0001752724-22-292767.txt : 20221227
0001752724-22-292767.hdr.sgml : 20221227
20221227145509
ACCESSION NUMBER: 0001752724-22-292767
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221227
DATE AS OF CHANGE: 20221227
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: iShares U.S. ETF Trust
CENTRAL INDEX KEY: 0001524513
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22649
FILM NUMBER: 221489639
BUSINESS ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
BUSINESS PHONE: (415) 670-2000
MAIL ADDRESS:
STREET 1: 400 HOWARD STREET
CITY: SAN FRANCISCO
STATE: CA
ZIP: 94105
0001524513
S000044145
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
C000137261
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
IGBH
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001524513
XXXXXXXX
S000044145
C000137261
iShares U.S. ETF Trust
811-22649
0001524513
5493002YECWEEITPWL97
400 HOWARD STREET
SAN FRANCISCO
94105
800-474-2737
iShares Interest Rate Hedged Long-Term Corporate Bond ETF
S000044145
5493000B4DEQ967WQ445
2022-10-31
2022-10-31
N
102730531.41
26024.34
102704507.07
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
USD
N
BlackRock Interest Rate Hedged Long-Term Corporate Bond Index
USIRHLCR
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAZ8
100000.00000000
PA
USD
65792.05000000
0.064059554811
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.750500 27-OCT-2042
000000000
1200000.00000000
OU
Notional Amount
USD
-4543.94000000
-0.00442428490
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-10-27
0.00000000
USD
-33.58000000
USD
1200000.00000000
USD
-4510.36000000
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HS3
100000.00000000
PA
USD
84269.50000000
0.082050440047
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
5.30000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
100000.00000000
PA
USD
62577.80000000
0.060929945321
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAZ5
200000.00000000
PA
USD
97000.00000000
0.094445709119
Long
DBT
CORP
KY
N
2
2051-02-09
Fixed
3.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.281500 27-OCT-2025
000000000
500000.00000000
OU
Notional Amount
USD
362.13000000
0.000352594068
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2025-10-27
0.00000000
USD
-3.99000000
USD
500000.00000000
USD
366.12000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBT0
100000.00000000
PA
USD
103261.83000000
0.100542647003
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
6.55000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CQ3
200000.00000000
PA
USD
144736.48000000
0.140925149371
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.865000 24-OCT-2032
000000000
400000.00000000
OU
Notional Amount
USD
-1166.97000000
-0.00113624030
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-10-25
0.00000000
USD
-6.87000000
USD
400000.00000000
USD
-1160.10000000
N
N
N
PHILLIPS 66
RVJMT2IZVVSKIRJJBH76
Phillips 66 Co
718547AN2
150000.00000000
PA
USD
124843.53000000
0.121556038348
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
4.90000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 2.044500 07-MAY-2051
000000000
15815278.00000000
OU
Notional Amount
USD
7770215.09000000
7.565602826664
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2051-05-08
1526494.07000000
USD
0.00000000
USD
15815278.00000000
USD
6243721.02000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HHF0
150000.00000000
PA
USD
154553.09000000
0.150483259604
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.556000 06-OCT-2027
000000000
500000.00000000
OU
Notional Amount
USD
10284.53000000
0.010013708544
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-06
0.00000000
USD
-4.84000000
USD
500000.00000000
USD
10289.37000000
N
N
N
NATIONWIDE FINANCIAL SER
5493001H7AZNDS6BKJ36
Nationwide Financial Services Inc
638612AJ0
100000.00000000
PA
USD
94500.00000000
0.092011541358
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
6.75000000
N
N
N
N
N
N
Brookfield Finance Inc
C6J3FGIWG6MBDGTE8F80
Brookfield Finance Inc
11271LAB8
100000.00000000
PA
USD
74411.93000000
0.072452448410
Long
DBT
CORP
CA
N
2
2047-09-20
Fixed
4.70000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAZ6
100000.00000000
PA
USD
82362.57000000
0.080193725036
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
4.20000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEG7
100000.00000000
PA
USD
77701.58000000
0.075655472400
Long
DBT
CORP
US
N
2
2047-01-22
Fixed
4.38000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
200000.00000000
PA
USD
205678.04000000
0.200261941630
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.478500 22-DEC-2022
000000000
20000000.00000000
OU
Notional Amount
USD
1860.48000000
0.001811488174
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-12-22
0.00000000
USD
-15.69000000
USD
20000000.00000000
USD
1876.17000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
200000.00000000
PA
USD
155161.71000000
0.151075852877
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAT0
250000.00000000
PA
USD
203105.63000000
0.197757270634
Long
DBT
CORP
NL
N
2
2047-03-16
Fixed
4.20000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AP4
50000.00000000
PA
USD
47613.22000000
0.046359426045
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
200000.00000000
PA
USD
155278.87000000
0.151189927715
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.819000 01-NOV-2029
000000000
300000.00000000
OU
Notional Amount
USD
1483.09000000
0.001444035945
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-11-01
0.00000000
USD
-4.10000000
USD
300000.00000000
USD
1487.19000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
150000.00000000
PA
USD
98846.16000000
0.096243254380
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBD2
100000.00000000
PA
USD
79341.78000000
0.077252481184
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.401000 04-AUG-2032
000000000
100000.00000000
OU
Notional Amount
USD
11606.59000000
0.011300954876
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-04
0.00000000
USD
-1.68000000
USD
100000.00000000
USD
11608.27000000
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAM2
100000.00000000
PA
USD
67866.20000000
0.066079086435
Long
DBT
CORP
US
N
2
2049-12-01
Fixed
3.13000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
100000.00000000
PA
USD
81656.29000000
0.079506043434
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
100000.00000000
PA
USD
72813.98000000
0.070896577060
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.361500 31-OCT-2052
000000000
200000.00000000
OU
Notional Amount
USD
2594.62000000
0.002526296142
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-31
0.00000000
USD
-7.15000000
USD
200000.00000000
USD
2601.77000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJW0
150000.00000000
PA
USD
103796.58000000
0.101063315487
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.31000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
100000.00000000
PA
USD
84994.08000000
0.082755939758
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBF1
100000.00000000
PA
USD
64590.91000000
0.062890044305
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.54000000
N
N
N
N
N
N
Nutrien Ltd
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAS7
100000.00000000
PA
USD
85784.93000000
0.083525964387
Long
DBT
CORP
CA
N
2
2045-01-15
Fixed
5.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
150000.00000000
PA
USD
98131.65000000
0.095547559498
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BN9
100000.00000000
PA
USD
59803.66000000
0.058228856460
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
2.70000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBA3
100000.00000000
PA
USD
75219.49000000
0.073238743017
Long
DBT
CORP
US
N
2
2042-09-01
Fixed
3.65000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
150000.00000000
PA
USD
104732.76000000
0.101974843157
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14000000
N
N
N
N
N
N
GATX CORP
549300IHYHCQP2PIR591
GATX Corp
361448BK8
100000.00000000
PA
USD
88857.11000000
0.086517244992
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.90000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAL0
100000.00000000
PA
USD
63710.61000000
0.062032925153
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDS7
150000.00000000
PA
USD
90113.49000000
0.087740540868
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.89000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
100000.00000000
PA
USD
83775.18000000
0.081569136924
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
100000.00000000
PA
USD
91336.45000000
0.088931296790
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
100000.00000000
PA
USD
86432.82000000
0.084156793568
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CS7
100000.00000000
PA
USD
66611.81000000
0.064857728156
Long
DBT
CORP
US
N
2
2050-02-21
Fixed
3.38000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
100000.00000000
PA
USD
73734.28000000
0.071792642897
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687GA8
150000.00000000
PA
USD
106916.95000000
0.104101517109
Long
DBT
CORP
US
N
2
2060-05-13
Fixed
3.80000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
200000.00000000
PA
USD
138734.80000000
0.135081510985
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.14000000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413AZ5
75000.00000000
PA
USD
43980.03000000
0.042821908458
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.13000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAL8
150000.00000000
PA
USD
96594.78000000
0.094051159735
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
MARKEL CORP
549300SCNO12JLWIK605
Markel Corp
570535AX2
100000.00000000
PA
USD
63197.03000000
0.061532869202
Long
DBT
CORP
US
N
2
2052-05-07
Fixed
3.45000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.207000 11-OCT-2047
000000000
100000.00000000
OU
Notional Amount
USD
5902.07000000
0.005746651406
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-10-11
0.00000000
USD
-3.24000000
USD
100000.00000000
USD
5905.31000000
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AY1
50000.00000000
PA
USD
48482.79000000
0.047206097748
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
5.75000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AL5
100000.00000000
PA
USD
79835.36000000
0.077733063793
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAY5
100000.00000000
PA
USD
90435.55000000
0.088054120096
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
6.35000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
200000.00000000
PA
USD
125465.58000000
0.122161707971
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
ArcelorMittal
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAP9
100000.00000000
PA
USD
93907.81000000
0.091434945436
Long
DBT
CORP
LU
N
2
2039-10-15
Fixed
7.00000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBD9
100000.00000000
PA
USD
68282.62000000
0.066484540891
Long
DBT
CORP
US
N
2
2042-09-15
Fixed
4.50000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FK9
100000.00000000
PA
USD
68218.24000000
0.066421856202
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AS8
150000.00000000
PA
USD
105195.17000000
0.102425076562
Long
DBT
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
150000.00000000
PA
USD
124239.22000000
0.120967641581
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.012500 19-SEP-2024
000000000
500000.00000000
OU
Notional Amount
USD
4686.29000000
0.004562886414
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-09-19
0.00000000
USD
-2.24000000
USD
500000.00000000
USD
4688.53000000
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
8935268Z9
150000.00000000
PA
USD
163883.99000000
0.159568449988
Long
DBT
CORP
CA
N
2
2039-01-15
Fixed
7.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.489000 18-FEB-2024
000000000
3800000.00000000
OU
Notional Amount
USD
151542.37000000
0.147551820580
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-02-20
0.00000000
USD
-11.79000000
USD
3800000.00000000
USD
151554.16000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
200000.00000000
PA
USD
131810.35000000
0.128339401804
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBJ3
100000.00000000
PA
USD
88883.58000000
0.086543017960
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.40000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
250847EK2
100000.00000000
PA
USD
75004.64000000
0.073029550639
Long
DBT
CORP
US
N
2
2042-06-15
Fixed
3.95000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
100000.00000000
PA
USD
74544.70000000
0.072581722191
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196AU6
100000.00000000
PA
USD
115741.35000000
0.112693545105
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
7.00000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAT2
150000.00000000
PA
USD
103079.56000000
0.100365176700
Long
DBT
CORP
US
N
2
2046-09-01
Fixed
3.75000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.858000 25-AUG-2032
000000000
150000.00000000
OU
Notional Amount
USD
11817.36000000
0.011506174691
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-25
0.00000000
USD
-2.54000000
USD
150000.00000000
USD
11819.90000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.825000 30-AUG-2032
000000000
100000.00000000
OU
Notional Amount
USD
8166.87000000
0.007951812664
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-30
0.00000000
USD
-1.69000000
USD
100000.00000000
USD
8168.56000000
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
50000.00000000
PA
USD
48383.02000000
0.047108954981
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
150000.00000000
PA
USD
109739.26000000
0.106849507514
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.554500 24-OCT-2047
000000000
800000.00000000
OU
Notional Amount
USD
2109.00000000
0.002053463923
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-10-24
0.00000000
USD
-25.95000000
USD
800000.00000000
USD
2134.95000000
N
N
N
UNIV SOUTHERN CALIFORIA
0GMCSQ6M60R4T46U5511
University of Southern California
914886AB2
100000.00000000
PA
USD
76145.09000000
0.074139969288
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
3.03000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RF0
150000.00000000
PA
USD
130833.57000000
0.127388343250
Long
DBT
CORP
US
N
2
2044-01-15
Fixed
5.61000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AW6
100000.00000000
PA
USD
99368.07000000
0.096751420979
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.95000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCE3
100000.00000000
PA
USD
79252.40000000
0.077165454818
Long
DBT
CORP
US
N
2
2050-02-25
Fixed
4.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCE4
150000.00000000
PA
USD
97387.93000000
0.094823423799
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
3.33000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAN5
100000.00000000
PA
USD
88913.39000000
0.086572042977
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
200000.00000000
PA
USD
169812.04000000
0.165340397266
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
100000.00000000
PA
USD
82823.93000000
0.080642936091
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.13000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EG1
100000.00000000
PA
USD
59299.12000000
0.057737602459
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.80000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
100000.00000000
PA
USD
82995.14000000
0.080809637636
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBD5
100000.00000000
PA
USD
72783.55000000
0.070866948371
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.70000000
N
N
N
N
N
N
Novartis Capital Corp
5493002KF87V5RSRQS84
Novartis Capital Corp
66989HAH1
100000.00000000
PA
USD
87653.14000000
0.085344979008
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.649500 20-OCT-2037
000000000
1600000.00000000
OU
Notional Amount
USD
28010.03000000
0.027272444802
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2037-10-20
0.00000000
USD
-33.94000000
USD
1600000.00000000
USD
28043.97000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCM4
150000.00000000
PA
USD
126811.39000000
0.123472078896
Long
DBT
CORP
US
N
2
2054-08-21
Fixed
5.01000000
N
N
N
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBA3
100000.00000000
PA
USD
82401.18000000
0.080231318323
Long
DBT
CORP
US
N
2
2042-07-01
Fixed
4.00000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AM1
200000.00000000
PA
USD
185583.58000000
0.180696626948
Long
DBT
CORP
GB
N
2
2042-01-14
Fixed
6.10000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555DB7
100000.00000000
PA
USD
62012.01000000
0.060379054210
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.35000000
N
N
N
N
N
N
PROCTER & GAMBLE CO/THE
2572IBTT8CCZW6AU4141
Procter & Gamble Co/The
742718FJ3
100000.00000000
PA
USD
81094.39000000
0.078958939888
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
3.55000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAE2
100000.00000000
PA
USD
70878.58000000
0.069012141747
Long
DBT
CORP
US
N
2
2052-02-28
Fixed
3.90000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
150000.00000000
PA
USD
86497.54000000
0.084219809303
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.467000 27-OCT-2052
000000000
1400000.00000000
OU
Notional Amount
USD
-8699.72000000
-0.00847063118
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-28
0.00000000
USD
-50.04000000
USD
1400000.00000000
USD
-8649.68000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
200000.00000000
PA
USD
161091.36000000
0.156849358023
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAD9
150000.00000000
PA
USD
135176.30000000
0.131616716594
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
5.60000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.371500 11-OCT-2042
000000000
400000.00000000
OU
Notional Amount
USD
19608.64000000
0.019092287728
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-10-14
0.00000000
USD
-11.19000000
USD
400000.00000000
USD
19619.83000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
150000.00000000
PA
USD
148304.14000000
0.144398862553
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
100000.00000000
PA
USD
67755.54000000
0.065971340433
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAR0
100000.00000000
PA
USD
63326.65000000
0.061659075932
Long
DBT
CORP
US
N
2
2051-06-08
Fixed
3.05000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBE2
100000.00000000
PA
USD
85444.30000000
0.083194304162
Long
DBT
CORP
US
N
2
2039-02-14
Fixed
5.80000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBU8
150000.00000000
PA
USD
124046.97000000
0.120780454080
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
5.00000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.705500 14-SEP-2046
000000000
4400000.00000000
OU
Notional Amount
USD
1508849.96000000
1.469117571414
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2046-09-14
0.00000000
USD
-116.55000000
USD
4400000.00000000
USD
1508966.51000000
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AQ9
100000.00000000
PA
USD
62020.23000000
0.060387057753
Long
DBT
US
N
2
2051-04-15
Fixed
3.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
100000.00000000
PA
USD
86523.48000000
0.084245066227
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.88000000
N
N
N
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAF6
100000.00000000
PA
USD
74116.81000000
0.072165099774
Long
DBT
CORP
US
N
2
2046-12-01
Fixed
4.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AX4
100000.00000000
PA
USD
79077.67000000
0.076995325965
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.481500 13-APR-2024
000000000
890000.00000000
OU
Notional Amount
USD
24012.23000000
0.023379918452
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-04-15
0.00000000
USD
-3.07000000
USD
890000.00000000
USD
24015.30000000
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CD1
100000.00000000
PA
USD
77255.61000000
0.075221246081
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
100000.00000000
PA
USD
80412.31000000
0.078294821029
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AL5
150000.00000000
PA
USD
144229.37000000
0.140431393046
Long
DBT
CORP
CA
N
2
2038-03-15
Fixed
6.25000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
200000.00000000
PA
USD
165156.20000000
0.160807159015
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
100000.00000000
PA
USD
73909.77000000
0.071963511737
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EAV7
200000.00000000
PA
USD
148897.00000000
0.144976110832
Long
DBT
CORP
GB
N
2
2047-01-10
Fixed
4.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
100000.00000000
PA
USD
62628.02000000
0.060978842883
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
SOUTHWESTERN PUBLIC SERV
OL6FE7QD5EQ3DOYEO258
Southwestern Public Service Co
845743BS1
100000.00000000
PA
USD
79081.87000000
0.076999415367
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.40000000
N
N
N
N
N
N
Eastman Chemical Co
FDPVHDGJ1IQZFK9KH630
Eastman Chemical Co
277432AP5
100000.00000000
PA
USD
75367.59000000
0.073382943115
Long
DBT
CORP
US
N
2
2044-10-15
Fixed
4.65000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
150000.00000000
PA
USD
117796.76000000
0.114694830208
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAE5
100000.00000000
PA
USD
101393.75000000
0.098723758959
Long
DBT
CORP
US
N
2
2040-04-16
Fixed
6.75000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAB2
150000.00000000
PA
USD
117013.28000000
0.113931981505
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.38000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAD5
150000.00000000
PA
USD
118749.92000000
0.115622890745
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
4.15000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
150000.00000000
PA
USD
92538.57000000
0.090101761490
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
100000.00000000
PA
USD
80199.27000000
0.078087390989
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
100000.00000000
PA
USD
85998.89000000
0.083734290201
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.697000 20-OCT-2032
000000000
850000.00000000
OU
Notional Amount
USD
9217.93000000
0.008975195210
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-10-20
0.00000000
USD
-14.58000000
USD
850000.00000000
USD
9232.51000000
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Co III LLC
48250AAA1
100000.00000000
PA
USD
84430.96000000
0.082207648338
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.393000 02-NOV-2052
000000000
400000.00000000
OU
Notional Amount
USD
2880.88000000
0.002805018087
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-11-04
0.00000000
USD
-14.30000000
USD
400000.00000000
USD
2895.18000000
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CB4
150000.00000000
PA
USD
123651.34000000
0.120395242163
Long
DBT
CORP
US
N
2
2052-08-05
Fixed
4.90000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
200000.00000000
PA
USD
176458.24000000
0.171811583575
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
150000.00000000
PA
USD
161031.76000000
0.156791327463
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBL4
100000.00000000
PA
USD
74850.68000000
0.072879644852
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
3.47000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BM7
200000.00000000
PA
USD
161022.34000000
0.156782155519
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FZ1
100000.00000000
PA
USD
79965.42000000
0.077859698937
Long
DBT
CORP
US
N
2
2043-10-01
Fixed
4.65000000
N
N
N
N
N
N
ARCH CAPITAL GRP US INC
549300B4QKQFLY1XST28
Arch Capital Group US Inc
03938JAA7
100000.00000000
PA
USD
84610.32000000
0.082382285270
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
5.14000000
N
N
N
N
N
N
BARRICK PD AU FIN PTY LT
5493008DX0TK7OFLV260
Barrick PD Australia Finance Pty Ltd
06849UAD7
100000.00000000
PA
USD
95867.54000000
0.093343070070
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
5.95000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AW2
150000.00000000
PA
USD
93339.48000000
0.090881581210
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.80000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BA6
100000.00000000
PA
USD
67755.65000000
0.065971447537
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.50000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
250000.00000000
PA
USD
153880.99000000
0.149828857944
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
125000.00000000
PA
USD
100260.15000000
0.097620009929
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
001192AH6
100000.00000000
PA
USD
92201.86000000
0.089773918039
Long
DBT
CORP
US
N
2
2041-03-15
Fixed
5.88000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AV5
150000.00000000
PA
USD
122512.84000000
0.119286722165
Long
DBT
CORP
US
N
2
2047-05-20
Fixed
4.30000000
N
N
N
N
N
N
Texas Instruments Inc
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BF0
200000.00000000
PA
USD
166227.15000000
0.161849907800
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.88000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAS0
100000.00000000
PA
USD
86235.03000000
0.083964211951
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
5.10000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.013000 27-OCT-2027
000000000
400000.00000000
OU
Notional Amount
USD
118.73000000
0.000115603495
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-27
0.00000000
USD
-3.91000000
USD
400000.00000000
USD
122.64000000
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BN8
100000.00000000
PA
USD
79952.02000000
0.077846651798
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
4.09000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
100000.00000000
PA
USD
88491.25000000
0.086161019145
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
Cenovus Energy Inc
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAR0
150000.00000000
PA
USD
127800.52000000
0.124435162239
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.527500 02-NOV-2047
000000000
500000.00000000
OU
Notional Amount
USD
3488.70000000
0.003396832426
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-11-04
0.00000000
USD
-16.23000000
USD
500000.00000000
USD
3504.93000000
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCK4
100000.00000000
PA
USD
61439.84000000
0.059821951103
Long
DBT
CORP
JP
N
2
2041-09-17
Fixed
2.93000000
N
N
N
N
N
N
APTIV PLC
N/A
Aptiv PLC
03835VAJ5
100000.00000000
PA
USD
55768.58000000
0.054300031800
Long
DBT
CORP
JE
N
2
2051-12-01
Fixed
3.10000000
N
N
N
N
N
N
WISCONSIN PUBLIC SERVICE
549300BJRHJVYNUMQZ30
Wisconsin Public Service Corp
976843BM3
50000.00000000
PA
USD
33326.47000000
0.032448887542
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
200000.00000000
PA
USD
188354.28000000
0.183394366394
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
Duke Energy Florida LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
341099CL1
100000.00000000
PA
USD
103656.90000000
0.100927313666
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
6.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.608000 24-AUG-2046
000000000
6200000.00000000
OU
Notional Amount
USD
2102518.36000000
2.047152963371
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2046-08-24
0.00000000
USD
-61658.96000000
USD
6200000.00000000
USD
2164177.32000000
N
N
N
NORFOLK SOUTHERN CORP
54930036C8MWP850MI84
Norfolk Southern Corp
655844CJ5
150000.00000000
PA
USD
95673.10000000
0.093153750238
Long
DBT
CORP
US
N
2
2121-05-15
Fixed
4.10000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
100000.00000000
PA
USD
82226.75000000
0.080061481570
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.88000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDP3
100000.00000000
PA
USD
54628.98000000
0.053190440768
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
200000.00000000
PA
USD
134162.37000000
0.130629486307
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.58000000
N
N
N
N
N
N
Monongahela Power Co
N/A
Monongahela Power Co
610202BP7
100000.00000000
PA
USD
89157.84000000
0.086810055900
Long
DBT
CORP
US
N
2
2043-12-15
Fixed
5.40000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAM3
100000.00000000
PA
USD
82784.32000000
0.080604369137
Long
DBT
US
N
2
2049-02-15
Fixed
5.20000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
100000.00000000
PA
USD
72736.84000000
0.070821468380
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
BROOKLYN UNION GAS CO
83BQ1DXS6VA5GZFK8S35
Brooklyn Union Gas Co/The
114259AU8
100000.00000000
PA
USD
72012.96000000
0.070116650237
Long
DBT
CORP
US
N
2
2049-03-04
Fixed
4.49000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VBD8
100000.00000000
PA
USD
88438.11000000
0.086109278475
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.15000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.098500 04-APR-2032
000000000
3960000.00000000
OU
Notional Amount
USD
528639.12000000
0.514718521203
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-04-05
0.00000000
USD
-64.56000000
USD
3960000.00000000
USD
528703.68000000
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AC3
150000.00000000
PA
USD
139745.69000000
0.136065781324
Long
DBT
CORP
US
N
2
2038-05-16
Fixed
6.38000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCA2
100000.00000000
PA
USD
84546.29000000
0.082319941365
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.25000000
N
N
N
N
N
N
CISCO SYSTEMS INC
8E6NF1YAL0WT6CWXXV93
Cisco Systems Inc
17275RAD4
150000.00000000
PA
USD
153121.25000000
0.149089124098
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AV5
150000.00000000
PA
USD
116582.52000000
0.113512564663
Long
DBT
CORP
US
N
2
2048-07-15
Fixed
5.20000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
150000.00000000
PA
USD
146080.60000000
0.142233874800
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
200000.00000000
PA
USD
180770.95000000
0.176010727432
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
Union Electric Co
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CH3
100000.00000000
PA
USD
118655.34000000
0.115530801310
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
8.45000000
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
Cox Communications Inc
224044CM7
100000.00000000
PA
USD
56735.66000000
0.055241645784
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAS8
100000.00000000
PA
USD
83083.20000000
0.080895378762
Long
DBT
CORP
US
N
2
2045-05-14
Fixed
4.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
100000.00000000
PA
USD
97901.38000000
0.095323353174
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAT5
100000.00000000
PA
USD
70581.73000000
0.068723108667
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGG8
150000.00000000
PA
USD
118403.73000000
0.115285816930
Long
DBT
CORP
US
N
2
2048-01-20
Fixed
4.44000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
100000.00000000
PA
USD
87356.00000000
0.085055663565
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AX3
100000.00000000
PA
USD
57711.06000000
0.056191360677
Long
DBT
CORP
US
N
2
2061-11-29
Fixed
3.10000000
N
N
N
N
N
N
CONNECTICUT LIGHT & PWR
549300O45IUXEDS1VZ32
Connecticut Light and Power Co/The
207597EL5
100000.00000000
PA
USD
77410.38000000
0.075371940539
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.00000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDW8
200000.00000000
PA
USD
112639.81000000
0.109673677634
Long
DBT
CORP
US
N
2
2063-11-01
Fixed
2.99000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
100000.00000000
PA
USD
77157.62000000
0.075125836442
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEA6
100000.00000000
PA
USD
61842.63000000
0.060214134475
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.13000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
200000.00000000
PA
USD
171534.51000000
0.167017509643
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAG9
100000.00000000
PA
USD
75943.16000000
0.073943356690
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.50000000
N
N
N
N
N
N
ARCHER-DANIELS-MIDLAND C
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039482AC8
100000.00000000
PA
USD
62274.45000000
0.060634583404
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.70000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.466000 08-AUG-2032
000000000
250000.00000000
OU
Notional Amount
USD
27701.33000000
0.026971873767
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-09
0.00000000
USD
-4.21000000
USD
250000.00000000
USD
27705.54000000
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EB8
100000.00000000
PA
USD
106057.13000000
0.103264338660
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.778000 19-OCT-2030
000000000
6490110.00000000
OU
Notional Amount
USD
1487811.57000000
1.448633183143
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2030-10-21
0.00000000
USD
-95.78000000
USD
6490110.00000000
USD
1487907.35000000
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FX0
150000.00000000
PA
USD
100678.41000000
0.098027255932
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.15000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233DAP2
100000.00000000
PA
USD
112114.98000000
0.109162667928
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
7.25000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BK9
200000.00000000
PA
USD
149607.80000000
0.145668193410
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75000000
N
N
N
N
N
N
LYONDELLBASELL IND NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AM3
100000.00000000
PA
USD
71560.94000000
0.069676533232
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
4.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141EC31
50000.00000000
PA
USD
40759.46000000
0.039686145392
Long
DBT
CORP
US
N
2
2044-07-08
Fixed
4.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
100000.00000000
PA
USD
67976.09000000
0.066186082713
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.22000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
150000.00000000
PA
USD
130129.43000000
0.126702745295
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.71000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.949000 10-MAY-2041
000000000
18527000.00000000
OU
Notional Amount
USD
7251122.11000000
7.060179067952
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2041-05-10
1095436.61000000
USD
0.00000000
USD
18527000.00000000
USD
6155685.50000000
N
N
N
Kentucky Utilities Co
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BL0
100000.00000000
PA
USD
79821.03000000
0.077719111144
Long
DBT
CORP
US
N
2
2045-10-01
Fixed
4.38000000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAV8
100000.00000000
PA
USD
74489.98000000
0.072528443127
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC22
000000000
-1.00000000
NC
USD
3826.51000000
0.003725746911
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYZ2 Comdty
2022-12-20
-114514.01000000
USD
3826.51000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBG6
150000.00000000
PA
USD
124595.83000000
0.121314861007
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.33000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DL1
150000.00000000
PA
USD
102177.45000000
0.099486821868
Long
DBT
CORP
US
N
2
2051-03-05
Fixed
3.00000000
N
N
N
N
N
N
HILL CITY FUNDING TRUST
N/A
Hill City Funding Trust
43137PAA8
100000.00000000
PA
USD
65775.09000000
0.064043041417
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
4.05000000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VAN7
100000.00000000
PA
USD
102514.85000000
0.099815337149
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.38000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CC6
100000.00000000
PA
USD
72154.95000000
0.070254901229
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GF5
200000.00000000
PA
USD
123600.79000000
0.120346023291
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.95000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
100000.00000000
PA
USD
72635.92000000
0.070723205896
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.398500 20-OCT-2047
000000000
1300000.00000000
OU
Notional Amount
USD
36287.92000000
0.035332353988
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-10-21
0.00000000
USD
-42.15000000
USD
1300000.00000000
USD
36330.07000000
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBF7
100000.00000000
PA
USD
73564.64000000
0.071627470009
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.10000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBF1
100000.00000000
PA
USD
63529.58000000
0.061856662197
Long
DBT
CORP
US
N
2
2051-12-10
Fixed
2.75000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
100000.00000000
PA
USD
81764.58000000
0.079611481844
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
50000.00000000
PA
USD
34519.50000000
0.033610501607
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAF7
100000.00000000
PA
USD
87795.30000000
0.085483395524
Long
DBT
CORP
US
N
2
2043-10-02
Fixed
6.25000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
100000.00000000
PA
USD
62885.98000000
0.061230010049
Long
DBT
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.942000 20-OCT-2027
000000000
500000.00000000
OU
Notional Amount
USD
1695.14000000
0.001650502055
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-20
0.00000000
USD
-4.88000000
USD
500000.00000000
USD
1700.02000000
N
N
N
MAGELLAN MIDSTREAM PARTN
MZF5TI8NFVZZNUSKDL39
Magellan Midstream Partners LP
559080AP1
150000.00000000
PA
USD
102290.57000000
0.099596963091
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.95000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
150000.00000000
PA
USD
125168.33000000
0.121872285424
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370PAG6
200000.00000000
PA
USD
132417.00000000
0.128930076953
Long
DBT
CORP
ID
N
2
2050-01-21
Fixed
4.18000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AK6
200000.00000000
PA
USD
142537.50000000
0.138784074882
Long
DBT
CORP
MX
N
2
2033-07-26
Fixed
3.88000000
N
N
N
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244AU3
100000.00000000
PA
USD
79826.15000000
0.077724096319
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
4.45000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCR1
200000.00000000
PA
USD
174897.33000000
0.170291776855
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.75000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAQ5
200000.00000000
PA
USD
111013.25000000
0.108089949669
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.00000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAF4
200000.00000000
PA
USD
114362.72000000
0.111351218425
Long
DBT
CORP
US
N
2
2050-08-15
Fixed
2.05000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAW1
100000.00000000
PA
USD
79826.97000000
0.077724894726
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
4.15000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
100000.00000000
PA
USD
88118.43000000
0.085798016575
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAF9
100000.00000000
PA
USD
85219.30000000
0.082975229063
Long
DBT
CORP
US
N
2
2045-12-14
Fixed
4.30000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAM5
100000.00000000
PA
USD
61075.06000000
0.059466776816
Long
DBT
CORP
GB
N
2
2050-09-02
Fixed
3.55000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BX7
200000.00000000
PA
USD
180668.62000000
0.175911092077
Long
DBT
CORP
US
N
2
2046-02-23
Fixed
4.65000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CJ6
100000.00000000
PA
USD
73307.01000000
0.071376624153
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.445000 07-OCT-2032
000000000
100000.00000000
OU
Notional Amount
USD
3141.20000000
0.003058483108
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-10-07
0.00000000
USD
-1.71000000
USD
100000.00000000
USD
3142.91000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBA0
100000.00000000
PA
USD
82198.69000000
0.080034160471
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.85000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
100000.00000000
PA
USD
81329.61000000
0.079187965864
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GX5
100000.00000000
PA
USD
81742.76000000
0.079590236428
Long
DBT
CORP
US
N
2
2043-03-01
Fixed
4.40000000
N
N
N
N
N
N
EASTERN GAS TRAN
H2VQBNB3NSKRM5QWBI71
Eastern Gas Transmission & Storage Inc
276480AD2
100000.00000000
PA
USD
77980.29000000
0.075926843158
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.60000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EC3
100000.00000000
PA
USD
83555.04000000
0.081354793848
Long
DBT
CORP
US
N
2
2048-06-29
Fixed
4.05000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AZ6
100000.00000000
PA
USD
65821.86000000
0.064088579827
Long
DBT
CORP
US
N
2
2051-05-10
Fixed
3.65000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CQ9
100000.00000000
PA
USD
84801.79000000
0.082568713310
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
4.13000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AE7
150000.00000000
PA
USD
102140.48000000
0.099450825395
Long
DBT
CORP
CA
N
2
2051-03-04
Fixed
3.75000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RBA6
150000.00000000
PA
USD
132753.01000000
0.129257238837
Long
DBT
US
N
2
2033-02-01
Fixed
4.60000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAW7
100000.00000000
PA
USD
81526.74000000
0.079379904860
Long
DBT
CORP
US
N
2
2045-11-03
Fixed
4.35000000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAQ3
100000.00000000
PA
USD
87177.56000000
0.084881922407
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MM0
100000.00000000
PA
USD
88948.49000000
0.086606218692
Long
DBT
CORP
US
N
2
2041-03-26
Fixed
5.32000000
N
N
N
N
N
N
LOUISVILLE GAS & ELEC
KO3GRIB3RPH1XDX50U72
Louisville Gas and Electric Co
546676AU1
100000.00000000
PA
USD
86605.11000000
0.084324546673
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.13000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAE6
100000.00000000
PA
USD
73651.00000000
0.071711555900
Long
DBT
CORP
US
N
2
2042-11-28
Fixed
4.12000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
200000.00000000
PA
USD
169888.70000000
0.165415038586
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAS2
150000.00000000
PA
USD
104631.76000000
0.101876502779
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967CC3
100000.00000000
PA
USD
95048.18000000
0.092545286191
Long
DBT
CORP
US
N
2
2033-10-31
Fixed
6.00000000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAK9
100000.00000000
PA
USD
94952.50000000
0.092452125723
Long
DBT
CORP
KY
N
2
2039-11-10
Fixed
6.88000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BE0
100000.00000000
PA
USD
82445.59000000
0.080274558879
Long
DBT
CORP
US
N
2
2053-05-01
Fixed
4.60000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BL2
100000.00000000
PA
USD
87811.57000000
0.085499237088
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBC6
100000.00000000
PA
USD
81904.07000000
0.079747298669
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.80000000
N
N
N
N
N
N
PUGET SOUND ENERGY INC
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CK0
100000.00000000
PA
USD
59839.66000000
0.058263908476
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
2.89000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Z5
150000.00000000
PA
USD
119510.02000000
0.116362975111
Long
DBT
CORP
US
N
2
2053-04-25
Fixed
4.61000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGQ7
100000.00000000
PA
USD
79746.52000000
0.077646563208
Long
DBT
CORP
US
N
2
2045-11-17
Fixed
4.90000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BJ4
200000.00000000
PA
USD
162586.28000000
0.158304912450
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGC2
150000.00000000
PA
USD
98112.83000000
0.095529235083
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.70000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
100000.00000000
PA
USD
64153.95000000
0.062464590727
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BH4
100000.00000000
PA
USD
85898.92000000
0.083636952701
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
4.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABL8
100000.00000000
PA
USD
67248.90000000
0.065478041732
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AQ1
100000.00000000
PA
USD
64623.44000000
0.062921717696
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.38000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBN4
100000.00000000
PA
USD
64849.86000000
0.063142175402
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EV1
100000.00000000
PA
USD
82194.58000000
0.080030158699
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.00000000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAN0
100000.00000000
PA
USD
87155.93000000
0.084860861987
Long
DBT
CORP
CA
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
100000.00000000
PA
USD
83680.83000000
0.081477271433
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
150000.00000000
PA
USD
105976.83000000
0.103186153191
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
JOHNSON CONTROLS INTL PL
549300XQ6S1GYKGBL205
Johnson Controls International plc
478375AN8
100000.00000000
PA
USD
74743.36000000
0.072775150898
Long
DBT
CORP
IE
N
2
2064-07-02
Variable
4.95000000
N
N
N
N
N
N
PACIFIC LIFECORP
VFN8KLUEIK7XMVX1JM30
Pacific LifeCorp
694476AF9
100000.00000000
PA
USD
88397.31000000
0.086069552857
Long
DBT
CORP
US
N
2
2052-09-15
Fixed
5.40000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAM5
100000.00000000
PA
USD
75354.55000000
0.073370246496
Long
DBT
CORP
US
N
2
2047-09-12
Fixed
3.95000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
100000.00000000
PA
USD
70544.35000000
0.068686712991
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.63000000
N
N
N
N
N
N
Boston Scientific Corp
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137AT4
100000.00000000
PA
USD
84205.44000000
0.081988066933
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.55000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
100000.00000000
PA
USD
106158.06000000
0.103362610880
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
100000.00000000
PA
USD
85955.46000000
0.083692003839
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
Entergy Louisiana LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBA5
100000.00000000
PA
USD
87243.38000000
0.084946009176
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.00000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FS2
100000.00000000
PA
USD
67610.73000000
0.065830343700
Long
DBT
CORP
US
N
2
2071-04-06
Fixed
3.80000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334BP8
100000.00000000
PA
USD
78532.71000000
0.076464716340
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.15000000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CZ3
100000.00000000
PA
USD
57525.28000000
0.056010472803
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
150000.00000000
PA
USD
115569.04000000
0.112525772526
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BX1
100000.00000000
PA
USD
81238.21000000
0.079098972691
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
4.38000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDU2
200000.00000000
PA
USD
115655.56000000
0.112610014204
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.94000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CG9
100000.00000000
PA
USD
77634.33000000
0.075589993287
Long
DBT
CORP
US
N
2
2045-05-20
Fixed
4.30000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACT0
150000.00000000
PA
USD
97006.95000000
0.094452476105
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.397500 19-OCT-2025
000000000
3850000.00000000
OU
Notional Amount
USD
450131.35000000
0.438278088120
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2025-10-20
0.00000000
USD
-35.63000000
USD
3850000.00000000
USD
450166.98000000
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FS0
100000.00000000
PA
USD
86581.70000000
0.084301753126
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
Motiva Enterprises LLC
UQZ4EDMHL4ZESPZY3752
Motiva Enterprises LLC
61980AAD5
200000.00000000
PA
USD
189735.70000000
0.184739409606
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
6.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVS0
100000.00000000
PA
USD
80599.24000000
0.078476828621
Long
DBT
CORP
US
N
2
2045-10-21
Fixed
4.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 0.475500 15-SEP-2027
000000000
2335000.00000000
OU
Notional Amount
USD
245249.81000000
0.238791672339
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2027-09-15
0.00000000
USD
-76008.30000000
USD
2335000.00000000
USD
321258.11000000
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GC1
100000.00000000
PA
USD
63570.61000000
0.061896611758
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.20000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
50000.00000000
PA
USD
29614.53000000
0.028834693671
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.595500 27-OCT-2047
000000000
2000000.00000000
OU
Notional Amount
USD
-8034.61000000
-0.00782303545
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2047-10-28
0.00000000
USD
-64.88000000
USD
2000000.00000000
USD
-7969.73000000
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BT8
100000.00000000
PA
USD
61757.35000000
0.060131100145
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBW7
200000.00000000
PA
USD
190187.31000000
0.185179127407
Long
DBT
CORP
US
N
2
2059-01-23
Fixed
5.80000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBJ6
100000.00000000
PA
USD
68587.88000000
0.066781762511
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
3.10000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC22
000000000
1.00000000
NC
USD
-2321.83000000
-0.00226068949
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ2 Comdty
2022-12-30
206751.52000000
USD
-2321.83000000
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAR4
75000.00000000
PA
USD
59984.66000000
0.058405090206
Long
DBT
CORP
US
N
2
2044-01-31
Fixed
5.38000000
N
N
N
N
N
N
SOUTHERN CALIF GAS CO
XY0N0J73VHV5F4CUJV89
Southern California Gas Co
842434CT7
50000.00000000
PA
USD
36013.14000000
0.035064809741
Long
DBT
CORP
US
N
2
2050-02-15
Fixed
3.95000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
100000.00000000
PA
USD
71339.67000000
0.069461089912
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
100000.00000000
PA
USD
102359.32000000
0.099663902705
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBT6
100000.00000000
PA
USD
77158.91000000
0.075127092472
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
5.13000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468N2
100000.00000000
PA
USD
92196.52000000
0.089768718657
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
5.60000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBE5
100000.00000000
PA
USD
79035.11000000
0.076953886693
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
150000.00000000
PA
USD
110541.78000000
0.107630894839
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FT0
100000.00000000
PA
USD
73264.68000000
0.071335408824
Long
DBT
CORP
US
N
2
2041-05-20
Fixed
3.20000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
100000.00000000
PA
USD
79680.49000000
0.077582271969
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
GLAXOSMITHKLINE CAP INC
5493007Q8VD7Q3ZYZS59
GlaxoSmithKline Capital Inc
377372AB3
100000.00000000
PA
USD
99623.14000000
0.096999774247
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
5.38000000
N
N
N
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448DP0
100000.00000000
PA
USD
74816.03000000
0.072845907287
Long
DBT
CORP
US
N
2
2046-10-06
Fixed
3.45000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCC0
100000.00000000
PA
USD
87259.22000000
0.084961432063
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.261500 20-OCT-2052
000000000
1000000.00000000
OU
Notional Amount
USD
31224.19000000
0.030401966662
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-21
0.00000000
USD
-35.73000000
USD
1000000.00000000
USD
31259.92000000
N
N
N
DEERE & COMPANY
PWFTNG3EI0Y73OXWDH08
Deere & Co
244199BF1
200000.00000000
PA
USD
165748.05000000
0.161383423891
Long
DBT
CORP
US
N
2
2042-06-09
Fixed
3.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493008K8W3OKZE54J59
Energy Transfer LP
29278NAE3
100000.00000000
PA
USD
84146.95000000
0.081931117144
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160BV5
150000.00000000
PA
USD
119257.91000000
0.116117503897
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
549300TPZNMN50BJ3745
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
150000.00000000
PA
USD
132814.52000000
0.129317129100
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
International Paper Co
824LMFJDH41EY779Q875
International Paper Co
460146CH4
100000.00000000
PA
USD
93191.31000000
0.090737312955
Long
DBT
CORP
US
N
2
2041-11-15
Fixed
6.00000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.688000 16-AUG-2037
000000000
250000.00000000
OU
Notional Amount
USD
31398.43000000
0.030571618418
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2037-08-17
0.00000000
USD
-5.25000000
USD
250000.00000000
USD
31403.68000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.316500 31-OCT-2052
000000000
900000.00000000
OU
Notional Amount
USD
19042.12000000
0.018540685840
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-31
0.00000000
USD
-32.18000000
USD
900000.00000000
USD
19074.30000000
N
N
N
PRES & FELLOWS OF HARVAR
6S3X7J22E861RNTJSA74
President and Fellows of Harvard College
740816AP8
100000.00000000
PA
USD
60630.41000000
0.059033835738
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.52000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.467500 01-AUG-2032
000000000
750000.00000000
OU
Notional Amount
USD
82866.16000000
0.080684054053
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-02
0.00000000
USD
-12.62000000
USD
750000.00000000
USD
82878.78000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
200000.00000000
PA
USD
154950.18000000
0.150869893075
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JCD4
100000.00000000
PA
USD
60090.56000000
0.058508201552
Long
DBT
CORP
US
N
2
2051-11-15
Fixed
2.70000000
N
N
N
N
N
N
3M COMPANY
LUZQVYP4VS22CLWDAR65
3M Co
88579YBD2
200000.00000000
PA
USD
151129.53000000
0.147149851853
Long
DBT
CORP
US
N
2
2048-09-14
Fixed
4.00000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AS4
100000.00000000
PA
USD
88007.26000000
0.085689774003
Long
DBT
CORP
CA
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
100000.00000000
PA
USD
73491.66000000
0.071556411784
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RAX2
100000.00000000
PA
USD
90551.93000000
0.088167435474
Long
DBT
CORP
CA
N
2
2115-09-15
Fixed
6.13000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21685WCJ4
100000.00000000
PA
USD
92575.04000000
0.090137271129
Long
DBT
CORP
NL
N
2
2041-05-24
Fixed
5.25000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
2027A0JN0
100000.00000000
PA
USD
76051.30000000
0.074048649051
Long
DBT
CORP
AU
N
2
2047-07-12
Fixed
3.90000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DX3
100000.00000000
PA
USD
73044.29000000
0.071120822331
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AL7
100000.00000000
PA
USD
104350.76000000
0.101602902323
Long
DBT
CORP
US
N
2
2032-12-01
Fixed
6.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.469000 19-SEP-2027
000000000
100000.00000000
OU
Notional Amount
USD
2422.91000000
0.002359107763
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-09-20
0.00000000
USD
-0.97000000
USD
100000.00000000
USD
2423.88000000
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
150000.00000000
PA
USD
130193.70000000
0.126765322880
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
TRAVELERS COS INC
549300Y650407RU8B149
Travelers Cos Inc/The
89417EAH2
100000.00000000
PA
USD
93743.65000000
0.091275108244
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.35000000
N
N
N
N
N
N
Caterpillar Inc
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CB5
150000.00000000
PA
USD
120981.49000000
0.117795697045
Long
DBT
CORP
US
N
2
2042-08-15
Fixed
3.80000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AE3
50000.00000000
PA
USD
40903.50000000
0.039826392401
Long
DBT
US
N
2
2052-05-15
Fixed
5.63000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CD2
100000.00000000
PA
USD
87217.45000000
0.084920761988
Long
DBT
CORP
US
N
2
2038-11-01
Fixed
5.30000000
N
N
N
N
N
N
Dow Chemical Co/The
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543CG6
100000.00000000
PA
USD
76493.04000000
0.074478756757
Long
DBT
CORP
US
N
2
2042-11-15
Fixed
4.38000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CV9
100000.00000000
PA
USD
60902.02000000
0.059298293460
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.13000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
150000.00000000
PA
USD
144049.59000000
0.140256347174
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FQ1
100000.00000000
PA
USD
75632.29000000
0.073640672797
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc
571676AG0
100000.00000000
PA
USD
76318.18000000
0.074308501327
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
4.13000000
N
N
N
N
N
N
GEORGE WASHINGTON UNIVER
5493002S4P5IVD462L47
George Washington University/The
372546AW1
100000.00000000
PA
USD
77264.47000000
0.075229872772
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
4.13000000
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
Aon Global Ltd
00185AAG9
100000.00000000
PA
USD
80311.74000000
0.078196899329
Long
DBT
CORP
GB
N
2
2044-06-14
Fixed
4.60000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BW5
100000.00000000
PA
USD
97859.91000000
0.095282975199
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
5.30000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AR2
100000.00000000
PA
USD
80304.79000000
0.078190132342
Long
DBT
CORP
US
N
2
2049-01-15
Fixed
4.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148YAA6
100000.00000000
PA
USD
77863.80000000
0.075813420677
Long
DBT
CORP
US
N
2
2038-10-31
Fixed
4.02000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
150000.00000000
PA
USD
99774.59000000
0.097147236130
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BF8
100000.00000000
PA
USD
82704.55000000
0.080526699713
Long
DBT
CORP
NL
N
2
2045-05-11
Fixed
4.38000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
100000.00000000
PA
USD
60998.62000000
0.059392349703
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.252500 21-JUN-2027
000000000
1500000.00000000
OU
Notional Amount
USD
45758.35000000
0.044553400143
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-06-21
0.00000000
USD
-13.70000000
USD
1500000.00000000
USD
45772.05000000
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCQ3
100000.00000000
PA
USD
91830.20000000
0.089412044923
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
4.63000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCU4
100000.00000000
PA
USD
92301.32000000
0.089870758969
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
5.65000000
N
N
N
N
N
N
CF Industries Inc
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
100000.00000000
PA
USD
84980.03000000
0.082742259735
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.38000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AW5
100000.00000000
PA
USD
70281.84000000
0.068431115639
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.85000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92553PAU6
100000.00000000
PA
USD
81361.63000000
0.079219142685
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBG9
200000.00000000
PA
USD
121573.23000000
0.118371854817
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
150000.00000000
PA
USD
93295.05000000
0.090838321181
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.94000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
100000.00000000
PA
USD
101368.33000000
0.098699008341
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.13000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAR1
100000.00000000
PA
USD
78585.65000000
0.076516262277
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.50000000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CBC7
50000.00000000
PA
USD
44024.34000000
0.042865051647
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.88000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
100000.00000000
PA
USD
78452.80000000
0.076386910602
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
100000.00000000
PA
USD
77678.26000000
0.075632766483
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBG2
100000.00000000
PA
USD
69790.22000000
0.067952441417
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
150000.00000000
PA
USD
96274.48000000
0.093739294162
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
FOMENTO ECONOMICO MEX
549300A8MDWDJNMLV153
Fomento Economico Mexicano SAB de CV
344419AC0
150000.00000000
PA
USD
95625.00000000
0.093106916851
Long
DBT
CORP
MX
N
2
2050-01-16
Fixed
3.50000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044DN8
150000.00000000
PA
USD
108524.76000000
0.105666988816
Long
DBT
CORP
US
N
2
2050-01-15
Fixed
3.95000000
N
N
N
N
N
N
Kimberly-Clark Corp
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368BC6
100000.00000000
PA
USD
109347.15000000
0.106467722906
Long
DBT
CORP
US
N
2
2037-08-01
Fixed
6.63000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAH9
150000.00000000
PA
USD
135171.00000000
0.131611556158
Long
DBT
CORP
XX
N
2
2033-04-01
Fixed
5.75000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
100000.00000000
PA
USD
91695.62000000
0.089281008804
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.50000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BJ0
100000.00000000
PA
USD
85359.88000000
0.083112107185
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
4.90000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.798500 20-OCT-2029
000000000
200000.00000000
OU
Notional Amount
USD
1197.54000000
0.001166005304
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-22
0.00000000
USD
-2.72000000
USD
200000.00000000
USD
1200.26000000
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
100000.00000000
PA
USD
91561.63000000
0.089150547149
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.38000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBM9
100000.00000000
PA
USD
73105.92000000
0.071180829435
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
4.37000000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8E5
100000.00000000
PA
USD
74213.60000000
0.072259341013
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
100000.00000000
PA
USD
114797.72000000
0.111774763615
Long
DBT
CORP
US
N
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AD4
150000.00000000
PA
USD
158232.00000000
0.154065293251
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.38000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
150000.00000000
PA
USD
106647.63000000
0.103839289085
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.550500 11-OCT-2032
000000000
200000.00000000
OU
Notional Amount
USD
4555.31000000
0.004435355497
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-10-12
0.00000000
USD
-3.42000000
USD
200000.00000000
USD
4558.73000000
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EM5
150000.00000000
PA
USD
135081.31000000
0.131524227956
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.63000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AP9
100000.00000000
PA
USD
73823.16000000
0.071879182429
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
4.00000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAN3
50000.00000000
PA
USD
42934.17000000
0.041803588980
Long
DBT
CORP
US
N
2
2062-06-01
Fixed
5.25000000
N
N
N
N
N
N
UNION ELECTRIC CO
QMPJLLDULY5C1M8PNY21
Union Electric Co
906548CU4
100000.00000000
PA
USD
75249.68000000
0.073268138027
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.90000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAD0
100000.00000000
PA
USD
109113.31000000
0.106240040591
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.95000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAN8
50000.00000000
PA
USD
28931.29000000
0.028169445358
Long
DBT
CORP
XX
N
2
2051-11-30
Fixed
3.25000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
150000.00000000
PA
USD
121025.66000000
0.117838703921
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
CHUBB CORP
N/A
Chubb Corp/The
171232AQ4
100000.00000000
PA
USD
102341.12000000
0.099646181963
Long
DBT
CORP
US
N
2
2037-05-11
Fixed
6.00000000
N
N
N
N
N
N
EVERGY METRO
1128SIJQ26096WL7IO82
Evergy Metro Inc
485134BR0
50000.00000000
PA
USD
38389.37000000
0.037378466724
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
4.20000000
N
N
N
N
N
N
CSL Finance PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAE9
100000.00000000
PA
USD
83880.29000000
0.081671479074
Long
DBT
CORP
GB
N
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEF5
150000.00000000
PA
USD
101808.25000000
0.099127343973
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
3.25000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AP1
100000.00000000
PA
USD
84300.19000000
0.082080321891
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.88000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAW1
100000.00000000
PA
USD
84531.15000000
0.082305200045
Long
DBT
CORP
US
N
2
2052-08-01
Fixed
5.45000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.823000 27-OCT-2032
000000000
1000000.00000000
OU
Notional Amount
USD
595.89000000
0.000580198490
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-10-27
0.00000000
USD
-17.18000000
USD
1000000.00000000
USD
613.07000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
200000.00000000
PA
USD
127272.41000000
0.123920958905
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
Nestle Holdings Inc
549300EAEU8YV8MQXP30
Nestle Holdings Inc
641062AN4
150000.00000000
PA
USD
119969.54000000
0.116810394619
Long
DBT
CORP
US
N
2
2048-09-24
Fixed
4.00000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BQ4
100000.00000000
PA
USD
78531.10000000
0.076463148736
Long
DBT
CORP
NL
N
2
2046-05-10
Fixed
4.00000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
150000.00000000
PA
USD
130570.98000000
0.127132668005
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JW2
100000.00000000
PA
USD
80726.85000000
0.078601078280
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JQ1
100000.00000000
PA
USD
74569.18000000
0.072605557562
Long
DBT
CORP
US
N
2
2040-07-01
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
100000.00000000
PA
USD
74170.25000000
0.072217132544
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CE2
200000.00000000
PA
USD
135130.12000000
0.131571752647
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.92000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBQ8
100000.00000000
PA
USD
74735.90000000
0.072767887342
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCC3
100000.00000000
PA
USD
74066.55000000
0.072116163265
Long
DBT
CORP
US
N
2
2047-11-01
Fixed
3.97000000
N
N
N
N
N
N
Commonwealth Edison Co
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JJ0
100000.00000000
PA
USD
71791.98000000
0.069901489280
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.65000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408HN6
100000.00000000
PA
USD
84805.19000000
0.082572023779
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
4.75000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAM7
100000.00000000
PA
USD
78522.59000000
0.076454862829
Long
DBT
CORP
US
N
2
2045-09-01
Fixed
4.30000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDR0
150000.00000000
PA
USD
136707.78000000
0.133107868291
Long
DBT
CORP
US
N
2
2037-03-01
Fixed
5.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.414500 24-OCT-2052
000000000
750000.00000000
OU
Notional Amount
USD
2521.88000000
0.002455471597
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-24
0.00000000
USD
-26.80000000
USD
750000.00000000
USD
2548.68000000
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200JH5
100000.00000000
PA
USD
82405.54000000
0.080235563512
Long
DBT
CORP
US
N
2
2046-02-19
Fixed
4.70000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MD0
150000.00000000
PA
USD
120375.24000000
0.117205411363
Long
DBT
CORP
US
N
2
2048-07-23
Fixed
4.65000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
100000.00000000
PA
USD
81674.84000000
0.079524104959
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AT3
100000.00000000
PA
USD
61607.57000000
0.059985264286
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BC4
100000.00000000
PA
USD
59936.87000000
0.058358558655
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
200000.00000000
PA
USD
169522.38000000
0.165058364852
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCD6
100000.00000000
PA
USD
59995.50000000
0.058415644757
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
2.70000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448EP9
150000.00000000
PA
USD
101648.86000000
0.098972151174
Long
DBT
CORP
US
N
2
2049-10-15
Fixed
2.88000000
N
N
N
N
N
N
Grupo Televisa SAB
549300O4AF0C816ILN62
Grupo Televisa SAB
40049JBC0
200000.00000000
PA
USD
185526.00000000
0.180640563197
Long
DBT
CORP
MX
N
2
2046-01-31
Fixed
6.13000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BD6
50000.00000000
PA
USD
28418.34000000
0.027670002817
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
3.55000000
N
N
N
N
N
N
PETRONAS CAPITAL LTD
549300G7YFX3540OYR85
Petronas Capital Ltd
716743AR0
200000.00000000
PA
USD
162643.94000000
0.158361054095
Long
DBT
CORP
MY
N
2
2050-04-21
Fixed
4.55000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.846500 31-OCT-2027
000000000
400000.00000000
OU
Notional Amount
USD
3130.19000000
0.003047763033
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-10-29
0.00000000
USD
-3.92000000
USD
400000.00000000
USD
3134.11000000
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833EF3
200000.00000000
PA
USD
124639.48000000
0.121357361576
Long
DBT
CORP
US
N
2
2051-02-08
Fixed
2.65000000
N
N
N
N
N
N
iShares 10+ Year Investment Grade Corporate Bond ETF
5493002XJCHL78PKW767
iShares 10+ Year Investment Grade Corporate Bond ETF
464289511
1045984.00000000
NS
USD
49067109.44000000
47.77503036605
Long
EC
RF
US
N
1
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
100000.00000000
PA
USD
66413.72000000
0.064664854439
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KV2
100000.00000000
PA
USD
84237.27000000
0.082019058757
Long
DBT
CORP
US
N
2
2052-07-27
Fixed
4.90000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAM0
100000.00000000
PA
USD
74390.86000000
0.072431933244
Long
DBT
CORP
US
N
2
2042-08-01
Fixed
3.55000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBK9
100000.00000000
PA
USD
60225.73000000
0.058639812134
Long
DBT
CORP
US
N
2
2060-05-15
Fixed
3.95000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: OIS 1.395500 12-NOV-2046
000000000
1900000.00000000
OU
Notional Amount
USD
653959.51000000
0.636738862447
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2046-11-13
0.00000000
USD
-51.49000000
USD
1900000.00000000
USD
654011.00000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
100000.00000000
PA
USD
87235.01000000
0.084937859582
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
America Movil SAB de CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WBG9
200000.00000000
PA
USD
155850.00000000
0.151746018209
Long
DBT
CORP
MX
N
2
2049-04-22
Fixed
4.38000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBH3
100000.00000000
PA
USD
90262.26000000
0.087885393324
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
4.25000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDQ9
100000.00000000
PA
USD
82070.74000000
0.079909579765
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.85000000
N
N
N
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAK1
200000.00000000
PA
USD
129912.50000000
0.126491527690
Long
DBT
CORP
HK
N
2
2040-09-16
Fixed
3.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 4.652000 24-OCT-2024
000000000
1000000.00000000
OU
Notional Amount
USD
-1914.62000000
-0.00186420251
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-10-24
0.00000000
USD
-4.70000000
USD
1000000.00000000
USD
-1909.92000000
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
100000.00000000
PA
USD
69406.52000000
0.067578845349
Long
DBT
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAH3
100000.00000000
PA
USD
60619.17000000
0.059022891720
Long
DBT
CORP
US
N
2
2052-01-30
Fixed
3.20000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AR9
100000.00000000
PA
USD
57673.41000000
0.056154702111
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
3.20000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BD4
200000.00000000
PA
USD
171806.21000000
0.167282054995
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AJ3
200000.00000000
PA
USD
169829.40000000
0.165357300127
Long
DBT
CORP
US
N
2
2052-08-23
Fixed
4.70000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
100000.00000000
PA
USD
90617.10000000
0.088230889359
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
150000.00000000
PA
USD
100219.70000000
0.097580625095
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAC9
150000.00000000
PA
USD
123138.94000000
0.119896335139
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.10000000
N
N
N
N
N
N
CSX Corp
549300JVQR4N1MMP3Q88
CSX Corp
126408GK3
100000.00000000
PA
USD
102329.01000000
0.099634390855
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAD5
100000.00000000
PA
USD
92519.41000000
0.090083106028
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
5.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
200000.00000000
PA
USD
147009.91000000
0.143138713376
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBE4
150000.00000000
PA
USD
97108.11000000
0.094550972270
Long
DBT
CORP
CA
N
2
2051-08-01
Fixed
3.40000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LBJ9
100000.00000000
PA
USD
83907.00000000
0.081697485722
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
4.45000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION
549300AINIIPOLYX2R63
FirstEnergy Transmission LLC
33767BAC3
100000.00000000
PA
USD
75576.53000000
0.073586381120
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
4.55000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
150000.00000000
PA
USD
98996.89000000
0.096390015223
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.13000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
100000.00000000
PA
USD
91343.36000000
0.088938024830
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YBD1
150000.00000000
PA
USD
99509.15000000
0.096888785934
Long
DBT
CORP
US
N
2
2051-12-01
Fixed
3.65000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
50000.00000000
PA
USD
37593.17000000
0.036603232976
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBA5
200000.00000000
PA
USD
128287.50000000
0.124909318646
Long
DBT
CORP
CL
N
2
2050-01-30
Fixed
3.70000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BC4
50000.00000000
PA
USD
38977.30000000
0.037950914825
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.20000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AM0
100000.00000000
PA
USD
85413.68000000
0.083164490475
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.25000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.821000 27-OCT-2037
000000000
1500000.00000000
OU
Notional Amount
USD
-2762.15000000
-0.00268941459
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2037-10-27
0.00000000
USD
-31.86000000
USD
1500000.00000000
USD
-2730.29000000
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
150000.00000000
PA
USD
139989.34000000
0.136303015314
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
200000.00000000
PA
USD
162064.04000000
0.157796424542
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677052AA0
50000.00000000
PA
USD
42594.64000000
0.041472999788
Long
DBT
CORP
US
N
2
2040-11-01
Fixed
5.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.890000 27-OCT-2029
000000000
450000.00000000
OU
Notional Amount
USD
241.14000000
0.000234790085
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2029-10-29
0.00000000
USD
-6.13000000
USD
450000.00000000
USD
247.27000000
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
94973VAY3
100000.00000000
PA
USD
84806.21000000
0.082573016919
Long
DBT
CORP
US
N
2
2042-05-15
Fixed
4.63000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
200000.00000000
PA
USD
156502.88000000
0.152381705988
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EY5
100000.00000000
PA
USD
61361.97000000
0.059746131645
Long
DBT
CORP
AU
N
2
2041-11-18
Fixed
3.13000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
150000.00000000
PA
USD
93476.16000000
0.091014662030
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081CY7
200000.00000000
PA
USD
234537.10000000
0.228361059013
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
7.20000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
200000.00000000
PA
USD
172011.50000000
0.167481939115
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.452500 04-AUG-2027
000000000
500000.00000000
OU
Notional Amount
USD
34408.90000000
0.033502814026
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2027-08-04
0.00000000
USD
-4.69000000
USD
500000.00000000
USD
34413.59000000
N
N
N
BHP BILLITON FIN USA LTD
5493003NUVITP3TMY274
BHP Billiton Finance USA Ltd
055451AV0
100000.00000000
PA
USD
91507.93000000
0.089098261225
Long
DBT
CORP
AU
N
2
2043-09-30
Fixed
5.00000000
N
N
N
N
N
N
DTE Electric Co
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAE6
100000.00000000
PA
USD
74033.75000000
0.072084226984
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
3.70000000
N
N
N
N
N
N
JOHNSON & JOHNSON
549300G0CFPGEF6X2043
Johnson & Johnson
478160CT9
150000.00000000
PA
USD
84765.04000000
0.082532931044
Long
DBT
CORP
US
N
2
2060-09-01
Fixed
2.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
5493006LL0CKP8WQW329
Energy Transfer LP
86765BAV1
100000.00000000
PA
USD
79399.34000000
0.077308525463
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
Tyson Foods Inc
WD6L6041MNRW1JE49D58
Tyson Foods Inc
902494AZ6
200000.00000000
PA
USD
186361.17000000
0.181453740752
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
4.88000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CN9
100000.00000000
PA
USD
74311.54000000
0.072354701969
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
3.80000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AX1
100000.00000000
PA
USD
74167.53000000
0.072214484170
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.95000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.559000 20-OCT-2042
000000000
1400000.00000000
OU
Notional Amount
USD
32038.08000000
0.031194424581
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2042-10-20
0.00000000
USD
-39.15000000
USD
1400000.00000000
USD
32077.23000000
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
150000.00000000
PA
USD
124984.86000000
0.121693646720
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.58000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
150000.00000000
PA
USD
94619.27000000
0.092127670634
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
200000.00000000
PA
USD
148583.98000000
0.144671333555
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08000000
N
N
N
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667AJ0
100000.00000000
PA
USD
83626.37000000
0.081424245523
Long
DBT
CORP
US
N
2
2046-03-15
Fixed
4.63000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.522500 17-AUG-2032
000000000
100000.00000000
OU
Notional Amount
USD
10634.59000000
0.010354550450
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2032-08-17
0.00000000
USD
-1.69000000
USD
100000.00000000
USD
10636.28000000
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FG8
100000.00000000
PA
USD
71444.99000000
0.069563636531
Long
DBT
CORP
US
N
2
2060-03-20
Fixed
3.84000000
N
N
N
N
N
N
MASS INSTITUTE OF TECH
DLZO3A31IADZ27B62557
Massachusetts Institute of Technology
575718AJ0
100000.00000000
PA
USD
68258.45000000
0.066461007357
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
3.07000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAU7
150000.00000000
PA
USD
112772.64000000
0.109803009835
Long
DBT
CORP
ES
N
2
2047-03-08
Fixed
5.21000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
250000.00000000
PA
USD
150972.98000000
0.146997424267
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGB4
150000.00000000
PA
USD
101249.56000000
0.098583365899
Long
DBT
CORP
US
N
2
2051-03-22
Fixed
3.55000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
100000.00000000
PA
USD
70772.73000000
0.068909079084
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAP1
100000.00000000
PA
USD
66698.84000000
0.064942466404
Long
DBT
CORP
CA
N
2
2041-05-13
Fixed
3.44000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BG1
100000.00000000
PA
USD
64294.05000000
0.062601001488
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CX5
100000.00000000
PA
USD
84095.60000000
0.081881119338
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.63000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568PAF6
200000.00000000
PA
USD
156250.00000000
0.152135485050
Long
DBT
CORP
ID
N
2
2048-05-21
Fixed
6.15000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CM2
100000.00000000
PA
USD
69068.85000000
0.067250067178
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.953000 05-OCT-2052
000000000
150000.00000000
OU
Notional Amount
USD
13135.63000000
0.012789730825
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-07
0.00000000
USD
-5.35000000
USD
150000.00000000
USD
13140.98000000
N
N
N
Aetna Inc
549300QKBENKLBXQ8968
Aetna Inc
00817YAG3
100000.00000000
PA
USD
100953.13000000
0.098294741759
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
6.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
100000.00000000
PA
USD
80987.03000000
0.078854406988
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
5521FA2ITF25TVH63740
Plains All American Pipeline LP / PAA Finance Corp
72650RBE1
100000.00000000
PA
USD
70562.99000000
0.068704862145
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.70000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY FIN
549300RLHFT5RU20WM87
Berkshire Hathaway Finance Corp
084664DB4
100000.00000000
PA
USD
73348.43000000
0.071416953444
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BP6
150000.00000000
PA
USD
118013.37000000
0.114905736239
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
100000.00000000
PA
USD
72916.19000000
0.070996095575
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.38000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
SWP: USD 1.754500 17-JUN-2036
000000000
16785000.00000000
OU
Notional Amount
USD
5045019.20000000
4.912169235729
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2036-06-17
481220.51000000
USD
0.00000000
USD
16785000.00000000
USD
4563798.69000000
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612EBN5
100000.00000000
PA
USD
64778.77000000
0.063072957407
Long
DBT
CORP
US
N
2
2052-01-15
Fixed
2.95000000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457BZ0
150000.00000000
PA
USD
86203.79000000
0.083933794591
Long
DBT
CORP
US
N
2
2060-09-15
Fixed
2.50000000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAW8
100000.00000000
PA
USD
68349.48000000
0.066549640273
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.35000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 2.923000 30-NOV-2022
000000000
40000000.00000000
OU
Notional Amount
USD
16747.14000000
0.016306139309
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2022-11-30
0.00000000
USD
-17.85000000
USD
40000000.00000000
USD
16764.99000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
100000.00000000
PA
USD
80353.45000000
0.078237510984
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EZ2
100000.00000000
PA
USD
88782.46000000
0.086444560743
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 1.442000 10-DEC-2046
000000000
1550000.00000000
OU
Notional Amount
USD
522221.15000000
0.508469554937
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2046-12-10
0.00000000
USD
-48.89000000
USD
1550000.00000000
USD
522270.04000000
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FD0
100000.00000000
PA
USD
80328.16000000
0.078212886942
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
4.45000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
200000.00000000
PA
USD
121153.39000000
0.117963070420
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.68000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
SWP: OIS 3.385000 28-OCT-2052
000000000
400000.00000000
OU
Notional Amount
USD
3485.95000000
0.003394154842
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2052-10-28
0.00000000
USD
-14.30000000
USD
400000.00000000
USD
3500.25000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
150000.00000000
PA
USD
107211.18000000
0.104387999181
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BB1
200000.00000000
PA
USD
196647.72000000
0.191469416104
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
5.38000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDS0
100000.00000000
PA
USD
86274.34000000
0.084002486805
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
5.01000000
N
N
N
N
N
N
BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES
5493008LW2651I1QB503
BlackRock Cash Funds: Treasury, SL Agency Shares
066922477
1210000.00000000
NS
USD
1210000.00000000
1.178137196233
Long
STIV
RF
US
N
1
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AH8
50000.00000000
PA
USD
37717.36000000
0.036724152693
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.13000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AE0
100000.00000000
PA
USD
65079.12000000
0.063365398322
Long
DBT
CORP
US
N
2
2051-03-30
Fixed
3.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
200000.00000000
PA
USD
126535.28000000
0.123203239672
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAC6
200000.00000000
PA
USD
138167.09000000
0.134528750433
Long
DBT
CORP
NO
N
2
2049-11-18
Fixed
3.25000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BF0
100000.00000000
PA
USD
67919.36000000
0.066130846578
Long
DBT
CORP
US
N
2
2049-08-19
Fixed
3.60000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
100000.00000000
PA
USD
75935.00000000
0.073935411566
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
SIMON PROPERTY GROUP LP
MR92GTD0MJTTTTQDVG45
Simon Property Group LP
828807DH7
150000.00000000
PA
USD
90561.16000000
0.088176422421
Long
DBT
US
N
2
2049-09-13
Fixed
3.25000000
N
N
N
N
N
N
2022-11-30
iShares U.S. ETF Trust
Ann Frechette
Ann Frechette
Assistant Treasurer