada
549300MQYQ9Y065XPR71
FORTIS INC
349553AM9
44365000.00000000
PA
USD
40505496.55000000
0.072963272316
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
Massachusetts School Building Authority
N/A
MASSACHUSETTS ST SCH
576000ZW6
23000000.00000000
PA
USD
17224049.10000000
0.031025986394
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
2.95000000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VBC7
11910000.00000000
PA
USD
9950735.45000000
0.017924436983
Long
DBT
CORP
US
Y
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
N/A
FNCL 4 10/22
01F0406A0
434895000.00000000
PA
USD
403093303.13000000
0.726099145800
Long
ABS-MBS
USGSE
US
N
2
2022-10-13
Fixed
4.00000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FS2
27790000.00000000
PA
USD
22960690.76000000
0.041359501183
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Metropolitan Life Global Funding I
635400MMSOCXNNNZDZ82
MET LIFE GLOB
59217GET2
58345000.00000000
PA
USD
45906693.75000000
0.082692545025
Long
DBT
CORP
US
Y
2
2032-01-11
Fixed
2.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
91282CEQ0
50000000.00000000
PA
USD
48109375.00000000
0.086660273989
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.75000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CF7
12255000.00000000
PA
USD
9907329.87000000
0.017846249738
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAX4
40000000.00000000
PA
USD
36588683.20000000
0.065907846672
Long
DBT
CORP
US
N
2
2029-12-05
Variable
4.45200000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-10 YA
3136ACAN1
3172781.31000000
PA
USD
2986147.21000000
0.005379000151
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Fixed
1.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBB6
26898000.00000000
PA
USD
22353523.99000000
0.040265800867
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.12500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DF4
21615000.00000000
PA
USD
20803521.02000000
0.037473752912
Long
DBT
CORP
US
N
2
2025-01-13
Fixed
2.75000000
N
N
N
N
N
N
Enel Finance International NV
0YQH6LCEF474UTUV4B96
ENEL FIN INTL NV
29278GAX6
44990000.00000000
PA
USD
38446340.82000000
0.069254078427
Long
DBT
CORP
NL
Y
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
89352HAT6
58060000.00000000
PA
USD
57041713.53000000
0.102750254463
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
Piedmont Natural Gas Co Inc
VXB4M3BDPKF3I2AZ3G89
PIEDMONT NAT GAS
720186AP0
14375000.00000000
PA
USD
12629741.03000000
0.022750177446
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.05000000
N
N
N
N
N
N
Dallas Fort Worth International Airport
N/A
DALLAS-FORT WORTH-A
23503CAP2
4680000.00000000
PA
USD
3864543.23000000
0.006961270545
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
4.08700000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2014-95 ZC
3136AL3J8
6546958.45000000
PA
USD
5699097.21000000
0.010265885302
Long
ABS-MBS
USGSE
US
N
2
2045-01-25
Fixed
3.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
COMMONSPIRIT
20268JAG8
2570000.00000000
PA
USD
1831704.66000000
0.003299482225
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.91000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EA7
28400000.00000000
PA
USD
26693699.88000000
0.048083836994
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.00000000
N
N
N
N
N
N
Broadcom Inc
549300WV6GIDOZJTV909
BROADCOM INC
11135F101
461351.00000000
NS
USD
204844457.51000000
0.368989969481
Long
EC
CORP
US
N
1
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CZ3
25925000.00000000
PA
USD
15653339.75000000
0.028196639669
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBM7
38075000.00000000
PA
USD
26263708.94000000
0.047309286655
Long
DBT
CORP
US
N
2
2041-04-22
Variable
3.10900000
N
N
N
N
N
N
Angel Oak Mortgage Trust I LLC 2019-2
N/A
AOMT 2019-2 A1
03463WAA1
20662.63000000
PA
USD
20648.16000000
0.000037193898
Long
ABS-MBS
CORP
US
Y
2
2049-03-25
Variable
3.62800000
N
N
N
N
N
N
Canadian Pacific Railway Co
54930036474DURYNB481
CANADIAN PACIFIC
13645RBH6
20120000.00000000
PA
USD
13269758.49000000
0.023903052295
Long
DBT
CORP
CA
N
2
2051-12-02
Fixed
3.10000000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
035240AG5
5967000.00000000
PA
USD
5304035.33000000
0.009554253301
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.95000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160104
4742137.00000000
NS
USD
774675500.32000000
1.395436775275
Long
EC
CORP
US
N
1
N
N
N
DNB Bank ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
25601B2B0
45295000.00000000
PA
USD
37799428.49000000
0.068088783726
Long
DBT
CORP
NO
Y
2
2028-03-30
Variable
1.60500000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KCJ7
8755000.00000000
PA
USD
8368786.31000000
0.015074843823
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
New York Life Global Funding
635400DPNHEAUHB7ZI15
NEW YORK LIFE GL
64952WCN1
58670000.00000000
PA
USD
57311658.08000000
0.103236510388
Long
DBT
CORP
US
Y
2
2024-01-17
Fixed
2.90000000
N
N
N
N
N
N
Jackson National Life Global Funding
635400PQXLYXWJI5QD78
JACKSON NAT LIFE
46849LUV1
18300000.00000000
PA
USD
16841678.12000000
0.030337214738
Long
DBT
CORP
US
Y
2
2025-01-12
Fixed
1.75000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FN3
7030000.00000000
PA
USD
4266617.23000000
0.007685533602
Long
DBT
CORP
US
N
2
2062-09-16
Fixed
2.97300000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 569552
36200QWM2
1130.40000000
PA
USD
1174.71000000
0.000002116026
Long
ABS-MBS
USGA
US
N
2
2032-01-15
Fixed
6.00000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AT5
49860000.00000000
PA
USD
40437330.06000000
0.072840482803
Long
DBT
CORP
CH
Y
2
2027-02-02
Variable
1.30500000
N
N
N
N
N
N
FirstKey Homes 2021-SFR1 Trust
N/A
FKH 2021-SFR1 A
33767WAA1
67169017.56000000
PA
USD
58233200.74000000
0.104896501594
Long
ABS-CBDO
CORP
US
Y
2
2038-08-17
Fixed
1.53800000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HRV4
75000000.00000000
PA
USD
68792825.25000000
0.123917741285
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.95000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JZ5
148025000.00000000
PA
USD
139585883.07000000
0.251438537122
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.30000000
N
N
N
N
N
N
Horizon Aircraft Finance II Ltd
549300KSCDSEIWTVMM32
HORZN 2019-1 A
44040HAA0
9146118.77000000
PA
USD
7642002.95000000
0.013765676013
Long
ABS-CBDO
CORP
KY
Y
2
2039-07-15
Fixed
3.72100000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YAV1
2780000.00000000
PA
USD
2409540.26000000
0.004340347782
Long
DBT
CORP
US
N
2
2036-05-14
Fixed
4.30000000
N
N
N
N
N
N
Temasek Financial I Ltd
549300XMGMDF3VRJMF12
TEMASEK FINL I
87973PBB9
46325000.00000000
PA
USD
33533601.56000000
0.060404673705
Long
DBT
CORP
SG
Y
2
2041-08-02
Fixed
2.37500000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AF5
11050000.00000000
PA
USD
9031501.14000000
0.016268603849
Long
DBT
CORP
CH
Y
2
2029-01-12
Variable
3.86900000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAH7
11325000.00000000
PA
USD
10915958.55000000
0.019663110543
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
5.25000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 676933
36295QBA7
164539.84000000
PA
USD
161325.29000000
0.000290598117
Long
ABS-MBS
USGA
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
CREDIT SUISSE
225401AZ1
44285000.00000000
PA
USD
39882106.92000000
0.071840349473
Long
DBT
CORP
CH
Y
2
2033-08-12
Variable
6.53700000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162BV1
38185000.00000000
PA
USD
37516082.04000000
0.067578386719
Long
DBT
CORP
US
N
2
2024-05-22
Fixed
3.62500000
N
N
N
N
N
N
Brighthouse Financial Global Funding
549300BLFX3KJ2IFOA78
BRIGHTHS FIN GLB
10921U2C1
37050000.00000000
PA
USD
31856547.74000000
0.057383766791
Long
DBT
CORP
US
Y
2
2026-05-24
Fixed
1.55000000
N
N
N
N
N
N
JobsOhio Beverage System
N/A
JOBSOHIO BEVERAGE SYS
47770VBQ2
5335000.00000000
PA
USD
4146583.94000000
0.007469315499
Long
DBT
MUN
US
N
2
2038-01-01
Fixed
2.83300000
N
N
N
N
N
N
Truist Financial Corp
549300DRQQI75D2JP341
TRUIST FINANCIAL
89788MAB8
33005000.00000000
PA
USD
25828619.21000000
0.046525551776
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
1.95000000
N
N
N
N
N
N
Cisco Systems Inc
549300LKFJ962MZ46593
CISCO SYSTEMS
17275R102
11413523.00000000
NS
USD
456540920.00000000
0.822375289941
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCX8
8345000.00000000
PA
USD
6889927.16000000
0.012410948499
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.20000000
N
N
N
N
N
N
DB Master Finance LLC
549300F17UZJL70BPB08
DNKN 2019-1A A2II
233046AK7
13124100.00000000
PA
USD
12227193.76000000
0.022025061879
Long
ABS-CBDO
CORP
US
Y
2
2049-05-20
Fixed
4.02100000
N
N
N
N
N
N
Eastern Energy Gas Holdings LLC
549300BFOD6TDMVV4O24
EASTERN ENERGY
257375AE5
14085000.00000000
PA
USD
13855932.69000000
0.024958938321
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
3.55000000
N
N
N
N
N
N
Castlelake Aircraft Structured Trust 2019-1
549300MHTIBONNXM3R82
CLAST 2019-1A A
14855MAA6
18450939.95000000
PA
USD
15915620.28000000
0.028669090258
Long
ABS-CBDO
CORP
US
Y
2
2039-04-15
Fixed
3.96700000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KA8
98025000.00000000
PA
USD
88587884.27000000
0.159574933637
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AM1
43680000.00000000
PA
USD
42137473.12000000
0.075902980776
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
CONAGRA BRANDS
205887CD2
10375000.00000000
PA
USD
9099293.42000000
0.016390719290
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
05581KAB7
56070000.00000000
PA
USD
55040530.13000000
0.099145487165
Long
DBT
CORP
FR
Y
2
2024-01-10
Fixed
3.80000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200JY8
81400000.00000000
PA
USD
79219199.58000000
0.142698955054
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AA8
24098000.00000000
PA
USD
18393576.14000000
0.033132676280
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DB3
8000000.00000000
PA
USD
8629667.92000000
0.015544774513
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Danske Bank A/S
MAES062Z21O4RZ2U7M96
DANSKE BANK A/S
23636ABB6
55390000.00000000
PA
USD
46619247.74000000
0.083976081217
Long
DBT
CORP
DK
Y
2
2027-09-10
Variable
1.54900000
N
N
N
N
N
N
Svenska Handelsbanken AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HNDLSBKN
86959LAH6
65775000.00000000
PA
USD
56675693.08000000
0.102090935308
Long
DBT
CORP
SE
Y
2
2027-06-11
Variable
1.41800000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483BQ4
34425000.00000000
PA
USD
31348131.71000000
0.056467947942
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDP3
35080000.00000000
PA
USD
20075477.51000000
0.036162315172
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
Aligned Data Centers Issuer LLC
N/A
ADC 2021-1A A2
01627AAA6
43730000.00000000
PA
USD
37533467.75000000
0.067609703908
Long
ABS-CBDO
CORP
US
Y
2
2046-08-15
Fixed
1.93700000
N
N
N
N
N
N
Fannie Mae Pool
N/A
FN AQ1018
3138MGDY8
14237.77000000
PA
USD
13040.39000000
0.000023489886
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2.50000000
N
N
N
N
N
N
Roche Holding AG
549300U41AUUVOAAOB37
ROCHE HLDG-GENUS
H69293217
817262.00000000
NS
266045565.02000000
0.479232614397
Long
EC
CORP
CH
N
2
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERG
30040WAP3
14435000.00000000
PA
USD
12161461.37000000
0.021906656954
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.37500000
N
N
N
N
N
N
Entergy Corp
4XM3TW50JULSLG8BNC79
ENTERGY CORP
29364GAJ2
7085000.00000000
PA
USD
6475524.28000000
0.011664477211
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
2.95000000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 645974
36292DT77
2035.77000000
PA
USD
2063.23000000
0.000003716532
Long
ABS-MBS
USGA
US
N
2
2036-09-15
Fixed
6.50000000
N
N
N
N
N
N
Enterprise Products Operating LLC
5493004LGN656HWLDA30
ENTERPRISE PRODU
29379VBJ1
5000000.00000000
PA
USD
4263789.15000000
0.007680439331
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAH3
15460000.00000000
PA
USD
13937883.84000000
0.025106558387
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
BXHPP Trust 2021-FILM
N/A
BXHPP 2021-FILM B
05609JAJ1
3140000.00000000
PA
USD
2921266.66000000
0.005262129660
Long
ABS-MBS
CORP
US
Y
2
2036-08-15
Floating
3.71800000
N
N
N
N
N
N
Ginnie Mae I Pool
N/A
GN 664424
36295AD51
160.02000000
PA
USD
161.41000000
0.000000290750
Long
ABS-MBS
USGA
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135CH7
82875000.00000000
PA
USD
75268581.67000000
0.135582636654
Long
DBT
CORP
US
N
2
2032-04-13
Fixed
3.60000000
N
N
N
N
N
N
SCE Recovery Funding LLC
N/A
SCE REC FUND
78433LAB2
3915000.00000000
PA
USD
2944372.41000000
0.005303750459
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
1.94200000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
02364WBH7
25600000.00000000
PA
USD
22991653.12000000
0.041415274233
Long
DBT
CORP
MX
N
2
2029-04-22
Fixed
3.62500000
N
N
N
N
N
N
Pacific Life Global Funding II
6354003EUPCHXTWUU869
PACIFIC LIFE GF
6944PL2E8
51785000.00000000
PA
USD
45385920.82000000
0.081754467471
Long
DBT
CORP
US
Y
2
2026-04-14
Fixed
1.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKB7
17664000.00000000
PA
USD
11883210.65000000
0.021405438977
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Elevance Health Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
94973VBK2
3181000.00000000
PA
USD
2733343.72000000
0.004923620722
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.65000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAQ7
15103000.00000000
PA
USD
12465507.68000000
0.022454340987
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GYN8
24510000.00000000
PA
USD
18778977.93000000
0.033826907388
Long
DBT
CORP
US
N
2
2032-10-21
Variable
2.65000000
N
N
N
N
N
N
Province of Ontario Canada
C7PVKCRGLG18EBQGZV36
ONTARIO PROVINCE
68323ADP6
100400000.00000000
PA
USD
93579016.77000000
0.168565549499
Long
DBT
NUSS
CA
N
2
2026-04-27
Fixed
2.50000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBQ2
19795000.00000000
PA
USD
12935124.11000000
0.023300269426
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
3.37900000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ET6
52500000.00000000
PA
USD
48361100.03000000
0.087113710768
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.45000000
N
N
N
N
N
N
NextEra Energy Capital Holdings Inc
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY
65339KBR0
41505000.00000000
PA
USD
33103132.89000000
0.059629262823
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
09659W2R4
30900000.00000000
PA
USD
24233444.58000000
0.043652135306
Long
DBT
CORP
FR
Y
2
2029-09-15
Variable
2.15900000
N
N
N
N
N
N
Fannie Mae REMICS
N/A
FNR 2013-4 CB
3136ACFC0
3372802.20000000
PA
USD
3158087.25000000
0.005688718807
Long
ABS-MBS
USGSE
US
N
2
2028-02-25
Fixed
1.25000000
N
N
N
N
N
N
Deutsche Telekom International Finance BV
529900ERDFHS6C1M4U58
DEUTSCHE TEL FIN
25156PBA0
10674000.00000000
PA
USD
9956402.56000000
0.017934645249
Long
DBT
CORP
NL
Y
2
2027-01-19
Fixed
3.60000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CP1
9086000.00000000
PA
USD
8254746.66000000
0.014869422171
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.40000000
N
N
N
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
MCCORMICK
579780AQ0
6060000.00000000
PA
USD
4937170.29000000
0.008893412771
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.50000000
N
N
N
N
N
N
BNP Paribas SA
R0MUWSFPU8MPRO8K5P83
BNP PARIBAS
05574LFY9
4190000.00000000
PA
USD
4170045.54000000
0.007511577297
Long
DBT
CORP
FR
N
2
2023-03-03
Fixed
3.25000000
N
N
N
N
N
N
Eaton Corp
0NZWDMRCE180888QQE14
EATON CORP
278058AQ5
10000000.00000000
PA
USD
10271136.70000000
0.018501581461
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
6.50000000
N
N
N
N
N
N
Texas Transportation Commission State Highway Fund
N/A
TX TRANSPRTN COM-REF
88283LKV7
17140000.00000000
PA
USD
15695452.80000000
0.028272498656
Long
DBT
MUN
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
National Australia Bank Ltd
F8SB4JFBSYQFRQEH3Z21
NATL AUSTRALIABK
632525AY7
55019000.00000000
PA
USD
42489405.39000000
0.076536922642
Long
DBT
CORP
AU
Y
2
2031-05-21
Fixed
2.99000000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DL8
21540000.00000000
PA
USD
18506502.84000000
0.033336093156
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
Kellogg Co
LONOZNOJYIBXOHXWDB86
KELLOGG CO
487836108
3518513.00000000
NS
USD
245099615.58000000
0.441502302635
Long
EC
CORP
US
N
1
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2V4
70000000.00000000
PA
USD
63528071.60000000
0.114434246773
Long
DBT
CORP
US
N
2
2028-03-24
Variable
3.52600000
N
N
N
N
N
N
PNC Financial Services Group Inc/The
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SE
693475105
1348825.00000000
NS
USD
201541431.50000000
0.363040169904
Long
EC
CORP
US
N
1
N
N
N
Cox Communications Inc
5493001NEDZNIFRP2R92
COX COMMUN INC
224044CF2
58525000.00000000
PA
USD
51486514.29000000
0.092743575137
Long
DBT
CORP
US
Y
2
2035-02-01
Fixed
4.80000000
N
N
N
N
N
N
2022-11-25
VANGUARD WELLESLEY INCOME FUND
Ashley Grim
Ashley Grim
Treasurer