0000869392-20-002035.txt : 20200925
0000869392-20-002035.hdr.sgml : 20200925
20200925165336
ACCESSION NUMBER: 0000869392-20-002035
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200731
FILED AS OF DATE: 20200925
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: GEORGE PUTNAM BALANCED FUND
CENTRAL INDEX KEY: 0000081259
IRS NUMBER: 046013677
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00058
FILM NUMBER: 201200752
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8002252581
MAIL ADDRESS:
STREET 1: ONE POST OFFICE SQ
CITY: BOSTON
STATE: MA
ZIP: 02109
FORMER COMPANY:
FORMER CONFORMED NAME: GEORGE PUTNAM FUND OF BOSTON
DATE OF NAME CHANGE: 19940302
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM EQUITY INCOME FUND/NEW
DATE OF NAME CHANGE: 19940302
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM GEORGE FUND OF BOSTON
DATE OF NAME CHANGE: 19920703
0000081259
S000005597
GEORGE PUTNAM FUND OF BOSTON
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PGEOX
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Class C Shares
PGPCX
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Class M Shares
PGEMX
C000015268
Class R Shares
PGPRX
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Class Y Shares
PGEYX
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Class R5
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Class R6
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COMMERCIAL MORTGAGE BACKED SECURITIES
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PA
USD
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2047-07-15
Variable
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N
N
N
N
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COMMERCIAL MORTGAGE BACKED SECURITIES
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PA
USD
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0.028423541208
Long
ABS-MBS
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N
N
N
N
N
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MORGAN STANLEY CAPITAL I TRUST 2012-C4
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COMMERCIAL MORTGAGE BACKED SECURITIES
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PA
USD
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0.066192506879
Long
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Variable
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N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21
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COMMERCIAL MORTGAGE BACKED SECURITIES
17322MAY2
520000
PA
USD
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0.036118011651
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.026
N
N
N
N
N
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JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
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PA
USD
622496.8
0.040375660928
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
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N
N
N
N
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JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
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PA
USD
318159.7
0.020636103138
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
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N
N
N
N
N
N
COMM 2013-CCRE13 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12630BBC1
777000
PA
USD
847543.83
0.054972398736
Long
ABS-MBS
CORP
US
N
2
2046-11-10
Variable
4.449
N
N
N
N
N
N
COMM 2012-CCRE1 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12624BAF3
1046000
PA
USD
1055103.34
0.068434881432
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Fixed
3.912
N
N
N
N
N
N
SUMMIT MATERIALS INC
N/A
COMMON STOCK
86614U100
26509
NS
USD
390212.48
0.025309506462
Long
EC
CORP
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N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
COMMON STOCK
70450Y103
84826
NS
USD
16631833.82
1.078754594282
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMMUNICATIONS INC
0J0XRGZE3PBRFEZ7MV65
COMMON STOCK
16119P108
19662
NS
USD
11403960
0.739670344001
Long
EC
CORP
US
N
1
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
COMMON STOCK
097023105
6015
NS
USD
950370
0.061641789767
Long
EC
CORP
US
N
1
N
N
N
PROCTER AND GAMBLE CO/THE
2572IBTT8CCZW6AU4141
COMMON STOCK
742718109
155503
NS
USD
20389553.36
1.322483413465
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
COMMON STOCK
369604103
271135
NS
USD
1645789.45
0.106747274511
Long
EC
CORP
US
N
1
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
COMMON STOCK
058498106
24556
NS
USD
1808058.28
0.117272165979
Long
EC
CORP
US
N
1
N
N
N
PACKAGING CORP OF AMERICA
549300XZP8MFZFY8TJ84
COMMON STOCK
695156109
12100
NS
USD
1163052
0.07543652143
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
COMMON STOCK
026874784
215581
NS
USD
6928773.34
0.449406009834
Long
EC
CORP
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N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
COMMON STOCK
931142103
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NS
USD
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0.763678321857
Long
EC
CORP
US
N
1
N
N
N
NIKE INC
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COMMON STOCK
654106103
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NS
USD
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0.297357503179
Long
EC
CORP
US
N
1
N
N
N
LOCKHEED MARTIN CORP
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COMMON STOCK
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2930
NS
USD
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0.072020307847
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
COMMON STOCK
G5960L103
22443
NS
USD
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Long
EC
CORP
IE
N
1
N
N
N
WILLIAMS COS INC/THE
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COMMON STOCK
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NS
USD
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0.105223762947
Long
EC
CORP
US
N
1
N
N
N
GENERAL DYNAMICS CORP
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COMMON STOCK
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NS
USD
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Long
EC
CORP
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N
1
N
N
N
BERKSHIRE HATHAWAY INC
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COMMON STOCK
084670702
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NS
USD
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0.431709336079
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
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COMMON STOCK
824348106
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NS
USD
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0.31409209101
Long
EC
CORP
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N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
COMMON STOCK
713448108
102789
NS
USD
14149933.74
0.917776487909
Long
EC
CORP
US
N
1
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
COMMON STOCK
701094104
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NS
USD
1663419.24
0.107890757374
Long
EC
CORP
US
N
1
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
COMMON STOCK
053611109
11321
NS
USD
1283122.14
0.083224370718
Long
EC
CORP
US
N
1
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
COMMON STOCK
882508104
88859
NS
USD
11333965.45
0.735130439189
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COMMON STOCK
191216100
109447
NS
USD
5170276.28
0.335348425863
Long
EC
CORP
US
N
1
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COMMON STOCK
22160K105
16224
NS
USD
5281398.72
0.342555919876
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
COMMON STOCK
438516106
27051
NS
USD
4040607.87
0.262077191886
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
COMMON STOCK
172967424
257080
NS
USD
12856570.8
0.833887890374
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
COMMON STOCK
02209S103
121864
NS
USD
5014703.6
0.325257852261
Long
EC
CORP
US
N
1
N
N
N
BIO-RAD LABORATORIES INC
549300ZC1GPV35XYDK53
COMMON STOCK
090572207
6166
NS
USD
3236471.74
0.209920252726
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
COMMON STOCK
75513E101
99033
NS
USD
5613190.44
0.364076207186
Long
EC
CORP
US
N
1
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
COMMON STOCK
071813109
53624
NS
USD
4632041.12
0.300438045088
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
COMMON STOCK
594918104
266616
NS
USD
54658946.16
3.545224773578
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
COMMON STOCK
023135106
15566
NS
USD
49261408.88
3.195136009968
Long
EC
CORP
US
N
1
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
COMMON STOCK
25746U109
52970
NS
USD
4292159.1
0.278393014181
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
COMMON STOCK
30161N101
179682
NS
USD
6937522.02
0.449973456505
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
COMMON STOCK
883556102
19404
NS
USD
8032285.8
0.520980747109
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
COMMON STOCK
00724F101
35225
NS
USD
15651172
1.01514805184
Long
EC
CORP
US
N
1
N
N
N
E*TRADE FINANCIAL CORP
549300LYE2HSVYJFJD24
COMMON STOCK
269246401
98865
NS
USD
5019376.05
0.32556091126
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
COMMON STOCK
38141G104
54041
NS
USD
10697956.36
0.693878359877
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
COMMON STOCK
101137107
149032
NS
USD
5748164.24
0.372830720274
Long
EC
CORP
US
N
1
N
N
N
MERCK AND CO INC
4YV9Y5M8S0BRK1RP0397
COMMON STOCK
58933Y105
92899
NS
USD
7454215.76
0.483486642838
Long
EC
CORP
US
N
1
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
COMMON STOCK
26614N102
23526
NS
USD
1258170.48
0.081605985268
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMMON STOCK
125523100
44031
NS
USD
7603713.39
0.493183183637
Long
EC
CORP
US
N
1
N
N
N
LEVI STRAUSS AND CO
MB0UERO0RDFKU8258G77
COMMON STOCK
52736R102
79483
NS
USD
966513.28
0.062688856353
Long
EC
CORP
US
N
1
N
N
DOW INC
5493003S21INSLK2IP73
COMMON STOCK
260557103
51581
NS
USD
2117915.86
0.1373697867
Long
EC
CORP
US
N
1
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
COMMON STOCK
05352A100
148329
NS
USD
3275104.32
0.212425994042
Long
EC
CORP
US
N
1
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
COMMON STOCK
68902V107
65902
NS
USD
4134691.48
0.268179533193
Long
EC
CORP
US
N
1
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
COMMON STOCK
14448C104
141693
NS
USD
3859717.32
0.250344480148
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
COMMON STOCK
872590104
73593
NS
USD
7902416.34
0.512557305764
Long
EC
CORP
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
COMMON STOCK
G51502105
115350
NS
USD
4438668
0.287895703463
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
COMMON STOCK
92826C839
67961
NS
USD
12939774.4
0.83928454517
Long
EC
CORP
US
N
1
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
COMMON STOCK
256677105
13152
NS
USD
2504140.8
0.162420657996
Long
EC
CORP
US
N
1
N
N
N
KKR AND CO INC
549300JOHU21WRN2Z451
COMMON STOCK
48251W104
222983
NS
USD
7886908.71
0.511551467966
Long
EC
CORP
US
N
1
N
N
N
FORTUNE BRANDS HOME AND SECURITY INC
54930032LHW54PQUJD44
COMMON STOCK
34964C106
72306
NS
USD
5531409
0.358771794871
Long
EC
CORP
US
N
1
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
COMMON STOCK
718546104
34038
NS
USD
2111036.76
0.136923602544
Long
EC
CORP
US
N
1
N
N
N
FACEBOOK INC
BQ4BKCS1HXDV9HN80Z93
COMMON STOCK
30303M102
74213
NS
USD
18825611.71
1.221044855433
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
COMMON STOCK
00287Y109
141106
NS
USD
13392370.46
0.868640302591
Long
EC
CORP
US
N
1
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
COMMON STOCK
122017106
3901
NS
USD
733388
0.047568156522
Long
EC
CORP
US
N
1
N
N
N
GAMING AND LEISURE PROPERTIES INC
5493006GWRDBCZYWTM57
COMMON STOCK
36467J108
258491
NS
USD
9359959.11
0.607094743819
Long
EC
CORP
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
COMMON STOCK
43300A203
40601
NS
USD
3047105.05
0.197637771488
Long
EC
CORP
US
N
1
N
N
N
ARAMARK
549300MR6PG2DWZUIL39
COMMON STOCK
03852U106
55113
NS
USD
1163986.56
0.07549713777
Long
EC
CORP
US
N
1
N
N
N
OUTFRONT MEDIA INC
549300RZWDYU5722I639
COMMON STOCK
69007J106
251743
NS
USD
3627616.63
0.235290236077
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
COMMON STOCK
09857L108
3382
NS
USD
5621323.66
0.364603734609
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
COMMON STOCK
075887109
6801
NS
USD
1913393.34
0.124104285705
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
COMMON STOCK
65339F101
31698
NS
USD
8897628.6
0.577107601864
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
COMMON STOCK
31428X106
17324
NS
USD
2917361.6
0.189222503257
Long
EC
CORP
US
N
1
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
COMMON STOCK
35671D857
274198
NS
USD
3542638.16
0.229778461734
Long
EC
CORP
US
N
1
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
COMMON STOCK
375558103
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NS
USD
1845395.73
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Long
EC
CORP
US
N
1
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
COMMON STOCK
863667101
16977
NS
USD
3281654.1
0.212850818228
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
COMMON STOCK
75886F107
6648
NS
USD
4202001.36
0.272545308072
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY AND CO
FRDRIPF3EKNDJ2CQJL29
COMMON STOCK
532457108
43089
NS
USD
6475845.81
0.420028752993
Long
EC
CORP
US
N
1
N
N
N
JOHNSON AND JOHNSON
549300G0CFPGEF6X2043
COMMON STOCK
478160104
69020
NS
USD
10060355.2
0.652523017579
Long
EC
CORP
US
N
1
N
N
N
BOSTON PROPERTIES INC
549300OF70FSEUQBT254
COMMON STOCK
101121101
22605
NS
USD
2013879.45
0.130621898495
Long
EC
CORP
US
N
1
N
N
N
DEERE AND CO
PWFTNG3EI0Y73OXWDH08
COMMON STOCK
244199105
14136
NS
USD
2492318.16
0.161653831719
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
COMMON STOCK
031162100
24865
NS
USD
6083719.55
0.394595117166
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
COMMON STOCK
87612E106
57022
NS
USD
7177929.36
0.465566476814
Long
EC
CORP
US
N
1
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
COMMON STOCK
872540109
27249
NS
USD
1416675.51
0.091886753533
Long
EC
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
COMMON STOCK
46120E602
1686
NS
USD
1155651.84
0.074956540889
Long
EC
CORP
US
N
1
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
COMMON STOCK
023608102
43393
NS
USD
3481854.32
0.225835971245
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
COMMON STOCK
907818108
74516
NS
USD
12917348.6
0.837829989104
Long
EC
CORP
US
N
1
N
N
N
3M CO
LUZQVYP4VS22CLWDAR65
COMMON STOCK
88579Y101
17855
NS
USD
2686641.85
0.174257828105
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
COMMON STOCK
002824100
59981
NS
USD
6036487.84
0.391531629116
Long
EC
CORP
US
N
1
N
N
N
EATON CORP PLC
549300VDIGTMXUNT7H71
COMMON STOCK
G29183103
83269
NS
USD
7754841.97
0.502985509211
Long
EC
CORP
US
N
1
N
N
N
COSTAR GROUP INC
N/A
COMMON STOCK
22160N109
5127
NS
USD
4356719.52
0.282580456795
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
COMMON STOCK
717081103
96614
NS
USD
3717706.72
0.241133554351
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
COMMON STOCK
437076102
70005
NS
USD
18585627.45
1.205479276445
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
COMMON STOCK
444859102
5885
NS
USD
2309568.25
0.149800520343
Long
EC
CORP
US
N
1
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
COMMON STOCK
651639106
54732
NS
USD
3787454.4
0.245657446969
Long
EC
CORP
US
N
1
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
COMMON STOCK
205887102
95772
NS
USD
3586661.4
0.232633845748
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
COMMON STOCK
67066G104
26138
NS
USD
11097933.42
0.719821205131
Long
EC
CORP
US
N
1
N
N
N
OLD DOMINION FREIGHT LINE INC
5299009TWK32WE417T96
COMMON STOCK
679580100
16934
NS
USD
3095873.88
0.200800958422
Long
EC
CORP
US
N
1
N
N
N
PENN NATIONAL GAMING INC
N/A
COMMON STOCK
707569109
22906
NS
USD
775368.1
0.050291020773
Long
EC
CORP
US
N
1
N
N
ADVANCE AUTO PARTS INC
529900UCNQ5H9FSL0Y70
COMMON STOCK
00751Y106
8456
NS
USD
1269583.84
0.082346265304
Long
EC
CORP
US
N
1
N
N
N
WYNN RESORTS LTD
254900CEKKWIHTEAB172
COMMON STOCK
983134107
25622
NS
USD
1855801.46
0.1203688284
Long
EC
CORP
US
N
1
N
N
N
CARMAX INC
N/A
COMMON STOCK
143130102
41183
NS
USD
3993515.51
0.259022742193
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMMON STOCK
629377508
296952
NS
USD
10039947.12
0.651199332513
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
COMMON STOCK
79466L302
42637
NS
USD
8307819.45
0.538852089141
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
COMMON STOCK
02079K305
19335
NS
USD
28769513.25
1.86601459163
Long
EC
CORP
US
N
1
N
N
N
MONOLITHIC POWER SYSTEMS INC
529900TB7O85LSZ1XU31
COMMON STOCK
609839105
26365
NS
USD
6986988.65
0.453181903328
Long
EC
CORP
US
N
1
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
COMMON STOCK
96208T104
34056
NS
USD
5393448.72
0.349823576203
Long
EC
CORP
US
N
1
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
COMMON STOCK
252131107
3702
NS
USD
1612369.08
0.104579601477
Long
EC
CORP
US
N
1
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
COMMON STOCK
45866F104
46618
NS
USD
4511690.04
0.292631973798
Long
EC
CORP
US
N
1
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
COMMON STOCK
538034109
88183
NS
USD
4127846.23
0.267735544576
Long
EC
CORP
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL INC
N/A
COMMON STOCK
169656105
3641
NS
USD
4205937.56
0.272800613283
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
COMMON STOCK
57636Q104
41124
NS
USD
12687987.72
0.822953451391
Long
EC
CORP
US
N
1
N
N
N
SPARTAN ENERGY ACQUISITION CORP
N/A
COMMON STOCK
N/A
189486
NS
USD
2101020.77
0.13627395709
Long
EC
CORP
US
N
3
N
N
N
CREE INC
549300OGU88P3AW3TO93
COMMON STOCK
225447101
119179
NS
USD
8213816.68
0.532754991183
Long
EC
CORP
US
N
1
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COMMON STOCK
216648402
8550
NS
USD
2419051.5
0.156901695127
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
COMMON STOCK
09062X103
14770
NS
USD
4057171.3
0.263151509751
Long
EC
CORP
US
N
1
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
COMMON STOCK
012653101
10448
NS
USD
861542.08
0.05588033689
Long
EC
CORP
US
N
1
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
COMMON STOCK
808513105
156391
NS
USD
5184361.65
0.336262014693
Long
EC
CORP
US
N
1
N
N
ACTIVISION BLIZZARD INC
549300TPQQDBP9GNOF40
COMMON STOCK
00507V109
288599
NS
USD
23846935.37
1.5467320903
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
COMMON STOCK
235851102
34270
NS
USD
6984226
0.453002715548
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
COMMON STOCK
666807102
13948
NS
USD
4533239.48
0.294029688425
Long
EC
CORP
US
N
1
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
COMMON STOCK
776696106
9243
NS
USD
3997135.35
0.25925752803
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
COMMON STOCK
844741108
62306
NS
USD
1924632.34
0.124833256606
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
COMMON STOCK
037833100
90003
NS
USD
38254875.12
2.481243062911
Long
EC
CORP
US
N
1
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
COMMON STOCK
337738108
164526
NS
USD
16418049.54
1.064888367819
Long
EC
CORP
US
N
1
N
N
N
HASBRO INC
549300NUB6D2R1ITYR45
COMMON STOCK
418056107
33859
NS
USD
2463580.84
0.159789905208
Long
EC
CORP
US
N
1
N
N
N
MCCORMICK AND CO INC/MD
549300JQQA6MQ4OJP259
COMMON STOCK
579780206
22683
NS
USD
4420916.7
0.28674433936
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS INC
5323X5O7RN0NKFCDRY08
COMMON STOCK
911363109
23614
NS
USD
3668907.18
0.237968375541
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
COMMON STOCK
278865100
6227
NS
USD
1164947.16
0.075559443086
Long
EC
CORP
US
N
1
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
COMMON STOCK
277432100
12398
NS
USD
925262.74
0.060013311971
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
COMMON STOCK
31620M106
116033
NS
USD
16976788.23
1.101128624628
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
COMMON STOCK
91324P102
34798
NS
USD
10536138.44
0.683382714807
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
COMMON STOCK
110122108
48904
NS
USD
2868708.64
0.186066831749
Long
EC
CORP
US
N
1
N
N
N
ASCENDIS PHARMA A/S
549300B66JN3W3J8GH73
COMMON STOCK - ADR
04351P101
5804
NS
USD
798688.44
0.051803597449
Long
EC
CORP
DK
N
1
N
N
N
HOME RE 2018-1 LTD
254900E6IUAJSN9WD709
CORP CMO
43730MAA6
175193.56
PA
USD
172352.43
0.011178922163
Long
ABS-CBDO
CORP
BM
N
2
2028-10-25
Floating
1.772
N
N
N
N
N
N
EAGLE RE 2018-1 LTD
549300BLEDGL5R7YKU33
CORP CMO
269826AA1
261537.77
PA
USD
252771.97
0.016395000509
Long
ABS-CBDO
CORP
BM
N
2
2028-11-25
Floating
1.872
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XEX8
260000
PA
USD
256256.26
0.01662099446
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Floating
1.422
N
N
N
N
N
N
FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTES
N/A
CORP CMO
3137G0CG2
185540.37
PA
USD
185772.3
0.012049346108
Long
ABS-CBDO
CORP
US
N
2
2024-09-25
Floating
2.372
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XBM5
601410.42
PA
USD
625466.84
0.040568300196
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Floating
6.922
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
N/A
CORP CMO
30711XCB8
99602.11
PA
USD
103064.42
0.006684844124
Long
ABS-CBDO
CORP
US
N
2
2028-09-25
Floating
6.172
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
CORP MED TERM NOTE
6174467Y9
3409000
PA
USD
3997515.24
0.259282168012
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
CORP. NOTE
075887CJ6
820000
PA
USD
901043.28
0.058442417623
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
CORP. NOTE
91324PDX7
1602000
PA
USD
1707657.28
0.110760073495
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YCF4
186000
PA
USD
193454.17
0.012547598595
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
3.45
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORP. NOTE
00206RJX1
1227000
PA
USD
1299560.09
0.084290549846
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORP. NOTE
023135BS4
600000
PA
USD
621181.64
0.040290358555
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.5
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308JF5
660000
PA
USD
658533.87
0.042713055304
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1
N
N
N
N
N
N
UPJOHN INC
N/A
CORP. NOTE
91533BAC4
565000
PA
USD
593746.3
0.038510879552
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.3
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
CORP. NOTE
01626PAH9
995000
PA
USD
1095743.75
0.071070852274
Long
DBT
CORP
CA
N
2
2027-07-26
Fixed
3.55
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
CORP. NOTE
49456BAM3
720000
PA
USD
757213.83
0.0491135197
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.15
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
CORP. NOTE
432833AB7
205000
PA
USD
207050
0.013429435453
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
4.25
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORP. NOTE
023135BC9
654000
PA
USD
756137.86
0.04904373139
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
CORP. NOTE
928563AC9
374000
PA
USD
411903.19
0.026716383979
Long
DBT
CORP
US
N
2
2027-08-21
Fixed
3.9
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
CORP. NOTE
462613AM2
340000
PA
USD
369550.56
0.023969357122
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.7
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
CORP. NOTE
44962LAC1
350000
PA
USD
390250
0.025311940041
Long
DBT
CORP
GB
N
2
2026-03-01
Fixed
4
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORP. NOTE
00206RGL0
1714000
PA
USD
2008149.52
0.130250250462
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.1
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORP. NOTE
22822VAJ0
85000
PA
USD
90988.9
0.005901615839
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.15
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CORP. NOTE
126650CV0
715000
PA
USD
769241.08
0.049893617153
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.7
N
N
N
N
N
N
CIT GROUP INC
N8O96ZZJQRFYQUJY7K79
CORP. NOTE
125581GW2
1894000
PA
USD
2026580
0.131445666746
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
5.25
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
CORP. NOTE
79466LAF1
1900000
PA
USD
2256846.33
0.1463809327
Long
DBT
CORP
US
N
2
2028-04-11
Fixed
3.7
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LTD
GLS7OQD0WOEDI8YAP031
CORP. NOTE
303901BB7
1225000
PA
USD
1354348.41
0.087844165914
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
CORP. NOTE
31620MAY2
487000
PA
USD
590207.77
0.038281367548
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.25
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
49271VAF7
717000
PA
USD
882317.72
0.057227862205
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.597
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
49271VAH3
563000
PA
USD
658072.93
0.042683158351
Long
DBT
CORP
US
N
2
2025-05-25
Fixed
4.417
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
CORP. NOTE
595017AP9
1195000
PA
USD
1288054.95
0.083544316883
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
CORP. NOTE
05565EBC8
390000
PA
USD
401048.58
0.026012344934
Long
DBT
CORP
US
N
2
2021-08-13
Fixed
3.4
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
CORP. NOTE
05565EBE4
671000
PA
USD
774334.17
0.050223959212
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
3.95
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
CORP. NOTE
98978VAN3
1210000
PA
USD
1450939.5
0.094109144463
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.9
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
CORP. NOTE
10373QAC4
690000
PA
USD
812561.02
0.052703384542
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.937
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORP. NOTE
459506AK7
625000
PA
USD
726897.33
0.047147166259
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.45
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
CORP. NOTE
10373QAT7
770000
PA
USD
858679.84
0.05569468962
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.119
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
CORP. NOTE
03523TBX5
239000
PA
USD
272732.33
0.017689646084
Long
DBT
CORP
US
N
2
2025-01-23
Fixed
4.15
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
CORP. NOTE
035240AQ3
827000
PA
USD
1017802.29
0.066015504261
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
CORP. NOTE
35137LAG0
445000
PA
USD
493553.61
0.032012298227
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
CORP. NOTE
254687CT1
1060000
PA
USD
1305179.25
0.084655013244
Long
DBT
CORP
US
N
2
2024-01-20
Fixed
7.75
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAJ3
289000
PA
USD
308093.97
0.019983231507
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.5
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
CORP. NOTE
110122CP1
2325000
PA
USD
2737773.11
0.177574244216
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.4
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
CORP. NOTE
629377CK6
620000
PA
USD
664617.68
0.043107656287
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORP. NOTE
92840VAD4
523000
PA
USD
550198.35
0.035686323243
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORP. NOTE
00206RHV7
62000
PA
USD
68029.26
0.004412434465
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.95
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
49271VAG5
369000
PA
USD
403881.4
0.026196083998
Long
DBT
CORP
US
N
2
2023-05-25
Fixed
4.057
N
N
N
N
N
N
KKR GROUP FINANCE CO VI LLC
549300TUJWGHJM3FSJ07
CORP. NOTE
48252AAA9
105000
PA
USD
121763.43
0.007897677487
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.75
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
CORP. NOTE
502431AM1
510000
PA
USD
619517.66
0.040182431426
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.4
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
CORP. NOTE
502431AL3
940000
PA
USD
1086430.2
0.070466767664
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CORP. NOTE
125523AF7
1857000
PA
USD
2023259.05
0.131230267163
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORP. NOTE
03027XAX8
686000
PA
USD
749388.44
0.048605958387
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
CORP. NOTE
29444UBE5
1483000
PA
USD
1663911.17
0.107922664364
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.2
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YBW8
2440000
PA
USD
2742585.82
0.177886400595
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
CORP. NOTE
25278XAM1
780000
PA
USD
799139.41
0.051832847739
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
CORP. NOTE
01626PAM8
919000
PA
USD
988292.29
0.064101461082
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
CORP. NOTE
74340XBN0
194000
PA
USD
208009.79
0.013491688232
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.125
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
CORP. NOTE
68902VAK3
695000
PA
USD
753648.59
0.048882275264
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.565
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
CORP. NOTE
35137LAM7
385000
PA
USD
422777.43
0.027421696243
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABC8
1762000
PA
USD
1996011.22
0.129462950214
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC/MD
225YDZ14ZO8E1TXUSU86
CORP. NOTE
571903BD4
290000
PA
USD
322139.53
0.020894238227
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
CORP. NOTE
37331NAL5
1525000
PA
USD
1620240.06
0.105090119796
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
2.1
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORP. NOTE
097023CT0
1370000
PA
USD
1482553.38
0.096159647051
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORP. NOTE
037833DU1
15000
PA
USD
15759.61
0.001022181431
Long
DBT
CORP
US
N
2
2030-05-11
Fixed
1.65
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
CORP. NOTE
50077LBA3
215000
PA
USD
231559.43
0.015019137497
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.875
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
CORP. NOTE
25470DBJ7
473000
PA
USD
524830.4
0.034040936877
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.625
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
CORP. NOTE
37940XAD4
889000
PA
USD
975277.6
0.063257317448
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
CORP. NOTE
67077MAW8
1305000
PA
USD
1434852.63
0.093065736676
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95
N
N
N
N
N
N
WILLIS TOWERS WATSON PLC
549300WHC56FF48KL350
CORP. NOTE
97063PAB0
710000
PA
USD
733090.17
0.04754883902
Long
DBT
CORP
GB
N
2
2021-03-15
Fixed
5.75
N
N
N
N
N
N
CC HOLDINGS GS V LLC / CROWN CASTLE GS III CORP
N/A
CORP. NOTE
14987BAE3
240000
PA
USD
259427.99
0.01682671551
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.849
N
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
CORP. NOTE
22546DAA4
729000
PA
USD
815945.64
0.052922913815
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.5
N
N
N
N
N
N
ING BANK NV
3TK20IVIUJ8J3ZU0QE75
CORP. NOTE
449786AY8
2225000
PA
USD
2498621.6
0.162062678087
Long
DBT
CORP
NL
N
2
2023-09-25
Fixed
5.8
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
CORP. NOTE
33829TAA4
425000
PA
USD
473892
0.030737029826
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORP. NOTE
404119BN8
475000
PA
USD
535951.36
0.034762251605
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
CORP. NOTE
747262AS2
390000
PA
USD
410338.5
0.026614896882
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
CORP. NOTE
86562MAA8
412000
PA
USD
450872.61
0.029243973018
Long
DBT
CORP
JP
N
2
2024-04-02
Fixed
4.436
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272AH1
1036000
PA
USD
1146230.4
0.074345458444
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.625
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORP. NOTE
037833AS9
245000
PA
USD
271552.61
0.017613128462
Long
DBT
CORP
US
N
2
2024-05-06
Fixed
3.45
N
N
N
N
N
N
HSBC USA INC
549300LBOHZ4QSIWU288
CORP. NOTE
40434CAD7
105000
PA
USD
115769.77
0.007508923707
Long
DBT
CORP
US
N
2
2024-06-23
Fixed
3.5
N
N
N
N
N
N
FAIRFAX US INC
549300JGURHUEU25AZ92
CORP. NOTE
304071AA1
330000
PA
USD
347401.89
0.022532775938
Long
DBT
CORP
US
N
2
2024-08-13
Fixed
4.875
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272AL2
703000
PA
USD
767254.2
0.049764746461
Long
DBT
CORP
US
N
2
2025-04-16
Fixed
4
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CORP. NOTE
138616AC1
824000
PA
USD
888317.92
0.057617040175
Long
DBT
CORP
US
N
2
2022-06-17
Fixed
6.5
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XAZ9
252000
PA
USD
274969
0.017834718363
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.3
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORP. NOTE
161175AY0
274000
PA
USD
318143.71
0.020635066014
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.908
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CORP. NOTE
14040HBJ3
227000
PA
USD
255043.19
0.01654231373
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.2
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
CORP. NOTE
05971KAA7
1200000
PA
USD
1360308
0.088230709886
Long
DBT
CORP
ES
N
2
2025-11-19
Fixed
5.179
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
CORP. NOTE
780082AD5
322000
PA
USD
382619.61
0.02481702659
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
CORP. NOTE
53944YAB9
315000
PA
USD
357558.59
0.023191547959
Long
DBT
CORP
GB
N
2
2026-03-24
Fixed
4.65
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CORP. NOTE
H72108HG3
2640000
PA
USD
2879342.4
0.186756546279
Long
DBT
CORP
CH
N
2
2024-05-15
Fixed
5.125
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
CORP. NOTE
05541TAH4
155000
PA
USD
156992.84
0.010182686362
Long
DBT
CORP
US
N
2
2021-05-27
Fixed
5.125
N
N
N
N
N
N
RABOBANK NEDERLAND
DG3RU1DBUFHT4ZF9WN62
CORP. NOTE
21684AAF3
285000
PA
USD
320442.65
0.020784177177
Long
DBT
CORP
NL
N
2
2026-07-21
Fixed
3.75
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORP. NOTE
031162CJ7
273000
PA
USD
299731.31
0.019440822414
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.6
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
CORP. NOTE
31620MAT3
522000
PA
USD
585104.74
0.037950380772
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
CORP. NOTE
780097BD2
200000
PA
USD
217237.52
0.014090206485
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.875
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
CORP. NOTE
785592AS5
878000
PA
USD
1004523.43
0.065154226341
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XBQ8
287000
PA
USD
307345.88
0.019934709766
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4
N
N
N
N
N
N
SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SPRINT SPECTRUM CO III LLC
N/A
CORP. NOTE
85208NAA8
298437.5
PA
USD
302167.97
0.019598866211
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
3.36
N
N
N
N
N
N
LAMB WESTON HOLDINGS INC
5493005SMYID1D2OY946
CORP. NOTE
513272AB0
816000
PA
USD
856800
0.055572761632
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.875
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
CORP. NOTE
11134LAH2
1667000
PA
USD
1851898.44
0.120115675272
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.875
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORP. NOTE
38141GWB6
1477000
PA
USD
1681098.73
0.109037463821
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
CORP. NOTE
44962LAB3
1415000
PA
USD
1606025
0.104168119164
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
4.75
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
CORPORATE BONDS
59022CAJ2
600000
PA
USD
875551.2
0.056788980082
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26882PBE1
1434000
PA
USD
1976227.25
0.128179745442
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
CORPORATE BONDS
591560AA5
2564000
PA
USD
3461400
0.224509287013
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.875
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
CORPORATE BONDS
460146CC5
10000
PA
USD
16397.5
0.001063555508
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.7
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CORPORATE BONDS
126650BS8
534656.54
PA
USD
673974.02
0.043714516293
Long
DBT
CORP
US
N
2
2032-01-10
Fixed
7.507
N
N
N
N
N
N
TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA
O06XD7BJ4EPXNABVFN69
CORPORATE BONDS
878091BC0
263000
PA
USD
416852.85
0.027037423049
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
CORPORATE BONDS
85771PAC6
550000
PA
USD
788208.56
0.051123863703
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.1
N
N
N
N
N
N
AVIATION CAPITAL GROUP LLC
549300ODEK8HY3445C77
CORPORATE BONDS
05367AAA1
265000
PA
USD
266265.41
0.017270196266
Long
DBT
CORP
US
N
2
2020-10-15
Fixed
7.125
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
CORPORATE BONDS
56585AAF9
175000
PA
USD
229013.25
0.014853990141
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.5
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CORPORATE BONDS
133131AS1
1213000
PA
USD
1333986.14
0.086523452122
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.875
N
N
N
N
N
N
BG ENERGY CAPITAL PLC
S2M8QDKEE05NZN8JD460
CORPORATE BONDS
05541VAE6
250000
PA
USD
259287.95
0.016817632399
Long
DBT
CORP
GB
N
2
2021-10-15
Fixed
4
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
CORPORATE BONDS
26442CAM6
520000
PA
USD
690702.48
0.044799538141
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
CORPORATE BONDS
29273RAR0
137000
PA
USD
150402.25
0.009755215206
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.5
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
CORPORATE BONDS
29273RAQ2
265000
PA
USD
275931.25
0.017897130699
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
5.2
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
CORPORATE BONDS
035240AG5
200000
PA
USD
255184.6
0.0165514857
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.95
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CORPORATE BONDS
209111FB4
255000
PA
USD
319357.92
0.020713820686
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.2
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26884TAE2
566000
PA
USD
700883.98
0.045459918712
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.625
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
CORPORATE BONDS
69352PAD5
145000
PA
USD
153185.25
0.009935722904
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
4.2
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORPORATE BONDS
15089QAD6
668000
PA
USD
715961.73
0.046437874135
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
4.625
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
CORPORATE BONDS
00185AAB0
1265000
PA
USD
1538164.1
0.099766604669
Long
DBT
CORP
US
N
2
2042-12-12
Fixed
4.25
N
N
N
N
N
N
CAPITAL ONE BANK USA NA
LKE37K2B8CFZUR7F9816
CORPORATE BONDS
140420NB2
462000
PA
USD
488794.87
0.031703642387
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.375
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
CORPORATE BONDS
775109AX9
215000
PA
USD
271474.91
0.017608088775
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.5
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORPORATE BONDS
037833AL4
486000
PA
USD
630521.82
0.040896170409
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORP
549300RLHFT5RU20WM87
CORPORATE BONDS
084664BV2
808000
PA
USD
1104941.62
0.071667433783
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.3
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
CORPORATE BONDS
29273RBB4
470000
PA
USD
539512.48
0.034993228815
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.6
N
N
N
N
N
N
RABOBANK NEDERLAND
DG3RU1DBUFHT4ZF9WN62
CORPORATE BONDS
21684AAA4
250000
PA
USD
276382.25
0.017926382935
Long
DBT
CORP
NL
N
2
2023-12-01
Fixed
4.625
N
N
N
N
N
N
CVS PASS-THROUGH TRUST SERIES 2013
N/A
CORPORATE BONDS
12665UAA2
561923.3
PA
USD
606046.67
0.039308691795
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.704
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
CORPORATE BONDS
05578QAB9
810000
PA
USD
907839.09
0.05888319952
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION LLC
549300AINIIPOLYX2R63
CORPORATE BONDS
33767BAA7
1120000
PA
USD
1459042.19
0.094634691685
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.45
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
CORPORATE BONDS
494550BW5
199000
PA
USD
247073.03
0.016025362514
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.4
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
CORPORATE BONDS
05578QAD5
1060000
PA
USD
1174145.31
0.076156042757
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.5
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CORPORATE BONDS
12505BAC4
197000
PA
USD
226648.32
0.014700598811
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
5.25
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORPORATE BONDS
37045XAS5
175000
PA
USD
186273.95
0.012081883545
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RCQ3
132000
PA
USD
164460.09
0.010667018417
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORPORATE BONDS
037833BH2
342000
PA
USD
478586.3
0.031041506034
Long
DBT
CORP
US
N
2
2045-05-13
Fixed
4.375
N
N
N
N
N
N
CNO FINANCIAL GROUP INC
11XPYHB76MPM4Y4P2897
CORPORATE BONDS
12621EAK9
241000
PA
USD
273422.74
0.017734426651
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AQ6
198000
PA
USD
222774.17
0.014449318216
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BA1
1055000
PA
USD
1472725.96
0.095522232405
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
CBRE SERVICES INC
549300CTE3HOMEUMM603
CORPORATE BONDS
12505BAD2
545000
PA
USD
635738.17
0.041234507215
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
4.875
N
N
N
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
CORPORATE BONDS
78409VAK0
539000
PA
USD
641332.83
0.041597381522
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
4.4
N
N
N
N
N
N
AUTONATION INC
N/A
CORPORATE BONDS
05329WAM4
255000
PA
USD
280340.99
0.018183150108
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.5
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KA8
2634000
PA
USD
3066493.37
0.198895314072
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
CORPORATE BONDS
26875PAP6
1480000
PA
USD
1722627.1
0.111731028489
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.15
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NBS9
490000
PA
USD
553022.19
0.035869479858
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BT5
143000
PA
USD
168009.2
0.010897216647
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25
N
N
N
N
N
N
OMNICOM GROUP INC / OMNICOM CAPITAL INC
N/A
CORPORATE BONDS
68217FAA0
416000
PA
USD
466161.38
0.030235615374
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.6
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORPORATE BONDS
03027XAK6
385000
PA
USD
436291.34
0.028298219701
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
3.375
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KR1
1540000
PA
USD
2061069.36
0.133682675362
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
CORPORATE BONDS
25272KAR4
271000
PA
USD
377663.9
0.024495595112
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35
N
N
N
N
N
N
DELL INTERNATIONAL LLC / EMC CORP
N/A
CORPORATE BONDS
25272KAK9
1356000
PA
USD
1590010.93
0.103129433246
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORPORATE BONDS
031162CF5
710000
PA
USD
1005311.96
0.065205371054
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.663
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XBM6
531000
PA
USD
584987.43
0.037942771948
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
2.65
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AR4
457000
PA
USD
492419.91
0.031938765501
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.9
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
CORPORATE BONDS
594918BT0
1150000
PA
USD
1497691.3
0.097141505151
Long
DBT
CORP
US
N
2
2046-08-08
Fixed
3.7
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
CORPORATE BONDS
02079KAC1
748000
PA
USD
810035.52
0.052539578509
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.998
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
CORPORATE BONDS
224044CG0
551000
PA
USD
621198.78
0.04029147027
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.35
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
CORPORATE BONDS
709599AW4
595000
PA
USD
647943.09
0.042026128492
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.4
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CORPORATE BONDS
12527GAH6
1595000
PA
USD
1793620.07
0.116335691653
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
4.5
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
CORPORATE BONDS
29250NAL9
416000
PA
USD
479323.1
0.031089295496
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
CORPORATE BONDS
478375AU2
1145000
PA
USD
1402172.94
0.090946104763
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.5
N
N
N
N
N
N
STANDARD INDUSTRIES INC/NJ
54930064UHXCIUWVI755
CORPORATE BONDS
853496AC1
1315000
PA
USD
1397187.5
0.090622744973
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BL7
506000
PA
USD
640706.94
0.041556785776
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.375
N
N
N
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
CORPORATE BONDS
92660FAK0
490000
PA
USD
518175
0.03360926209
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.125
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAF8
185000
PA
USD
243192.98
0.015773699239
Long
DBT
CORP
US
N
2
2047-05-15
Fixed
4.75
N
N
N
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
CORPORATE BONDS
824348AW6
801000
PA
USD
918215.65
0.059556231844
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CORPORATE BONDS
16412XAG0
1245000
PA
USD
1407570.33
0.091296183974
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.125
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BV0
270000
PA
USD
363304.99
0.023564264249
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.5
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
CORPORATE BONDS
82967NBA5
1115000
PA
USD
1186081.25
0.076930217766
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
CORPORATE BONDS
785592AU0
175000
PA
USD
192620.76
0.012493542928
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.2
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
CORPORATE BONDS
224044CJ4
637000
PA
USD
720648.23
0.046741844428
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.5
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAH4
549000
PA
USD
630001.88
0.040862446668
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
3.65
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
CORPORATE BONDS
045054AF0
1155000
PA
USD
1204087.5
0.078098118139
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.375
N
N
N
N
N
N
HILTON WORLDWIDE FINANCE LLC / HILTON WORLDWIDE FINANCE CORP
N/A
CORPORATE BONDS
432891AK5
575000
PA
USD
597281.25
0.038740159353
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.875
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
CORPORATE BONDS
00130HBY0
392000
PA
USD
424563.44
0.027537538339
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
5.125
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORPORATE BONDS
023135BJ4
1105000
PA
USD
1521699.9
0.098698722944
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05
N
N
N
N
N
N
CONCHO RESOURCES INC
SYHS7HRDXLL4I0IQ8776
CORPORATE BONDS
20605PAH4
999000
PA
USD
1094507.26
0.070990652503
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
N/A
CORPORATE BONDS
87612BBG6
560000
PA
USD
571200
0.037048507755
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
CORPORATE BONDS
666807BN1
1619000
PA
USD
1851261.42
0.120074357624
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NCE9
921000
PA
USD
1195608.93
0.077548191027
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.999
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CD4
185000
PA
USD
196562.5
0.012749207468
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAK7
458000
PA
USD
533506.83
0.034603697354
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.8
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
CORPORATE BONDS
29379VBQ5
560000
PA
USD
648122.16
0.042037743121
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
CORPORATE BONDS
25389JAT3
1395000
PA
USD
1692263.1
0.109761594158
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.45
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VER1
3269000
PA
USD
4035748.4
0.261762002614
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORPORATE BONDS
00912XBF0
328000
PA
USD
338646.7
0.021964907022
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.625
N
N
N
N
N
N
INTERPUBLIC GROUP OF COS INC/THE
5493008IUOJ5VWTRC333
CORPORATE BONDS
460690BP4
1668000
PA
USD
1976684.1
0.128209377114
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
CORPORATE BONDS
337738AR9
1295000
PA
USD
1566644.94
0.101613895673
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.2
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
CORPORATE BONDS
025537AM3
528000
PA
USD
636028.43
0.04125333372
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.3
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RGQ9
936000
PA
USD
1124338.41
0.072925525738
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.3
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
CORPORATE BONDS
68233JBK9
445000
PA
USD
598274.19
0.038804562268
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
5.75
N
N
N
N
N
N
DUKE ENERGY OHIO INC
L6KC0HABGHNFU1Z6QY21
CORPORATE BONDS
26442EAF7
280000
PA
USD
332187.49
0.021545957282
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.65
N
N
N
N
N
N
MARSH AND MCLENNAN COS INC
549300XMP3KDCKJXIU47
CORPORATE BONDS
571748BG6
1422000
PA
USD
1764386.74
0.114439593521
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.375
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
CORPORATE BONDS
03523TBV9
1172000
PA
USD
1647392.75
0.106851265885
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AZ6
360000
PA
USD
415939.07
0.026978154517
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.2
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
CORPORATE BONDS
254687EV4
30000
PA
USD
40510.95
0.002627573959
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
CORPORATE BONDS
941053AJ9
1010000
PA
USD
1176608.19
0.076315787205
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.5
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
CORPORATE BONDS
629377CL4
1259000
PA
USD
1370843.98
0.088914082324
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORPORATE BONDS
92840VAE2
442000
PA
USD
477236.85
0.030953979583
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.3
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BX6
505000
PA
USD
591079.15
0.038337885981
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
CORPORATE BONDS
337738AU2
540000
PA
USD
624940.64
0.040534170426
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.5
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
CORPORATE BONDS
961214EG4
670000
PA
USD
848451.04
0.055031241132
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.421
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
CORPORATE BONDS
91159HHW3
1955000
PA
USD
2180376.84
0.141421057886
Long
DBT
CORP
US
N
2
2029-07-30
Fixed
3
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORPORATE BONDS
00914AAE2
928000
PA
USD
888749.24
0.057645015949
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
R6ZXK5P01NP6HXSY1S07
CORPORATE BONDS
575767AN8
1457000
PA
USD
1684656.25
0.109268207531
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.729
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
CORPORATE BONDS
23291KAK1
1425000
PA
USD
1724539.28
0.111855054076
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.4
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NCZ2
1618000
PA
USD
1962562.79
0.127293457185
Long
DBT
CORP
US
N
2
2050-02-01
Fixed
3.45
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
CORPORATE BONDS
23291KAH8
600000
PA
USD
658847.03
0.042733367122
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.6
N
N
N
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
CORPORATE BONDS
78409VAP9
1550000
PA
USD
1715093.14
0.111242369568
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.5
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
CORPORATE BONDS
29379VBX0
1704000
PA
USD
1830923.7
0.118755236165
Long
DBT
CORP
US
N
2
2030-01-31
Fixed
2.8
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORPORATE BONDS
03027XBA7
921000
PA
USD
1019901.58
0.066151665959
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.9
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
CORPORATE BONDS
74340XBM2
467000
PA
USD
505660.29
0.032797547576
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
CORPORATE BONDS
688225AH4
164000
PA
USD
171502.6
0.011123801481
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.1
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
CORPORATE BONDS
681919BB1
1330000
PA
USD
1385165.1
0.089842962095
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAR2
205000
PA
USD
232873.76
0.015104386035
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.3
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORPORATE BONDS
87264ABE4
743000
PA
USD
850920.75
0.05519142858
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
CORPORATE BONDS
695114CW6
656000
PA
USD
743079.75
0.048196771499
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.7
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORPORATE BONDS
49271VAJ9
187000
PA
USD
212270.74
0.013768056997
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.2
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
CORPORATE BONDS
462613AN0
793000
PA
USD
875160.42
0.056763633766
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BU7
291000
PA
USD
305325.9
0.019803692181
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.8
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
CORPORATE BONDS
11135FAQ4
970000
PA
USD
1089515.01
0.07066685101
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
CORPORATE BONDS
98978VAS2
306000
PA
USD
323815.66
0.021002953415
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
92556HAD9
8000
PA
USD
9219.74
0.000598000016
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.2
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RKE1
1700000
PA
USD
1758157
0.114035527396
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.3
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
CORPORATE BONDS
962166BR4
553000
PA
USD
797246.75
0.051710088235
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.375
N
N
N
N
N
N
COMCAST CABLE COMMUNICATIONS HOLDINGS INC
N/A
CORPORATE BONDS
00209TAB1
645000
PA
USD
782624.17
0.050761655517
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
9.455
N
N
N
N
N
N
WESTROCK MWV LLC
4DL8C98Z5G5IXZLH3578
CORPORATE BONDS
961548AV6
1040000
PA
USD
1488515.69
0.096546367444
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
8.2
N
N
N
N
N
N
WESTROCK MWV LLC
4DL8C98Z5G5IXZLH3578
CORPORATE BONDS
961548AY0
187000
PA
USD
269268.35
0.017464969456
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
CORPORATE BONDS
77509NAF0
95000
PA
USD
149654.05
0.00970668633
Long
DBT
CORP
CA
N
2
2032-05-01
Fixed
8.75
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
CORPORATE BONDS
202795HG8
610000
PA
USD
865219.34
0.056118847037
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
5.875
N
N
N
N
N
N
APPALACHIAN POWER CO
3SCHO1ABYYIG382BEI70
CORPORATE BONDS
037735CE5
560000
PA
USD
787059.28
0.051049320445
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.8
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NAK7
268000
PA
USD
420212.26
0.02725531718
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.5
N
N
N
N
N
N
EL PASO CORP NATURAL GAS
N/A
CORPORATE STEP UP
283695BK9
490000
PA
USD
685975.99
0.044492974063
Long
DBT
CORP
US
N
2
2032-06-15
Variable
8.375
N
N
N
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
3368679.31
0.218495345832
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
3305592.95
CNY
3368679.31
USD
2020-08-19
-63086.36
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
2014292.22
0.130648671101
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
1919009.24
CHF
2014292.22
USD
2020-09-16
-95282.98
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
3530410.14
0.228985342172
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
3530410.14
USD
3396158.94
GBP
2020-09-16
134251.2
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
N/A
CURRENCY FORWARDS
N/A
1
NC
N/A
6522609.46
0.423061882281
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
N/A
6212883.55
EUR
6522609.46
USD
2020-09-16
-309725.91
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
4234473.06
0.27465144958
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
4032517.52
EUR
4234473.06
USD
2020-09-16
-201955.54
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
857270.04
0.055603248818
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
857270.04
USD
816595.1
EUR
2020-09-16
40674.94
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
4670291.12
0.302918971946
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
4670291.12
USD
4493553.22
GBP
2020-09-16
176737.9
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
4136967.59
0.268327163584
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
2335482.84
EUR
2422191.69
USD
2020-09-16
-86708.85
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
857387.95
0.055610896559
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
857387.95
USD
816489.25
EUR
2020-09-16
40898.7
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
6484726.06
0.420604733404
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
6237630.61
GBP
6484726.06
USD
2020-09-16
-247095.45
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
N/A
CURRENCY FORWARDS
N/A
1
NC
N/A
11512326.52
0.746699086747
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
N/A
11074557.76
GBP
11512326.52
USD
2020-09-16
-437768.76
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
4976799.43
0.322799356225
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
4976799.43
USD
4787409.43
GBP
2020-09-16
189390
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
9528860.3
0.618049815681
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
9168281.33
GBP
9528860.3
USD
2020-09-16
-360578.97
N
N
N
GOLDMAN SACHS INTL FX
N/A
CURRENCY FORWARDS
N/A
1
NC
N/A
8585244.15
0.556846086251
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
N/A
8257815.03
GBP
8585244.15
USD
2020-09-16
-327429.12
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
4270953.08
0.277017574062
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
4270953.08
USD
4109434.98
GBP
2020-09-16
161518.1
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
2018890.31
0.130946907048
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2018890.31
USD
1941484.88
CHF
2020-09-16
77405.43
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
1185556.77
0.076896199557
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
1168056.88
CAD
1185556.77
USD
2020-10-21
-17499.89
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
660691.96
0.042853030818
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
660691.96
USD
650888.31
CAD
2020-10-21
9803.65
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
N/A
CURRENCY FORWARDS
N/A
1
NC
N/A
2579371.89
0.167300209154
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
N/A
2542545.11
CAD
2579371.89
USD
2020-10-21
-36826.78
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
3367677.17
0.218430346197
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
3318274.55
CAD
3367677.17
USD
2020-10-21
-49402.62
N
N
N
GOLDMAN SACHS INTL FX
N/A
CURRENCY FORWARDS
N/A
1
NC
N/A
109393.5
0.007095353524
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
N/A
107801.84
CAD
109393.5
USD
2020-10-21
-1591.66
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
2485136.94
0.161188051808
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
2483301.03
HKD
2485136.94
USD
2020-08-19
-1835.91
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
3368679.31
0.218495345832
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
3368679.31
USD
3330505.89
CNY
2020-08-19
38173.42
N
N
N
BofA Securities, Inc.
549300HN4UKV1E2R3U73
EQUITY INDEX FUTURE
N/A
54
NC
USD
8811450
0.57151798609
N/A
DE
CORP
US
N
1
BofA Securities, Inc.
549300HN4UKV1E2R3U73
Long
S&P 500 INDEX
SPX
2020-01-18
8593410.64
USD
218039.36
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138W9AB6
813341.18
PA
USD
847015.7
0.054938143785
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31417DBD4
576369.62
PA
USD
599872.65
0.038908239715
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31417ELF6
318830.52
PA
USD
331831.7
0.021522880446
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31417ER52
291423.88
PA
USD
303307.48
0.019672775779
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3140J7MG7
2212136.92
PA
USD
2329722.84
0.151107763837
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31418AWC8
345174.36
PA
USD
359465.51
0.023315232379
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138M9WR8
456053.5
PA
USD
474935.35
0.030804702376
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138W9J76
1156323.94
PA
USD
1204198.87
0.07810534169
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31418AP85
279996.37
PA
USD
291413.98
0.018901353463
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138WWN39
1098060.9
PA
USD
1143523.59
0.074169892492
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138YD2F5
307224.76
PA
USD
330228.18
0.021418874803
Long
ABS-MBS
USGSE
US
N
2
2045-03-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138EPVM3
672766.56
PA
USD
779621.6
0.050566906326
Long
ABS-MBS
USGSE
US
N
2
2038-01-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EVH91
1275830.6
PA
USD
1384567.98
0.089804232395
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31418CBF0
1495188.17
PA
USD
1584306.92
0.102759466406
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WH5S7
380094.62
PA
USD
402749.67
0.026122679048
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138ET7G5
1353854.7
PA
USD
1485341.07
0.096340458946
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EVUP0
692386.23
PA
USD
751397.41
0.048736261854
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EVTB3
661849.54
PA
USD
718258.12
0.046586819903
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WH6L1
253791.34
PA
USD
268918.24
0.017442261029
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140J5JS9
1426206.4
PA
USD
1572273.04
0.101978938926
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140H8P33
1155704.71
PA
USD
1243564.04
0.080658599404
Long
ABS-MBS
USGSE
US
N
2
2048-05-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140HHST3
1537600.6
PA
USD
1684764.05
0.109275199529
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140JKAB2
793581.56
PA
USD
873255.01
0.056640047286
Long
ABS-MBS
USGSE
US
N
2
2048-11-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140HBJA7
2128544.38
PA
USD
2261634.38
0.146691489611
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138X0YX0
923308.72
PA
USD
1001385.92
0.064950724829
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31417EZA2
486754.36
PA
USD
523524.37
0.033956226684
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WQBQ4
373735.6
PA
USD
406507.5
0.026366415032
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31417GMT0
404542.96
PA
USD
440016.28
0.028539822412
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31402QLR0
241933.85
PA
USD
275190.08
0.017849057796
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31410KXK5
110955.79
PA
USD
130579.02
0.008469463997
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416H4Z5
135299.47
PA
USD
156583.81
0.010156156336
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416BK72
123691.78
PA
USD
145440.42
0.009433386779
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416BLC0
194426.93
PA
USD
226788.57
0.014709695543
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140K6AA3
594521.15
PA
USD
640522.16
0.041544800791
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31385XF85
167058.58
PA
USD
193258.49
0.012534906627
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X5HY2
5887533.95
PA
USD
6201412.51
0.402228780578
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140JACP1
2317312.08
PA
USD
2559378.04
0.16600339139
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X43E4
2735738.91
PA
USD
2900395.92
0.188122095122
Long
ABS-MBS
USGSE
US
N
2
2049-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X45B8
3581199.6
PA
USD
3801761.39
0.246585410257
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X5CN1
2848259.46
PA
USD
3009897.9
0.195224484749
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN40
3140FXC59
1349000.66
PA
USD
1495535.72
0.097001692436
Long
ABS-MBS
USGSE
US
N
2
2056-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS
N/A
FNMA CMO IO
31392BMN3
525492.9
PA
USD
1629.03
0.000105660243
Long
ABS-MBS
USGSE
US
N
2
2045-03-25
Variable
.268
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F032690
1000000
PA
USD
1054687.5
0.068407909703
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F022683
13000000
PA
USD
13659140.3
0.885943216607
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F022683
13000000
PA
USD
13659140.3
0.885943216607
Short
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F032682
2000000
PA
USD
2108906.2
0.136785412648
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F032682
1000000
PA
USD
1054453.1
0.068392706324
Short
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F042681
3000000
PA
USD
3225000
0.209176186115
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F030686
1000000
PA
USD
1058046.9
0.068625803185
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F030686
1000000
PA
USD
1058046.9
0.068625803185
Short
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F040685
3000000
PA
USD
3187031.4
0.206713511094
Long
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F040685
2000000
PA
USD
2124687.6
0.137809007396
Short
ABS-MBS
USGSE
US
N
2
2050-08-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F022691
13000000
PA
USD
13634765.3
0.884362233805
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F040693
2000000
PA
USD
2125625
0.137869807941
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F030694
1000000
PA
USD
1055546.9
0.068463651103
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
3
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3131XLAE7
214424.87
PA
USD
236979.66
0.015370698129
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3132A5GL3
2060432.31
PA
USD
2182597.81
0.14156511185
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3132A4DS4
217004.66
PA
USD
239898.63
0.015560024954
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
31329MU32
402801.41
PA
USD
433229.51
0.028099626857
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3132AATC8
346457.37
PA
USD
380105.31
0.024653946998
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3133KGGK8
3892500.12
PA
USD
4144398.59
0.268809144432
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3131Y0KD3
1174113.53
PA
USD
1249361.06
0.081034598949
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3132A05T9
1026.34
PA
USD
1207.96
0.000078349292
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
N/A
FR30
3132A35B2
2323580.81
PA
USD
2545108.22
0.165077838979
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4
N
N
N
N
N
N
OHIO STATE UNIVERSITY/THE
JFC10ZULKO4X2E3HBY86
FX.RT. MUNI BOND
677632MV0
275000
PA
USD
403719.25
0.026185566814
Long
DBT
MUN
US
N
2
2040-06-01
Fixed
4.91
N
N
N
N
N
N
NORTH TEXAS TOLLWAY AUTHORITY
PQGZGRE0F2WPMYQQ1B78
FX.RT. MUNI BOND
66285WFB7
350000
PA
USD
642670
0.041684111482
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.718
N
N
N
N
N
N
STATE OF CALIFORNIA
N/A
FX.RT. MUNI BOND
13063A5E0
215000
PA
USD
361845
0.023469568082
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617LSDU4
357621.25
PA
USD
402969.73
0.026136952323
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36194G5Z3
149316.47
PA
USD
162337.18
0.010529324706
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36295LW98
490848.91
PA
USD
537640.11
0.034871785337
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36194J5R5
362156.41
PA
USD
398264.16
0.025831745133
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36195T2M6
208885.07
PA
USD
227100.29
0.014729913962
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617B3QL6
78939.89
PA
USD
87826.89
0.005696525237
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617B3QM4
168471.74
PA
USD
187174.93
0.012140321858
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617B3QN2
170323.64
PA
USD
188753.39
0.012242702089
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617B3QP7
254164.37
PA
USD
277456.45
0.017996056442
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BPYV6
247939.17
PA
USD
275464.58
0.017866862094
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BPYW4
473666.15
PA
USD
517073.77
0.033537835395
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617AMJ66
177222.52
PA
USD
197174.11
0.012788877002
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617AMJ74
266505.27
PA
USD
296091.83
0.01920476271
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617AMJ90
223212.5
PA
USD
243668.1
0.015804515918
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BG3X6
94666.03
PA
USD
105323.47
0.006831367989
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BG3Y4
253295.5
PA
USD
281415.56
0.018252847614
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BG3Z1
210740.12
PA
USD
230052.72
0.014921411031
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BUS67
406020.72
PA
USD
443229.19
0.028748214431
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BUS59
235422.83
PA
USD
260896.59
0.016921970129
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BUS26
303518.47
PA
USD
337214.12
0.02187198869
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617LSDS9
358340.27
PA
USD
399678.94
0.025923508942
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179SGK7
4941401.4
PA
USD
5244134.38
0.340138923746
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617ATK28
162283.05
PA
USD
179842.77
0.011664751854
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617ATK85
178297.95
PA
USD
198092.02
0.012848413409
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BJUW2
70253.71
PA
USD
76691.89
0.004974299862
Long
ABS-MBS
USGA
US
N
2
2047-11-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617G0RR3
89375.29
PA
USD
99520.89
0.006455007817
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617G0RS1
173488.78
PA
USD
192911.59
0.012512406404
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617G0RT9
86981.01
PA
USD
96474.27
0.006257401506
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617G0RU6
248591.64
PA
USD
271606.08
0.017616596571
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BVPC5
535063.4
PA
USD
595802.08
0.038644219155
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BVPD3
494616.85
PA
USD
549991.33
0.035672895754
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BVPE1
350130.84
PA
USD
388344.75
0.025188363939
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BVPF8
652789.99
PA
USD
713224.83
0.046260356521
Long
ABS-MBS
USGA
US
N
2
2048-01-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617J4E47
935592.57
PA
USD
1049260.89
0.068055935259
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617HNPP8
2664022.29
PA
USD
2987683.42
0.193783635074
Long
ABS-MBS
USGA
US
N
2
2049-02-20
Fixed
5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617HGTP9
554567.43
PA
USD
612650.88
0.039737046356
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GN30
3622AAB52
3775817.3
PA
USD
4171007.18
0.270534999742
Long
ABS-MBS
USGA
US
N
2
2043-04-15
Fixed
4
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GN30
36197F2T9
84059.35
PA
USD
91860.52
0.005958149838
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GN30
36197F2U6
85629.47
PA
USD
93174.97
0.00604340616
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNMA TBA
21H040681
5000000
PA
USD
5305469
0.344117138285
Short
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
4
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNMA TBA
21H032688
8000000
PA
USD
8416875.2
0.545925535919
Long
ABS-MBS
USGA
US
N
2
2050-08-01
Fixed
3.5
N
N
N
N
N
N
CENOVUS ENERGY INC
549300EIRQ0Z2B9C1W06
ORDINARY SHARES
N/A
1227550
NS
5462091.16
0.354275782034
Long
EC
CORP
CA
N
1
N
N
N
NXP SEMICONDUCTORS NV
724500M9BY5293JDF951
ORDINARY SHARES
N6596X109
131116
NS
USD
15410063.48
0.999509552412
Long
EC
CORP
NL
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
ORDINARY SHARES
N/A
240800
NS
2157913.37
0.139964058512
Long
EC
CORP
HK
N
2
N
N
N
QUILTER PLC
54930092XIVK28RZGM95
ORDINARY SHARES
N/A
1383999
NS
2663090.52
0.172730269225
Long
EC
CORP
GB
N
2
N
N
N
YELLOW CAKE PLC
213800CVMYUGOA9EZY95
ORDINARY SHARES
N/A
831523
NS
2386233.14
0.154773068963
Long
EC
CORP
GB
N
2
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
ORDINARY SHARES
G5494J103
2995
NS
USD
734104.45
0.047614626065
Long
EC
CORP
GB
N
1
N
N
N
ASSURED GUARANTY LTD
549300BBOQUJEPH87M14
ORDINARY SHARES
G0585R106
231364
NS
USD
5050676.12
0.32759105987
Long
EC
CORP
BM
N
1
N
N
N
BP PLC
213800LH1BZH3DI6G760
ORDINARY SHARES
N/A
1139946
NS
4132515.02
0.268038366184
Long
EC
CORP
GB
N
2
N
N
N
TOTAL S.A.
529900S21EQ1BO4ESM68
ORDINARY SHARES
N/A
100350
NS
3725833.54
0.241660666665
Long
EC
CORP
FR
N
2
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ORDINARY SHARES
N/A
122356
NS
3019490.69
0.195846681098
Long
EC
CORP
GB
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
ORDINARY SHARES
N/A
252119
NS
5045901.04
0.327281344204
Long
EC
CORP
FR
N
2
N
N
N
DASSAULT SYSTEMES SE
96950065LBWY0APQIM86
ORDINARY SHARES
N/A
8843
NS
1613077.48
0.104625548891
Long
EC
CORP
FR
N
2
N
N
N
CAIRN ENERGY PLC
213800ZJEUQ8ZOC9AL24
ORDINARY SHARES
N/A
848921
NS
1328303.3
0.086154858387
Long
EC
CORP
GB
N
2
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
ORDINARY SHARES
G72899100
428031
NS
6255719.95
0.405751206369
Long
EC
CORP
GB
N
2
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
PERPETUAL BONDS
316773CM0
217000
PA
USD
200117.4
0.012979781243
Long
DBT
CORP
US
N
2
2049-12-29
Variable
5.1
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
PERPETUAL BONDS
949746RN3
580000
PA
USD
627850
0.040722873939
Long
DBT
CORP
US
N
2
2049-12-29
Variable
5.875
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
PERPETUAL BONDS
060505EN0
314000
PA
USD
342260
0.02219926867
Long
DBT
CORP
US
N
2
2049-12-29
Variable
6.1
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM
JHE42UYNWWTJB8YTTU19
PERPETUAL BONDS
05254HAA2
200000
PA
USD
223624
0.014504438897
Long
DBT
CORP
GB
N
2
2049-12-29
Variable
6.75
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48128BAG6
1113000
PA
USD
1076938.8
0.069851147554
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.6
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48126HAC4
195000
PA
USD
206212.5
0.013375114505
Long
DBT
CORP
US
N
2
2049-02-01
Variable
6.1
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
PERPETUAL BONDS
060505FP4
1135000
PA
USD
1169050
0.075825556706
Long
DBT
CORP
US
N
2
2049-06-17
Variable
5.125
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
PERPETUAL BONDS
89832QAD1
580000
PA
USD
584719.99
0.037925425567
Long
DBT
CORP
US
N
2
2099-12-31
Variable
4.8
N
N
N
N
N
N
ENERGY TRANSFER OPERATING LP
5493008K8W3OKZE54J59
PERPETUAL BONDS
29278NAB9
2076000
PA
USD
1494720
0.096948784158
Long
DBT
CORP
US
N
2
2028-02-15
Variable
6.625
N
N
N
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
82721674.99
NS
USD
82721674.99
5.365396739043
Long
STIV
PF
US
N
1
N
N
N
PUTNAM CASH COLLATERAL POOL LLC
N/A
SHORT TERM INV FUND
N/A
7020885
NS
USD
7020885
0.455380448821
Long
STIV
PF
US
N
2
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810SN9
5000000
PA
USD
5065820.3
0.328573323999
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810RV2
20180000
PA
USD
28650534.82
1.858297551563
Long
DBT
UST
US
N
2
2047-02-15
Fixed
3
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810QX9
21110000
PA
USD
28106183.32
1.82299045988
Long
DBT
UST
US
N
2
2042-08-15
Fixed
2.75
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828G53
11800000
PA
USD
12072559.94
0.783036292989
Long
DBT
UST
US
N
2
2021-11-30
Fixed
1.875
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828L57
20700000
PA
USD
21427734.38
1.389820699127
Long
DBT
UST
US
N
2
2022-09-30
Fixed
1.75
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828P46
16800000
PA
USD
18044690.16
1.170393633267
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828Q29
22000000
PA
USD
22806168
1.479227051822
Long
DBT
UST
US
N
2
2023-03-31
Fixed
1.5
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828T91
23070000
PA
USD
24185180.73
1.568670966075
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828XW5
21780000
PA
USD
22452048.04
1.456258536269
Long
DBT
UST
US
N
2
2022-06-30
Fixed
1.75
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828WG1
108000
PA
USD
110328.41304
0.007155992763
Long
DBT
UST
US
N
2
2021-04-30
Fixed
2.25
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828B66
9120000
PA
USD
9958042.27
0.645886915723
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828SF8
10980000
PA
USD
11294174.03
0.732549534545
Long
DBT
UST
US
N
2
2022-02-15
Fixed
2
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828N30
19740000
PA
USD
20691698.96
1.342080828739
Long
DBT
UST
US
N
2
2022-12-31
Fixed
2.125
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
VAR.RT. CORP. BONDS
976657AH9
1945000
PA
USD
1517100
0.098400369598
Long
DBT
CORP
US
N
2
2067-05-15
Variable
2.505
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
VAR.RT. CORP. BONDS
225401AQ1
320000
PA
USD
328853.76
0.021329728777
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.193
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
VAR.RT. CORP. BONDS
744320AN2
1485000
PA
USD
1587093.75
0.102940222521
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.2
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
59022CAA1
275000
PA
USD
262627.43
0.017034233853
Long
DBT
CORP
US
N
2
2026-09-15
Floating
1.073
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
VAR.RT. CORP. BONDS
891160MJ9
759000
PA
USD
865204.21
0.056117865692
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
3.625
N
N
N
N
N
N
TRANSCANADA TRUST
N/A
VAR.RT. CORP. BONDS
89356BAC2
1285000
PA
USD
1297850
0.084179631984
Long
DBT
CORP
CA
N
2
2077-03-15
Variable
5.3
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967LP4
10000
PA
USD
11360.67
0.000736862519
Long
DBT
CORP
US
N
2
2028-07-24
Variable
3.668
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PAL0
1710000
PA
USD
2218575.34
0.143898644412
Long
DBT
CORP
US
N
2
2048-11-15
Variable
3.964
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
VAR.RT. CORP. BONDS
06368BGS1
390000
PA
USD
433890.6
0.028142505705
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
3.803
N
N
N
N
N
N
CREDIT AGRICOLE S.A.
969500TJ5KRTCJQWXH05
VAR.RT. CORP. BONDS
225313AK1
340000
PA
USD
377825
0.024506044192
Long
DBT
CORP
FR
N
2
2033-01-10
Variable
4
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
VAR.RT. CORP. BONDS
225401AF5
443000
PA
USD
498159.86
0.032311063439
Long
DBT
CORP
CH
N
2
2029-01-12
Variable
3.869
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GWZ3
804000
PA
USD
951492.32
0.061714584377
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.223
N
N
N
N
N
N
CIT BANK NA
FVPV0TNOIM6NUIE59530
VAR.RT. CORP. BONDS
12556LBJ4
250000
PA
USD
236950
0.015368774357
Long
DBT
CORP
US
N
2
2025-09-27
Variable
2.969
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
48123UAB0
664000
PA
USD
480696.16
0.031178353311
Long
DBT
CORP
US
N
2
2047-05-15
Floating
1.392
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GHZ5
715000
PA
USD
759794.75
0.049280920321
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PBP0
488000
PA
USD
531523.92
0.034475084159
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956
N
N
N
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
VAR.RT. CORP. BONDS
026874BS5
856000
PA
USD
1181280
0.076618804693
Long
DBT
CORP
US
N
2
2058-05-15
Variable
8.175
N
N
N
N
N
N
2020-09-25
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX