0001145549-21-048318.txt : 20210824
0001145549-21-048318.hdr.sgml : 20210824
20210824121109
ACCESSION NUMBER: 0001145549-21-048318
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210630
FILED AS OF DATE: 20210824
PERIOD START: 20211231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: FEDERATED HERMES INSURANCE SERIES
CENTRAL INDEX KEY: 0000912577
IRS NUMBER: 256425525
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08042
FILM NUMBER: 211200575
BUSINESS ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
BUSINESS PHONE: 8003417400
MAIL ADDRESS:
STREET 1: 4000 ERICSSON DRIVE
CITY: WARRENDALE
STATE: PA
ZIP: 15086-7561
FORMER COMPANY:
FORMER CONFORMED NAME: FEDERATED INSURANCE SERIES
DATE OF NAME CHANGE: 19960328
FORMER COMPANY:
FORMER CONFORMED NAME: INSURANCE MANAGEMENT SERIES
DATE OF NAME CHANGE: 19930924
0000912577
S000009744
Federated Hermes Quality Bond Fund II
C000026769
Primary Shares
C000026770
Service Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000912577
XXXXXXXX
S000009744
C000026770
C000026769
Federated Hermes Insurance Series
811-08042
0000912577
254900PGYAB5I8WZFV72
Federated Hermes Funds
4000 Ericsson Drive
Warrendale
15086-7561
8003417400
Federated Hermes Quality Bond Fund II
S000009744
RZZ0MRXNQCBGX1ERUZ06
2021-12-31
2021-06-30
N
199313345.260000000000
3801156.780000000000
195512188.480000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
798663.250000000000
0.000000000000
0.000000000000
349268.410000000000
USD
N
AIA Group Ltd
ZP5ILWVSYE4LJGMMVD57
AIA Group Ltd
00131LAH8
350000.0000000000
PA
USD
388160.2600000000
0.1985350699
Long
DBT
CORP
HK
Y
2
2029-04-09
Fixed
3.6000000000
N
N
N
N
N
N
AIG GLOBAL FUNDING
54930057MDZ7KOVOTV71
AIG Global Funding
00138CAK4
200000.0000000000
PA
USD
203874.0800000000
0.1042769157
Long
DBT
CORP
US
Y
2
2022-07-01
Fixed
2.3000000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
450000.0000000000
PA
USD
490349.8800000000
0.2508027166
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.4000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
300000.0000000000
PA
USD
310540.4400000000
0.1588343123
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3000000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BE9
210000.0000000000
PA
USD
224176.8900000000
0.1146613374
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
3.4000000000
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BF6
453000.0000000000
PA
USD
511836.9400000000
0.2617928550
Long
DBT
CORP
US
N
2
2026-11-30
Fixed
3.7500000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
455000.0000000000
PA
USD
494530.9800000000
0.2529412534
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2000000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDB2
67000.0000000000
PA
USD
84375.3400000000
0.0431560511
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.7500000000
N
N
N
N
N
N
Agilent Technologies Inc
QUIX8Y7A2WP0XRMW7G29
Agilent Technologies Inc
00846UAJ0
440000.0000000000
PA
USD
467239.7800000000
0.2389824305
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.8800000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAY0
550000.0000000000
PA
USD
592054.8400000000
0.3028224709
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.6300000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAM4
700000.0000000000
PA
USD
701087.7800000000
0.3585903188
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.8800000000
N
N
N
N
N
N
Airbus SE
MINO79WLOO247M1IL051
Airbus SE
009279AA8
600000.0000000000
PA
USD
645533.4700000000
0.3301755635
Long
DBT
CORP
NL
Y
2
2027-04-10
Fixed
3.1500000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAD5
205000.0000000000
PA
USD
209584.2700000000
0.1071975469
Long
DBT
CORP
US
Y
2
2030-05-27
Fixed
2.6000000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AU3
250000.0000000000
PA
USD
305276.9200000000
0.1561421425
Long
DBT
US
N
2
2030-12-15
Fixed
4.9000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAX0
200000.0000000000
PA
USD
196802.5000000000
0.1006599647
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
2.1300000000
N
N
N
N
N
N
ALLEGION US HOLDING CO
5493002B66JX7J7SXI33
Allegion US Holding Co Inc
01748NAD6
800000.0000000000
PA
USD
851473.4000000000
0.4355091141
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.2000000000
N
N
N
N
N
N
ALLEGION PLC
984500560CAC2E6FB757
Allegion PLC
01748TAB7
165000.0000000000
PA
USD
179578.1500000000
0.0918501048
Long
DBT
CORP
IE
N
2
2029-10-01
Fixed
3.5000000000
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
800000.0000000000
PA
USD
905590.5800000000
0.4631888104
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.4000000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BC9
170000.0000000000
PA
USD
187937.6200000000
0.0961257820
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.1500000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AG6
380000.0000000000
PA
USD
391112.9100000000
0.2000452826
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.9500000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
125000.0000000000
PA
USD
126612.0100000000
0.0647591391
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.3000000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BR9
500000.0000000000
PA
USD
536533.1800000000
0.2744244153
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.0000000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BA7
400000.0000000000
PA
USD
409541.2700000000
0.2094709661
Long
DBT
CORP
GB
Y
2
2031-03-17
Fixed
2.8800000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AK6
650000.0000000000
PA
USD
674808.3900000000
0.3451490136
Long
DBT
CORP
US
N
2
2023-05-03
Fixed
2.4000000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DT4
315000.0000000000
PA
USD
318836.0000000000
0.1630773009
Long
DBT
CORP
US
N
2
2025-05-11
Fixed
1.1300000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DX5
500000.0000000000
PA
USD
494962.4700000000
0.2531619506
Long
DBT
CORP
US
N
2
2025-08-20
Fixed
0.5500000000
N
N
N
N
N
N
ASSOC BANC-CORP
549300N3CIN473IW5094
Associated Banc-Corp
045487AB1
935000.0000000000
PA
USD
1018054.2100000000
0.5207113776
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.2500000000
N
N
N
N
N
N
AVALONBAY COMMUNITIES
K9G90K85RBWD2LAGQX17
AvalonBay Communities Inc
05348EBA6
395000.0000000000
PA
USD
433681.1500000000
0.2218179610
Long
DBT
US
N
2
2027-05-15
Fixed
3.3500000000
N
N
N
N
N
BAE SYSTEMS PLC
8SVCSVKSGDWMW2QHOH83
BAE Systems PLC
05523RAD9
200000.0000000000
PA
USD
217587.4600000000
0.1112909950
Long
DBT
CORP
GB
Y
2
2030-04-15
Fixed
3.4000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBJ3
200000.0000000000
PA
USD
212381.7700000000
0.1086284040
Long
DBT
CORP
US
N
2
2026-09-06
Fixed
3.2200000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAK6
290000.0000000000
PA
USD
316945.6700000000
0.1621104405
Long
DBT
CORP
GB
Y
2
2025-06-15
Fixed
3.9500000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
BB&T Corp
05531FAX1
245000.0000000000
PA
USD
249180.6300000000
0.1274501769
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
2.7500000000
N
N
N
N
N
N
BP Capital Markets PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QCJ5
500000.0000000000
PA
USD
537830.9200000000
0.2750881795
Long
DBT
CORP
GB
N
2
2023-09-26
Fixed
3.9900000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGQ6
200000.0000000000
PA
USD
205024.8100000000
0.1048654877
Long
DBT
CORP
US
N
2
2023-07-21
Fixed
2.8200000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
500000.0000000000
PA
USD
574850.8900000000
0.2940230450
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.2700000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
750000.0000000000
PA
USD
785060.7500000000
0.4015405669
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.4600000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
250000.0000000000
PA
USD
257915.0200000000
0.1319176170
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.5900000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAC1
300000.0000000000
PA
USD
306138.7200000000
0.1565829335
Long
DBT
CORP
US
N
2
2023-05-16
Fixed
2.6600000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAE3
1000000.0000000000
PA
USD
1071394.9000000000
0.5479939171
Long
DBT
CORP
US
Y
2
2023-12-15
Fixed
3.8800000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
07330NAT2
475000.0000000000
PA
USD
497313.5100000000
0.2543644536
Long
DBT
CORP
US
N
2
2024-12-06
Fixed
2.1500000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BF5
740000.0000000000
PA
USD
806360.1000000000
0.4124346959
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.7300000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
130000.0000000000
PA
USD
144448.6800000000
0.0738821866
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.0500000000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
235000.0000000000
PA
USD
235834.3900000000
0.1206238812
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.2500000000
N
N
N
N
N
N
Boardwalk Pipelines LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
500000.0000000000
PA
USD
576129.4800000000
0.2946770145
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.8000000000
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AH1
265000.0000000000
PA
USD
281527.0900000000
0.1439946492
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.4000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CM5
600000.0000000000
PA
USD
620751.7100000000
0.3175002617
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.7000000000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBD5
80000.0000000000
PA
USD
85777.5300000000
0.0438732391
Long
DBT
US
N
2
2031-01-30
Fixed
3.2500000000
N
N
N
N
N
N
SKY LTD
2138003TS48MQKF4BZ29
Sky PLC
111013AL2
300000.0000000000
PA
USD
328054.9300000000
0.1677925722
Long
DBT
CORP
GB
Y
2
2024-09-16
Fixed
3.7500000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
280000.0000000000
PA
USD
309556.1800000000
0.1583308859
Long
DBT
CORP
XX
N
2
2027-01-15
Fixed
3.8800000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAL5
666000.0000000000
PA
USD
749881.5800000000
0.3835472283
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
4.1100000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AH3
650000.0000000000
PA
USD
756543.3300000000
0.3869545607
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.3800000000
N
N
N
N
N
N
CK HUTCH INTL 17 II LTD
254900F7C0PB6TKONV55
CK Hutchison International 17 II Ltd
12563XAB7
750000.0000000000
PA
USD
777789.6800000000
0.3978215814
Long
DBT
CORP
KY
Y
2
2023-03-29
Fixed
2.7500000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
600000.0000000000
PA
USD
596512.6000000000
0.3051025129
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.4500000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
1290000.0000000000
PA
USD
1483152.1400000000
0.7585983010
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.3000000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DM9
250000.0000000000
PA
USD
245387.6500000000
0.1255101546
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
1.3000000000
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AW1
420000.0000000000
PA
USD
435198.8000000000
0.2225942042
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.9500000000
N
N
N
N
N
N
CARPENTER TECHNOLOGY
DX6I6ZD3X5WNNCDJKP85
Carpenter Technology Corp
144285AK9
230000.0000000000
PA
USD
240465.9000000000
0.1229927924
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.4500000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
200000.0000000000
PA
USD
207526.2600000000
0.1061449220
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.7200000000
N
N
N
N
N
N
Cenovus Energy Inc
549300EIRQ0Z2B9C1W06
Cenovus Energy Inc
15135UAM1
500000.0000000000
PA
USD
559201.2200000000
0.2860185978
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
4.2500000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
500000.0000000000
PA
USD
551725.7300000000
0.2821950561
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.9000000000
N
N
N
N
N
N
CINTAS CORPORATION NO. 2
549300QVUQTTKMTE0G41
Cintas Corp No 2
17252MAN0
750000.0000000000
PA
USD
841246.9900000000
0.4302785399
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.7000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
500000.0000000000
PA
USD
563737.0400000000
0.2883385657
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.1300000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MS7
800000.0000000000
PA
USD
823226.1500000000
0.4210612936
Long
DBT
CORP
US
N
2
2031-06-03
Fixed
2.5700000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AS4
90000.0000000000
PA
USD
92397.0300000000
0.0472589616
Long
DBT
CORP
US
N
2
2030-02-06
Fixed
2.5000000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
515000.0000000000
PA
USD
536856.6000000000
0.2745898372
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.7500000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBW0
900000.0000000000
PA
USD
944823.2400000000
0.4832554161
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.3500000000
N
N
N
N
N
N
Comerica Inc
I9Q57JVPWHHZ3ZGBW498
Comerica Inc
200340AQ0
300000.0000000000
PA
USD
332677.8700000000
0.1701571000
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
3.8000000000
N
N
N
N
N
N
Corp Andina de Fomento
UKZ46SXGNYCZK0UOZE76
Corp Andina de Fomento
219868BS4
320000.0000000000
PA
USD
332305.6000000000
0.1699666924
Long
DBT
NUSS
VE
N
2
2022-06-15
Fixed
4.3800000000
N
N
N
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160KAN5
275000.0000000000
PA
USD
276988.6600000000
0.1416733464
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
1.3800000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAJ0
300000.0000000000
PA
USD
315111.4500000000
0.1611722791
Long
DBT
US
N
2
2023-07-15
Fixed
3.1500000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAT8
180000.0000000000
PA
USD
177859.8600000000
0.0909712389
Long
DBT
US
N
2
2031-01-15
Fixed
2.2500000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAV3
500000.0000000000
PA
USD
488797.8500000000
0.2500088889
Long
DBT
US
N
2
2026-07-15
Fixed
1.0500000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851BJ2
1000000.0000000000
PA
USD
1068910.3300000000
0.5467231165
Long
DBT
CORP
US
Y
2
2024-08-01
Fixed
3.2500000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVQ9
750000.0000000000
PA
USD
747976.9000000000
0.3825730282
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
0.4500000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAC0
150000.0000000000
PA
USD
176116.0500000000
0.0900793201
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.8500000000
N
N
N
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AD7
200000.0000000000
PA
USD
223922.9500000000
0.1145314529
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.1500000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AF5
250000.0000000000
PA
USD
264268.2900000000
0.1351671689
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.7000000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
500000.0000000000
PA
USD
552379.8400000000
0.2825296184
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.0000000000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Dominion Energy Gas Holdings LLC
257375AN5
205000.0000000000
PA
USD
215580.8100000000
0.1102646396
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.5000000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
560000.0000000000
PA
USD
594123.9500000000
0.3038807732
Long
DBT
CORP
US
N
2
2024-08-15
Variable
3.0700000000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
400000.0000000000
PA
USD
396753.1600000000
0.2029301411
Long
DBT
CORP
NL
Y
2
2028-01-24
Fixed
1.7100000000
N
N
N
N
N
N
Embraer Overseas Ltd
N/A
Embraer Overseas Ltd
29081YAD8
519000.0000000000
PA
USD
555018.6000000000
0.2838792836
Long
DBT
CORP
KY
Y
2
2023-09-16
Fixed
5.7000000000
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAN6
190000.0000000000
PA
USD
189064.4200000000
0.0967021143
Long
DBT
CORP
US
Y
2
2024-06-15
Fixed
0.8300000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29278NAC7
470000.0000000000
PA
USD
503091.7100000000
0.2573198704
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.2000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Operating LP
29278NAQ6
300000.0000000000
PA
USD
326173.7300000000
0.1668303815
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.7500000000
N
N
N
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429AN5
80000.0000000000
PA
USD
85006.2600000000
0.0434787522
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.9500000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AQ8
480000.0000000000
PA
USD
505651.9800000000
0.2586293898
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.6000000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
EXELON CORP SR UNSECURED 04/30 4.05
30161NAX9
385000.0000000000
PA
USD
438949.4700000000
0.2245125858
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.0500000000
N
N
N
N
N
N
FMC Corp
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AR6
640000.0000000000
PA
USD
647375.0900000000
0.3311175099
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.9500000000
N
N
N
N
N
N
FNB CORP
PCYSKIGYNYFDTBLVZU83
FNB Corp/PA
30260NAA9
685000.0000000000
PA
USD
696099.1700000000
0.3560387592
Long
DBT
CORP
US
N
2
2023-02-24
Fixed
2.2000000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
31292HEY6
453.4600000000
PA
USD
533.0100000000
0.0002726224
Long
ABS-MBS
USGSE
US
N
2
2030-09-01
Fixed
8.0000000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBV7
550000.0000000000
PA
USD
597036.8900000000
0.3053706752
Long
DBT
CORP
US
N
2
2029-08-05
Fixed
3.1000000000
N
N
N
N
N
N
STELLANTIS NV
549300LKT9PW7ZIBDF31
Fiat Chrysler Automobiles NV
31562QAF4
500000.0000000000
PA
USD
539765.0000000000
0.2760774171
Long
DBT
CORP
NL
N
2
2023-04-15
Fixed
5.2500000000
N
N
N
N
N
N
FIFTH THIRD BANK
QFROUN1UWUYU0DVIWD51
Fifth Third Bank/Cincinnati OH
31677QBR9
250000.0000000000
PA
USD
262269.5100000000
0.1341448388
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.2500000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BC1
250000.0000000000
PA
USD
259109.5000000000
0.1325285661
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.6500000000
N
N
N
N
N
N
FLOWERS FOODS INC
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AC5
200000.0000000000
PA
USD
200553.8100000000
0.1025786738
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.4000000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CR9
250000.0000000000
PA
USD
268127.5000000000
0.1371410663
Long
DBT
CORP
US
N
2
2026-12-08
Fixed
4.3500000000
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
240000.0000000000
PA
USD
257697.5800000000
0.1318064014
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.0600000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
255000.0000000000
PA
USD
252789.0200000000
0.1292957856
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.0000000000
N
N
N
N
N
N
GE CAPITAL FUNDING LLC
549300XAGH9TOLX5XM67
GE Capital Funding LLC
36166NAJ2
950000.0000000000
PA
USD
1107854.3600000000
0.5666420946
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.4000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C4P5
1470.2400000000
PA
USD
1644.0200000000
0.0008408785
Long
ABS-MBS
USGA
US
N
2
2028-08-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C4Q3
1993.4100000000
PA
USD
2240.4500000000
0.0011459388
Long
ABS-MBS
USGA
US
N
2
2028-08-20
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202C5T6
2817.7300000000
PA
USD
3159.5400000000
0.0016160322
Long
ABS-MBS
USGA
US
N
2
2028-10-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DC90
3225.0000000000
PA
USD
3668.6200000000
0.0018764150
Long
ABS-MBS
USGA
US
N
2
2029-08-20
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DLU3
584.8900000000
PA
USD
666.2200000000
0.0003407562
Long
ABS-MBS
USGA
US
N
2
2031-02-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DLV1
2311.3600000000
PA
USD
2660.6800000000
0.0013608768
Long
ABS-MBS
USGA
US
N
2
2031-02-20
Fixed
7.0000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DTS0
12261.6400000000
PA
USD
14173.7800000000
0.0072495634
Long
ABS-MBS
USGA
US
N
2
2032-07-20
Fixed
6.5000000000
N
N
N
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
General Dynamics Corp
369550BK3
275000.0000000000
PA
USD
298157.0300000000
0.1525004821
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.2500000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAG5
920000.0000000000
PA
USD
1006539.2900000000
0.5148217601
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.0000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBQ8
300000.0000000000
PA
USD
331426.7600000000
0.1695171859
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4.0000000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
500000.0000000000
PA
USD
496926.5600000000
0.2541665376
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.2500000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDH6
500000.0000000000
PA
USD
507934.0100000000
0.2597965958
Long
DBT
CORP
US
N
2
2028-04-10
Fixed
2.4000000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BD9
350000.0000000000
PA
USD
351433.9300000000
0.1797503945
Long
DBT
CORP
US
Y
2
2026-04-27
Fixed
1.6300000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
90000.0000000000
PA
USD
93886.2400000000
0.0480206583
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38145GAH3
1250000.0000000000
PA
USD
1360347.3500000000
0.6957864676
Long
DBT
CORP
US
N
2
2026-11-16
Fixed
3.5000000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAB0
161000.0000000000
PA
USD
164663.6900000000
0.0842217006
Long
DBT
CORP
MX
Y
2
2022-01-25
Fixed
4.5000000000
N
N
N
N
N
N
HSBC USA Inc
549300LBOHZ4QSIWU288
HSBC USA Inc
40434CAD7
1000000.0000000000
PA
USD
1083814.1700000000
0.5543460888
Long
DBT
CORP
US
N
2
2024-06-23
Fixed
3.5000000000
N
N
N
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809HAG2
700000.0000000000
PA
USD
779825.7000000000
0.3988629589
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.3000000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BN1
500000.0000000000
PA
USD
526795.2100000000
0.2694436670
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.1300000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CB0
205000.0000000000
PA
USD
208892.7500000000
0.1068438503
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.3500000000
N
N
N
N
N
N
HUBBELL INC
54930088VDQ6840Y6597
Hubbell Inc
443510AK8
555000.0000000000
PA
USD
557008.1000000000
0.2848968672
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.3000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Husky Energy Inc
448055AK9
585000.0000000000
PA
USD
626529.7600000000
0.3204556017
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
4.0000000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAH0
135000.0000000000
PA
USD
145162.1300000000
0.0742471000
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
3.6300000000
N
N
N
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140AS9
500000.0000000000
PA
USD
552986.4700000000
0.2828398957
Long
DBT
CORP
US
N
2
2025-07-29
Fixed
3.7000000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BP4
175000.0000000000
PA
USD
191311.3500000000
0.0978513675
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
3.4000000000
N
N
N
N
N
N
INTER-AMERICAN DEVEL BK
VKU1UKDS9E7LYLMACP54
Inter-American Development Bank
45818QAD1
510000.0000000000
PA
USD
657044.2900000000
0.3360630839
Long
DBT
NUSS
US
N
2
2027-07-15
Fixed
6.7500000000
N
N
N
N
N
N
INTL FLAVOR & FRAGRANCES
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506AN1
915000.0000000000
PA
USD
910643.1400000000
0.4657730789
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
1.2300000000
N
N
N
N
N
N
Invesco Finance PLC
549300OYQ3LAJYXXO449
Invesco Finance PLC
46132FAD2
220000.0000000000
PA
USD
243589.1000000000
0.1245902375
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
3.7500000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJJ0
1000000.0000000000
PA
USD
1053037.3100000000
0.5386044308
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
3.3800000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRY8
500000.0000000000
PA
USD
555564.8200000000
0.2841586626
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.7800000000
N
N
N
N
N
N
Jefferies Group LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AM4
200000.0000000000
PA
USD
276905.7600000000
0.1416309449
Long
DBT
CORP
US
N
2
2043-01-20
Fixed
6.5000000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAG5
176000.0000000000
PA
USD
187693.9500000000
0.0960011503
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.0600000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAH3
450000.0000000000
PA
USD
505084.3300000000
0.2583390498
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.4200000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAJ9
85000.0000000000
PA
USD
92005.1800000000
0.0470585393
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.2000000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAB9
460000.0000000000
PA
USD
511425.3900000000
0.2615823566
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
4.5500000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAN9
100000.0000000000
PA
USD
103463.3400000000
0.0529191253
Long
DBT
US
N
2
2022-11-01
Fixed
3.4000000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAW9
250000.0000000000
PA
USD
257234.7800000000
0.1315696898
Long
DBT
US
N
2
2030-10-01
Fixed
2.7000000000
N
N
N
N
N
N
Kraft Heinz Foods Co
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
417000.0000000000
PA
USD
444294.7600000000
0.2272465791
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.0000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBC9
900000.0000000000
PA
USD
989557.1000000000
0.5061357595
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.8800000000
N
N
N
N
N
N
KROGER CO
6CPEOKI6OYJ13Q6O7870
Kroger Co/The
501044CK5
610000.0000000000
PA
USD
896833.5400000000
0.4587097853
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
6.9000000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAD7
335000.0000000000
PA
USD
365719.5000000000
0.1870571358
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.6300000000
N
N
N
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAH8
600000.0000000000
PA
USD
586920.0000000000
0.3001961180
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.3000000000
N
N
N
N
N
N
Lennox International Inc
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AD9
1000000.0000000000
PA
USD
1048968.6800000000
0.5365234199
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.0000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
350000.0000000000
PA
USD
366073.5100000000
0.1872382038
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.3800000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AL0
475000.0000000000
PA
USD
517590.6300000000
0.2647357354
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.8500000000
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
600000.0000000000
PA
USD
677158.9700000000
0.3463512814
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.7000000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEN5
290000.0000000000
PA
USD
289095.9800000000
0.1478659629
Long
DBT
CORP
US
Y
2
2024-06-07
Fixed
0.5500000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
750000.0000000000
PA
USD
800014.2100000000
0.4091889187
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.4000000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BR3
105000.0000000000
PA
USD
108621.9900000000
0.0555576565
Long
DBT
CORP
US
N
2
2023-04-24
Fixed
2.5000000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAL1
500000.0000000000
PA
USD
541000.7800000000
0.2767094902
Long
DBT
US
N
2
2024-06-15
Fixed
3.7500000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
320000.0000000000
PA
USD
304529.0100000000
0.1557596037
Long
DBT
US
N
2
2031-02-15
Fixed
1.7000000000
N
N
N
N
N
N
MOLEX ELECTRONICS TECH
549300WTBVUFUPSIWI20
Molex Electronic Technologies LLC
60856BAC8
190000.0000000000
PA
USD
195210.8700000000
0.0998458825
Long
DBT
CORP
US
Y
2
2025-04-15
Fixed
3.9000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
165000.0000000000
PA
USD
172855.1200000000
0.0884114292
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.7000000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAN8
500000.0000000000
PA
USD
521439.5100000000
0.2667043493
Long
DBT
CORP
US
N
2
2023-01-23
Fixed
3.1300000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61746BEF9
1000000.0000000000
PA
USD
1109738.9200000000
0.5676060038
Long
DBT
CORP
US
N
2
2027-01-20
Fixed
3.6300000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
1000000.0000000000
PA
USD
1065068.4300000000
0.5447580728
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.1000000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BQ3
395000.0000000000
PA
USD
457531.2900000000
0.2340167606
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
5.5000000000
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BR1
280000.0000000000
PA
USD
282156.6800000000
0.1443166701
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.9500000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NM3
600000.0000000000
PA
USD
609673.8100000000
0.3118341699
Long
DBT
CORP
US
N
2
2022-04-25
Fixed
2.4000000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
300000.0000000000
PA
USD
523126.3700000000
0.2675671395
Long
DBT
CORP
US
Y
2
2039-08-15
Fixed
9.3800000000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBE2
500000.0000000000
PA
USD
550476.4800000000
0.2815560934
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.4900000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAK3
320000.0000000000
PA
USD
307490.5400000000
0.1572743584
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.7500000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DA0
1000000.0000000000
PA
USD
1023975.0000000000
0.5237397259
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.4500000000
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919BB1
500000.0000000000
PA
USD
508792.2700000000
0.2602355761
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.4500000000
N
N
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AS2
345000.0000000000
PA
USD
381912.4000000000
0.1953394328
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.0000000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
500000.0000000000
PA
USD
507080.0200000000
0.2593597995
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.6500000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
210000.0000000000
PA
USD
217661.1700000000
0.1113286960
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.5700000000
N
N
N
N
N
N
PPL Capital Funding Inc
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAD5
590000.0000000000
PA
USD
607343.9400000000
0.3106424948
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.2000000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BF0
300000.0000000000
PA
USD
321908.1700000000
0.1646486454
Long
DBT
CORP
US
Y
2
2024-07-01
Fixed
3.4500000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
450000.0000000000
PA
USD
487752.8800000000
0.2494744107
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.3000000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
185000.0000000000
PA
USD
185035.2000000000
0.0946412607
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.3000000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
75513ECD1
320000.0000000000
PA
USD
321069.7600000000
0.1642198180
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.1000000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
1000000.0000000000
PA
USD
1059336.5000000000
0.5418263220
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.5000000000
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AJ5
430000.0000000000
PA
USD
424077.1900000000
0.2169057557
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
2.0000000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKD0
280000.0000000000
PA
USD
284131.7900000000
0.1453268935
Long
DBT
CORP
US
N
2
2022-03-01
Fixed
2.8000000000
N
N
N
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKM0
150000.0000000000
PA
USD
153201.1800000000
0.0783588896
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
2.8800000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AG6
300000.0000000000
PA
USD
333174.9200000000
0.1704113296
Long
DBT
CORP
US
Y
2
2025-12-21
Fixed
4.0000000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BF5
250000.0000000000
PA
USD
258896.5600000000
0.1324196522
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
2.9000000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAK8
85000.0000000000
PA
USD
86124.6700000000
0.0440507933
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.8000000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AZ1
60000.0000000000
PA
USD
65707.6700000000
0.0336079661
Long
DBT
CORP
US
Y
2
2027-02-01
Fixed
4.2500000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BA5
380000.0000000000
PA
USD
381954.4200000000
0.1953609250
Long
DBT
CORP
US
Y
2
2021-10-03
Fixed
2.6500000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BC1
510000.0000000000
PA
USD
514832.9300000000
0.2633252351
Long
DBT
CORP
US
Y
2
2030-10-15
Fixed
3.0000000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
JM Smucker Co/The
832696AS7
200000.0000000000
PA
USD
203977.8500000000
0.1043299917
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.3800000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
250000.0000000000
PA
USD
271478.0600000000
0.1388548009
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.2500000000
N
N
N
N
N
N
Southern Copper Corp
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAF2
320000.0000000000
PA
USD
331968.0000000000
0.1697940177
Long
DBT
CORP
US
N
2
2022-11-08
Fixed
3.5000000000
N
N
N
N
N
N
SOUTHERN CO GAS CAPITAL
E8CD46SWUD2TSN8PA636
Southern Co Gas Capital Corp
8426EPAA6
450000.0000000000
PA
USD
467993.1200000000
0.2393677467
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
2.4500000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BH0
275000.0000000000
PA
USD
295097.5700000000
0.1509356385
Long
DBT
CORP
US
N
2
2023-05-04
Fixed
4.7500000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AZ6
250000.0000000000
PA
USD
255066.2100000000
0.1304605160
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.6500000000
N
N
N
N
N
N
Stifel Financial Corp
549300E5F07FE5GHJX84
Stifel Financial Corp
860630AD4
390000.0000000000
PA
USD
427825.2400000000
0.2188227974
Long
DBT
CORP
US
N
2
2024-07-18
Fixed
4.2500000000
N
N
N
N
N
N
SYNOVUS BANK GA
DX0JX77PRMOELF7VG772
Synovus Bank/Columbus GA
87164DQS2
250000.0000000000
PA
USD
251978.6900000000
0.1288813204
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.2900000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BC0
700000.0000000000
PA
USD
761208.6000000000
0.3893407393
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.3000000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BF3
450000.0000000000
PA
USD
487665.1000000000
0.2494295132
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
3.2500000000
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAD0
500000.0000000000
PA
USD
546446.2200000000
0.2794947078
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.6300000000
N
N
N
N
N
N
Textron Financial Corp
4E8B2CNXPE5P5AY03O18
Textron Financial Corp
883199AR2
460000.0000000000
PA
USD
392150.0000000000
0.2005757304
Long
DBT
CORP
US
Y
2
2042-02-15
Variable
1.8900000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CF7
50000.0000000000
PA
USD
55463.5800000000
0.0283683490
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.1300000000
N
N
N
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Co
892356AA4
580000.0000000000
PA
USD
553652.7700000000
0.2831806929
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.7500000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FJ2
500000.0000000000
PA
USD
519877.5800000000
0.2659054579
Long
DBT
CORP
US
N
2
2027-02-05
Fixed
2.1500000000
N
N
N
N
N
N
UNITED PARCEL SERVICE
D01LMJZU09ULLNCY6Z23
United Parcel Service Inc
911312BX3
590000.0000000000
PA
USD
653251.3500000000
0.3341230821
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.9000000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJA9
250000.0000000000
PA
USD
241257.9600000000
0.1233979129
Long
DBT
CORP
US
N
2
2030-07-22
Fixed
1.3800000000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCB5
1000000.0000000000
PA
USD
1015468.8000000000
0.5193889997
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.6300000000
N
N
N
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PCP5
405000.0000000000
PA
USD
449675.9200000000
0.2299989190
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.7500000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAE0
215000.0000000000
PA
USD
302320.2800000000
0.1546298890
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.5000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VBY9
1100000.0000000000
PA
USD
1197485.9600000000
0.6124866021
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.1500000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556HAB3
310000.0000000000
PA
USD
374027.3500000000
0.1913064106
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.9500000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAC6
500000.0000000000
PA
USD
516679.7400000000
0.2642698361
Long
DBT
CORP
US
N
2
2022-12-14
Fixed
2.8000000000
N
N
N
N
N
N
AEP Texas Inc
5493001L78U618KXNZ75
AEP Texas Inc
0010EPAN8
310000.0000000000
PA
USD
339617.8400000000
0.1737067354
Long
DBT
CORP
US
Y
2
2025-10-01
Fixed
3.8500000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
250000.0000000000
PA
USD
260131.2400000000
0.1330511627
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.7500000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
877000.0000000000
PA
USD
869734.6900000000
0.4448493451
Long
DBT
CORP
US
Y
2
2033-12-01
Fixed
2.5500000000
N
N
N
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAD4
530000.0000000000
PA
USD
580148.7200000000
0.2967327636
Long
DBT
CORP
US
N
2
2025-12-14
Fixed
3.1500000000
N
N
N
N
N
N
WP Carey Inc
54930042CRNE713E3Q67
WP Carey Inc
92936UAA7
450000.0000000000
PA
USD
491771.0500000000
0.2515296125
Long
DBT
US
N
2
2024-04-01
Fixed
4.6000000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
275000.0000000000
PA
USD
274102.9300000000
0.1401973617
Long
DBT
US
N
2
2031-02-01
Fixed
2.4000000000
N
N
N
N
N
N
WEIR GROUP PLC (THE)
549300KDR56WHY9I3D10
Weir Group PLC/The
94876QAA4
510000.0000000000
PA
USD
512544.3100000000
0.2621546585
Long
DBT
CORP
GB
Y
2
2026-05-13
Fixed
2.2000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
500000.0000000000
PA
USD
511167.5600000000
0.2614504824
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.5000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2A0
500000.0000000000
PA
USD
551194.0000000000
0.2819230884
Long
DBT
CORP
US
N
2
2028-05-22
Fixed
3.5800000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2H5
250000.0000000000
PA
USD
261686.4400000000
0.1338466118
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.4100000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
750000.0000000000
PA
USD
778959.8000000000
0.3984200709
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.1900000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAJ3
500000.0000000000
PA
USD
533434.0100000000
0.2728392609
Long
DBT
US
N
2
2030-01-15
Fixed
3.1000000000
N
N
N
N
N
N
WRKCo Inc
549300JEB576INN13W07
WRKCo Inc
96145DAF2
500000.0000000000
PA
USD
546015.0100000000
0.2792741538
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.7500000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAQ2
300000.0000000000
PA
USD
327518.4200000000
0.1675181596
Long
DBT
CORP
US
N
2
2025-05-14
Fixed
3.6000000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAP2
250000.0000000000
PA
USD
260099.6900000000
0.1330350256
Long
DBT
CORP
US
N
2
2023-03-13
Fixed
2.7000000000
N
N
N
N
N
N
Chubb INA Holdings Inc
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAR8
300000.0000000000
PA
USD
323841.0600000000
0.1656372743
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.3500000000
N
N
N
N
N
N
ADVANCE AUTO PARTS
529900UCNQ5H9FSL0Y70
Advance Auto Parts Inc
00751YAE6
1000000.0000000000
PA
USD
1117344.1100000000
0.5714958841
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.9000000000
N
N
N
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
BOFAM REPO 1 REPO
000000000
4022000.0000000000
PA
USD
4022000.0000000000
2.0571607485
Long
RA
CORP
US
N
2
Repurchase
Y
.055
2021-07-01
3900170.15
USD
4102446.27
USD
AMBS
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
976657AL0
378000.0000000000
PA
USD
413592.9100000000
0.2115432870
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.5500000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAC9
500000.0000000000
PA
USD
530138.3600000000
0.2711536115
Long
DBT
CORP
IE
N
2
2025-01-15
Fixed
3.5000000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAR6
550000.0000000000
PA
USD
616473.9200000000
0.3153122702
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
4.6300000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAM2
400000.0000000000
PA
USD
404417.4200000000
0.2068502343
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.9500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT SEP21 XCBT 20210921
000000000
-10.0000000000
NC
USD
-24533.7500000000
-0.0125484504
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
US 10 Year Ultra Bond
2021-09-21
-1447497.5000000000
USD
-24533.7500000000
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAS4
190000.0000000000
PA
USD
187868.0300000000
0.0960901883
Long
DBT
CORP
IE
N
2
2026-01-30
Fixed
1.7500000000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAB9
350000.0000000000
PA
USD
368926.2300000000
0.1886973047
Long
DBT
CORP
US
Y
2
2029-09-23
Fixed
3.0000000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAT9
500000.0000000000
PA
USD
546701.2000000000
0.2796251243
Long
DBT
CORP
KY
N
2
2027-12-06
Fixed
3.4000000000
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD
549300OSW32RVX8CCZ87
Alimentation Couche-Tard Inc
01626PAM8
470000.0000000000
PA
USD
488507.5700000000
0.2498604173
Long
DBT
CORP
CA
Y
2
2030-01-25
Fixed
2.9500000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT SEP21 XCBT 20210921
000000000
-3.0000000000
NC
USD
-28179.2200000000
-0.0144130247
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
US Treasury Ultra Long Bond
2021-09-21
-549883.2800000000
USD
-28179.2200000000
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
800000.0000000000
PA
USD
871636.0600000000
0.4458218522
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.1300000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAB6
600000.0000000000
PA
USD
628753.6300000000
0.3215930602
Long
DBT
US
N
2
2023-01-31
Fixed
3.5000000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AZ3
350000.0000000000
PA
USD
354318.2400000000
0.1812256529
Long
DBT
CORP
GB
Y
2
2028-03-17
Fixed
2.2500000000
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
750000.0000000000
PA
USD
894223.1900000000
0.4573746511
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.7500000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AT7
125000.0000000000
PA
USD
161697.2400000000
0.0827044295
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.4500000000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AN8
600000.0000000000
PA
USD
652577.4500000000
0.3337783977
Long
DBT
CORP
GB
N
2
2027-06-12
Fixed
3.1300000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AV0
235000.0000000000
PA
USD
228979.4000000000
0.1171177111
Long
DBT
CORP
GB
N
2
2026-04-08
Fixed
0.7000000000
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AE3
340000.0000000000
PA
USD
372944.7900000000
0.1907527060
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
3.3800000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
665000.0000000000
PA
USD
787374.2500000000
0.4027238691
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.7500000000
N
N
N
N
N
N
BAE Systems Holdings Inc
MF62XBVMNYTYMC18DL76
BAE Systems Holdings Inc
05523UAP5
280000.0000000000
PA
USD
309444.2500000000
0.1582736362
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
3.8500000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
500000.0000000000
PA
USD
542796.1200000000
0.2776277654
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.2500000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGL7
1250000.0000000000
PA
USD
1382995.6300000000
0.7073705434
Long
DBT
CORP
US
N
2
2028-04-24
Fixed
3.7100000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJG5
250000.0000000000
PA
USD
249954.1500000000
0.1278458146
Long
DBT
CORP
US
N
2
2025-09-25
Fixed
0.9800000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406HCX5
550000.0000000000
PA
USD
594949.3500000000
0.3043029463
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.2500000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAL1
310000.0000000000
PA
USD
324995.3800000000
0.1662276825
Long
DBT
CORP
US
N
2
2024-10-24
Fixed
2.1000000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAJ2
200000.0000000000
PA
USD
223057.5300000000
0.1140888104
Long
DBT
CORP
US
Y
2
2025-12-15
Fixed
4.2500000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
250000.0000000000
PA
USD
277940.0500000000
0.1421599605
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.7000000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AD3
500000.0000000000
PA
USD
540368.6000000000
0.2763861446
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.5000000000
N
N
N
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAF0
600000.0000000000
PA
USD
668464.2300000000
0.3419041213
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
4.0500000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BQ7
450000.0000000000
PA
USD
458558.4600000000
0.2345421345
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
1.8800000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CN3
584000.0000000000
PA
USD
598582.1900000000
0.3061610607
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.9500000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
400000.0000000000
PA
USD
478012.7700000000
0.2444925678
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.6300000000
N
N
N
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAZ7
480000.0000000000
PA
USD
514474.3300000000
0.2631418194
Long
DBT
US
N
2
2025-01-15
Fixed
3.2000000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAB6
500000.0000000000
PA
USD
554379.4000000000
0.2835523475
Long
DBT
CORP
US
N
2
2025-09-21
Fixed
3.8000000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DJ4
152000.0000000000
PA
USD
208229.9400000000
0.1065048382
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.0000000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
135000.0000000000
PA
USD
141927.2500000000
0.0725925330
Long
DBT
CORP
US
Y
2
2033-04-15
Fixed
3.4200000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
CBS Corp
124857AM5
750000.0000000000
PA
USD
810523.7300000000
0.4145642971
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.7000000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
163000.0000000000
PA
USD
173638.0800000000
0.0888118952
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.7500000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAH7
500000.0000000000
PA
USD
514485.6200000000
0.2631475940
Long
DBT
CORP
US
N
2
2022-04-05
Fixed
4.3800000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
195000.0000000000
PA
USD
199967.5500000000
0.1022788152
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.9500000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAL8
250000.0000000000
PA
USD
254528.1300000000
0.1301853005
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.8800000000
N
N
N
N
N
N
CNH Industrial NV
549300WGC2HZ5J67V817
CNH Industrial NV
12594KAB8
595000.0000000000
PA
USD
660095.0300000000
0.3376234674
Long
DBT
CORP
NL
N
2
2027-11-15
Fixed
3.8500000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AU4
250000.0000000000
PA
USD
274357.2100000000
0.1403274201
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.4500000000
N
N
N
N
N
N
CNA Financial Corp
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
95000.0000000000
PA
USD
106859.0600000000
0.0546559582
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.9000000000
N
N
N
N
N
N
CNPC HK OVERSEAS CAPITAL
N/A
CNPC HK Overseas Capital Ltd
12622NAC6
530000.0000000000
PA
USD
735385.8800000000
0.3761330103
Long
DBT
CORP
VG
Y
2
2041-04-28
Fixed
5.9500000000
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AZ5
115000.0000000000
PA
USD
122063.5000000000
0.0624326805
Long
DBT
US
N
2
2030-05-15
Fixed
2.8000000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AZ4
250000.0000000000
PA
USD
257065.3300000000
0.1314830201
Long
DBT
CORP
CA
N
2
2025-07-15
Fixed
2.0500000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBU8
350000.0000000000
PA
USD
364508.2500000000
0.1864376093
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
3.2000000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAL8
340000.0000000000
PA
USD
350641.0700000000
0.1793448648
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.7000000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
1000000.0000000000
PA
USD
1133556.5800000000
0.5797881906
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.9100000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
550000.0000000000
PA
USD
562914.5800000000
0.2879178963
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.8000000000
N
N
N
N
N
N
CHEVRON CORP
N/A
Chevron Corp
166764BV1
500000.0000000000
PA
USD
507606.5400000000
0.2596291024
Long
DBT
CORP
US
N
2
2023-05-11
Fixed
1.1400000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AC5
250000.0000000000
PA
USD
272200.6200000000
0.1392243737
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.3800000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AE1
215000.0000000000
PA
USD
244656.5500000000
0.1251362137
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.3800000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KG5
500000.0000000000
PA
USD
553337.3000000000
0.2830193372
Long
DBT
CORP
US
N
2
2026-01-12
Fixed
3.7000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
1730000.0000000000
PA
USD
1889894.0600000000
0.9666374637
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.4000000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LM1
250000.0000000000
PA
USD
256467.3200000000
0.1311771517
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
2.8800000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LW9
500000.0000000000
PA
USD
567632.6200000000
0.2903310655
Long
DBT
CORP
US
N
2
2029-04-23
Fixed
4.0800000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
300000.0000000000
PA
USD
330046.1000000000
0.1688110100
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.3000000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCS8
750000.0000000000
PA
USD
840823.6800000000
0.4300620266
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
3.9500000000
N
N
N
N
N
N
BBVA USA
C90VT034M03BN29IRA40
Compass Bank
20453KAA3
500000.0000000000
PA
USD
551186.7400000000
0.2819193751
Long
DBT
CORP
US
N
2
2025-04-10
Fixed
3.8800000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBC1
750000.0000000000
PA
USD
881714.4500000000
0.4509767175
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.6500000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAB7
200000.0000000000
PA
USD
226208.0700000000
0.1157002393
Long
DBT
US
N
2
2026-02-15
Fixed
4.4500000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
250000.0000000000
PA
USD
268215.6000000000
0.1371861274
Long
DBT
US
N
2
2030-07-01
Fixed
3.3000000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAG0
470000.0000000000
PA
USD
490769.6500000000
0.2510174193
Long
DBT
CORP
LU
N
2
2024-11-15
Fixed
2.2000000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
235000.0000000000
PA
USD
246079.9700000000
0.1258642604
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAG1
750000.0000000000
PA
USD
905709.0600000000
0.4632494102
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.3000000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAH9
350000.0000000000
PA
USD
450429.6700000000
0.2303844448
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.2000000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
160000.0000000000
PA
USD
171315.2400000000
0.0876238159
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.2500000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AJ7
500000.0000000000
PA
USD
524135.8100000000
0.2680834449
Long
DBT
CORP
US
N
2
2022-11-21
Fixed
3.8500000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AM0
250000.0000000000
PA
USD
279891.5100000000
0.1431580876
Long
DBT
CORP
US
N
2
2027-02-09
Fixed
4.1000000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAQ2
132000.0000000000
PA
USD
137405.5000000000
0.0702797616
Long
DBT
CORP
US
N
2
2023-03-20
Fixed
2.9500000000
N
N
N
N
N
N
EDP Finance BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAF7
500000.0000000000
PA
USD
537753.2500000000
0.2750484531
Long
DBT
CORP
NL
Y
2
2024-07-15
Fixed
3.6300000000
N
N
N
N
N
N
Eaton Vance Corp
4JJ8ORNW1AFZPSV8GJ79
Eaton Vance Corp
278265AD5
370000.0000000000
PA
USD
391782.6100000000
0.2003878188
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.6300000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer Partners LP
29273RAY5
565000.0000000000
PA
USD
614910.5100000000
0.3145126218
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.9000000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAB4
470000.0000000000
PA
USD
480387.3600000000
0.2457071161
Long
DBT
CORP
NL
Y
2
2022-05-25
Fixed
2.8800000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAJ7
380000.0000000000
PA
USD
431163.7100000000
0.2205303482
Long
DBT
CORP
NL
Y
2
2025-09-14
Fixed
4.6300000000
N
N
N
N
N
N
EXELON GENERATION CO LLC
S2PEWKCZFFECR4533P43
Exelon Generation Co LLC
30161MAS2
250000.0000000000
PA
USD
269792.3200000000
0.1379925835
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.2500000000
N
N
N
N
N
N
EXPEDIA GROUP INC
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212PBH7
500000.0000000000
PA
USD
507698.4800000000
0.2596761276
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.9500000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CY4
140000.0000000000
PA
USD
146863.1100000000
0.0751171122
Long
DBT
CORP
US
N
2
2025-01-28
Fixed
2.3800000000
N
N
N
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AR9
500000.0000000000
PA
USD
575174.4900000000
0.2941885590
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.2000000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
230000.0000000000
PA
USD
242726.8800000000
0.1241492318
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.7500000000
N
N
N
N
N
N
Flowers Foods Inc
7YNCQQNDK8FBM9BBTK25
Flowers Foods Inc
343498AB7
380000.0000000000
PA
USD
414116.7000000000
0.2118111936
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
3.5000000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAL9
500000.0000000000
PA
USD
551841.5900000000
0.2822543159
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
3.5000000000
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202BVD4
593.6900000000
PA
USD
626.1100000000
0.0003202409
Long
ABS-MBS
USGA
US
N
2
2023-12-20
Fixed
7.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DAA9
4688.1600000000
PA
USD
5251.9300000000
0.0026862417
Long
ABS-MBS
USGA
US
N
2
2029-01-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DRH6
8250.3200000000
PA
USD
9481.8400000000
0.0048497437
Long
ABS-MBS
USGA
US
N
2
2032-01-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae II Pool
36202DS44
5652.5000000000
PA
USD
6528.5300000000
0.0033391934
Long
ABS-MBS
USGA
US
N
2
2032-05-20
Fixed
6.5000000000
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
Ginnie Mae I Pool
36211L6Z0
867.1100000000
PA
USD
1009.6700000000
0.0005164230
Long
ABS-MBS
USGA
US
N
2
2029-08-15
Fixed
8.0000000000
N
N
N
N
N
N
GXO LOGISTICS INC
N/A
GXO Logistics Inc
36262GAA9
485000.0000000000
PA
USD
483161.8500000000
0.2471262041
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
1.6500000000
N
N
N
N
N
N
GXO LOGISTICS INC
N/A
GXO Logistics Inc
36262GAC5
315000.0000000000
PA
USD
312864.3000000000
0.1600229134
Long
DBT
CORP
US
Y
2
2031-07-15
Fixed
2.6500000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
250000.0000000000
PA
USD
296124.8600000000
0.1514610738
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.1300000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BF9
220000.0000000000
PA
USD
242657.2100000000
0.1241135972
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.6500000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BE7
150000.0000000000
PA
USD
152700.6900000000
0.0781029005
Long
DBT
CORP
US
Y
2
2031-04-27
Fixed
2.8500000000
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAE2
320000.0000000000
PA
USD
317200.9800000000
0.1622410257
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.2000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GVR2
500000.0000000000
PA
USD
559331.8600000000
0.2860854172
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
4.2500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
500000.0000000000
PA
USD
570631.7200000000
0.2918650364
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.2200000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
500000.0000000000
PA
USD
486038.2000000000
0.2485973912
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.9900000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
40052VAC8
500000.0000000000
PA
USD
540475.6000000000
0.2764408727
Long
DBT
CORP
MX
Y
2
2024-06-27
Fixed
3.8800000000
N
N
N
N
N
N
HEALTHCARE TRUST OF AMER
549300IYGAS4GE6VDL07
Healthcare Trust of America Holdings LP
42225UAH7
445000.0000000000
PA
USD
430494.3700000000
0.2201879961
Long
DBT
US
N
2
2031-03-15
Fixed
2.0000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516BZ8
400000.0000000000
PA
USD
407018.0700000000
0.2081804071
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
1.9500000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AS3
240000.0000000000
PA
USD
250137.8300000000
0.1279397627
Long
DBT
CORP
US
N
2
2030-02-04
Fixed
2.5500000000
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
410000.0000000000
PA
USD
448552.1900000000
0.2294241569
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.4800000000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AS5
145000.0000000000
PA
USD
158193.9900000000
0.0809125974
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
3.8400000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
Husky Energy Inc
448055AP8
240000.0000000000
PA
USD
271652.8800000000
0.1389442173
Long
DBT
CORP
CA
N
2
2029-04-15
Fixed
4.4000000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
355000.0000000000
PA
USD
364534.6000000000
0.1864510867
Long
DBT
CORP
US
Y
2
2023-02-10
Fixed
2.3800000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABS5
580000.0000000000
PA
USD
573881.2000000000
0.2935270708
Long
DBT
CORP
US
Y
2
2026-01-08
Fixed
1.3000000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAG2
325000.0000000000
PA
USD
347555.0000000000
0.1777664107
Long
DBT
CORP
BM
N
2
2023-08-01
Fixed
4.1300000000
N
N
N
N
N
N
Ingram Micro Inc
549300KJMEWPKRQZHX63
Ingram Micro Inc
457153AF1
670000.0000000000
PA
USD
688879.6200000000
0.3523461250
Long
DBT
CORP
US
N
2
2022-08-10
Fixed
5.0000000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
500000.0000000000
PA
USD
545279.9100000000
0.2788981670
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.8800000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAX4
500000.0000000000
PA
USD
585148.1500000000
0.2992898573
Long
DBT
CORP
US
N
2
2029-12-05
Fixed
4.4500000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBT2
1000000.0000000000
PA
USD
987824.9000000000
0.5052497789
Long
DBT
CORP
US
N
2
2026-11-19
Fixed
1.0500000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
500000.0000000000
PA
USD
513511.6100000000
0.2626494102
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.5800000000
N
N
N
N
N
N
KANSAS CITY SOUTHERN
5493008C12PZMWP3WY03
Kansas City Southern
485170AV6
850000.0000000000
PA
USD
882239.9200000000
0.4512454834
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.0000000000
N
N
N
N
N
N
KEYSIGHT TECHNOLOGIES
549300GLKVIO8YRCYN02
Keysight Technologies Inc
49338LAF0
100000.0000000000
PA
USD
105824.2500000000
0.0541266766
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
3.0000000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAR0
410000.0000000000
PA
USD
428914.9200000000
0.2193801437
Long
DBT
US
N
2
2024-03-01
Fixed
2.7000000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAX7
250000.0000000000
PA
USD
250161.8800000000
0.1279520637
Long
DBT
US
N
2
2028-03-01
Fixed
1.9000000000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AU2
310000.0000000000
PA
USD
360244.8200000000
0.1842569626
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.0000000000
N
N
N
N
N
N
LENNOX INTERNATIONAL INC
S7DWAC87RDMPBF77GJ92
Lennox International Inc
526107AF4
585000.0000000000
PA
USD
585427.0600000000
0.2994325134
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
1.7000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAK6
395000.0000000000
PA
USD
441693.7200000000
0.2259162068
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.1300000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBK5
500000.0000000000
PA
USD
519570.6400000000
0.2657484651
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
3.5000000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
290000.0000000000
PA
USD
293290.6400000000
0.1500114352
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.7500000000
N
N
N
N
N
N
MUFG AMERICAS HLDGS CORP
5493004K1ECE43Q0BX47
MUFG Americas Holdings Corp
553794AC2
408000.0000000000
PA
USD
434748.5800000000
0.2223639270
Long
DBT
CORP
US
N
2
2025-02-10
Fixed
3.0000000000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AP1
300000.0000000000
PA
USD
340123.0700000000
0.1739651490
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.4000000000
N
N
N
N
N
N
Masco Corp
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BN5
300000.0000000000
PA
USD
329709.9000000000
0.1686390514
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.5000000000
N
N
N
N
N
N
MASCO CORP
5GCSNMQXHEYA1JO8QN11
Masco Corp
574599BP0
300000.0000000000
PA
USD
293020.6900000000
0.1498733620
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.0000000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AG3
172000.0000000000
PA
USD
274332.0200000000
0.1403145360
Long
DBT
CORP
US
Y
2
2039-06-01
Fixed
8.8800000000
N
N
N
N
N
N
Micron Technology Inc
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BL6
250000.0000000000
PA
USD
274227.5000000000
0.1402610764
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.6400000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
1000000.0000000000
PA
USD
984834.2100000000
0.5037201096
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.9900000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
750000.0000000000
PA
USD
747889.5200000000
0.3825283354
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.7900000000
N
N
N
N
N
N
National Fuel Gas Co
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BL4
600000.0000000000
PA
USD
625645.6000000000
0.3200033741
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
3.7500000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432NL5
140000.0000000000
PA
USD
147942.3400000000
0.0756691136
Long
DBT
CORP
US
N
2
2024-02-07
Fixed
2.9500000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAT7
300000.0000000000
PA
USD
331757.5700000000
0.1696863876
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.5500000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Corp
654740AZ2
1025000.0000000000
PA
USD
1042141.6100000000
0.5330315302
Long
DBT
CORP
US
Y
2
2022-07-13
Fixed
2.6500000000
N
N
N
N
N
N
Nuveen LLC
N/A
Nuveen LLC
67080LAA3
245000.0000000000
PA
USD
282862.1500000000
0.1446775018
Long
DBT
CORP
US
Y
2
2028-11-01
Fixed
4.0000000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAJ6
120000.0000000000
PA
USD
138375.4500000000
0.0707758688
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.2000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
100000.0000000000
PA
USD
102375.0000000000
0.0523624644
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.9000000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAU9
750000.0000000000
PA
USD
804261.0400000000
0.4113610749
Long
DBT
CORP
US
N
2
2024-07-08
Fixed
3.4000000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AS3
250000.0000000000
PA
USD
253083.0700000000
0.1294461854
Long
DBT
CORP
US
Y
2
2022-02-01
Fixed
3.3800000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BE3
250000.0000000000
PA
USD
281220.2000000000
0.1438376820
Long
DBT
CORP
US
Y
2
2026-01-29
Fixed
4.4500000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BL7
215000.0000000000
PA
USD
213109.4100000000
0.1090005752
Long
DBT
CORP
US
Y
2
2025-11-15
Fixed
1.2000000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BM5
250000.0000000000
PA
USD
251887.0100000000
0.1288344282
Long
DBT
CORP
US
Y
2
2026-06-15
Fixed
1.7000000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AH2
330000.0000000000
PA
USD
338835.3700000000
0.1733065200
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.5500000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBH4
175000.0000000000
PA
USD
183881.2500000000
0.0940510417
Long
DBT
CORP
MX
N
2
2024-01-18
Fixed
4.8800000000
N
N
N
N
N
N
Physicians Realty LP
549300P6Q1UMT0X60U20
Physicians Realty LP
71951QAA0
710000.0000000000
PA
USD
801561.1700000000
0.4099801533
Long
DBT
US
N
2
2027-03-15
Fixed
4.3000000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
550000.0000000000
PA
USD
539709.7000000000
0.2760491324
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.1500000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AT4
325000.0000000000
PA
USD
321953.8600000000
0.1646720148
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.1300000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBL4
320000.0000000000
PA
USD
377618.9500000000
0.1931434316
Long
DBT
US
N
2
2029-02-01
Fixed
4.3800000000
N
N
N
N
N
N
PUGET ENERGY INC
SYBSJ96YIDMIUY7WDR33
Puget Energy Inc
745310AL6
245000.0000000000
PA
USD
247892.0300000000
0.1267910875
Long
DBT
CORP
US
Y
2
2028-06-15
Fixed
2.3800000000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AR4
310000.0000000000
PA
USD
321281.6400000000
0.1643281897
Long
DBT
CORP
US
N
2
2023-01-30
Fixed
2.6000000000
N
N
N
N
N
N
RPM International Inc
549300TJCKW4BRXPJ474
RPM International Inc
749685AX1
500000.0000000000
PA
USD
574360.1700000000
0.2937720530
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.5500000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
595000.0000000000
PA
USD
712489.0200000000
0.3644217916
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.6500000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
75524RAA7
660000.0000000000
PA
USD
686538.6200000000
0.3511487572
Long
DBT
CORP
US
Y
2
2022-09-28
Fixed
4.1500000000
N
N
N
N
N
N
REGENERON PHARMACEUTICAL
549300RCBFWIRX3HYQ56
Regeneron Pharmaceuticals Inc
75886FAE7
670000.0000000000
PA
USD
635702.7200000000
0.3251473603
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.7500000000
N
N
N
N
N
N
Regions Financial Corp
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAP5
230000.0000000000
PA
USD
245331.3700000000
0.1254813687
Long
DBT
CORP
US
N
2
2023-08-14
Fixed
3.8000000000
N
N
N
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAQ3
330000.0000000000
PA
USD
343940.3800000000
0.1759176155
Long
DBT
CORP
US
N
2
2025-05-18
Fixed
2.2500000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BG0
300000.0000000000
PA
USD
332468.8000000000
0.1700501655
Long
DBT
CORP
US
N
2
2025-06-12
Fixed
4.4500000000
N
N
N
N
N
N
Reynolds American Inc
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
360000.0000000000
PA
USD
474392.8300000000
0.2426410515
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.0000000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
875000.0000000000
PA
USD
978236.1300000000
0.5003453430
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.8000000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AE6
250000.0000000000
PA
USD
267137.5200000000
0.1366347142
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.6500000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
240000.0000000000
PA
USD
238025.0200000000
0.1217443382
Long
DBT
CORP
GB
Y
2
2025-09-02
Fixed
1.2000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BT8
325000.0000000000
PA
USD
351328.6100000000
0.1796965257
Long
DBT
CORP
NL
N
2
2026-05-10
Fixed
2.8800000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
240000.0000000000
PA
USD
243507.9600000000
0.1245487363
Long
DBT
CORP
US
Y
2
2022-02-01
Fixed
3.3500000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BJ6
215000.0000000000
PA
USD
245438.8500000000
0.1255363422
Long
DBT
CORP
US
N
2
2025-05-04
Fixed
5.2500000000
N
N
N
N
N
N
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477AN3
700000.0000000000
PA
USD
762358.8600000000
0.3899290709
Long
DBT
CORP
US
N
2
2024-12-16
Fixed
3.3000000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SunTrust Bank/Atlanta GA
86787EAV9
500000.0000000000
PA
USD
520205.6300000000
0.2660732479
Long
DBT
CORP
US
N
2
2023-02-02
Fixed
3.0000000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
SunTrust Bank/Atlanta GA
86787GAJ1
200000.0000000000
PA
USD
219348.4800000000
0.1121917164
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.3000000000
N
N
N
N
N
N
TC PipeLines LP
6HL0C5LCIE4TN8UZHL06
TC PipeLines LP
87233QAC2
600000.0000000000
PA
USD
662596.1400000000
0.3389027278
Long
DBT
CORP
US
N
2
2027-05-25
Fixed
3.9000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABD6
450000.0000000000
PA
USD
498323.2500000000
0.2548809125
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.7500000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
450000.0000000000
PA
USD
504562.5000000000
0.2580721457
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.8800000000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SAU
87938WAC7
250000.0000000000
PA
USD
360465.9900000000
0.1843700860
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.0500000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
900000.0000000000
PA
USD
899865.0000000000
0.4602603076
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.2000000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAE1
300000.0000000000
PA
USD
285750.0000000000
0.1461545708
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
3.1500000000
N
N
N
N
N
N
TEXAS EASTERN TRANSMISSI
549300SIOULUXXIDGA69
Texas Eastern Transmission LP
882384AC4
540000.0000000000
PA
USD
551387.0400000000
0.2820218240
Long
DBT
CORP
US
Y
2
2022-10-15
Fixed
2.8000000000
N
N
N
N
N
N
Textron Inc
3PPKBHUG1HD6BO7RNR87
Textron Inc
883203BU4
295000.0000000000
PA
USD
319207.2400000000
0.1632671817
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
4.3000000000
N
N
N
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
400000.0000000000
PA
USD
452208.9900000000
0.2312945262
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.3800000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Total System Services Inc
891906AF6
260000.0000000000
PA
USD
299822.6700000000
0.1533524188
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
4.4500000000
N
N
N
N
N
N
UDR Inc
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAL4
500000.0000000000
PA
USD
535053.3000000000
0.2736674906
Long
DBT
US
N
2
2026-09-01
Fixed
2.9500000000
N
N
N
N
N
N
MUFG Union Bank NA
OX3PU53ZLPQKJ4700D47
MUFG Union Bank NA
90520EAH4
250000.0000000000
PA
USD
254904.5800000000
0.1303778460
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.1500000000
N
N
N
N
N
N
MUFG AMERICAS HLDGS CORP
5493004K1ECE43Q0BX47
MUFG Americas Holdings Corp
908906AC4
250000.0000000000
PA
USD
257822.4100000000
0.1318702491
Long
DBT
CORP
US
N
2
2022-06-18
Fixed
3.5000000000
N
N
N
N
N
N
US Bancorp
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HHK9
750000.0000000000
PA
USD
817880.6300000000
0.4183271827
Long
DBT
CORP
US
N
2
2024-09-11
Fixed
3.6000000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
United Technologies Corp
913017CY3
800000.0000000000
PA
USD
921078.6900000000
0.4711106234
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.1300000000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAL4
335000.0000000000
PA
USD
459780.1400000000
0.2351669958
Long
DBT
CORP
US
N
2
2037-06-15
Fixed
6.6300000000
N
N
N
N
N
N
VERISIGN INC
LMPL4N8ZOJRMF0KOF759
VeriSign Inc
92343EAM4
145000.0000000000
PA
USD
147491.1000000000
0.0754383147
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.7000000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
175000.0000000000
PA
USD
189111.0200000000
0.0967259491
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.1500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
800000.0000000000
PA
USD
767238.9600000000
0.3924251301
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.7500000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
300000.0000000000
PA
USD
296876.0600000000
0.1518452953
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.8500000000
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
110000.0000000000
PA
USD
112517.7500000000
0.0575502483
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.5500000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
Verisk Analytics Inc
92345YAC0
195000.0000000000
PA
USD
203307.1900000000
0.1039869645
Long
DBT
CORP
US
N
2
2022-09-12
Fixed
4.1300000000
N
N
N
N
N
N
Verisk Analytics Inc
549300I1YSWNIRKBWP67
VERISK ANALYTICS INC SR UNSECURED 03/29 4.125
92345YAF3
600000.0000000000
PA
USD
681361.1300000000
0.3485005898
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.1300000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBJ8
395000.0000000000
PA
USD
441242.4800000000
0.2256854079
Long
DBT
CORP
GB
N
2
2025-05-30
Fixed
4.1300000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668AR3
300000.0000000000
PA
USD
324387.0800000000
0.1659165510
Long
DBT
CORP
US
Y
2
2023-11-13
Fixed
4.2500000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BJ0
650000.0000000000
PA
USD
651985.0900000000
0.3334754191
Long
DBT
CORP
US
Y
2
2023-11-22
Fixed
0.8800000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668BL5
500000.0000000000
PA
USD
497353.0700000000
0.2543846877
Long
DBT
CORP
US
Y
2
2025-11-24
Fixed
1.2500000000
N
N
N
N
N
N
VONTIER CORP
N/A
Vontier Corp
928881AC5
500000.0000000000
PA
USD
497295.0000000000
0.2543549862
Long
DBT
CORP
US
Y
2
2028-04-01
Fixed
2.4000000000
N
N
N
N
N
N
VONTIER CORP
N/A
Vontier Corp
928881AE1
500000.0000000000
PA
USD
502917.5000000000
0.2572307660
Long
DBT
CORP
US
Y
2
2031-04-01
Fixed
2.9500000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
2120000.0000000000
PA
USD
2288356.1300000000
1.1704416731
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.0000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
1000000.0000000000
PA
USD
1035697.7500000000
0.5297356436
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.5700000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAK0
155000.0000000000
PA
USD
164679.2200000000
0.0842296438
Long
DBT
US
N
2
2027-02-15
Fixed
2.7000000000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAL8
375000.0000000000
PA
USD
387001.4700000000
0.1979423754
Long
DBT
US
N
2
2031-01-15
Fixed
2.7500000000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AQ3
235000.0000000000
PA
USD
250113.6300000000
0.1279273850
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.2000000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAL4
250000.0000000000
PA
USD
252120.7600000000
0.1289539859
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
2.2500000000
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) SEP21 XCBT 20210921
000000000
-35.0000000000
NC
USD
-177827.1200000000
-0.0909544931
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Long Bond
US Treasury Long Bond
2021-09-21
-5448422.8800000000
USD
-177827.1200000000
N
N
N
2021-08-24
Federated Hermes Insurance Series
Stephen Van Meter
Federated Hermes Insurance Series
Chief Compliance Officer