0001752724-22-289181.txt : 20221223
0001752724-22-289181.hdr.sgml : 20221223
20221222173356
ACCESSION NUMBER: 0001752724-22-289181
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221223
DATE AS OF CHANGE: 20221222
PERIOD START: 20230430
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: AB CORPORATE SHARES
CENTRAL INDEX KEY: 0001274676
IRS NUMBER: 000000000
FISCAL YEAR END: 0430
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21497
FILM NUMBER: 221482916
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FORMER COMPANY:
FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CORPORATE SHARES
DATE OF NAME CHANGE: 20031230
0001274676
S000010876
AB CORPORATE INCOME SHARES
C000030134
AB CORPORATE INCOME SHARES
ACISX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001274676
XXXXXXXX
S000010876
C000030134
AB CORPORATE SHARES
811-21497
0001274676
549300BBBXET1QJ4NU38
ALLIANCEBERNSTEIN LP
1345 AVENUE OF THE AMERICAS
NEW YORK
10105
212-969-1000
AB Corporate Income Shares
S000010876
5493006SM2VQF4F57O64
2023-04-30
2022-10-31
N
148294108.53
1015059.19
147279049.34
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
499000.00000000
0.00000000
0.00000000
5872259.56000000
USD
N
Bloomberg US Credit Unhedged
LUCRTRUU:IND
SYNCHRONY BANK
549300UATVPGSLE43Z27
Synchrony Bank
87166FAE3
250000.00000000
PA
USD
235682.50000000
0.160024457691
Long
DBT
CORP
US
N
2
2027-08-23
Fixed
5.62500000
N
N
N
N
N
N
Valero Energy Corp
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAE0
308000.00000000
PA
USD
334900.72000000
0.227391962061
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
7.50000000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
246000.00000000
PA
USD
179845.68000000
0.122112195051
Long
DBT
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599AX2
117000.00000000
PA
USD
108436.77000000
0.073626744934
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
4.20000000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802BA6
490000.00000000
PA
USD
358959.30000000
0.243727333662
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.75000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAS4
33000.00000000
PA
USD
32980.53000000
0.022393225749
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.25000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DW7
170000.00000000
PA
USD
106860.30000000
0.072556348291
Long
DBT
CORP
US
N
2
2050-05-11
Fixed
2.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
125000.00000000
PA
USD
106580.00000000
0.072366029301
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62200000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAL6
259000.00000000
PA
USD
192543.19000000
0.130733591004
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
573000.00000000
PA
USD
390963.63000000
0.265457736013
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCL1
560000.00000000
PA
USD
540870.40000000
0.367241914192
Long
DBT
CORP
JP
N
2
2028-09-13
Fixed
5.41400000
N
N
N
N
N
N
GNL Quintero SA
549300JJJIQXE6E1QY27
GNL Quintero SA
36190CAA5
164720.00000000
PA
USD
151954.20000000
0.103174348748
Long
DBT
CORP
CL
N
2
2029-07-31
Fixed
4.63400000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BQ6
848000.00000000
PA
USD
832244.16000000
0.565079801729
Long
DBT
CORP
US
N
2
2023-08-08
Fixed
2.00000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAM0
81000.00000000
PA
USD
73928.70000000
0.050196345190
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.25000000
N
N
N
N
N
N
EQUATE PETROCHEMICAL BV
635400Y3Z5R4NJSMQ630
Equate Petrochemical BV
29441WAD7
317000.00000000
PA
USD
261889.55000000
0.177818604325
Long
DBT
CORP
NL
N
2
2028-04-28
Fixed
2.62500000
N
N
N
N
N
N
ACE Capital Trust II
N/A
ACE Capital Trust II
00440FAA2
345000.00000000
PA
USD
430039.05000000
0.291989289669
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
9.70000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HAD1
67000.00000000
PA
USD
65376.59000000
0.044389606188
Long
DBT
CORP
CA
N
2
2037-10-15
Fixed
6.20000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AL1
358000.00000000
PA
USD
264354.36000000
0.179492168902
Long
DBT
US
N
2
2031-06-01
Fixed
3.40000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS0V7J9 IRS USD R F 2.56200 IS0V7J9 CCPVANILLA / Short: SS0V7J9 IRS USD P V 03MLIBOR IS0V7K0 CCPVANILLA
000000000
60000.00000000
OU
Notional Amount
USD
-12333.95000000
-0.00837454482
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2045-05-05
0.00000000
USD
0.00000000
USD
60000.00000000
USD
-12333.95000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DF3
420000.00000000
PA
USD
378218.40000000
0.256803938981
Long
DBT
CORP
GB
N
2
2028-06-09
Fixed
4.75500000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FQ5
632000.00000000
PA
USD
490640.56000000
0.333136696766
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CP5
1258000.00000000
PA
USD
1207478.72000000
0.819857763484
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
0.79700000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
558000.00000000
PA
USD
404829.00000000
0.274872089285
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
170000.00000000
PA
USD
153697.00000000
0.104357680667
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
600000.00000000
PA
USD
489606.00000000
0.332434247908
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
TAKE-TWO INTERACTIVE SOF
BOMSTHHJK882EWYX3334
Take-Two Interactive Software Inc
874054AE9
263000.00000000
PA
USD
255341.44000000
0.173372547653
Long
DBT
CORP
US
N
2
2024-03-28
Fixed
3.30000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAD0
132000.00000000
PA
USD
111518.88000000
0.075719445840
Long
DBT
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DS1
562000.00000000
PA
USD
385426.63000000
0.261698206043
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.12500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAL8
165000.00000000
PA
USD
160498.80000000
0.108975988587
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.05000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAL5
391000.00000000
PA
USD
314579.05000000
0.213593889565
Long
DBT
CORP
US
N
2
2026-09-20
Fixed
1.95000000
N
N
N
N
N
N
Discover Bank
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAN1
385000.00000000
PA
USD
369580.75000000
0.250939119756
Long
DBT
CORP
US
N
2
2028-08-09
Fixed
4.68200000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAL4
231000.00000000
PA
USD
184624.44000000
0.125356892801
Long
DBT
CORP
US
N
2
2047-03-01
Fixed
5.20000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YAM1
350000.00000000
PA
USD
286587.00000000
0.194587757922
Long
DBT
CORP
US
N
2
2042-11-06
Fixed
4.40000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
126000.00000000
PA
USD
104097.42000000
0.070680399192
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBK5
404000.00000000
PA
USD
343274.76000000
0.233077794525
Long
DBT
CORP
US
N
2
2079-05-01
Fixed
5.65000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBV7
73000.00000000
PA
USD
71043.60000000
0.048237410764
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
4.50000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AT7
871000.00000000
PA
USD
778552.06000000
0.528623767935
Long
DBT
CORP
US
N
2
2044-05-06
Fixed
4.45000000
N
N
N
N
N
N
ALFA DESARROLLO SPA
2549006BJAN34R520038
Alfa Desarrollo SpA
01538TAA3
219198.02000000
PA
USD
140286.73000000
0.095252332649
Long
DBT
CORP
CL
N
2
2051-09-27
Fixed
4.55000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBJ1
180000.00000000
PA
USD
146250.00000000
0.099301292787
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.40000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCL8
116000.00000000
PA
USD
115012.84000000
0.078091785977
Long
DBT
CORP
US
N
2
2023-06-19
Fixed
4.15000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAH5
545000.00000000
PA
USD
416766.95000000
0.282977756760
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.90000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
344000.00000000
PA
USD
282245.12000000
0.191639694352
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
3.87500000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAF7
967000.00000000
PA
USD
978768.39000000
0.664567292079
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GZ0
400000.00000000
PA
USD
392684.00000000
0.266625838338
Long
DBT
CORP
US
N
2
2023-04-03
Fixed
0.70000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
53000.00000000
PA
USD
47676.81000000
0.032371752950
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAB2
240000.00000000
PA
USD
200100.00000000
0.135864538029
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDK9
320000.00000000
PA
USD
297286.40000000
0.201852470756
Long
DBT
CORP
US
N
2
2033-09-14
Fixed
5.71700000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
80000.00000000
PA
USD
51575.40000000
0.035018830058
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
575000.00000000
PA
USD
454531.75000000
0.308619421456
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59200000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYU2
248000.00000000
PA
USD
193182.08000000
0.131167386580
Long
DBT
CORP
US
N
2
2026-11-10
Fixed
4.12500000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
485000.00000000
PA
USD
419229.15000000
0.284649549191
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
300000.00000000
PA
USD
226131.00000000
0.153539149670
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RGN6
100000.00000000
PA
USD
101147.00000000
0.068677113583
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.55000000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAQ1
180000.00000000
PA
USD
135712.80000000
0.092146711027
Long
DBT
CORP
US
N
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
MOLSON COORS BEVERAGE
54930073LBBH6ZCBE225
Molson Coors Beverage Co
60871RAH3
210000.00000000
PA
USD
154711.20000000
0.105046305427
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.20000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
795000.00000000
PA
USD
658578.00000000
0.447163396933
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
2.79700000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111GB3
220000.00000000
PA
USD
145917.20000000
0.099075327179
Long
DBT
CORP
US
N
2
2061-06-15
Fixed
3.60000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214FG3
335000.00000000
PA
USD
292334.40000000
0.198490145957
Long
DBT
CORP
AU
N
2
2033-08-10
Fixed
5.40500000
N
N
N
N
Y
Westpac Banking Corp
Westpac Banking Corp
USD
XXXX
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
466000.00000000
PA
USD
323222.26000000
0.219462483936
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAP8
319000.00000000
PA
USD
285875.04000000
0.194104349044
Long
DBT
CORP
US
N
2
2029-03-19
Fixed
5.15000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBS7
450000.00000000
PA
USD
414162.00000000
0.281209039477
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CU9
412000.00000000
PA
USD
405226.72000000
0.275142134482
Long
DBT
CORP
US
N
2
2023-07-01
Fixed
2.95000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CV9
335000.00000000
PA
USD
253909.90000000
0.172400556045
Long
DBT
CORP
GB
N
2
2029-08-17
Fixed
2.20600000
N
N
N
N
N
N
ENA MASTER TRUST
549300CBCHB6Q73VG753
ENA Master Trust
29249BAA3
370000.00000000
PA
USD
250906.25000000
0.170361128160
Long
DBT
CORP
PA
N
2
2048-05-19
Fixed
4.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
169000.00000000
PA
USD
100766.25000000
0.068418590730
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBU2
230000.00000000
PA
USD
165521.80000000
0.112386521193
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
637432MV4
265000.00000000
PA
USD
260338.65000000
0.176765569282
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
3.40000000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
8935268Z9
88000.00000000
PA
USD
96145.28000000
0.065281029739
Long
DBT
CORP
CA
N
2
2039-01-15
Fixed
7.62500000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
520000.00000000
PA
USD
467183.60000000
0.317209815037
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
86722TAB8
215000.00000000
PA
USD
216552.30000000
0.147035373306
Long
DBT
CORP
CA
N
2
2039-06-01
Fixed
6.85000000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
926000.00000000
PA
USD
796165.54000000
0.540583024922
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KC4
570000.00000000
PA
USD
442131.90000000
0.300200131642
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.25000000
N
N
N
N
N
N
NATIONWIDE MUTUAL INSURA
Z7LVXXWM8HZPKF5T2355
Nationwide Mutual Insurance Co
638671AK3
120000.00000000
PA
USD
148728.00000000
0.100983813153
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
9.37500000
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
Westlake Corp
960413BA9
430000.00000000
PA
USD
237699.70000000
0.161394102599
Long
DBT
CORP
US
N
2
2061-08-15
Fixed
3.37500000
N
N
N
N
N
N
AIB GROUP PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAC8
455000.00000000
PA
USD
452392.85000000
0.307167144293
Long
DBT
CORP
IE
N
2
2026-10-14
Fixed
7.58300000
N
N
N
N
N
N
MetLife Capital Trust IV
N/A
MetLife Capital Trust IV
591560AA5
150000.00000000
PA
USD
156174.00000000
0.106039522050
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.87500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48124BAC9
205000.00000000
PA
USD
199588.00000000
0.135516898631
Long
DBT
CORP
US
N
2
2023-05-01
Fixed
5.15000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
521000.00000000
PA
USD
463507.65000000
0.314713906748
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
CISCO SYSTEMS INC
549300LKFJ962MZ46593
Cisco Systems Inc
17275RBH4
773000.00000000
PA
USD
755715.72000000
0.513118276758
Long
DBT
CORP
US
N
2
2023-09-20
Fixed
2.20000000
N
N
N
N
N
N
ANALOG DEVICES INC
GYVOE5EZ4GDAVTU4CQ61
Analog Devices Inc
032654AS4
36000.00000000
PA
USD
34442.28000000
0.023385729439
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
305000.00000000
PA
USD
223000.75000000
0.151413762513
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBV2
452000.00000000
PA
USD
372538.40000000
0.252947314414
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
130000.00000000
PA
USD
87955.40000000
0.059720238821
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CH5
495000.00000000
PA
USD
485689.05000000
0.329774704668
Long
DBT
CORP
JP
N
2
2025-07-18
Fixed
4.78800000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AJ8
25000.00000000
PA
USD
15220.50000000
0.010334463773
Long
DBT
CORP
CO
N
2
2045-05-28
Fixed
5.87500000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAJ7
296000.00000000
PA
USD
291787.92000000
0.198119095219
Long
DBT
CORP
US
N
2
2023-03-11
Fixed
0.85000000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
165000.00000000
PA
USD
162148.80000000
0.110096310864
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAS2
267000.00000000
PA
USD
256517.58000000
0.174171126952
Long
DBT
CORP
US
N
2
2025-06-13
Fixed
4.87500000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BY5
840000.00000000
PA
USD
800738.40000000
0.543687920032
Long
DBT
CORP
US
N
2
2026-02-23
Fixed
3.25000000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAX0
400000.00000000
PA
USD
286092.00000000
0.194251661239
Long
DBT
CORP
KY
N
2
2031-02-09
Fixed
2.12500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAA9
116000.00000000
PA
USD
94505.20000000
0.064167442975
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.50000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BQ9
425000.00000000
PA
USD
331657.25000000
0.225189700426
Long
DBT
CORP
US
N
2
2031-12-14
Fixed
2.45000000
N
N
N
N
N
N
BLOCK FINANCIAL LLC
N/A
Block Financial LLC
093662AJ3
430000.00000000
PA
USD
353163.30000000
0.239791947043
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.50000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAN5
695000.00000000
PA
USD
618744.60000000
0.420117187592
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BZ6
828000.00000000
PA
USD
697507.20000000
0.473595669666
Long
DBT
CORP
JP
N
2
2027-10-13
Fixed
1.64000000
N
N
N
N
N
N
JEFFERIES FIN GROUP INC
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
527288BE3
444000.00000000
PA
USD
442987.68000000
0.300781191883
Long
DBT
CORP
US
N
2
2023-10-18
Fixed
5.50000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FB9
787000.00000000
PA
USD
754662.17000000
0.512402934009
Long
DBT
CORP
US
N
2
2023-10-07
Fixed
0.40000000
N
N
N
N
N
N
INTERPUBLIC GROUP COS
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690BS8
340000.00000000
PA
USD
219568.60000000
0.149083390328
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
3.37500000
N
N
N
N
N
N
Ventas Realty LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAG2
23000.00000000
PA
USD
21813.20000000
0.014810796306
Long
DBT
US
N
2
2026-01-15
Fixed
4.12500000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
120000.00000000
PA
USD
91072.50000000
0.061836697349
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
Mylan Inc
30ZMPDNA1RHIBH89C294
Mylan Inc
628530BD8
682000.00000000
PA
USD
669144.30000000
0.454337737104
Long
DBT
CORP
US
N
2
2023-11-29
Fixed
4.20000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397YG2
395000.00000000
PA
USD
381941.30000000
0.259331725531
Long
DBT
CORP
US
N
2
2024-01-09
Fixed
3.81000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) DEC22
000000000
146.00000000
NC
USD
-521852.36000000
-0.35432898456
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT 5 Year US Treasury Note Future
FVZ2 Comdty
2022-12-30
16084539.86000000
USD
-521852.36000000
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
81211KAZ3
545000.00000000
PA
USD
456764.50000000
0.310135421193
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
1.57300000
N
N
N
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056AU1
355000.00000000
PA
USD
277350.85000000
0.188316567253
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.10000000
N
N
N
N
N
N
Walmart Inc
Y87794H0US1R65VBXU25
Walmart Inc
931142EB5
320000.00000000
PA
USD
279353.60000000
0.189676400853
Long
DBT
CORP
US
N
2
2038-06-28
Fixed
3.95000000
N
N
N
N
N
N
CORP FINANCIERA DE DESAR
254900BOM7T4MG6T0J30
Corp Financiera de Desarrollo SA
21987DAE4
250000.00000000
PA
USD
200750.00000000
0.136305877108
Long
DBT
NUSS
PE
N
2
2027-09-28
Fixed
2.40000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
80000.00000000
PA
USD
64439.20000000
0.043753134127
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBP0
1295000.00000000
PA
USD
1275562.05000000
0.866085200655
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.37500000
N
N
N
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350AW5
455000.00000000
PA
USD
377618.15000000
0.256396379316
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.75000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BB9
300000.00000000
PA
USD
292704.00000000
0.198741098147
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.90000000
N
N
N
N
N
N
PIONEER NATURAL RESOURCE
FY8JBF7CCL2VE4F1B628
Pioneer Natural Resources Co
723787AR8
560000.00000000
PA
USD
433966.40000000
0.294655894334
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.15000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
53896.00000000
PA
USD
51295.52000000
0.034828796240
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
MET TOWER GLOBAL FUNDING
635400OFJCY9IOGBGY57
Met Tower Global Funding
58989V2C7
705000.00000000
PA
USD
660345.30000000
0.448363363940
Long
DBT
CORP
US
N
2
2024-04-05
Fixed
0.70000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
131001.00000000
PA
USD
127608.07000000
0.086643735529
Long
DBT
CORP
XX
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AD8
217000.00000000
PA
USD
217004.34000000
0.147342300872
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
5.62500000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WDB3
420000.00000000
PA
USD
392590.80000000
0.266562557104
Long
DBT
CORP
US
N
2
2024-04-12
Fixed
0.60000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CR5
40000.00000000
PA
USD
39719.60000000
0.026968941053
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
4.00000000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAU5
74000.00000000
PA
USD
70228.22000000
0.047683781443
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.37500000
N
N
N
N
N
N
AMERICAN TRANSMISSION SY
N/A
American Transmission Systems Inc
030288AC8
455000.00000000
PA
USD
355377.75000000
0.241295521387
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
TENCENT HOLDINGS LTD
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032XAU8
397000.00000000
PA
USD
288767.88000000
0.196068538800
Long
DBT
CORP
KY
N
2
2030-06-03
Fixed
2.39000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAH8
254000.00000000
PA
USD
232382.06000000
0.157783514384
Long
DBT
CORP
US
N
2
2039-07-08
Fixed
6.12500000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAA4
540000.00000000
PA
USD
346231.80000000
0.235085575003
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAK7
274000.00000000
PA
USD
228058.42000000
0.154847835467
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
1.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBJ1
45000.00000000
PA
USD
36898.20000000
0.025053257856
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.90000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
315000.00000000
PA
USD
270241.65000000
0.183489539897
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABC4
250000.00000000
PA
USD
220567.50000000
0.149761626645
Long
DBT
CORP
DK
N
2
2028-04-01
Fixed
4.29800000
N
N
N
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473QBD4
60000.00000000
PA
USD
54434.40000000
0.036960043023
Long
DBT
CORP
US
N
2
2045-02-01
Fixed
5.65000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582BY7
125000.00000000
PA
USD
93501.25000000
0.063485777793
Long
DBT
CORP
NL
N
2
2046-09-12
Fixed
3.75000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BM7
170000.00000000
PA
USD
136773.50000000
0.092866908506
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EWN5
223000.00000000
PA
USD
219226.84000000
0.148851341030
Long
DBT
CORP
US
N
2
2029-10-11
Fixed
4.85000000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BB3
245000.00000000
PA
USD
165754.75000000
0.112544690329
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.12500000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBB6
228000.00000000
PA
USD
202967.88000000
0.137811780364
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.81700000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AH2
114000.00000000
PA
USD
108792.48000000
0.073868266048
Long
DBT
US
N
2
2026-04-15
Fixed
5.37500000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS2IEY2 CDS USD R F 1.00000 IS2IEY2 CCPCDX / Short: SS2IEY2 CDS USD P V 03MEVENT IS2IEZ3 CCPCDX
000000000
3280000.00000000
OU
Notional Amount
USD
18280.61000000
0.012412227049
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
CDX.NA.IG.S39
2I65BYEB7
Y
sell protection
2027-12-20
3279.97000000
USD
0.00000000
USD
3280000.00000000
USD
15000.64000000
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AX8
53000.00000000
PA
USD
57440.87000000
0.039001385639
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
7.87500000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAL9
390000.00000000
PA
USD
319320.30000000
0.216813118655
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.20000000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CK0
280000.00000000
PA
USD
214678.80000000
0.145763298284
Long
DBT
CORP
US
N
2
2062-04-13
Fixed
4.10000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AG5
310000.00000000
PA
USD
274436.80000000
0.186337976263
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.95000000
N
N
N
N
N
N
PEACHTREE FUNDING TRUST
N/A
Peachtree Corners Funding Trust
70466WAA7
110000.00000000
PA
USD
105508.70000000
0.071638634600
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
3.97600000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863BB5
221000.00000000
PA
USD
187338.94000000
0.127199992693
Long
DBT
CORP
GB
N
2
2029-03-16
Fixed
3.87500000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBE8
495000.00000000
PA
USD
484911.90000000
0.329247032876
Long
DBT
CORP
JP
N
2
2025-07-03
Fixed
5.09900000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AJ0
345000.00000000
PA
USD
283217.40000000
0.192299856136
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
4.50000000
N
N
N
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
Mastercard Inc
57636QAN4
804000.00000000
PA
USD
755607.24000000
0.513044620661
Long
DBT
CORP
US
N
2
2025-03-03
Fixed
2.00000000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAG3
330000.00000000
PA
USD
274634.25000000
0.186472041495
Long
DBT
CORP
MX
N
2
2034-09-13
Fixed
5.87500000
N
N
N
N
Y
BBVA Bancomer SA/Texas
BBVA Bancomer SA/Texas
USD
XXXX
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
200000.00000000
PA
USD
121475.00000000
0.082479484043
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3A9
330000.00000000
PA
USD
312952.20000000
0.212489285748
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.80800000
N
N
N
N
N
N
PILGRIM'S PRIDE CORP
549300ZSLGV64ZL3HD75
Pilgrim's Pride Corp
72147KAG3
400000.00000000
PA
USD
307020.00000000
0.208461421618
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DK3
335000.00000000
PA
USD
284130.25000000
0.192919665949
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
AMERISOURCEBERGEN CORP
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAS4
277000.00000000
PA
USD
272523.68000000
0.185038999926
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.73700000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
450000.00000000
PA
USD
379728.00000000
0.257828932018
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
175000.00000000
PA
USD
172224.50000000
0.116937541878
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.62500000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS14LG2 IRS USD R F 2.18550 IS14LG2 CCPVANILLA / Short: SS14LG2 IRS USD P V 03MLIBOR IS14LH3 CCPVANILLA
000000000
60000.00000000
OU
Notional Amount
USD
-16009.69000000
-0.01087031052
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2046-06-02
0.00000000
USD
0.00000000
USD
60000.00000000
USD
-16009.69000000
N
N
N
ESSENTIAL PROPER
254900XX9FNFCDE1NX02
Essential Properties LP
29670VAA7
454000.00000000
PA
USD
322507.98000000
0.218977499817
Long
DBT
US
N
2
2031-07-15
Fixed
2.95000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
318000.00000000
PA
USD
319424.64000000
0.216883963762
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS17E06 IRS USD R F 1.73600 IS17E06 CCPVANILLA / Short: SS17E06 IRS USD P V 03MLIBOR IS17E17 CCPVANILLA
000000000
270000.00000000
OU
Notional Amount
USD
-92856.92000000
-0.06304828854
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2046-09-02
0.00000000
USD
0.00000000
USD
270000.00000000
USD
-92856.92000000
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
210000.00000000
PA
USD
153798.75000000
0.104426767207
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AP0
435000.00000000
PA
USD
367240.05000000
0.249349823783
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
5.05000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416515BC7
535000.00000000
PA
USD
440647.40000000
0.299192181083
Long
DBT
CORP
US
N
2
2047-02-12
Floating
5.03000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BZ6
166000.00000000
PA
USD
161987.78000000
0.109986980990
Long
DBT
CORP
US
N
2
2032-10-11
Fixed
5.12500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAJ6
173000.00000000
PA
USD
165381.08000000
0.112290974677
Long
DBT
CORP
DE
N
2
2026-07-14
Fixed
6.11900000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
165000.00000000
PA
USD
160937.70000000
0.109273994312
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAQ2
135000.00000000
PA
USD
107134.65000000
0.072742627332
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.35000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
805000.00000000
PA
USD
683348.40000000
0.463982082354
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.90000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
000000000
223000.00000000
PA
USD
154396.28000000
0.104832480038
Long
DBT
CORP
FR
N
2
2031-02-25
Fixed
4.62500000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA
USD
XXXX
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDH6
500000.00000000
PA
USD
457650.00000000
0.310736660815
Long
DBT
CORP
US
N
2
2033-07-25
Fixed
4.91200000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAY0
20000.00000000
PA
USD
19389.40000000
0.013165076829
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBT6
300000.00000000
PA
USD
232428.00000000
0.157814706872
Long
DBT
CORP
US
N
2
2052-03-14
Fixed
4.95000000
N
N
N
N
N
N
TENGIZCHEVROIL FIN CO IN
5493001VEV2XTJIBZH31
Tengizchevroil Finance Co International Ltd
88034QAC1
265000.00000000
PA
USD
169467.50000000
0.115065585199
Long
DBT
CORP
BM
N
2
2030-08-15
Fixed
3.25000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EB8
161000.00000000
PA
USD
170420.11000000
0.115712391384
Long
DBT
CORP
US
N
2
2035-12-15
Fixed
6.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHX0
450000.00000000
PA
USD
366912.00000000
0.249127083345
Long
DBT
CORP
US
N
2
2030-10-22
Fixed
2.88400000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EX7
630000.00000000
PA
USD
445189.50000000
0.302276190670
Long
DBT
CORP
AU
N
2
2036-11-18
Fixed
3.02000000
N
N
N
N
Y
Westpac Banking Corp
Westpac Banking Corp
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDZ6
303000.00000000
PA
USD
300657.81000000
0.204141601502
Long
DBT
CORP
US
N
2
2025-10-10
Fixed
6.05000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BG6
840000.00000000
PA
USD
828483.60000000
0.562526444672
Long
DBT
CORP
US
N
2
2023-08-01
Fixed
3.25000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBV6
195000.00000000
PA
USD
147542.85000000
0.100179116215
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.65000000
N
N
N
N
N
N
LYONDELLBASELL IND NV
BN6WCCZ8OVP3ITUUVN49
LyondellBasell Industries NV
552081AM3
792000.00000000
PA
USD
567230.40000000
0.385139911305
Long
DBT
CORP
NL
N
2
2055-02-26
Fixed
4.62500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AS7
335000.00000000
PA
USD
311188.20000000
0.211291559386
Long
DBT
CORP
CH
N
2
2027-08-05
Fixed
4.70300000
N
N
N
N
N
N
CONOCOPHILLIPS COMPANY
6VJJ5GQWIRDQ06DUXG89
ConocoPhillips Co
20826FAV8
405000.00000000
PA
USD
303207.30000000
0.205872662377
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.80000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)DEC22
000000000
-10.00000000
NC
USD
70204.85000000
0.047667913606
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 10 Year US Treasury Note Future
TYZ2 Comdty
2022-12-20
-1176142.35000000
USD
70204.85000000
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
368000.00000000
PA
USD
260190.72000000
0.176665127298
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
81000.00000000
PA
USD
76574.97000000
0.051993118059
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBG6
220000.00000000
PA
USD
182727.60000000
0.124068970311
Long
DBT
CORP
US
N
2
2050-03-19
Fixed
4.32700000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAP4
95000.00000000
PA
USD
84128.20000000
0.057121634324
Long
DBT
US
N
2
2026-10-01
Fixed
2.80000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAQ5
551000.00000000
PA
USD
509289.30000000
0.345798877900
Long
DBT
CORP
US
N
2
2032-08-15
Fixed
5.40000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
Duke Energy Progress LLC
26442UAP9
134000.00000000
PA
USD
101558.60000000
0.068956583068
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.00000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AV0
435000.00000000
PA
USD
357348.15000000
0.242633389882
Long
DBT
CORP
KY
N
2
2027-02-23
Fixed
1.62500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
81618TAC4
350000.00000000
PA
USD
292159.00000000
0.198371052304
Long
DBT
US
N
2
2025-02-01
Fixed
4.50000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AQ1
265000.00000000
PA
USD
246958.80000000
0.167680875933
Long
DBT
CORP
KY
N
2
2025-04-07
Fixed
3.07500000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAS0
21000.00000000
PA
USD
18523.26000000
0.012576982322
Long
DBT
CORP
BM
N
2
2026-06-15
Fixed
4.25000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BR4
864000.00000000
PA
USD
799433.28000000
0.542801765480
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.40000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAW8
24000.00000000
PA
USD
22186.80000000
0.015064464429
Long
DBT
CORP
NL
N
2
2025-05-01
Fixed
2.70000000
N
N
N
N
N
N
WEIBO CORP
549300Q9ID4640FE0422
Weibo Corp
948596AD3
373000.00000000
PA
USD
350923.06000000
0.238270861723
Long
DBT
CORP
KY
N
2
2024-07-05
Fixed
3.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
468000.00000000
PA
USD
332663.76000000
0.225873103805
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
FACTSET RESEARCH SYSTEMS
549300ZSJE7NBK6K9P30
FactSet Research Systems Inc
303075AA3
515000.00000000
PA
USD
460307.00000000
0.312540719174
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CP2
910000.00000000
PA
USD
725424.70000000
0.492551183111
Long
DBT
CORP
DE
N
2
2027-11-16
Fixed
2.31100000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523BV1
71000.00000000
PA
USD
70032.27000000
0.047550734686
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.00000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AJ9
530000.00000000
PA
USD
467009.50000000
0.317091604062
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
REINSURANCE GRP OF AMER
LORM1GNEU1DKEW527V90
Reinsurance Group of America Inc
759351AP4
383000.00000000
PA
USD
315182.19000000
0.214003411491
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
3.15000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CC1
342000.00000000
PA
USD
282389.40000000
0.191737658048
Long
DBT
CORP
GB
N
2
2030-05-22
Fixed
3.97300000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
359000.00000000
PA
USD
359168.73000000
0.243869533113
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AS5
248000.00000000
PA
USD
281703.20000000
0.191271739777
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
8.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDF0
494000.00000000
PA
USD
453254.88000000
0.307752448179
Long
DBT
CORP
US
N
2
2030-06-14
Fixed
4.56500000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru S.A.
05971U2C0
274000.00000000
PA
USD
240243.20000000
0.163121096365
Long
DBT
CORP
PE
N
2
2030-07-01
Fixed
3.12500000
N
N
N
N
Y
Banco de Credito del Peru
Banco de Credito del Peru
USD
XXXX
N
N
N
American Homes 4 Rent
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAA5
5000.00000000
PA
USD
4561.70000000
0.003097317656
Long
DBT
US
N
2
2028-02-15
Fixed
4.25000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAC6
495000.00000000
PA
USD
442728.00000000
0.300604873526
Long
DBT
CORP
US
N
2
2052-07-01
Fixed
6.25000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FV0
280000.00000000
PA
USD
210047.60000000
0.142618791295
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.12500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BZ6
495000.00000000
PA
USD
312142.05000000
0.211939207510
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) DEC22
000000000
-39.00000000
NC
USD
167225.06000000
0.113543006116
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT 2 Year U.S. Treasury Notes Futures
TUZ2 Comdty
2022-12-30
-8138154.73000000
USD
167225.06000000
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GAW2
514000.00000000
PA
USD
412428.46000000
0.280031994943
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.11400000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBB3
305000.00000000
PA
USD
229042.80000000
0.155516212948
Long
DBT
CORP
US
N
2
2044-11-15
Fixed
4.50000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
689000.00000000
PA
USD
680800.90000000
0.462252372656
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBT6
495000.00000000
PA
USD
493896.15000000
0.335347187677
Long
DBT
CORP
US
N
2
2023-02-22
Floating
3.25400000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
727000.00000000
PA
USD
660472.23000000
0.448449547277
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27100000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
059438AK7
520000.00000000
PA
USD
570622.00000000
0.387442750721
Long
DBT
CORP
US
N
2
2027-04-29
Fixed
8.00000000
N
N
N
N
N
N
PUBLIC STORAGE
549300LMZF40TKJ6DM64
Public Storage
74460WAB3
335000.00000000
PA
USD
332373.60000000
0.225676090040
Long
DBT
US
N
2
2024-04-23
Floating
3.52900000
N
N
N
N
N
N
Lam Research Corp
549300I4GMO6D34U1T02
Lam Research Corp
512807AS7
142000.00000000
PA
USD
136256.10000000
0.092515602599
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
3.75000000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
000000000
295000.00000000
PA
USD
218447.50000000
0.148322182264
Long
DBT
CORP
CL
N
2
2050-05-07
Fixed
4.70000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABK2
160000.00000000
PA
USD
158841.60000000
0.107850777630
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
5.87500000
N
N
N
N
N
N
FED CAISSES DESJARDINS
549300B2Q47IR0CR5B54
Federation des Caisses Desjardins du Quebec
31429KAG8
335000.00000000
PA
USD
321660.30000000
0.218401939339
Long
DBT
CORP
CA
N
2
2025-08-23
Fixed
4.40000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
304000.00000000
PA
USD
222306.08000000
0.150942093255
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AR6
430000.00000000
PA
USD
298217.90000000
0.202484943606
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
3.10000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NQ0
345000.00000000
PA
USD
335126.10000000
0.227544991294
Long
DBT
CORP
US
N
2
2025-05-24
Fixed
4.14000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081GD3
140000.00000000
PA
USD
139564.60000000
0.094762018512
Long
DBT
CORP
US
N
2
2023-05-10
Floating
2.92000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FG4
233000.00000000
PA
USD
290844.58000000
0.197478583208
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
8.87500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
382000.00000000
PA
USD
335858.22000000
0.228042088474
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
5.10000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448FM5
330000.00000000
PA
USD
305692.20000000
0.207559867727
Long
DBT
CORP
US
N
2
2032-07-18
Fixed
3.90000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
307000.00000000
PA
USD
242941.38000000
0.164953115252
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DG2
570000.00000000
PA
USD
433542.00000000
0.294367733864
Long
DBT
CORP
US
N
2
2062-02-22
Fixed
4.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PDA1
560000.00000000
PA
USD
521287.20000000
0.353945250418
Long
DBT
CORP
US
N
2
2028-04-26
Fixed
4.32300000
N
N
N
N
N
N
Marathon Oil Corp
1FRVQX2CRLGC1XLP5727
Marathon Oil Corp
565849AE6
305000.00000000
PA
USD
300885.55000000
0.204296233135
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.60000000
N
N
N
N
N
N
Thomson Reuters Corp
549300561UZND4C7B569
Thomson Reuters Corp
884903BP9
220000.00000000
PA
USD
195478.80000000
0.132726820872
Long
DBT
CORP
CA
N
2
2043-11-23
Fixed
5.65000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAP5
395000.00000000
PA
USD
350523.00000000
0.237999227704
Long
DBT
CORP
GB
N
2
2028-03-16
Fixed
4.44800000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
299000.00000000
PA
USD
220724.79000000
0.149868423913
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.12500000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFK5
215000.00000000
PA
USD
152181.30000000
0.103328545833
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
3.62500000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
436000.00000000
PA
USD
294718.56000000
0.200108950540
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
42000.00000000
PA
USD
44594.76000000
0.030279092783
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
660000.00000000
PA
USD
417153.00000000
0.283239878223
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KQ3
165000.00000000
PA
USD
154971.30000000
0.105222908957
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
321000.00000000
PA
USD
236095.50000000
0.160304877752
Long
DBT
CORP
MX
N
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBP7
300000.00000000
PA
USD
178857.00000000
0.121440897942
Long
DBT
CORP
US
N
2
2061-02-04
Fixed
4.00000000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BX1
350000.00000000
PA
USD
284518.50000000
0.193183281176
Long
DBT
CORP
US
N
2
2052-04-22
Fixed
4.37500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDU2
522000.00000000
PA
USD
302368.50000000
0.205303131270
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
ALIBABA GROUP HOLDING
5493001NTNQJDH60PM02
Alibaba Group Holding Ltd
01609WAY8
300000.00000000
PA
USD
156489.00000000
0.106253401757
Long
DBT
CORP
KY
N
2
2041-02-09
Fixed
2.70000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AS4
325000.00000000
PA
USD
219339.25000000
0.148927665532
Long
DBT
CORP
US
N
2
2049-09-15
Fixed
3.37500000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AE5
135000.00000000
PA
USD
120487.50000000
0.081808988135
Long
DBT
CORP
US
N
2
2044-07-15
Fixed
5.25000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229BC9
320000.00000000
PA
USD
313337.60000000
0.212750965873
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
6.37500000
N
N
N
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
Meta Platforms Inc
30303M8F2
515000.00000000
PA
USD
381048.50000000
0.258725529331
Long
DBT
CORP
US
N
2
2062-08-15
Fixed
4.65000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBF4
200000.00000000
PA
USD
145975.00000000
0.099114572408
Long
DBT
NUSS
MX
N
2
2046-01-23
Fixed
4.60000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CE7
545000.00000000
PA
USD
520360.55000000
0.353316070637
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.86800000
N
N
N
N
N
N
Southern Power Co
5LADC78JBG2BMZD5XF57
Southern Power Co
843646AU4
77000.00000000
PA
USD
61971.91000000
0.042077885671
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
4.95000000
N
N
N
N
N
N
Kilroy Realty LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAM4
40000.00000000
PA
USD
37799.20000000
0.025665021718
Long
DBT
US
N
2
2024-12-15
Fixed
3.45000000
N
N
N
N
N
N
GUARDIAN LIFE INSURANCE
N1YIDVMMKBHFYCCAIX69
Guardian Life Insurance Co of America/The
401378AD6
210000.00000000
PA
USD
128440.20000000
0.087208737818
Long
DBT
CORP
US
N
2
2070-01-22
Fixed
3.70000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BX1
270000.00000000
PA
USD
196967.70000000
0.133737758956
Long
DBT
CORP
JP
N
2
2032-07-20
Fixed
2.30900000
N
N
N
N
N
N
Enel Chile SA
549300YM5CWCAUVOPB53
Enel Chile SA
29278DAA3
62000.00000000
PA
USD
55989.10000000
0.038015658201
Long
DBT
CORP
CL
N
2
2028-06-12
Fixed
4.87500000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT DEC22
000000000
10.00000000
NC
USD
-10592.03000000
-0.00719181040
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra 10-Year U.S. Treasury Notes Futures
UXYZ2 Comdty
2022-12-20
1170435.78000000
USD
-10592.03000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKL2
510000.00000000
PA
USD
409331.10000000
0.277928939543
Long
DBT
CORP
US
N
2
2037-03-08
Fixed
3.84600000
N
N
N
N
N
N
FELLS POINT FUNDING TR
N/A
Fells Point Funding Trust
314382AA0
261000.00000000
PA
USD
232110.39000000
0.157599055018
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
3.04600000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAR9
800000.00000000
PA
USD
754440.00000000
0.512252084312
Long
DBT
CORP
US
N
2
2030-04-13
Fixed
4.62500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAF8
220000.00000000
PA
USD
212143.80000000
0.144042075876
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.37500000
N
N
N
N
N
N
Enel Americas SA
549300LKH11TFCJLZK20
Enel Americas SA
29274FAF1
53000.00000000
PA
USD
48819.63000000
0.033147708529
Long
DBT
CORP
CL
N
2
2026-10-25
Fixed
4.00000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
227000.00000000
PA
USD
232675.00000000
0.157982415722
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC22
000000000
43.00000000
NC
USD
-928431.26000000
-0.63038922654
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNZ2 Comdty
2022-12-20
6417650.01000000
USD
-928431.26000000
N
N
N
ENTEGRIS ESCROW CORP
IYX6OWO7BT5DKO3BYG52
Entegris Escrow Corp
29365BAA1
395000.00000000
PA
USD
352715.25000000
0.239487728621
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.75000000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAA7
215000.00000000
PA
USD
163281.75000000
0.110865564879
Long
DBT
CORP
US
N
2
2031-06-30
Fixed
3.36300000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAP9
303000.00000000
PA
USD
299818.50000000
0.203571724113
Long
DBT
CORP
US
N
2
2025-10-14
Fixed
5.45000000
N
N
N
N
N
N
OCHSNER LSU HEALTH SYST
N/A
Ochsner LSU Health System of North Louisiana
67555JAA4
264000.00000000
PA
USD
197448.24000000
0.134064037542
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
2.51000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329RAA1
515000.00000000
PA
USD
401730.90000000
0.272768531437
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.85000000
N
N
N
N
N
N
KENTUCKY UTILITIES CO
AGX0G2MXE54NFNNICD28
Kentucky Utilities Co
491674BM8
52000.00000000
PA
USD
34260.20000000
0.023262100178
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.30000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
440000.00000000
PA
USD
401205.20000000
0.272411589970
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43100000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
285000.00000000
PA
USD
224035.65000000
0.152116442225
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CJ7
245000.00000000
PA
USD
225321.60000000
0.152989580669
Long
DBT
CORP
GB
N
2
2026-03-30
Fixed
3.97100000
N
N
N
N
N
N
HERSHEY COMPANY
21X2CX66SU2BR6QTAD08
Hershey Co/The
427866BF4
898000.00000000
PA
USD
810741.34000000
0.550479748228
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.90000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DB1
833000.00000000
PA
USD
817306.28000000
0.554937232187
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.62500000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBE0
278000.00000000
PA
USD
232010.46000000
0.157531204227
Long
DBT
CORP
US
N
2
2042-07-15
Fixed
4.65000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
500000.00000000
PA
USD
456410.00000000
0.309894721649
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.88900000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
437000.00000000
PA
USD
321509.64000000
0.218299643731
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEQ4
555000.00000000
PA
USD
536113.35000000
0.364011957167
Long
DBT
CORP
US
N
2
2025-04-17
Fixed
3.62000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
175000.00000000
PA
USD
106769.25000000
0.072494526871
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
Eni SpA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAC2
420000.00000000
PA
USD
366294.60000000
0.248707879118
Long
DBT
CORP
IT
N
2
2040-10-01
Fixed
5.70000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DX3
485000.00000000
PA
USD
354699.90000000
0.240835272626
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
3.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKM0
390000.00000000
PA
USD
366245.10000000
0.248674269450
Long
DBT
CORP
US
N
2
2026-04-02
Fixed
3.38400000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191AZ6
200000.00000000
PA
USD
194662.50000000
0.132172566887
Long
DBT
CORP
CL
N
2
2024-08-01
Fixed
4.50000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
335000.00000000
PA
USD
303439.65000000
0.206030424123
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AF4
390000.00000000
PA
USD
314632.50000000
0.213630181217
Long
DBT
CORP
US
N
2
2029-08-08
Fixed
3.90000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAU5
664000.00000000
PA
USD
499162.00000000
0.338922611353
Long
DBT
CORP
BM
N
2
2028-01-26
Fixed
2.85000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
621000.00000000
PA
USD
538462.89000000
0.365607255351
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEL2
345000.00000000
PA
USD
304155.45000000
0.206516440296
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
4.95000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
685000.00000000
PA
USD
619418.10000000
0.420574482776
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
267000.00000000
PA
USD
176302.77000000
0.119706618687
Long
DBT
CORP
GB
N
2
2030-12-17
Fixed
4.60000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC
USD
XXXX
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
345000.00000000
PA
USD
285977.40000000
0.194173849764
Long
DBT
CORP
GB
N
2
2027-01-14
Fixed
1.45600000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
140000.00000000
PA
USD
106769.60000000
0.072494764515
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CN6
320000.00000000
PA
USD
304857.60000000
0.206993188349
Long
DBT
CORP
US
N
2
2032-09-30
Fixed
4.75000000
N
N
N
N
N
N
Cardinal Health Inc
CCU46N3GJMF4OK4N7U60
Cardinal Health Inc
14149YBD9
305000.00000000
PA
USD
245512.80000000
0.166699066228
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
4.90000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BQ6
239000.00000000
PA
USD
196434.10000000
0.133375453521
Long
DBT
CORP
US
N
2
2052-08-16
Fixed
4.10000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AZ9
575000.00000000
PA
USD
369886.00000000
0.251146379378
Long
DBT
CORP
JP
N
2
2050-07-09
Fixed
3.17500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EN3
565000.00000000
PA
USD
505827.55000000
0.343448407812
Long
DBT
CORP
US
N
2
2062-09-15
Fixed
5.80000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FQ1
290000.00000000
PA
USD
220637.80000000
0.149809359164
Long
DBT
CORP
US
N
2
2058-05-15
Fixed
4.50000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCU7
335000.00000000
PA
USD
322688.75000000
0.219100239610
Long
DBT
CORP
US
N
2
2026-07-24
Fixed
4.98500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
149000.00000000
PA
USD
120624.44000000
0.081901968094
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525BP7
295000.00000000
PA
USD
221807.55000000
0.150603599761
Long
DBT
CORP
US
N
2
2032-05-20
Fixed
1.65000000
N
N
N
N
N
N
NXP BV/NXP FUNDING LLC
N/A
NXP BV / NXP Funding LLC
62947QBC1
1176000.00000000
PA
USD
1127760.48000000
0.765730417906
Long
DBT
CORP
XX
N
2
2028-12-01
Fixed
5.55000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AJ8
313000.00000000
PA
USD
303068.51000000
0.205778426299
Long
DBT
US
N
2
2025-06-01
Fixed
5.25000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEU2
590000.00000000
PA
USD
555886.20000000
0.377437390104
Long
DBT
CORP
US
N
2
2024-02-08
Fixed
0.35000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBK3
355000.00000000
PA
USD
339255.75000000
0.230348954260
Long
DBT
CORP
US
N
2
2027-05-09
Fixed
4.35000000
N
N
N
N
N
N
ERAC USA Finance LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAL6
711000.00000000
PA
USD
685276.02000000
0.465290903947
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
3.85000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
29246BAE8
200000.00000000
PA
USD
142662.50000000
0.096865440562
Long
DBT
CORP
CO
N
2
2029-07-18
Fixed
4.25000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
178000.00000000
PA
USD
173852.60000000
0.118042994423
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
5.37500000
N
N
N
N
N
N
INFOR INC
549300Q3IIYBYI4RHD64
Infor Inc
45674CAA1
95000.00000000
PA
USD
85180.80000000
0.057836332038
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.75000000
N
N
N
N
N
N
Wyeth LLC
549300Q9GR3WRH4N4836
Wyeth LLC
983024AN0
240000.00000000
PA
USD
250231.20000000
0.169902780552
Long
DBT
CORP
US
N
2
2037-04-01
Fixed
5.95000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT DEC22
000000000
-1.00000000
NC
USD
21967.26000000
0.014915400458
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
CBOT Ultra Long Term U.S. Treasury Bond Futures
WNZ2 Comdty
2022-12-20
-149623.51000000
USD
21967.26000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLA5
495000.00000000
PA
USD
481239.00000000
0.326753195486
Long
DBT
CORP
US
N
2
2026-07-22
Fixed
4.82700000
N
N
N
N
N
N
MERCK & CO INC
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933YBG9
205000.00000000
PA
USD
124672.80000000
0.084650736515
Long
DBT
CORP
US
N
2
2061-12-10
Fixed
2.90000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
537000.00000000
PA
USD
354908.67000000
0.240977023949
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAZ0
310000.00000000
PA
USD
303865.10000000
0.206319297525
Long
DBT
CORP
US
N
2
2024-05-13
Floating
3.33700000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBP4
485000.00000000
PA
USD
299531.15000000
0.203376618291
Long
DBT
CORP
US
N
2
2051-06-04
Fixed
2.93900000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KCJ7
255000.00000000
PA
USD
242505.00000000
0.164656820563
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
210000.00000000
PA
USD
213202.50000000
0.144760915388
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.12500000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AK1
358000.00000000
PA
USD
357434.36000000
0.242691925023
Long
DBT
CORP
US
N
2
2023-02-01
Variable
8.11800000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
595000.00000000
PA
USD
485305.80000000
0.329514484357
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
4.00000000
N
N
N
N
N
N
SWISS RE FINANCE LUX
549300CLQZ6TM98LW631
Swiss Re Finance Luxembourg SA
000000000
400000.00000000
PA
USD
348604.00000000
0.236696258946
Long
DBT
CORP
LU
N
2
2049-04-02
Fixed
5.00000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBN4
394000.00000000
PA
USD
344407.22000000
0.233846715838
Long
DBT
CORP
US
N
2
2030-04-02
Fixed
4.90600000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAN5
165000.00000000
PA
USD
126847.05000000
0.086127015735
Long
DBT
CORP
US
N
2
2045-03-01
Fixed
4.25000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
200000.00000000
PA
USD
176146.00000000
0.119600174491
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAD4
804000.00000000
PA
USD
748130.04000000
0.507967727489
Long
DBT
US
N
2
2025-02-01
Fixed
3.62500000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAF9
295000.00000000
PA
USD
272078.50000000
0.184736730186
Long
DBT
US
N
2
2027-06-01
Fixed
4.70000000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
264000.00000000
PA
USD
197128.80000000
0.133847143149
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
3.50000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833ER7
345000.00000000
PA
USD
268344.45000000
0.182201372973
Long
DBT
CORP
US
N
2
2062-08-08
Fixed
4.10000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAS4
400000.00000000
PA
USD
369300.00000000
0.250748495223
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
425000.00000000
PA
USD
351322.00000000
0.238541735280
Long
DBT
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
179000.00000000
PA
USD
115054.04000000
0.078119760085
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110LAS5
705000.00000000
PA
USD
670123.65000000
0.455002699299
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
4.87500000
N
N
N
N
N
N
Berkshire Hathaway Inc
5493000C01ZX7D35SD85
Berkshire Hathaway Inc
084670BR8
395000.00000000
PA
USD
392013.80000000
0.266170783799
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
2.75000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
547000.00000000
PA
USD
510433.05000000
0.346575464933
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GBA5
500000.00000000
PA
USD
502165.00000000
0.340961597898
Long
DBT
CORP
NL
N
2
2032-10-14
Fixed
7.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBH1
59000.00000000
PA
USD
38650.31000000
0.026242911108
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.65000000
N
N
N
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073EAQ8
295000.00000000
PA
USD
227722.30000000
0.154619615634
Long
DBT
CORP
US
N
2
2047-12-15
Fixed
4.30000000
N
N
N
N
N
N
MOSAIC CO
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945CAE3
170000.00000000
PA
USD
148726.20000000
0.100982590983
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
5.62500000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAM1
407000.00000000
PA
USD
277504.81000000
0.188421103506
Long
DBT
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
308000.00000000
PA
USD
297355.52000000
0.201899402075
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.87500000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AE3
175000.00000000
PA
USD
150318.00000000
0.102063396439
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
5.45000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAJ9
1080000.00000000
PA
USD
846806.40000000
0.574967318023
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.05000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABC5
1038000.00000000
PA
USD
1020437.04000000
0.692859605336
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687CP9
105000.00000000
PA
USD
106833.30000000
0.072538015745
Long
DBT
CORP
US
N
2
2023-04-26
Fixed
8.87500000
N
N
N
N
N
N
WESTINGHOUSE AIR BRAKE
06BTX5UWZD0GQ5N5Y745
Westinghouse Air Brake Technologies Corp
960386AN0
602000.00000000
PA
USD
590369.36000000
0.400850876377
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
4.40000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
405000.00000000
PA
USD
356598.45000000
0.242124356178
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
195000.00000000
PA
USD
154260.60000000
0.104740355597
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAG3
237000.00000000
PA
USD
195525.00000000
0.132758189896
Long
DBT
CORP
NL
N
2
2027-01-19
Fixed
3.25700000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795JV3
185000.00000000
PA
USD
137697.35000000
0.093494187134
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.85000000
N
N
N
N
N
N
CELULOSA ARAUCO CONSTITU
549300QEKV8G0AMNQD28
Celulosa Arauco y Constitucion SA
151191BE2
246000.00000000
PA
USD
210299.25000000
0.142789657417
Long
DBT
CORP
CL
N
2
2029-04-30
Fixed
4.25000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BT5
970000.00000000
PA
USD
844423.80000000
0.573349572654
Long
DBT
CORP
GB
N
2
2029-06-19
Fixed
4.58300000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
135000.00000000
PA
USD
108810.00000000
0.073880161834
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
ENGIE ENERGIA CHILE SA
5493000FIKCC3ZDWTO77
Engie Energia Chile SA
000000000
425000.00000000
PA
USD
310250.00000000
0.210654537349
Long
DBT
CORP
CL
N
2
2030-01-28
Fixed
3.40000000
N
N
N
N
N
N
NIAGARA MOHAWK POWER
3T97Y9RR5EN5Y18QHB56
Niagara Mohawk Power Corp
65364UAS5
320000.00000000
PA
USD
290067.20000000
0.196950755249
Long
DBT
CORP
US
N
2
2052-09-16
Fixed
5.78300000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEV2
280000.00000000
PA
USD
231271.60000000
0.157029530701
Long
DBT
CORP
US
N
2
2045-05-26
Fixed
4.60000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
712000.00000000
PA
USD
651088.40000000
0.442078084369
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
69377FAA4
240000.00000000
PA
USD
215100.00000000
0.146049286007
Long
DBT
CORP
ID
N
2
2027-04-14
Fixed
4.76300000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
233000.00000000
PA
USD
157980.99000000
0.107266437899
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AT8
221000.00000000
PA
USD
201085.69000000
0.136533804978
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
144000.00000000
PA
USD
115201.44000000
0.078219842208
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAN4
177000.00000000
PA
USD
169604.94000000
0.115158904650
Long
DBT
CORP
US
N
2
2025-05-23
Fixed
3.95000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
100000.00000000
PA
USD
88921.00000000
0.060375864998
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.87500000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AM2
500000.00000000
PA
USD
436205.00000000
0.296175866122
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
4.95000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833BZ2
782000.00000000
PA
USD
719784.08000000
0.488721296902
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
2.45000000
N
N
N
N
N
N
Georgia Power Co
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334JW2
340000.00000000
PA
USD
274526.20000000
0.186398677361
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.30000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBT1
619000.00000000
PA
USD
578647.39000000
0.392891855693
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DW5
480000.00000000
PA
USD
356342.40000000
0.241950502530
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
3.70000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
86765BAT6
440000.00000000
PA
USD
406313.60000000
0.275880107741
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
390000.00000000
PA
USD
345095.40000000
0.234313978496
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97400000
N
N
N
N
N
N
Georgia-Pacific LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAD3
828000.00000000
PA
USD
819703.44000000
0.556564863552
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.73400000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QBQ8
385000.00000000
PA
USD
287217.70000000
0.195015992625
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
3.80000000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AM0
170000.00000000
PA
USD
138191.30000000
0.093829570885
Long
DBT
CORP
US
N
2
2069-02-15
Fixed
5.07700000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEZ3
220000.00000000
PA
USD
200492.60000000
0.136131106833
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
4.70000000
N
N
N
N
N
N
ONEOK Partners LP
T4DHW82NMF6BXJT50795
ONEOK Partners LP
68268NAG8
430000.00000000
PA
USD
379978.10000000
0.257998745716
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.12500000
N
N
N
N
N
N
SK HYNIX INC
988400XAIK6XISWQV045
SK Hynix Inc
78392BAC1
390000.00000000
PA
USD
274535.63000000
0.186405080172
Long
DBT
CORP
KR
N
2
2031-01-19
Fixed
2.37500000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBC7
226000.00000000
PA
USD
186045.46000000
0.126321741506
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
2.90000000
N
N
N
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918BU7
225000.00000000
PA
USD
179059.50000000
0.121578392040
Long
DBT
CORP
US
N
2
2056-08-08
Fixed
3.95000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAT0
335000.00000000
PA
USD
316672.15000000
0.215015069298
Long
DBT
CORP
GB
N
2
2026-08-11
Fixed
4.71600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
569000.00000000
PA
USD
446084.62000000
0.302883962110
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
4.15000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBF9
180000.00000000
PA
USD
146043.00000000
0.099160743265
Long
DBT
CORP
US
N
2
2049-02-14
Fixed
5.95000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
790000.00000000
PA
USD
691968.90000000
0.469835257017
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
392000.00000000
PA
USD
354720.80000000
0.240849463375
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22300000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109AX9
4000.00000000
PA
USD
3056.36000000
0.002075217088
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.50000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
185000.00000000
PA
USD
150619.60000000
0.102268177772
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CC2
675000.00000000
PA
USD
550138.50000000
0.373534798374
Long
DBT
CORP
US
N
2
2062-08-05
Fixed
5.05000000
N
N
N
N
N
N
Synchrony Financial
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAM5
276000.00000000
PA
USD
237561.48000000
0.161300253542
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.95000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XAM7
143000.00000000
PA
USD
119396.42000000
0.081068163146
Long
DBT
CORP
US
N
2
2040-07-15
Fixed
5.37500000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KV2
660000.00000000
PA
USD
556578.00000000
0.377907110681
Long
DBT
CORP
US
N
2
2052-07-27
Fixed
4.90000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738ECD5
499000.00000000
PA
USD
496534.94000000
0.337138881752
Long
DBT
CORP
GB
N
2
2028-11-02
Fixed
7.38500000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAY7
294000.00000000
PA
USD
241823.82000000
0.164194310788
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
2.45000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CBC7
400000.00000000
PA
USD
272984.00000000
0.185351549472
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BV5
225000.00000000
PA
USD
134997.75000000
0.091661204091
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.70000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
473000.00000000
PA
USD
412867.51000000
0.280330102516
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
340000.00000000
PA
USD
288921.80000000
0.196173047894
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AM0
222000.00000000
PA
USD
210582.54000000
0.142982006567
Long
DBT
CORP
CH
N
2
2026-05-12
Fixed
4.48800000
N
N
N
N
N
N
E.I. DU PONT DE NEMOURS
GLU7INWNWH88J9XBXD45
EI du Pont de Nemours and Co
263534CN7
433000.00000000
PA
USD
396623.67000000
0.269300808076
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
1.70000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
515000.00000000
PA
USD
512363.20000000
0.347886004354
Long
DBT
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEV3
595000.00000000
PA
USD
600384.75000000
0.407651157914
Long
DBT
CORP
US
N
2
2028-10-18
Fixed
6.29600000
N
N
N
N
N
N
MDC Holdings Inc
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
140000.00000000
PA
USD
106551.20000000
0.072346474585
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CX5
355000.00000000
PA
USD
292090.45000000
0.198324508006
Long
DBT
CORP
GB
N
2
2027-11-22
Fixed
2.25100000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
115000.00000000
PA
USD
97150.85000000
0.065963794874
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
445000.00000000
PA
USD
384021.65000000
0.260744248228
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LAY1
0.00000000
PA
USD
0.00000000
0.000000
Long
DBT
CORP
US
N
2
2025-06-08
Fixed
3.35000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
112000.00000000
PA
USD
67368.00000000
0.045741740119
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PET5
290000.00000000
PA
USD
298381.00000000
0.202595685765
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MU2
368000.00000000
PA
USD
310227.68000000
0.210639382444
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
4.00000000
N
N
N
N
N
N
EATON CORP
0NZWDMRCE180888QQE14
Eaton Corp
278062AJ3
335000.00000000
PA
USD
285011.30000000
0.193517884096
Long
DBT
CORP
US
N
2
2052-08-23
Fixed
4.70000000
N
N
N
N
N
N
BANK OF IRELAND GROUP
635400C8EK6DRI12LJ39
Bank of Ireland Group PLC
06279JAC3
320000.00000000
PA
USD
309244.80000000
0.209972023438
Long
DBT
CORP
IE
N
2
2026-09-16
Fixed
6.25300000
N
N
N
N
N
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
46128MAN1
210000.00000000
PA
USD
174864.38000000
0.118729976044
Long
DBT
CORP
CL
N
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAD8
774000.00000000
PA
USD
772815.78000000
0.524728930192
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VAZ7
90000.00000000
PA
USD
83987.10000000
0.057025829794
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.25000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAQ2
131000.00000000
PA
USD
127494.44000000
0.086566582668
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.70000000
N
N
N
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAD6
44000.00000000
PA
USD
34195.92000000
0.023218455138
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DC0
242000.00000000
PA
USD
192365.80000000
0.130613146175
Long
DBT
CORP
GB
N
2
2033-03-29
Fixed
4.76200000
N
N
N
N
N
N
CARGILL INC
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BV5
560000.00000000
PA
USD
527615.20000000
0.358241856098
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
3.62500000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867229AE6
305000.00000000
PA
USD
299970.55000000
0.203674963509
Long
DBT
CORP
CA
N
2
2038-06-15
Fixed
6.50000000
N
N
N
N
N
N
Lennar Corp
529900G61XVRLX5TJX09
Lennar Corp
526057BZ6
395000.00000000
PA
USD
388644.45000000
0.263883051758
Long
DBT
CORP
US
N
2
2024-04-30
Fixed
4.50000000
N
N
N
N
N
N
Ecopetrol SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
64000.00000000
PA
USD
62816.00000000
0.042651008599
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
355000.00000000
PA
USD
324239.25000000
0.220153003059
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
838000.00000000
PA
USD
834078.16000000
0.566325056915
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAK0
310000.00000000
PA
USD
302764.60000000
0.205572076515
Long
DBT
CORP
US
N
2
2023-07-02
Fixed
1.95000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS0QR16 IRS USD R F 3.04900 IS0QR16 CCPVANILLA / Short: SS0QR16 IRS USD P V 03MLIBOR IS0QR27 CCPVANILLA
000000000
60000.00000000
OU
Notional Amount
USD
-7809.68000000
-0.00530264150
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2044-11-04
0.00000000
USD
0.00000000
USD
60000.00000000
USD
-7809.68000000
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAD9
225000.00000000
PA
USD
180164.25000000
0.122328498729
Long
DBT
CORP
US
N
2
2032-05-19
Fixed
4.20000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAF1
130000.00000000
PA
USD
125529.30000000
0.085232285625
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAG3
385000.00000000
PA
USD
294806.05000000
0.200168354780
Long
DBT
US
N
2
2031-02-15
Fixed
3.20000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525BB6
665000.00000000
PA
USD
494321.10000000
0.335635721587
Long
DBT
CORP
AU
N
2
2037-01-12
Fixed
3.34700000
N
N
N
N
Y
National Australia Bank Ltd
National Australia Bank Ltd
USD
XXXX
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
475000.00000000
PA
USD
393922.25000000
0.267466589284
Long
DBT
CORP
AU
N
2
2034-07-24
Fixed
4.11000000
N
N
N
N
Y
Westpac Banking Corp
Westpac Banking Corp
USD
XXXX
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
454000.00000000
PA
USD
368788.74000000
0.250401358273
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
495000.00000000
PA
USD
352613.25000000
0.239418472335
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
357000.00000000
PA
USD
279291.81000000
0.189634446482
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CA0
215000.00000000
PA
USD
135374.75000000
0.091917180757
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
2.95000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AW0
435000.00000000
PA
USD
410433.38000000
0.278677369143
Long
DBT
CORP
GB
N
2
2030-04-01
Fixed
5.62500000
N
N
N
N
N
N
AES PANAMA GENERATION HL
N/A
AES Panama Generation Holdings SRL
00109AAB3
200000.00000000
PA
USD
157225.00000000
0.106753133391
Long
DBT
CORP
PA
N
2
2030-05-31
Fixed
4.37500000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
323000.00000000
PA
USD
234191.15000000
0.159011856098
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS19GH3 IRS USD R F 2.08600 IS19GH3 CCPVANILLA / Short: SS19GH3 IRS USD P V 03MLIBOR IS19GI4 CCPVANILLA
000000000
50000.00000000
OU
Notional Amount
USD
-14241.71000000
-0.00966988180
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2046-11-02
0.00000000
USD
0.00000000
USD
50000.00000000
USD
-14241.71000000
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BD5
1016000.00000000
PA
USD
1008786.40000000
0.684949016523
Long
DBT
US
N
2
2024-02-06
Fixed
4.60000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
366000.00000000
PA
USD
369590.46000000
0.250945712683
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
346000.00000000
PA
USD
288858.10000000
0.196129796664
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BW2
203000.00000000
PA
USD
195357.05000000
0.132644154667
Long
DBT
CORP
US
N
2
2023-09-29
Fixed
0.75000000
N
N
N
N
N
N
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
Long: SS15QS2 IRS USD R F 1.78300 IS15QS2 CCPVANILLA / Short: SS15QS2 IRS USD P V 03MLIBOR IS15QT3 CCPVANILLA
000000000
690000.00000000
OU
Notional Amount
USD
-227929.38000000
-0.15476021947
N/A
DIR
US
N
2
Chicago Mercantile Exchange
SNZ2OJLFK8MNNCLQOF39
N/A
N/A
Y
2046-07-15
0.00000000
USD
0.00000000
USD
690000.00000000
USD
-227929.38000000
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AH4
490000.00000000
PA
USD
364702.10000000
0.247626598375
Long
DBT
CORP
JP
N
2
2051-01-21
Fixed
2.75000000
N
N
N
N
N
N
Regency Centers LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RAT0
33000.00000000
PA
USD
31892.85000000
0.021654709303
Long
DBT
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
Qatar Energy
74730DAE3
277000.00000000
PA
USD
195077.25000000
0.132454175168
Long
DBT
CORP
QA
N
2
2041-07-12
Fixed
3.12500000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFE7
365000.00000000
PA
USD
349823.30000000
0.237524143160
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.45000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
292480AJ9
41000.00000000
PA
USD
31168.61000000
0.021162962512
Long
DBT
CORP
US
N
2
2044-05-15
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
94000.00000000
PA
USD
56722.42000000
0.038513570160
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
CATERPILLAR FINL SERVICE
EDBQKYOPJUCJKLOJDE72
Caterpillar Financial Services Corp
14913R2D8
860000.00000000
PA
USD
835464.20000000
0.567266154788
Long
DBT
CORP
US
N
2
2023-07-07
Fixed
0.65000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAP1
393000.00000000
PA
USD
355433.13000000
0.241333123477
Long
DBT
CORP
US
N
2
2027-07-13
Fixed
4.40000000
N
N
N
N
N
N
NUCOR CORP
549300GGJCRSI2TIEJ46
Nucor Corp
670346AY1
246000.00000000
PA
USD
234487.20000000
0.159212869074
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
4.30000000
N
N
N
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160AT1
240000.00000000
PA
USD
251630.40000000
0.170852813843
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
5.85000000
N
N
N
N
N
N
PERRIGO FINANCE UNLIMITE
549300E86RB6YCTMRM83
Perrigo Finance Unlimited Co
71429MAB1
420000.00000000
PA
USD
393670.20000000
0.267295451569
Long
DBT
CORP
IE
N
2
2026-03-15
Fixed
4.37500000
N
N
N
N
N
N
HARLEY-DAVIDSON FINL SER
RLUFFFFW4GRYU77BTS24
Harley-Davidson Financial Services Inc
41283LBA2
831000.00000000
PA
USD
709117.23000000
0.481478684970
Long
DBT
CORP
US
N
2
2027-02-14
Fixed
3.05000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAM7
23000.00000000
PA
USD
21732.47000000
0.014755981992
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.05000000
N
N
N
N
N
N
MASSMUTUAL GLOBAL FUNDIN
549300K1IE3K7YU6VG29
MassMutual Global Funding II
57629WCU2
270000.00000000
PA
USD
263468.70000000
0.178890820643
Long
DBT
CORP
US
N
2
2023-06-09
Fixed
0.85000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CN2
320000.00000000
PA
USD
308521.60000000
0.209480982789
Long
DBT
CORP
JP
N
2
2028-09-13
Fixed
5.35400000
N
N
N
N
N
N
AEP TEXAS INC
5493001L78U618KXNZ75
AEP Texas Inc
00108WAP5
404000.00000000
PA
USD
367971.28000000
0.249846316668
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
4.70000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBF1
218000.00000000
PA
USD
159011.38000000
0.107966055397
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
4.20000000
N
N
N
N
N
N
ENBRIDGE ENERGY PARTNERS
CZ6VG2MNE1J6YDI02G48
Enbridge Energy Partners LP
29250RAX4
286000.00000000
PA
USD
302579.42000000
0.205446342406
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
7.37500000
N
N
N
N
N
N
SITE Centers Corp
W2AVA6SODOQ1LCYJQR54
SITE Centers Corp
23317HAE2
178000.00000000
PA
USD
166050.86000000
0.112745744044
Long
DBT
US
N
2
2026-02-01
Fixed
4.25000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AD5
115000.00000000
PA
USD
106110.50000000
0.072047246689
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.80000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAF4
404000.00000000
PA
USD
342228.40000000
0.232367333666
Long
DBT
CORP
GB
N
2
2028-02-16
Fixed
2.97200000
N
N
N
N
N
N
FLEX INTERMEDIATE HOLDCO
549300290TQIGM30A243
Flex Intermediate Holdco LLC
33939HAB5
215000.00000000
PA
USD
147103.00000000
0.099880465456
Long
DBT
CORP
US
N
2
2039-12-30
Fixed
4.31700000
N
N
N
N
N
N
EMPRESA DE TRANSPORTE ME
959800T4M5QUPYMSCH69
Empresa de Transporte de Pasajeros Metro SA
29246QAD7
350000.00000000
PA
USD
301721.88000000
0.204864087154
Long
DBT
CORP
CL
N
2
2030-05-07
Fixed
3.65000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AX3
113000.00000000
PA
USD
113589.86000000
0.077125606465
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.45000000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AV4
260000.00000000
PA
USD
243531.60000000
0.165353864715
Long
DBT
CORP
US
N
2
2045-05-15
Fixed
5.37500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAF6
660000.00000000
PA
USD
403939.80000000
0.274268337424
Long
DBT
US
N
2
2031-10-15
Fixed
3.45000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
85000.00000000
PA
USD
68651.95000000
0.046613520597
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
395000.00000000
PA
USD
375459.35000000
0.254930590387
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
519000.00000000
PA
USD
400123.05000000
0.271676828301
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFR0
400000.00000000
PA
USD
297400.00000000
0.201929603248
Long
DBT
CORP
US
N
2
2031-01-20
Fixed
1.75000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
82000.00000000
PA
USD
59118.72000000
0.040140617599
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AY4
250000.00000000
PA
USD
233182.50000000
0.158326999695
Long
DBT
CORP
CH
N
2
2026-07-15
Fixed
6.37300000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BR7
460000.00000000
PA
USD
286856.00000000
0.194770404402
Long
DBT
CORP
US
N
2
2051-12-14
Fixed
3.15000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AC7
160000.00000000
PA
USD
153120.00000000
0.103965907361
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.70000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAT8
210000.00000000
PA
USD
196501.20000000
0.133421013294
Long
DBT
CORP
BM
N
2
2025-08-11
Fixed
5.25000000
N
N
N
N
N
N
ABU DHABI NATIONAL ENERG
213800UNJSVQFNUYYW03
Abu Dhabi National Energy Co PJSC
00388WAF8
215000.00000000
PA
USD
209530.94000000
0.142267987835
Long
DBT
CORP
AE
N
2
2025-04-23
Fixed
4.37500000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBX2
112000.00000000
PA
USD
114479.68000000
0.077729779295
Long
DBT
CORP
US
N
2
2032-10-19
Fixed
7.75000000
N
N
N
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
45685EAG1
690000.00000000
PA
USD
667036.80000000
0.452906780013
Long
DBT
CORP
US
N
2
2053-05-15
Fixed
5.65000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
553000.00000000
PA
USD
526179.50000000
0.357267039920
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.90800000
N
N
N
N
N
N
2022-11-25
AB CORPORATE SHARES
Joseph Mantineo
Joseph Mantineo
Treasurer and Chief Financial Officer