NPORT-P
false
0001635073
XXXXXXXX
S000056738
C000180107
NuShares ETF Trust
811-23161
0001635073
549300UWO63YZ5POLH71
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
S000056738
549300U4HMIURVN2OD61
2022-07-31
2021-10-31
N
42874117.00
461594.00
42412523.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
249645.00000000
0.00000000
0.00000000
895674.00000000
USD
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
20000.00000000
PA
USD
21295.23000000
0.050209769411
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
51000.00000000
PA
USD
53964.21000000
0.127236500408
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
81000.00000000
PA
USD
84180.34000000
0.198479915943
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2012-CCRE1 Mortgage Trust
12624BAF3
120000.00000000
PA
USD
121400.05000000
0.286236331660
Long
ABS-MBS
USGSE
US
N
2
2045-05-15
Fixed
3.91200000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWY4
1602977.02000000
PA
USD
1669462.27000000
3.936248428323
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.50000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
100000.00000000
PA
USD
98090.96000000
0.231278294856
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
70000.00000000
PA
USD
73843.34000000
0.174107397477
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
100000.00000000
PA
USD
98501.73000000
0.232246805972
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
25000.00000000
PA
USD
25864.66000000
0.060983544883
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
OMNICOM GP/OMNICOM CAP
N/A
Omnicom Group Inc / Omnicom Capital Inc
681919BA3
50000.00000000
PA
USD
53389.00000000
0.125880273616
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
3.65000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
49000.00000000
PA
USD
52179.65000000
0.123028875221
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
350000.00000000
PA
USD
341400.39000000
0.804951853489
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHF4
500000.00000000
PA
USD
518784.60000000
1.223187311917
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
11000.00000000
PA
USD
11615.49000000
0.027386934750
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAT4
100000.00000000
PA
USD
97484.02000000
0.229847255255
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.10000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
30000.00000000
PA
USD
31541.01000000
0.074367209892
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FA1
59000.00000000
PA
USD
62045.65000000
0.146290872627
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.15000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
30000.00000000
PA
USD
29568.91000000
0.069717403984
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2019-A Owner Trust
89239AAE3
100000.00000000
PA
USD
102601.00000000
0.241912040931
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDM5
100000.00000000
PA
USD
99829.29000000
0.235376919217
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2Y9
58617.77000000
PA
USD
62154.53000000
0.146547589258
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU83
395214.06000000
PA
USD
405869.70000000
0.956957217565
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ER0
100000.00000000
PA
USD
98758.00000000
0.232851037888
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust
47789QAD2
50000.00000000
PA
USD
49440.02000000
0.116569391545
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
0.74000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
100000.00000000
PA
USD
105591.48000000
0.248962977279
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
100000.00000000
PA
USD
99235.96000000
0.233977969195
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
45000.00000000
PA
USD
46905.97000000
0.110594623196
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAN1
80000.00000000
PA
USD
86400.52000000
0.203714643432
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
85000.00000000
PA
USD
90618.48000000
0.213659724982
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
50000.00000000
PA
USD
53012.50000000
0.124992564106
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CH9
120000.00000000
PA
USD
126791.44000000
0.298948119639
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.10000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874CY1
51000.00000000
PA
USD
54605.73000000
0.128749072532
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.12500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAH8
10000.00000000
PA
USD
10566.55000000
0.024913750120
Long
DBT
CORP
CA
N
2
2024-06-10
Fixed
3.50000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
100000.00000000
PA
USD
98502.74000000
0.232249187344
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCD1
300000.00000000
PA
USD
298828.13000000
0.704575226519
Long
DBT
UST
US
N
2
2023-05-31
Fixed
0.12500000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
45000.00000000
PA
USD
50527.67000000
0.119133846387
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAC8
50000.00000000
PA
USD
52168.01000000
0.123001430497
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AX1
100000.00000000
PA
USD
99215.72000000
0.233930247441
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
50000.00000000
PA
USD
53210.00000000
0.125458228457
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAW9
80000.00000000
PA
USD
78757.22000000
0.185693315155
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65300000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
85000.00000000
PA
USD
89734.16000000
0.211574680431
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
50000.00000000
PA
USD
53327.05000000
0.125734208266
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCF1
100000.00000000
PA
USD
98656.12000000
0.232610825816
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.95000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
50000.00000000
PA
USD
52616.32000000
0.124058453207
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAD7
20000.00000000
PA
USD
19701.51000000
0.046452105666
Long
DBT
CORP
US
Y
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
177000.00000000
PA
USD
189823.70000000
0.447565215585
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
266000.00000000
PA
USD
274156.33000000
0.646404200004
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAC3
100000.00000000
PA
USD
98134.61000000
0.231381212572
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AD2
50000.00000000
PA
USD
52792.65000000
0.124474203055
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.12500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
110000.00000000
PA
USD
109340.07000000
0.257801380974
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAZ3
80000.00000000
PA
USD
82423.56000000
0.194337790279
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
2.40000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
30000.00000000
PA
USD
29643.26000000
0.069892705982
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
STATE STR NAVIGATOR SECS L TR
857509301
4552.41000000
NS
USD
4552.41000000
0.010733645814
Long
STIV
RF
US
N
1
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
200000.00000000
PA
USD
211528.70000000
0.498741138318
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
10000.00000000
PA
USD
11072.88000000
0.026107572048
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YE4
70000.00000000
PA
USD
71017.19000000
0.167443917448
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCP4
200000.00000000
PA
USD
194929.69000000
0.459604089103
Long
DBT
UST
US
N
2
2026-07-31
Fixed
0.62500000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DD6
40000.00000000
PA
USD
43132.80000000
0.101698264920
Long
DBT
CORP
US
N
2
2025-07-10
Fixed
3.75000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAC2
95000.00000000
PA
USD
96123.87000000
0.226640301497
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
100000.00000000
PA
USD
98749.92000000
0.232831986911
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283C2
211000.00000000
PA
USD
214882.07000000
0.506647694597
Long
DBT
UST
US
N
2
2022-10-31
Fixed
2.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2018-3
14313FAD1
86356.56000000
PA
USD
86810.99000000
0.204682447210
Long
ABS-O
CORP
US
N
2
2023-06-15
Fixed
3.13000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DUD2
520664.12000000
PA
USD
534702.10000000
1.260717500819
Long
ABS-MBS
USGSE
US
N
2
2035-11-01
Fixed
2.00000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
10000.00000000
PA
USD
10434.16000000
0.024601601748
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26
61690VAZ1
300000.00000000
PA
USD
322148.13000000
0.759558986858
Long
ABS-MBS
USGSE
US
N
2
2048-10-15
Fixed
3.53100000
N
N
N
N
N
N
GOLUB CAPITAL BDC
2549005WE0QLGK9APF78
Golub Capital BDC Inc
38173MAC6
100000.00000000
PA
USD
97174.13000000
0.229116598415
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.05000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
134000.00000000
PA
USD
136555.97000000
0.321970871669
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
200000.00000000
PA
USD
194234.38000000
0.457964691230
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
100000.00000000
PA
USD
99559.65000000
0.234741163594
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HYF3
100000.00000000
PA
USD
99576.00000000
0.234779713529
Long
DBT
CORP
CA
N
2
2024-10-18
Fixed
1.00000000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BK7
20000.00000000
PA
USD
19808.59000000
0.046704578268
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
100000.00000000
PA
USD
99117.38000000
0.233698381961
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
73000.00000000
PA
USD
76742.80000000
0.180943727398
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.04400000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
50000.00000000
PA
USD
56021.50000000
0.132087166802
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV FIN
5493000EYEKDT0FBSQ91
Anheuser-Busch InBev Finance Inc
035242AP1
50000.00000000
PA
USD
54355.54000000
0.128159176005
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
30000.00000000
PA
USD
31217.89000000
0.073605359435
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAB7
100000.00000000
PA
USD
99258.82000000
0.234031868370
Long
ABS-MBS
USGSE
US
N
2
2054-05-15
Fixed
1.51800000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBB8
50000.00000000
PA
USD
53087.63000000
0.125169705183
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.90000000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
100000.00000000
PA
USD
105555.03000000
0.248877035681
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
100000.00000000
PA
USD
97823.73000000
0.230648221517
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
9000.00000000
PA
USD
10200.79000000
0.024051363320
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAM4
50000.00000000
PA
USD
49475.43000000
0.116652881037
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
50000.00000000
PA
USD
52907.19000000
0.124744264801
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
16000.00000000
PA
USD
17082.16000000
0.040276217474
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
100000.00000000
PA
USD
99435.90000000
0.234449386564
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAC6
118244.00000000
PA
USD
118727.81000000
0.279935739734
Long
ABS-MBS
USGSE
US
N
2
2045-06-15
Variable
4.09000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CC1
67000.00000000
PA
USD
70686.13000000
0.166663346106
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
1681000.00000000
PA
USD
1710089.18000000
4.032038320380
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.37500000
N
N
N
N
N
N
Verizon Master Trust
N/A
Verizon Master Trust
92348KAA1
90000.00000000
PA
USD
89066.33000000
0.210000074742
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
141000.00000000
PA
USD
149614.66000000
0.352760574983
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
30000.00000000
PA
USD
29799.77000000
0.070261724349
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607GAP9
69000.00000000
PA
USD
72594.47000000
0.171162819057
Long
DBT
CORP
CA
N
2
2024-04-02
Fixed
3.10000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
61000.00000000
PA
USD
64020.74000000
0.150947728339
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
700000.00000000
PA
USD
688160.16000000
1.622540021964
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNB4
437758.60000000
PA
USD
460211.84000000
1.085084799128
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAV6
179000.00000000
PA
USD
184770.03000000
0.435649701858
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AW9
160000.00000000
PA
USD
176207.51000000
0.415461042013
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
4.30000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AX1
10000.00000000
PA
USD
10395.52000000
0.024510496581
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAW0
24000.00000000
PA
USD
24607.38000000
0.058019137413
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.80000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAG5
60000.00000000
PA
USD
65773.56000000
0.155080517138
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
30000.00000000
PA
USD
33640.13000000
0.079316502816
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
150000.00000000
PA
USD
148712.12000000
0.350632571422
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAZ7
20000.00000000
PA
USD
21130.44000000
0.049821228508
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAA9
21000.00000000
PA
USD
22307.53000000
0.052596564462
Long
DBT
CORP
GB
N
2
2023-08-15
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
100000.00000000
PA
USD
98924.54000000
0.233243704931
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc
04621WAC4
7000.00000000
PA
USD
7701.46000000
0.018158457585
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
100000.00000000
PA
USD
98513.27000000
0.232274014917
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BB0
100000.00000000
PA
USD
99058.54000000
0.233559649351
Long
DBT
CORP
US
N
2
2026-08-13
Fixed
1.15000000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDD7
20000.00000000
PA
USD
19796.54000000
0.046676166848
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
40000.00000000
PA
USD
40704.05000000
0.095971772299
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-A
60700FAG8
50000.00000000
PA
USD
51649.14000000
0.121778041829
Long
ABS-O
CORP
US
Y
2
2026-03-10
Fixed
2.93000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
310000.00000000
PA
USD
331976.24000000
0.782731647442
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BD0
50000.00000000
PA
USD
52943.67000000
0.124830277133
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.00000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAD6
100000.00000000
PA
USD
99528.30000000
0.234667246746
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BR5
50000.00000000
PA
USD
49580.68000000
0.116901038874
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXH0
900230.59000000
PA
USD
924502.33000000
2.179786215500
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
2.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
150000.00000000
PA
USD
152145.00000000
0.358726595916
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZD7
50000.00000000
PA
USD
49381.74000000
0.116431979300
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
50000.00000000
PA
USD
51788.42000000
0.122106435403
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
332000.00000000
PA
USD
341194.84000000
0.804467208894
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
10000.00000000
PA
USD
9957.06000000
0.023476698144
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
650000.00000000
PA
USD
632505.86000000
1.491318637186
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
10000.00000000
PA
USD
10257.58000000
0.024185262451
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
250000.00000000
PA
USD
260614.12000000
0.614474456046
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAE8
60000.00000000
PA
USD
63020.23000000
0.148588731681
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BM2
100000.00000000
PA
USD
110336.09000000
0.260149791135
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
80000.00000000
PA
USD
84880.72000000
0.200131267833
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
60000.00000000
PA
USD
64449.78000000
0.151959316355
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
109000.00000000
PA
USD
112868.46000000
0.266120598390
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7ND3
226000.84000000
PA
USD
240791.66000000
0.567737175173
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFC9
18000.00000000
PA
USD
18201.21000000
0.042914707054
Long
DBT
CORP
US
N
2
2022-03-08
Fixed
3.50000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
10000.00000000
PA
USD
10384.00000000
0.024483334792
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BJ8
20000.00000000
PA
USD
20917.64000000
0.049319489906
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
CARLISLE COS INC
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339AK6
100000.00000000
PA
USD
99623.34000000
0.234891331506
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.55000000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CP8
100000.00000000
PA
USD
98911.89000000
0.233213878834
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.58000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BM1
80000.00000000
PA
USD
84618.12000000
0.199512111080
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AM5
85000.00000000
PA
USD
90346.94000000
0.213019489550
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
50000.00000000
PA
USD
50735.44000000
0.119623725285
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
70000.00000000
PA
USD
68636.80000000
0.161831447754
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
100000.00000000
PA
USD
99029.76000000
0.233491792035
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
110000.00000000
PA
USD
117621.53000000
0.277327359185
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
20000.00000000
PA
USD
21118.89000000
0.049793995985
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGG1
127141.22000000
PA
USD
133710.93000000
0.315262852907
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWC3
136053.60000000
PA
USD
145079.21000000
0.342066917358
Long
ABS-MBS
MUN
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
20000.00000000
PA
USD
19881.12000000
0.046875589080
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
100000.00000000
PA
USD
100016.96000000
0.235819406452
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2T9
100000.00000000
PA
USD
99536.58000000
0.234686769282
Long
DBT
CORP
US
N
2
2025-05-19
Fixed
0.80500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6G2
700000.00000000
PA
USD
718873.18000000
1.694955001851
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GV9
100000.00000000
PA
USD
98642.19000000
0.232577981743
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
73967.43000000
PA
USD
78723.79000000
0.185614494096
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AS4
45000.00000000
PA
USD
48468.33000000
0.114278346515
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MES9
10000.00000000
PA
USD
10578.52000000
0.024941972916
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
70000.00000000
PA
USD
73075.80000000
0.172297696130
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKK7
36590.96000000
PA
USD
38499.74000000
0.090774463004
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAQ0
100000.00000000
PA
USD
97753.50000000
0.230482633631
Long
DBT
CORP
US
N
2
2026-01-28
Fixed
0.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HK6
100000.00000000
PA
USD
103464.05000000
0.243946935201
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.40000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAC6
100000.00000000
PA
USD
99941.09000000
0.235640520607
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
0.37000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BG7
20000.00000000
PA
USD
21115.43000000
0.049785838017
Long
DBT
CORP
US
N
2
2024-03-11
Fixed
3.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D5D0
689375.99000000
PA
USD
716503.38000000
1.689367501197
Long
ABS-MBS
USGSE
US
N
2
2036-10-01
Fixed
2.50000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAG5
36000.00000000
PA
USD
37807.84000000
0.089143105209
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.05700000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
74000.00000000
PA
USD
76964.81000000
0.181467181285
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
320000.00000000
PA
USD
340400.81000000
0.802595049580
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
631103AF5
50000.00000000
PA
USD
53687.63000000
0.126584381693
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.25000000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
40000.00000000
PA
USD
40363.39000000
0.095168566133
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
150000.00000000
PA
USD
156440.81000000
0.368855231743
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
81000.00000000
PA
USD
85526.49000000
0.201653860582
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
41000.00000000
PA
USD
43393.31000000
0.102312493882
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAS6
30000.00000000
PA
USD
31954.97000000
0.075343242372
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.15000000
N
N
N
N
N
N
SYMETRA FINL CORP
5493004WNE7ORFD3AZ54
Symetra Financial Corp
87151QAC0
10000.00000000
PA
USD
10691.96000000
0.025209441088
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
50000.00000000
PA
USD
53240.43000000
0.125529976134
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
70000.00000000
PA
USD
72917.56000000
0.171924598779
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.52900000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
40000.00000000
PA
USD
44433.05000000
0.104763986806
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.12500000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
189754AA2
20000.00000000
PA
USD
21626.27000000
0.050990293597
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.25000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CL3
100000.00000000
PA
USD
104711.21000000
0.246887481793
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BA8
50000.00000000
PA
USD
49845.40000000
0.117525194150
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.15000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285Z9
113000.00000000
PA
USD
117824.57000000
0.277806085716
Long
DBT
UST
US
N
2
2024-01-31
Fixed
2.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBG5
700000.00000000
PA
USD
698769.53000000
1.647554732832
Long
DBT
UST
US
N
2
2023-01-31
Fixed
0.12500000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CS9
100000.00000000
PA
USD
100108.02000000
0.236034107190
Long
DBT
CORP
US
N
2
2024-10-18
Fixed
1.21500000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBJ8
168644.34000000
PA
USD
175965.44000000
0.414890290775
Long
ABS-MBS
USGSE
US
N
2
2047-10-10
Fixed
3.64800000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
100000.00000000
PA
USD
97655.83000000
0.230252347873
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
100000.00000000
PA
USD
99851.29000000
0.235428790689
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
70000.00000000
PA
USD
75131.52000000
0.177144660788
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
210000.00000000
PA
USD
208648.14000000
0.491949370708
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BV0
23000.00000000
PA
USD
24256.03000000
0.057190726427
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.36300000
N
N
N
N
N
N
Barclays Dryrock Issuance Trus
213800R4G3N2G68CHU37
Barclays Dryrock Issuance Trust
06742LAT0
100000.00000000
PA
USD
98969.41000000
0.233349499156
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
0.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
100000.00000000
PA
USD
100096.99000000
0.236008100720
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
10000.00000000
PA
USD
9993.95000000
0.023563677171
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEU2
100000.00000000
PA
USD
98784.01000000
0.232912364114
Long
DBT
CORP
US
N
2
2024-02-08
Fixed
0.35000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAP7
100000.00000000
PA
USD
98363.85000000
0.231921713310
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
100000.00000000
PA
USD
99662.47000000
0.234983591992
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.70700000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AF7
47000.00000000
PA
USD
49323.30000000
0.116294189808
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BV7
45000.00000000
PA
USD
48557.74000000
0.114489156893
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
100000.00000000
PA
USD
99815.00000000
0.235343226339
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
200000.00000000
PA
USD
210870.96000000
0.497190322773
Long
ABS-MBS
USGSE
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
20000.00000000
PA
USD
21128.52000000
0.049816701543
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDE6
150000.00000000
PA
USD
159305.49000000
0.375609557582
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.30000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
100000.00000000
PA
USD
99755.40000000
0.235202701805
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAG3
50000.00000000
PA
USD
49777.86000000
0.117365948731
Long
ABS-O
CORP
US
Y
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAM3
50000.00000000
PA
USD
52752.47000000
0.124379466885
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GL1
61000.00000000
PA
USD
63359.37000000
0.149388354001
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828M80
128000.00000000
PA
USD
130525.00000000
0.307751085687
Long
DBT
UST
US
N
2
2022-11-30
Fixed
2.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
208000.00000000
PA
USD
220999.86000000
0.521072184269
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
100000.00000000
PA
USD
98558.92000000
0.232381648222
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
59000.00000000
PA
USD
59836.90000000
0.141083094726
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAF9
50000.00000000
PA
USD
53212.92000000
0.125465113216
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.55000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
Hyatt Hotels Corp
448579AN2
100000.00000000
PA
USD
100370.00000000
0.236651802110
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
1.80000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZG0
100000.00000000
PA
USD
98148.25000000
0.231413372885
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.25000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAF9
150000.00000000
PA
USD
152910.65000000
0.360531841031
Long
ABS-O
CORP
US
N
2
2025-05-16
Fixed
2.18000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
45000.00000000
PA
USD
45754.34000000
0.107879316682
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAD0
50000.00000000
PA
USD
49510.51000000
0.116735592456
Long
ABS-O
CORP
US
Y
2
2025-06-20
Fixed
0.54000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2021-B Owner Trust
89190GAD9
100000.00000000
PA
USD
98441.94000000
0.232105833458
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
8F4SD5Y4YNDDSMHFUP83
Entergy Gulf States Louisiana LLC
29365PAP7
70000.00000000
PA
USD
78931.18000000
0.186103477032
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.59000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283U2
337000.00000000
PA
USD
345819.92000000
0.815372195613
Long
DBT
UST
US
N
2
2023-01-31
Fixed
2.37500000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
100000.00000000
PA
USD
100930.75000000
0.237973935198
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NOVA SCO
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594A1
100000.00000000
PA
USD
99254.45000000
0.234021564809
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
85000.00000000
PA
USD
88505.52000000
0.208677800186
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CV0
35000.00000000
PA
USD
35770.49000000
0.084339453231
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
1.90000000
N
N
N
N
N
N
JEFFERIES GROUP LLC
NY9Q8VBNB6D1L6YV0J84
Jefferies Group LLC
472319AL6
35000.00000000
PA
USD
36823.22000000
0.086821573901
Long
DBT
CORP
US
N
2
2023-01-20
Fixed
5.12500000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YBA0
128205.16000000
PA
USD
133602.46000000
0.315007102972
Long
ABS-MBS
USGSE
US
N
2
2059-01-15
Fixed
3.32400000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AK0
50000.00000000
PA
USD
54733.82000000
0.129051082389
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AE9
59000.00000000
PA
USD
61857.75000000
0.145847843100
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
110000.00000000
PA
USD
117528.68000000
0.277108437996
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
150000.00000000
PA
USD
160749.09000000
0.379013269264
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
100000.00000000
PA
USD
99566.18000000
0.234756559990
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851AV1
165000.00000000
PA
USD
174323.94000000
0.411019971624
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.55000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BENCHMARK 2018-B1 Mortgage Trust
08162PAT8
100000.00000000
PA
USD
102163.21000000
0.240879822216
Long
ABS-MBS
USGSE
US
N
2
2051-01-15
Fixed
3.57100000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BJ0
16000.00000000
PA
USD
16385.95000000
0.038634697586
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.90000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAK1
48000.00000000
PA
USD
50936.50000000
0.120097783383
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
100000.00000000
PA
USD
98220.20000000
0.231583016176
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128285P1
113000.00000000
PA
USD
118460.20000000
0.279304770433
Long
DBT
UST
US
N
2
2023-11-30
Fixed
2.87500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
85000.00000000
PA
USD
93902.40000000
0.221402532454
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAF6
100000.00000000
PA
USD
100675.98000000
0.237373239974
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.19000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2021-B
98163LAC4
100000.00000000
PA
USD
99290.60000000
0.234106799069
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
50000.00000000
PA
USD
49446.15000000
0.116583844823
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
100000.00000000
PA
USD
98825.18000000
0.233009434501
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
105724.74000000
PA
USD
107358.25000000
0.253128657307
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP64
700000.00000000
PA
USD
746607.12000000
1.760345924245
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Fixed
3.20500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
120000.00000000
PA
USD
131865.42000000
0.310911520165
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHE5
34238.78000000
PA
USD
36018.46000000
0.084924115455
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
167000.00000000
PA
USD
163842.66000000
0.386307270614
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
50000.00000000
PA
USD
49567.23000000
0.116869326543
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXG2
674419.12000000
PA
USD
679175.12000000
1.601355146922
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
50000.00000000
PA
USD
49399.41000000
0.116473641523
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D4C3
294612.46000000
PA
USD
302555.71000000
0.713364092959
Long
ABS-MBS
USGSE
US
N
2
2036-09-01
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
100000.00000000
PA
USD
99068.12000000
0.233582237019
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDA6
300000.00000000
PA
USD
298781.25000000
0.704464693128
Long
DBT
UST
US
N
2
2023-09-30
Fixed
0.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
30000.00000000
PA
USD
33361.16000000
0.078658748973
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
100000.00000000
PA
USD
102819.11000000
0.242426299421
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
74000.00000000
PA
USD
75442.37000000
0.177877581109
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
140000.00000000
PA
USD
147328.76000000
0.347370893261
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
130000.00000000
PA
USD
139916.39000000
0.329894050396
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
110000.00000000
PA
USD
118445.23000000
0.279269474254
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
85000.00000000
PA
USD
87626.15000000
0.206604426716
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
150000.00000000
PA
USD
150338.08000000
0.354466250451
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
200000.00000000
PA
USD
214067.89000000
0.504728025729
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
10000.00000000
PA
USD
10071.16000000
0.023745722460
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAG6
140000.00000000
PA
USD
143978.25000000
0.339471080275
Long
ABS-MBS
USGSE
US
N
2
2048-03-15
Variable
3.86300000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
100000.00000000
PA
USD
98723.47000000
0.232769623254
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CS5
150000.00000000
PA
USD
160596.17000000
0.378652715378
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.35000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBQ2
235000.00000000
PA
USD
246557.30000000
0.581331367624
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
2.75000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
10000.00000000
PA
USD
10782.20000000
0.025422208435
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
100000.00000000
PA
USD
100109.80000000
0.236038304064
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
100000.00000000
PA
USD
104052.85000000
0.245335204415
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
100000.00000000
PA
USD
99173.02000000
0.233829569629
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAW7
80000.00000000
PA
USD
82898.22000000
0.195456940866
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
100000.00000000
PA
USD
98025.51000000
0.231123977227
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284D9
542000.00000000
PA
USD
558535.23000000
1.316911116087
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
50000.00000000
PA
USD
54355.54000000
0.128159176005
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAY3
126000.00000000
PA
USD
132647.92000000
0.312756494113
Long
DBT
CORP
US
N
2
2024-08-02
Fixed
3.68900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
1300000.00000000
PA
USD
1277097.65000000
3.011133409818
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YK0
2184000.00000000
PA
USD
2209593.75000000
5.209767289722
Long
DBT
UST
US
N
2
2022-10-15
Fixed
1.37500000
N
N
N
N
N
N
American Express Credit Accoun
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJN1
202000.00000000
PA
USD
205018.67000000
0.483391827456
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAD3
542249.64000000
PA
USD
570125.18000000
1.344237832774
Long
ABS-MBS
USGSE
US
N
2
2047-04-10
Fixed
3.77500000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAB7
50000.00000000
PA
USD
50610.46000000
0.119329048168
Long
ABS-MBS
USGSE
US
N
2
2063-06-15
Fixed
1.93500000
N
N
N
N
N
N
Verizon Owner Trust
549300AUOVO1I366IH69
Verizon Owner Trust 2019-A
92347YAA2
57096.61000000
PA
USD
57560.67000000
0.135716212874
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
2.93000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
85000.00000000
PA
USD
93241.09000000
0.219843299583
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBS3
100000.00000000
PA
USD
105104.52000000
0.247814825823
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.95000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
7LTWFZYICNSX8D621K86
Deutsche Bank AG/London
25152RXA6
10000.00000000
PA
USD
10586.43000000
0.024960623068
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2021-2
380144AE5
100000.00000000
PA
USD
99331.83000000
0.234204010923
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
0.69000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAT4
300000.00000000
PA
USD
314446.80000000
0.741400835786
Long
ABS-MBS
USGSE
US
N
2
2052-02-10
Fixed
3.87200000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
15000.00000000
PA
USD
15992.90000000
0.037707966583
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TQW3
100000.00000000
PA
USD
99068.18000000
0.233582378487
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
90000.00000000
PA
USD
95938.03000000
0.226202129026
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
30000.00000000
PA
USD
31783.40000000
0.074938715624
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
71000.00000000
PA
USD
73997.18000000
0.174470120534
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GF4
15499.99000000
PA
USD
15528.47000000
0.036612936231
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
1.84500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
20000.00000000
PA
USD
20532.15000000
0.048410583826
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
44000.00000000
PA
USD
46553.70000000
0.109764043039
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
25000.00000000
PA
USD
26868.05000000
0.063349331988
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAL7
34000.00000000
PA
USD
35247.48000000
0.083106303296
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
70000.00000000
PA
USD
68574.98000000
0.161685688917
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAC2
70000.00000000
PA
USD
70481.40000000
0.166180634903
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
2.75000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBF1
100000.00000000
PA
USD
106331.24000000
0.250707179103
Long
DBT
CORP
US
N
2
2024-04-24
Fixed
3.75000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAJ4
120000.00000000
PA
USD
128847.44000000
0.303795744478
Long
DBT
CORP
GB
N
2
2024-11-15
Fixed
4.79600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXE9
160000.00000000
PA
USD
169212.70000000
0.398968719686
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.62500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
100000.00000000
PA
USD
99596.48000000
0.234828001154
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
19000.00000000
PA
USD
20375.95000000
0.048042296375
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
BMARK 2021-B29 A5
08163JAB0
100000.00000000
PA
USD
101761.59000000
0.239932884917
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.02440000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAK4
169000.00000000
PA
USD
190085.57000000
0.448182651147
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
150000.00000000
PA
USD
148031.25000000
0.349027220097
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AU1
50000.00000000
PA
USD
49841.54000000
0.117516093065
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.55000000
N
N
N
N
N
N
2021-10-31
Nushares ETF Trust
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer
XXXX