0000869392-23-000672.txt : 20230329
0000869392-23-000672.hdr.sgml : 20230329
20230329141752
ACCESSION NUMBER: 0000869392-23-000672
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230131
FILED AS OF DATE: 20230329
DATE AS OF CHANGE: 20230329
PERIOD START: 20230731
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: 23774478
BUSINESS ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 6177601000
MAIL ADDRESS:
STREET 1: 100 FEDERAL STREET
CITY: BOSTON
STATE: MA
ZIP: 02110
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
C000015264
Class A Shares
PGEOX
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Class B Shares
PGEBX
C000015266
Class C Shares
PGPCX
C000015267
Class M Shares
PGEMX
C000015268
Class R Shares
PGPRX
C000015269
Class Y Shares
PGEYX
C000136854
Class R5
C000136855
Class R6
NPORT-P
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02110
1-800-225-1581
George Putnam Balanced Fund
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2023-07-31
2023-01-31
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George Putnam Blend 60% S&P 500 / 40% BB Agg
IDX08232
FIRSTPLUS HOME LOAN OWNER TRUST 1997-3
N/A
ASSET BACKED SECURITY
337925CC3
194240.77
PA
USD
19.42
0.000001179653
Long
ABS-MBS
CORP
US
N
2
2023-11-10
Fixed
7.79
Y
Y
N
N
N
N
TIAA REAL ESTATE CDO LTD
N/A
COLLATERALIZED DEBT OBLIGATION
88631FAA6
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PA
USD
20.32
0.000001234323
Long
ABS-MBS
CORP
US
N
2
2038-12-28
Fixed
8
Y
Y
N
N
N
N
COMM 2012-LC4 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
126192AG8
241000
PA
USD
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0.014478331049
Long
ABS-MBS
CORP
US
N
2
2044-12-10
Variable
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N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2012-C4
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COMMERCIAL MORTGAGE BACKED SECURITIES
61760VAE3
539101.83
PA
USD
498669.19
0.030291285538
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
5.164
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-L1
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
61691QAE8
2264000
PA
USD
2200646.94
0.133676646089
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.407
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
17322MBA3
508000
PA
USD
483154.23
0.029348840941
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
4.78
N
N
N
N
N
N
COMM 2014-CCRE18 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12632QBC6
2392000
PA
USD
2258167.6
0.137170695394
Long
ABS-MBS
CORP
US
N
2
2047-07-15
Variable
4.747
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
61766LBS7
3360000
PA
USD
3188636.64
0.193691338617
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
3.544
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
17327FAD8
1749000
PA
USD
1681912.38
0.102166504716
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
4.009
N
N
N
N
N
N
CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12597BAY5
1066000
PA
USD
923570.99
0.056101626356
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.278
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
46634SAJ4
714640.34
PA
USD
703134.63
0.042711385175
Long
ABS-MBS
CORP
US
N
2
2045-05-15
Variable
4.964
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
COMMON STOCK
023135106
284553
NS
USD
29345950.89
1.782597753404
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
COMMON STOCK
20825C104
59400
NS
USD
7239078
0.439732357894
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
COMMON STOCK
30161N101
153748
NS
USD
6486628.12
0.394025354885
Long
EC
CORP
US
N
1
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
COMMON STOCK
693506107
24985
NS
USD
3256544.9
0.197816374884
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
COMMON STOCK
883556102
16175
NS
USD
9225087.75
0.560371029030
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
COMMON STOCK
38141G104
44572
NS
USD
16304883.32
0.990427895306
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
COMMON STOCK
101137107
130310
NS
USD
6026837.5
0.366095718891
Long
EC
CORP
US
N
1
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
COMMON STOCK
67103H107
5903
NS
USD
4677242.05
0.284115556579
Long
EC
CORP
US
N
1
N
N
N
MERCK AND CO INC
4YV9Y5M8S0BRK1RP0397
COMMON STOCK
58933Y105
100017
NS
USD
10742825.97
0.652564897662
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
COMMON STOCK
09857L108
3879
NS
USD
9441873.9
0.573539540946
Long
EC
CORP
US
N
1
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
COMMON STOCK
78409V104
11997
NS
USD
4498155.18
0.273237059122
Long
EC
CORP
US
N
1
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
COMMON STOCK
075887109
14286
NS
USD
3603214.92
0.218874584964
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
COMMON STOCK
65339F101
62404
NS
USD
4657210.52
0.282898756329
Long
EC
CORP
US
N
1
N
N
N
FEDEX CORP
549300E707U7WNPZN687
COMMON STOCK
31428X106
19669
NS
USD
3813032.34
0.231619786608
Long
EC
CORP
US
N
1
N
N
N
PG AND E CORP
8YQ2GSDWYZXO2EDN3511
COMMON STOCK
69331C108
184226
NS
USD
2929193.4
0.177931653798
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
COMMON STOCK
007903107
143057
NS
USD
10750733.55
0.653045237672
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
COMMON STOCK
30231G102
225978
NS
USD
26215707.78
1.592453485923
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
COMMON STOCK
75886F107
1937
NS
USD
1469156.39
0.089242801844
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY AND CO
FRDRIPF3EKNDJ2CQJL29
COMMON STOCK
532457108
27662
NS
USD
9519877.3
0.578277798912
Long
EC
CORP
US
N
1
N
N
N
JOHNSON AND JOHNSON
549300G0CFPGEF6X2043
COMMON STOCK
478160104
63539
NS
USD
10383543.38
0.630740546488
Long
EC
CORP
US
N
1
N
N
N
DEERE AND CO
PWFTNG3EI0Y73OXWDH08
COMMON STOCK
244199105
6829
NS
USD
2887574.36
0.175403536461
Long
EC
CORP
US
N
1
N
N
N
BATH AND BODY WORKS INC
GR3KVMWVCR54YWQNXU90
COMMON STOCK
070830104
25282
NS
USD
1163224.82
0.070659218323
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
COMMON STOCK
87612E106
37279
NS
USD
6417207.06
0.389808424718
Long
EC
CORP
US
N
1
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
COMMON STOCK
872540109
27196
NS
USD
2226264.56
0.135232769182
Long
EC
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
COMMON STOCK
46120E602
17999
NS
USD
4422174.31
0.268621658222
Long
EC
CORP
US
N
1
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
COMMON STOCK
023608102
39811
NS
USD
3458381.57
0.210076791861
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
COMMON STOCK
21036P108
4859
NS
USD
1124955.68
0.068334588147
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
COMMON STOCK
907818108
73679
NS
USD
15044515.01
0.913867768620
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
COMMON STOCK
002824100
48171
NS
USD
5325304.05
0.323481596194
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
COMMON STOCK
717081103
114595
NS
USD
5060515.2
0.307397196308
Long
EC
CORP
US
N
1
N
N
N
APPLIED MATERIALS INC
41BNNE1AFPNAZELZ6K07
COMMON STOCK
038222105
86644
NS
USD
9659939.56
0.586785775735
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
COMMON STOCK
437076102
66384
NS
USD
21519701.28
1.307198096918
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
COMMON STOCK
58155Q103
23325
NS
USD
8832711
0.536536397954
Long
EC
CORP
US
N
1
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
COMMON STOCK
444859102
6467
NS
USD
3309163.9
0.201012676532
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
COMMON STOCK
67066G104
108969
NS
USD
21289273.53
1.293200936253
Long
EC
CORP
US
N
1
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
COMMON STOCK
452327109
2237
NS
USD
479165.4
0.029106542458
Long
EC
CORP
US
N
1
N
N
N
PENN ENTERTAINMENT INC
N/A
COMMON STOCK
707569109
66150
NS
USD
2345017.5
0.142446327361
Long
EC
CORP
US
N
1
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
COMMON STOCK
036752103
3483
NS
USD
1741465.17
0.105783994232
Long
EC
CORP
US
N
1
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
COMMON STOCK
64110L106
18896
NS
USD
6686538.56
0.406168764467
Long
EC
CORP
US
N
1
N
N
N
CARMAX INC
N/A
COMMON STOCK
143130102
38478
NS
USD
2710775.1
0.164663998156
Long
EC
CORP
US
N
1
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMMON STOCK
629377508
391880
NS
USD
13410133.6
0.814588496989
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
COMMON STOCK
79466L302
72831
NS
USD
12233423.07
0.743110099337
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
COMMON STOCK
02079K305
383754
NS
USD
37930245.36
2.304044275758
Long
EC
CORP
US
N
1
N
N
N
INNOVIVA INC
549300ACOX4QTBES6535
COMMON STOCK
45781M101
300790
NS
USD
3804993.5
0.231131473308
Long
EC
CORP
US
N
1
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
COMMON STOCK
252131107
26406
NS
USD
2827818.54
0.171773714041
Long
EC
CORP
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL INC
N/A
COMMON STOCK
169656105
2936
NS
USD
4833771.68
0.293623831428
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
COMMON STOCK
57636Q104
63560
NS
USD
23555336
1.430851199597
Long
EC
CORP
US
N
1
N
N
N
HERTZ GLOBAL HOLDINGS INC
549300NBK3K85MH1EX16
COMMON STOCK
42806J700
51949
NS
USD
936120.98
0.056863966075
Long
EC
CORP
US
N
1
N
N
APOLLO ASSET MANAGEMENT INC
54930054P2G7ZJB0KM79
COMMON STOCK
03769M106
148675
NS
USD
10523216.5
0.639224885293
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION ENERGY CORP
549300F8Y20RYGNGV346
COMMON STOCK
21037T109
12939
NS
USD
1104473.04
0.067090385559
Long
EC
CORP
US
N
1
N
N
N
DIAMOND OFFSHORE DRILLING INC
F14FQJ2EEHW5VPYUHL14
COMMON STOCK
25271C201
579257
NS
USD
6638285.22
0.403237651558
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
COMMON STOCK
461202103
23818
NS
USD
10067154.06
0.611521714794
Long
EC
CORP
US
N
1
N
N
N
ALKERMES PLC
549300YHRMYLL071E243
COMMON STOCK
G01767105
125509
NS
USD
3594577.76
0.218349927165
Long
EC
CORP
IE
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
COMMON STOCK
09062X103
11424
NS
USD
3323241.6
0.201867815849
Long
EC
CORP
US
N
1
N
N
N
CHARLES SCHWAB CORP/THE
549300VSGCJ7E698NM85
COMMON STOCK
808513105
130459
NS
USD
10100135.78
0.613525164613
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
COMMON STOCK
235851102
26129
NS
USD
6907985.02
0.419620363414
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
COMMON STOCK
666807102
16463
NS
USD
7376082.52
0.448054594597
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
COMMON STOCK
844741108
92926
NS
USD
3323963.02
0.201911637965
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
COMMON STOCK
037833100
309034
NS
USD
44590515.86
2.708617406643
Long
EC
CORP
US
N
1
N
N
N
MCCORMICK AND CO INC/MD
549300JQQA6MQ4OJP259
COMMON STOCK
579780206
29377
NS
USD
2206800.24
0.134050423678
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS INC
5323X5O7RN0NKFCDRY08
COMMON STOCK
911363109
12495
NS
USD
5509670.25
0.334680782588
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
COMMON STOCK
060505104
273266
NS
USD
9695477.68
0.588944512152
Long
EC
CORP
US
N
1
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
COMMON STOCK
277432100
33890
NS
USD
2988081.3
0.181508755069
Long
EC
CORP
US
N
1
N
N
N
PULTEGROUP INC
N/A
COMMON STOCK
745867101
177424
NS
USD
10093651.36
0.613131273388
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
COMMON STOCK
254687106
44710
NS
USD
4850587.9
0.294645320087
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
COMMON STOCK
91324P102
39285
NS
USD
19610679.15
1.191235980955
Long
EC
CORP
US
N
1
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
COMMON STOCK
097023105
7035
NS
USD
1498455
0.091022523911
Long
EC
CORP
US
N
1
N
N
N
PROCTER AND GAMBLE CO/THE
2572IBTT8CCZW6AU4141
COMMON STOCK
742718109
127830
NS
USD
18200435.4
1.105571783195
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
COMMON STOCK
369604301
19793
NS
USD
1592940.64
0.096761983171
Long
EC
CORP
US
N
1
N
N
N
VORNADO REALTY TRUST
N/A
COMMON STOCK
929042109
82743
NS
USD
2018101.77
0.122588076796
Long
EC
CORP
US
N
1
N
N
WALMART INC
Y87794H0US1R65VBXU25
COMMON STOCK
931142103
77822
NS
USD
11196251.14
0.680107869175
Long
EC
CORP
US
N
1
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
COMMON STOCK
654106103
28819
NS
USD
3669523.27
0.222902435899
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
COMMON STOCK
G5960L103
7888
NS
USD
660146.72
0.040100116858
Long
EC
CORP
IE
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
COMMON STOCK
824348106
21400
NS
USD
5063026
0.307549712969
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
COMMON STOCK
747525103
82943
NS
USD
11048837.03
0.671153309744
Long
EC
CORP
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
COMMON STOCK
713448108
88261
NS
USD
15094396.22
0.916897765270
Long
EC
CORP
US
N
1
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
COMMON STOCK
053611109
14053
NS
USD
2662200.32
0.161713359616
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COMMON STOCK
191216100
186576
NS
USD
11440840.32
0.694965255272
Long
EC
CORP
US
N
1
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COMMON STOCK
22160K105
12858
NS
USD
6572238.12
0.399225670058
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
COMMON STOCK
438516106
40011
NS
USD
8341493.28
0.506697746367
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
COMMON STOCK
172967424
296005
NS
USD
15457381.1
0.938947009270
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
COMMON STOCK
02209S103
46055
NS
USD
2074317.2
0.126002840883
Long
EC
CORP
US
N
1
N
N
N
BIO-RAD LABORATORIES INC
549300ZC1GPV35XYDK53
COMMON STOCK
090572207
7588
NS
USD
3547086.48
0.215465105018
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
COMMON STOCK
75513E101
95211
NS
USD
9506818.35
0.577484542799
Long
EC
CORP
US
N
1
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
COMMON STOCK
03027X100
9543
NS
USD
2131810.77
0.129495244626
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
COMMON STOCK
68389X105
257937
NS
USD
22817107.02
1.386008034481
Long
EC
CORP
US
N
1
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
COMMON STOCK
291011104
35318
NS
USD
3186389.96
0.193554865728
Long
EC
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
COMMON STOCK
126408103
93824
NS
USD
2901038.08
0.176221380024
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
COMMON STOCK
594918104
220253
NS
USD
54580895.93
3.315475543058
Long
EC
CORP
US
N
1
N
N
N
LEVI STRAUSS AND CO
MB0UERO0RDFKU8258G77
COMMON STOCK
52736R102
68924
NS
USD
1268201.6
0.077035954006
Long
EC
CORP
US
N
1
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
COMMON STOCK
05352A100
102463
NS
USD
2448865.7
0.148754508299
Long
EC
CORP
US
N
1
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
COMMON STOCK
22052L104
82473
NS
USD
5315384.85
0.322879061837
Long
EC
CORP
US
N
1
N
N
N
4FRONT VENTURES CORP
N/A
COMMON STOCK
35086B207
4194781
NS
USD
1040725.17
0.063218069059
Long
EC
CORP
US
N
1
N
N
N
SILVERGATE CAPITAL CORP
BPE6FTXDZEBNAGIT2T19
COMMON STOCK
82837P408
45216
NS
USD
643875.84
0.039111754469
Long
EC
CORP
US
N
1
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
COMMON STOCK
68902V107
110159
NS
USD
9058374.57
0.550244162082
Long
EC
CORP
US
N
1
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
COMMON STOCK
928881101
156178
NS
USD
3596779.34
0.218483660489
Long
EC
CORP
US
N
1
N
N
N
WARBY PARKER INC
N/A
COMMON STOCK
93403J106
31530
NS
USD
509209.5
0.030931548755
Long
EC
CORP
US
N
1
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
COMMON STOCK
872590104
91885
NS
USD
13719349.35
0.833371575559
Long
EC
CORP
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
COMMON STOCK
G51502105
128372
NS
USD
8930840.04
0.542497172812
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
COMMON STOCK
92826C839
44851
NS
USD
10325148.71
0.627193406102
Long
EC
CORP
US
N
1
N
N
N
TESLA INC
54930043XZGB27CTOV49
COMMON STOCK
88160R101
60132
NS
USD
10416065.04
0.632716050307
Long
EC
CORP
US
N
1
N
N
N
KKR AND CO INC
54930013V5I303TF9571
COMMON STOCK
48251W104
139779
NS
USD
7801065.99
0.473869896397
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
COMMON STOCK
37045V100
44661
NS
USD
1756070.52
0.106671185252
Long
EC
CORP
US
N
1
N
N
N
ENPHASE ENERGY INC
5493008U7KIGMI59Z314
COMMON STOCK
29355A107
1532
NS
USD
339154.16
0.020601664807
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
COMMON STOCK
30303M102
67734
NS
USD
10090333.98
0.612929761631
Long
EC
CORP
US
N
1
N
N
N
BERRY GLOBAL GROUP INC
549300G6KKUMMXM8NH73
COMMON STOCK
08579W103
32696
NS
USD
2018324.08
0.122601580850
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
COMMON STOCK
00287Y109
38597
NS
USD
5702706.75
0.346406639845
Long
EC
CORP
US
N
1
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
COMMON STOCK
98978V103
13653
NS
USD
2259434.97
0.137247680833
Long
EC
CORP
US
N
1
N
N
N
CDW CORP/DE
9845001B052ABF0B6755
COMMON STOCK
12514G108
50880
NS
USD
9974006.4
0.605863530124
Long
EC
CORP
US
N
1
N
N
N
GAMING AND LEISURE PROPERTIES INC
5493006GWRDBCZYWTM57
COMMON STOCK
36467J108
138606
NS
USD
7423737.36
0.450949352072
Long
EC
CORP
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
COMMON STOCK
43300A203
37264
NS
USD
5406633.76
0.328421908364
Long
EC
CORP
US
N
1
N
N
N
ARAMARK
549300MR6PG2DWZUIL39
COMMON STOCK
03852U106
59140
NS
USD
2633504.2
0.159970235352
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
COMMON STOCK
70450Y103
22551
NS
USD
1837680.99
0.111628551977
Long
EC
CORP
US
N
1
N
N
N
CHARTER COMMUNICATIONS INC
0J0XRGZE3PBRFEZ7MV65
COMMON STOCK
16119P108
10280
NS
USD
3950706.8
0.239982718312
Long
EC
CORP
US
N
1
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
COMMON STOCK
45687V106
75940
NS
USD
4252640
0.258323423850
Long
EC
CORP
US
N
1
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
COMMON STOCK
26614N102
97606
NS
USD
7217963.7
0.438449785594
Long
EC
CORP
US
N
1
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS INC
549300UCIWH1C93V0J03
COMMON STOCK
05550J101
14360
NS
USD
1040669.2
0.063214669203
Long
EC
CORP
US
N
1
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
COMMON STOCK
125523100
51197
NS
USD
16212553.99
0.984819419478
Long
EC
CORP
US
N
1
N
N
N
CRH PLC
549300MIDJNNTH068E74
COMMON STOCK - ADR
12626K203
61797
NS
USD
2909402.76
0.176729486230
Long
EC
CORP
IE
N
1
N
N
SEA LTD
529900OM6JLLW44YKI15
COMMON STOCK - ADR
81141R100
26351
NS
USD
1698321.95
0.103163291725
Long
EC
CORP
SG
N
1
N
N
ASCENDIS PHARMA A/S
549300B66JN3W3J8GH73
COMMON STOCK - ADR
04351P101
30341
NS
USD
3764711.28
0.228684560098
Long
EC
CORP
DK
N
1
N
N
EAGLE RE 2018-1 LTD
549300BLEDGL5R7YKU33
CORP CMO
269826AA1
261537.77
PA
USD
260712.41
0.015836779598
Long
ABS-CBDO
CORP
BM
N
2
2028-11-25
Floating
6.206
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XEX8
60142.26
PA
USD
59926.11
0.003640166558
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Floating
5.756
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XBM5
246562.81
PA
USD
262030.85
0.015916867246
Long
ABS-CBDO
CORP
US
N
2
2028-08-25
Floating
11.256
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORP MED TERM NOTE
00914AAG7
1625000
PA
USD
1399551.76
0.085014720855
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
CORP MED TERM NOTE
6174467Y9
3409000
PA
USD
3341907.37
0.203001654033
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABS3
628000
PA
USD
548871.94
0.033340813893
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORP. NOTE
097023DG7
1405000
PA
USD
1298961.83
0.078904461082
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.196
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
CORP. NOTE
202712BN4
535000
PA
USD
430123.35
0.026127519952
Long
DBT
CORP
AU
N
2
2031-03-11
Fixed
2.688
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORP. NOTE
92343VGJ7
480000
PA
USD
409702.3
0.024887058602
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORP. NOTE
68389XCC7
1385000
PA
USD
1263121.14
0.076727345278
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORP. NOTE
817565CG7
1335000
PA
USD
1167430.8
0.070914707420
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORP. NOTE
023135BZ8
579000
PA
USD
493276.33
0.029963700306
Long
DBT
CORP
US
N
2
2031-05-12
Fixed
2.1
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XDK9
390000
PA
USD
346757.72
0.021063537350
Long
DBT
CORP
US
N
2
2026-06-10
Fixed
1.5
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
CORP. NOTE
08576PAF8
1045000
PA
USD
914176.58
0.055530969974
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAK0
750000
PA
USD
646062.52
0.039244582703
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.4
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
CORP. NOTE
045054AP8
660000
PA
USD
532204.57
0.032328367017
Long
DBT
CORP
US
N
2
2031-08-12
Fixed
2.45
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
CORP. NOTE
85855CAA8
800000
PA
USD
705761.6
0.042870958495
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
1.711
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORP. NOTE
161175CD4
274000
PA
USD
229674.04
0.013951377117
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.25
N
N
N
N
N
N
CREDIT SUISSE AG
ANGGYXNX0JLX3X63JN86
CORP. NOTE
22546DAA4
729000
PA
USD
717263.1
0.043569608477
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.5
N
N
N
N
N
N
FIVE CORNERS FUNDING TRUST
N/A
CORP. NOTE
33829TAA4
425000
PA
USD
421250.23
0.025588528940
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.419
N
N
N
N
N
N
SUMITOMO MITSUI FINANCIAL GROUP INC
35380028MYWPB6AUO129
CORP. NOTE
86562MAA8
412000
PA
USD
406586.49
0.024697791063
Long
DBT
CORP
JP
N
2
2024-04-02
Fixed
4.436
N
N
N
N
N
N
FAIRFAX US INC
549300JGURHUEU25AZ92
CORP. NOTE
304071AA1
330000
PA
USD
324756.47
0.019727087938
Long
DBT
CORP
US
N
2
2024-08-13
Fixed
4.875
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CORP. NOTE
14040HBJ3
227000
PA
USD
222121.79
0.013492621361
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
1196162.36
0.072659984460
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
320019.78
0.019439361260
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
309824.63
0.018820064528
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
2616424.8
0.158932760022
Long
DBT
CORP
CH
N
2
2024-05-15
Fixed
5.125
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORP. NOTE
031162CJ7
273000
PA
USD
256643.25
0.015589601529
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.6
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
26138EAU3
810000
PA
USD
755580.13
0.045897147695
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
2.55
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
CORP. NOTE
785592AS5
878000
PA
USD
879622.08
0.053431982815
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
276449.84
0.016792737968
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CORP. NOTE
16412XAC9
463000
PA
USD
467461.86
0.028395619708
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
5.875
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORP. NOTE
38141GWB6
1477000
PA
USD
1427477.79
0.086711066580
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CORP. NOTE
14040HBN4
1146000
PA
USD
1101608.7
0.066916393376
Long
DBT
CORP
US
N
2
2027-03-09
Fixed
3.75
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
CORP. NOTE
01626PAH9
995000
PA
USD
936543.75
0.056889646922
Long
DBT
CORP
CA
N
2
2027-07-26
Fixed
3.55
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORP. NOTE
023135BC9
654000
PA
USD
625280.22
0.037982177494
Long
DBT
CORP
US
N
2
2027-08-22
Fixed
3.15
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
CORP. NOTE
462613AM2
340000
PA
USD
330865.65
0.020098185490
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.7
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
CORP. NOTE
91324PDE9
1450000
PA
USD
1368105.31
0.083104529861
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
2.95
N
N
N
N
N
N
FIRST-CITIZENS BANK AND TRUST CO
L9VVX1KT5TFTKS0MLF66
CORP. NOTE
125581GX0
1259000
PA
USD
1319719.61
0.080165376843
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
6.125
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LTD
GLS7OQD0WOEDI8YAP031
CORP. NOTE
303901BB7
1225000
PA
USD
1189845.28
0.072276258179
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
CORP. NOTE
67077MAE8
1170000
PA
USD
1153275.49
0.070054853742
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
CORP. NOTE
595017AP9
710000
PA
USD
707707.64
0.042989169234
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
CORP. NOTE
526057CD4
1449000
PA
USD
1429336.06
0.086823945796
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORP. NOTE
404121AH8
458000
PA
USD
460697.62
0.027984731028
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
5.375
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
CORP. NOTE
98978VAN3
1210000
PA
USD
1182074.97
0.071804256532
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
677107.58
0.041130391564
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
604294.59
0.036707421156
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
740061.77
0.044954496568
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.119
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
CORP. NOTE
55903VAG8
2386000
PA
USD
2236199.76
0.135836275447
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.755
N
N
N
N
N
N
HALEON US CAPITAL LLC
549300N8C3A3L0UVQB07
CORP. NOTE
36264FAK7
740000
PA
USD
700466.49
0.042549311014
Long
DBT
CORP
US
N
2
2027-03-24
Fixed
3.375
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
CORP. NOTE
05565ECA1
630000
PA
USD
606363.96
0.036833123482
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.45
N
N
N
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
CORP. NOTE
98138HAH4
555000
PA
USD
523786.25
0.031817002489
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.7
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
CORP. NOTE
21871XAE9
765000
PA
USD
714005.6
0.043371734085
Long
DBT
CORP
US
N
2
2029-04-05
Fixed
3.85
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
CORP. NOTE
925650AB9
760000
PA
USD
735928.6
0.044703430260
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
CORP. NOTE
025816CV9
1450000
PA
USD
1425043.31
0.086563185921
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.375
N
N
N
N
N
N
KINETIK HOLDINGS LP
549300RD6AJIMYC0HY12
CORP. NOTE
49461MAA8
890000
PA
USD
845500
0.051359262685
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
5.875
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
CORP. NOTE
709599BN3
2165000
PA
USD
2112923.5
0.128347951591
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
4.4
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CORP. NOTE
89115A2C5
734000
PA
USD
722025.27
0.043858882918
Long
DBT
CORP
CA
N
2
2027-06-08
Fixed
4.108
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAM6
1480000
PA
USD
1499107.53
0.091062161356
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.165
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
CORP. NOTE
30303M8G0
474000
PA
USD
455193.45
0.027650384354
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.5
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK NY
549300D0YARF5HYP1809
CORP. NOTE
22550L2J9
600000
PA
USD
588035.29
0.035719762185
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
4.75
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
CORP. NOTE
26884LAP4
640000
PA
USD
640835.2
0.038927053075
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
5.678
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
CORP. NOTE
91324PEP3
1855000
PA
USD
1933890.18
0.117472706988
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
5.25
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORP. NOTE
38141GZV9
1470000
PA
USD
1491545.6
0.090602817596
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.7
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
CORP. NOTE
444859BU5
1025000
PA
USD
1070041.56
0.064998871158
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.75
N
N
N
N
N
N
GE HEALTHCARE TECHNOLOGIES INC
549300OI9J7XOWZMUN85
CORP. NOTE
36267VAE3
675000
PA
USD
699369.35
0.042482666068
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.65
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
CORP. NOTE
883556CT7
1650000
PA
USD
1694142.14
0.102909392305
Long
DBT
CORP
US
N
2
2027-11-21
Fixed
4.8
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
CORP. NOTE
682680BG7
1015000
PA
USD
1067301.41
0.064832422803
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
6.1
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XED4
800000
PA
USD
831610.85
0.050515576697
Long
DBT
CORP
US
N
2
2033-01-09
Fixed
6.4
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
549300GKHS6RS20NLH85
CORP. NOTE
92328MAE3
295000
PA
USD
300540.1
0.018256082724
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.25
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272AT5
344000
PA
USD
339948.23
0.020649899993
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.125
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAJ3
289000
PA
USD
282883
0.017183515442
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.5
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
CORP. NOTE
629377CK6
620000
PA
USD
600364.52
0.036468692004
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
505510.84
0.030706876430
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55
N
N
N
N
N
N
KKR GROUP FINANCE CO VI LLC
549300TUJWGHJM3FSJ07
CORP. NOTE
48252AAA9
105000
PA
USD
97071.33
0.005896525058
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.75
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
CORP. NOTE
502431AL3
1848000
PA
USD
1797548.93
0.109190760124
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
CORP. NOTE
125523AF7
1008000
PA
USD
1002451.91
0.060893188616
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
632234.96
0.038404637953
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
CORP. NOTE
045054AJ2
1190000
PA
USD
1119075.83
0.067977421073
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
CORP. NOTE
29444UBE5
1483000
PA
USD
1342431.26
0.081544978970
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.2
N
N
N
N
N
N
PATTERSON-UTI ENERGY INC
254900XGFBKIXD6G0697
CORP. NOTE
703481AC5
458000
PA
USD
427884.78
0.025991539698
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.15
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
CORP. NOTE
25278XAM1
780000
PA
USD
737901.43
0.044823268337
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25
N
N
N
N
N
N
ISTAR INC
QFFLKWYYS3UPWD86E794
CORP. NOTE
45031UCG4
915000
PA
USD
908137.5
0.055164130593
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.25
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
CORP. NOTE
01626PAM8
919000
PA
USD
803098.46
0.048783612974
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95
N
N
N
N
N
N
VICI PROPERTIES LP / VICI NOTE CO INC
N/A
CORP. NOTE
92564RAD7
285000
PA
USD
263324.47
0.015995447222
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.75
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
CORP. NOTE
74340XBN0
194000
PA
USD
177816.88
0.010801352868
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.125
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORP. NOTE
38141GXG4
3535000
PA
USD
3074597.68
0.186764127614
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.6
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABF1
48000
PA
USD
44955.9
0.002730812392
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.875
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABD6
1762000
PA
USD
1694827.45
0.102951020947
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75
N
N
N
N
N
N
IPALCO ENTERPRISES INC
5493000YFVK2DZX0JV43
CORP. NOTE
462613AP5
813000
PA
USD
751785.51
0.045666646352
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
4.25
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
CORP. NOTE
09857LAR9
1255000
PA
USD
1259961.19
0.076535396488
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.625
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
CORP. NOTE
37331NAL5
1525000
PA
USD
1389620.61
0.084411460605
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
2.1
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORP. NOTE
037833DU1
15000
PA
USD
12631.11
0.000767267293
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
50077LBC9
215000
PA
USD
209453.95
0.012723122931
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
27000
PA
USD
23749.97
0.001442674096
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
248000
PA
USD
212844.69
0.012929090887
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
CORP. NOTE
075887CJ6
820000
PA
USD
729417.44
0.044307914735
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORP. NOTE
00206RJX1
1227000
PA
USD
1121397.82
0.068118468612
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK NY
549300D0YARF5HYP1809
CORP. NOTE
22550L2D2
3100000
PA
USD
3062969.23
0.186057766150
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308JF5
235000
PA
USD
206178.22
0.012524141172
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
CORP. NOTE
92556VAC0
565000
PA
USD
498178.73
0.030261492913
Long
DBT
CORP
US
N
2
2027-06-22
Fixed
2.3
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
CORP. NOTE
00774MAP0
915000
PA
USD
909957.72
0.055274698491
Long
DBT
CORP
IE
N
2
2023-09-15
Fixed
4.5
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
CORP. NOTE
04010LAZ6
1555000
PA
USD
1462734.51
0.088852709565
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
CORP. NOTE
110122CY2
3100000
PA
USD
3097892.96
0.188179181908
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272AY4
1998000
PA
USD
1693070.43
0.102844292086
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.5
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
CORP. NOTE
68902VAJ6
662000
PA
USD
606923.6
0.036867118394
Long
DBT
CORP
US
N
2
2027-04-05
Fixed
2.293
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
CORP. NOTE
629377CP5
900000
PA
USD
772672.5
0.046935410878
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
CORP. NOTE
00130HCG8
1045000
PA
USD
863960.41
0.052480626430
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.45
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
CORP. NOTE
08576PAH4
1225000
PA
USD
1107367.42
0.067266202499
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XDD5
252000
PA
USD
225939.45
0.013724522251
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
CORPORATE BONDS
59022CAJ2
600000
PA
USD
648587.99
0.039397990482
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
1667706.18
0.101303559764
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7
N
N
N
N
N
N
WELLS FARGO BANK NA
KB1H1DSPRFMYMCUFXT09
CORPORATE BONDS
92976GAJ0
1095000
PA
USD
1263057.24
0.076723463720
Long
DBT
CORP
US
N
2
2038-01-15
Fixed
6.6
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
CORPORATE BONDS
591560AA5
2564000
PA
USD
2820394.9
0.171322770603
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.875
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
CORPORATE BONDS
36186CBY8
725000
PA
USD
798476.2
0.048502837260
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CORPORATE BONDS
126650BS8
451688.68
PA
USD
488226.02
0.029656923017
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
304177.51
0.018477034464
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
572935.96
0.034802564721
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.1
N
N
N
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
CORPORATE BONDS
133131AS1
1213000
PA
USD
1210697.31
0.073542899085
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.875
N
N
N
N
N
N
DUKE ENERGY CAROLINAS LLC
MWIUSDMN17TCR56VW396
CORPORATE BONDS
26442CAM6
520000
PA
USD
474053.54
0.028796026360
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
4.25
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORPORATE BONDS
29273RAR0
137000
PA
USD
144511.3
0.008778230417
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
6.5
N
N
N
N
N
N
CONSOLIDATED EDISON CO OF NEW YORK INC
VZFZPMWDHTQCFKYOBP05
CORPORATE BONDS
209111FB4
255000
PA
USD
227571.77
0.013823676304
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
576490.71
0.035018495341
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.625
N
N
N
N
N
N
AON GLOBAL LTD
VVT2B79I2Z4U3R6BY589
CORPORATE BONDS
00185AAB0
1265000
PA
USD
1015202.98
0.061667742789
Long
DBT
CORP
GB
N
2
2042-12-12
Fixed
4.25
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORPORATE BONDS
037833AL4
486000
PA
USD
441732.11
0.026832685362
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
773435.48
0.046981757525
Long
DBT
CORP
US
N
2
2043-05-15
Fixed
4.3
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CORPORATE BONDS
12527GAD5
1539000
PA
USD
1400658.03
0.085081920396
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORPORATE BONDS
29273RBB4
470000
PA
USD
478247.46
0.029050782882
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.6
N
N
N
N
N
N
CVS PASS-THROUGH TRUST SERIES 2013
N/A
CORPORATE BONDS
12665UAA2
496540.4
PA
USD
466470.39
0.028335393607
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
801367.64
0.048678475612
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26884TAL6
875000
PA
USD
852511.3
0.051785158839
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
CORPORATE BONDS
494550BW5
199000
PA
USD
190007.7
0.011541875076
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
1032095.35
0.062693857122
Long
DBT
CORP
FR
N
2
2025-03-15
Fixed
4.5
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORPORATE BONDS
37045XAS5
175000
PA
USD
171122.92
0.010394733294
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BR9
475000
PA
USD
476794.25
0.028962508731
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.375
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RCQ3
132000
PA
USD
121669.42
0.007390717567
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
332868.37
0.020219839213
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
240889.3
0.014632639665
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AQ6
198000
PA
USD
192098.73
0.011668893123
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
1037851.24
0.063043494338
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.484
N
N
N
N
N
N
AUTONATION INC
N/A
CORPORATE BONDS
05329WAM4
255000
PA
USD
250859.23
0.015238255577
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.5
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KA8
3039000
PA
USD
2981602.74
0.181115219806
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BT5
143000
PA
USD
143167.44
0.008696598650
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
403268.64
0.024496250756
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.6
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KR1
1540000
PA
USD
1415097.76
0.085959050953
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
24703TAK2
67000
PA
USD
80866.51
0.004912175434
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORPORATE BONDS
031162CF5
710000
PA
USD
652663.25
0.039645539091
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.663
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AR4
457000
PA
USD
420384.17
0.025535920775
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.9
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NBW0
289000
PA
USD
268159.04
0.016289119547
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
CORPORATE BONDS
02079KAC1
748000
PA
USD
696059.28
0.042281598351
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.998
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORPORATE BONDS
03027XAM2
1710000
PA
USD
1600759.69
0.097236945493
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.125
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAN6
1660000
PA
USD
1647765.8
0.100092296352
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.375
N
N
N
N
N
N
PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP
N/A
CORPORATE BONDS
709599AW4
595000
PA
USD
554981.31
0.033711922987
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
76000
PA
USD
74954.78
0.004553071834
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
407431.96
0.024749148504
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAF8
185000
PA
USD
167198.73
0.010156361318
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
769219.9
0.046725685283
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
808000
PA
USD
814085.48
0.049451011254
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.125
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
CORPORATE BONDS
785592AU0
175000
PA
USD
169600.54
0.010302257464
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
606342.9
0.036831844209
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.5
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAH4
549000
PA
USD
523830.35
0.031819681311
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
1107687.37
0.067285637621
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.375
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
CORPORATE BONDS
666807BN1
1619000
PA
USD
1537447.96
0.093391121990
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
792285.66
0.048126797556
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.999
N
N
N
N
N
N
AUTONATION INC
N/A
CORPORATE BONDS
05329WAP7
380000
PA
USD
357212.65
0.021698614223
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
3.8
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CD4
185000
PA
USD
175879.08
0.010683642662
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAK7
458000
PA
USD
437059.2
0.026548832953
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
483629.8
0.029377729084
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAT3
648000
PA
USD
672253.88
0.040835557202
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORPORATE BONDS
694308HW0
1050000
PA
USD
959411.38
0.058278723937
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.3
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
CORPORATE BONDS
25389JAT3
1395000
PA
USD
1351862.47
0.082117870740
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
1904000
PA
USD
1878005.51
0.114078034668
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
316865.74
0.019247771468
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
1644634.36
0.099902079380
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
CORPORATE BONDS
941053AH3
1318000
PA
USD
1297437.61
0.078811873483
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
4.25
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
CORPORATE BONDS
025537AM3
528000
PA
USD
516271.02
0.031360495485
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
4.3
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
CORPORATE BONDS
68233JBK9
445000
PA
USD
471879.24
0.028663950139
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
267561.32
0.016252811494
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
1406398
0.085430590564
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.375
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AZ6
360000
PA
USD
334075.26
0.020293150840
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
4.2
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL LLC
3YTEJFW18LGIUQ2N5J61
CORPORATE BONDS
44701QBE1
1600000
PA
USD
1500326.56
0.091136210418
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.5
N
N
N
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
CORPORATE BONDS
254687EV4
30000
PA
USD
29376.93
0.001784479556
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.75
N
N
N
N
N
N
ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC
N/A
CORPORATE BONDS
03522AAJ9
1009000
PA
USD
984866.12
0.059824953006
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.9
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORPORATE BONDS
92840VAE2
442000
PA
USD
408602.72
0.024820265441
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.3
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
CORPORATE BONDS
961214EG4
670000
PA
USD
583195.13
0.035425750300
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.421
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORPORATE BONDS
00914AAE2
928000
PA
USD
821077.23
0.049875719858
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
1057880.57
0.064260160951
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.729
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NCZ2
1618000
PA
USD
1281119.81
0.077820660973
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
538514.4
0.032711652903
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
1373455.54
0.083429525565
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
1510302.71
0.091742204160
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
804669.59
0.048879050086
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
402818.77
0.024468923741
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
143831.53
0.008736938299
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.1
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VFE9
700000
PA
USD
635719.23
0.038616287318
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAR2
890000
PA
USD
809022.04
0.049143436393
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.3
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
CORPORATE BONDS
695114CW6
656000
PA
USD
583099.88
0.035419964410
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
169013.14
0.010266576292
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.2
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BV5
65000
PA
USD
43183.31
0.002623137743
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.7
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
CORPORATE BONDS
11135FAQ4
1119000
PA
USD
1043839.44
0.063407243051
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
259066.46
0.015736797601
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
92556HAD9
8000
PA
USD
6867.48
0.000417159916
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.2
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORPORATE BONDS
023135BU9
1542000
PA
USD
1009580.14
0.061326187595
Long
DBT
CORP
US
N
2
2060-06-03
Fixed
2.7
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAT8
1275000
PA
USD
1064165.36
0.064641925801
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORPORATE BONDS
694308JN8
565000
PA
USD
471695.58
0.028652793851
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RKH4
1107000
PA
USD
903923.25
0.054908139141
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
CORPORATE BONDS
02079KAG2
1200000
PA
USD
738517.96
0.044860718989
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CF9
165000
PA
USD
138656.1
0.008422560689
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.375
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
CORPORATE BONDS
81728UAB0
1310000
PA
USD
1111990
0.067546997650
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
CORPORATE BONDS
81762PAE2
1520000
PA
USD
1201323.14
0.072973472167
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.4
N
N
N
N
N
N
S AND P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
CORPORATE BONDS
78409VAS3
423000
PA
USD
337340.36
0.020491486888
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP
N/A
CORPORATE BONDS
87612BBS0
835000
PA
USD
780578.53
0.047415656734
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.875
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CORPORATE BONDS
45866FAN4
482000
PA
USD
379428.47
0.023048097529
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CORPORATE BONDS
45866FAP9
963000
PA
USD
716692.53
0.043534949631
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORPORATE BONDS
459506AQ4
356000
PA
USD
295059.71
0.017923180548
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.3
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORPORATE BONDS
459506AS0
204000
PA
USD
151331.99
0.009192548110
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.468
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORP
549300RLHFT5RU20WM87
CORPORATE BONDS
084664CV1
5000
PA
USD
3601.05
0.000218743079
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.85
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
CORPORATE BONDS
961214EQ2
597000
PA
USD
429816.65
0.026108889691
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.963
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VGC2
960000
PA
USD
729245.85
0.044297491629
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.7
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
CORPORATE BONDS
594918CE2
1150000
PA
USD
879292.6
0.053411968800
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.921
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XBZ7
1750000
PA
USD
1385069.33
0.084134996519
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XCA1
435000
PA
USD
338104.74
0.020537918577
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
CORPORATE BONDS
79466LAL8
1462000
PA
USD
1044321.98
0.063436554581
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.9
N
N
N
N
N
N
SALESFORCE INC
RCGZFPDMRW58VJ54VR07
CORPORATE BONDS
79466LAM6
1463000
PA
USD
1009134.72
0.061299130892
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
CORPORATE BONDS
960413AY8
928000
PA
USD
652811.47
0.039654542604
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.875
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
CORPORATE BONDS
960413AZ5
1857000
PA
USD
1237495.46
0.075170732586
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.125
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RLJ9
62000
PA
USD
45364.31
0.002755620951
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RMM1
1634000
PA
USD
1321207.32
0.080255746670
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CORPORATE BONDS
16411QAN1
522000
PA
USD
435781.26
0.026471205447
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25
N
N
N
N
N
N
FIDELITY NATIONAL FINANCIAL INC
549300CAZYIH39SYQ287
CORPORATE BONDS
31620RAL9
573000
PA
USD
360478.82
0.021897015268
Long
DBT
CORP
US
N
2
2051-09-17
Fixed
3.2
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
CORPORATE BONDS
11135FBQ3
676000
PA
USD
516900.97
0.031398761325
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.187
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
N/A
CORPORATE BONDS
00774MAX3
2190000
PA
USD
1838743.95
0.111693120684
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
CONTINENTAL RESOURCES INC/OK
XXRTID9RYWOZ0UPIVR53
CORPORATE BONDS
212015AV3
2045000
PA
USD
1606781.02
0.097602706663
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.875
N
N
N
N
N
N
AMERICAN TRANSMISSION SYSTEMS INC
N/A
CORPORATE BONDS
030288AC8
385000
PA
USD
327733.86
0.019907947258
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65
N
N
N
N
N
N
GLP CAPITAL LP / GLP FINANCING II INC
N/A
CORPORATE BONDS
361841AR0
505000
PA
USD
418705.14
0.025433929359
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
CORPORATE BONDS
096630AJ7
264000
PA
USD
229539.54
0.013943207015
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
3.6
N
N
N
N
N
N
DT MIDSTREAM INC
N/A
CORPORATE BONDS
23345MAC1
560000
PA
USD
514432.19
0.031248797138
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.3
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
CORPORATE BONDS
11135FBV2
1515000
PA
USD
1390562.49
0.084468674398
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.926
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORPORATE BONDS
694308KG1
536000
PA
USD
539023.35
0.032742568688
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
5.9
N
N
N
N
N
N
CABOT CORP
K05C0SER542GQ6VLRO68
CORPORATE BONDS
127055AM3
985000
PA
USD
960210.29
0.058327253125
Long
DBT
CORP
US
N
2
2032-06-30
Fixed
5
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
CORPORATE BONDS
94106BAF8
325000
PA
USD
315720.43
0.019178200472
Long
DBT
CORP
CA
N
2
2033-01-15
Fixed
4.2
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
CORPORATE BONDS
30303M8J4
856000
PA
USD
747540.23
0.045408770006
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
4.45
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
CORPORATE BONDS
49456BAX9
215000
PA
USD
214243.93
0.013014086670
Long
DBT
CORP
US
N
2
2033-06-01
Fixed
5.2
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
CORPORATE BONDS
962166BR4
156000
PA
USD
180141.66
0.010942569883
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.375
N
N
N
N
N
N
WESTROCK MWV LLC
4DL8C98Z5G5IXZLH3578
CORPORATE BONDS
961548AV6
1040000
PA
USD
1218685.64
0.074028144193
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
217686.02
0.013223173843
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
113010.69
0.006864749514
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
647053.43
0.039304774787
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
576149.28
0.034997755432
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.8
N
N
N
N
N
N
EL PASO CORP NATURAL GAS
N/A
CORPORATE STEP UP
283695BK9
490000
PA
USD
572573.71
0.034780560116
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
2586100.08
0.157090707674
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
2603572.66
HKD
2586100.08
USD
2023-02-15
17472.58
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
2790936.86
0.169533364081
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
2672664.5
DKK
2790936.86
USD
2023-03-15
-118272.36
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
CURRENCY FORWARDS
N/A
1
NC
N/A
2515446.55
0.152798912042
N/A
DFE
CORP
CA
N
2
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
2465013.32
GBP
2515446.55
USD
2023-03-15
-50433.23
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
7624943.5
0.463171467978
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
7557068.91
GBP
7624943.5
USD
2023-03-15
-67874.59
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
5457969.9
0.331540283644
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
5410349.19
GBP
5457969.9
USD
2023-03-15
-47620.71
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
3782007.41
0.229735200529
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
3668919.76
EUR
3782007.41
USD
2023-03-15
-113087.65
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
3936679.82
0.239130659944
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
3817894.59
EUR
3936679.82
USD
2023-03-15
-118785.23
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
1874163.05
0.113844627321
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
1818127.95
EUR
1874163.05
USD
2023-03-15
-56035.1
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
3083511.93
0.187305617038
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
3030446.37
CAD
3083511.93
USD
2023-04-19
-53065.56
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
129726.8
0.007880157065
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
127509.54
CAD
129726.8
USD
2023-04-19
-2217.26
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
2987250.89
0.181458312437
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
2936432.25
CAD
2987250.89
USD
2023-04-19
-50818.64
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
5792508.25
0.351861564538
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
5694311.35
CAD
5792508.25
USD
2023-04-19
-98196.9
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
1948609.28
0.118366807667
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
1915802.86
CAD
1948609.28
USD
2023-04-19
-32806.42
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
3076367.56
0.186871637646
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
3023972.52
CAD
3076367.56
USD
2023-04-19
-52395.04
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
3082383.88
0.187237094487
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
3029794.54
CAD
3082383.88
USD
2023-04-19
-52589.34
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
2458165.17
0.149319397622
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
2456195.03
HKD
2458165.17
USD
2023-02-15
-1970.14
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
2409062.23
0.146336676399
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
2243788.84
SGD
2409062.23
USD
2023-02-15
-165273.39
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EQUITY INDEX FUTURE
N/A
58
NC
USD
11861000
0.720487539571
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 INDEX
SPX
2023-01-17
11288747.92
USD
572252.08
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3140XHGH4
1898023.89
PA
USD
1783900.65
0.108361705603
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138W9J76
528252.3
PA
USD
500993.11
0.030432450313
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138M9WR8
219653.59
PA
USD
208318.89
0.012654174564
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31418AWC8
153349.68
PA
USD
145436.44
0.008834427352
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138WWN39
463638.69
PA
USD
439713.73
0.026710080385
Long
ABS-MBS
USGSE
US
N
2
2028-08-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3140J7MG7
915587.69
PA
USD
890107.98
0.054068940938
Long
ABS-MBS
USGSE
US
N
2
2030-12-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31417ELF6
136488.06
PA
USD
129786.14
0.007883761629
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31417DBD4
230698.22
PA
USD
219370.34
0.013325486597
Long
ABS-MBS
USGSE
US
N
2
2027-10-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
3138W9AB6
369630.84
PA
USD
350556.93
0.021294317509
Long
ABS-MBS
USGSE
US
N
2
2028-07-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31418AP85
122044.34
PA
USD
115937.23
0.007042519989
Long
ABS-MBS
USGSE
US
N
2
2028-02-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN15
31417ER52
124110.89
PA
USD
118016.72
0.007168837048
Long
ABS-MBS
USGSE
US
N
2
2028-01-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XBS76
8888762.74
PA
USD
7797413.78
0.473648045643
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140L8VQ0
3257319.15
PA
USD
2852300.83
0.173260872365
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140L8CU2
4733359.92
PA
USD
4144809.21
0.251773323472
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XB2T6
2168141.65
PA
USD
1900924.05
0.115470204173
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XJJA2
19077974.31
PA
USD
17588932.69
1.068426510202
Long
ABS-MBS
USGSE
US
N
2
2051-08-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XJWB5
992887.95
PA
USD
1004221.67
0.061000691358
Long
ABS-MBS
USGSE
US
N
2
2052-10-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31385XF85
92192.2
PA
USD
95348.78
0.005791890052
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416BLC0
101159.37
PA
USD
105497.74
0.006408381007
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416BK72
66027.03
PA
USD
69265.33
0.004207470465
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416H4Z5
64227.2
PA
USD
65836.59
0.003999194228
Long
ABS-MBS
USGSE
US
N
2
2039-01-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31410KXK5
59387.99
PA
USD
62430.63
0.003792301745
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31402QLR0
134423.11
PA
USD
136247.46
0.008276249661
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31417GMT0
217817.76
PA
USD
209785.45
0.012743259650
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WQBQ4
202135.35
PA
USD
194681.35
0.011825772436
Long
ABS-MBS
USGSE
US
N
2
2043-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31417EZA2
271151.78
PA
USD
253292.96
0.015386090679
Long
ABS-MBS
USGSE
US
N
2
2043-02-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138X0YX0
457143.8
PA
USD
440286.03
0.026744844319
Long
ABS-MBS
USGSE
US
N
2
2043-07-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138YD2F5
74936.49
PA
USD
72079.44
0.004378411464
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
371062.56
PA
USD
384008.19
0.023326289182
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
634321.64
PA
USD
590362.96
0.035861154751
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31418CBF0
543300.46
PA
USD
503781.98
0.030601858128
Long
ABS-MBS
USGSE
US
N
2
2046-09-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WH5S7
139258.61
PA
USD
129129.25
0.007843859339
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138ET7G5
636269.64
PA
USD
634605.29
0.038548621869
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EVUP0
392016.24
PA
USD
364849.4
0.022162502868
Long
ABS-MBS
USGSE
US
N
2
2046-08-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EVTB3
378402.84
PA
USD
352179.41
0.021392873839
Long
ABS-MBS
USGSE
US
N
2
2046-07-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3138WH6L1
81171.39
PA
USD
75267.16
0.004572047122
Long
ABS-MBS
USGSE
US
N
2
2046-10-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140J5JS9
959311
PA
USD
895828.31
0.054416418089
Long
ABS-MBS
USGSE
US
N
2
2047-03-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140H8P33
543435
PA
USD
545029.28
0.033107394397
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
152218.68
PA
USD
153045.79
0.009296651604
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
182600.07
PA
USD
183135.76
0.011124444240
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
529520.25
PA
USD
518703.05
0.031508227322
Long
ABS-MBS
USGSE
US
N
2
2048-06-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140JACP1
885709.98
PA
USD
896611.92
0.054464017890
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
891785.46
PA
USD
846637.66
0.051428368988
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
915302.88
PA
USD
895746.7
0.054411460751
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X5CN1
841822.22
PA
USD
798940.81
0.048531059646
Long
ABS-MBS
USGSE
US
N
2
2049-11-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X5HY2
2148922.69
PA
USD
2039459.15
0.123885414808
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140K6AA3
453888.1
PA
USD
434029.91
0.026364821006
Long
ABS-MBS
USGSE
US
N
2
2049-12-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31418DTQ5
9793027.14
PA
USD
8293753.86
0.503797851143
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KNDU9
1566801.64
PA
USD
1379328.34
0.083786264392
Long
ABS-MBS
USGSE
US
N
2
2050-09-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140QFDC0
4286830.14
PA
USD
3773895.91
0.229242473552
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KX2N5
1032637.53
PA
USD
909401.53
0.055240913147
Long
ABS-MBS
USGSE
US
N
2
2050-11-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140L1SD8
1369459.33
PA
USD
1206026.68
0.073259185172
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140L5LC8
873421.44
PA
USD
768640.56
0.046690493710
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KX6M3
748447.02
PA
USD
660062.16
0.040094980324
Long
ABS-MBS
USGSE
US
N
2
2051-03-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KXMJ2
997301.46
PA
USD
878282.51
0.053350611641
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KH6J5
2865271.52
PA
USD
2526013.34
0.153440783767
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KAZH2
10272532.21
PA
USD
9004865.78
0.546993810809
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN40
3140FXC59
862423.46
PA
USD
817414.61
0.049653236756
Long
ABS-MBS
USGSE
US
N
2
2056-05-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE REMICS
B1V7KEBTPIMZEU4LTD58
FNMA CMO IO
31392BMN3
276894.9
PA
USD
1716.75
0.000104282690
Long
ABS-MBS
USGSE
US
N
2
2045-03-25
Variable
.247
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F040628
3000000
PA
USD
2895937.5
0.175911549121
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F030629
2000000
PA
USD
1815311.6
0.110269740177
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F032625
2000000
PA
USD
1877031.2
0.114018850939
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
3.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F042624
1000000
PA
USD
987734.4
0.059999184521
Long
ABS-MBS
USGSE
US
N
2
2053-02-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133BHHZ2
1987498.72
PA
USD
1968951.58
0.119602485407
Long
ABS-MBS
USGSE
US
N
2
2052-08-01
Fixed
4.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
31329MU32
194331.58
PA
USD
181532.36
0.011027046911
Long
ABS-MBS
USGSE
US
N
2
2043-03-01
Fixed
3
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133AJLE1
297884.18
PA
USD
262986.01
0.015974887723
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133KGGK8
1037242.75
PA
USD
1013136.4
0.061542209939
Long
ABS-MBS
USGSE
US
N
2
2049-07-01
Fixed
4
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133A8FL6
1093916.78
PA
USD
972597.58
0.059079709755
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132AATC8
153243.84
PA
USD
152842.98
0.009284332063
Long
ABS-MBS
USGSE
US
N
2
2045-09-01
Fixed
4
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3131XLAE7
124464.31
PA
USD
119985.95
0.007288456445
Long
ABS-MBS
USGSE
US
N
2
2042-12-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3131Y0KD3
359696.5
PA
USD
353135.35
0.021450941696
Long
ABS-MBS
USGSE
US
N
2
2048-02-01
Fixed
4
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132A05T9
565.6
PA
USD
591.31
0.000035918682
Long
ABS-MBS
USGSE
US
N
2
2035-03-01
Fixed
6
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132A35B2
1142978.7
PA
USD
1132330.71
0.068782578807
Long
ABS-MBS
USGSE
US
N
2
2042-07-01
Fixed
4
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132A4DS4
130863.59
PA
USD
126569.46
0.007688366817
Long
ABS-MBS
USGSE
US
N
2
2043-04-01
Fixed
3.5
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3132A5GL3
866155.38
PA
USD
801799.78
0.048704725632
Long
ABS-MBS
USGSE
US
N
2
2047-02-01
Fixed
3
N
N
N
N
N
N
STATE OF CALIFORNIA
N/A
FX.RT. MUNI BOND
13063A5E0
215000
PA
USD
271562.54
0.016495862599
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.5
N
N
N
N
N
N
OHIO STATE UNIVERSITY/THE
JFC10ZULKO4X2E3HBY86
FX.RT. MUNI BOND
677632MV0
275000
PA
USD
285030.3
0.017313951568
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
448966.91
0.027272157856
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.718
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179SGK7
10466597.73
PA
USD
9785206.52
0.594395023168
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617UNJH8
1851814.09
PA
USD
1747266.04
0.106136363725
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36295LW98
263284.61
PA
USD
243429.26
0.014786927628
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
183530.96
PA
USD
169690.16
0.010307701363
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
163928.51
PA
USD
151566.01
0.009206763479
Long
ABS-MBS
USGA
US
N
2
2046-10-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179SQV2
11810722.59
PA
USD
11030754.28
0.670054886672
Long
ABS-MBS
USGA
US
N
2
2046-11-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617B3QL6
45296.3
PA
USD
43432.6
0.002638280677
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
120214.8
PA
USD
115118.34
0.006992777131
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
116291.12
PA
USD
110997.59
0.006742465266
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
136171.37
PA
USD
129972.9
0.007895106225
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
188276.8
PA
USD
180294.88
0.010951877117
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
215958.42
PA
USD
206128.08
0.012521095455
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
136435.01
PA
USD
130821.45
0.007946650757
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
203631.74
PA
USD
194998.85
0.011845058735
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
177605.76
PA
USD
169521.22
0.010297439230
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
72287.52
PA
USD
69313.28
0.004210383152
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
189624.97
PA
USD
181585.9
0.011030299158
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
138200.88
PA
USD
131910.03
0.008012775732
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
155754.34
PA
USD
148664.46
0.009030511003
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
103050.59
PA
USD
98359.77
0.005974790379
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
149836.56
PA
USD
143484.3
0.008715846073
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
36194G5Z3
110225.65
PA
USD
101913.09
0.006190634134
Long
ABS-MBS
USGA
US
N
2
2046-08-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617UNEG5
2900515.88
PA
USD
2736761.16
0.166242501860
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617UNEE0
394052.23
PA
USD
373036.6
0.022659828185
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617ATK28
101623.14
PA
USD
96997.3
0.005892028161
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
105627.23
PA
USD
101149.21
0.006144232817
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
23590.32
PA
USD
22516.5
0.001367747887
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
49167.95
PA
USD
47098.86
0.002860984888
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
94844.34
PA
USD
90734.54
0.005511601507
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
52094.29
PA
USD
49674.14
0.003017418338
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
123650.75
PA
USD
117906.29
0.007162129060
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
442845.25
PA
USD
424209.39
0.025768280892
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
323251.88
PA
USD
309244.7
0.018784837116
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
175690.56
PA
USD
167528.49
0.010176392342
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
238015.18
PA
USD
226957.68
0.013786373868
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
188845.64
PA
USD
191635.1
0.011640730267
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
1047913.68
PA
USD
1063392.52
0.064594980215
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
267846.97
PA
USD
267923.41
0.016274806379
Long
ABS-MBS
USGA
US
N
2
2049-03-20
Fixed
4.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617LSDU4
99505.24
PA
USD
100695.18
0.006116653106
Long
ABS-MBS
USGA
US
N
2
2049-10-20
Fixed
5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617LSDS9
112567.92
PA
USD
112177.92
0.006814163525
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
3617QEUW7
1749631.7
PA
USD
1471746.45
0.089400133094
Long
ABS-MBS
USGA
US
N
2
2051-01-20
Fixed
2
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617UNED2
1058170.29
PA
USD
1002066.52
0.060869778390
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GN30
3622AAB52
1842807.65
PA
USD
1807792.65
0.109813007205
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
54330.95
PA
USD
51980.51
0.003157517052
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
10298.45
PA
USD
9852.92
0.000598508228
Long
ABS-MBS
USGA
US
N
2
2047-11-15
Fixed
3.5
N
N
N
N
N
N
LULULEMON ATHLETICA INC
549300D9GZ4BMLDW5T40
ORDINARY SHARES
550021109
3964
NS
USD
1216472.32
0.073893697732
Long
EC
CORP
CA
N
1
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
ORDINARY SHARES
N/A
716052
NS
14304356.97
0.868907424203
Long
EC
CORP
CA
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
ORDINARY SHARES
N/A
462200
NS
5219399.02
0.317048474662
Long
EC
CORP
HK
N
2
N
N
N
ALAMOS GOLD INC
549300TDOX73YGYXE959
ORDINARY SHARES
011532108
254238
NS
USD
2806787.52
0.170496200521
Long
EC
CORP
CA
N
1
N
N
N
ADYEN NV
724500973ODKK3IFQ447
ORDINARY SHARES
N/A
1522
NS
2300883.11
0.139765416977
Long
EC
CORP
NL
N
2
N
N
N
ASSURED GUARANTY LTD
549300BBOQUJEPH87M14
ORDINARY SHARES
G0585R106
178443
NS
USD
11170531.8
0.678545567177
Long
EC
CORP
BM
N
1
N
N
N
LINDE PLC/OLD
8945002PAZHZLBGKGF02
ORDINARY SHARES
G5494J103
3817
NS
USD
1263197.98
0.076732012866
Long
EC
CORP
GB
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
ORDINARY SHARES
N/A
219959
NS
6460689.72
0.392449746252
Long
EC
CORP
GB
N
2
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
ORDINARY SHARES
G72899100
521784
NS
8646616.69
0.525232238816
Long
EC
CORP
GB
N
2
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
ORDINARY SHARES
N/A
185659
NS
5787631.44
0.351565326377
Long
EC
CORP
FR
N
2
N
N
N
AGNICO EAGLE MINES LTD
YGE0EUBRF7IJOB3QRX76
ORDINARY SHARES
N/A
63732
NS
3599130.04
0.218626451995
Long
EC
CORP
CA
N
1
N
N
N
QUILTER PLC
54930092XIVK28RZGM95
ORDINARY SHARES
N/A
1876788
NS
2241386.91
0.136151364979
Long
EC
CORP
GB
N
2
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
PERPETUAL BONDS
316773CM0
217000
PA
USD
212041.11
0.012880278023
Long
DBT
CORP
US
N
2
N/A
Variable
5.1
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
PERPETUAL BONDS
38144GAG6
620000
PA
USD
539152
0.032750383436
Long
DBT
CORP
US
N
2
N/A
Variable
3.65
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
PERPETUAL BONDS
060505EN0
314000
PA
USD
314125.6
0.019081323721
Long
DBT
CORP
US
N
2
N/A
Variable
6.1
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
PERPETUAL BONDS
369604BQ5
909000
PA
USD
905818.5
0.055023264679
Long
DBT
CORP
US
N
2
N/A
Variable
8.099
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM
JHE42UYNWWTJB8YTTU19
PERPETUAL BONDS
05254HAA2
200000
PA
USD
201700
0.012252115060
Long
DBT
CORP
GB
N
2
N/A
Variable
6.75
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
PERPETUAL BONDS
29273VAJ9
2076000
PA
USD
1733833.68
0.105320425102
Long
DBT
CORP
US
N
2
N/A
Variable
6.625
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48126HAC4
195000
PA
USD
194512.5
0.011815515769
Long
DBT
CORP
US
N
2
N/A
Variable
6.1
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
PERPETUAL BONDS
89832QAD1
580000
PA
USD
555764.72
0.033759510639
Long
DBT
CORP
US
N
2
N/A
Variable
4.8
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48128BAG6
1113000
PA
USD
1046220
0.063551848381
Long
DBT
CORP
US
N
2
N/A
Variable
4.6
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
PERPETUAL BONDS
83370RAA6
1180000
PA
USD
1014716.8
0.061638210150
Long
DBT
CORP
FR
N
2
N/A
Variable
5.375
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
PERPETUAL BONDS
949746TD3
610000
PA
USD
562343.75
0.034159148877
Long
DBT
CORP
US
N
2
N/A
Variable
3.9
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
PERPETUAL BONDS
172967MV0
1580000
PA
USD
1442382
0.087616411627
Long
DBT
CORP
US
N
2
N/A
Variable
3.875
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
PERPETUAL BONDS
05565ASK0
305000
PA
USD
249492.64
0.015155243094
Long
DBT
CORP
FR
N
2
N/A
Variable
4.625
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48128BAN1
195000
PA
USD
177693.75
0.010793873428
Long
DBT
CORP
US
N
2
N/A
Variable
3.65
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
PERPETUAL BONDS
949746RN3
580000
PA
USD
577216
0.035062552537
Long
DBT
CORP
US
N
2
N/A
Variable
5.875
N
N
N
N
N
N
PUTNAM CASH COLLATERAL POOL LLC
5493005HRIV7IFMKD774
SHORT TERM INV FUND
N/A
12148152
NS
USD
12148152
0.737930372213
Long
STIV
PF
US
N
2
N
N
State Street Institutional U.S. Government Money Market Fund, Premier Class
N/A
SHORT TERM INV FUND
N/A
131000
NS
USD
131000
0.007957496643
Long
STIV
RF
US
N
1
N
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
39481538.99
NS
USD
39481538.99
2.398276442576
Long
STIV
PF
US
N
2
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810QX9
31400000
PA
USD
26851433.68
1.631070178406
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. BOND
912810SF6
2120000
PA
USD
1874129.69
0.113842600892
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810RV2
18620000
PA
USD
16346056.71
0.992928941968
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
912810SU3
12090000
PA
USD
8329348.8
0.505960039048
Long
DBT
UST
US
N
2
2051-02-15
Fixed
1.875
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810SN9
10760000
PA
USD
6322760.96
0.384071367285
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. NOTE
912828Z94
18070000
PA
USD
15862071.88
0.963529646853
Long
DBT
UST
US
N
2
2030-02-15
Fixed
1.5
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828ZC7
27490000
PA
USD
25849190.63
1.570189676833
Long
DBT
UST
US
N
2
2025-02-28
Fixed
1.125
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
91282CCB5
18490000
PA
USD
16087022.22
0.977194086360
Long
DBT
UST
US
N
2
2031-05-15
Fixed
1.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
91282CDB4
6150000
PA
USD
5777636.69
0.350958202792
Long
DBT
UST
US
N
2
2024-10-15
Fixed
.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
91282CDJ7
8390000
PA
USD
7073491.04
0.429673902335
Long
DBT
UST
US
N
2
2031-11-15
Fixed
1.375
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828YY0
11900000
PA
USD
11364035.19
0.690299785317
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828YG9
26320000
PA
USD
24427221.94
1.483813256396
Long
DBT
UST
US
N
2
2026-09-30
Fixed
1.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
9128283W8
6260000
PA
USD
6008866.39
0.365004077308
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
9128283F5
13420000
PA
USD
12605619.38
0.765718884737
Long
DBT
UST
US
N
2
2027-11-15
Fixed
2.25
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
91282CFF3
1610000
PA
USD
1514909.38
0.092022032870
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.75
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828P46
26380000
PA
USD
24688308.64
1.499672771960
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.625
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
VAR.RT. CORP. BONDS
976657AH9
1945000
PA
USD
1654417
0.100496318502
Long
DBT
CORP
US
N
2
2067-05-15
Variable
6.719
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967NX5
1755000
PA
USD
1783176.49
0.108317717048
Long
DBT
CORP
US
N
2
2026-09-29
Variable
5.61
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
59022CAA1
275000
PA
USD
271588.92
0.016497465032
Long
DBT
CORP
US
N
2
2026-09-15
Floating
5.529
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46625HRY8
2088000
PA
USD
2006998.55
0.121913620033
Long
DBT
CORP
US
N
2
2028-02-01
Variable
3.782
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
VAR.RT. CORP. BONDS
89356BAC2
1285000
PA
USD
1148468.75
0.069762871930
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
9471.9
0.000575363454
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
1463503.48
0.088899420071
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
357051.12
0.021688802205
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
307528.12
0.018680564752
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
375836.07
0.022829879888
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
775266.08
0.047092955947
Long
DBT
CORP
US
N
2
2029-05-01
Variable
4.223
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
48123UAB0
664000
PA
USD
524560
0.031864003352
Long
DBT
CORP
US
N
2
2047-05-15
Floating
5.606
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
VAR.RT. CORP. BONDS
225401AQ1
320000
PA
USD
281175.47
0.017079792814
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.193
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
VAR.RT. CORP. BONDS
09659T2B6
695000
PA
USD
546135.61
0.033174597582
Long
DBT
CORP
FR
N
2
2035-08-12
Variable
2.588
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
VAR.RT. CORP. BONDS
251526CC1
1315000
PA
USD
1287248.87
0.078192966121
Long
DBT
CORP
US
N
2
2024-09-18
Variable
2.222
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
VAR.RT. CORP. BONDS
052528AM8
920000
PA
USD
709513.2
0.043098846620
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
2.57
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
VAR.RT. CORP. BONDS
251526CF4
1730000
PA
USD
1390283.98
0.084451756518
Long
DBT
CORP
US
N
2
2032-01-14
Variable
3.729
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
VAR.RT. CORP. BONDS
46115HBQ9
1710000
PA
USD
1360576.5
0.082647197950
Long
DBT
CORP
IT
N
2
2032-06-01
Variable
4.198
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
VAR.RT. CORP. BONDS
05964HAN5
3800000
PA
USD
3336975.28
0.202702057929
Long
DBT
CORP
ES
N
2
2027-09-14
Variable
1.722
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
VAR.RT. CORP. BONDS
91159HJB7
1815000
PA
USD
1450463.62
0.088107323566
Long
DBT
CORP
US
N
2
2036-11-03
Variable
2.491
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
VAR.RT. CORP. BONDS
251526CP2
1035000
PA
USD
914754.79
0.055566092906
Long
DBT
CORP
US
N
2
2027-11-16
Variable
2.311
N
N
N
N
N
N
RABOBANK NEDERLAND
DG3RU1DBUFHT4ZF9WN62
VAR.RT. CORP. BONDS
74977RDL5
285000
PA
USD
253279.59
0.015385278528
Long
DBT
CORP
NL
N
2
2027-12-15
Variable
1.98
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
VAR.RT. CORP. BONDS
53944YAQ6
735000
PA
USD
529058.3
0.032137249208
Long
DBT
CORP
GB
N
2
2046-12-14
Variable
3.369
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
VAR.RT. CORP. BONDS
05578QAH6
482000
PA
USD
385870.86
0.023439435673
Long
DBT
CORP
FR
N
2
2037-01-14
Variable
3.648
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GKJ7
655000
PA
USD
597837.57
0.036315194324
Long
DBT
CORP
US
N
2
2028-02-04
Variable
2.551
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GKL2
3450000
PA
USD
3006447.58
0.182624400958
Long
DBT
CORP
US
N
2
2037-03-08
Variable
3.846
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC/THE
CFGNEKW0P8842LEUIA51
VAR.RT. CORP. BONDS
693475BE4
2085000
PA
USD
2016003.56
0.122460622604
Long
DBT
CORP
US
N
2
2033-06-06
Variable
4.626
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
VAR.RT. CORP. BONDS
744320AN2
1485000
PA
USD
1458935.28
0.088621928192
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.2
N
N
N
N
N
N
2023-03-29
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer