0001752724-23-200027.txt : 20230831
0001752724-23-200027.hdr.sgml : 20230831
20230831124119
ACCESSION NUMBER: 0001752724-23-200027
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20230831
DATE AS OF CHANGE: 20230831
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB BOND FUND, INC.
CENTRAL INDEX KEY: 0000003794
IRS NUMBER: 132754393
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02383
FILM NUMBER: 231227980
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN BOND FUND INC
DATE OF NAME CHANGE: 20030319
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCE BOND FUND INC
DATE OF NAME CHANGE: 19920703
0000003794
S000071586
AB Sustainable Thematic Credit Portfolio
C000226937
Advisor Class
STHYX
C000226939
Class A
STHAX
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-22-289162
0000003794
XXXXXXXX
S000071586
C000226937
C000226939
AB BOND FUND, INC.
811-02383
0000003794
549300RYJMGGIS1UBQ97
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Sustainable Thematic Credit Portfolio
S000071586
254900FK56JKM7UF4337
2022-10-31
2022-10-31
N
178381621.00
1643700.63
176737920.37
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
824646.91000000
EUR
USD
N
Bloomberg Barclays U.S. Corporate Investment Grade (Statistics Universe)
BCR5TRUU:IND
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
375000.00000000
PA
USD
348780.80000000
0.197343501196
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
570000.00000000
PA
USD
537358.94000000
0.304042810323
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAZ8
735000.00000000
PA
USD
485121.54000000
0.274486391479
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.25000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAL6
1785000.00000000
PA
USD
1326989.85000000
0.750823505913
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
Alliance Bernstein
5493006YWHO7MNK2U579
AB Fixed Income Shares, Inc. - Government Money Market Portfolio
018616748
6929309.51000000
NS
USD
6929309.51000000
3.920669370497
Long
STIV
RF
US
N
1
N
N
N
FRESENIUS MED CARE III
5299006ZHLMXOOUVTU44
Fresenius Medical Care US Finance III Inc
35805BAE8
945000.00000000
PA
USD
676934.78000000
0.383016151023
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
3.00000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AH7
380000.00000000
PA
USD
337477.29000000
0.190947867494
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.15000000
N
N
N
N
N
N
SHINHAN BANK
5493003P813VL21KG928
Shinhan Bank Co Ltd
82460CAR5
385000.00000000
PA
USD
323026.55000000
0.182771501058
Long
DBT
CORP
KR
N
2
2032-04-13
Fixed
4.37500000
N
N
N
N
Y
Shinhan Bank Co Ltd
Shinhan Bank Co Ltd
USD
XXXX
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAY6
510000.00000000
PA
USD
334227.91000000
0.189109337317
Long
DBT
US
N
2
2049-10-15
Fixed
3.70000000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAH4
56000.00000000
PA
USD
49905.81000000
0.028237182997
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.70000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BE3
780000.00000000
PA
USD
774904.15000000
0.438448154407
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.62500000
N
N
N
N
N
N
INGERSOLL-RAND GL HLD CO
549300UCF0D858BIOV83
Trane Technologies Global Holding Co Ltd
45687AAG7
495000.00000000
PA
USD
458844.69000000
0.259618699280
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
380000.00000000
PA
USD
353155.68000000
0.199818850001
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AX3
62000.00000000
PA
USD
53573.18000000
0.030312215900
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
4.70000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
FUTURE CONTRACT ON EURO-BUND FUTURE DEC22 /EUR
000000000
-10.00000000
NC
59690.30000000
0.033773340704
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 10 Year Euro BUND Futures
RXZ2 Comdty
2022-12-08
-1444800.00000000
EUR
59690.30000000
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBV7
470000.00000000
PA
USD
457403.63000000
0.258803333796
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JS0
205000.00000000
PA
USD
130548.13000000
0.073865376330
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.00000000
N
N
N
N
N
N
Danaher Corp
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AR3
610000.00000000
PA
USD
503829.29000000
0.285071414750
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.37500000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FF9
85000.00000000
PA
USD
69042.28000000
0.039064780130
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
4.12500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBL0
1170000.00000000
PA
USD
953763.19000000
0.539648304112
Long
DBT
CORP
IT
N
2
2029-09-23
Fixed
4.00000000
N
N
N
N
N
N
Weyerhaeuser Co
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166BR4
22000.00000000
PA
USD
23414.98000000
0.013248418874
Long
DBT
US
N
2
2032-03-15
Fixed
7.37500000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HBB3
365000.00000000
PA
USD
325952.30000000
0.184426918296
Long
DBT
CORP
XX
N
2
2033-01-15
Fixed
5.00000000
N
N
N
N
N
N
Emerson Electric Co
FGLT0EWZSUIRRITFOA30
Emerson Electric Co
291011BG8
715000.00000000
PA
USD
683376.79000000
0.386661101686
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.15000000
N
N
N
N
N
N
ARKEMA
9695000EHMS84KKP2785
Arkema SA
000000000
200000.00000000
PA
171483.39000000
0.097026936630
Long
DBT
CORP
FR
N
2
2026-10-14
Fixed
0.12500000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RAF9
1075000.00000000
PA
USD
1055567.70000000
0.597250266264
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
5.50000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29268BAC5
280000.00000000
PA
USD
253656.77000000
0.143521418306
Long
DBT
CORP
NL
N
2
2037-09-15
Fixed
6.80000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAX3
195000.00000000
PA
USD
133131.89000000
0.075327292366
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.45000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
375000.00000000
PA
USD
361370.51000000
0.204466879118
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
1355000.00000000
PA
USD
1277407.23000000
0.722769186898
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DN4
665000.00000000
PA
USD
464435.48000000
0.262782021553
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
3.70000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BN0
935000.00000000
PA
USD
912153.78000000
0.516105303316
Long
DBT
CORP
GB
N
2
2024-05-22
Fixed
2.35900000
N
N
N
N
N
N
CLEAN HARBORS INC
5493000SJVZVZJKHJF48
Clean Harbors Inc
184496AN7
95000.00000000
PA
USD
89468.98000000
0.050622401696
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
960000.00000000
PA
USD
796367.37000000
0.450592248869
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
2.79700000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAW9
435000.00000000
PA
USD
349362.02000000
0.197672361012
Long
DBT
CORP
US
N
2
2046-05-14
Fixed
4.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
500000.00000000
PA
USD
449347.60000000
0.254245155232
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69100000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBS7
370000.00000000
PA
USD
340531.95000000
0.192676223238
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
Salesforce Inc
79466LAL8
642000.00000000
PA
USD
413153.68000000
0.233766290298
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.90000000
N
N
N
N
N
N
DIGITAL DUTCH FINCO BV
549300ONZ5IS6B6IMJ70
Digital Dutch Finco BV
000000000
800000.00000000
PA
529487.79000000
0.299589238626
Long
DBT
NL
N
2
2032-01-15
Fixed
1.00000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BR2
635000.00000000
PA
USD
477775.76000000
0.270330079136
Long
DBT
CORP
US
N
2
2032-02-03
Fixed
2.15000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AF0
680000.00000000
PA
USD
619690.86000000
0.350626995441
Long
DBT
CORP
NL
N
2
2025-04-16
Fixed
6.50000000
N
N
N
N
Y
ING Groep NV
ING Groep NV
USD
XXXX
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAF3
180000.00000000
PA
USD
126566.57000000
0.071612571730
Long
DBT
CORP
JE
N
2
2046-10-01
Fixed
4.40000000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAC8
539000.00000000
PA
USD
536245.94000000
0.303413064314
Long
DBT
CORP
IE
N
2
2026-10-14
Fixed
7.58300000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJG6
281000.00000000
PA
USD
255911.74000000
0.144797301826
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
4.96700000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAU2
705000.00000000
PA
USD
455297.81000000
0.257611840767
Long
DBT
CORP
XX
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAK1
450000.00000000
PA
USD
317715.05000000
0.179766203729
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.40000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
285000.00000000
PA
USD
273810.31000000
0.154924483340
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAG2
920000.00000000
PA
USD
631575.99000000
0.357351715284
Long
DBT
CORP
DE
N
2
2033-01-07
Fixed
3.74200000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAN5
740000.00000000
PA
USD
658808.27000000
0.372759998884
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
260000.00000000
PA
USD
220391.12000000
0.124699396450
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BZ6
461000.00000000
PA
USD
388162.71000000
0.219626161260
Long
DBT
CORP
JP
N
2
2027-10-13
Fixed
1.64000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAJ2
900000.00000000
PA
USD
587785.23000000
0.332574485865
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.25000000
N
N
N
N
N
N
HEALTHPEAK PROPERTIES
PZ9HF5U52KPF0MH0QN75
Healthpeak Properties Inc
42250PAC7
677000.00000000
PA
USD
569745.60000000
0.322367491258
Long
DBT
US
N
2
2027-02-01
Fixed
1.35000000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
1485000.00000000
PA
USD
1244578.49000000
0.704194372885
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CFN6
2837000.00000000
PA
USD
2822704.19000000
1.597112936539
Long
DBT
UST
US
N
2
2024-09-30
Fixed
4.25000000
N
N
N
N
N
N
Sprint Capital Corp
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AT9
1070000.00000000
PA
USD
1255300.98000000
0.710261259933
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
8.75000000
N
N
N
N
N
N
US ACUTE CARE SOLUTIONS
N/A
US Acute Care Solutions LLC
90367UAA9
455000.00000000
PA
USD
411978.06000000
0.233101113296
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.37500000
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAJ0
146000.00000000
PA
USD
124881.27000000
0.070659012926
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.80000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AU9
1125000.00000000
PA
USD
576571.86000000
0.326229854234
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200HF1
865000.00000000
PA
USD
668084.32000000
0.378008476393
Long
DBT
CORP
US
N
2
2042-06-20
Fixed
4.00000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAR5
590000.00000000
PA
USD
299738.30000000
0.169594787226
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.30000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
466313AM5
370000.00000000
PA
USD
342863.70000000
0.193995549615
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
4.25000000
N
N
N
N
N
N
RELX CAPITAL INC
2R15C3RTKJN1RCBOV146
RELX Capital Inc
74949LAE2
60000.00000000
PA
USD
55860.71000000
0.031606522178
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AZ3
1275000.00000000
PA
USD
946996.23000000
0.535819493642
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NF4
1005000.00000000
PA
USD
635466.28000000
0.359552878448
Long
DBT
CORP
US
N
2
2042-11-03
Fixed
2.90400000
N
N
N
N
N
N
BROADRIDGE FINANCIAL SOL
549300KZDJZQ2YIHRC28
Broadridge Financial Solutions Inc
11133TAE3
1460000.00000000
PA
USD
1136330.86000000
0.642946832021
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
2.60000000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081ED1
775000.00000000
PA
USD
654825.01000000
0.370506232408
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.12500000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
000000000
1000000.00000000
PA
USD
773167.40000000
0.437465484702
Long
DBT
CORP
SE
N
2
2031-03-01
Fixed
4.75000000
N
N
N
N
Y
Svenska Handelsbanken AB
Svenska Handelsbanken AB
USD
XXXX
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAG8
150000.00000000
PA
USD
92934.11000000
0.052583005280
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.15000000
N
N
N
N
N
N
CORNING INC
549300X2937PB0CJ7I56
Corning Inc
219350BQ7
280000.00000000
PA
USD
224875.86000000
0.127236905090
Long
DBT
CORP
US
N
2
2079-11-15
Fixed
5.45000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CJ1
390000.00000000
PA
USD
324710.42000000
0.183724250755
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
4.40000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
440000.00000000
PA
USD
349350.97000000
0.197666108817
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AW8
1220000.00000000
PA
USD
761858.44000000
0.431066767338
Long
DBT
CORP
US
N
2
2050-06-15
Fixed
2.87500000
N
N
N
N
N
N
AstraZeneca PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AD0
445000.00000000
PA
USD
479000.63000000
0.271023122257
Long
DBT
CORP
GB
N
2
2037-09-15
Fixed
6.45000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWN5
263000.00000000
PA
USD
258549.42000000
0.146289726312
Long
DBT
CORP
US
N
2
2029-10-11
Fixed
4.85000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AB6
1400000.00000000
PA
USD
938941.39000000
0.531261988391
Long
DBT
CORP
DE
N
2
2027-10-30
Fixed
3.20000000
N
N
N
N
Y
Allianz SE
Allianz SE
USD
XXXX
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
200000.00000000
PA
USD
148443.65000000
0.083990832125
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAB1
400000.00000000
PA
USD
361463.39000000
0.204519431508
Long
DBT
CORP
US
N
2
2027-04-11
Fixed
4.25000000
N
N
N
N
N
N
RENEW POWER PVT LTD
335800BITJZHVZ1CN475
ReNew Power Pvt Ltd
000000000
530000.00000000
PA
USD
473124.38000000
0.267698283995
Long
DBT
CORP
IN
N
2
2027-03-05
Fixed
5.87500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
210000.00000000
PA
USD
131719.38000000
0.074528080744
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CW7
287000.00000000
PA
USD
260274.47000000
0.147265776045
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.05000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
3699.49000000
0.002093206705
N/A
DFE
XX
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
483747.02000000
USD
491871.06000000
EUR
2022-12-08
3699.49000000
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAN5
325000.00000000
PA
USD
256007.32000000
0.144851381901
Long
DBT
CORP
US
N
2
2044-11-21
Fixed
4.45000000
N
N
N
N
N
N
Societe Generale
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
000000000
645000.00000000
PA
USD
635911.20000000
0.359804618425
Long
DBT
CORP
FR
N
2
2025-09-29
Fixed
8.00000000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA
USD
XXXX
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAB9
630000.00000000
PA
USD
581424.84000000
0.328975716576
Long
DBT
CORP
US
N
2
2026-03-24
Fixed
4.65000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DK3
380000.00000000
PA
USD
322298.04000000
0.182359303156
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
PULTEGROUP INC
N/A
PulteGroup Inc
745867AT8
410000.00000000
PA
USD
363948.39000000
0.205925468194
Long
DBT
CORP
US
N
2
2035-02-15
Fixed
6.00000000
N
N
N
N
N
N
OMEGA HLTHCARE INVESTORS
549300OJ7ENK42CZ8E73
Omega Healthcare Investors Inc
681936BN9
765000.00000000
PA
USD
533480.21000000
0.301848187917
Long
DBT
US
N
2
2033-04-15
Fixed
3.25000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHW2
535000.00000000
PA
USD
498901.25000000
0.282283082745
Long
DBT
CORP
US
N
2
2025-10-22
Fixed
2.45600000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
470000.00000000
PA
353359.26000000
0.199934037506
Long
DBT
CORP
IT
N
2
2031-07-14
Fixed
2.42900000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
FUTURE CONTRACT ON EURO-SCHATZ FUT DEC22 /EUR
000000000
-10.00000000
NC
13143.72000000
0.007436842061
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 2 Year Euro SCHATZ Futures
DUZ2 Comdty
2022-12-08
-1082650.00000000
EUR
13143.72000000
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BL6
1545000.00000000
PA
USD
1511271.24000000
0.855091672933
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.50000000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RAD4
50000.00000000
PA
USD
51104.06000000
0.028915164268
Long
DBT
CORP
US
N
2
2039-02-15
Fixed
5.90000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CM0
1305000.00000000
PA
USD
1169894.88000000
0.661937674467
Long
DBT
CORP
US
N
2
2035-07-20
Fixed
4.87500000
N
N
N
N
N
N
Telefonica Emisiones SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAW3
695000.00000000
PA
USD
497891.11000000
0.281711535904
Long
DBT
CORP
ES
N
2
2048-03-06
Fixed
4.89500000
N
N
N
N
N
N
KLABIN AUSTRIA GMBH
984500578YEA8DD41B09
Klabin Austria GmbH
000000000
2040000.00000000
PA
USD
1524900.00000000
0.862802955250
Long
DBT
CORP
AT
N
2
2031-01-12
Fixed
3.20000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
264000.00000000
PA
USD
183339.11000000
0.103735016014
Long
DBT
CORP
FR
N
2
2031-02-25
Fixed
4.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
1155000.00000000
PA
USD
846864.30000000
0.479163893196
Long
DBT
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
XYLEM INC
549300DF5MV96DRYLQ48
Xylem Inc/NY
98419MAM2
1725000.00000000
PA
USD
1447642.41000000
0.819089874413
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.95000000
N
N
N
N
N
N
Cooperatieve Rabobank UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAF3
1160000.00000000
PA
USD
1054987.74000000
0.596922119368
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAW0
1800000.00000000
PA
USD
1399451.72000000
0.791823122661
Long
DBT
CORP
NL
N
2
2029-12-13
Fixed
2.47000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCG9
435000.00000000
PA
USD
383184.55000000
0.216809470880
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
TRANE TECHNOLOGIES LUX
549300GHBOWCVY92IS29
Trane Technologies Luxembourg Finance SA
456873AE8
405000.00000000
PA
USD
377567.42000000
0.213631245184
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
3.50000000
N
N
N
N
N
N
AUTODESK INC
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769AH9
1570000.00000000
PA
USD
1212020.03000000
0.685772485872
Long
DBT
CORP
US
N
2
2031-12-15
Fixed
2.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
470000.00000000
PA
USD
383220.62000000
0.216829879630
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAB3
290000.00000000
PA
USD
249519.93000000
0.141180754802
Long
DBT
US
N
2
2043-09-30
Fixed
5.70000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAP3
1270000.00000000
PA
USD
866244.46000000
0.490129372455
Long
DBT
CORP
NL
N
2
2031-07-12
Fixed
2.25000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
760000.00000000
PA
USD
868250.17000000
0.491264222291
Long
DBT
CORP
GB
N
2
2030-12-15
Fixed
9.62500000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDZ6
360000.00000000
PA
USD
357216.52000000
0.202116511981
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US 2YR NOTE (CBT) DEC22
000000000
18.00000000
NC
USD
-38640.63000000
-0.02186323677
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 2 Year U.S. Treasury Notes Futures
TUZ2 COMDTY
2022-12-30
3717531.25000000
USD
-38640.63000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXA7
465000.00000000
PA
USD
377335.52000000
0.213500033954
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41100000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAZ4
708000.00000000
PA
USD
541361.96000000
0.306307757195
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.62500000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081FB4
695000.00000000
PA
USD
540837.62000000
0.306011080625
Long
DBT
CORP
US
N
2
2031-08-18
Fixed
1.75000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
730000.00000000
PA
USD
693227.43000000
0.392234687693
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
800000.00000000
PA
USD
752910.59000000
0.426003988518
Long
DBT
CORP
NL
N
2
2029-04-10
Fixed
4.00000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CJ6
1130000.00000000
PA
USD
941995.99000000
0.532990310188
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.82300000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBE8
1545000.00000000
PA
USD
1468896.28000000
0.831115516650
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.12500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US ULTRA BOND CBT DEC22
000000000
26.00000000
NC
USD
-538437.50000000
-0.30465306985
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNZ2 COMDTY
2022-12-20
3857500.00000000
USD
-538437.50000000
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAA7
200000.00000000
PA
USD
190220.53000000
0.107628589044
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.17900000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
1610000.00000000
PA
USD
1179383.56000000
0.667306460057
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAB8
1970000.00000000
PA
USD
1635890.97000000
0.925602704035
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.20000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACX1
285000.00000000
PA
USD
261451.43000000
0.147931711232
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.80000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
FUTURE CONTRACT ON EURO-BOBL FUTURE DEC22 /EUR
000000000
-7.00000000
NC
24834.72000000
0.014051721298
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Eurex 5 Year Euro BOBL Futures
OEZ2 Comdty
2022-12-08
-862820.00000000
EUR
24834.72000000
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBP5
240000.00000000
PA
USD
151284.18000000
0.085598031075
Long
DBT
US
N
2
2050-04-15
Fixed
3.00000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
877000.00000000
PA
USD
697250.41000000
0.394510928124
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31100000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
600000.00000000
PA
USD
528687.64000000
0.299136506129
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
Welltower Inc
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAF1
765000.00000000
PA
USD
607244.62000000
0.343584794213
Long
DBT
US
N
2
2048-09-01
Fixed
4.95000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
189000.00000000
PA
USD
189088.13000000
0.106987866330
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VES9
835000.00000000
PA
USD
758673.57000000
0.429264737534
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.87500000
N
N
N
N
N
N
Baxter International Inc
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813BP3
1405000.00000000
PA
USD
947131.07000000
0.535895787399
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
3.50000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
1515000.00000000
PA
USD
1430153.74000000
0.809194618226
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AZ3
820000.00000000
PA
USD
734763.47000000
0.415736175044
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
3.05000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAX6
515000.00000000
PA
USD
454101.25000000
0.256934815714
Long
DBT
CORP
NL
N
2
2027-05-01
Fixed
3.15000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
725000.00000000
PA
USD
590405.56000000
0.334057093556
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAH7
1445000.00000000
PA
USD
1235498.93000000
0.699057071291
Long
DBT
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FV0
155000.00000000
PA
USD
116276.40000000
0.065790295459
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.12500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHU6
835000.00000000
PA
USD
650451.00000000
0.368031375857
Long
DBT
CORP
US
N
2
2040-04-23
Fixed
4.07800000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903AY1
570000.00000000
PA
USD
526423.92000000
0.297855671775
Long
DBT
CORP
CA
N
2
2035-08-15
Fixed
5.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US 10YR ULTRA FUT DEC22
000000000
-35.00000000
NC
USD
276625.01000000
0.156517067430
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYZ2 Comdty
2022-12-20
-4336078.13000000
USD
276625.01000000
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AR6
720000.00000000
PA
USD
499343.95000000
0.282533566624
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
KLA Corp
549300H0BF5JCG96TJ81
KLA Corp
482480AH3
900000.00000000
PA
USD
789891.55000000
0.446928168186
Long
DBT
CORP
US
N
2
2049-03-15
Fixed
5.00000000
N
N
N
N
N
N
Intesa Sanpaolo SpA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBD8
460000.00000000
PA
USD
388658.08000000
0.219906446328
Long
DBT
CORP
US
N
2
2028-01-12
Fixed
3.87500000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AH9
935000.00000000
PA
USD
747062.29000000
0.422694964632
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGN8
416000.00000000
PA
USD
314992.23000000
0.178225606219
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.35500000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
310000.00000000
PA
USD
265224.54000000
0.150066572835
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.57400000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MCN8
920000.00000000
PA
USD
747046.49000000
0.422686024841
Long
DBT
CORP
JP
N
2
2029-01-14
Fixed
2.47200000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
200000.00000000
PA
172207.38000000
0.097436577073
Long
DBT
CORP
NL
N
2
2027-06-29
Fixed
4.37500000
N
N
N
N
Y
Cooperatieve Rabobank UA/Australia
Cooperatieve Rabobank UA/Australia
EUR
XXXX
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FC6
160000.00000000
PA
USD
156223.47000000
0.088392728438
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
5.69000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CB4
955000.00000000
PA
USD
883026.04000000
0.499624550380
Long
DBT
CORP
GB
N
2
2025-03-23
Fixed
1.21400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEK7
907000.00000000
PA
USD
784612.16000000
0.443941039001
Long
DBT
CORP
US
N
2
2028-01-21
Fixed
2.47500000
N
N
N
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062XAH6
1485000.00000000
PA
USD
1167364.22000000
0.660505802917
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
14722.74000000
0.008330266628
N/A
DFE
XX
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2267955.00000000
USD
2303397.61000000
EUR
2022-12-08
14722.74000000
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AV1
300000.00000000
PA
USD
215368.62000000
0.121857618076
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AX1
410000.00000000
PA
USD
353049.45000000
0.199758744054
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.80000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBH4
397000.00000000
PA
USD
307878.69000000
0.174200697482
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
1000000.00000000
PA
USD
691635.44000000
0.391333924577
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.74900000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AE5
265000.00000000
PA
USD
236512.50000000
0.133821026922
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.25000000
N
N
N
N
N
N
Metropolitan Transportation Authority
5493000TKYODLXADQD60
MET TRANSPRTN AUTH NY REVENUE
59261AG76
65000.00000000
PA
USD
54410.24000000
0.030785832426
Long
DBT
MUN
US
N
2
2049-11-15
Fixed
5.17500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DD9
552000.00000000
PA
USD
483646.54000000
0.273651822420
Long
DBT
CORP
US
N
2
2029-02-22
Fixed
3.00000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBR9
710000.00000000
PA
USD
499506.57000000
0.282625578570
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.95000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
1605000.00000000
PA
USD
1372492.54000000
0.776569361643
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
985000.00000000
PA
USD
790570.29000000
0.447312205747
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.84600000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CG3
920000.00000000
PA
USD
757538.80000000
0.428622673851
Long
DBT
CORP
GB
N
2
2028-01-12
Fixed
2.60800000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
695000.00000000
PA
USD
631019.46000000
0.357036825305
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAB0
570000.00000000
PA
USD
543573.33000000
0.307558971420
Long
DBT
CORP
IE
N
2
2025-04-10
Fixed
4.26300000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBT6
265000.00000000
PA
USD
207161.89000000
0.117214172016
Long
DBT
CORP
GB
N
2
2059-06-19
Fixed
5.12500000
N
N
N
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
390000.00000000
PA
USD
348250.38000000
0.197043384504
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
000000000
200000.00000000
PA
159108.71000000
0.090025224732
Long
DBT
CORP
JP
N
2
2029-07-19
Fixed
0.84800000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACQ6
1765000.00000000
PA
USD
1381109.52000000
0.781444931064
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.70000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAP9
360000.00000000
PA
USD
356220.58000000
0.201552999635
Long
DBT
CORP
US
N
2
2025-10-14
Fixed
5.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
190000.00000000
PA
USD
158976.96000000
0.089950679326
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
285000.00000000
PA
USD
261127.25000000
0.147748287098
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
APTIV PLC / APTIV CORP
N/A
Aptiv PLC / Aptiv Corp
00217GAC7
395000.00000000
PA
USD
266749.97000000
0.150929675669
Long
DBT
CORP
JE
N
2
2052-05-01
Fixed
4.15000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAX9
1295000.00000000
PA
USD
989722.07000000
0.559994181174
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.50000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
735000.00000000
PA
USD
615545.74000000
0.348281647034
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
200000.00000000
PA
USD
187560.07000000
0.106123275416
Long
DBT
CORP
FR
N
2
2024-03-25
Fixed
6.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAP9
251000.00000000
PA
USD
212589.47000000
0.120285148515
Long
DBT
CORP
CA
N
2
2029-08-15
Fixed
4.37500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BM3
660000.00000000
PA
USD
646778.79000000
0.365953604436
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
4.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
555000.00000000
PA
USD
506614.15000000
0.286647115083
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.88900000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
560000.00000000
PA
USD
540945.82000000
0.306072301217
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
3.62000000
N
N
N
N
N
N
ZURICH FINANCE IRELAND
549300E0FVHYR37EGX65
Zurich Finance Ireland Designated Activity Co
000000000
200000.00000000
PA
USD
141801.23000000
0.080232487574
Long
DBT
CORP
IE
N
2
2051-04-19
Fixed
3.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DX3
495000.00000000
PA
USD
362015.17000000
0.204831633891
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
385000.00000000
PA
USD
361550.46000000
0.204568696544
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
545000.00000000
PA
414106.62000000
0.234305472834
Long
DBT
CORP
IT
N
2
2030-10-01
Fixed
2.12400000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBP3
470000.00000000
PA
USD
357170.05000000
0.202090218812
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
1.50000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
900000.00000000
PA
USD
780378.55000000
0.441545622108
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
BLOCK INC
549300OHIIUWSTIZME52
Block Inc
852234AP8
200000.00000000
PA
USD
161013.22000000
0.091102814643
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
871000.00000000
PA
USD
654060.02000000
0.370073393774
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
ENGIE SA
LAXUQCHT4FH58LRZDY46
Engie SA
000000000
200000.00000000
PA
190778.69000000
0.107944401292
Long
DBT
CORP
FR
N
2
2024-11-28
Fixed
3.25000000
N
N
N
N
N
N
LEAR CORP
549300UPNBTXA1SYTQ33
Lear Corp
521865BC8
1165000.00000000
PA
USD
849542.07000000
0.480679000987
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.60000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BQ6
272000.00000000
PA
USD
223556.73000000
0.126490528762
Long
DBT
CORP
US
N
2
2052-08-16
Fixed
4.10000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
340000.00000000
PA
USD
218752.62000000
0.123772317532
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EN3
645000.00000000
PA
USD
577449.76000000
0.326726578422
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.80000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FQ1
855000.00000000
PA
USD
650499.34000000
0.368058727090
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCU7
375000.00000000
PA
USD
361218.43000000
0.204380830805
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.98500000
N
N
N
N
N
N
ABN AMRO Bank NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
00084DAL4
600000.00000000
PA
USD
561710.80000000
0.317821324831
Long
DBT
CORP
NL
N
2
2026-04-18
Fixed
4.80000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468R3
835000.00000000
PA
USD
753505.54000000
0.426340616899
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
0.86400000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BP7
295000.00000000
PA
USD
221808.19000000
0.125501188163
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350BK0
820000.00000000
PA
USD
712790.08000000
0.403303421533
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
5.35000000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AV4
225000.00000000
PA
USD
135054.27000000
0.076414993294
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.60000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NL1
780000.00000000
PA
USD
731091.64000000
0.413658618631
Long
DBT
CORP
US
N
2
2026-03-17
Fixed
3.29000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AN0
265000.00000000
PA
USD
276296.47000000
0.156331176366
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLA5
370000.00000000
PA
USD
359715.57000000
0.203530498292
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
4.82700000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBG9
225000.00000000
PA
USD
136835.88000000
0.077423045214
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
385000.00000000
PA
USD
277962.49000000
0.157273826362
Long
DBT
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCJ7
540000.00000000
PA
USD
513538.41000000
0.290564927393
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AAN3
470000.00000000
PA
USD
456125.83000000
0.258080342376
Long
DBT
CORP
FR
N
2
2025-08-19
Fixed
7.37500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
950000.00000000
PA
USD
832302.66000000
0.470924778484
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
400000.00000000
PA
USD
352342.94000000
0.199358993962
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAQ7
2565000.00000000
PA
USD
2016125.94000000
1.140743274436
Long
DBT
CORP
US
N
2
2050-03-26
Fixed
3.85000000
N
N
N
N
N
N
Aptiv PLC
N/A
Aptiv PLC
03835VAH9
215000.00000000
PA
USD
169797.65000000
0.096073128870
Long
DBT
CORP
JE
N
2
2049-03-15
Fixed
5.40000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
190000.00000000
PA
USD
147782.98000000
0.083617018741
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAS4
400000.00000000
PA
USD
369959.22000000
0.209326453103
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBD6
1800000.00000000
PA
USD
1508929.85000000
0.853766892153
Long
DBT
CORP
US
N
2
2028-12-10
Fixed
1.90000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AY5
1158000.00000000
PA
USD
870076.71000000
0.492297696034
Long
DBT
US
N
2
2034-03-15
Fixed
2.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FP4
425000.00000000
PA
USD
399492.46000000
0.226036641804
Long
DBT
CORP
US
N
2
2024-06-20
Fixed
5.12500000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
285000.00000000
PA
USD
248756.05000000
0.140748544216
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
1150000.00000000
PA
USD
1073126.40000000
0.607185146092
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
200000.00000000
PA
USD
201024.78000000
0.113741736679
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
Medtronic Inc
D56MRZY2INAN94ZONZ37
Medtronic Inc
585055BT2
365000.00000000
PA
USD
334471.56000000
0.189247196809
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.37500000
N
N
N
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
45906M3A7
970000.00000000
PA
USD
854761.09000000
0.483631972250
Long
DBT
NUSS
XX
N
2
2027-03-31
None
0.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
225000.00000000
PA
USD
209590.83000000
0.118588489420
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
Abbott Laboratories
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BG4
1065000.00000000
PA
USD
1018216.69000000
0.576116708778
Long
DBT
CORP
US
N
2
2036-11-30
Fixed
4.75000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KAV2
325000.00000000
PA
USD
255610.09000000
0.144626625381
Long
DBT
CORP
US
N
2
2077-12-01
Fixed
4.80000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAN3
295000.00000000
PA
USD
253734.63000000
0.143565472236
Long
DBT
CORP
US
N
2
2062-06-01
Fixed
5.25000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
365000.00000000
PA
USD
271668.02000000
0.153712355238
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661CJ4
660000.00000000
PA
USD
631220.69000000
0.357150683157
Long
DBT
CORP
US
N
2
2035-10-15
Fixed
5.50000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556M2A9
480000.00000000
PA
USD
411084.00000000
0.232595245626
Long
DBT
CORP
BR
N
2
2031-04-15
Fixed
3.87500000
N
N
N
N
Y
Itau Unibanco Holding SA
Itau Unibanco Holding SA
USD
XXXX
N
N
N
Boston Properties LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBA1
1400000.00000000
PA
USD
1262375.41000000
0.714264039860
Long
DBT
US
N
2
2028-12-01
Fixed
4.50000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAS5
370000.00000000
PA
USD
335390.29000000
0.189767023000
Long
DBT
CORP
US
N
2
2052-09-16
Fixed
5.78300000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
805000.00000000
PA
USD
648043.20000000
0.366669019666
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
PVJRP0EQNV6OGDPZGY95
Roche Holdings Inc
771196BT8
1970000.00000000
PA
USD
1851115.48000000
1.047378783299
Long
DBT
CORP
US
N
2
2025-03-10
Fixed
2.13200000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BJ8
525000.00000000
PA
USD
302792.26000000
0.171322746904
Long
DBT
CORP
US
N
2
2055-08-18
Fixed
2.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2R4
1475000.00000000
PA
USD
1138729.74000000
0.644304141191
Long
DBT
CORP
FR
N
2
2029-09-15
Fixed
2.15900000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
FUTURE CONTRACT ON US 5YR NOTE (CBT) DEC22
000000000
78.00000000
NC
USD
-337867.21000000
-0.19116848794
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year U.S. Treasury Notes
FVZ2 COMDTY
2022-12-30
8652179.71000000
USD
-337867.21000000
N
N
N
SIEMENS FINANCIERINGSMAT
TAFO772JB70PDRN5VS48
Siemens Financieringsmaatschappij NV
82620KAZ6
960000.00000000
PA
USD
838119.32000000
0.474215900156
Long
DBT
CORP
NL
N
2
2026-03-11
Fixed
1.20000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
1275000.00000000
PA
USD
1091618.34000000
0.617648062008
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.87500000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
510000.00000000
PA
USD
444926.80000000
0.251743824454
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
510000.00000000
PA
USD
378613.88000000
0.214223342227
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBD7
290000.00000000
PA
USD
277736.37000000
0.157145885511
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
4.26000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBQ8
615000.00000000
PA
USD
458804.23000000
0.259595806626
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.80000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BK5
1580000.00000000
PA
USD
897155.95000000
0.507619388143
Long
DBT
CORP
US
N
2
2060-02-15
Fixed
3.10000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AW9
621000.00000000
PA
USD
504991.89000000
0.285729224912
Long
DBT
CORP
IT
N
2
2027-06-03
Fixed
1.98200000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBC7
863000.00000000
PA
USD
710431.09000000
0.401968682506
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CH3
1425000.00000000
PA
USD
1176303.54000000
0.665563755382
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
1.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BC7
630000.00000000
PA
USD
568620.62000000
0.321730966851
Long
DBT
CORP
US
N
2
2055-10-23
Fixed
6.83400000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABY0
445000.00000000
PA
USD
285831.19000000
0.161726011826
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAT0
380000.00000000
PA
USD
359186.44000000
0.203231111494
Long
DBT
CORP
GB
N
2
2026-08-11
Fixed
4.71600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
887000.00000000
PA
USD
695388.93000000
0.393457684997
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.15000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
350000.00000000
PA
USD
316715.17000000
0.179200462094
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22300000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCJ3
743000.00000000
PA
USD
624786.82000000
0.353510338184
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.10000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CC2
765000.00000000
PA
USD
623492.02000000
0.352777728002
Long
DBT
CORP
US
N
2
2062-08-05
Fixed
5.05000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
295000.00000000
PA
USD
253916.37000000
0.143668302460
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KV2
735000.00000000
PA
USD
619825.94000000
0.350703424993
Long
DBT
CORP
US
N
2
2052-07-27
Fixed
4.90000000
N
N
N
N
N
N
LAM RESEARCH CORP
549300I4GMO6D34U1T02
Lam Research Corp
512807AX6
480000.00000000
PA
USD
289018.61000000
0.163529484445
Long
DBT
CORP
US
N
2
2060-06-15
Fixed
3.12500000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
000000000
970000.00000000
PA
USD
768107.51000000
0.434602550710
Long
DBT
CORP
NL
N
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
000000000
1100000.00000000
PA
790082.96000000
0.447036469788
Long
DBT
CORP
NL
N
2
2029-08-09
Fixed
1.82500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578UAC8
855000.00000000
PA
USD
819706.75000000
0.463797892542
Long
DBT
CORP
FR
N
2
2024-07-11
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECD5
627000.00000000
PA
USD
624314.11000000
0.353242874360
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS
549300YW6TUOX8BE5103
Emergent BioSolutions Inc
29089QAC9
985000.00000000
PA
USD
591833.13000000
0.334864826269
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
3.87500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
1135000.00000000
PA
USD
740610.05000000
0.419044225738
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
805000.00000000
PA
USD
684068.73000000
0.387052607933
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAD9
845000.00000000
PA
USD
496489.02000000
0.280918220017
Long
DBT
US
N
2
2051-07-15
Fixed
3.37500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
705000.00000000
PA
USD
711379.84000000
0.402505494299
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAR6
514000.00000000
PA
USD
422995.80000000
0.239335055609
Long
DBT
CORP
GB
N
2
2028-01-11
Fixed
2.46900000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
930000.00000000
PA
USD
658658.17000000
0.372675070873
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
395000.00000000
PA
USD
333692.90000000
0.188806623559
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
EDP FINANCE BV
5299007L43AQDFOW5739
EDP Finance BV
26835PAH3
1750000.00000000
PA
USD
1385760.97000000
0.784076765811
Long
DBT
CORP
NL
N
2
2028-01-24
Fixed
1.71000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BD4
375000.00000000
PA
USD
322092.08000000
0.182242769025
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AJ3
380000.00000000
PA
USD
323297.38000000
0.182924739254
Long
DBT
CORP
US
N
2
2052-08-23
Fixed
4.70000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAC3
370000.00000000
PA
USD
357985.58000000
0.202551653459
Long
DBT
CORP
IE
N
2
2026-09-16
Fixed
6.25300000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
905000.00000000
PA
USD
753582.19000000
0.426383986199
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBK5
475000.00000000
PA
USD
270571.40000000
0.153091877189
Long
DBT
US
N
2
2051-01-15
Fixed
2.95000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAN6
1090000.00000000
PA
USD
828473.06000000
0.468757954300
Long
DBT
CORP
US
N
2
2030-06-27
Fixed
1.96000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
325000.00000000
PA
USD
245431.40000000
0.138867425556
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAF9
990000.00000000
PA
USD
710325.00000000
0.401908655772
Long
DBT
CORP
US
N
2
2031-01-14
Fixed
3.12500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAZ7
58000.00000000
PA
USD
54125.18000000
0.030624542761
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
000000000
890000.00000000
PA
USD
772297.50000000
0.436973286990
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
200000.00000000
PA
161141.29000000
0.091175277870
Long
DBT
CORP
FR
N
2
2027-12-09
Fixed
0.12500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-137756.06000000
-0.07794369183
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
5938106.58000000
EUR
5746935.18000000
USD
2022-12-08
-137756.06000000
N
N
N
TELUS CORP
L2TEUTQ8OSHMJWVLCE40
TELUS Corp
87971MBW2
390000.00000000
PA
USD
320040.41000000
0.181081914582
Long
DBT
CORP
CA
N
2
2032-05-13
Fixed
3.40000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
915000.00000000
PA
USD
688314.83000000
0.389455091787
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BA0
320000.00000000
PA
USD
264184.50000000
0.149478108289
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
4.50000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAH0
1285000.00000000
PA
USD
1082654.03000000
0.612575969963
Long
DBT
CORP
FR
N
2
2027-01-26
Fixed
1.24700000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBW9
897000.00000000
PA
USD
741536.99000000
0.419568697225
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
1.90000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CA0
1275000.00000000
PA
USD
802806.85000000
0.454235768034
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
480000.00000000
PA
USD
399510.01000000
0.226046571762
Long
DBT
CORP
FR
N
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
Pfizer Inc
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081CY7
285000.00000000
PA
USD
334158.93000000
0.189070307775
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
7.20000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
04505AAA7
380000.00000000
PA
USD
343506.55000000
0.194359280272
Long
DBT
CORP
US
N
2
2032-08-11
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCQ4
889000.00000000
PA
USD
712686.41000000
0.403244764059
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
445000.00000000
PA
USD
424403.99000000
0.240131822933
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CB3
425000.00000000
PA
USD
263632.53000000
0.149165798402
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.50000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
385000.00000000
PA
USD
346018.75000000
0.195780706978
Long
DBT
CORP
GB
N
2
2029-03-15
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
Barclays PLC
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
410000.00000000
PA
USD
313241.37000000
0.177234952942
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
Parker-Hannifin Corp
5493002CONDB4N2HKI23
Parker-Hannifin Corp
70109HAM7
1305000.00000000
PA
USD
1120897.69000000
0.634214597327
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
4.20000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CN2
370000.00000000
PA
USD
357006.43000000
0.201997641056
Long
DBT
CORP
JP
N
2
2028-09-13
Fixed
5.35400000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CM2
1275000.00000000
PA
USD
878974.44000000
0.497332116480
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
2.80000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CM0
410000.00000000
PA
USD
325562.80000000
0.184206535483
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.37500000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AW3
540000.00000000
PA
USD
405036.67000000
0.229173608669
Long
DBT
CORP
NL
N
2
2032-04-01
Fixed
2.72700000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAS2
755000.00000000
PA
USD
595111.92000000
0.336719996905
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.00000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
1065000.00000000
PA
USD
902746.56000000
0.510782608570
Long
DBT
CORP
GB
N
2
2028-02-16
Fixed
2.97200000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AQ8
131000.00000000
PA
USD
101403.04000000
0.057374806599
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
2.85000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBU9
385000.00000000
PA
USD
324493.45000000
0.183601487060
Long
DBT
US
N
2
2032-04-15
Fixed
3.90000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KP5
575000.00000000
PA
USD
375644.10000000
0.212543012395
Long
DBT
CORP
US
N
2
2052-02-09
Fixed
3.43000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
500000.00000000
PA
USD
301951.55000000
0.170847065173
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
Weyerhaeuser Co
962166CA0
390000.00000000
PA
USD
311241.91000000
0.176103639416
Long
DBT
US
N
2
2033-03-09
Fixed
3.37500000
N
N
N
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525AJ2
1465000.00000000
PA
USD
1354354.62000000
0.766306753618
Long
DBT
CORP
US
N
2
2035-05-20
Fixed
4.65000000
N
N
N
N
N
N
KAISER FOUNDATION HOSPIT
DW4Z57L3G4IRMHYZYK62
Kaiser Foundation Hospitals
48305QAF0
200000.00000000
PA
USD
134037.48000000
0.075839683820
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.81000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
1768000.00000000
PA
USD
1709167.24000000
0.967063116065
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBD3
1480000.00000000
PA
USD
1060994.37000000
0.600320727877
Long
DBT
CORP
FR
N
2
2032-06-09
Fixed
2.88900000
N
N
N
N
N
N
2023-08-15
AB BOND FUND, INC.
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer