0001752724-20-201123.txt : 20200929
0001752724-20-201123.hdr.sgml : 20200929
20200929150738
ACCESSION NUMBER: 0001752724-20-201123
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200731
FILED AS OF DATE: 20200929
PERIOD START: 20210131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VANGUARD FIXED INCOME SECURITIES FUNDS
CENTRAL INDEX KEY: 0000106444
IRS NUMBER: 231899003
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0131
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02368
FILM NUMBER: 201208522
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 FIXED INCOME SECURITIES FUND INC
DATE OF NAME CHANGE: 19920703
FORMER COMPANY:
FORMER CONFORMED NAME: WESTMINSTER BOND FUND INC
DATE OF NAME CHANGE: 19800619
0000106444
S000002588
Vanguard Long-Term Investment-Grade Fund
C000007101
Investor Shares
VWESX
C000007102
Admiral Shares
VWETX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000106444
XXXXXXXX
S000002588
C000007102
C000007101
VANGUARD FIXED INCOME SECURITIES FUNDS
811-02368
0000106444
549300F3N7VQKU6I4K64
100 Vanguard Boulevard
Malvern
19355
610-669-1000
VANGUARD LONG-TERM INVESTMENT-GRADE FUND
S000002588
4IWOXNHIBJ1X5UBP4985
2021-01-31
2020-07-31
N
21646369613.60
198571350.58
21447798263.02
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
20000.00000000
0.00000000
0.00000000
0.00000000
JPY
AUD
GBP
EUR
USD
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPCD3
264000.00000000
PA
USD
281820.00000000
0.001313981027
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650CY4
1656800.00000000
PA
USD
2134256.62000000
0.009950935726
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CR7
88694600.00000000
PA
USD
127839074.80000000
0.596047544052
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCE9
28176000.00000000
PA
USD
36934227.84000000
0.172205218396
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.99900000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAF8
29941500.00000000
PA
USD
43634346.78000000
0.203444410679
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.65000000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
N/A
MGM GROWTH/MGM F
55303XAB1
255400.00000000
PA
USD
265616.00000000
0.001238430149
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
4.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAT2
75455000.00000000
PA
USD
98080181.75000000
0.457297203877
Long
DBT
CORP
US
N
2
2045-02-10
Fixed
3.70000000
N
N
N
N
N
N
Estee Lauder Cos Inc/The
549300VFZ8XJ9NUPU221
ESTEE LAUDER CO
29736RAM2
23964000.00000000
PA
USD
28357080.48000000
0.132214412557
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.12500000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFC
101137AU1
1363900.00000000
PA
USD
1923740.03000000
0.008969405653
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.70000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325DP7
8300000.00000000
PA
USD
9387300.00000000
0.043768128946
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BH4
21515000.00000000
PA
USD
28909490.35000000
0.134790014319
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
Endeavor Energy Resources LP / EER Finance Inc
N/A
ENDEAVOR ENERGY
29260FAE0
150000.00000000
PA
USD
154875.00000000
0.000722102092
Long
DBT
CORP
US
Y
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBG2
10000000.00000000
PA
USD
14072200.00000000
0.065611396691
Long
DBT
CORP
US
N
2
2043-11-13
Fixed
4.87500000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NYC MUN WTR FIN -BABS
64972FY34
32580000.00000000
PA
USD
55068345.00000000
0.256755235780
Long
DBT
MUN
US
N
2
2044-06-15
Fixed
5.88200000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBK8
1130000.00000000
PA
USD
1341818.50000000
0.006256206271
Long
DBT
CORP
US
N
2
2050-05-06
Fixed
4.45000000
N
N
N
N
N
N
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
N/A
ANHEUSER-BUSCH
03522AAH3
43510000.00000000
PA
USD
53256240.00000000
0.248306326583
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CG7
18355500.00000000
PA
USD
24637669.88000000
0.114872722961
Long
DBT
CORP
US
N
2
2047-03-03
Fixed
3.75000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CV2
13410000.00000000
PA
USD
19522948.50000000
0.091025420234
Long
DBT
CORP
CA
N
2
2049-01-20
Fixed
4.45000000
N
N
N
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BU1
23420000.00000000
PA
USD
33614960.20000000
0.156729188645
Long
DBT
CORP
US
N
2
2059-03-15
Fixed
4.15000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CD2
7180000.00000000
PA
USD
8746317.00000000
0.040779556450
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664BU4
2000000.00000000
PA
USD
2757360.00000000
0.012856144794
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.40000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES USD-BABS
544646XY3
1943600.00000000
PA
USD
2504114.80000000
0.011675393293
Long
DBT
MUN
US
N
2
2029-07-01
Fixed
5.75500000
N
N
N
N
N
N
Anthem Inc
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AM5
13710000.00000000
PA
USD
15200825.40000000
0.070873593706
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.12500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
03523TBQ0
16330000.00000000
PA
USD
18261839.00000000
0.085145518323
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
3.75000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FR2
11720000.00000000
PA
USD
15335151.20000000
0.071499885498
Long
DBT
CORP
US
N
2
2040-03-23
Fixed
4.62500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AV2
18330000.00000000
PA
USD
23929998.30000000
0.111573216078
Long
DBT
CORP
US
N
2
2046-05-19
Fixed
4.10000000
N
N
N
N
N
N
American Water Capital Corp
5IDHQUFVC8Q2KIBBFF06
AMERICAN WATER
03040WAX3
10630000.00000000
PA
USD
13147077.70000000
0.061298029470
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468N2
15000000.00000000
PA
USD
23858400.00000000
0.111239390204
Long
DBT
CORP
US
N
2
2051-03-24
Variable
5.59700000
N
N
N
N
N
N
N/A
N/A
USD/GBP FWD 20200817
N/A
1.00000000
NC
N/A
-24959.19000000
-0.00011637180
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
504061.00000000
GBP
634907.00000000
USD
2020-08-17
-24959.19000000
N
N
N
Carrefour SA
549300B8P6MUJ1YWTS08
CARREFOUR SA
N/A
1000000.00000000
PA
1343124.05000000
0.006262293376
Long
DBT
CORP
FR
N
2
2027-12-15
Fixed
2.62500000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH-C2
59261AG76
4900000.00000000
PA
USD
5742212.00000000
0.026772967227
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANS
019736AD9
20000.00000000
PA
USD
20350.00000000
0.000094881533
Long
DBT
CORP
US
Y
2
2024-10-01
Fixed
5.00000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CV4
80000.00000000
PA
USD
90000.00000000
0.000419623491
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AA6
700000.00000000
PA
USD
993132.00000000
0.004630461308
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
5.00000000
N
N
N
N
N
N
Air Canada
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911AZ2
150000.00000000
PA
USD
150750.00000000
0.000702869348
Long
DBT
CORP
CA
Y
2
2021-04-15
Fixed
7.75000000
N
N
N
N
N
N
JetBlue 2019-1 Class AA Pass Through Trust
N/A
JETBLUE 19-1 AA
477143AH4
1412564.01000000
PA
USD
1326044.46000000
0.006182660074
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
2.75000000
N
N
N
N
N
N
Louisville Gas and Electric Co
KO3GRIB3RPH1XDX50U72
LOUISVILLE G & E
546676AY3
17050000.00000000
PA
USD
22717420.00000000
0.105919590073
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.25000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DG2
24095000.00000000
PA
USD
31126884.80000000
0.145128578785
Long
DBT
CORP
US
N
2
2047-11-13
Fixed
3.75000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NEW YORK CITY NY TRAN
64971XBB3
14540000.00000000
PA
USD
16355755.20000000
0.076258434546
Long
DBT
MUN
US
N
2
2030-08-01
Fixed
3.43000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FF0
14920200.00000000
PA
USD
20394570.58000000
0.095089343576
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
5.20000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DG5
1325600.00000000
PA
USD
1771916.26000000
0.008261529870
Long
DBT
CORP
US
N
2
2043-04-11
Fixed
4.00000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AA2
80000.00000000
PA
USD
83900.00000000
0.000391182344
Long
DBT
CORP
US
Y
2
2024-11-01
Fixed
4.62500000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397YT4
60000.00000000
PA
USD
58904.40000000
0.000274640777
Long
DBT
CORP
US
N
2
2027-11-02
Fixed
3.81500000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GA6
9310000.00000000
PA
USD
13399138.20000000
0.062473257327
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.60000000
N
N
N
N
N
N
Partners Healthcare System Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAF5
33000000.00000000
PA
USD
37704480.00000000
0.175796506185
Long
DBT
CORP
US
N
2
2060-07-01
Fixed
3.34200000
N
N
N
N
N
N
Ohio Power Co
06ZODLC132CY1O2Y7D77
OHIO POWER CO
677415CR0
734000.00000000
PA
USD
941567.86000000
0.004390044369
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
4.00000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
FLORIDA PWR CORP
341099CN7
1200000.00000000
PA
USD
1820220.00000000
0.008486745248
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.65000000
N
N
N
N
N
N
Jackson National Life Insurance Co
8IM72RBRSPXY5ZCXZB30
JACKSON NATL LIF
468502AA7
189400.00000000
PA
USD
253956.99000000
0.001184070210
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
8.15000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142CY7
1609600.00000000
PA
USD
2376558.30000000
0.011080663249
Long
DBT
CORP
US
N
2
2040-10-25
Fixed
5.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH
071734AC1
85000.00000000
PA
USD
92437.50000000
0.000430988294
Long
DBT
CORP
CA
Y
2
2027-08-15
Fixed
5.75000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBK6
59170000.00000000
PA
USD
83246864.70000000
0.388137111693
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687DZ6
3326000.00000000
PA
USD
4930761.74000000
0.022989593987
Long
DBT
CORP
US
N
2
2034-12-15
Fixed
6.20000000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAT5
6120000.00000000
PA
USD
7459912.80000000
0.034781718424
Long
DBT
CORP
US
Y
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
ASBURY AUTO GRP
043436AT1
40000.00000000
PA
USD
41100.00000000
0.000191628061
Long
DBT
CORP
US
Y
2
2030-03-01
Fixed
4.75000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YDY8
30040700.00000000
PA
USD
40679914.31000000
0.189669418795
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DL1
800000.00000000
PA
USD
1015632.00000000
0.004735367181
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Fox Corp
549300DDU6FDRBIELS05
FOX CORP
35137LAK1
965800.00000000
PA
USD
1409826.55000000
0.006573292664
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GT4
20870000.00000000
PA
USD
23758199.30000000
0.110772206119
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.65000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP
01609WAV4
21815000.00000000
PA
USD
28949813.90000000
0.134978022195
Long
DBT
CORP
KY
N
2
2047-12-06
Fixed
4.20000000
N
N
N
N
N
N
State of California
N/A
CA ST-BABS
13063A7D0
58755800.00000000
PA
USD
100021173.50000000
0.466347045386
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687GA8
9174000.00000000
PA
USD
11276772.54000000
0.052577763002
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
Chile Government International Bond
N/A
CHILE
168863DL9
59702000.00000000
PA
USD
72647184.66000000
0.338716281126
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAV0
1046200.00000000
PA
USD
1162349.12000000
0.005419433294
Long
DBT
CORP
US
N
2
2045-01-15
Fixed
4.95000000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
46513JB59
4600000.00000000
PA
USD
6617468.00000000
0.030853833660
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833AL4
53204100.00000000
PA
USD
69011038.11000000
0.321762808768
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
Grand Parkway Transportation Corp
N/A
GRAND PARKWAY-E
38611TAV9
1420200.00000000
PA
USD
2086174.39000000
0.009726753135
Long
DBT
MUN
US
N
2
2042-10-01
Fixed
5.18400000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BK8
45050000.00000000
PA
USD
61625697.00000000
0.287328779599
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
4.15000000
N
N
N
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC/CDW FIN
12513GBD0
176500.00000000
PA
USD
187310.63000000
0.000873332673
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGG8
26455000.00000000
PA
USD
35713191.80000000
0.166512158320
Long
DBT
CORP
US
N
2
2048-01-20
Variable
4.44300000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBR9
14445000.00000000
PA
USD
17716359.15000000
0.082602227663
Long
DBT
CORP
US
Y
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
SC Johnson & Son Inc
PH5ZFDENRYXEVLP50443
JOHNSON(SC)&SON
478165AH6
1940000.00000000
PA
USD
2747816.00000000
0.012811646054
Long
DBT
CORP
US
Y
2
2046-10-15
Fixed
4.75000000
N
N
N
N
N
N
Georgetown University/The
549300GCL3B0KVXSX752
GEORGETOWN UNIV
37310PAB7
940000.00000000
PA
USD
1355649.20000000
0.006320691678
Long
DBT
CORP
US
N
2
2118-10-01
Fixed
5.21500000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38148YAA6
139439600.00000000
PA
USD
169265730.40000000
0.789198631599
Long
DBT
CORP
US
N
2
2038-10-31
Variable
4.01700000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
-12427.45000000
-0.00005794277
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
624088.18000000
EUR
722929.64000000
USD
2020-08-17
-12427.45000000
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAK5
2057000.00000000
PA
USD
2604182.57000000
0.012141957594
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.80000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CE7
757500.00000000
PA
USD
1129977.90000000
0.005268503023
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
5.35000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZZ4
145000.00000000
PA
USD
143731.25000000
0.000670144544
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.37500000
N
N
N
N
N
N
GPC Merger Sub Inc
N/A
GPC MERGER SUB
384701AA6
20000.00000000
PA
USD
20825.00000000
0.000097096213
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
7.12500000
N
N
N
N
N
N
N/A
N/A
USD/GBP FWD 20200817
N/A
1.00000000
NC
N/A
-1418.46000000
-0.00000661354
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
41215.33000000
GBP
52536.52000000
USD
2020-08-17
-1418.46000000
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BJ4
93075000.00000000
PA
USD
127345215.00000000
0.593744931010
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CQ2
31695000.00000000
PA
USD
43429122.90000000
0.202487557778
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.20000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BF8
12900000.00000000
PA
USD
17568510.00000000
0.081912883479
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAC6
8640000.00000000
PA
USD
9960105.60000000
0.046438825458
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAS0
18000000.00000000
PA
USD
26231580.00000000
0.122304302186
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.90000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BT0
85523200.00000000
PA
USD
111676194.60000000
0.520688385961
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.70000000
N
N
N
N
N
N
Ascension Health
N/A
ASCENSION HEALTH
04352EAB1
3000000.00000000
PA
USD
3397320.00000000
0.015839947571
Long
DBT
CORP
US
N
2
2039-11-15
Fixed
3.10600000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AP1
8154000.00000000
PA
USD
11483685.90000000
0.053542493076
Long
DBT
CORP
US
N
2
2034-12-05
Fixed
4.80000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAB0
22105000.00000000
PA
USD
29387050.15000000
0.137016628884
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.20000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUT
485429Z72
20480000.00000000
PA
USD
27750809.60000000
0.129387684738
Long
DBT
MUN
US
N
2
2045-04-15
Fixed
4.92700000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAK2
32890000.00000000
PA
USD
43382238.90000000
0.202268961913
Long
DBT
CORP
US
N
2
2048-07-24
Variable
4.03200000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BC7
7688200.00000000
PA
USD
9701816.46000000
0.045234556671
Long
DBT
CORP
US
N
2
2035-02-12
Fixed
3.50000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334KN0
7495000.00000000
PA
USD
8982082.95000000
0.041878811241
Long
DBT
CORP
US
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAH2
33642800.00000000
PA
USD
41817663.97000000
0.194974157520
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.75000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FH5
22370000.00000000
PA
USD
28843878.00000000
0.134484097837
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
3.80000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
ABC SUPPLY CO
024747AF4
150000.00000000
PA
USD
154312.50000000
0.000719479445
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.00000000
N
N
N
N
N
N
Securian Financial Group Inc
5493007EAD0HGURCS836
SECURIAN FIN GRP
81373PAA1
5706300.00000000
PA
USD
6998149.26000000
0.032628753656
Long
DBT
CORP
US
Y
2
2048-04-15
Fixed
4.80000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Power System Revenue
N/A
LA DEPT WTR & PWR-BAB
544495VY7
15715000.00000000
PA
USD
27891767.75000000
0.130044899751
Long
DBT
MUN
US
N
2
2045-07-01
Fixed
6.57400000
N
N
N
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AN7
14765000.00000000
PA
USD
16833724.15000000
0.078486956766
Long
DBT
CORP
US
Y
2
2050-04-30
Fixed
4.35000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Power System Revenue
N/A
LA DEPT WTR/PWR-BABS
544495WA8
1849000.00000000
PA
USD
3418671.57000000
0.015939498908
Long
DBT
MUN
US
N
2
2050-07-01
Fixed
6.60300000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081FQ5
1943600.00000000
PA
USD
2662732.00000000
0.012414943330
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BA9
6035000.00000000
PA
USD
7955638.75000000
0.037093032359
Long
DBT
CORP
US
N
2
2043-04-01
Fixed
4.20000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBN7
3236100.00000000
PA
USD
4149812.84000000
0.019348432827
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.05000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAA2
32972600.00000000
PA
USD
51026417.40000000
0.237909816076
Long
DBT
CORP
US
N
2
2037-06-01
Fixed
6.10000000
N
N
N
N
N
N
3M Co
LUZQVYP4VS22CLWDAR65
3M CO
88579YBP5
34740000.00000000
PA
USD
45329099.40000000
0.211346166371
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.70000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAE9
119400.00000000
PA
USD
122385.00000000
0.000570618011
Long
DBT
CORP
CA
Y
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIV TXB-A
264416AN8
29490000.00000000
PA
USD
41710361.10000000
0.194473859687
Long
DBT
MUN
US
N
2
2037-04-01
Fixed
5.85000000
N
N
N
N
N
N
MasTec Inc
549300TMDIT8WREDOF45
MASTEC INC
576323AP4
65000.00000000
PA
USD
67600.00000000
0.000315183867
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Brookfield Finance LLC
N/A
BROOKFIELD FIN L
11271RAB5
1470000.00000000
PA
USD
1531063.80000000
0.007138559311
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
LEVEL 3 FIN INC
527298BN2
352500.00000000
PA
USD
370565.63000000
0.001727756040
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.62500000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX SECURITIZTN
79467BCM5
15870000.00000000
PA
USD
18696129.60000000
0.087170390968
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
4.63700000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAK7
41150000.00000000
PA
USD
55280498.50000000
0.257744397919
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
4.37500000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EV6
2415000.00000000
PA
USD
3362573.55000000
0.015677942830
Long
DBT
CORP
US
N
2
2060-03-19
Fixed
3.87500000
N
N
N
N
N
N
PeaceHealth Obligated Group
N/A
PEACEHEALTH OBLI
70462GAA6
6015000.00000000
PA
USD
8255707.80000000
0.038492099276
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.78700000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
KENTUCKY UTIL
491674BM8
1900000.00000000
PA
USD
2244223.00000000
0.010463652130
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.30000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBW4
44485000.00000000
PA
USD
52736522.65000000
0.245883153148
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FD5
26873900.00000000
PA
USD
38436395.48000000
0.179209049845
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076AS1
40369700.00000000
PA
USD
62121701.75000000
0.289641393434
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.87500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BZ1
816900.00000000
PA
USD
1084434.75000000
0.005056158849
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824BH2
38690000.00000000
PA
USD
58633534.30000000
0.273377871150
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAP2
2890500.00000000
PA
USD
4292912.79000000
0.020015633946
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
5.95000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442RAD3
29945000.00000000
PA
USD
39353719.00000000
0.183486055386
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.15000000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153AY8
20000.00000000
PA
USD
21100.00000000
0.000098378396
Long
DBT
CORP
LR
Y
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
BAXTER INTL
071813BP3
8215000.00000000
PA
USD
9732803.40000000
0.045379032759
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17308CC53
14175000.00000000
PA
USD
15461097.75000000
0.072087109177
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.97600000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAD5
14563600.00000000
PA
USD
19526729.24000000
0.091043047871
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867AW1
280000.00000000
PA
USD
320600.00000000
0.001494792127
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
5.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BA4
230000.00000000
PA
USD
254150.00000000
0.001184970116
Long
DBT
CORP
US
Y
2
2030-01-15
Fixed
5.75000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENER
745332BU9
189400.00000000
PA
USD
256502.53000000
0.001195938747
Long
DBT
CORP
US
N
2
2035-06-01
Fixed
5.48300000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BU7
38023000.00000000
PA
USD
53280108.98000000
0.248417615303
Long
DBT
CORP
US
N
2
2056-08-08
Fixed
3.95000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DE3
1943600.00000000
PA
USD
2571927.01000000
0.011991566586
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558AX1
29545000.00000000
PA
USD
42141215.30000000
0.196482710174
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
Bank of America NA
B4TYDEB6GKMZO031MB27
BANK OF AMERICA
06050TJZ6
20450000.00000000
PA
USD
30350254.00000000
0.141507550694
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.00000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VCK8
14990000.00000000
PA
USD
21421909.20000000
0.099879292677
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86200000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDL2
8285000.00000000
PA
USD
9031478.50000000
0.042109117165
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
2.80000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
ARAMARK SERV INC
038522AQ1
104200.00000000
PA
USD
104851.25000000
0.000488867196
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687EH5
2650000.00000000
PA
USD
4090805.00000000
0.019073309762
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.65000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BX7
40667000.00000000
PA
USD
58852469.06000000
0.274398650799
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BY3
48255000.00000000
PA
USD
49160263.80000000
0.229208906187
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAN6
43395000.00000000
PA
USD
55725255.30000000
0.259818069046
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.89700000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAJ9
946800.00000000
PA
USD
1197720.94000000
0.005584353812
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
4.15000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBC1
3000000.00000000
PA
USD
4124460.00000000
0.019230225636
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAY2
40000.00000000
PA
USD
42400.00000000
0.000197689289
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
3.62500000
N
N
N
N
N
N
Republic Services Inc
NKNQHM6BLECKVOQP7O46
REPUBLIC SVCS
760759AW0
3605000.00000000
PA
USD
4034247.35000000
0.018809610667
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.05000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CC1
27843600.00000000
PA
USD
43543492.30000000
0.203020803189
Long
DBT
CORP
US
N
2
2037-07-01
Fixed
6.20000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
TENN VALLEY AUTH
880591EH1
33800000.00000000
PA
USD
53304290.00000000
0.248530358903
Long
DBT
USGA
US
N
2
2039-09-15
Fixed
5.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAL0
96335000.00000000
PA
USD
124518767.60000000
0.580566667370
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.96400000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QBZ8
2890500.00000000
PA
USD
3859684.65000000
0.017995715003
Long
DBT
CORP
US
N
2
2049-05-01
Fixed
3.85000000
N
N
N
N
N
N
ERP Operating LP
DX5HQV5MLU50FEWZ5072
ERP OPERATING LP
26884ABB8
288900.00000000
PA
USD
393707.14000000
0.001835652942
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.50000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBB9
7120000.00000000
PA
USD
9044607.20000000
0.042170329509
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
3.75000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP FINANCE USA
055451AV0
4310700.00000000
PA
USD
6348885.17000000
0.029601570716
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS IN
184496AN7
226500.00000000
PA
USD
239523.75000000
0.001116775470
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BY7
44355000.00000000
PA
USD
53423823.30000000
0.249087680911
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP
143658BC5
160000.00000000
PA
USD
174000.00000000
0.000811272084
Long
DBT
CORP
PA
Y
2
2023-04-01
Fixed
11.50000000
N
N
N
N
N
N
DPL Inc
N/A
DPL INC
233293AS8
35000.00000000
PA
USD
36400.00000000
0.000169714390
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
4.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GGM5
80255000.00000000
PA
USD
101057898.60000000
0.471180758792
Long
DBT
CORP
US
N
2
2038-04-24
Variable
4.24400000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDC1
20000.00000000
PA
USD
20750.00000000
0.000096746527
Long
DBT
CORP
US
Y
2
2024-09-01
Fixed
4.62500000
N
N
N
N
N
N
Anheuser-Busch InBev Worldwide Inc
549300CRGMZK3K53BF92
ANHEUSER-BUSCH
03523TBF4
12383000.00000000
PA
USD
20410032.09000000
0.095161432608
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
8.20000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081FX0
1943600.00000000
PA
USD
2386313.21000000
0.011126145354
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBF8
26210000.00000000
PA
USD
33525735.20000000
0.156313178578
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599CU7
105000.00000000
PA
USD
103687.50000000
0.000483441231
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
2.60000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF TECHNOLOGY
549300CITPNHOTVPHC04
CALIFORNIA INSTITUTE OF T
13034VAD6
3875000.00000000
PA
USD
4562541.25000000
0.021272772123
Long
DBT
MUN
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EU3
34185000.00000000
PA
USD
44312648.10000000
0.206606979218
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.90000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSN-TXB-E-BABS
59259YGF0
750000.00000000
PA
USD
992137.50000000
0.004625824468
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.81400000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FC6
662800.00000000
PA
USD
1027538.84000000
0.004790882623
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.69000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHZ5
30170000.00000000
PA
USD
32026058.40000000
0.149320960628
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.49600000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
-253.03000000
-0.00000117974
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
46372.79000000
EUR
54387.58000000
USD
2020-08-17
-253.03000000
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG ENERGY INC
629377CA8
99400.00000000
PA
USD
106730.75000000
0.000497630333
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
SCDS: (COLOM)
N/A
5600000.00000000
NC
USD
66823.07000000
0.000311561444
N/A
DCR
N/A
N
2
JPMORGAN CHASE BANK, N.A.
7H6GLXDRUGQFU57RNE97
N/A
COLOMBIA REP OF
Y
Payout of notional amount upon default event with regard to reference instrument
2025-06-20
0.00000000
USD
575912.83000000
USD
5600000.00000000
USD
-509089.76000000
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VBD8
25000000.00000000
PA
USD
36116750.00000000
0.168393741665
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AG3
305000.00000000
PA
USD
318343.75000000
0.001484272399
Long
DBT
CORP
US
Y
2
2027-04-01
Fixed
5.50000000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO
26442EAE0
9825000.00000000
PA
USD
12377338.50000000
0.057709133348
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.70000000
N
N
N
N
N
N
North Texas Tollway Authority
PQGZGRE0F2WPMYQQ1B78
N TX HWY-TXB-B
66285WFB7
22942200.00000000
PA
USD
41998220.74000000
0.195816000434
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.71800000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516AR7
10300000.00000000
PA
USD
15117516.00000000
0.070485165025
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.70000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CJ8
18175000.00000000
PA
USD
21878338.00000000
0.102007384309
Long
DBT
CORP
US
N
2
2050-04-09
Fixed
3.25000000
N
N
N
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BJ6
701000.00000000
PA
USD
973674.98000000
0.004539743278
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MA COMMONWEALTH
57582RYY6
1275000.00000000
PA
USD
1449165.00000000
0.006756707528
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
2.90000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAJ8
5580000.00000000
PA
USD
7443329.40000000
0.034704398599
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.25000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAW7
6460000.00000000
PA
USD
9121520.00000000
0.042528934150
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAU9
80000.00000000
PA
USD
86600.00000000
0.000403771048
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC
432833AH4
55000.00000000
PA
USD
58712.50000000
0.000273746047
Long
DBT
CORP
US
Y
2
2028-05-01
Fixed
5.75000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NY DORM-TXB-H-GEN PUR
6499022E2
7287800.00000000
PA
USD
9358409.74000000
0.043633428593
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
5.28900000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BD3
60115000.00000000
PA
USD
86594455.20000000
0.403745196304
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.87500000
N
N
N
N
N
N
L Brands Inc
GR3KVMWVCR54YWQNXU90
L BRANDS INC
501797AS3
35000.00000000
PA
USD
37712.50000000
0.000175833899
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
6.87500000
N
N
N
N
N
N
Allentown Neighborhood Improvement Zone Development Authority
N/A
ALLENTOWN-TXBL-B
018444AT6
1000000.00000000
PA
USD
1013810.00000000
0.004726872136
Long
DBT
MUN
US
N
2
2021-05-01
Fixed
5.42000000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
PHILLIPS PETE
718507BK1
5830000.00000000
PA
USD
7968327.40000000
0.037152192977
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
7.00000000
N
N
N
N
N
N
Pacific Life Insurance Co
8WC3XYHE06SQFW7CQK10
PAC LIFE INSUR
69448FAA9
6295000.00000000
PA
USD
6754535.00000000
0.031492906251
Long
DBT
CORP
US
Y
2
2067-10-24
Variable
4.30000000
N
N
N
N
N
N
Colombia Government International Bond
N/A
COLOMBIA REP OF
195325BB0
1259300.00000000
PA
USD
1988988.79000000
0.009273626903
Long
DBT
NUSS
CO
N
2
2033-01-28
Fixed
10.37500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135AQ9
6000000.00000000
PA
USD
9049140.00000000
0.042191463613
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
404280AH2
25272400.00000000
PA
USD
35542850.64000000
0.165717945516
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.50000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AP0
24721000.00000000
PA
USD
33461356.76000000
0.156013015180
Long
DBT
CORP
US
N
2
2046-05-01
Fixed
4.25000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CF3
7760000.00000000
PA
USD
8739700.00000000
0.040748704798
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.05000000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AV1
55000.00000000
PA
USD
58987.50000000
0.000275028230
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
6.50000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUNIVERSAL MED
63946BAG5
16946700.00000000
PA
USD
26558190.37000000
0.123827117563
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AG8
19840000.00000000
PA
USD
23798080.00000000
0.110958149214
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.37500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AF7
28514300.00000000
PA
USD
40401626.53000000
0.188371906684
Long
DBT
CORP
US
N
2
2043-07-15
Fixed
4.90000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CH7
29820000.00000000
PA
USD
40758274.20000000
0.190034770470
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.22300000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AL8
49785000.00000000
PA
USD
65902893.75000000
0.307271137772
Long
DBT
CORP
US
Y
2
2038-09-24
Fixed
3.90000000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
MASS INSTIT TECH
575718AE1
24140000.00000000
PA
USD
30573068.60000000
0.142546420033
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
3.95900000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTHWELL HEALTH
667274AC8
946800.00000000
PA
USD
1112253.30000000
0.005185862373
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
4.26000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LBD7
55000.00000000
PA
USD
60657.85000000
0.000282816209
Long
DBT
CORP
US
Y
2
2031-03-01
Fixed
4.25000000
N
N
N
N
N
N
John Sevier Combined Cycle Generation LLC
N/A
JOHN SEVIER COMB
478045AA5
20605390.17000000
PA
USD
26467211.56000000
0.123402930386
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.62600000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20200817
N/A
1.00000000
NC
N/A
12871.00000000
0.000060010821
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
413165.60000000
USD
361571.83000000
EUR
2020-08-17
12871.00000000
N
N
N
Avantor Funding Inc
5493003VM0XB4U8YD238
AVANTOR FUNDING
05352TAA7
55000.00000000
PA
USD
58162.50000000
0.000271181681
Long
DBT
CORP
US
Y
2
2028-07-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20200817
N/A
1.00000000
NC
N/A
5332.91000000
0.000024864603
N/A
DFE
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
163510.04000000
USD
143294.86000000
EUR
2020-08-17
5332.91000000
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS
17275RAD4
28465000.00000000
PA
USD
44950220.10000000
0.209579647984
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JP6
13485000.00000000
PA
USD
18024860.10000000
0.084040608173
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
4.00000000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718FK0
2860000.00000000
PA
USD
3859455.60000000
0.017994647061
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
3.60000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBF1
32855600.00000000
PA
USD
41818936.24000000
0.194980089457
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
4.12500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CH1
39099200.00000000
PA
USD
53696495.33000000
0.250359009682
Long
DBT
CORP
US
N
2
2047-02-09
Fixed
4.25000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV OF CALIFORNIA-H
913366EP1
16092700.00000000
PA
USD
26286459.89000000
0.122560178754
Long
DBT
MUN
US
N
2
2048-05-15
Fixed
6.54800000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANS AUTH
59259YBF5
210000.00000000
PA
USD
248587.50000000
0.001159035053
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
5.87100000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ #168
73358WEK6
25005000.00000000
PA
USD
36112971.15000000
0.168376122840
Long
DBT
MUN
US
N
2
2051-10-01
Fixed
4.92600000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-TXB-165TH
73358WCX0
10175600.00000000
PA
USD
15047168.50000000
0.070157170985
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
N/A
N/A
US 10yr Ultra Fut Sep20
N/A
215.00000000
NC
USD
34238750.00000000
0.159637598135
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
Ultra 10-Year US Treasury Note Futures
2020-09-21
33811463.01000000
USD
427286.99000000
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320AY8
1420200.00000000
PA
USD
1710488.88000000
0.007975125740
Long
DBT
CORP
US
N
2
2047-12-07
Fixed
3.90500000
N
N
N
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
25468PDN3
3837300.00000000
PA
USD
4228704.60000000
0.019716264336
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.00000000
N
N
N
N
N
N
Allina Health System
5493001V00JCD7SQ0G44
ALLINA HEALTH
01959LAC6
3569100.00000000
PA
USD
4410765.16000000
0.020565118647
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
3.88700000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAT7
26150000.00000000
PA
USD
37322587.50000000
0.174015938803
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NYC MUN WTR FIN -BABS
64972FY26
662800.00000000
PA
USD
677050.20000000
0.003156735212
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.28200000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AL9
27525000.00000000
PA
USD
39181287.00000000
0.182682094075
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
4.80000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CL0
32205800.00000000
PA
USD
49084537.72000000
0.228855834608
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
6.00000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAE2
1943600.00000000
PA
USD
2502229.51000000
0.011666603160
Long
DBT
CORP
NO
N
2
2041-11-23
Fixed
4.25000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VFD1
6970000.00000000
PA
USD
9376601.60000000
0.043718247836
Long
DBT
CORP
US
N
2
2050-03-22
Fixed
4.00000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320BA9
10205000.00000000
PA
USD
12324680.55000000
0.057463616539
Long
DBT
CORP
US
N
2
2049-12-07
Fixed
3.93500000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
AFLAC INC
001055AR3
946800.00000000
PA
USD
1156535.14000000
0.005392325710
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
4.00000000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AT0
2866800.00000000
PA
USD
3980924.48000000
0.018560993679
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAH5
9800000.00000000
PA
USD
12179636.00000000
0.056787348755
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MTA NY-TXB
59259NZH9
52254000.00000000
PA
USD
85666252.68000000
0.399417467608
Long
DBT
MUN
US
N
2
2039-11-15
Fixed
7.33600000
N
N
N
N
N
N
MOUNT SINAI HOSPITAL
549300IJEDK5LH7YPT15
MT SINAI HOSPITAL
623115AE2
2225000.00000000
PA
USD
2501033.50000000
0.011661026783
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
3.73700000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY COMPANY
427866BG2
2000000.00000000
PA
USD
2208480.00000000
0.010297000992
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.65000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBG2
55000.00000000
PA
USD
57887.50000000
0.000269899498
Long
DBT
CORP
US
Y
2
2030-07-01
Fixed
4.12500000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRN AUTH-A2-BABS
59259NZN6
3833100.00000000
PA
USD
5399649.64000000
0.025175775964
Long
DBT
MUN
US
N
2
2040-11-15
Fixed
6.08900000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA BABS
13063BJC7
62535000.00000000
PA
USD
117390702.00000000
0.547332180955
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
7.60000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GK3
36182000.00000000
PA
USD
43462180.22000000
0.202641686978
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBE7
104200.00000000
PA
USD
109670.50000000
0.000511336868
Long
DBT
CORP
US
Y
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
Duke Energy Ohio Inc
L6KC0HABGHNFU1Z6QY21
DUKE ENERGY OHIO
26442EAG5
2784100.00000000
PA
USD
3839997.77000000
0.017903925255
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.30000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BG7
20415500.00000000
PA
USD
27976992.89000000
0.130442260538
Long
DBT
CORP
US
N
2
2035-09-01
Fixed
4.60000000
N
N
N
N
N
N
Kansas Development Finance Authority
549300WTL7BL8KBDPR87
KANSAS ST DEV FIN AUT
485429Z64
2417100.00000000
PA
USD
3010908.96000000
0.014038312572
Long
DBT
MUN
US
N
2
2037-04-15
Fixed
4.72700000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AN9
29400.00000000
PA
USD
28150.50000000
0.000131251234
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
5.62500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PBK7
10130000.00000000
PA
USD
16870502.00000000
0.078658432875
Long
DBT
CORP
US
N
2
2038-02-15
Fixed
6.87500000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2M4
32980000.00000000
PA
USD
47504721.80000000
0.221489969354
Long
DBT
CORP
US
N
2
2051-04-04
Variable
5.01300000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE
382550BH3
60000.00000000
PA
USD
66300.00000000
0.000309122639
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
9.50000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-S1
072024NU2
23745000.00000000
PA
USD
38099089.95000000
0.177636368464
Long
DBT
MUN
US
N
2
2040-04-01
Fixed
6.91800000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAM6
16200000.00000000
PA
USD
21707190.00000000
0.101209409627
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCM1
54270000.00000000
PA
USD
77663083.50000000
0.362102825416
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN
35671DCH6
145000.00000000
PA
USD
151887.50000000
0.000708172923
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.62500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AD2
12700000.00000000
PA
USD
16089122.00000000
0.075015261719
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.20000000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN GEN REV
977100AC0
1827500.00000000
PA
USD
2101149.85000000
0.009796575966
Long
DBT
MUN
US
N
2
2026-05-01
Fixed
5.70000000
N
N
N
N
N
N
State of California
N/A
CA TXB-VAR PURP
13063A5E0
16171500.00000000
PA
USD
27162945.12000000
0.126646776451
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDY5
5135000.00000000
PA
USD
5765218.55000000
0.026880234881
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.75000000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NYC WTR-BABS-TXB
64972FL20
6842800.00000000
PA
USD
11377044.56000000
0.053045279615
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
6.01100000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BJ0
23100900.00000000
PA
USD
34292593.02000000
0.159888640313
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.90000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDU3
19722200.00000000
PA
USD
25427043.57000000
0.118553164563
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.70000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BQ5
3500000.00000000
PA
USD
4106550.00000000
0.019146720561
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.40000000
N
N
N
N
N
N
William Carter Co/The
TGI2A0HXEYNQPU7TYV27
WILLIAM CARTER
96926JAE7
155000.00000000
PA
USD
163525.00000000
0.000762432572
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
5.50000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312AJ5
4310700.00000000
PA
USD
6852030.08000000
0.031947475428
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.20000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EAU0
1050000.00000000
PA
USD
1767265.50000000
0.008239845779
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
7.00000000
N
N
N
N
N
N
Goodyear Tire & Rubber Co/The
5493002BI0S2ZQUY3437
GOODYEAR TIRE
382550BG5
255000.00000000
PA
USD
251812.50000000
0.001174071561
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
4.87500000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCA1
1139100.00000000
PA
USD
1491765.36000000
0.006955330993
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.60000000
N
N
N
N
N
N
N/A
N/A
USD/GBP FWD 20200817
N/A
1.00000000
NC
N/A
-26770.67000000
-0.00012481780
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
538278.60000000
GBP
677889.77000000
USD
2020-08-17
-26770.67000000
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AM1
2890500.00000000
PA
USD
3735653.30000000
0.017417420912
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.37500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BR9
255000.00000000
PA
USD
286237.50000000
0.001334577547
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.37500000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2017-134 ZK
38380GG81
0.10000000
PA
USD
0.12000000
0.000000000559
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.00000000
N
N
N
N
N
N
American University/The
549300ZMGVN6I2E7LS27
AMERICAN UNIV
030360AD3
2563000.00000000
PA
USD
2974079.57000000
0.013866596158
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
3.67200000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH OF NEW YORK
73358W3L6
29093600.00000000
PA
USD
32607815.94000000
0.152033395410
Long
DBT
MUN
US
N
2
2069-08-01
Fixed
3.28700000
N
N
N
N
N
N
Mattamy Group Corp
5493008TNY7A82WCXU31
MATTAMY GROUP
57701RAM4
55000.00000000
PA
USD
56031.25000000
0.000261244764
Long
DBT
CORP
CA
Y
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZE3
22000000.00000000
PA
USD
22361020.00000000
0.104257881045
Long
DBT
UST
US
N
2
2027-03-31
Fixed
0.62500000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002BG5
2595000.00000000
PA
USD
3337481.40000000
0.015560951101
Long
DBT
CORP
US
N
2
2049-08-10
Fixed
3.85000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CE4
1425000.00000000
PA
USD
1841527.50000000
0.008586091110
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
4.43400000
N
N
N
N
N
N
Capgemini SE
96950077L0TN7BAROX36
CAPGEMINI SE
BH6823505
800000.00000000
PA
1042832.84000000
0.004862190641
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
2.00000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
AMERICA MOVIL SA
02364WBG9
49405000.00000000
PA
USD
65187427.25000000
0.303935287205
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.37500000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BM7
49347600.00000000
PA
USD
72199980.08000000
0.336631197265
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CK5
2760800.00000000
PA
USD
3725395.91000000
0.017369596003
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.30000000
N
N
N
N
N
N
Clean Harbors Inc
5493000SJVZVZJKHJF48
CLEAN HARBORS IN
184496AP2
55000.00000000
PA
USD
58987.50000000
0.000275028230
Long
DBT
CORP
US
Y
2
2029-07-15
Fixed
5.12500000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAE8
36125000.00000000
PA
USD
50447478.75000000
0.235210524322
Long
DBT
CORP
US
Y
2
2033-05-15
Fixed
5.87500000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX-B-REF-TXBL
79467BAR6
36460000.00000000
PA
USD
38935634.00000000
0.181536741079
Long
DBT
MUN
US
N
2
2043-01-01
Fixed
3.58700000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FB4
10500800.00000000
PA
USD
13149416.78000000
0.061308935391
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.20000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CG1
7772500.00000000
PA
USD
11905449.15000000
0.055508957161
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
6.25000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CE8
3000000.00000000
PA
USD
4361190.00000000
0.020333975294
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.45000000
N
N
N
N
N
N
Duke University
FY5ICUIRRDCHN4HHL592
DUKE UNIVERSITY
26442TAH0
9635000.00000000
PA
USD
10991511.65000000
0.051247738883
Long
DBT
CORP
US
N
2
2055-10-01
Fixed
2.83200000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBQ7
2500000.00000000
PA
USD
3182150.00000000
0.014836721051
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28200000
N
N
N
N
N
N
American International Group Inc
ODVCVCQG2BP6VHV36M30
AMER INTL GROUP
026874DP9
1205000.00000000
PA
USD
1482186.15000000
0.006910668087
Long
DBT
CORP
US
N
2
2050-06-30
Fixed
4.37500000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAF6
2575100.00000000
PA
USD
3320385.44000000
0.015481241474
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BF2
50000000.00000000
PA
USD
64588500.00000000
0.301142798938
Long
DBT
CORP
US
N
2
2037-08-22
Fixed
3.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HHV5
25390000.00000000
PA
USD
38058086.60000000
0.177445191032
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
5.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCL3
54153200.00000000
PA
USD
73246535.26000000
0.341510743255
Long
DBT
CORP
US
N
2
2038-10-15
Fixed
4.60000000
N
N
N
N
N
N
Hill-Rom Holdings Inc
JLZ01A0E2071OH26RE45
HILL-ROM HLDGS
431475AD4
294200.00000000
PA
USD
310381.00000000
0.001447146211
Long
DBT
CORP
US
Y
2
2027-09-15
Fixed
4.37500000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP TRANSMISSION
00115AAM1
4500000.00000000
PA
USD
5676165.00000000
0.026465024196
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599CP8
200000.00000000
PA
USD
193250.00000000
0.000901024886
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
2.70000000
N
N
N
N
N
N
New York City Transitional Finance Authority Future Tax Secured Revenue
N/A
NYC FIN AUTH
64971M4P4
2859000.00000000
PA
USD
4096575.33000000
0.019100213829
Long
DBT
MUN
US
N
2
2037-08-01
Fixed
5.50800000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
N/A
MGM GROWTH/MGM F
55303XAK1
167000.00000000
PA
USD
173680.00000000
0.000809780089
Long
DBT
CORP
US
Y
2
2025-06-15
Fixed
4.62500000
N
N
N
N
N
N
Crown Castle International Corp
54930012H97VSM0I2R19
CROWN CASTLE INT
22822VAQ4
1850000.00000000
PA
USD
2335218.00000000
0.010887914793
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
ALTRIA GROUP INC
02209SBE2
2250000.00000000
PA
USD
2956185.00000000
0.013783163025
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
ABBOTT LABS
002824BG4
19130000.00000000
PA
USD
26872293.60000000
0.125291618610
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558AS2
8685800.00000000
PA
USD
13468288.34000000
0.062795668696
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
5.65000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBG6
48740000.00000000
PA
USD
64747190.80000000
0.301882692134
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513EAC5
2000000.00000000
PA
USD
2303340.00000000
0.010739284152
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
3.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJA8
55890000.00000000
PA
USD
72569811.60000000
0.338355530530
Long
DBT
CORP
US
N
2
2051-03-20
Variable
4.08300000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
-1162.83000000
-0.00000542167
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
73229.38000000
EUR
85122.64000000
USD
2020-08-17
-1162.83000000
N
N
N
Bank of America Securities, LLC
N/A
BOA-MTG TRIPARTY REPO
N/A
78600000.00000000
PA
USD
78600000.00000000
0.366471182897
Long
RA
CORP
US
N
2
Repurchase
Y
0.10000000
2020-08-03
341674901.00000000
USD
80172000.35000002
USD
AMBS
N
N
N
General Dynamics Corp
9C1X8XOOTYY2FNYTVH06
GENERAL DYNAMICS
369550BH0
2825000.00000000
PA
USD
3739961.00000000
0.017437505491
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.25000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
WYETH
983024AG5
1240300.00000000
PA
USD
1953025.99000000
0.009105950951
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
6.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RBK7
920000.00000000
PA
USD
1088019.60000000
0.005072873153
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
4.35000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBE0
29445000.00000000
PA
USD
37232908.05000000
0.173597809870
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.55000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BW9
5000000.00000000
PA
USD
6830500.00000000
0.031847091791
Long
DBT
CORP
US
N
2
2036-02-23
Fixed
4.50000000
N
N
N
N
N
N
California State Public Works Board
N/A
CA PUB WKS-G2-BABS
130685WB2
1136200.00000000
PA
USD
1902032.89000000
0.008868196477
Long
DBT
MUN
US
N
2
2034-10-01
Fixed
8.36100000
N
N
N
N
N
N
Ford Motor Co
20S05OYHG0MQM4VUIC57
FORD MOTOR CO
345370CV0
110000.00000000
PA
USD
121950.40000000
0.000568591696
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
Sealed Air Corp
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORP
81211KAY6
100000.00000000
PA
USD
103000.00000000
0.000480235774
Long
DBT
CORP
US
Y
2
2027-12-01
Fixed
4.00000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GBM3
31835000.00000000
PA
USD
37686591.35000000
0.175713100654
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45200000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735CY1
1660000.00000000
PA
USD
1959729.60000000
0.009137206420
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.70000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
744320AV4
127800.00000000
PA
USD
138024.00000000
0.000643534587
Long
DBT
CORP
US
N
2
2045-05-15
Variable
5.37500000
N
N
N
N
N
N
PPL Electric Utilities Corp
N/A
PPL ELECTRIC UTI
69351UAM5
10924000.00000000
PA
USD
16790078.76000000
0.078283460866
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
6.25000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FZ4
83651000.00000000
PA
USD
98468101.63000000
0.459105873817
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
58933YAV7
30000000.00000000
PA
USD
39058800.00000000
0.182111000490
Long
DBT
CORP
US
N
2
2039-03-07
Fixed
3.90000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918AR5
1656900.00000000
PA
USD
2093327.46000000
0.009760104204
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
3.50000000
N
N
N
N
N
N
Lamar Media Corp
N/A
LAMAR MEDIA CORP
513075BS9
60000.00000000
PA
USD
60600.00000000
0.000282546484
Long
DBT
CORP
US
Y
2
2030-02-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RB6
35000000.00000000
PA
USD
47528950.00000000
0.221602932931
Long
DBT
UST
US
N
2
2043-05-15
Fixed
2.87500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHA0
62960000.00000000
PA
USD
81514312.00000000
0.380059113762
Long
DBT
CORP
US
N
2
2049-01-23
Variable
3.94600000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DK6
8615000.00000000
PA
USD
11920747.80000000
0.055580286861
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
4.40000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AR8
10365000.00000000
PA
USD
14516493.45000000
0.067682907457
Long
DBT
CORP
US
N
2
2043-10-15
Fixed
4.80000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833CD0
40245300.00000000
PA
USD
51990890.81000000
0.242406657188
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560AL9
1420200.00000000
PA
USD
1826220.98000000
0.008514724717
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.15000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIK
646140CK7
6750000.00000000
PA
USD
8084407.50000000
0.037693414498
Long
DBT
MUN
US
N
2
2036-01-01
Fixed
3.72900000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HF1
10633000.00000000
PA
USD
13527940.58000000
0.063073796266
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RP5
9882000.00000000
PA
USD
13871857.50000000
0.064677303142
Long
DBT
UST
US
N
2
2045-11-15
Fixed
3.00000000
N
N
N
N
N
N
Johns Hopkins University
549300Z1XKWYKTIOM958
JOHNS HOPKINS
478115AF5
2690000.00000000
PA
USD
3061327.60000000
0.014273388636
Long
DBT
CORP
US
N
2
2060-01-01
Fixed
2.81300000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BA0
36730000.00000000
PA
USD
50688501.90000000
0.236334290720
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448CC0
946800.00000000
PA
USD
1213977.49000000
0.005660149704
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
3.60000000
N
N
N
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
MCKESSON CORP
581557BC8
1450000.00000000
PA
USD
1840209.50000000
0.008579945957
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.88300000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BD0
8571400.00000000
PA
USD
11157477.09000000
0.052021549965
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.80000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAL8
3375000.00000000
PA
USD
3882296.25000000
0.018101141209
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
3.00000000
N
N
N
N
N
N
Hershey Co/The
21X2CX66SU2BR6QTAD08
HERSHEY COMPANY
427866BB3
25500000.00000000
PA
USD
30084900.00000000
0.140270342116
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.12500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBQ3
29645000.00000000
PA
USD
40806935.40000000
0.190261652499
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.60000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAU3
500000.00000000
PA
USD
597140.00000000
0.002784155243
Long
DBT
CORP
FR
N
2
2049-07-12
Fixed
3.46100000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDR2
20605000.00000000
PA
USD
28195057.80000000
0.131458984527
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.81200000
N
N
N
N
N
N
Essex Portfolio LP
5493003GN3O58H286O74
ESSEX PORTFOLIO
29717PAV9
3000000.00000000
PA
USD
3246600.00000000
0.015137218096
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.65000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EY5
8668400.00000000
PA
USD
12432826.07000000
0.057967843214
Long
DBT
CORP
US
N
2
2039-12-01
Fixed
5.50000000
N
N
N
N
N
N
Massachusetts Electric Co
N/A
MASS ELECTRIC CO
575634AT7
10890000.00000000
PA
USD
13623716.70000000
0.063520350820
Long
DBT
CORP
US
Y
2
2046-08-15
Fixed
4.00400000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
N/A
1400000.00000000
PA
1728420.25000000
0.008058730452
Long
DBT
CORP
US
N
2
2030-05-04
Variable
1.74100000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516CA2
4000000.00000000
PA
USD
4668600.00000000
0.021767269268
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.80000000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
CHICAGO TRANSIT SER B
167725AF7
9620000.00000000
PA
USD
13837311.80000000
0.064516234395
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423CE6
1870000.00000000
PA
USD
2206880.50000000
0.010289543350
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.12500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432MS1
2100000.00000000
PA
USD
2583000.00000000
0.012043194216
Long
DBT
CORP
US
N
2
2032-11-01
Fixed
4.02300000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCJ8
39335000.00000000
PA
USD
48989382.40000000
0.228412174523
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.90000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FK4
17545000.00000000
PA
USD
23661888.80000000
0.110323160027
Long
DBT
CORP
US
N
2
2056-12-01
Fixed
4.30000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312BS4
3837300.00000000
PA
USD
4528282.61000000
0.021113041788
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.40000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BA7
38360000.00000000
PA
USD
47259136.40000000
0.220344931542
Long
DBT
CORP
US
N
2
2045-02-09
Fixed
3.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAL2
103499800.00000000
PA
USD
128949365.80000000
0.601224257234
Long
DBT
CORP
US
N
2
2038-07-22
Variable
3.97100000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBH7
5250000.00000000
PA
USD
6446895.00000000
0.030058539906
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.85000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBD9
3600000.00000000
PA
USD
4088844.00000000
0.019064166633
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
2.90000000
N
N
N
N
N
N
Rio Tinto Finance USA Ltd
213800RX94ZKEZXPKH58
RIO TINTO FINANC
767201AL0
9295000.00000000
PA
USD
13700365.25000000
0.063877723400
Long
DBT
CORP
AU
N
2
2040-11-02
Fixed
5.20000000
N
N
N
N
N
N
PulteGroup Inc
N/A
PULTEGROUP INC
745867AX9
75000.00000000
PA
USD
85125.00000000
0.000396893886
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.00000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AY8
18195000.00000000
PA
USD
24144401.10000000
0.112572865540
Long
DBT
CORP
NL
N
2
2043-08-12
Fixed
4.55000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
404280AJ8
48749000.00000000
PA
USD
71756578.04000000
0.334563842684
Long
DBT
CORP
GB
N
2
2038-06-01
Fixed
6.80000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BU9
13809100.00000000
PA
USD
19963953.96000000
0.093081600801
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.62500000
N
N
N
N
N
N
WR Grace & Co-Conn
549300GJVOEHHLSO6K25
WR GRACE & CO-CO
383909AG3
55000.00000000
PA
USD
58575.00000000
0.000273104955
Long
DBT
CORP
US
Y
2
2027-06-15
Fixed
4.87500000
N
N
N
N
N
N
State of California
N/A
CA ST-BAB
13063BBU5
189400.00000000
PA
USD
324466.82000000
0.001512821111
Long
DBT
MUN
US
N
2
2039-11-01
Fixed
7.35000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AD5
30604000.00000000
PA
USD
37671075.68000000
0.175640759102
Long
DBT
CORP
US
N
2
2043-05-01
Fixed
3.62500000
N
N
N
N
N
N
Sherwin-Williams Co/The
Z15BMIOX8DDH0X2OBP21
SHERWIN-WILLIAMS
824348BM7
3370000.00000000
PA
USD
3826365.40000000
0.017840364558
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CN9
570000.00000000
PA
USD
738492.00000000
0.003443206575
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.80000000
N
N
N
N
N
N
New York and Presbyterian Hospital/The
19EOSPKL8HML7MY3UE63
NY & PRES HOSP
649322AD6
3742600.00000000
PA
USD
5069838.24000000
0.023638035838
Long
DBT
CORP
US
N
2
2056-08-01
Fixed
4.06300000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DJ2
1350000.00000000
PA
USD
1437898.50000000
0.006704177661
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP
01609WAU6
31000000.00000000
PA
USD
37654770.00000000
0.175564734143
Long
DBT
CORP
KY
N
2
2037-12-06
Fixed
4.00000000
N
N
N
N
N
N
Suzano Austria GmbH
254900287ZNSGVP1R341
SUZANO AUSTRIA
86964WAB8
1000000.00000000
PA
USD
1134880.00000000
0.005291358982
Long
DBT
CORP
AT
Y
2
2047-03-16
Fixed
7.00000000
N
N
N
N
N
N
Saudi Government International Bond
N/A
SAUDI INT BOND
80413TAU3
8780000.00000000
PA
USD
11524628.00000000
0.053733384931
Long
DBT
NUSS
SA
Y
2
2060-04-22
Fixed
4.50000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CG3
2340000.00000000
PA
USD
3173999.40000000
0.014798719015
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.60000000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES USD
544646ZR6
31138900.00000000
PA
USD
46958083.98000000
0.218941279678
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
6.75800000
N
N
N
N
N
N
Anheuser-Busch Cos LLC
5493002J2SVENP0PVK27
ANHEUSER-BUSCH
035229BP7
400000.00000000
PA
USD
531508.00000000
0.002478147143
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
6.75000000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CN7
804800.00000000
PA
USD
1063213.23000000
0.004957213868
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
4.00000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DC1
142000.00000000
PA
USD
223743.72000000
0.001043201345
Long
DBT
CORP
US
N
2
2038-12-15
Fixed
7.90000000
N
N
N
N
N
N
PG&E Corp
8YQ2GSDWYZXO2EDN3511
PG&E CORP
69331CAJ7
145000.00000000
PA
USD
150800.00000000
0.000703102473
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
5.25000000
N
N
N
N
N
N
DIGNITY HEALTH
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AB7
1041500.00000000
PA
USD
1130194.14000000
0.005269511239
Long
DBT
MUN
US
N
2
2042-11-01
Fixed
4.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
589331AS6
4900000.00000000
PA
USD
6155772.00000000
0.028701183797
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.60000000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDE7
15000.00000000
PA
USD
16556.25000000
0.000077193238
Long
DBT
CORP
US
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc
N/A
BAKER HUGHES
05723KAF7
3837300.00000000
PA
USD
4165235.66000000
0.019420341467
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.08000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGK0
3837300.00000000
PA
USD
4763969.58000000
0.022211928336
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBP9
34500000.00000000
PA
USD
41945100.00000000
0.195568325874
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
3.80000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BP6
8321000.00000000
PA
USD
10773531.54000000
0.050231410272
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
949746RF0
130764700.00000000
PA
USD
183881321.10000000
0.857343578324
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.60600000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
MEDTRONIC INC
585055BT2
28177700.00000000
PA
USD
38282786.77000000
0.178492851809
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BE1
30405500.00000000
PA
USD
38686741.98000000
0.180376286206
Long
DBT
CORP
NL
N
2
2035-05-11
Fixed
4.12500000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AH8
80000.00000000
PA
USD
91400.00000000
0.000426150968
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.37500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FH1
2000000.00000000
PA
USD
2463740.00000000
0.011487146465
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.85000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810PT9
50000000.00000000
PA
USD
81226500.00000000
0.378717195135
Long
DBT
UST
US
N
2
2037-02-15
Fixed
4.75000000
N
N
N
N
N
N
Rattler Midstream LP
549300I45NRVEEN9M219
RATTLER MIDSTREA
75419TAA1
45000.00000000
PA
USD
47250.00000000
0.000220302333
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
5.62500000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CP9
20000.00000000
PA
USD
20150.00000000
0.000093949037
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FC2
8740000.00000000
PA
USD
10831307.20000000
0.050500788319
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
3.95000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CE9
16334000.00000000
PA
USD
24781781.46000000
0.115544640788
Long
DBT
CORP
US
N
2
2064-05-15
Fixed
4.75000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BR3
20540000.00000000
PA
USD
25127814.40000000
0.117158013572
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
3.70000000
N
N
N
N
N
N
Hilton Domestic Operating Co Inc
5493003EG7H0N1E4XV50
HILTON DOMESTIC
432833AG6
70000.00000000
PA
USD
73150.00000000
0.000341060649
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
5.37500000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AW1
3485000.00000000
PA
USD
4762182.80000000
0.022203597504
Long
DBT
CORP
US
Y
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Stanley Black & Decker Inc
549300DJ09SMTO561131
STANLEY BLACK
854502AJ0
32025000.00000000
PA
USD
46409989.50000000
0.216385798350
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.85000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR
N/A
NGLS 6.5 7/15/2027
87612BBL5
158400.00000000
PA
USD
169488.00000000
0.000790234959
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.50000000
N
N
N
N
N
N
Nexstar Broadcasting Inc
5493006PK6I4I2OOT688
NEXSTAR ESCROW
65343HAA9
297100.00000000
PA
USD
316411.50000000
0.001475263316
Long
DBT
CORP
US
Y
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
State of Wisconsin
549300VTAT608CNZ5827
WISCONSIN-A-REF-TXBL
977100EL6
3363900.00000000
PA
USD
3708699.75000000
0.017291750437
Long
DBT
MUN
US
N
2
2036-05-01
Fixed
3.95400000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EM6
22293600.00000000
PA
USD
27703587.91000000
0.129167514400
Long
DBT
CORP
US
N
2
2049-07-29
Fixed
3.37500000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NJ TPK-F-TXB
646139W35
946800.00000000
PA
USD
1670117.33000000
0.007786894064
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41400000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AW9
20170000.00000000
PA
USD
25006564.30000000
0.116592687013
Long
DBT
CORP
US
N
2
2043-03-04
Fixed
4.12500000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BY9
3795000.00000000
PA
USD
4541286.75000000
0.021173673373
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.32000000
N
N
N
N
N
N
Norfolk Southern Corp
54930036C8MWP850MI84
NORFOLK SOUTHERN
655844CC0
2890500.00000000
PA
USD
3755568.84000000
0.017510276784
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.10000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BH4
19219000.00000000
PA
USD
26189731.30000000
0.122109183324
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
254900OYVDRYS9J51J61
PERUSAHAAN LISTR
N/A
1690000.00000000
PA
1911736.13000000
0.008913437671
Long
DBT
CORP
ID
Y
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAX9
3451900.00000000
PA
USD
5476888.10000000
0.025535898989
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
Wells Fargo & Co.
N/A
WELLS FARGO TRIPARTY MTGE
N/A
57700000.00000000
PA
USD
57700000.00000000
0.269025283119
Long
RA
CORP
US
N
2
Repurchase
Y
0.10000000
2020-08-03
45255000.00000000
USD
58854024.84000000
USD
UST
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFK5
6000000.00000000
PA
USD
7067100.00000000
0.032950235326
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAW5
12780000.00000000
PA
USD
15612048.00000000
0.072790912188
Long
DBT
CORP
US
Y
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140AY6
34840900.00000000
PA
USD
45312680.90000000
0.211269615390
Long
DBT
CORP
US
N
2
2047-05-11
Fixed
4.10000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114BZ0
1231800.00000000
PA
USD
1775923.01000000
0.008280211274
Long
DBT
CORP
US
N
2
2035-06-15
Fixed
5.25000000
N
N
N
N
N
N
University of Virginia
N/A
UNIV OF VIRGINIA-REF
915217XF5
14605000.00000000
PA
USD
15230970.30000000
0.071014143797
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
2.25600000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BF0
7445000.00000000
PA
USD
8608281.25000000
0.040135967078
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE
68902VAA5
15830000.00000000
PA
USD
17678944.00000000
0.082427780153
Long
DBT
CORP
US
Y
2
2040-02-15
Fixed
3.11200000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAM7
46417800.00000000
PA
USD
67685971.78000000
0.315584709208
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.37500000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BL2
20675000.00000000
PA
USD
26569649.25000000
0.123880544399
Long
DBT
CORP
US
N
2
2044-11-10
Fixed
4.25000000
N
N
N
N
N
N
Level 3 Financing Inc
N/A
LEVEL 3 FIN INC
527298BR3
95000.00000000
PA
USD
98206.25000000
0.000457884994
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAA4
36921200.00000000
PA
USD
49128825.57000000
0.229062325967
Long
DBT
CORP
US
N
2
2048-02-22
Variable
4.26000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BJ8
45560000.00000000
PA
USD
54205010.00000000
0.252729950810
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
City of New York NY
549300ABYZD2SFD5JB29
NYC -BABS-SER F1
64966JAR7
550000.00000000
PA
USD
846917.50000000
0.003948738651
Long
DBT
MUN
US
N
2
2037-12-01
Fixed
6.27100000
N
N
N
N
N
N
Aroundtown SA
529900H4DWG3KWMBMQ39
AROUNDTOWN SA
N/A
1200000.00000000
PA
1671671.28000000
0.007794139330
Long
DBT
CORP
LU
N
2
2031-04-10
Fixed
3.62500000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
71376LAD2
80000.00000000
PA
USD
85600.00000000
0.000399108565
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432NT8
13955000.00000000
PA
USD
19189799.60000000
0.089472119071
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.30000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCR1
53919800.00000000
PA
USD
77067570.14000000
0.359326254354
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HHF0
44499000.00000000
PA
USD
70880677.14000000
0.330479969415
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CA-TXBL-AD
91412GHA6
32222600.00000000
PA
USD
49528714.01000000
0.230926799117
Long
DBT
MUN
US
N
2
2112-05-15
Fixed
4.85800000
N
N
N
N
N
N
TransCanada PipeLines Ltd
5BV01I6231JPDAPMGH09
TRANSCANADA PL
893526DJ9
15775000.00000000
PA
USD
22217510.00000000
0.103588768075
Long
DBT
CORP
CA
N
2
2040-06-01
Fixed
6.10000000
N
N
N
N
N
N
Arconic Corp
549300B4YFWH3U74B152
ARCONIC CORP
03966VAB3
45000.00000000
PA
USD
47981.25000000
0.000223711774
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.00000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CD4
66699000.00000000
PA
USD
73900491.03000000
0.344559801074
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
TWITTER INC
90184LAG7
270000.00000000
PA
USD
286200.00000000
0.001334402704
Long
DBT
CORP
US
Y
2
2027-12-15
Fixed
3.87500000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAA0
50000.00000000
PA
USD
52625.00000000
0.000245363180
Long
DBT
CORP
US
Y
2
2026-09-01
Fixed
5.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DD7
31574100.00000000
PA
USD
44851640.53000000
0.209120022390
Long
DBT
CORP
US
N
2
2046-04-14
Fixed
4.45000000
N
N
N
N
N
N
Marsh & McLennan Cos Inc
549300XMP3KDCKJXIU47
MARSH & MCLENNAN
571748BC5
22580100.00000000
PA
USD
30125466.22000000
0.140459481437
Long
DBT
CORP
US
N
2
2047-01-30
Fixed
4.35000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PKG FIN
03969AAQ3
102000.00000000
PA
USD
108247.50000000
0.000504702154
Long
DBT
CORP
N/A
Y
2
2025-04-30
Fixed
5.25000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FK9
12085000.00000000
PA
USD
14239392.95000000
0.066390931019
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAJ8
270000.00000000
PA
USD
280800.00000000
0.001309225294
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FQ1
14228000.00000000
PA
USD
17274926.20000000
0.080544053931
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.50000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368BV4
19400000.00000000
PA
USD
23326948.00000000
0.108761504159
Long
DBT
CORP
US
N
2
2046-07-30
Fixed
3.20000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
POST HOLDINGS IN
737446AQ7
55000.00000000
PA
USD
57887.50000000
0.000269899498
Long
DBT
CORP
US
Y
2
2030-04-15
Fixed
4.62500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PEA6
32325000.00000000
PA
USD
37648281.00000000
0.175534479289
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.12500000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
TENCENT HOLDINGS
88032WAH9
33420000.00000000
PA
USD
39574627.20000000
0.184516036166
Long
DBT
CORP
KY
Y
2
2038-01-19
Fixed
3.92500000
N
N
N
N
N
N
BY Crown Parent LLC / BY Bond Finance Inc
N/A
BY CROWN/BY BOND
05608QAA5
19000.00000000
PA
USD
19451.25000000
0.000090691127
Long
DBT
CORP
US
Y
2
2026-01-31
Fixed
4.25000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158AZ9
2495000.00000000
PA
USD
2806126.50000000
0.013083517783
Long
DBT
CORP
US
N
2
2040-05-15
Fixed
2.70000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CG9
378700.00000000
PA
USD
496665.05000000
0.002315692472
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.30000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397A29
110000.00000000
PA
USD
109633.70000000
0.000511165289
Long
DBT
CORP
US
N
2
2023-01-09
Fixed
3.08700000
N
N
N
N
N
N
SSE PLC
549300KI75VYLLMSK856
SSE PLC
BH6216197
860000.00000000
PA
1100402.59000000
0.005130608636
Long
DBT
CORP
GB
N
2
2030-04-16
Fixed
1.75000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAS5
283000.00000000
PA
USD
328987.50000000
0.001533898705
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CN0
20250000.00000000
PA
USD
26851702.50000000
0.125195612951
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO ELEC
796253T93
10450000.00000000
PA
USD
15809596.00000000
0.073711976428
Long
DBT
MUN
US
N
2
2039-02-01
Fixed
5.98500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EJ8
34780000.00000000
PA
USD
45807346.80000000
0.213575986860
Long
DBT
CORP
US
N
2
2038-09-15
Fixed
4.10000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP TEXAS
00108WAF7
2455000.00000000
PA
USD
3025591.10000000
0.014106767803
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.80000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FR0
12490000.00000000
PA
USD
17015501.70000000
0.079334491547
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.45000000
N
N
N
N
N
N
Axalta Coating Systems LLC / Axalta Coating Systems Dutch Holding B BV
N/A
AXALTA COAT/BV
05454NAA7
75000.00000000
PA
USD
78375.00000000
0.000365422124
Long
DBT
CORP
N/A
Y
2
2027-06-15
Fixed
4.75000000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.HY.34.V7)
N/A
-2613200.00000000
NC
USD
67101.74000000
0.000312860738
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.HY.34.V7)
2I65BRYD6
Y
Payout of notional amount upon default event with regard to reference instrument
2025-06-20
49768.39000000
USD
0.00000000
USD
-2613200.00000000
USD
17333.35000000
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BX9
22559600.00000000
PA
USD
31756246.54000000
0.148062967352
Long
DBT
CORP
US
N
2
2048-12-06
Fixed
4.50000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CB2
14920200.00000000
PA
USD
22111885.60000000
0.103096296080
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
6.10000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
UNITED RENTAL NA
911365BM5
165000.00000000
PA
USD
173250.00000000
0.000807775221
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.87500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FC2
925000.00000000
PA
USD
1184046.25000000
0.005520595799
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
5.62500000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AV7
1000000.00000000
PA
USD
1213880.00000000
0.005659695158
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.15000000
N
N
N
N
N
N
Memorial Sloan-Kettering Cancer Center
549300IZ71UAMEHWL382
MEMORIAL SLOAN
586054AB4
2355000.00000000
PA
USD
3225879.00000000
0.015040606781
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
4.12500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BK4
7189000.00000000
PA
USD
9687321.28000000
0.045166973137
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
Experian Finance PLC
635400RKRK5EGXSPC782
EXPERIAN FINANCE
N/A
400000.00000000
PA
622350.71000000
0.002901699756
Long
DBT
CORP
GB
N
2
2032-04-07
Fixed
3.25000000
N
N
N
N
N
N
Performance Food Group Inc
549300OMUOGBYK0FFO76
PERFORMANCE FOOD
69346VAA7
250000.00000000
PA
USD
258125.00000000
0.001203503487
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
5.50000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCZ3
12110900.00000000
PA
USD
16531620.72000000
0.077078404586
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.25000000
N
N
N
N
N
N
OP Corporate Bank plc
549300NQ588N7RWKBP98
OP CORPORATE BK
N/A
1125000.00000000
PA
1338183.35000000
0.006239257445
Long
DBT
CORP
FI
N
2
2030-06-09
Variable
1.62500000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
NESTLE HOLDINGS
641062AN4
23254600.00000000
PA
USD
32396913.44000000
0.151050066038
Long
DBT
CORP
US
Y
2
2048-09-24
Fixed
4.00000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBF2
662800.00000000
PA
USD
860002.88000000
0.004009749016
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.62500000
N
N
N
N
N
N
Los Angeles County Metropolitan Transportation Authority
54930051IHTXE1N9RB42
L A MET TRANSN
5447122H4
15020200.00000000
PA
USD
21776436.16000000
0.101532268687
Long
DBT
MUN
US
N
2
2039-06-01
Fixed
5.73500000
N
N
N
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
CIGNA CORP
125523CJ7
2000000.00000000
PA
USD
2232260.00000000
0.010407874843
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
3.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617482V92
33160000.00000000
PA
USD
55007134.40000000
0.256469842383
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
LIVE NATION ENT
538034AR0
70000.00000000
PA
USD
64400.00000000
0.000300263920
Long
DBT
CORP
US
Y
2
2027-10-15
Fixed
4.75000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AZ9
1875000.00000000
PA
USD
2050537.50000000
0.009560596732
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAU9
225000.00000000
PA
USD
231468.75000000
0.001079219168
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
4.50000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CX5
10850000.00000000
PA
USD
15275064.00000000
0.071219729935
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.62500000
N
N
N
N
N
N
FMR LLC
6X064LF7Y6B4DKF2GZ26
FMR LLC
30251BAB4
16010000.00000000
PA
USD
24654119.20000000
0.114949417640
Long
DBT
CORP
US
Y
2
2039-11-15
Fixed
6.45000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBD0
357900.00000000
PA
USD
492151.87000000
0.002294649846
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
Ameren Illinois Co
RC71E2BZ6UOMFPDJSE79
AMEREN ILLINOIS
02361DAR1
10000000.00000000
PA
USD
12545100.00000000
0.058491318531
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
3.70000000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTH SHORE LI
662352AA1
1041500.00000000
PA
USD
1223752.09000000
0.005705723613
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.80000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NY URBAN DEV-B
6500358W1
21250000.00000000
PA
USD
24556287.50000000
0.114493278978
Long
DBT
MUN
US
N
2
2033-03-15
Fixed
3.90000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BCHINA)
BVN4A0RP2
300000.00000000
NC
USD
-3707.54000000
-0.00001728634
N/A
DCR
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
N/A
BANK OF CHINA/HK
Y
Payout of notional amount upon default event with regard to reference instrument
2021-12-20
0.00000000
USD
289.13000000
USD
300000.00000000
USD
-3996.67000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RCQ3
2069000.00000000
PA
USD
2561690.97000000
0.011943841221
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BF8
46905000.00000000
PA
USD
61542174.30000000
0.286939356409
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.37500000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAK0
25075000.00000000
PA
USD
33538815.50000000
0.156374165257
Long
DBT
CORP
US
N
2
2048-02-26
Fixed
3.95000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
59562EAH8
473400.00000000
PA
USD
699557.38000000
0.003261674561
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.80000000
N
N
N
N
N
N
University of Pittsburgh-of the Commonwealth System of Higher Education
5493002C83QSGL8ETT42
UNIV OF PITTSBURGH PA
91335VKQ8
14400000.00000000
PA
USD
18081360.00000000
0.084304038010
Long
DBT
MUN
US
N
2
2119-09-15
Fixed
3.55500000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENER
745332BX3
473400.00000000
PA
USD
696982.09000000
0.003249667315
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.27400000
N
N
N
N
N
N
Deere & Co
PWFTNG3EI0Y73OXWDH08
DEERE & CO
244199BK0
3620000.00000000
PA
USD
4774418.00000000
0.022260643919
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.75000000
N
N
N
N
N
N
TRI Pointe Group Inc
N/A
TRI POINTE GROUP
87265HAG4
185000.00000000
PA
USD
203500.00000000
0.000948815339
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDT6
18296400.00000000
PA
USD
22478591.11000000
0.104806054376
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.50000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DH7
42000000.00000000
PA
USD
42109200.00000000
0.196333439375
Long
DBT
CORP
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
Sabre GLBL Inc
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC
78573NAC6
75000.00000000
PA
USD
82500.00000000
0.000384654867
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
9.25000000
N
N
N
N
N
N
Lowe's Cos Inc
WAFCR4OKGSC504WU3E95
LOWE'S COS INC
548661DN4
39425000.00000000
PA
USD
46715076.75000000
0.217808262541
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
Nippon Life Insurance Co
549300Y0HHMFW3EVWY08
NIPPON LIFE INS
654579AG6
1400000.00000000
PA
USD
1491000.00000000
0.006951762515
Long
DBT
CORP
JP
Y
2
2050-01-23
Variable
3.40000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
DASNY -REV - F
64990FRB2
8465000.00000000
PA
USD
9615986.05000000
0.044834373822
Long
DBT
MUN
US
N
2
2039-02-15
Fixed
3.11000000
N
N
N
N
N
N
N/A
N/A
ICE: (CDX.NA.IG.34.V1)
N/A
-3927291000.00000000
NC
USD
55239681.12000000
0.257554087569
N/A
DCR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
ICE: (CDX.NA.IG.34.V1)
2I65BYDW2
Y
Payout of notional amount upon default event with regard to reference instrument
2025-06-20
-4133431.73000000
USD
0.00000000
USD
-3927291000.00000000
USD
59373112.85000000
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
WYETH
983024AN0
53438400.00000000
PA
USD
82031684.69000000
0.382471355259
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
Deutsche Telekom AG
549300V9QSIG4WX4GJ96
DEUTSCHE TELEKOM
251566AA3
3180000.00000000
PA
USD
3767028.00000000
0.017563704925
Long
DBT
CORP
DE
Y
2
2050-01-21
Fixed
3.62500000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PAS4
140000.00000000
PA
USD
152950.00000000
0.000713126812
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CL6
43125000.00000000
PA
USD
53747550.00000000
0.250597051225
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
3.40000000
N
N
N
N
N
N
Israel Government International Bond
N/A
STATE OF ISRAEL
46513JB42
22910000.00000000
PA
USD
28349750.40000000
0.132180236182
Long
DBT
NUSS
IL
N
2
2050-07-03
Fixed
3.87500000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAE2
20145000.00000000
PA
USD
26780763.00000000
0.124864858721
Long
DBT
CORP
US
N
2
2035-12-14
Fixed
4.15000000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
789.47000000
0.000003680890
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
397793.62000000
EUR
469505.86000000
USD
2020-08-17
789.47000000
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKA9
8290000.00000000
PA
USD
9118751.30000000
0.042516025133
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Ontario Teachers' Cadillac Fairview Properties Trust
N/A
CADILLAC FAIRVIE
68327LAC0
3000000.00000000
PA
USD
3339420.00000000
0.015569989791
Long
DBT
CORP
CA
Y
2
2029-02-01
Fixed
4.12500000
N
N
N
N
N
N
N/A
N/A
US LONG BOND(CBT) Sep20
N/A
4309.00000000
NC
USD
785449906.30000000
3.662147026318
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT US Long Bond Future
2020-09-21
763947248.80000000
USD
21502657.41000000
N
N
N
TWDC Enterprises 18 Corp
7260JQNI6SCF9FIV2392
WALT DISNEY CO
254687AH9
15661700.00000000
PA
USD
18216123.27000000
0.084932369498
Long
DBT
CORP
US
N
2
2093-07-15
Fixed
7.55000000
N
N
N
N
N
N
Hillenbrand Inc
U246OE781574J2BUD366
HILLENBRAND INC
431571AD0
59000.00000000
PA
USD
63572.50000000
0.000296405715
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
5.75000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
HARVARD PRES&FEL
740816AD5
2500000.00000000
PA
USD
3923800.00000000
0.018294651748
Long
DBT
CORP
US
N
2
2038-10-01
Fixed
5.62500000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CB3
780000.00000000
PA
USD
1225801.20000000
0.005715277554
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.25000000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
KENTUCKY UTIL
491674BG1
946800.00000000
PA
USD
1335726.50000000
0.006227802423
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.12500000
N
N
N
N
N
N
Los Angeles Unified School District/CA
N/A
LOS ANGELES USD-BABS
544646XZ0
852100.00000000
PA
USD
1202619.86000000
0.005607194944
Long
DBT
MUN
US
N
2
2034-07-01
Fixed
5.75000000
N
N
N
N
N
N
Panama Government International Bond
N/A
PANAMA
698299BM5
350000.00000000
PA
USD
472500.00000000
0.002203023332
Long
DBT
NUSS
PA
N
2
2056-04-01
Fixed
4.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172BD0
22345000.00000000
PA
USD
30536453.55000000
0.142375702976
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.87500000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
HARVARD UNIV
740816AH6
750000.00000000
PA
USD
1084740.00000000
0.005057582072
Long
DBT
CORP
US
N
2
2040-10-15
Fixed
4.87500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAN4
42092300.00000000
PA
USD
54192573.48000000
0.252671965744
Long
DBT
CORP
US
N
2
2042-09-30
Fixed
4.00000000
N
N
N
N
N
N
NBCUniversal Media LLC
VTBDOQJ6KOGQ6K786R46
NBCUNIVERSAL MED
63946BAJ9
22650000.00000000
PA
USD
30734917.50000000
0.143301037817
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.45000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RYP5
40910000.00000000
PA
USD
46011886.10000000
0.214529647918
Long
DBT
MUN
US
N
2
2043-09-01
Fixed
2.81300000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QCA2
1065200.00000000
PA
USD
1296891.65000000
0.006046735586
Long
DBT
CORP
US
N
2
2049-08-01
Fixed
3.20000000
N
N
N
N
N
N
National Rural Utilities Cooperative Finance Corp
4NYF266XZC35SCTGX023
NATL RURAL UTIL
637432CT0
1000000.00000000
PA
USD
1603830.00000000
0.007477830499
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
8.00000000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAQ3
6650000.00000000
PA
USD
7847731.50000000
0.036589916614
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.25000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHS1
32536000.00000000
PA
USD
44067409.12000000
0.205463556583
Long
DBT
CORP
US
N
2
2050-03-15
Variable
4.33000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222AM7
1775000.00000000
PA
USD
2550089.25000000
0.011889748396
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.35000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE INC
203372AV9
56000.00000000
PA
USD
58800.00000000
0.000274154014
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
7.12500000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BL2
1844200.00000000
PA
USD
2684251.54000000
0.012515277825
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-TXB-164TH
73358WCW2
15253000.00000000
PA
USD
22555373.75000000
0.105164052148
Long
DBT
MUN
US
N
2
2040-11-01
Fixed
5.64700000
N
N
N
N
N
N
Texas Private Activity Bond Surface Transportation Corp
N/A
TX ST PRIV ACTIVITY-B
882667AZ1
4150000.00000000
PA
USD
4587493.00000000
0.021389109239
Long
DBT
MUN
US
N
2
2049-12-31
Fixed
3.92200000
N
N
N
N
N
N
Standard Industries Inc/NJ
54930064UHXCIUWVI755
STANDARD INDS IN
853496AG2
90000.00000000
PA
USD
97200.00000000
0.000453193371
Long
DBT
CORP
US
Y
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QCF0
39424100.00000000
PA
USD
47128357.62000000
0.219735177672
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825AG1
55000.00000000
PA
USD
56787.50000000
0.000264770767
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.62500000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GCY4
192300.00000000
PA
USD
200953.50000000
0.000936942326
Long
DBT
CORP
US
Y
2
2026-01-01
Fixed
4.87500000
N
N
N
N
N
N
State of New York
N/A
NEW YORK-C-BABS
649791CW8
946800.00000000
PA
USD
1339040.30000000
0.006243252960
Long
DBT
MUN
US
N
2
2035-03-01
Fixed
5.59000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FY7
56715000.00000000
PA
USD
65167236.45000000
0.303841147938
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
City of Houston TX
549300C64URYS0WQQY42
HOUSTON REF-TXB-A-PEN
442331QM9
2091900.00000000
PA
USD
2702065.39000000
0.012598334602
Long
DBT
MUN
US
N
2
2032-03-01
Fixed
6.29000000
N
N
N
N
N
N
American Builders & Contractors Supply Co Inc
549300H5GQ4C1BEKG397
ABC SUPPLY CO
024747AE7
30000.00000000
PA
USD
31725.00000000
0.000147917280
Long
DBT
CORP
US
Y
2
2026-05-15
Fixed
5.87500000
N
N
N
N
N
N
PPL Electric Utilities Corp
N/A
PPL ELECTRIC UTI
69351UAU7
12500000.00000000
PA
USD
16283000.00000000
0.075919214645
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
3.95000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FA6
7947100.00000000
PA
USD
11704727.29000000
0.054573094853
Long
DBT
CORP
US
N
2
2040-06-15
Fixed
5.70000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGU8
42559000.00000000
PA
USD
55821661.17000000
0.260267559800
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
Oregon School Boards Association
N/A
OR SCH BRDS-TXB-PENSI
686053GG8
946800.00000000
PA
USD
1077392.12000000
0.005023322705
Long
DBT
MUN
US
N
2
2028-06-30
Fixed
4.75900000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543CZ4
890000.00000000
PA
999659.67000000
0.004660896460
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081FA6
5475000.00000000
PA
USD
6109278.75000000
0.028484409798
Long
DBT
CORP
US
N
2
2050-05-28
Fixed
2.70000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
STATOIL ASA
85771PAL6
35349800.00000000
PA
USD
43761284.91000000
0.204036257583
Long
DBT
CORP
NO
N
2
2043-05-15
Fixed
3.95000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EV1
16333600.00000000
PA
USD
22164531.86000000
0.103341758385
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
LAM RESEARCH
512807AW8
6795000.00000000
PA
USD
7654023.90000000
0.035686758175
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA-REF-TXBL
13063DGE2
36195000.00000000
PA
USD
42741227.70000000
0.199280257935
Long
DBT
MUN
US
N
2
2038-04-01
Fixed
4.60000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448EP9
12285000.00000000
PA
USD
14188315.05000000
0.066152781166
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NAK7
4320400.00000000
PA
USD
6801476.11000000
0.031711768390
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.50000000
N
N
N
N
N
N
Endeavor Energy Resources LP / EER Finance Inc
N/A
ENDEAVOR ENERGY
29260FAF7
37000.00000000
PA
USD
38896.25000000
0.000181353113
Long
DBT
CORP
US
Y
2
2025-07-15
Fixed
6.62500000
N
N
N
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX TECHNOLOGIES
05605HAB6
35000.00000000
PA
USD
36575.00000000
0.000170530324
Long
DBT
CORP
US
Y
2
2028-06-30
Fixed
4.12500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBT7
16810000.00000000
PA
USD
19556922.10000000
0.091183821575
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
3.20000000
N
N
N
N
N
N
SC Johnson & Son Inc
PH5ZFDENRYXEVLP50443
JOHNSON(SC)&SON
78408LAA5
28110000.00000000
PA
USD
35070879.30000000
0.163517387052
Long
DBT
CORP
US
Y
2
2043-05-15
Fixed
4.00000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400ES8
1000000.00000000
PA
USD
1364660.00000000
0.006362704382
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
6.00000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CATHOLIC HEALTH
14916RAD6
16260000.00000000
PA
USD
17382590.40000000
0.081046036459
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BE6
248400.00000000
PA
USD
262062.00000000
0.001221859683
Long
DBT
CORP
US
Y
2
2026-03-15
Fixed
6.25000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KB6
104215000.00000000
PA
USD
131702748.40000000
0.614061857468
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15000000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CS8
2890500.00000000
PA
USD
3498429.96000000
0.016311371065
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
Upjohn Inc
N/A
UPJOHN INC
91533BAE0
2000000.00000000
PA
USD
2279580.00000000
0.010628503551
Long
DBT
CORP
US
Y
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DV7
23435000.00000000
PA
USD
31483282.05000000
0.146790274991
Long
DBT
CORP
US
N
2
2047-05-02
Fixed
4.00000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAR9
4600000.00000000
PA
USD
6045044.00000000
0.028184916353
Long
DBT
CORP
US
N
2
2039-04-22
Variable
4.45700000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967JU6
13142000.00000000
PA
USD
17953154.78000000
0.083706283320
Long
DBT
CORP
US
N
2
2045-07-30
Fixed
4.65000000
N
N
N
N
N
N
Industrias Penoles SAB de CV
549300WA2HB7776CB324
INDUSTRIAS PENOL
456472AD1
2800000.00000000
PA
USD
2912000.00000000
0.013577151203
Long
DBT
CORP
MX
Y
2
2050-08-06
Fixed
4.75000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818FL7
2160000.00000000
PA
USD
2638137.60000000
0.012300272352
Long
DBT
CORP
US
N
2
2070-02-05
Fixed
3.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QS0
35360000.00000000
PA
USD
53813676.80000000
0.250905366322
Long
DBT
UST
US
N
2
2041-08-15
Fixed
3.75000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JW2
13561200.00000000
PA
USD
16719739.09000000
0.077955503334
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
Regents of the University of California Medical Center Pooled Revenue
N/A
UNIV CA-BABS
913366DF4
852100.00000000
PA
USD
1375919.95000000
0.006415203710
Long
DBT
MUN
US
N
2
2049-05-15
Fixed
6.58300000
N
N
N
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AL1
13215000.00000000
PA
USD
15540972.15000000
0.072459522228
Long
DBT
CORP
US
Y
2
2044-04-22
Fixed
4.95000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAB9
19900.00000000
PA
USD
20621.38000000
0.000096146838
Long
DBT
CORP
US
Y
2
2024-03-01
Fixed
5.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081DE0
7780000.00000000
PA
USD
10541044.20000000
0.049147441945
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
4.30000000
N
N
N
N
N
N
Los Angeles Department of Water & Power Power System Revenue
N/A
L A WTR & PWR-BABS
544495UG7
378700.00000000
PA
USD
585784.52000000
0.002731210508
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.71600000
N
N
N
N
N
N
Sales Tax Securitization Corp
N/A
SALES TAX SECURITIZTN
79467BCN3
4990000.00000000
PA
USD
6386750.90000000
0.029778119048
Long
DBT
MUN
US
N
2
2048-01-01
Fixed
4.78700000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY
15135UAS8
150000.00000000
PA
USD
150000.00000000
0.000699372486
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
5.37500000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CQ7
10000.00000000
PA
USD
10250.00000000
0.000047790453
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAH8
344700.00000000
PA
USD
401575.50000000
0.001872339039
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
University of Virginia
N/A
UNIV VA-A-TXBL
915217XA6
35640000.00000000
PA
USD
39913236.00000000
0.186094794022
Long
DBT
MUN
US
N
2
2119-09-01
Fixed
3.22700000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EB5
96757300.00000000
PA
USD
126998794.10000000
0.592129749369
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZU5
70000.00000000
PA
USD
60725.00000000
0.000283129294
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
N
Prologis LP
GL16H1DHB0QSHP25F723
PROLOGIS LP
74340XBP5
3600000.00000000
PA
USD
4140612.00000000
0.019305534065
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
Sirius XM Radio Inc
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO
82967NBA5
99400.00000000
PA
USD
105736.75000000
0.000492995825
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
5.00000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FM5
22325000.00000000
PA
USD
27685455.75000000
0.129082973508
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.75000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PAJ5
67332000.00000000
PA
USD
82751701.32000000
0.385828420732
Long
DBT
CORP
US
N
2
2038-07-24
Variable
3.88200000
N
N
N
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
EXPEDIA GRP INC
30212PBB0
185000.00000000
PA
USD
190087.50000000
0.000886279783
Long
DBT
CORP
US
Y
2
2027-08-01
Fixed
4.62500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FH1
11060000.00000000
PA
USD
15107849.40000000
0.070440094664
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
5.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GHU6
30699600.00000000
PA
USD
38477036.66000000
0.179398538666
Long
DBT
CORP
US
N
2
2040-04-23
Variable
4.07800000
N
N
N
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MEAG TXB-PLT VOGTLE
626207YM0
336900.00000000
PA
USD
517013.48000000
0.002410566686
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.65500000
N
N
N
N
N
N
Northwestern University
OBWWNZE695DUK77DTI34
NORTHWESTERN UNI
668444AS1
6700000.00000000
PA
USD
7481019.00000000
0.034880125727
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
2.64000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KL4
6715000.00000000
PA
USD
7373405.75000000
0.034378380753
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AC8
80000.00000000
PA
USD
88600.00000000
0.000413096015
Long
DBT
CORP
US
Y
2
2028-05-15
Fixed
4.87500000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CR0
32010000.00000000
PA
USD
43613945.10000000
0.203349288188
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
4.05000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAN1
11200000.00000000
PA
USD
15168608.00000000
0.070723380619
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.45000000
N
N
N
N
N
N
Lamb Weston Holdings Inc
5493005SMYID1D2OY946
LAMB WESTON HLD
513272AB0
210000.00000000
PA
USD
220237.50000000
0.001026853653
Long
DBT
CORP
US
Y
2
2026-11-01
Fixed
4.87500000
N
N
N
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
CARGILL INC
141781BF0
20000000.00000000
PA
USD
27423800.00000000
0.127863007958
Long
DBT
CORP
US
Y
2
2045-11-23
Fixed
4.76000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAL8
2422300.00000000
PA
USD
3082667.43000000
0.014372885236
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.65000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
TIME WARNER CABL
88732JAJ7
11975000.00000000
PA
USD
16583219.50000000
0.077318983033
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CT7
946800.00000000
PA
USD
1259480.70000000
0.005872307658
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.95000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FV0
1704300.00000000
PA
USD
1984930.04000000
0.009254703049
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-S1
072024NT5
1579300.00000000
PA
USD
2002583.99000000
0.009337014296
Long
DBT
MUN
US
N
2
2030-04-01
Fixed
6.79300000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QQ4
4890000.00000000
PA
USD
8011189.20000000
0.037352035401
Long
DBT
UST
US
N
2
2041-05-15
Fixed
4.37500000
N
N
N
N
N
N
University of Chicago/The
54930099Y7GU6182V326
UNIV OF CHICAGO
91412NBD1
11735000.00000000
PA
USD
12664881.40000000
0.059049797301
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
2.76100000
N
N
N
N
N
N
MGM Growth Properties Operating Partnership LP / MGP Finance Co-Issuer Inc
N/A
MGM GROWTH/MGM F
55303XAC9
112000.00000000
PA
USD
120960.00000000
0.000563973973
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
5.62500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CV8
44425500.00000000
PA
USD
60284514.99000000
0.281075540951
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
4.15000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687EB8
17218400.00000000
PA
USD
26485515.06000000
0.123488270148
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBD9
56080700.00000000
PA
USD
72923977.44000000
0.340006822824
Long
DBT
CORP
US
N
2
2042-08-13
Fixed
4.12500000
N
N
N
N
N
N
Partners Healthcare System Inc
5493007Z86EDN0QFYU66
PARTNERS HEALTH
70213HAE8
3825000.00000000
PA
USD
4159343.25000000
0.019392868204
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
3.19200000
N
N
N
N
N
N
Alibaba Group Holding Ltd
5493001NTNQJDH60PM02
ALIBABA GROUP
01609WAW2
25180000.00000000
PA
USD
35349950.20000000
0.164818550447
Long
DBT
CORP
KY
N
2
2057-12-06
Fixed
4.40000000
N
N
N
N
N
N
George Washington University/The
5493002S4P5IVD462L47
GEORGE WASHINGTO
372546AT8
2890500.00000000
PA
USD
3685849.98000000
0.017185213767
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.30000000
N
N
N
N
N
N
United Airlines 2019-2 Class AA Pass Through Trust
N/A
UNTD AIR 19-2 AA
90932JAA0
1943600.00000000
PA
USD
1758958.00000000
0.008201112200
Long
DBT
CORP
US
N
2
2033-11-01
Fixed
2.70000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810FT0
114585000.00000000
PA
USD
178573847.40000000
0.832597571135
Long
DBT
UST
US
N
2
2036-02-15
Fixed
4.50000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
NORTHROP GRUMMAN
666807BU5
700000.00000000
PA
USD
1066100.00000000
0.004970673385
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.25000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH PA
20281PKG6
17060000.00000000
PA
USD
20863868.20000000
0.097277435866
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
4.14400000
N
N
N
N
N
N
Mead Johnson Nutrition Co
E4BJRFT3MF4GJDY1SC50
MEAD JOHNSON NUT
582839AG1
3571400.00000000
PA
USD
4839032.72000000
0.022561908969
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.60000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PAR3
34886000.00000000
PA
USD
52022700.92000000
0.242554971293
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.80000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
SPRINT CORP
85207UAK1
60000.00000000
PA
USD
74550.00000000
0.000347588125
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
7.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (MET)
BVN47UXH1
-10000000.00000000
NC
USD
110298.00000000
0.000514262576
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
METLIFE INC
Y
Payout of notional amount upon default event with regard to reference instrument
2021-12-20
8899.70000000
USD
0.00000000
USD
-10000000.00000000
USD
101398.30000000
N
N
N
Mars Inc
54930073HKEO6GZBSS03
MARS INC
571676AN5
3500000.00000000
PA
USD
3600310.00000000
0.016786385044
Long
DBT
CORP
US
Y
2
2040-07-16
Fixed
2.37500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081ED1
15540500.00000000
PA
USD
21331201.11000000
0.099456367727
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.12500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PBW1
23917100.00000000
PA
USD
32096509.03000000
0.149649435510
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.37500000
N
N
N
N
N
N
Match Group Holdings II LLC
N/A
MATCH GROUP II
57665RAN6
90000.00000000
PA
USD
92700.00000000
0.000432212196
Long
DBT
CORP
US
Y
2
2028-06-01
Fixed
4.62500000
N
N
N
N
N
N
National Grid Electricity Transmission PLC
5XJXCCYG4SDKFJ5WLB02
NATL GRID ELECT
N/A
1550000.00000000
PA
2196454.54000000
0.010240932486
Long
DBT
CORP
GB
N
2
2040-04-17
Fixed
2.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBX2
11615000.00000000
PA
USD
13878415.05000000
0.064707877609
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAW2
32010000.00000000
PA
USD
41113964.10000000
0.191693168668
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
KENTUCKY UTIL
491674BL0
18000000.00000000
PA
USD
23475240.00000000
0.109452913124
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.37500000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718FJ3
8255000.00000000
PA
USD
10544689.35000000
0.049164437396
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
3.55000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBQ7
49655000.00000000
PA
USD
62580196.50000000
0.291779117523
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
United States Treasury Strip Principal
N/A
STRIP PRINC
912803FB4
45000000.00000000
PA
USD
31932450.00000000
0.148884513032
Long
DBT
UST
US
N
2
2048-02-15
None
0.00000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EM1
10637000.00000000
PA
USD
15491407.69000000
0.072228428764
Long
DBT
CORP
US
N
2
2036-06-15
Fixed
6.20000000
N
N
N
N
N
N
City of San Antonio TX Electric & Gas Systems Revenue
5493002G2FEH20Q4GQ04
SAN ANTONIO ELEC-TXBL
796253Z21
1325600.00000000
PA
USD
1719024.82000000
0.008014924417
Long
DBT
MUN
US
N
2
2042-02-01
Fixed
4.42700000
N
N
N
N
N
N
Anheuser-Busch InBev Finance Inc
5493000EYEKDT0FBSQ91
ANHEUSER-BUSCH
035242AB2
21400000.00000000
PA
USD
24547298.00000000
0.114451365585
Long
DBT
CORP
US
N
2
2043-01-17
Fixed
4.00000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
TENCENT HOLD
88032WAW6
4100000.00000000
PA
USD
4675763.00000000
0.021800666635
Long
DBT
CORP
KY
Y
2
2060-06-03
Fixed
3.29000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST -TXBL
13063DRE0
4500000.00000000
PA
USD
4950990.00000000
0.023083907911
Long
DBT
MUN
US
N
2
2029-10-01
Fixed
2.50000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAP6
75000.00000000
PA
USD
77625.00000000
0.000361925261
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
Post Holdings Inc
JM1I5YUAURL6DC8N1468
POST HOLDINGS IN
737446AM6
105000.00000000
PA
USD
111825.00000000
0.000521382188
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
5.75000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
BERRY GLOBAL INC
085770AA3
337000.00000000
PA
USD
356906.59000000
0.001664070995
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
4.87500000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280AM1
9720000.00000000
PA
USD
14333014.80000000
0.066827441326
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CZ3
7405000.00000000
PA
USD
7939937.20000000
0.037019824145
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SK5
100000000.00000000
PA
USD
129344000.00000000
0.603064232579
Long
DBT
UST
US
N
2
2049-11-15
Fixed
2.37500000
N
N
N
N
N
N
Procter & Gamble Co/The
2572IBTT8CCZW6AU4141
PROCTER & GAMBLE
742718FB0
20060000.00000000
PA
USD
26463753.80000000
0.123386808638
Long
DBT
CORP
US
N
2
2047-10-25
Fixed
3.50000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AZ0
195000.00000000
PA
USD
223275.00000000
0.001041015946
Long
DBT
CORP
US
Y
2
2029-02-01
Fixed
6.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBZ3
18875000.00000000
PA
USD
24473136.25000000
0.114105587668
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Sep20
N/A
-3337.00000000
NC
USD
-759793187.50000000
-3.54252300484
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CME Ultra Long Term US Treasury Bond Future
2020-09-21
-727059184.00000000
USD
-32734003.55000000
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153BC5
20000.00000000
PA
USD
20450.00000000
0.000095347782
Long
DBT
CORP
LR
Y
2
2023-06-15
Fixed
9.12500000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
FLORIDA PWR CORP
341099CH0
757500.00000000
PA
USD
1205182.50000000
0.005619143210
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
6.35000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBF1
1535000.00000000
PA
USD
1768642.35000000
0.008246265319
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141EC31
15000000.00000000
PA
USD
20671500.00000000
0.096380522357
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AS6
395800.00000000
PA
USD
521248.81000000
0.002430313842
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.15000000
N
N
N
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
AIR PROD & CHEM
009158BE5
1085000.00000000
PA
1301483.92000000
0.006068146967
Long
DBT
CORP
US
N
2
2032-05-05
Fixed
0.80000000
N
N
N
N
N
N
Tampa Electric Co
WS423EPRKJIIJUITXD73
TAMPA ELECTRIC
875127AW2
12220000.00000000
PA
USD
17323072.00000000
0.080768532916
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.15000000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VDU5
2845000.00000000
PA
USD
3994408.45000000
0.018623862463
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
N/A
N/A
EURO-BUND FUTURE Sep20
N/A
-50.00000000
NC
-10455514.60000000
-0.04874866161
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 10 Year Euro BUND Future
2020-09-08
-10022324.43000000
EUR
-94763.35000000
N
N
N
CDP Financial Inc
549300OXMGVYFCBFV096
CDP FINANCIAL
125094AC6
1500000.00000000
PA
USD
2279985.00000000
0.010630391856
Long
DBT
NUSS
CA
Y
2
2039-11-25
Fixed
5.60000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDL3
26467000.00000000
PA
USD
36064463.54000000
0.168149956922
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.25000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAP4
15000000.00000000
PA
USD
20012550.00000000
0.093308179024
Long
DBT
CORP
US
N
2
2049-03-04
Fixed
4.10000000
N
N
N
N
N
N
Cameron LNG LLC
549300C39FLHGVD73K22
CAMERON LNG
133434AD2
1300000.00000000
PA
USD
1474096.00000000
0.006872947898
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BK5
26905000.00000000
PA
USD
31451406.90000000
0.146641657639
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
PRUDENTIAL FIN
74432QAQ8
973000.00000000
PA
USD
1402453.01000000
0.006538913658
Long
DBT
CORP
US
N
2
2036-12-14
Fixed
5.70000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BM1
3500000.00000000
PA
USD
5109685.00000000
0.023823820689
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
CENOVUS ENERGY
15135UAG4
150000.00000000
PA
USD
150000.00000000
0.000699372486
Long
DBT
CORP
CA
N
2
2022-08-15
Fixed
3.00000000
N
N
N
N
N
N
Burlington Resources LLC
0FJ5X7MVCTSE8OEPQE56
BURLINGTON RES
20825VAB8
1420200.00000000
PA
USD
2022435.81000000
0.009429573074
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
5.95000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368CA9
20685000.00000000
PA
USD
24222755.55000000
0.112938191850
Long
DBT
CORP
US
N
2
2050-02-07
Fixed
2.87500000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EG6
890000.00000000
PA
USD
1193285.30000000
0.005563672715
Long
DBT
CORP
US
N
2
2044-04-15
Fixed
4.30000000
N
N
N
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
HOWMET AEROSPACE
443201AA6
125000.00000000
PA
USD
140625.00000000
0.000655661706
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTHWELL HEALTH
667274AD6
9789100.00000000
PA
USD
11078226.58000000
0.051652045791
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.80900000
N
N
N
N
N
N
Camden Property Trust
5493002MYX22OHYJBD89
CAMDEN PROP TRST
133131AY8
3297600.00000000
PA
USD
3840417.94000000
0.017905884291
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.35000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAA1
120000.00000000
PA
USD
129300.00000000
0.000602859083
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
8.25000000
N
N
N
N
N
N
Virgin Media Finance PLC
2138001LVYC87DDHT482
VIRGIN MEDIA FIN
92769VAJ8
90000.00000000
PA
USD
93600.00000000
0.000436408431
Long
DBT
CORP
GB
Y
2
2030-07-15
Fixed
5.00000000
N
N
N
N
N
N
Wisconsin Public Service Corp
549300BJRHJVYNUMQZ30
WISCONSIN PUBLIC
976843BM3
1943600.00000000
PA
USD
2286470.48000000
0.010660630298
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.30000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423BZ0
16430000.00000000
PA
USD
22774444.50000000
0.106185465849
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.37500000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
549300M8ZYFG0OCMTT87
GNR 2017-122 CZ
38380GHF4
3850.74380000
PA
USD
4313.56000000
0.000020111901
Long
ABS-MBS
USGA
US
N
2
2047-08-20
Fixed
3.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBF7
6410000.00000000
PA
USD
7525275.90000000
0.035086472782
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.05000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAZ7
20921800.00000000
PA
USD
25270186.91000000
0.117821823014
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
3.20000000
N
N
N
N
N
N
Commonwealth of Massachusetts
5493001N1YCXNI1O7K10
MASSACHUSETTS ST
57582RG34
5570000.00000000
PA
USD
5879970.50000000
0.027415263925
Long
DBT
MUN
US
N
2
2041-07-01
Fixed
2.51400000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VCM4
510000.00000000
PA
USD
789709.50000000
0.003682007310
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
5.01200000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QN1
70000000.00000000
PA
USD
119492100.00000000
0.557129913917
Long
DBT
UST
US
N
2
2041-02-15
Fixed
4.75000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FEDEX CORP
31428XCA2
11120000.00000000
PA
USD
14934271.20000000
0.069630789216
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.25000000
N
N
N
N
N
N
Barclays Capital Inc.
N/A
BZW TRIPARTY TREASURY
N/A
90200000.00000000
PA
USD
90200000.00000000
0.420555988516
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-08-03
89756400.00000000
USD
92004006.20000000
USD
UST
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BU6
10750000.00000000
PA
USD
12579757.50000000
0.058652908544
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BN9
2475000.00000000
PA
USD
3828255.75000000
0.017849178284
Long
DBT
CORP
US
N
2
2060-03-25
Fixed
4.95000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BP6
7631800.00000000
PA
USD
9593477.87000000
0.044729429810
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DB6
3695300.00000000
PA
USD
5874677.08000000
0.027390583443
Long
DBT
CORP
US
N
2
2041-04-15
Fixed
5.62500000
N
N
N
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AS2
2919600.00000000
PA
USD
3983765.00000000
0.018574237556
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
4.12500000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
N/A
1400000.00000000
PA
1706193.54000000
0.007955098789
Long
DBT
CORP
JP
N
2
2032-07-09
Fixed
1.37500000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825CAF1
1325600.00000000
PA
USD
1867677.61000000
0.008708015559
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.90000000
N
N
N
N
N
N
PPL Electric Utilities Corp
N/A
PPL ELECTRIC UTI
69351UAH6
10200000.00000000
PA
USD
15410160.00000000
0.071849612771
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.45000000
N
N
N
N
N
N
Northern States Power Co/WI
OOVRSRHKQSBLKRB7QM17
NORTHERN ST PR-W
665789BA0
12250000.00000000
PA
USD
15747865.00000000
0.073424156675
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.20000000
N
N
N
N
N
N
University of California
N/A
UNIV OF CA-AP-TXBL
91412GXE0
17840000.00000000
PA
USD
20942376.00000000
0.097643477168
Long
DBT
MUN
US
N
2
2045-05-15
Fixed
3.93100000
N
N
N
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VEA8
10000000.00000000
PA
USD
13078600.00000000
0.060978753341
Long
DBT
CORP
US
N
2
2033-08-10
Fixed
4.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FG3
5715000.00000000
PA
USD
7629353.55000000
0.035571733081
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
4.50000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448BZ0
2038300.00000000
PA
USD
2729874.81000000
0.012727995557
Long
DBT
CORP
US
N
2
2042-03-05
Fixed
4.00000000
N
N
N
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AB0
6315000.00000000
PA
USD
8329295.55000000
0.038835200927
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.27200000
N
N
N
N
N
N
DUKE UNIVERSITY
FY5ICUIRRDCHN4HHL592
DUKUNI 2.682 10/1/2044
26442TAF4
7600000.00000000
PA
USD
8294260.00000000
0.038671848262
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
2.68200000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CR1
30835000.00000000
PA
USD
41143757.20000000
0.191832078497
Long
DBT
CORP
US
N
2
2048-06-01
Fixed
4.12500000
N
N
N
N
N
N
T-Mobile USA Inc
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAY1
15940000.00000000
PA
USD
19959111.60000000
0.093059023379
Long
DBT
CORP
US
Y
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAW5
26228600.00000000
PA
USD
36245564.63000000
0.168994337719
Long
DBT
CORP
US
N
2
2049-03-07
Fixed
4.00000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EL0
1943600.00000000
PA
USD
2265226.93000000
0.010561582602
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBP0
3330000.00000000
PA
USD
3606656.40000000
0.016815975028
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.95600000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CS6
14765000.00000000
PA
USD
16182292.35000000
0.075449666914
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
2.60000000
N
N
N
N
N
N
Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd
N/A
MILEAGE PLUS HLD
599191AA1
222000.00000000
PA
USD
229770.00000000
0.001071298774
Long
DBT
CORP
US
Y
2
2027-06-20
Fixed
6.50000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FJ2
1065200.00000000
PA
USD
1322275.37000000
0.006165086755
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
3.85000000
N
N
N
N
N
N
State of Washington
549300X3TODFMUKLQ364
WA ST-BABS-D
93974CPM6
852100.00000000
PA
USD
1239745.85000000
0.005780294251
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
5.48100000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-F-2
072024ND0
10420000.00000000
PA
USD
18668472.00000000
0.087041437871
Long
DBT
MUN
US
N
2
2049-04-01
Fixed
6.26300000
N
N
N
N
N
N
Lamar Media Corp
N/A
LAMAR MEDIA CORP
513075BU4
40000.00000000
PA
USD
42000.00000000
0.000195824296
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
4.87500000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423CA4
21620000.00000000
PA
USD
30425177.40000000
0.141856879791
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
5.45000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS
404280CD9
1200000.00000000
PA
1686003.30000000
0.007860962133
Long
DBT
CORP
GB
N
2
2030-05-29
Variable
3.00000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818EG9
20655000.00000000
PA
USD
28136447.55000000
0.131185715218
Long
DBT
CORP
US
N
2
2065-11-15
Fixed
4.37500000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
1750000.00000000
PA
USD
2046625.00000000
0.009542354767
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
Vail Resorts Inc
529900PSZHRNU9HKH870
VAIL RESORTS
91879QAL3
220000.00000000
PA
USD
236500.00000000
0.001102677286
Long
DBT
CORP
US
Y
2
2025-05-15
Fixed
6.25000000
N
N
N
N
N
N
University of California
N/A
UNIV CA-AJ-TXBL
91412GTG0
2141500.00000000
PA
USD
2632010.58000000
0.012271705224
Long
DBT
MUN
US
N
2
2031-05-15
Fixed
4.60100000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20200817
N/A
1.00000000
NC
N/A
22071.03000000
0.000102905807
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
743501.30000000
USD
649731.47000000
EUR
2020-08-17
22071.03000000
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCZ2
13230000.00000000
PA
USD
16101571.50000000
0.075073307304
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AA8
774500.00000000
PA
USD
1232314.70000000
0.005745646638
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
6.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46647PBN5
16160000.00000000
PA
USD
18297644.80000000
0.085312462265
Long
DBT
CORP
US
N
2
2051-04-22
Variable
3.10900000
N
N
N
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DAVITA INC
23918KAS7
235000.00000000
PA
USD
250275.00000000
0.001166902993
Long
DBT
CORP
US
Y
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804GC2
2000000.00000000
PA
USD
2463260.00000000
0.011484908473
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.30000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GGM0
13370000.00000000
PA
USD
21067643.80000000
0.098227536186
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
1011778 BC ULC / New Red Finance Inc
N/A
1011778 BC ULC /
68245XAH2
140000.00000000
PA
USD
144900.00000000
0.000675593821
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
3.87500000
N
N
N
N
N
N
Lamar Media Corp
N/A
LAMAR MEDIA CORP
513075BQ3
80000.00000000
PA
USD
80500.00000000
0.000375329901
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
Intercontinental Exchange Inc
5493000F4ZO33MV32P92
INTERCONTINENT
45866FAH7
7225000.00000000
PA
USD
9831996.75000000
0.045841520091
Long
DBT
CORP
US
N
2
2048-09-21
Fixed
4.25000000
N
N
N
N
N
N
Kaiser Foundation Hospitals
DW4Z57L3G4IRMHYZYK62
KAISER FOUN HOSP
48305QAB9
9920000.00000000
PA
USD
13987398.40000000
0.065216010652
Long
DBT
CORP
US
N
2
2042-04-01
Fixed
4.87500000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BK2
30000.00000000
PA
USD
32625.00000000
0.000152113515
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
8.00000000
N
N
N
N
N
N
Georgetown University/The
549300GCL3B0KVXSX752
GEORGETOWN UNIV
37310PAC5
6995000.00000000
PA
USD
9153796.90000000
0.042679424655
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.31500000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
BERKSHIRE HATHWY
084670BK3
47747000.00000000
PA
USD
67183848.76000000
0.313243569041
Long
DBT
CORP
US
N
2
2043-02-11
Fixed
4.50000000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
PRES & FELLOWS
740816AM5
17450000.00000000
PA
USD
21236824.50000000
0.099016338365
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.15000000
N
N
N
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OH UNIV-TXB-C-BABS
677632MV0
12300000.00000000
PA
USD
18006585.00000000
0.083955400825
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91000000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AV9
15500000.00000000
PA
USD
19832715.00000000
0.092469701350
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.70000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
WACHOVIA BANK NA
92976GAJ0
500000.00000000
PA
USD
756805.00000000
0.003528590630
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.60000000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAX7
24165000.00000000
PA
USD
26931167.55000000
0.125566117415
Long
DBT
CORP
FR
N
2
2041-06-29
Fixed
2.98600000
N
N
N
N
N
N
Praxair Inc
ZU69GUVJQGZ6Z1UOOO79
PRAXAIR INC
74005PBD5
1849000.00000000
PA
USD
2243872.44000000
0.010462017650
Long
DBT
CORP
US
N
2
2042-11-07
Fixed
3.55000000
N
N
N
N
N
N
Wisconsin Electric Power Co
AENKIFMULUAWOUU8Q584
WISC ELEC POWER
976656BW7
520800.00000000
PA
USD
730645.94000000
0.003406624451
Long
DBT
CORP
US
N
2
2033-05-15
Fixed
5.62500000
N
N
N
N
N
N
NYU Langone Hospitals
N/A
NYU HOSPITALS
62952EAC1
1943600.00000000
PA
USD
2361687.80000000
0.011011329792
Long
DBT
CORP
US
N
2
2044-07-01
Fixed
4.78400000
N
N
N
N
N
N
SBA Communications Corp
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIO
78410GAC8
55000.00000000
PA
USD
56925.00000000
0.000265411858
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
3.87500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076CC4
4660000.00000000
PA
USD
5544561.20000000
0.025851423684
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
3.30000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDI
98919VAA3
30000.00000000
PA
USD
30000.00000000
0.000139874497
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
4.00000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525BJ1
15805000.00000000
PA
USD
18722603.00000000
0.087293822752
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Global Markets Inc.
N/A
CITI TREAS TRI-PARTY
N/A
55100000.00000000
PA
USD
55100000.00000000
0.256902826687
Long
RA
CORP
US
N
2
Repurchase
Y
0.07000000
2020-08-03
56213900.00000000
USD
56202057.47000000
USD
UST
N
N
N
District of Columbia Water & Sewer Authority
549300OT2FIJQJ5PSH71
DC WTR & SWR-A-TXBL
254845JZ4
1943600.00000000
PA
USD
3045835.00000000
0.014201154648
Long
DBT
MUN
US
N
2
2114-10-01
Fixed
4.81400000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810SL3
25000000.00000000
PA
USD
30023500.00000000
0.139984065645
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NYS DORM-F-BABS-UNREF
64990FMT8
15918600.00000000
PA
USD
21705488.66000000
0.101201477157
Long
DBT
MUN
US
N
2
2039-03-15
Fixed
5.62800000
N
N
N
N
N
N
University of California
N/A
UNIV OF CALIFORNIA-AQ
91412GC86
14875000.00000000
PA
USD
22363521.25000000
0.104269543081
Long
DBT
MUN
US
N
2
2115-05-15
Fixed
4.76700000
N
N
N
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P GLOBAL INC
78409VAQ7
2000000.00000000
PA
USD
2412280.00000000
0.011247215077
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.25000000
N
N
N
N
N
N
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
N/A
ARDAGH PKG FIN
03969AAN0
35000.00000000
PA
USD
36312.50000000
0.000169306422
Long
DBT
CORP
N/A
Y
2
2026-08-15
Fixed
4.12500000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAK6
1230900.00000000
PA
USD
1557186.97000000
0.007260358153
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRAZIL)
BVN3TXLR4
315000.00000000
NC
USD
19431.56000000
0.000090599322
N/A
DCR
N/A
N
2
GOLDMAN SACHS BANK USA
KD3XUN7C6T14HNAYLU02
N/A
BRAZIL REP OF
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
0.00000000
USD
45487.84000000
USD
315000.00000000
USD
-26056.28000000
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
NYS DORM AUTH-BABS
649902T37
189400.00000000
PA
USD
275569.42000000
0.001284837803
Long
DBT
MUN
US
N
2
2040-03-15
Fixed
5.60000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAT1
6300000.00000000
PA
USD
8536122.00000000
0.039799525784
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
4.55000000
N
N
N
N
N
N
Berkshire Hathaway Finance Corp
549300RLHFT5RU20WM87
BERKSHIRE HATH
084664CR0
67922300.00000000
PA
USD
93336786.99000000
0.435181205293
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.25000000
N
N
N
N
N
N
Tennessee Valley Authority
549300HE1ISW43LNKM54
TENN VALLEY AUTH
880591ES7
10000000.00000000
PA
USD
15801500.00000000
0.073674228963
Long
DBT
USGA
US
N
2
2065-09-15
Fixed
4.25000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513EAZ4
1000000.00000000
PA
USD
1217700.00000000
0.005677505844
Long
DBT
CORP
US
Y
2
2044-12-15
Fixed
4.20000000
N
N
N
N
N
N
Zayo Group Holdings Inc
529900Z6OTS7RT0V0I47
ZAYO GROUP HOLDI
98919VAB1
50000.00000000
PA
USD
51562.50000000
0.000240409292
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
6.12500000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DE7
13575000.00000000
PA
USD
17395276.50000000
0.081105185188
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.15000000
N
N
N
N
N
N
N/A
N/A
EUR/USD FWD 20200817
N/A
1.00000000
NC
N/A
4098.83000000
0.000019110726
N/A
DFE
N/A
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
2037703.95000000
USD
1732851.97000000
EUR
2020-08-17
4098.83000000
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
GEORGIA POWER
373334JS1
33945000.00000000
PA
USD
43143755.55000000
0.201157037290
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
4.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851BJ7
2685000.00000000
PA
USD
3270813.30000000
0.015250112202
Long
DBT
CORP
US
N
2
2048-02-01
Fixed
4.00000000
N
N
N
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
ARCHER-DANIELS
039483BQ4
28749000.00000000
PA
USD
42303291.03000000
0.197238385549
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.50000000
N
N
N
N
N
N
Mayo Clinic
5493001OHMD58DCY4635
MAYO CLINIC
578454AB6
11795000.00000000
PA
USD
14184784.95000000
0.066136322134
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
3.77400000
N
N
N
N
N
N
Tenet Healthcare Corp
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE
88033GDA5
155000.00000000
PA
USD
164687.50000000
0.000767852709
Long
DBT
CORP
US
Y
2
2027-11-01
Fixed
5.12500000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDQ2
2890500.00000000
PA
USD
4082600.01000000
0.019035054134
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.45000000
N
N
N
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAE9
160000.00000000
PA
USD
158200.00000000
0.000737604849
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
3.00000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142DW0
64145000.00000000
PA
USD
84823423.65000000
0.395487791379
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
3.62500000
N
N
N
N
N
N
University of Texas System/The
TEHUYFNKZR6XVWLGEU86
UNIV TX REVS-C-BABS
9151375R0
8915000.00000000
PA
USD
12499364.90000000
0.058278079394
Long
DBT
MUN
US
N
2
2046-08-15
Fixed
4.79400000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WAZ1
321900.00000000
PA
USD
358941.03000000
0.001673556537
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.12000000
N
N
N
N
N
N
Sacramento Municipal Utility District
E3GSVR6ZOU1MX2V7HF33
SACRAMENTO MUD-W
786005PN2
856900.00000000
PA
USD
1190242.67000000
0.005549486503
Long
DBT
MUN
US
N
2
2036-05-15
Fixed
6.15600000
N
N
N
N
N
N
Illinois State Toll Highway Authority
549300ISBFGI8MJJKM98
IL TWY TXB-A-SR PRIOR
452252FH7
10330000.00000000
PA
USD
14979739.60000000
0.069842784869
Long
DBT
MUN
US
N
2
2034-01-01
Fixed
6.18400000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CX4
4955000.00000000
PA
USD
6087663.45000000
0.028383628824
Long
DBT
CORP
US
N
2
2051-03-15
Fixed
3.30000000
N
N
N
N
N
N
N/A
N/A
EURO-SCHATZ FUT Sep20
N/A
-20.00000000
NC
-2642620.71000000
-0.01232117477
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 2 Year Euro SCHATZ Future
2020-09-08
-2551016.95000000
EUR
-4384.15000000
N
N
N
Trustees of the University of Pennsylvania/The
549300FG60YK9HZ7DS75
UNI OF PENNSYLVA
91481CAC4
20230000.00000000
PA
USD
24648434.30000000
0.114922911889
Long
DBT
CORP
US
N
2
2119-02-15
Fixed
3.61000000
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764CA6
19305000.00000000
PA
USD
22341676.50000000
0.104167692301
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
3.07800000
N
N
N
N
N
N
GEORGETOWN UNIVERSITY
549300GCL3B0KVXSX752
GEORGETOWN UNIVERSITY
37310PAD3
15535000.00000000
PA
USD
17000105.85000000
0.079262708654
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
2.94300000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DQ0
29025000.00000000
PA
USD
33528519.00000000
0.156326157999
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
WESCO Distribution Inc
549300I2CEZJG9N4AH67
WESCO DISTRIBUT
95081QAP9
260000.00000000
PA
USD
284050.00000000
0.001324378365
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
7.25000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY/NJ- 159
73358WAJ3
13763300.00000000
PA
USD
18792960.35000000
0.087621862717
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.04000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCY5
3000000.00000000
PA
USD
3536760.00000000
0.016490084234
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
Gartner Inc
PP55B5R38BFB8O8HH686
GARTNER GROUP
366651AC1
145000.00000000
PA
USD
152612.50000000
0.000711553223
Long
DBT
CORP
US
Y
2
2028-07-01
Fixed
4.50000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AU3
10120000.00000000
PA
USD
12172740.80000000
0.056755200001
Long
DBT
CORP
US
N
2
2042-08-21
Fixed
3.87500000
N
N
N
N
N
N
DCP Midstream Operating LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OP
23311VAJ6
56000.00000000
PA
USD
58100.00000000
0.000270890276
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.62500000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AM5
10695000.00000000
PA
USD
12989505.30000000
0.060563350795
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.37500000
N
N
N
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC/CDW FIN
12513GBC2
45000.00000000
PA
USD
46687.50000000
0.000217679686
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
5.00000000
N
N
N
N
N
N
Virgin Media Secured Finance PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SEC
92769XAR6
56000.00000000
PA
USD
59500.00000000
0.000277417752
Long
DBT
CORP
GB
Y
2
2030-08-15
Fixed
4.50000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212BAM5
35000.00000000
PA
USD
35700.00000000
0.000166450651
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBJ3
81361400.00000000
PA
USD
101363286.60000000
0.472604625225
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
Kroger Co/The
6CPEOKI6OYJ13Q6O7870
KROGER CO
501044DN8
2000000.00000000
PA
USD
2474000.00000000
0.011534983543
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810QZ4
10130000.00000000
PA
USD
14257975.00000000
0.066477569516
Long
DBT
UST
US
N
2
2043-02-15
Fixed
3.12500000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
RABOBANK
21685WCJ4
1375000.00000000
PA
USD
2089972.50000000
0.009744461759
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
CenterPoint Energy Houston Electric LLC
549300S8SEQBOJLKHW63
CENTERPOINT HOUS
15189XAU2
3400000.00000000
PA
USD
3918466.00000000
0.018269782063
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.90000000
N
N
N
N
N
N
Qatar Government International Bond
N/A
QATAR STATE OF
74727PBE0
16720000.00000000
PA
USD
22746055.20000000
0.106053101213
Long
DBT
NUSS
QA
Y
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EK5
24916000.00000000
PA
USD
34589637.00000000
0.161273602893
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.20000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397A60
145000.00000000
PA
USD
154236.50000000
0.000719125096
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
5.12500000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NYC MUN WTR FIN -BABS
64972FT30
12710900.00000000
PA
USD
20744697.24000000
0.096721803262
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.72400000
N
N
N
N
N
N
Rio Tinto Finance USA PLC
2138006TSNBEUA761G16
RIO TINTO FINANC
76720AAG1
44894800.00000000
PA
USD
60042305.52000000
0.279946243356
Long
DBT
CORP
GB
N
2
2042-08-21
Fixed
4.12500000
N
N
N
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CY9
2475000.00000000
PA
USD
2712996.00000000
0.012649298388
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FY5
29319000.00000000
PA
USD
37591942.23000000
0.175271800718
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.80000000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CJ5
35943600.00000000
PA
USD
56261438.77000000
0.262318015490
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.35000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CF6
17293600.00000000
PA
USD
20670694.21000000
0.096376765374
Long
DBT
CORP
US
N
2
2049-09-19
Fixed
3.25000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807DJ3
1750000.00000000
PA
USD
1910632.50000000
0.008908292014
Long
DBT
CORP
US
N
2
2050-07-15
Fixed
3.80000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FV0
5085000.00000000
PA
USD
6675333.75000000
0.031123631750
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.12500000
N
N
N
N
N
N
Massachusetts Institute of Technology
DLZO3A31IADZ27B62557
MASS INSTIT TECH
575718AA9
1041500.00000000
PA
USD
1945480.34000000
0.009070769484
Long
DBT
CORP
US
N
2
2111-07-01
Fixed
5.60000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BZ4
2450000.00000000
PA
USD
2901951.50000000
0.013530300240
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
3.12500000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
2910000.00000000
PA
USD
3151044.90000000
0.014691694044
Long
DBT
NUSS
BM
N
2
2027-01-25
Fixed
3.71700000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAU5
43085000.00000000
PA
USD
59820937.40000000
0.278914118206
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828ZH6
15000000.00000000
PA
USD
15051600.00000000
0.070177832779
Long
DBT
UST
US
N
2
2023-04-15
Fixed
0.25000000
N
N
N
N
N
N
Equinor ASA
OW6OFBNCKXC4US5C7523
EQUINOR ASA
29446MAG7
19225000.00000000
PA
USD
23233028.00000000
0.108323603733
Long
DBT
CORP
NO
N
2
2040-04-06
Fixed
3.62500000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FB8
946800.00000000
PA
USD
1496635.16000000
0.006978036354
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
5.96000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAB8
50000.00000000
PA
USD
53500.00000000
0.000249442853
Long
DBT
CORP
US
Y
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312AN6
2700000.00000000
PA
USD
3795687.00000000
0.017697327033
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
4.87500000
N
N
N
N
N
N
N/A
N/A
US 2YR NOTE (CBT) Sep20
N/A
-193.00000000
NC
USD
-42649984.38000000
-0.19885483748
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
CBOT 2 Year US Treasury Note Future
2020-09-30
-42600601.28000000
USD
-49383.10000000
N
N
N
CCO Holdings LLC / CCO Holdings Capital Corp
N/A
CCO HOLDINGS LLC
1248EPCK7
50000.00000000
PA
USD
52125.00000000
0.000243031939
Long
DBT
CORP
US
Y
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
CBS CORP
124857AK9
2596000.00000000
PA
USD
3037787.28000000
0.014163632288
Long
DBT
CORP
US
N
2
2044-08-15
Fixed
4.90000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122DK1
2000000.00000000
PA
USD
2786100.00000000
0.012990144563
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.35000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GG2
32884100.00000000
PA
USD
39015669.29000000
0.181909904278
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
UNITED RENTAL NA
911365BH6
104200.00000000
PA
USD
107195.75000000
0.000499798388
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.62500000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Sep20
N/A
2777.00000000
NC
USD
388996953.10000000
1.813691775396
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 10 Year US Treasury Note
2020-09-21
385704254.00000000
USD
3292699.11000000
N
N
N
Verizon Communications Inc
2S72QS2UO2OESLG6Y829
VERIZON COMM INC
92343VCZ5
47540000.00000000
PA
USD
69074193.80000000
0.322057271114
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67200000
N
N
N
N
N
N
Royal Caribbean Cruises Ltd
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN
780153AZ5
35000.00000000
PA
USD
38543.75000000
0.000179709588
Long
DBT
CORP
LR
Y
2
2025-06-01
Fixed
11.50000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAH1
24840000.00000000
PA
USD
35159032.80000000
0.163928401269
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CJ3
5595000.00000000
PA
USD
6561088.65000000
0.030590965886
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BZ6
33369300.00000000
PA
USD
44468930.26000000
0.207335642170
Long
DBT
CORP
US
N
2
2037-02-06
Fixed
4.10000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582CE0
5000000.00000000
PA
USD
5612900.00000000
0.026170052194
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.12500000
N
N
N
N
N
N
Total Capital International SA
549300U37G2I8G4RUG09
TOTAL CAP INTL
89153VAV1
30205000.00000000
PA
USD
34297777.50000000
0.159912812864
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EM8
795000.00000000
PA
USD
886401.15000000
0.004132830508
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.90000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAZ4
7265000.00000000
PA
USD
9502547.35000000
0.044305467784
Long
DBT
CORP
US
N
2
2046-08-01
Fixed
3.90000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALT GAS & ELEC
059165EC0
1164600.00000000
PA
USD
1749368.95000000
0.008156403415
Long
DBT
CORP
US
N
2
2036-10-01
Fixed
6.35000000
N
N
N
N
N
N
Aramark Services Inc
42YMHYH0XMHJEXDUB065
ARAMARK SERV INC
038522AN8
125000.00000000
PA
USD
124687.50000000
0.000581353379
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.75000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDZ2
9840000.00000000
PA
USD
11143898.40000000
0.051958239551
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.90000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
VALEANT PHARMA
91911KAN2
50000.00000000
PA
USD
51750.00000000
0.000241283507
Long
DBT
CORP
CA
Y
2
2025-11-01
Fixed
5.50000000
N
N
N
N
N
N
Dana Inc
KVWHW7YLZPFJM8QYNJ51
DANA INC
235825AF3
36000.00000000
PA
USD
37710.00000000
0.000175822243
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAP9
1642700.00000000
PA
USD
2073350.23000000
0.009666960704
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
3.75000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
67091GAC7
160000.00000000
PA
USD
165000.00000000
0.000769309735
Long
DBT
CORP
NL
Y
2
2024-11-01
Fixed
5.25000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FF9
9000000.00000000
PA
USD
11988000.00000000
0.055893849116
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.12500000
N
N
N
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
VIACOMCBS INC
92556HAD9
3000000.00000000
PA
USD
3459150.00000000
0.016128228909
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
United Parcel Service Inc
D01LMJZU09ULLNCY6Z23
UNITED PARCEL
911312AR7
5820000.00000000
PA
USD
6994650.60000000
0.032612441212
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.62500000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
144141DB1
2250000.00000000
PA
USD
2926642.50000000
0.013645421614
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.10000000
N
N
N
N
N
N
Permanent University Fund - University of Texas System
549300GZUEUTLKVGLF98
UNIV TX
9151153X5
11500000.00000000
PA
USD
17235395.00000000
0.080359740373
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.26200000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBD2
16290000.00000000
PA
USD
22288466.70000000
0.103919602500
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGT1
31792200.00000000
PA
USD
39876002.69000000
0.185921194338
Long
DBT
CORP
US
N
2
2046-06-14
Fixed
4.40000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDV1
30185000.00000000
PA
USD
40297276.85000000
0.187885378050
Long
DBT
CORP
US
N
2
2059-08-15
Fixed
3.87500000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AL7
9055000.00000000
PA
USD
10623326.00000000
0.049531079459
Long
DBT
CORP
US
N
2
2040-03-27
Fixed
3.25000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAR7
13270000.00000000
PA
USD
20816914.40000000
0.097058514560
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
5.95000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MD0
43012400.00000000
PA
USD
60390699.97000000
0.281570626641
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FE9
1943600.00000000
PA
USD
3033201.60000000
0.014142251632
Long
DBT
CORP
US
N
2
2037-11-30
Fixed
6.35000000
N
N
N
N
N
N
YALE UNIVERSITY
9SFB6DIM0FRWV0EV8S84
YALUNI 2.402 4/15/2050
98459LAC7
19845000.00000000
PA
USD
21767385.15000000
0.101490068505
Long
DBT
MUN
US
N
2
2050-04-15
Fixed
2.40200000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FB9
7535000.00000000
PA
USD
11530584.45000000
0.053761156779
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
6.00000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
TENCENT HOLD
88032WAV8
12130000.00000000
PA
USD
13542295.90000000
0.063140727705
Long
DBT
CORP
KY
Y
2
2050-06-03
Fixed
3.24000000
N
N
N
N
N
N
N/A
N/A
USD/GBP FWD 20200817
N/A
1.00000000
NC
N/A
-357345.22000000
-0.00166611610
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
7391126.69000000
GBP
9318377.76000000
USD
2020-08-17
-357345.22000000
N
N
N
Oklahoma Gas and Electric Co
549300VJ8YXGPO8EV472
OKLAHOMA GAS & E
678858BP5
473400.00000000
PA
USD
580407.34000000
0.002706139496
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.55000000
N
N
N
N
N
N
Chicago O'Hare International Airport
N/A
CHICAGO O'HARE ARPT-C
167593H62
11525000.00000000
PA
USD
15518412.50000000
0.072354338238
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
4.47200000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EC3
38245000.00000000
PA
USD
53326150.85000000
0.248632284750
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
County of Sonoma CA
N/A
SONOMA PENSION OBLIG
835574CB8
453400.00000000
PA
USD
557092.58000000
0.002597434819
Long
DBT
MUN
US
N
2
2029-12-01
Fixed
6.00000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CN4
185000.00000000
PA
USD
192168.75000000
0.000895983576
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
President and Fellows of Harvard College
6S3X7J22E861RNTJSA74
HARVARD PRES&FEL
740816AG8
3709500.00000000
PA
USD
6258965.16000000
0.029182320176
Long
DBT
CORP
US
Y
2
2039-01-15
Fixed
6.50000000
N
N
N
N
N
N
Dominion Energy South Carolina Inc
3QRVFYR22IUIEOORTK28
SOUTH CAROL E&G
837004CB4
11775000.00000000
PA
USD
17688640.50000000
0.082472989922
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.05000000
N
N
N
N
N
N
Consumers Energy Co
7NKTFWJ1G6MELP9TU740
CONSUMERS ENERGY
210518DF0
31227000.00000000
PA
USD
37370599.98000000
0.174239796186
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
3.10000000
N
N
N
N
N
N
Dignity Health
TFVG45LTYVO3XKPZWP18
DIGNITY HEALTH
254010AE1
757500.00000000
PA
USD
953684.93000000
0.004446540005
Long
DBT
CORP
US
N
2
2064-11-01
Fixed
5.26700000
N
N
N
N
N
N
National Retail Properties Inc
5493008JKH5SOTI0JS97
NATIONAL RETAIL
637417AP1
2400000.00000000
PA
USD
2222976.00000000
0.010364588349
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.10000000
N
N
N
N
N
N
Dolya Holdco 18 DAC
N/A
DOLYA HOLDCO18
92770QAA5
120000.00000000
PA
USD
124941.60000000
0.000582538116
Long
DBT
CORP
IE
Y
2
2028-07-15
Fixed
5.00000000
N
N
N
N
N
N
TransDigm Inc
88Q84GB3X55CF5OC7582
TRANSDIGM INC
893647BL0
160000.00000000
PA
USD
151800.00000000
0.000707764956
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.50000000
N
N
N
N
N
N
NIKE Inc
787RXPR0UX0O0XUXPZ81
NIKE INC
654106AE3
23710000.00000000
PA
USD
30304936.50000000
0.141296258610
Long
DBT
CORP
US
N
2
2045-11-01
Fixed
3.87500000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142CS0
1839500.00000000
PA
USD
2882643.66000000
0.013440277760
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
5.62500000
N
N
N
N
N
N
Clark Equipment Co
549300X1FKNY520VPF71
CLARK EQUIP CO
181396AE2
90000.00000000
PA
USD
94275.00000000
0.000439555607
Long
DBT
CORP
US
Y
2
2025-06-01
Fixed
5.87500000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAJ8
1100000.00000000
PA
USD
1521179.00000000
0.007092471597
Long
DBT
CORP
US
N
2
2043-08-01
Fixed
4.60000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
KRAFT HEINZ FOOD
50077LBA3
145000.00000000
PA
USD
156339.00000000
0.000728927967
Long
DBT
CORP
US
Y
2
2027-05-15
Fixed
3.87500000
N
N
N
N
N
N
Novelis Corp
549300G5F3W3B52WYL23
NOVELIS CORP
670001AE6
55000.00000000
PA
USD
57337.50000000
0.000267335132
Long
DBT
CORP
US
Y
2
2030-01-30
Fixed
4.75000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833BH2
47165500.00000000
PA
USD
65976044.71000000
0.307612202898
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.37500000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
GILEAD SCIENCES
375558BD4
25040000.00000000
PA
USD
36317765.60000000
0.169330973532
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AK9
12300000.00000000
PA
USD
17562555.00000000
0.081885118391
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.80000000
N
N
N
N
N
N
Otis Worldwide Corp
549300ZLBKR8VSU25153
OTIS WORLDWIDE
68902VAB3
2915000.00000000
PA
USD
3401017.95000000
0.015857189200
Long
DBT
CORP
US
Y
2
2050-02-15
Fixed
3.36200000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
DOLLAR GENERAL
256677AH8
1250000.00000000
PA
USD
1584112.50000000
0.007385897986
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.12500000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFR0
1000000.00000000
PA
USD
1279040.00000000
0.005963502567
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
46625HJB7
11247000.00000000
PA
USD
17222306.16000000
0.080298713876
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FT5
7660000.00000000
PA
USD
8357979.20000000
0.038968937965
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
3.90000000
N
N
N
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX ENERGY INC
98212BAL7
100000.00000000
PA
USD
93000.00000000
0.000433610941
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
CAROLINA P & L
144141DD7
23186000.00000000
PA
USD
30075256.18000000
0.140225377967
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
4.10000000
N
N
N
N
N
N
N/A
N/A
US ULTRA BOND CBT Sep20
N/A
1240.00000000
NC
USD
282332500.00000000
1.316370550196
N/A
DIR
N/A
N
1
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CME Ultra Long Term US Treasury Bond Future
2020-09-21
270736471.60000000
USD
11596028.45000000
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAW3
2475000.00000000
PA
USD
3087117.00000000
0.014393631281
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
TRIVIUM PACK FIN
89686QAA4
50000.00000000
PA
USD
52875.00000000
0.000246528801
Long
DBT
CORP
NL
Y
2
2026-08-15
Fixed
5.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081CY7
34632300.00000000
PA
USD
61016571.43000000
0.284488741836
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
7.20000000
N
N
N
N
N
N
N/A
N/A
SCDS: (BRAZIL)
BVN3U06C4
315000.00000000
NC
USD
19431.56000000
0.000090599322
N/A
DCR
N/A
N
2
BANK OF AMERICA, N.A.
B4TYDEB6GKMZO031MB27
N/A
BRAZIL REP OF
Y
Payout of notional amount upon default event with regard to reference instrument
2025-12-20
0.00000000
USD
48764.42000000
USD
315000.00000000
USD
-29332.86000000
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
404280AF6
15263300.00000000
PA
USD
21464015.63000000
0.100075613201
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
7.62500000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JF8
17765000.00000000
PA
USD
22028955.30000000
0.102709634946
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
3.70000000
N
N
N
N
N
N
New York State Urban Development Corp
54930039Y2EMGXN6LM88
NEW YORK ST URBAN DEV
6500355Z7
8405000.00000000
PA
USD
9393596.10000000
0.043797484407
Long
DBT
MUN
US
N
2
2030-03-15
Fixed
3.37000000
N
N
N
N
N
N
University of North Carolina at Chapel Hill
N/A
UNIV OF NC CHAPEL HIL
914713P22
6730000.00000000
PA
USD
8011257.40000000
0.037352353382
Long
DBT
MUN
US
N
2
2036-12-01
Fixed
3.32700000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
INVESCO FIN PLC
46132FAC4
3893200.00000000
PA
USD
4835081.88000000
0.022543488243
Long
DBT
CORP
GB
N
2
2043-11-30
Fixed
5.37500000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAJ3
12270000.00000000
PA
USD
15511120.50000000
0.072320339410
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PCA8
1041500.00000000
PA
USD
1340775.03000000
0.006251341109
Long
DBT
CORP
US
N
2
2042-10-15
Fixed
3.95000000
N
N
N
N
N
N
Occidental Petroleum Corp
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETE
674599DC6
145000.00000000
PA
USD
145543.75000000
0.000678595295
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
5.55000000
N
N
N
N
N
N
Discovery Communications LLC
L2Z2MO2EQURH3BREWI15
DISCOVERY COMMUN
25470DBH1
12440000.00000000
PA
USD
14929119.60000000
0.069606769967
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CX3
590000.00000000
PA
USD
746527.00000000
0.003480669627
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CS9
14075000.00000000
PA
USD
19596622.50000000
0.091368924025
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.30000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
KIMBERLY-CLARK
494368BC6
4800000.00000000
PA
USD
7820544.00000000
0.036463155350
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
6.62500000
N
N
N
N
N
N
N/A
N/A
USD/AUD FWD 20200817
N/A
1.00000000
NC
N/A
-3212.74000000
-0.00001497934
N/A
DFE
N/A
N
2
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
198461.00000000
AUD
138586.00000000
USD
2020-08-17
-3212.74000000
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CN6
19700000.00000000
PA
USD
25085389.00000000
0.116960205855
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.10000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BU9
18830000.00000000
PA
USD
20812610.70000000
0.097038448631
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.70000000
N
N
N
N
N
N
Ohio State University/The
JFC10ZULKO4X2E3HBY86
OHIO ST UNIV-A-TXBL
677632PA3
17634800.00000000
PA
USD
28073367.16000000
0.130891603957
Long
DBT
MUN
US
N
2
2111-06-01
Fixed
4.80000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
TEXAS INSTRUMENT
882508BF0
5055500.00000000
PA
USD
6594394.20000000
0.030746252455
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.87500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAV7
3000000.00000000
PA
USD
3843060.00000000
0.017918202851
Long
DBT
CORP
US
N
2
2034-07-08
Fixed
4.30000000
N
N
N
N
N
N
Rutgers The State University of New Jersey
549300BOYDHNW8J60112
RUTGERS UNIV-P-TXBL
783186TP4
48580000.00000000
PA
USD
64340323.60000000
0.299985680632
Long
DBT
MUN
US
N
2
2119-05-01
Fixed
3.91500000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
LENNAR CORP
526057CT9
142000.00000000
PA
USD
159040.00000000
0.000741521334
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
5.25000000
N
N
N
N
N
N
Churchill Downs Inc
529900FODTBQC8MIS994
CHURCHILL DOWNS
171484AE8
243000.00000000
PA
USD
246341.25000000
0.001148561950
Long
DBT
CORP
US
Y
2
2028-01-15
Fixed
4.75000000
N
N
N
N
N
N
Lamar Media Corp
N/A
LAMAR MEDIA CORP
513075BL4
55000.00000000
PA
USD
57612.50000000
0.000268617315
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.75000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
ACE INA HOLDINGS
00440EAQ0
1500000.00000000
PA
USD
1996410.00000000
0.009308228171
Long
DBT
CORP
US
N
2
2043-03-13
Fixed
4.15000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCC3
85688000.00000000
PA
USD
109552964.90000000
0.510788863064
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.96900000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160BV5
26329100.00000000
PA
USD
34509814.66000000
0.160901432570
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.70000000
N
N
N
N
N
N
Airbus Finance BV
529900M7QSB704RUUT95
AIRBUS FINANCE
N/A
540000.00000000
PA
642723.40000000
0.002996687082
Long
DBT
CORP
NL
N
2
2031-05-13
Fixed
1.37500000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076AV4
18479600.00000000
PA
USD
29128839.09000000
0.135812724144
Long
DBT
CORP
US
N
2
2041-04-01
Fixed
5.95000000
N
N
N
N
N
N
International Business Machines Corp
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200KC4
89470000.00000000
PA
USD
116735087.80000000
0.544275390734
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
MCDONALD'S CORP
58013MFH2
10000000.00000000
PA
USD
13195800.00000000
0.061525196377
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142EP4
7018200.00000000
PA
USD
8436999.31000000
0.039337367903
Long
DBT
CORP
US
N
2
2049-09-24
Fixed
2.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HLDGS PLC
N/A
400000.00000000
PA
677574.10000000
0.003159177887
Long
DBT
CORP
GB
N
2
2040-03-29
Fixed
6.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RDJ8
3685000.00000000
PA
USD
4503070.00000000
0.020995488416
Long
DBT
CORP
US
N
2
2048-03-09
Fixed
4.50000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
WALMART INC
931142CV3
1943600.00000000
PA
USD
2818006.20000000
0.013138906686
Long
DBT
CORP
US
N
2
2040-07-08
Fixed
4.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBE0
1000000.00000000
PA
USD
1374950.00000000
0.006410681334
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.65000000
N
N
N
N
N
N
Centene Corp
549300Z7JJ4TQSQGT333
CENTENE CORP
15135BAR2
150000.00000000
PA
USD
159750.00000000
0.000744831698
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
Western Digital Corp
549300QQXOOYEF89IC56
WESTERN DIGITAL
958102AM7
214200.00000000
PA
USD
232942.50000000
0.001086090502
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.75000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAH7
20875000.00000000
PA
USD
25206771.25000000
0.117526148562
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKE1
31415000.00000000
PA
USD
32525520.25000000
0.151649693134
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BFP0
55167000.00000000
PA
USD
78082820.13000000
0.364059840420
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.37500000
N
N
N
N
N
N
Northwell Healthcare Inc
54930073NUTKK4QD3P47
NORTHWELL HEALTH
667274AA2
1943600.00000000
PA
USD
2137240.87000000
0.009964849742
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.97900000
N
N
N
N
N
N
Northern States Power Co/MN
3S1GHB0TEH85KX44SB51
NORTHERN ST PR-M
665772CQ0
9675000.00000000
PA
USD
12334851.00000000
0.057511036092
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.60000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA POWER &
341081FU6
2890500.00000000
PA
USD
4003284.69000000
0.018665247783
Long
DBT
CORP
US
N
2
2049-03-01
Fixed
3.99000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH
460599AD5
20000.00000000
PA
USD
21300.00000000
0.000099310893
Long
DBT
CORP
GB
Y
2
2027-01-15
Fixed
6.25000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAL3
954400.00000000
PA
USD
1196474.02000000
0.005578540068
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
Indonesia Government International Bond
N/A
INDONESIA (REP)
455780CU8
3700000.00000000
PA
USD
4610718.00000000
0.021497395413
Long
DBT
NUSS
ID
N
2
2070-04-15
Fixed
4.45000000
N
N
N
N
N
N
N/A
N/A
SCDS: (COLOM)
N/A
555000.00000000
NC
USD
6622.72000000
0.000030878321
N/A
DCR
N/A
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
N/A
COLOMBIA REP OF
Y
Payout of notional amount upon default event with regard to reference instrument
2025-06-20
0.00000000
USD
55415.21000000
USD
555000.00000000
USD
-48792.49000000
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
PFIZER INC
717081EZ2
3195000.00000000
PA
USD
3529963.80000000
0.016458397065
Long
DBT
CORP
US
N
2
2040-05-28
Fixed
2.55000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JA9
20732700.00000000
PA
USD
26023892.37000000
0.121335962092
Long
DBT
CORP
US
N
2
2042-10-01
Fixed
3.80000000
N
N
N
N
N
N
Philip Morris International Inc
HL3H1H2BGXWVG3BSWR90
PHILIP MORRIS IN
718172AC3
5801900.00000000
PA
USD
9121050.95000000
0.042526747212
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.37500000
N
N
N
N
N
N
Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp
N/A
LADDER CAP FINAN
505742AM8
90000.00000000
PA
USD
75825.00000000
0.000353532791
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.25000000
N
N
N
N
N
N
Vanguard Cmt Funds-Vanguard Market Liquidity Fund
1I6HV0TLSTR3A4XQ6L78
Vanguard Market Liquidity Fund
N/A
5013673.74900000
NS
USD
501367374.90000000
2.337616984044
Long
STIV
CORP
US
N
1
N
N
N
Western Midstream Operating LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTRM
958667AC1
180000.00000000
PA
USD
181800.00000000
0.000847639453
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH NY & NJ-182
73358WRQ9
5000000.00000000
PA
USD
5590300.00000000
0.026064680073
Long
DBT
MUN
US
N
2
2046-08-01
Fixed
5.31000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
UNION PAC CORP
907818ER5
15550000.00000000
PA
USD
20204892.50000000
0.094204972707
Long
DBT
CORP
US
N
2
2067-09-15
Fixed
4.10000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582BQ4
30177000.00000000
PA
USD
37706161.50000000
0.175804346150
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
American Municipal Power Inc
EARKGGZJJEMVD66XQ486
AMERN MUN PWR-E-RMKT
02765UEQ3
43315900.00000000
PA
USD
63518002.60000000
0.296151622749
Long
DBT
MUN
US
N
2
2050-02-15
Fixed
6.27000000
N
N
N
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
MERCK & CO INC
58933YAJ4
2385000.00000000
PA
USD
3243671.55000000
0.015123564247
Long
DBT
CORP
US
N
2
2043-05-18
Fixed
4.15000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CB0
15992000.00000000
PA
USD
23894286.88000000
0.111406712180
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
5.79500000
N
N
N
N
N
N
Summit Materials LLC / Summit Materials Finance Corp
N/A
SUMMIT MATERIALS
86614RAN7
20000.00000000
PA
USD
20700.00000000
0.000096513403
Long
DBT
CORP
US
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Duke Energy Progress LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROG
26442UAC8
27000000.00000000
PA
USD
34155810.00000000
0.159250891775
Long
DBT
CORP
US
N
2
2046-10-15
Fixed
3.70000000
N
N
N
N
N
N
Vistra Operations Co LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATION
92840VAF9
280000.00000000
PA
USD
298200.00000000
0.001390352503
Long
DBT
CORP
US
Y
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
RBC Capital Markets LLC
N/A
RBC TRIPARTY MTGE
N/A
53300000.00000000
PA
USD
53300000.00000000
0.248510356850
Long
RA
CORP
US
N
2
Repurchase
Y
0.08000000
2020-08-03
95468757.00000000
USD
54366000.10000000
USD
AMBS
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CRED
345397YQ0
55000.00000000
PA
USD
55414.70000000
0.000258370110
Long
DBT
CORP
US
N
2
2022-08-03
Fixed
2.97900000
N
N
N
N
N
N
Bowdoin College
549300SIUVRUY51G1940
BOWDOIN COLLEGE
102291AA9
2500000.00000000
PA
USD
2992775.00000000
0.013953763287
Long
DBT
CORP
US
N
2
2112-07-01
Fixed
4.69300000
N
N
N
N
N
N
United Rentals North America Inc
NGIZXNT70J2LYT3FBI09
UNITED RENTAL NA
911365BK9
228700.00000000
PA
USD
253857.00000000
0.001183604008
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
6.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2J1
19390000.00000000
PA
USD
20495811.70000000
0.095561378602
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.57200000
N
N
N
N
N
N
MEG Energy Corp
5493002WXPTG5ZC1T326
MEG ENERGY CORP
552704AD0
93000.00000000
PA
USD
91372.50000000
0.000426022750
Long
DBT
CORP
CA
Y
2
2025-01-15
Fixed
6.50000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAQ2
14295000.00000000
PA
USD
15304655.85000000
0.071357701440
Long
DBT
CORP
US
N
2
2050-04-27
Fixed
2.55000000
N
N
N
N
N
N
Sinopec Group Overseas Development 2012 Ltd
N/A
SINOPEC GRP OVER
N/A
1569000.00000000
PA
USD
2151118.61000000
0.010029554472
Long
DBT
CORP
VG
N
2
2042-05-17
Fixed
4.87500000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAL0
2235000.00000000
PA
USD
2570920.50000000
0.011986873750
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE
059438AK7
7080000.00000000
PA
USD
9810048.00000000
0.045739184412
Long
DBT
CORP
US
N
2
2027-04-29
Fixed
8.00000000
N
N
N
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
MASTERCARD INC
57636QAQ7
6150000.00000000
PA
USD
8231529.00000000
0.038379366026
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
Children's Health System of Texas
N/A
CHILD HEALTH TX
16876HAB5
2500000.00000000
PA
USD
2545475.00000000
0.011868234532
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.51100000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAH7
3103500.00000000
PA
USD
4422984.06000000
0.020622089063
Long
DBT
CORP
US
N
2
2040-09-30
Fixed
5.25000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA TOLL-S1
072024NV0
1325600.00000000
PA
USD
2472058.42000000
0.011525930958
Long
DBT
MUN
US
N
2
2050-04-01
Fixed
7.04300000
N
N
N
N
N
N
Fomento Economico Mexicano SAB de CV
549300A8MDWDJNMLV153
FEMSA
344419AC0
4050000.00000000
PA
USD
4495824.00000000
0.020961704063
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FW9
8725000.00000000
PA
USD
11550504.00000000
0.053854031347
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
4.00000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CK6
1000000.00000000
PA
USD
1194920.00000000
0.005571294476
Long
DBT
CORP
CA
N
2
2046-08-02
Fixed
3.20000000
N
N
N
N
N
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA GROUP
00131LAE5
6550000.00000000
PA
USD
8114074.50000000
0.037831736388
Long
DBT
CORP
HK
Y
2
2046-03-16
Fixed
4.50000000
N
N
N
N
N
N
ConocoPhillips Co
6VJJ5GQWIRDQ06DUXG89
CONOCOPHIL CO
20826FAC0
2000000.00000000
PA
USD
2661880.00000000
0.012410970894
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.30000000
N
N
N
N
N
N
State of Israel
213800T8ZHTFZIBYPE21
STATE OF ISRAEL
46513JXN6
6160000.00000000
PA
USD
7087141.60000000
0.033043678950
Long
DBT
NUSS
IL
N
2
2050-01-15
Fixed
3.37500000
N
N
N
N
N
N
Petronas Capital Ltd
549300G7YFX3540OYR85
PETRONAS CAP LTD
BH7872303
4460000.00000000
PA
USD
5104674.71000000
0.023800460296
Long
DBT
CORP
MY
N
2
2030-04-21
Fixed
3.50000000
N
N
N
N
N
N
Canadian National Railway Co
3SU7BEP7TH9YEQOZCS77
CANADIAN NATL RR
136375CP5
28169300.00000000
PA
USD
35945998.65000000
0.167597616357
Long
DBT
CORP
CA
N
2
2048-02-03
Fixed
3.65000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBG5
1183500.00000000
PA
USD
1618684.79000000
0.007547090709
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
-3301.97000000
-0.00001539537
N/A
DFE
N/A
N
2
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
89361.93000000
EUR
101992.33000000
USD
2020-08-17
-3301.97000000
N
N
N
Progressive Corp/The
529900TACNVLY9DCR586
PROGRESSIVE CORP
743315AX1
15525000.00000000
PA
USD
21166164.00000000
0.098686884968
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.95000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BB4
4784100.00000000
PA
USD
6424472.21000000
0.029953994024
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAK8
2500000.00000000
PA
USD
2832425.00000000
0.013206134099
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AJ2
1648000.00000000
PA
USD
2273992.80000000
0.010602453324
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
Potomac Electric Power Co
549300BXF2DWUNN57U06
POTOMAC ELEC PWR
737679DB3
1159900.00000000
PA
USD
1805233.56000000
0.008416871223
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
6.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
APPLE INC
037833DW7
9930000.00000000
PA
USD
10994595.30000000
0.051262116349
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EU3
9600000.00000000
PA
USD
15186624.00000000
0.070807379917
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
6.75000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076BS0
24950000.00000000
PA
USD
32259352.00000000
0.150408688129
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.90000000
N
N
N
N
N
N
Monongahela Power Co
N/A
MONONGAHELA PWR
610202BP7
15640000.00000000
PA
USD
23409482.80000000
0.109146321281
Long
DBT
CORP
US
Y
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123CB5
26112000.00000000
PA
USD
33339279.36000000
0.155443831348
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80300000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918CC6
248789000.00000000
PA
USD
273988837.80000000
1.277468365004
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.52500000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FS0
2000000.00000000
PA
USD
2766840.00000000
0.012900345135
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGQ7
19485000.00000000
PA
USD
25680840.30000000
0.119736487564
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
CATERPILLAR INC
149123BN0
5138100.00000000
PA
USD
7659108.77000000
0.035710466296
Long
DBT
CORP
US
N
2
2036-08-15
Fixed
6.05000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING AUTH-A
20281PKT8
19285000.00000000
PA
USD
23175170.20000000
0.108053842710
Long
DBT
MUN
US
N
2
2038-06-01
Fixed
3.86400000
N
N
N
N
N
N
Chevron Corp
N/A
CHEVRON CORP
166764BZ2
14790000.00000000
PA
USD
16827322.50000000
0.078457109180
Long
DBT
CORP
US
N
2
2040-05-11
Fixed
2.97800000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
NOVARTIS CAPITAL
66989HAS7
19960000.00000000
PA
USD
22717673.60000000
0.105920772479
Long
DBT
CORP
US
N
2
2050-08-14
Fixed
2.75000000
N
N
N
N
N
N
Wachovia Corp
N/A
WACHOVIA CORP
929903AM4
2322400.00000000
PA
USD
3139350.65000000
0.014637169799
Long
DBT
CORP
US
N
2
2035-08-01
Fixed
5.50000000
N
N
N
N
N
N
Takeda Pharmaceutical Co Ltd
549300ZLMVP4X0OGR454
TAKEDA PHARM
874060AY2
10840000.00000000
PA
USD
11779286.00000000
0.054920723589
Long
DBT
CORP
JP
N
2
2040-07-09
Fixed
3.02500000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
693627AY7
5613500.00000000
PA
USD
7746798.41000000
0.036119317773
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
6.12000000
N
N
N
N
N
N
Phoenix Group Holdings PLC
2138001P49OLAEU33T68
PHOENIX GRP
BJ0861465
300000.00000000
PA
445770.18000000
0.002078395994
Long
DBT
CORP
GB
N
2
2031-04-28
Fixed
5.62500000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FW8
21775400.00000000
PA
USD
25049113.64000000
0.116791072597
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
3.90000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BN8
37742000.00000000
PA
USD
52593477.00000000
0.245216205202
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AV1
3335000.00000000
PA
USD
3355543.60000000
0.015645165806
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FT5
1000000.00000000
PA
USD
1387150.00000000
0.006467563630
Long
DBT
CORP
US
N
2
2048-12-01
Fixed
4.65000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
METLIFE INC
59156RBR8
9700000.00000000
PA
USD
13413742.00000000
0.062541347300
Long
DBT
CORP
US
N
2
2046-05-13
Fixed
4.60000000
N
N
N
N
N
N
Simon Property Group LP
MR92GTD0MJTTTTQDVG45
SIMON PROP GP LP
828807CT2
714900.00000000
PA
USD
821484.44000000
0.003830157435
Long
DBT
CORP
US
N
2
2044-10-01
Fixed
4.25000000
N
N
N
N
N
N
University of California
N/A
REGENTS UNIV
91412F7Y7
473400.00000000
PA
USD
691902.50000000
0.003225983812
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
5.77000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKD3
20910000.00000000
PA
USD
21513671.70000000
0.100307133796
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
3.10000000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400GE7
3837300.00000000
PA
USD
4305105.24000000
0.020072481040
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
3.60000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810FG8
27875000.00000000
PA
USD
39033641.25000000
0.181993698240
Long
DBT
UST
US
N
2
2029-02-15
Fixed
5.25000000
N
N
N
N
N
N
NSTAR Electric Co
54930080R72Y2Z31UR68
NSTAR ELECTRIC
67021CAJ6
2630000.00000000
PA
USD
3549237.60000000
0.016548260835
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.40000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912810RJ9
55000000.00000000
PA
USD
76673300.00000000
0.357487976433
Long
DBT
UST
US
N
2
2044-11-15
Fixed
3.00000000
N
N
N
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES
247361ZX9
330000.00000000
PA
USD
352687.50000000
0.001644399558
Long
DBT
CORP
US
Y
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GVS0
864000.00000000
PA
USD
1194177.60000000
0.005567833049
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
4.75000000
N
N
N
N
N
N
WPP Finance SA
549300KWN0W6L03WNN80
WPP FINANCE
N/A
500000.00000000
PA
699875.19000000
0.003263156345
Long
DBT
CORP
FR
N
2
2032-05-19
Fixed
3.75000000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
-781095.35000000
-0.00364184398
N/A
DFE
N/A
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
18924467.64000000
EUR
21517422.50000000
USD
2020-08-17
-781095.35000000
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAH8
12072600.00000000
PA
USD
18760820.40000000
0.087472010739
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LU3
69980000.00000000
PA
USD
84692595.20000000
0.394877805923
Long
DBT
CORP
US
N
2
2039-01-24
Variable
3.87800000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BC2
3000000.00000000
PA
USD
3723780.00000000
0.017362061850
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
3.60000000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
-13152.22000000
-0.00006132200
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
488723.55000000
EUR
562706.03000000
USD
2020-08-17
-13152.22000000
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XAE5
47155000.00000000
PA
USD
76222756.65000000
0.355387325613
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.50000000
N
N
N
N
N
N
Prologis Euro Finance LLC
549300MI5D1784PRQH06
PROLOGIS EURO
N/A
500000.00000000
PA
589010.93000000
0.002746253591
Long
DBT
CORP
US
N
2
2049-09-10
Fixed
1.50000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017BP3
7535000.00000000
PA
USD
11413565.90000000
0.053215559751
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
6.12500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JAF1
1420200.00000000
PA
USD
2418344.96000000
0.011275492851
Long
DBT
CORP
US
N
2
2038-09-01
Fixed
7.50000000
N
N
N
N
N
N
New York State Thruway Authority
N/A
NY ST THRUWAY AUTH-M
650009S61
10945000.00000000
PA
USD
11354014.65000000
0.052937903046
Long
DBT
MUN
US
N
2
2042-01-01
Fixed
3.50000000
N
N
N
N
N
N
N/A
N/A
USD/JPY FWD 20200817
N/A
1.00000000
NC
N/A
-51.63000000
-0.00000024072
N/A
DFE
N/A
N
2
STATE STREET BANK AND TRUST COMPANY
571474TGEMMWANRLN572
446604.00000000
JPY
4168.00000000
USD
2020-08-17
-51.63000000
N
N
N
Municipal Electric Authority of Georgia
JA0WNILDDF2KUPS83B16
MEAG TXB-PLT VOGTLE
626207YF5
933100.00000000
PA
USD
1418778.55000000
0.006615031214
Long
DBT
MUN
US
N
2
2057-04-01
Fixed
6.63700000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JG6
11060000.00000000
PA
USD
14999461.40000000
0.069934737431
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.35000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JB7
15204900.00000000
PA
USD
20834970.37000000
0.097142700217
Long
DBT
CORP
US
N
2
2043-08-15
Fixed
4.60000000
N
N
N
N
N
N
Clarios Global LP / Clarios US Finance Co
N/A
PANTHER BF AGG 2
69867DAC2
185000.00000000
PA
USD
194018.75000000
0.000904609170
Long
DBT
CORP
N/A
Y
2
2027-05-15
Fixed
8.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RJZ6
12300000.00000000
PA
USD
13304295.00000000
0.062031052497
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBB6
11910000.00000000
PA
USD
16086360.60000000
0.075002386737
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.12500000
N
N
N
N
N
N
RICE UNIVERSITY
549300QPVG49ONTSJJ20
RICE UNIVERSITY
96926GAF0
3775000.00000000
PA
USD
3998857.50000000
0.018644606084
Long
DBT
MUN
US
N
2
2050-05-15
Fixed
2.59800000
N
N
N
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
CONOCOPHILLIPS
20825CAQ7
34531800.00000000
PA
USD
53451082.58000000
0.249214776848
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.50000000
N
N
N
N
N
N
Baltimore Gas and Electric Co
88V8C2WYSOD1SPSSLH72
BALTIMORE GAS
059165EK2
26475000.00000000
PA
USD
35796053.25000000
0.166898498442
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.25000000
N
N
N
N
N
N
CNOOC Finance 2014 ULC
N/A
CNOOC FIN 2014
12591DAD3
200000.00000000
PA
USD
276910.00000000
0.001291088234
Long
DBT
CORP
CA
N
2
2044-04-30
Fixed
4.87500000
N
N
N
N
N
N
Mueller Water Products Inc
549300F7ZU4P1F8V8L60
MUELLER WATER
624758AE8
210400.00000000
PA
USD
219342.00000000
0.001022678399
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
5.50000000
N
N
N
N
N
N
Nationwide Mutual Insurance Co
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTL
638671AK3
24046000.00000000
PA
USD
40311676.24000000
0.187952514965
Long
DBT
CORP
US
Y
2
2039-08-15
Fixed
9.37500000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T INC
00206RKB7
8255000.00000000
PA
USD
9195409.60000000
0.042873443172
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
AMAZON.COM INC
023135BT2
18520000.00000000
PA
USD
20254398.00000000
0.094435791271
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
95000U2Q5
4140000.00000000
PA
USD
4512600.00000000
0.021039921882
Long
DBT
CORP
US
N
2
2041-04-30
Variable
3.06800000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYER SQB
110122AX6
3605000.00000000
PA
USD
5239398.85000000
0.024428609341
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.50000000
N
N
N
N
N
N
Chicago Transit Authority
549300CB8XLRGIPN3E12
CHICAGO TRANSIT SER A
167725AC4
43340000.00000000
PA
USD
62339822.60000000
0.290658378242
Long
DBT
MUN
US
N
2
2040-12-01
Fixed
6.89900000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAW1
12335000.00000000
PA
USD
16548636.00000000
0.077157738044
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AV5
60300200.00000000
PA
USD
80775735.91000000
0.376615515119
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
4.30000000
N
N
N
N
N
N
Nevada Power Co
MJZFGXRJ52U8U4MKJ519
NEVADA POWER CO
641423BP2
5830000.00000000
PA
USD
8840087.30000000
0.041216758902
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.65000000
N
N
N
N
N
N
Encompass Health Corp
549300FVRPM9DRQZRG64
ENCOMPASS HLTH
29261AAA8
184200.00000000
PA
USD
192489.00000000
0.000897476736
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
Applied Materials Inc
41BNNE1AFPNAZELZ6K07
APPLIED MATERIAL
038222AK1
94700.00000000
PA
USD
135532.75000000
0.000631919175
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.10000000
N
N
N
N
N
N
Koninklijke KPN NV
549300YO0JZHAL7FVP81
KPN NV
N/A
1280000.00000000
PA
2139568.41000000
0.009975701858
Long
DBT
CORP
NL
N
2
2029-09-17
Fixed
5.75000000
N
N
N
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS
110122CQ9
47137300.00000000
PA
USD
62666683.49000000
0.292182361664
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.12500000
N
N
N
N
N
N
Allstate Corp/The
OBT0W1ED8G0NWVOLOJ77
ALLSTATE CORP
020002BC4
14385000.00000000
PA
USD
19036965.15000000
0.088759531008
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NJ TPK-TXB-A-BABS
646139X83
42406600.00000000
PA
USD
72840544.62000000
0.339617818699
Long
DBT
MUN
US
N
2
2041-01-01
Fixed
7.10200000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
DOW CHEMICAL CO
260543DA8
450000.00000000
PA
499588.89000000
0.002329324828
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
1.12500000
N
N
N
N
N
N
Graphic Packaging International LLC
SO75N4VY5NXGQSK8YQ65
GRAPHIC PACKAGIN
38869AAB3
80000.00000000
PA
USD
81200.00000000
0.000378593639
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
3.50000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111ED1
691200.00000000
PA
USD
883478.02000000
0.004119201463
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
5.10000000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
26442CAH7
8910000.00000000
PA
USD
13076494.20000000
0.060968935084
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
5.30000000
N
N
N
N
N
N
Commonwealth Financing Authority
N/A
CMWLTH FING TXB-SER C
20281PBE1
2417100.00000000
PA
USD
2741305.62000000
0.012781291517
Long
DBT
MUN
US
N
2
2026-06-01
Fixed
5.19700000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH
071734AH0
55000.00000000
PA
USD
55275.00000000
0.000257718761
Long
DBT
CORP
CA
Y
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAJ0
24790000.00000000
PA
USD
33086717.20000000
0.154266264509
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.40000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWESTERN PUB
845743BT9
1420200.00000000
PA
USD
1803611.39000000
0.008409307882
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
3.75000000
N
N
N
N
N
N
Colt Merger Sub Inc
N/A
COLT MERGER SUB
28470RAK8
121000.00000000
PA
USD
122512.50000000
0.000571212478
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
8.12500000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC
68233DAP2
1230900.00000000
PA
USD
1899869.53000000
0.008858109847
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
7.25000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
90000.00000000
PA
USD
94500.00000000
0.000440604666
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.50000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAJ1
35820000.00000000
PA
USD
47117628.00000000
0.219685150998
Long
DBT
CORP
US
N
2
2047-09-15
Fixed
3.65000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GEN5
19230000.00000000
PA
USD
29783424.00000000
0.138864715318
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCN9
95850500.00000000
PA
USD
147816807.10000000
0.689193386133
Long
DBT
CORP
US
N
2
2058-10-15
Fixed
4.95000000
N
N
N
N
N
N
Burlington Coat Factory Warehouse Corp
549300SIFDMGE3Y2SW49
BURLINGTON
121579AH9
70000.00000000
PA
USD
74375.00000000
0.000346772191
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
6.25000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AD4
2121300.00000000
PA
USD
3311306.87000000
0.015438912793
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
City of Hope
549300QIQJNNQEIXBL15
CITY OF HOPE/THE
17858PAB7
1670600.00000000
PA
USD
2133874.09000000
0.009949152187
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.37800000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FY4
16725000.00000000
PA
USD
21571068.75000000
0.100574746579
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.95000000
N
N
N
N
N
N
Hungary Government International Bond
N/A
HUNGARY
BJ8146422
2430000.00000000
PA
3006220.55000000
0.014016452939
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
Reynolds Group Issuer Inc / Reynolds Group Issuer LLC / Reynolds Group Issuer Lu
N/A
REYNOLDS GROUP
761735AT6
20000.00000000
PA
USD
20250.00000000
0.000094415285
Long
DBT
CORP
US
Y
2
2023-07-15
Fixed
5.12500000
N
N
N
N
N
N
Silgan Holdings Inc
KAF673KJXD92C8KSLU49
SILGAN HOLDINGS
827048AW9
170000.00000000
PA
USD
174250.00000000
0.000812437705
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.12500000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
ENTERGY LA LLC
29364WBA5
650500.00000000
PA
USD
827032.69000000
0.003856026058
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
N/A
N/A
LONG GILT FUTURE Sep20
N/A
-68.00000000
NC
-12332643.93000000
-0.05750074566
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Long Gilt Future
2020-09-28
-11742677.54000000
GBP
-164328.40000000
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DP0
40155000.00000000
PA
USD
49561308.75000000
0.231078771546
Long
DBT
CORP
US
N
2
2046-10-06
Fixed
3.45000000
N
N
N
N
N
N
Bermuda Government International Bond
N/A
BERMUDA-GOVT OF
N/A
632000.00000000
PA
USD
692882.65000000
0.003230553744
Long
DBT
NUSS
BM
N
2
2024-02-06
Fixed
4.85400000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CQ3
3264500.00000000
PA
USD
3876593.75000000
0.018074553399
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
BERKSHIRE HATHAW
084659AF8
43625000.00000000
PA
USD
59801150.00000000
0.278821859785
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAA9
15000000.00000000
PA
USD
22633950.00000000
0.105530412597
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AR7
55000.00000000
PA
USD
57612.50000000
0.000268617315
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
5.00000000
N
N
N
N
N
N
New York State Dormitory Authority
549300C8XO7EXTX2XU71
DASNY-F-UNREFUNDED
64990FXE9
7295000.00000000
PA
USD
8373565.75000000
0.039041609993
Long
DBT
MUN
US
N
2
2043-02-15
Fixed
3.19000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBY0
35040000.00000000
PA
USD
43942612.80000000
0.204881695832
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FD0
47015900.00000000
PA
USD
61869163.13000000
0.288463936350
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
Travelers Cos Inc/The
549300Y650407RU8B149
TRAVELERS COS
89417EAM1
4221700.00000000
PA
USD
5520294.92000000
0.025738282560
Long
DBT
CORP
US
N
2
2047-05-30
Fixed
4.00000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JD3
15891200.00000000
PA
USD
22169018.56000000
0.103362677549
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
4.70000000
N
N
N
N
N
N
DH Europe Finance II Sarl
222100KDGL314CKTZ511
DH EUROPE
23291KAJ4
2500000.00000000
PA
USD
2895650.00000000
0.013500919602
Long
DBT
CORP
LU
N
2
2039-11-15
Fixed
3.25000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MM0
10000000.00000000
PA
USD
14351300.00000000
0.066912695764
Long
DBT
CORP
US
N
2
2041-03-26
Variable
5.31600000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597EH4
17480000.00000000
PA
USD
23132332.80000000
0.107854114050
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.15000000
N
N
N
N
N
N
Shell International Finance BV
213800ITMMKU4Z7I4F78
SHELL INTL FIN
822582AN2
13990000.00000000
PA
USD
20747309.90000000
0.096733984745
Long
DBT
CORP
NL
N
2
2040-03-25
Fixed
5.50000000
N
N
N
N
N
N
City of Hope
549300QIQJNNQEIXBL15
CITY OF HOPE/THE
17858PAA9
1943600.00000000
PA
USD
2824206.29000000
0.013167814501
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.62300000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS HEALTH CORP
126650DK3
6700000.00000000
PA
USD
8164084.00000000
0.038064904844
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
4.12500000
N
N
N
N
N
N
Zurich Finance Ireland Designated Activity Co
549300E0FVHYR37EGX65
ZURICH FINANCE
N/A
970000.00000000
PA
1302310.21000000
0.006071999531
Long
DBT
CORP
IE
N
2
2039-06-17
Fixed
1.62500000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FS2
5285000.00000000
PA
USD
7202820.80000000
0.033583031282
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.30000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCG4
23810300.00000000
PA
USD
31358403.20000000
0.146208029446
Long
DBT
CORP
US
N
2
2052-11-01
Fixed
4.04900000
N
N
N
N
N
N
Southern California Edison Co
9R1Z5I36FERIBVKW4P77
SOUTHERN CAL ED
842400FZ1
20738600.00000000
PA
USD
26490658.10000000
0.123512249486
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
4.65000000
N
N
N
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
UNITED TECH CORP
913017CJ6
22160000.00000000
PA
USD
27249487.20000000
0.127050277449
Long
DBT
CORP
US
N
2
2046-11-01
Fixed
3.75000000
N
N
N
N
N
N
Vale Overseas Ltd
254900BA3U6G5DNV5V04
VALE OVERSEAS
91911TAP8
180900.00000000
PA
USD
216853.88000000
0.001011077581
Long
DBT
CORP
KY
N
2
2026-08-10
Fixed
6.25000000
N
N
N
N
N
N
ACE Capital Trust II
N/A
ACE CAP TRUST II
00440FAA2
3745000.00000000
PA
USD
5430250.00000000
0.025318449630
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BG4
56122100.00000000
PA
USD
70155992.33000000
0.327101138632
Long
DBT
CORP
US
N
2
2047-12-08
Fixed
3.73400000
N
N
N
N
N
N
PPL Electric Utilities Corp
N/A
PPL ELECTRIC UTI
69351UAN3
1183500.00000000
PA
USD
1647218.97000000
0.007680130845
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.20000000
N
N
N
N
N
N
EOG Resources Inc
XWTZDRYZPBUHIQBKDB46
EOG RESOURCES IN
26875PAT8
4165000.00000000
PA
USD
5722335.15000000
0.026680291747
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.95000000
N
N
N
N
N
N
NVIDIA Corp
549300S4KLFTLO7GSQ80
NVIDIA CORP
67066GAG9
20705000.00000000
PA
USD
24748065.35000000
0.115387439990
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NBU4
20295000.00000000
PA
USD
24040239.30000000
0.112087212893
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Alabama Power Co
0RL818ELFOHP5JHOFU19
ALABAMA POWER CO
010392FT0
6943600.00000000
PA
USD
8457651.98000000
0.039433660631
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.45000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAY8
6677800.00000000
PA
USD
7461907.28000000
0.034791017653
Long
DBT
CORP
US
N
2
2039-08-16
Fixed
2.99500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NCK5
25340000.00000000
PA
USD
33133317.00000000
0.154483535296
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
CommScope Inc
549300Z6K4JXMFE8QY54
COMMSCOPE FINANC
20338QAD5
65000.00000000
PA
USD
69143.75000000
0.000322381575
Long
DBT
CORP
US
Y
2
2026-03-01
Fixed
6.00000000
N
N
N
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
ELI LILLY & CO
532457BT4
18329600.00000000
PA
USD
25090289.66000000
0.116983055101
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
3.95000000
N
N
N
N
N
N
Southwestern Public Service Co
OL6FE7QD5EQ3DOYEO258
SOUTHWN PUB SERV
845743BN2
23975200.00000000
PA
USD
30978116.17000000
0.144434947541
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.50000000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AC4
33074000.00000000
PA
USD
39705006.26000000
0.185123926349
Long
DBT
CORP
US
Y
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189TAR5
1658000.00000000
PA
USD
2548511.80000000
0.011882393562
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.95000000
N
N
N
N
N
N
Calpine Corp
43R4VPJBXTU2O15HEF41
CALPINE CORP
131347CM6
210000.00000000
PA
USD
218400.00000000
0.001018286340
Long
DBT
CORP
US
Y
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
Appalachian Power Co
3SCHO1ABYYIG382BEI70
APPALACHIAN PWR
037735CK1
32970000.00000000
PA
USD
47101931.10000000
0.219611964465
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.70000000
N
N
N
N
N
N
Mitsubishi UFJ Financial Group Inc
353800V2V8PUY9TK3E06
MITSUB UFJ FIN
606822BE3
2150000.00000000
PA
USD
2670407.50000000
0.012450730220
Long
DBT
CORP
JP
N
2
2039-03-07
Fixed
4.15300000
N
N
N
N
N
N
Banque Ouest Africaine de Developpement
529900LIZJABE4JJS826
BOAD
06675QAC7
670000.00000000
PA
USD
688438.40000000
0.003209832503
Long
DBT
CORP
N/A
Y
2
2031-10-22
Fixed
4.70000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
TARGET CORP
87612EBA3
473400.00000000
PA
USD
633702.71000000
0.002954628266
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
Carrier Global Corp
549300JE3W6CWY2NAN77
CARRIER GLOBAL
14448CAK0
6000000.00000000
PA
USD
6286860.00000000
0.029312379400
Long
DBT
CORP
US
Y
2
2031-02-15
Fixed
2.70000000
N
N
N
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
QORVO INC
74736KAG6
215000.00000000
PA
USD
230050.00000000
0.001072604270
Long
DBT
CORP
US
Y
2
2029-10-15
Fixed
4.37500000
N
N
N
N
N
N
Southern California Gas Co
XY0N0J73VHV5F4CUJV89
SOUTHERN CAL GAS
842434CJ9
1869800.00000000
PA
USD
2588139.76000000
0.012067158261
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.12500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBD6
1375000.00000000
PA
USD
1567733.75000000
0.007309532338
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Petrobras Global Finance BV
549300FNENFFSMO3GT38
PETROBRAS GLOB
71647NBG3
2215000.00000000
PA
USD
2370050.00000000
0.011050318410
Long
DBT
CORP
NL
N
2
2050-06-03
Fixed
6.75000000
N
N
N
N
N
N
JAB Holdings BV
529900RRNKUM3INJGF98
JAB HOLDINGS
N/A
800000.00000000
PA
956907.45000000
0.004461564950
Long
DBT
CORP
NL
N
2
2039-12-19
Fixed
2.25000000
N
N
N
N
N
N
Colt Merger Sub Inc
N/A
COLT MERGER SUB
12770RAA1
18000.00000000
PA
USD
18742.50000000
0.000087386592
Long
DBT
CORP
US
Y
2
2025-07-01
Fixed
5.75000000
N
N
N
N
N
N
California State University
N/A
CALIFORNIA ST UNIV-B
13077DKU5
27825000.00000000
PA
USD
30872394.00000000
0.143942019695
Long
DBT
MUN
US
N
2
2051-11-01
Fixed
2.97500000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
VISA INC
92826CAF9
35985500.00000000
PA
USD
51118842.17000000
0.238340745017
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
Clarios Global LP
549300474L1ZLXZY2P98
CLARIOS GLOBAL L
18060TAA3
35000.00000000
PA
USD
37625.00000000
0.000175425932
Long
DBT
CORP
CA
Y
2
2025-05-15
Fixed
6.75000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JJ0
11552500.00000000
PA
USD
14499080.65000000
0.067601720569
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795JM3
8765000.00000000
PA
USD
11522469.00000000
0.053723318630
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.00000000
N
N
N
N
N
N
Telefonica Emisiones SA
549300Y5MFC4SW5Z3K71
TELEFONICA EMIS
87938WAV5
950000.00000000
PA
USD
1157461.00000000
0.005396642516
Long
DBT
CORP
ES
N
2
2038-03-06
Fixed
4.66500000
N
N
N
N
N
N
New Jersey Economic Development Authority
5493006JS6QWDVU4R678
NJ ECON-SER A
645913AA2
11279300.00000000
PA
USD
14039231.92000000
0.065457683571
Long
DBT
MUN
US
N
2
2029-02-15
Fixed
7.42500000
N
N
N
N
N
N
innogy Finance BV
5299005PIU82TA2PW123
INNOGY FINANCE
N/A
500000.00000000
PA
891085.49000000
0.004154671165
Long
DBT
CORP
NL
N
2
2034-01-31
Fixed
4.75000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAE6
1910500.00000000
PA
USD
2400600.57000000
0.011192759930
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
3.70000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
VODAFONE GROUP
92857WBM1
2090000.00000000
PA
USD
2824718.60000000
0.013170203138
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
OGLETHORPE POWER
677050AJ5
16677000.00000000
PA
USD
17879912.01000000
0.083364790132
Long
DBT
CORP
US
N
2
2042-12-01
Fixed
4.20000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307AS6
245000.00000000
PA
USD
265518.75000000
0.001237976722
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.37500000
N
N
N
N
N
N
PECO Energy Co
YH65D4JBECK76IFEJ279
PECO ENERGY CO
693304AW7
27240500.00000000
PA
USD
36029374.92000000
0.167986356819
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.90000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
UNION ELECTRIC
906548CJ9
3326000.00000000
PA
USD
4230206.36000000
0.019723266267
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.90000000
N
N
N
N
N
N
Allison Transmission Inc
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANS
019736AE7
290600.00000000
PA
USD
301497.50000000
0.001405727041
Long
DBT
CORP
US
Y
2
2027-10-01
Fixed
4.75000000
N
N
N
N
N
N
Evergy Kansas Central Inc
J75GNWGEO73W89ZV3S44
WESTAR ENERGY
95709TAH3
1112500.00000000
PA
USD
1398190.00000000
0.006519037445
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
4.12500000
N
N
N
N
N
N
CDW LLC / CDW Finance Corp
N/A
CDW LLC/CDW FIN
12513GBE8
95000.00000000
PA
USD
99987.50000000
0.000466190043
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.12500000
N
N
N
N
N
N
Advocate Health & Hospitals Corp
549300AEHU3PPOUCIL87
ADVOCATE HEALTH
007589AC8
8935000.00000000
PA
USD
10192690.60000000
0.047523249123
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
3.38700000
N
N
N
N
N
N
New York and Presbyterian Hospital/The
19EOSPKL8HML7MY3UE63
NY & PRES HOSP
649322AE4
5250000.00000000
PA
USD
6799065.00000000
0.031700526630
Long
DBT
CORP
US
N
2
2116-08-01
Fixed
4.76300000
N
N
N
N
N
N
N/A
N/A
US 5YR NOTE (CBT) Sep20
N/A
120.00000000
NC
USD
15135000.00000000
0.070566683882
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Long
N/A
CBOT 5 Year US Treasury Note
2020-09-30
15074566.36000000
USD
60433.64000000
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR CORP
62886EAX6
25000.00000000
PA
USD
27562.50000000
0.000128509694
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
8.12500000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LJ8
13570000.00000000
PA
USD
17957995.20000000
0.083728851697
Long
DBT
CORP
US
N
2
2048-04-24
Variable
4.28100000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
BIOGEN INC
09062XAG8
2450000.00000000
PA
USD
2590458.50000000
0.012077969347
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
N/A
N/A
EURO-BOBL FUTURE Sep20
N/A
-5.00000000
NC
-796532.10000000
-0.00371381756
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 5 Year Euro BOBL Future
2020-09-08
-760809.43000000
EUR
-6238.70000000
N
N
N
San Diego County Regional Airport Authority
N/A
SAN DIEGO CO ARPT-B
79742GAF8
757500.00000000
PA
USD
802169.78000000
0.003740103157
Long
DBT
MUN
US
N
2
2043-07-01
Fixed
5.59400000
N
N
N
N
N
N
Northwestern Mutual Life Insurance Co/The
1DU7IM20QESYGDO4HO54
NORTHWESTERN MUT
668138AA8
8944000.00000000
PA
USD
10890393.28000000
0.050776276177
Long
DBT
CORP
US
Y
2
2047-09-30
Fixed
3.85000000
N
N
N
N
N
N
Cisco Systems Inc
8E6NF1YAL0WT6CWXXV93
CISCO SYSTEMS
17275RAF9
16122100.00000000
PA
USD
25099046.50000000
0.117023883720
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
Public Service Electric and Gas Co
549300RUHPVD434XUK18
PUBLIC SERVICE
74456QBA3
21083000.00000000
PA
USD
26149034.07000000
0.121919433171
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.65000000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CX6
30500000.00000000
PA
USD
32711250.00000000
0.152515654981
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.60000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
BK2028235
900000.00000000
PA
1061130.46000000
0.004947502988
Long
DBT
CORP
US
N
2
2039-06-26
Fixed
1.40800000
N
N
N
N
N
N
Trivium Packaging Finance BV
724500GMZWW3PVYET548
TRIVIUM PACK FIN
89686QAB2
105000.00000000
PA
USD
114581.25000000
0.000534233158
Long
DBT
CORP
NL
Y
2
2027-08-15
Fixed
8.50000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GP
38141GXA7
41171600.00000000
PA
USD
52477321.36000000
0.244674631477
Long
DBT
CORP
US
N
2
2039-04-23
Variable
4.41100000
N
N
N
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
KENTUCKY UTIL
491674BJ5
946800.00000000
PA
USD
1266051.49000000
0.005902943856
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
4.65000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
617446HD4
6870000.00000000
PA
USD
10676804.40000000
0.049780421603
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
7.25000000
N
N
N
N
N
N
Berkshire Hathaway Energy Co
549300JD0S5IZJE9LY15
MIDAMERICAN ENER
59562VAM9
11612000.00000000
PA
USD
17528894.60000000
0.081728177340
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61746BEG7
44780000.00000000
PA
USD
62489594.40000000
0.291356686750
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.37500000
N
N
N
N
N
N
New York City Water & Sewer System
N/A
NYC MUN WTR-BABS
64972FK88
18114300.00000000
PA
USD
29327776.27000000
0.136740265412
Long
DBT
MUN
US
N
2
2042-06-15
Fixed
5.95200000
N
N
N
N
N
N
Providence St Joseph Health Obligated Group
N/A
ST JOSEPH HLTH
743756AC2
4605000.00000000
PA
USD
5350825.80000000
0.024948135628
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
3.74400000
N
N
N
N
N
N
KeySpan Gas East Corp
K8TS3HOE1568DUBUJL44
KEYSPAN GAS EAST
49338CAA1
1500000.00000000
PA
USD
2129835.00000000
0.009930319997
Long
DBT
CORP
US
Y
2
2041-04-01
Fixed
5.81900000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
LOCKHEED MARTIN
539830BQ1
32945000.00000000
PA
USD
37044016.90000000
0.172717108048
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.80000000
N
N
N
N
N
N
N/A
N/A
USD/EUR FWD 20200817
N/A
1.00000000
NC
N/A
-2673.36000000
-0.00001246449
N/A
DFE
N/A
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
544986.31000000
EUR
639478.76000000
USD
2020-08-17
-2673.36000000
N
N
N
Raytheon Technologies Corp
I07WOS4YJ0N7YRFE7309
RAYTHEON TECH
75513EAY7
29685000.00000000
PA
USD
39321344.70000000
0.183335110754
Long
DBT
CORP
US
Y
2
2041-12-15
Fixed
4.70000000
N
N
N
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC
126307BD8
56000.00000000
PA
USD
58800.00000000
0.000274154014
Long
DBT
CORP
US
Y
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
COCA-COLA CO/THE
191216CY4
14000000.00000000
PA
USD
15232000.00000000
0.071018944756
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.75000000
N
N
N
N
N
N
SS&C Technologies Inc
549300KY09TR3J12JU49
SS&C TECH INC
78466CAC0
130400.00000000
PA
USD
140180.00000000
0.000653586900
Long
DBT
CORP
US
Y
2
2027-09-30
Fixed
5.50000000
N
N
N
N
N
N
San Diego Gas & Electric Co
KNIRVXKVNJJ4P8OTMS63
SAN DIEGO G & E
797440BX1
2081000.00000000
PA
USD
2736868.77000000
0.012760604778
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.10000000
N
N
N
N
N
N
Virginia Electric and Power Co
CQKUMNNZVDJLRYV2PT43
VIRGINIA EL&PWR
927804FB5
57203200.00000000
PA
USD
85902045.44000000
0.400516847401
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.00000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UNITEDHEALTH GRP
91324PDF6
23860000.00000000
PA
USD
30582316.40000000
0.142589537746
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
3.75000000
N
N
N
N
N
N
BP Capital Markets America Inc
5493009NTB34VXE1T760
BP CAP MKTS AMER
10373QBG4
600000.00000000
PA
USD
648504.00000000
0.003023639033
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CS7
45545000.00000000
PA
USD
53217510.70000000
0.248125751871
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.37500000
N
N
N
N
N
N
PacifiCorp
SGY07Y7FNYBNLM6Z1M11
PACIFICORP
695114CT3
3837300.00000000
PA
USD
5118919.83000000
0.023866877929
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.12500000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LBC4
3141400.00000000
PA
USD
4237874.26000000
0.019759017723
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.05000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCO INC
92940PAG9
2695000.00000000
PA
USD
2911974.45000000
0.013577032077
Long
DBT
CORP
US
N
2
2033-06-15
Fixed
3.00000000
N
N
N
N
N
N
Bausch Health Cos Inc
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH
071734AD9
156200.00000000
PA
USD
170258.00000000
0.000793825071
Long
DBT
CORP
CA
Y
2
2028-01-15
Fixed
7.00000000
N
N
N
N
N
N
BHP Billiton Finance USA Ltd
5493003NUVITP3TMY274
BHP FINANCE USA
055451AR9
15946800.00000000
PA
USD
20817750.06000000
0.097062410811
Long
DBT
CORP
AU
N
2
2042-02-24
Fixed
4.12500000
N
N
N
N
N
N
Mexico Government International Bond
N/A
UNITED MEXICAN
91087BAK6
8734000.00000000
PA
USD
9911954.58000000
0.046214322134
Long
DBT
NUSS
MX
N
2
2032-04-27
Fixed
4.75000000
N
N
N
N
N
N
Romanian Government International Bond
N/A
ROMANIA
N/A
921000.00000000
PA
1109153.57000000
0.005171409934
Long
DBT
NUSS
RO
Y
2
2050-01-28
Fixed
3.37500000
N
N
N
N
N
N
New York Life Insurance Co
TAE73CY392TBWJ3O3305
NEW YORK LIFE
64952GAQ1
3880000.00000000
PA
USD
5155045.60000000
0.024035313726
Long
DBT
CORP
US
Y
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
N/A
N/A
GBP/USD FWD 20200817
N/A
1.00000000
NC
N/A
384.72000000
0.000001793750
N/A
DFE
N/A
N
2
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
138781.79000000
USD
106307.02000000
GBP
2020-08-17
384.72000000
N
N
N
Pattern Energy Operations LP / Pattern Energy Operations Inc
N/A
PATTERN ENERGY
70339PAA7
60000.00000000
PA
USD
63150.00000000
0.000294435816
Long
DBT
CORP
US
Y
2
2028-08-15
Fixed
4.50000000
N
N
N
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
HOME DEPOT INC
437076AU6
946800.00000000
PA
USD
1411309.55000000
0.006580207127
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
5.40000000
N
N
N
N
N
N
EQM Midstream Partners LP
549300NELT611CL6XM83
EQM MIDSTREAM PT
26885BAH3
145000.00000000
PA
USD
159862.50000000
0.000745356227
Long
DBT
CORP
US
Y
2
2027-07-01
Fixed
6.50000000
N
N
N
N
N
N
City of San Francisco CA Public Utilities Commission Water Revenue
N/A
SAN FRANCISCO WTR-BAB
79765RTL3
1325600.00000000
PA
USD
2326162.88000000
0.010845695448
Long
DBT
MUN
US
N
2
2050-11-01
Fixed
6.95000000
N
N
N
N
N
N
N/A
N/A
EURO-BUXL 30Y BND Sep20
N/A
-25.00000000
NC
-6621276.19000000
-0.03087158928
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
Short
N/A
Eurex 30 Year Euro BUXL Future
2020-09-08
-6117099.74000000
EUR
-289666.28000000
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160BU7
47310000.00000000
PA
USD
57768348.60000000
0.269343957321
Long
DBT
CORP
US
N
2
2036-03-01
Fixed
3.55000000
N
N
N
N
N
N
Connecticut Light and Power Co/The
549300O45IUXEDS1VZ32
CONN LIGHT & PWR
207597DV4
14381800.00000000
PA
USD
21196472.11000000
0.098828196023
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
6.35000000
N
N
N
N
N
N
Duke Energy Indiana LLC
6URPHM2EAWGJ2C6ISB97
DUKE ENERGY IND
263901AB6
10411300.00000000
PA
USD
16762609.45000000
0.078155385669
Long
DBT
CORP
US
N
2
2039-04-01
Fixed
6.45000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
BANK OF AMER CRP
06051GJE0
60163000.00000000
PA
USD
63998391.25000000
0.298391426780
Long
DBT
CORP
US
N
2
2041-06-19
Variable
2.67600000
N
N
N
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448BZ3
860000.00000000
PA
USD
1345263.60000000
0.006272268992
Long
DBT
CORP
US
N
2
2037-09-01
Fixed
6.25000000
N
N
N
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
BALL CORP
058498AV8
179700.00000000
PA
USD
204408.75000000
0.000953052371
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.87500000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AQ2
1500000.00000000
PA
USD
2131020.00000000
0.009935845040
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
4.85000000
N
N
N
N
N
N
Trust Fibra Uno
N/A
TRUST FIBRA1
898339AB2
3135000.00000000
PA
USD
3189862.50000000
0.014872680453
Long
DBT
CORP
MX
Y
2
2050-01-15
Fixed
6.39000000
N
N
N
N
N
N
Cargo Aircraft Management Inc
549300GH5J7LOMV44F11
CARGO AIRCRAFT M
14180LAA4
140000.00000000
PA
USD
143150.00000000
0.000667434476
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
4.75000000
N
N
N
N
N
N
Asbury Automotive Group Inc
549300JH4DTA7U42GL91
ASBURY AUTO GRP
043436AS3
99000.00000000
PA
USD
101227.50000000
0.000471971522
Long
DBT
CORP
US
Y
2
2028-03-01
Fixed
4.50000000
N
N
N
N
N
N
Wells Fargo & Co
PBLD0EJDB5FWOLXP3B76
WELLS FARGO CO
94974BGE4
2957000.00000000
PA
USD
3753467.95000000
0.017500481419
Long
DBT
CORP
US
N
2
2044-11-04
Fixed
4.65000000
N
N
N
N
N
N
Allentown Neighborhood Improvement Zone Development Authority
N/A
ALLENTOWN-TXBL-B
018444AU3
1930000.00000000
PA
USD
1995079.60000000
0.009302025203
Long
DBT
MUN
US
N
2
2022-05-01
Fixed
5.62000000
N
N
N
N
N
N
N/A
N/A
US 10YR NOTE (CBT)Sep20
N/A
-328.00000000
NC
USD
-45945625.00000000
-0.21422070665
N/A
DIR
N/A
N
1
MORGAN STANLEY & CO LLC
9R7GPTSO7KV3UQJZQ078
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Short
N/A
CBOT 10 Year US Treasury Note
2020-09-21
-45488173.55000000
USD
-457451.45000000
N
N
N
Public Service Co of Colorado
5BANEF6PGSEK0SNMQF44
PUBLIC SERV COLO
744448CG4
20555000.00000000
PA
USD
25240101.15000000
0.117681548662
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
3.60000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687EV4
5473700.00000000
PA
USD
7389276.05000000
0.034452375760
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75000000
N
N
N
N
N
N
United States Treasury Note/Bond
254900HROIFWPRGM1V77
US TREASURY N/B
912828Z94
72000000.00000000
PA
USD
78570000.00000000
0.366331308400
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.50000000
N
N
N
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
INTL GAME TECH
460599AE3
75000.00000000
PA
USD
76500.00000000
0.000356679968
Long
DBT
CORP
GB
Y
2
2029-01-15
Fixed
5.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
MICROSOFT CORP
594918BS2
36770000.00000000
PA
USD
45949262.80000000
0.214237667831
Long
DBT
CORP
US
N
2
2036-08-08
Fixed
3.45000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBP8
1420200.00000000
PA
USD
1888368.93000000
0.008804488492
Long
DBT
CORP
US
N
2
2049-06-01
Fixed
3.80000000
N
N
N
N
N
N
State of California
N/A
CA TXB-VAR PURP
13063A5G5
14310000.00000000
PA
USD
25982237.70000000
0.121141747891
Long
DBT
MUN
US
N
2
2039-04-01
Fixed
7.55000000
N
N
N
N
N
N
Port Authority of New York & New Jersey
54930006MR4KZ4W74Z83
PORT AUTH-174TH
73358WJA3
35940000.00000000
PA
USD
49839435.60000000
0.232375533324
Long
DBT
MUN
US
N
2
2062-10-01
Fixed
4.45800000
N
N
N
N
N
N
Duke Energy Carolinas LLC
MWIUSDMN17TCR56VW396
DUKE ENERGY CAR
264399ED4
757500.00000000
PA
USD
1102298.85000000
0.005139449916
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
6.45000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
COMCAST CORP
20030NDH1
8040000.00000000
PA
USD
9999991.20000000
0.046624791399
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
Alexandria Real Estate Equities Inc
MGCJBT4MKTQBVLNUIS88
ALEXANDRIA REAL
015271AS8
3837300.00000000
PA
USD
5019265.15000000
0.023402239653
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Massachusetts Mutual Life Insurance Co
R6ZXK5P01NP6HXSY1S07
MASS MUTUAL LIFE
575767AN8
15356000.00000000
PA
USD
17755375.00000000
0.082784138410
Long
DBT
CORP
US
Y
2
2070-10-15
Fixed
3.72900000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
PUGET SOUND ENRG
745332CA2
1041500.00000000
PA
USD
1551033.05000000
0.007231665604
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
5.75700000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
DUKE ENERGY FLA
26444HAF8
1000000.00000000
PA
USD
1372440.00000000
0.006398978501
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
4.20000000
N
N
N
N
N
N
Burlington Northern Santa Fe LLC
N/A
BURLINGTON NORTH
12189LAP6
500000.00000000
PA
USD
737900.00000000
0.003440446384
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.15000000
N
N
N
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
EXXON MOBIL CORP
30231GAN2
7700000.00000000
PA
USD
9226371.00000000
0.043017800180
Long
DBT
CORP
US
N
2
2045-03-06
Fixed
3.56700000
N
N
N
N
N
N
Abu Dhabi Government International Bond
N/A
ABU DHABI GOVT
29135LAF7
13395000.00000000
PA
USD
14998247.55000000
0.069929077875
Long
DBT
NUSS
AE
Y
2
2049-09-30
Fixed
3.12500000
N
N
N
N
N
N
Clearway Energy Operating LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY
18539UAC9
100000.00000000
PA
USD
107250.00000000
0.000500051327
Long
DBT
CORP
US
Y
2
2028-03-15
Fixed
4.75000000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BE2
225000.00000000
PA
USD
240032.25000000
0.001119146343
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.62500000
N
N
N
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
MARRIOTT INTL
571903BD4
250000.00000000
PA
USD
277500.00000000
0.001293839099
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE ELECTRIC CO
23338VAH9
946800.00000000
PA
USD
1267689.46000000
0.005910580864
Long
DBT
CORP
US
N
2
2048-05-15
Fixed
4.05000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FQ1
13946800.00000000
PA
USD
18806701.93000000
0.087685932604
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORP
68389XBG9
25000000.00000000
PA
USD
33517250.00000000
0.156273616475
Long
DBT
CORP
US
N
2
2055-05-15
Fixed
4.37500000
N
N
N
N
N
N
Honeywell International Inc
ISRPG12PN4EIEOEMW547
HONEYWELL INTL
438516AT3
6250000.00000000
PA
USD
9404687.50000000
0.043849197874
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
5.70000000
N
N
N
N
N
N
Export-Import Bank of India
335800OFZ8YEIVN1QI11
EX-IM BK OF IN
30216JAC9
960000.00000000
PA
USD
1004745.60000000
0.004684609523
Long
DBT
NUSS
IN
Y
2
2028-02-01
Fixed
3.87500000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CR9
1250000.00000000
PA
USD
1415100.00000000
0.006597880037
Long
DBT
CORP
US
N
2
2040-02-21
Fixed
3.15000000
N
N
N
N
N
N
GlaxoSmithKline Capital Inc
5493007Q8VD7Q3ZYZS59
GLAXOSMITHKLINE
377372AE7
37531900.00000000
PA
USD
60637288.28000000
0.282720340504
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.37500000
N
N
N
N
N
N
Dallas Area Rapid Transit
75YWM81F2R6UQGJIEW47
DALLAS RAPID TRN SR
235241LS3
189400.00000000
PA
USD
311403.90000000
0.001451915465
Long
DBT
MUN
US
N
2
2044-12-01
Fixed
5.99900000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111FL2
1000000.00000000
PA
USD
1242890.00000000
0.005794953797
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.87500000
N
N
N
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
COSTCO COMPANIES
22160KAQ8
2000000.00000000
PA
USD
2091920.00000000
0.009753541945
Long
DBT
CORP
US
N
2
2032-04-20
Fixed
1.75000000
N
N
N
N
N
N
Oncor Electric Delivery Co LLC
549300SP2X2BS1KERD24
ONCOR ELECTRIC D
68233JBD5
16907900.00000000
PA
USD
21999545.01000000
0.102572509962
Long
DBT
CORP
US
N
2
2047-09-30
Fixed
3.80000000
N
N
N
N
N
N
MidAmerican Energy Co
NINLOILYRTLIMK26MZ18
MIDAMERICAN ENER
595620AU9
15510000.00000000
PA
USD
21817761.90000000
0.101724949257
Long
DBT
CORP
US
N
2
2049-07-15
Fixed
4.25000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
COMMONWEALTH EDI
202795HK9
2369700.00000000
PA
USD
3528980.94000000
0.016453814497
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.90000000
N
N
N
N
N
N
Bay Area Toll Authority
5493001FUZGUQMIP5D78
BAY AREA CA TOLL AUTH
072024WT5
8595000.00000000
PA
USD
9328583.25000000
0.043494363083
Long
DBT
MUN
US
N
2
2054-04-01
Fixed
3.55200000
N
N
N
N
N
N
Los Angeles Department of Water
N/A
L A WTR/PWR-C-BABS
544525NZ7
1136200.00000000
PA
USD
1586021.58000000
0.007394799039
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
6.00800000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
JOHNSON&JOHNSON
478160CF9
53652300.00000000
PA
USD
67925421.37000000
0.316701138909
Long
DBT
CORP
US
N
2
2037-03-03
Fixed
3.62500000
N
N
N
N
N
N
Brooklyn Union Gas Co/The
83BQ1DXS6VA5GZFK8S35
BROOKLYN UNION
114259AU8
35000000.00000000
PA
USD
47647600.00000000
0.222156136567
Long
DBT
CORP
US
Y
2
2049-03-04
Fixed
4.48700000
N
N
N
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
ATMOS ENERGY
049560AS4
2890500.00000000
PA
USD
3440562.15000000
0.016041563370
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.37500000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
INTEL CORP
458140BL3
5000000.00000000
PA
USD
6886950.00000000
0.032110288970
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.60000000
N
N
N
N
N
N
Consolidated Edison Co of New York Inc
VZFZPMWDHTQCFKYOBP05
CON EDISON CO
209111EL3
9946800.00000000
PA
USD
13977342.83000000
0.065169126726
Long
DBT
CORP
US
N
2
2036-03-15
Fixed
5.85000000
N
N
N
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
WALT DISNEY CO
254687FM3
78835000.00000000
PA
USD
81036073.20000000
0.377829333371
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
FLORIDA PWR & LT
341081FD4
21108700.00000000
PA
USD
31313489.93000000
0.145998622077
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
5.25000000
N
N
N
N
N
N
2020-08-31
VANGUARD FIXED INCOME SECURITIES FUNDS
Christine M. Buchanan
Christine M. Buchanan
Treasurer