0001752724-24-184163.txt : 20240820
0001752724-24-184163.hdr.sgml : 20240820
20240820160623
ACCESSION NUMBER: 0001752724-24-184163
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240628
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20240630
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: BNY Mellon ETF Trust
CENTRAL INDEX KEY: 0001493580
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23477
FILM NUMBER: 241225125
BUSINESS ADDRESS:
STREET 1: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
BUSINESS PHONE: 212-922-6400
MAIL ADDRESS:
STREET 1: 240 GREENWICH STREET
CITY: NEW YORK
STATE: NY
ZIP: 10286
FORMER COMPANY:
FORMER CONFORMED NAME: Dreyfus ETF Trust
DATE OF NAME CHANGE: 20100607
0001493580
S000072693
BNY Mellon Responsible Horizons Corporate Bond ETF
C000229128
BNY Mellon Responsible Horizons Corporate Bond ETF
RHCB
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001493580
XXXXXXXX
S000072693
C000229128
BNY Mellon ETF Trust
811-23477
0001493580
549300E2C8EQYJ7B0H81
240 Greenwich Street
New York
10286
212-922-6400
BNY Mellon Responsible Horizons Corporate Bond ETF
S000072693
549300XXWYC4HQW0V020
2024-06-30
2024-06-28
N
23453564.85
755871.60
22697693.25
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
200000.00000000
0.00000000
0.00000000
303.01000000
EUR
USD
UST
ICE BofA US Corporate Index
MLC0A0
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAD7
200000.00000000
PA
USD
169253.76000000
0.745687053463
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EC8
14000.00000000
PA
USD
15212.00000000
0.067020026363
Long
DBT
CORP
US
N
2
2063-11-15
Fixed
6.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YET8
130000.00000000
PA
USD
128753.85000000
0.567255220968
Long
DBT
CORP
US
N
2
2026-07-17
Fixed
4.67900000
N
N
N
N
N
N
DIAGEO CAPITAL PLC
213800L23DJLALFC4O95
Diageo Capital PLC
25243YBN8
200000.00000000
PA
USD
207718.94000000
0.915154406714
Long
DBT
CORP
GB
N
2
2033-10-05
Fixed
5.62500000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAG2
175000.00000000
PA
USD
172154.31000000
0.758466105360
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.50000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
75000.00000000
PA
USD
62021.05000000
0.273248251779
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX Corp
126408HC0
90000.00000000
PA
USD
70945.97000000
0.312569075714
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.95000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076DF6
24000.00000000
PA
USD
23449.84000000
0.103313758546
Long
DBT
CORP
US
N
2
2054-06-25
Fixed
5.30000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XEP7
142000.00000000
PA
USD
143600.25000000
0.632664510963
Long
DBT
CORP
US
N
2
2034-01-07
Fixed
6.10000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBY0
26000.00000000
PA
USD
27309.43000000
0.120318085627
Long
DBT
CORP
CA
N
2
2030-11-15
Fixed
6.20000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216DV9
100000.00000000
PA
103427.04000000
0.455672031782
Long
DBT
CORP
US
N
2
2044-05-14
Fixed
3.50000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
55037AAB4
200000.00000000
PA
USD
170388.24000000
0.750685270627
Long
DBT
CORP
NO
N
2
2031-07-15
Fixed
3.10000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFL3
100000.00000000
PA
USD
81634.39000000
0.359659411645
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
1.50000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
780082AR4
200000.00000000
PA
USD
206762.60000000
0.910941027013
Long
DBT
CORP
CA
N
2
2084-05-02
Fixed
7.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BT5
150000.00000000
PA
USD
149410.96000000
0.658264953862
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
5.25000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89152UAH5
60000.00000000
PA
USD
57611.87000000
0.253822577322
Long
DBT
CORP
FR
N
2
2028-10-11
Fixed
3.88300000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAW4
80000.00000000
PA
USD
76479.96000000
0.336950363887
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.60000000
N
N
N
N
N
N
ATMOS ENERGY CORP
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560AK1
55000.00000000
PA
USD
54801.96000000
0.241442861159
Long
DBT
CORP
US
N
2
2041-06-15
Fixed
5.50000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
Ball Corp
058498AZ9
27000.00000000
PA
USD
27178.79000000
0.119742520531
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
87000.00000000
PA
USD
82184.62000000
0.362083578691
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EF0
37000.00000000
PA
USD
28790.87000000
0.126844916278
Long
DBT
CORP
US
N
2
2062-04-01
Fixed
4.45000000
N
N
N
N
N
N
HERC HOLDINGS INC
549300TP80QLITMSBP82
Herc Holdings Inc
42704LAE4
45000.00000000
PA
USD
45663.65000000
0.201181897636
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.62500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
57000.00000000
PA
USD
54226.82000000
0.238908947278
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AE3
10000.00000000
PA
USD
9902.16000000
0.043626283477
Long
DBT
CORP
US
N
2
2034-06-15
Fixed
5.62500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
54000.00000000
PA
USD
54946.04000000
0.242077639321
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BG2
200000.00000000
PA
USD
208085.64000000
0.916769989390
Long
DBT
CORP
CH
N
2
2034-09-22
Fixed
6.30100000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBB8
100000.00000000
PA
USD
92372.32000000
0.406967875469
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.05400000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAE3
200000.00000000
PA
USD
200500.82000000
0.883353289656
Long
DBT
CORP
US
N
2
2032-12-06
Fixed
5.37500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
66000.00000000
PA
USD
70100.22000000
0.308842926141
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BM4
200000.00000000
PA
USD
197547.64000000
0.870342363975
Long
DBT
CORP
NL
N
2
2035-03-19
Fixed
5.55000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBK1
100000.00000000
PA
USD
94699.60000000
0.417221252208
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
50000.00000000
PA
USD
46143.02000000
0.203293874367
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AZ5
27000.00000000
PA
USD
26242.65000000
0.115618136658
Long
DBT
NUSS
PL
N
2
2054-03-18
Fixed
5.50000000
N
N
N
N
N
N
TOTALENERGIES CAPITAL SA
529900QI55ZLJVCMPA71
TotalEnergies Capital SA
89157XAB7
21000.00000000
PA
USD
20724.37000000
0.091306062566
Long
DBT
CORP
FR
N
2
2054-04-05
Fixed
5.48800000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
100000.00000000
PA
USD
101363.50000000
0.446580623341
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MAE8
200000.00000000
PA
USD
193597.18000000
0.852937687841
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
4.00000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FV0
100000.00000000
PA
USD
79151.62000000
0.348720987318
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
4.12500000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504KAA5
200000.00000000
PA
USD
218019.80000000
0.960537256357
Long
DBT
CORP
FR
N
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAP7
125000.00000000
PA
USD
122294.77000000
0.538798232282
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
3.80000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AM3
49000.00000000
PA
USD
48648.37000000
0.214331780168
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
5.00000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EK0
7000.00000000
PA
USD
6906.14000000
0.030426616149
Long
DBT
CORP
US
N
2
2054-02-22
Fixed
5.55000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZK3
60000.00000000
PA
USD
55974.29000000
0.246607835357
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.64000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543DG5
33000.00000000
PA
USD
34840.59000000
0.153498373672
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.30000000
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CK5
62000.00000000
PA
USD
50652.07000000
0.223159549484
Long
DBT
CORP
CA
N
2
2052-03-15
Fixed
4.55000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AW8
30000.00000000
PA
USD
30911.44000000
0.136187583731
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.90000000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US Foods Inc
90290MAG6
24000.00000000
PA
USD
24568.03000000
0.108240206303
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
6.87500000
N
N
N
N
N
N
CALIFORNIA ST HLTH FACS FING A
5493007RI8BUDOGHZ546
California Health Facilities Financing Authority
13032UD96
10000.00000000
PA
USD
8948.10000000
0.039422948849
Long
DBT
MUN
US
N
2
2041-06-01
Fixed
4.35300000
N
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAS6
26000.00000000
PA
USD
25772.78000000
0.113548014400
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
6.37500000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAT7
79000.00000000
PA
USD
76727.56000000
0.338041223638
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
50000.00000000
PA
USD
41341.83000000
0.182141108105
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.66800000
N
N
N
N
N
N
ENI SPA
BUCRF72VH5RBN7X3VL35
Eni SpA
26874RAP3
200000.00000000
PA
USD
196570.99000000
0.866039503816
Long
DBT
CORP
IT
N
2
2054-05-15
Fixed
5.95000000
N
N
N
N
N
N
TOTALENERGIES CAP INTL
549300U37G2I8G4RUG09
TotalEnergies Capital International SA
89153VAV1
90000.00000000
PA
USD
60731.08000000
0.267564987027
Long
DBT
CORP
FR
N
2
2050-05-29
Fixed
3.12700000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
53079EBL7
54000.00000000
PA
USD
33664.69000000
0.148317671003
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
4.30000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDU2
150000.00000000
PA
USD
90559.40000000
0.398980632095
Long
DBT
CORP
US
N
2
2056-11-01
Fixed
2.93700000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCC0
8000.00000000
PA
USD
7295.76000000
0.032143178250
Long
DBT
CORP
US
N
2
2052-07-15
Fixed
5.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DB3
75000.00000000
PA
USD
65634.03000000
0.289166080786
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
1.65000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FY7
68000.00000000
PA
USD
54285.59000000
0.239167872268
Long
DBT
CORP
US
N
2
2040-05-13
Fixed
3.50000000
N
N
N
N
N
N
INDUSTRIAL BANK OF KOREA
988400RBIWE3YA18PK12
Industrial Bank of Korea
45604GAN9
200000.00000000
PA
USD
203826.23000000
0.898004161722
Long
DBT
USGA
KR
N
2
2028-10-04
Fixed
5.37500000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
5493000M6Z4XFIP6PF03
Rogers Communications Inc
775109CJ8
80000.00000000
PA
USD
67799.71000000
0.298707490903
Long
DBT
CORP
CA
N
2
2042-03-15
Fixed
4.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXA7
220000.00000000
PA
USD
194662.85000000
0.857632746446
Long
DBT
CORP
US
N
2
2039-04-23
Fixed
4.41100000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PET5
42000.00000000
PA
USD
44234.41000000
0.194885046303
Long
DBT
CORP
US
N
2
2063-02-15
Fixed
6.05000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CG3
37000.00000000
PA
USD
36959.98000000
0.162835842360
Long
DBT
CORP
US
N
2
2033-02-10
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLH0
65000.00000000
PA
USD
64356.30000000
0.283536742219
Long
DBT
CORP
US
N
2
2034-04-25
Fixed
5.28800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ME8
195000.00000000
PA
USD
184125.43000000
0.811207676357
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.98000000
N
N
N
N
N
N
LSEGA FINANCING PLC
2138009YFYTGEHZNNZ09
LSEGA Financing PLC
50220PAB9
200000.00000000
PA
USD
186632.82000000
0.822254569855
Long
DBT
CORP
GB
N
2
2026-04-06
Fixed
1.37500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
86000.00000000
PA
USD
87325.19000000
0.384731562975
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGP3
100000.00000000
PA
USD
75920.55000000
0.334485752203
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
3.87500000
N
N
N
N
N
N
LYB INT FINANCE III
984500A51LA0B8EB4053
LYB International Finance III LLC
50249AAM5
200000.00000000
PA
USD
197968.98000000
0.872198675960
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
31000.00000000
PA
USD
30551.51000000
0.134601827875
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
-1.00000000
NC
USD
-694.06000000
-0.00305784377
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-09-30
-105884.07000000
USD
-694.06000000
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAX6
26000.00000000
PA
USD
25521.76000000
0.112442087038
Long
DBT
CORP
US
N
2
2034-01-01
Fixed
5.50000000
N
N
N
N
N
N
PARK INTERMED HOLDINGS
N/A
Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer
70052LAD5
28000.00000000
PA
USD
28357.14000000
0.124934017248
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
7.00000000
N
N
N
N
N
N
REXFORD INDUSTRIAL REALT
549300028US163ELJN70
Rexford Industrial Realty LP
76169XAC8
126000.00000000
PA
USD
124676.25000000
0.549290399807
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.00000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBF7
80000.00000000
PA
USD
58562.41000000
0.258010403766
Long
DBT
CORP
US
N
2
2041-12-15
Fixed
3.37500000
N
N
N
N
N
N
COREBRIDGE GLOB FUNDING
54930057MDZ7KOVOTV71
Corebridge Global Funding
00138CAX6
115000.00000000
PA
USD
114513.25000000
0.504514924660
Long
DBT
CORP
US
N
2
2029-01-12
Fixed
5.20000000
N
N
N
N
N
N
IRON MOUNTAIN INFO MGMT
N/A
Iron Mountain Information Management Services Inc
46285MAA8
50000.00000000
PA
USD
45714.29000000
0.201405004008
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
5.00000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060BK1
400000.00000000
PA
USD
397577.98000000
1.751622843876
Long
DBT
CORP
JP
N
2
2034-07-05
Fixed
5.30000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LBJ4
56000.00000000
PA
USD
53628.69000000
0.236273745571
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
5.50000000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
40000.00000000
PA
USD
35362.50000000
0.155797770330
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAJ1
59000.00000000
PA
USD
51442.55000000
0.226642194135
Long
DBT
CORP
AT
N
2
2031-01-15
Fixed
3.75000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
74432QCF0
85000.00000000
PA
USD
61704.43000000
0.271853308265
Long
DBT
CORP
US
N
2
2051-03-13
Fixed
3.70000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882926AA6
31000.00000000
PA
USD
28832.51000000
0.127028371043
Long
DBT
CORP
US
N
2
2063-05-18
Fixed
5.05000000
N
N
N
N
N
N
IBM INTERNAT CAPITAL
2549007KTXQQBYZO7485
IBM International Capital Pte Ltd
449276AF1
200000.00000000
PA
USD
189731.72000000
0.835907499102
Long
DBT
CORP
SG
N
2
2044-02-05
Fixed
5.25000000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
Hillenbrand Inc
431571AF5
38000.00000000
PA
USD
38229.63000000
0.168429582596
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCP9
125000.00000000
PA
USD
123613.34000000
0.544607501028
Long
DBT
CORP
US
N
2
2053-08-01
Fixed
5.45000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89116CKP1
200000.00000000
PA
USD
200000.00000000
0.881146809929
Long
DBT
CORP
CA
N
2
2084-07-31
Fixed
7.25000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
10000.00000000
PA
USD
10081.07000000
0.044414513355
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAZ8
150000.00000000
PA
USD
117414.99000000
0.517299219382
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
Commonwealth Edison Co
202795KA7
175000.00000000
PA
USD
174130.14000000
0.767171086868
Long
DBT
CORP
US
N
2
2054-06-01
Fixed
5.65000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BJ1
38000.00000000
PA
USD
37913.32000000
0.167036004859
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.00000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
86000.00000000
PA
USD
83008.51000000
0.365713418917
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEE8
50000.00000000
PA
USD
36926.65000000
0.162688999244
Long
DBT
CORP
US
N
2
2041-05-15
Fixed
3.05000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCG8
79000.00000000
PA
USD
61749.67000000
0.272052623673
Long
DBT
CORP
US
N
2
2032-07-29
Fixed
2.35900000
N
N
N
N
N
N
IBM INTERNAT CAPITAL
2549007KTXQQBYZO7485
IBM International Capital Pte Ltd
449276AD6
200000.00000000
PA
USD
196031.90000000
0.863664416647
Long
DBT
CORP
SG
N
2
2031-02-05
Fixed
4.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CC6
50000.00000000
PA
USD
32651.06000000
0.143851886799
Long
DBT
CORP
US
N
2
2061-12-01
Fixed
4.40000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAD2
162080.00000000
PA
USD
139155.63000000
0.613082697291
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.16000000
N
N
N
N
N
N
SMURFIT KAPPA TREASURY
635400B3DOXSWFOWJT40
Smurfit Kappa Treasury ULC
83272GAC5
200000.00000000
PA
USD
198367.93000000
0.873956343559
Long
DBT
CORP
IE
N
2
2034-04-03
Fixed
5.43800000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCN3
49000.00000000
PA
USD
48033.38000000
0.211622297785
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
4.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
200000.00000000
PA
USD
181661.76000000
0.800353401551
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
REGENCY CENTERS LP
5493008PTR2GAOYBXW28
Regency Centers LP
75884RBB8
36000.00000000
PA
USD
35077.76000000
0.154543281617
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BU5
28000.00000000
PA
USD
28252.73000000
0.124474014556
Long
DBT
CORP
LR
N
2
2032-03-15
Fixed
6.25000000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EW9
120000.00000000
PA
USD
106492.87000000
0.469179263403
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.62500000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111EH2
135000.00000000
PA
USD
134100.80000000
0.590812460645
Long
DBT
CORP
US
N
2
2035-03-01
Fixed
5.30000000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAX6
200000.00000000
PA
USD
190135.76000000
0.837687591887
Long
DBT
CORP
NL
N
2
2032-06-15
Fixed
5.00000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
100000.00000000
PA
USD
86907.51000000
0.382891375977
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
50000.00000000
PA
USD
33737.60000000
0.148638893073
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAS1
19000.00000000
PA
USD
18925.61000000
0.083381204387
Long
DBT
CORP
US
N
2
2035-01-24
Fixed
5.71100000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
90000.00000000
PA
USD
77112.03000000
0.339735096208
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAX2
24000.00000000
PA
USD
21810.80000000
0.096092584210
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAX5
84000.00000000
PA
USD
83303.60000000
0.367013506978
Long
DBT
CORP
US
N
2
2034-07-01
Fixed
5.62500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
10.00000000
NC
USD
5608.80000000
0.024710881137
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-09-30
2036578.70000000
USD
5608.80000000
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BE4
95000.00000000
PA
USD
87989.64000000
0.387658952964
Long
DBT
CORP
US
N
2
2033-06-06
Fixed
4.62600000
N
N
N
N
N
N
AMERICAN HOMES 4 RENT
549300N4PXZ37U8QKI55
American Homes 4 Rent LP
02666TAF4
34000.00000000
PA
USD
26398.49000000
0.116304726252
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.30000000
N
N
N
N
N
N
SCHLUMBERGER HLDGS CORP
529900IKZG65COT1D505
Schlumberger Holdings Corp
806851AH4
200000.00000000
PA
USD
193211.15000000
0.851236942326
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.30000000
N
N
N
N
N
N
Dreyfus Institutional Preferred Government Money Market Fund
549300RBWL04JG8SIX57
Dreyfus Institutional Preferred Government Money Market Fund
000000000
502735.20000000
NS
USD
502735.20000000
2.214917588596
Long
STIV
RF
US
N
1
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EM5
47000.00000000
PA
USD
45543.27000000
0.200651535371
Long
DBT
CORP
US
N
2
2053-04-15
Fixed
5.62500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABN4
75000.00000000
PA
USD
50676.35000000
0.223266520706
Long
DBT
CORP
US
N
2
2051-02-15
Fixed
3.30000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2496.99000000
0.011001073864
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-134000.00000000
EUR
146368.20000000
USD
2024-08-20
2496.99000000
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332BC5
98000.00000000
PA
USD
95869.89000000
0.422377238709
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.50000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDJ0
250000.00000000
PA
USD
236449.35000000
1.041732952312
Long
DBT
CORP
NL
N
2
2026-09-24
Fixed
1.00400000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
233851EC4
150000.00000000
PA
USD
141023.08000000
0.621310185342
Long
DBT
CORP
US
N
2
2026-03-02
Fixed
1.45000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAS4
60000.00000000
PA
USD
56630.77000000
0.249500111646
Long
DBT
CORP
CA
N
2
2077-07-15
Fixed
5.50000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
14000.00000000
PA
USD
14104.56000000
0.062140940247
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.04700000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAY0
100000.00000000
PA
USD
93348.86000000
0.411270250997
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.75000000
N
N
N
N
N
N
NEW ENGLAND POWER CO
549300DTVRGN9GYD5U85
New England Power Co
644188BH6
71000.00000000
PA
USD
71675.02000000
0.315781076123
Long
DBT
CORP
US
N
2
2052-11-25
Fixed
5.93600000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAL5
200000.00000000
PA
USD
199677.90000000
0.879727722992
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
000000000
100000.00000000
PA
78674.98000000
0.346621038241
Long
DBT
CORP
US
N
2
2039-10-01
Fixed
1.50000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CL1
55000.00000000
PA
USD
44432.02000000
0.195755663408
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
4.62500000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
36186CBY8
42000.00000000
PA
USD
46376.68000000
0.204323318185
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
8.00000000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PEL2
29000.00000000
PA
USD
25827.30000000
0.113788215020
Long
DBT
CORP
US
N
2
2062-05-15
Fixed
4.95000000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INC
549300DAKDS8SCO1OT57
Williams Scotsman Inc
96949VAM5
34000.00000000
PA
USD
34298.79000000
0.151111346964
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
6.62500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
74000.00000000
PA
USD
58113.15000000
0.256031083687
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
ENEL FINANCE AMERICA LLC
549300EGNLVUJX1DEC60
Enel Finance America LLC
29280HAA0
200000.00000000
PA
USD
210127.77000000
0.925767071065
Long
DBT
CORP
US
N
2
2027-10-14
Fixed
7.10000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
125000.00000000
PA
USD
122488.27000000
0.539650741821
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324PES7
25000.00000000
PA
USD
25981.45000000
0.114467358924
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
5.87500000
N
N
N
N
N
N
DREY INST PREF GOV MM-M
N/A
DREY INST PREF GOV MM-M
000000000
29689.04000000
NS
USD
29689.04000000
0.130802014429
Long
STIV
RF
US
N
1
N
N
XL GROUP LTD
213800AJ4DD69YLNL348
XL Group Ltd
98420EAB1
75000.00000000
PA
USD
69434.87000000
0.305911570991
Long
DBT
CORP
BM
N
2
2043-12-15
Fixed
5.25000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAU2
120000.00000000
PA
USD
87590.15000000
0.385898906268
Long
DBT
CORP
N/A
N
2
2041-05-11
Fixed
3.25000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AX4
32000.00000000
PA
USD
33279.50000000
0.146620626305
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
6.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-19.00000000
NC
USD
-14544.05000000
-0.06407721630
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-09-19
-2142549.70000000
USD
-14544.05000000
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
ERAC USA Finance LLC
26884TAW2
77000.00000000
PA
USD
74972.48000000
0.330308807922
Long
DBT
CORP
US
N
2
2033-05-01
Fixed
4.90000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBH3
26000.00000000
PA
USD
17633.58000000
0.077688863823
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.45000000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BT5
52000.00000000
PA
USD
51964.34000000
0.228941062105
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.85200000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGF0
165000.00000000
PA
USD
159072.44000000
0.700830865268
Long
DBT
CORP
US
N
2
2028-01-20
Fixed
3.82400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFM2
80000.00000000
PA
USD
79159.94000000
0.348757643026
Long
DBT
CORP
US
N
2
2039-02-07
Fixed
5.94200000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DK3
22000.00000000
PA
USD
19387.80000000
0.085417490607
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
4.87500000
N
N
N
N
N
N
SEALED AIR CORP
Q0M0CZB4YN6JZ65WXI09
Sealed Air Corp
812127AC2
33000.00000000
PA
USD
32842.38000000
0.144694791837
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PL9
55000.00000000
PA
USD
54589.79000000
0.240508096566
Long
DBT
CORP
US
N
2
2035-06-11
Fixed
5.44900000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
54000.00000000
PA
USD
48581.79000000
0.214038446395
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAJ6
250000.00000000
PA
USD
256863.81000000
1.131673633839
Long
DBT
CORP
FR
N
2
2029-10-03
Fixed
6.31600000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAK7
27000.00000000
PA
USD
27310.09000000
0.120320993411
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.95000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AA1
150000.00000000
PA
USD
129395.10000000
0.570080397927
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
STELLANTIS FIN US INC
549300QZ0AI8Q7LNON33
Stellantis Finance US Inc
85855CAB6
200000.00000000
PA
USD
165402.96000000
0.728721452784
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.69100000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AF7
17000.00000000
PA
USD
16490.05000000
0.072650774765
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
5.75000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AY4
18000.00000000
PA
USD
18959.89000000
0.083532232950
Long
DBT
CORP
US
N
2
2043-11-15
Fixed
6.50000000
N
N
N
N
N
N
TRANE TECH FIN LTD
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
892938AB7
14000.00000000
PA
USD
13958.02000000
0.061495323979
Long
DBT
CORP
IE
N
2
2034-06-13
Fixed
5.10000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
139.02000000
0.000612485147
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-99000.00000000
EUR
106510.83000000
USD
2024-09-04
139.02000000
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
983793AK6
5000.00000000
PA
USD
5129.28000000
0.022598243546
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
7.12500000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
167000.00000000
PA
USD
125707.13000000
0.553832182924
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
1.87500000
N
N
N
N
N
N
ELI LILLY & CO
FRDRIPF3EKNDJ2CQJL29
Eli Lilly & Co
532457CF3
45000.00000000
PA
USD
44245.34000000
0.194933200976
Long
DBT
CORP
US
N
2
2033-02-27
Fixed
4.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEB8
150000.00000000
PA
USD
148879.58000000
0.655923834903
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
5.01200000
N
N
N
N
N
N
PROLOGIS EURO FINANCE
549300MI5D1784PRQH06
Prologis Euro Finance LLC
74341EAD4
100000.00000000
PA
61348.97000000
0.270287246039
Long
DBT
CORP
US
N
2
2049-09-10
Fixed
1.50000000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AM0
50000.00000000
PA
USD
44835.06000000
0.197531350460
Long
DBT
CORP
US
N
2
2035-03-15
Fixed
4.25000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
35000.00000000
PA
USD
28510.82000000
0.125611090457
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
PHILLIPS EDISON GROCERY
549300WUPIVS6ZE0ZI51
Phillips Edison Grocery Center Operating Partnership I LP
71845JAB4
12000.00000000
PA
USD
11857.97000000
0.052243062188
Long
DBT
CORP
US
N
2
2034-07-15
Fixed
5.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGL2
60000.00000000
PA
USD
42065.75000000
0.185330507098
Long
DBT
CORP
US
N
2
2041-09-03
Fixed
2.85000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
150000.00000000
PA
USD
140269.58000000
0.617990464735
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
NEWMONT / NEWCREST FIN
N/A
Newmont Corp / Newcrest Finance Pty Ltd
65163LAP4
32000.00000000
PA
USD
31963.44000000
0.140822415951
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.35000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCM6
44000.00000000
PA
USD
41773.89000000
0.184044649559
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.12500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BG5
50000.00000000
PA
USD
37782.10000000
0.166457884437
Long
DBT
CORP
US
N
2
2049-08-10
Fixed
3.85000000
N
N
N
N
N
AGCO CORP
LYOM0B2GCF1JWXK5ZG04
AGCO Corp
001084AS1
78000.00000000
PA
USD
77738.37000000
0.342494583673
Long
DBT
CORP
US
N
2
2034-03-21
Fixed
5.80000000
N
N
N
N
N
N
TRANE TECH FIN LTD
549300A5OEF3CJI2CO89
Trane Technologies Financing Ltd
892938AA9
100000.00000000
PA
USD
100783.47000000
0.444025165420
Long
DBT
CORP
IE
N
2
2033-03-03
Fixed
5.25000000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAC7
130000.00000000
PA
USD
127314.17000000
0.560912373771
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.20000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJR2
46000.00000000
PA
USD
46194.49000000
0.203520637499
Long
DBT
CORP
US
N
2
2035-01-23
Fixed
5.67800000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
61000.00000000
PA
USD
63684.65000000
0.280577630944
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAK4
110000.00000000
PA
USD
88765.45000000
0.391076965497
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.65000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DB3
110000.00000000
PA
USD
109917.83000000
0.484268726294
Long
DBT
CORP
US
N
2
2032-08-19
Fixed
6.10000000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAQ7
35000.00000000
PA
USD
35750.19000000
0.157505829364
Long
DBT
CORP
CA
N
2
2031-01-15
Fixed
6.75000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
60000.00000000
PA
USD
54857.11000000
0.241685837392
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EG9
70000.00000000
PA
USD
70287.51000000
0.309668076072
Long
DBT
CORP
US
N
2
2031-02-22
Fixed
5.10000000
N
N
N
N
N
N
7-ELEVEN INC
549300K23JPL0SS3LB18
7-Eleven Inc
817826AF7
100000.00000000
PA
USD
65376.18000000
0.288030062261
Long
DBT
CORP
US
N
2
2041-02-10
Fixed
2.50000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
120000.00000000
PA
USD
112674.73000000
0.496414894495
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
100000.00000000
PA
USD
76447.79000000
0.336808631423
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
NY STATE ELECTRIC & GAS
549300GEC6J0YHUXA160
New York State Electric & Gas Corp
649840CV5
95000.00000000
PA
USD
96595.46000000
0.425573907163
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.85000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CT9
134000.00000000
PA
USD
130588.79000000
0.575339478605
Long
DBT
CORP
US
N
2
2033-03-29
Fixed
4.95000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558CA9
23000.00000000
PA
USD
22981.13000000
0.101248746940
Long
DBT
CORP
US
N
2
2053-10-15
Fixed
5.55000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818GC6
58000.00000000
PA
USD
54261.96000000
0.239063764772
Long
DBT
CORP
US
N
2
2052-09-09
Fixed
4.95000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
134000.00000000
PA
USD
111114.08000000
0.489539085651
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKV0
80000.00000000
PA
USD
81215.26000000
0.357812836333
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.65000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBG4
65000.00000000
PA
USD
42335.57000000
0.186519262260
Long
DBT
CORP
US
N
2
2050-02-24
Fixed
3.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
50000.00000000
PA
USD
50412.18000000
0.222102657943
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BL8
115000.00000000
PA
USD
113634.70000000
0.500644267011
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
4.75800000
N
N
N
N
N
N
CONSTELLATION EN GEN LLC
S2PEWKCZFFECR4533P43
Constellation Energy Generation LLC
210385AE0
70000.00000000
PA
USD
74371.61000000
0.327661534504
Long
DBT
CORP
US
N
2
2053-10-01
Fixed
6.50000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EB0
22000.00000000
PA
USD
23645.39000000
0.104175299840
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.25000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBZ7
100000.00000000
PA
USD
76578.12000000
0.337382830742
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BV1
80000.00000000
PA
USD
78414.08000000
0.345471582227
Long
DBT
CORP
US
N
2
2044-06-24
Fixed
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
170000.00000000
PA
USD
145832.86000000
0.642500796859
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88200000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607LNG4
100000.00000000
PA
USD
99312.18000000
0.437543052970
Long
DBT
CORP
CA
N
2
2028-04-28
Fixed
5.00100000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YDT3
15000.00000000
PA
USD
14965.97000000
0.065936083615
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
4.95000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAL7
300000.00000000
PA
USD
302784.74000000
1.333989038731
Long
DBT
CORP
NO
N
2
2028-06-13
Fixed
5.60000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CBC7
10000.00000000
PA
USD
10441.64000000
0.046003088882
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.90000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
100000.00000000
PA
USD
92255.19000000
0.406451831839
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
BUILDERS FIRSTSOURCE INC
549300W0SKP6L3H7DP63
Builders FirstSource Inc
12008RAR8
18000.00000000
PA
USD
18045.11000000
0.079501955556
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
6.37500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
63000.00000000
PA
USD
63533.04000000
0.279909677605
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
250000.00000000
PA
USD
200955.49000000
0.885356444756
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DS6
33000.00000000
PA
USD
32543.76000000
0.143379151535
Long
DBT
CORP
US
N
2
2043-03-02
Fixed
5.60000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
6000.00000000
PA
USD
4718.97000000
0.020790526808
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
MACY'S RETAIL HLDGS LLC
N/A
Macy's Retail Holdings LLC
55617LAQ5
31000.00000000
PA
USD
29757.77000000
0.131104820530
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
5.87500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
2452.34000000
0.010804357839
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-142000.00000000
EUR
154803.71000000
USD
2024-08-06
2452.34000000
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAP6
108000.00000000
PA
USD
106312.31000000
0.468383764063
Long
DBT
CORP
CA
N
2
2030-02-01
Fixed
4.85000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
15000.00000000
PA
USD
13280.15000000
0.058508809039
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
150000.00000000
PA
USD
132569.02000000
0.584063845342
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72200000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BT8
85000.00000000
PA
USD
82821.35000000
0.364888841732
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
5.45000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BS1
134000.00000000
PA
USD
111005.65000000
0.489061371908
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
2.70300000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CURRENCY CONTRACT - USD
000000000
1.00000000
NC
USD
-86.87000000
-0.00038272611
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-20000.00000000
EUR
21348.80000000
USD
2024-07-16
-86.87000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABW4
150000.00000000
PA
USD
134937.18000000
0.594497328489
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.50000000
N
N
N
N
N
N
ADVANCED MICRO DEVICES
R2I72C950HOYXII45366
Advanced Micro Devices Inc
007903BG1
46000.00000000
PA
USD
38939.45000000
0.171556860739
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.39300000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BJ7
78000.00000000
PA
USD
76182.74000000
0.335640891613
Long
DBT
CORP
US
N
2
2034-02-15
Fixed
5.00000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBR6
130000.00000000
PA
USD
121164.62000000
0.533819091946
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.15000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCL8
80000.00000000
PA
USD
77178.66000000
0.340028650268
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
4.65000000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AL7
200000.00000000
PA
USD
187677.90000000
0.826858914396
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
4.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BL1
115000.00000000
PA
USD
114330.90000000
0.503711539056
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
5.45000000
N
N
N
N
N
N
KITE REALTY GROUP TRUST
N/A
Kite Realty Group Trust
76131VAA1
50000.00000000
PA
USD
49259.53000000
0.217024388590
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.00000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBE5
84000.00000000
PA
USD
72509.06000000
0.319455634549
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CT4
40000.00000000
PA
USD
39982.44000000
0.176151997296
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
5.45000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
80000.00000000
PA
USD
77943.73000000
0.343399345217
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BP6
150000.00000000
PA
USD
106443.90000000
0.468963514607
Long
DBT
CORP
US
N
2
2056-09-15
Fixed
3.50000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
1.00000000
NC
USD
960.03000000
0.004229636859
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-09-19
109024.35000000
USD
960.03000000
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AP4
61000.00000000
PA
USD
61584.48000000
0.271324840465
Long
DBT
CORP
US
N
2
2027-12-13
Fixed
5.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBX9
200000.00000000
PA
USD
198137.87000000
0.872942760383
Long
DBT
CORP
FR
N
2
2035-01-19
Fixed
6.06600000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJP6
102000.00000000
PA
USD
105048.45000000
0.462815533027
Long
DBT
CORP
US
N
2
2027-10-26
Fixed
6.78700000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BD8
65000.00000000
PA
USD
55023.75000000
0.242420008914
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGW8
34000.00000000
PA
USD
33307.28000000
0.146743017597
Long
DBT
CORP
US
N
2
2054-02-23
Fixed
5.50000000
N
N
N
N
N
N
PENSKE TRUCK LEASING/PTL
N/A
Penske Truck Leasing Co Lp / PTL Finance Corp
709599BT0
150000.00000000
PA
USD
151109.45000000
0.665748049088
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.55000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CD4
100000.00000000
PA
USD
61112.56000000
0.269245686453
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
2.67500000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AZ1
17000.00000000
PA
USD
18285.85000000
0.080562591971
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610BE4
80000.00000000
PA
USD
74271.87000000
0.327222106590
Long
DBT
CORP
US
N
2
2037-05-21
Fixed
5.64100000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAM8
55000.00000000
PA
USD
50480.57000000
0.222403966094
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
5.20000000
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
Crown Castle Inc
22822VAK7
100000.00000000
PA
USD
94783.99000000
0.417593052104
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.80000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
11.00000000
NC
USD
17292.26000000
0.076185098677
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-09-19
1284145.24000000
USD
17292.26000000
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CF5
100000.00000000
PA
USD
85527.72000000
0.376812388192
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.66300000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523CW8
26000.00000000
PA
USD
24980.09000000
0.110055633076
Long
DBT
CORP
US
N
2
2054-02-15
Fixed
5.60000000
N
N
N
N
N
N
XPO INC
54930096DB9LCLPN7H13
XPO Inc
98379KAA0
30000.00000000
PA
USD
30146.26000000
0.132816404151
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
6.25000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
50000.00000000
PA
USD
48495.49000000
0.213658231547
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863EB0
200000.00000000
PA
USD
197916.89000000
0.871969181273
Long
DBT
NUSS
CL
N
2
2029-01-22
Fixed
4.85000000
N
N
N
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AW6
200000.00000000
PA
USD
198568.86000000
0.874841587701
Long
DBT
CORP
JP
N
2
2028-11-26
Fixed
5.00000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
33000.00000000
PA
USD
33252.15000000
0.146500129479
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-3.00000000
NC
-6172.83000000
-0.02719584731
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2024-09-06
-416702.67000000
USD
-6172.83000000
N
N
N
ASTRAZENECA FINANCE LLC
549300C3HATU4Q460S18
Astrazeneca Finance LLC
04636NAB9
150000.00000000
PA
USD
126708.39000000
0.558243468199
Long
DBT
CORP
US
N
2
2031-05-28
Fixed
2.25000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AC4
200000.00000000
PA
USD
206350.20000000
0.909124102291
Long
DBT
CORP
DE
N
2
2053-09-06
Fixed
6.35000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAQ5
135000.00000000
PA
USD
118613.24000000
0.522578390207
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
2.10000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DW6
200000.00000000
PA
USD
209355.73000000
0.922365668150
Long
DBT
CORP
GB
N
2
2044-03-09
Fixed
6.33200000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAS8
34000.00000000
PA
USD
34246.33000000
0.150880222156
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.75000000
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
Nutrien Ltd
67077MBA5
12000.00000000
PA
USD
11864.05000000
0.052269849051
Long
DBT
CORP
CA
N
2
2028-03-27
Fixed
4.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GLG2
113000.00000000
PA
USD
112848.77000000
0.497181668449
Long
DBT
CORP
US
N
2
2029-04-25
Fixed
5.20200000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CH1
30000.00000000
PA
USD
29732.85000000
0.130995029638
Long
DBT
CORP
US
N
2
2043-02-10
Fixed
5.62500000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
56000.00000000
PA
USD
51462.45000000
0.226729868243
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.57600000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBF9
50000.00000000
PA
USD
39053.20000000
0.172058012987
Long
DBT
CORP
US
N
2
2062-03-15
Fixed
5.39100000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMM1
200000.00000000
PA
USD
159093.54000000
0.700923826257
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BX2
125000.00000000
PA
USD
125724.32000000
0.553907917492
Long
DBT
CORP
US
N
2
2030-05-14
Fixed
5.49200000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PEH5
112000.00000000
PA
USD
114955.75000000
0.506464461977
Long
DBT
CORP
US
N
2
2035-04-22
Fixed
5.76600000
N
N
N
N
N
N
PARKLAND CORP
549300UY5C6HUV0XLS53
Parkland Corp
70137WAG3
50000.00000000
PA
USD
45807.03000000
0.201813591784
Long
DBT
CORP
CA
N
2
2029-10-01
Fixed
4.50000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AN3
150000.00000000
PA
USD
148880.45000000
0.655927667891
Long
DBT
CORP
US
N
2
2053-07-20
Fixed
6.11900000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89115A2V3
20000.00000000
PA
USD
19999.10000000
0.088110715832
Long
DBT
CORP
CA
N
2
2026-12-11
Fixed
5.26400000
N
N
N
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375DB5
23000.00000000
PA
USD
19794.86000000
0.087210888710
Long
DBT
CORP
CA
N
2
2052-08-05
Fixed
4.40000000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAM2
27000.00000000
PA
USD
20476.17000000
0.090212559375
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
4.10000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
Bimbo Bakeries USA Inc
09031WAE3
200000.00000000
PA
USD
195039.64000000
0.859292782979
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.37500000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB Home
48666KAZ2
28000.00000000
PA
USD
24768.50000000
0.109123423808
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
4.00000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GGU7
150000.00000000
PA
USD
119627.88000000
0.527048624203
Long
DBT
CORP
US
N
2
2031-01-07
Fixed
1.55000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBJ3
50000.00000000
PA
USD
38167.82000000
0.168157264174
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.00000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAE0
94000.00000000
PA
USD
91724.52000000
0.404113840951
Long
DBT
CORP
IE
N
2
2032-12-01
Fixed
4.90000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EE3
100000.00000000
PA
USD
68685.85000000
0.302611588074
Long
DBT
CORP
US
N
2
2041-09-15
Fixed
2.80000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140CJ7
53000.00000000
PA
USD
52133.82000000
0.229687745912
Long
DBT
CORP
US
N
2
2053-02-10
Fixed
5.70000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
38000.00000000
PA
USD
37800.00000000
0.166536747076
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAX0
28000.00000000
PA
USD
28177.63000000
0.124143143929
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.35000000
N
N
N
N
N
N
KITE REALTY GROUP LP
549300X6R2GYI8Y3OD81
Kite Realty Group LP
49803XAE3
10000.00000000
PA
USD
9783.79000000
0.043104776737
Long
DBT
CORP
US
N
2
2034-03-01
Fixed
5.50000000
N
N
N
N
N
N
2024-08-20
BNY Mellon ETF Trust
James Windels
James Windels
Treasurer