0001752724-20-059206.txt : 20200325
0001752724-20-059206.hdr.sgml : 20200325
20200325142324
ACCESSION NUMBER: 0001752724-20-059206
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200131
FILED AS OF DATE: 20200325
PERIOD START: 20200731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Legg Mason ETF Investment Trust
CENTRAL INDEX KEY: 0001645194
IRS NUMBER: 000000000
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23096
FILM NUMBER: 20741640
BUSINESS ADDRESS:
STREET 1: 620 EIGHTH AVE
STREET 2: 49TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
BUSINESS PHONE: 877-721-1926
MAIL ADDRESS:
STREET 1: 620 EIGHTH AVE
STREET 2: 49TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10018
FORMER COMPANY:
FORMER CONFORMED NAME: Legg Mason ETF InvestmentTrust
DATE OF NAME CHANGE: 20170221
FORMER COMPANY:
FORMER CONFORMED NAME: Legg Mason ETF Equity Trust
DATE OF NAME CHANGE: 20150615
0001645194
S000064209
WESTERN ASSET SHORT DURATION INCOME ETF
C000207671
WESTERN ASSET SHORT DURATION INCOME ETF
WINC
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001645194
XXXXXXXX
S000064209
C000207671
Legg Mason ETF Investment Trust
811-23096
0001645194
549300D7ZZ1A7JJ9G964
620 Eighth Avenue
49thFloor
New York
10018
1-877-721-1926
Western Asset Short Duration Income ETF
S000064209
5493003DQQTPY0OF6U21
2020-07-31
2020-01-31
N
26691785.52
700089.64
25991695.88
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
319406.20000000
0.00000000
0.00000000
55014.00000000
USD
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAS0
200000.00000000
PA
USD
210717.28000000
0.810710008969
Long
DBT
CORP
DK
N
2
2022-01-12
Fixed
5.00000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAE1
50000.00000000
PA
USD
51489.00000000
0.198097885715
Long
DBT
CORP
IE
N
2
2022-05-01
Fixed
3.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AV1
200000.00000000
PA
USD
203562.24000000
0.783181832150
Long
DBT
CORP
GB
N
2
2021-03-08
Fixed
3.40000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
20000.00000000
PA
USD
20273.24000000
0.077998912012
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AV9
50000.00000000
PA
USD
51494.22000000
0.198117969053
Long
DBT
CORP
US
N
2
2022-06-15
Fixed
3.30000000
N
N
N
N
N
N
BX Trust
N/A
BX Trust 2017-APPL
12433PAL0
340000.01000000
PA
USD
340420.52000000
1.309728005327
Long
ABS-MBS
CORP
US
N
2
2034-07-15
Floating
3.72625000
N
N
N
N
N
N
AMER AIRLN 14-1 B PTT
N/A
American Airlines 2014-1 Class B Pass Through Trust
02376XAA7
27326.21000000
PA
USD
28281.25000000
0.108808790817
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
4.37500000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAX2
151000.00000000
PA
USD
162249.50000000
0.624235912689
Long
DBT
CORP
LU
N
2
2022-02-25
Variable
6.25000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAM9
50000.00000000
PA
USD
50326.92000000
0.193626919275
Long
DBT
CORP
US
N
2
2023-01-27
Fixed
1.85000000
N
N
N
N
N
N
SUZANO AUSTRIA GMBH
254900287ZNSGVP1R341
Suzano Austria GmbH
86964WAH5
200000.00000000
PA
USD
211160.00000000
0.812413322219
Long
DBT
CORP
BR
N
2
2030-01-15
Fixed
5.00000000
N
N
N
N
N
N
YAMANA GOLD INC
549300WHE4O6UJ2KU013
Yamana Gold Inc
98462YAD2
60000.00000000
PA
USD
64098.66000000
0.246612072932
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
MELCO RESORTS FINANCE
N/A
Melco Resorts Finance Ltd
58547DAD1
200000.00000000
PA
USD
199620.26000000
0.768015526657
Long
DBT
CORP
HK
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
ALCON FINANCE CORP
549300CUZUI9VU7XNK42
Alcon Finance Corp
01400EAA1
200000.00000000
PA
USD
207183.86000000
0.797115590135
Long
DBT
CORP
US
N
2
2026-09-23
Fixed
2.75000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAT8
500000.00000000
PA
USD
556219.01000000
2.139987373536
Long
DBT
CORP
DK
N
2
2024-01-12
Fixed
5.37500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
200000.00000000
PA
USD
197000.00000000
0.757934383772
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAS0
50000.00000000
PA
USD
53745.00000000
0.206777580994
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
Shackleton CLO LTD
549300S9WB2KLCOJR134
Shackleton 2013-III CLO Ltd
81881QAU0
250000.00000000
PA
USD
249747.00000000
0.960872276872
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
3.38125000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAG0
200000.00000000
PA
USD
210682.40000000
0.810575812262
Long
DBT
CORP
ES
N
2
2023-04-12
Fixed
3.84800000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAR6
250000.00000000
PA
USD
275875.00000000
1.061396690980
Long
DBT
CORP
KZ
N
2
2025-04-24
Fixed
4.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
50000.00000000
PA
USD
51209.08000000
0.197020926362
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AA2
4000.00000000
PA
USD
4126.96000000
0.015877994337
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
5.37500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BD4
330000.00000000
PA
USD
336265.70000000
1.293742822909
Long
DBT
CORP
US
N
2
2022-10-09
Fixed
2.70000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBD0
250000.00000000
PA
USD
265370.72000000
1.020982706265
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
4.05000000
N
N
N
N
N
N
GLOBAL AIR LEASE CO LTD
N/A
Global Aircraft Leasing Co Ltd
37960JAA6
100000.00000000
PA
USD
102305.00000000
0.393606482902
Long
DBT
CORP
KY
N
2
2024-09-15
Fixed
6.50000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAE9
250000.00000000
PA
USD
259033.26000000
0.996600072561
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
4.37500000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAE5
10000.00000000
PA
USD
10128.00000000
0.038966291567
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.12500000
N
N
N
N
N
N
CORECIVIC INC
529900JFA3K6PTLT8B15
CoreCivic Inc
22025YAQ3
260000.00000000
PA
USD
266500.00000000
1.025327478554
Long
DBT
CORP
US
N
2
2022-10-15
Fixed
5.00000000
N
N
N
N
N
N
SMITHFIELD FOODS INC
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248AY4
260000.00000000
PA
USD
262160.41000000
1.008631415242
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
3.35000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
370000.00000000
PA
USD
379803.76000000
1.461250399948
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAD5
740000.00000000
PA
USD
762567.68000000
2.933889668148
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
4.42000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AV8
93000.00000000
PA
USD
96810.80000000
0.372468193098
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
3.85000000
N
N
N
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BG4
16000.00000000
PA
USD
17419.90000000
0.067021021177
Long
DBT
CORP
US
N
2
2021-09-01
Fixed
7.87500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAZ0
200000.00000000
PA
USD
203950.84000000
0.784676925051
Long
DBT
CORP
IT
N
2
2022-07-14
Fixed
3.12500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281AAY5
130000.00000000
PA
USD
122876.00000000
0.472750991575
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
5.00000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAQ4
10000.00000000
PA
USD
10425.00000000
0.040108964217
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
CONTL AIRLINES 2012-B
N/A
Continental Airlines 2012-1 Class B Pass Through Trust
210795QA1
92467.17000000
PA
USD
93003.92000000
0.357821669003
Long
DBT
CORP
US
N
2
2020-04-11
Fixed
6.25000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US LONG BOND
000000000
-36.00000000
NC
USD
-152293.51000000
-0.58593140941
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-03-20
-5734831.49000000
USD
-152293.51000000
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057CC6
60000.00000000
PA
USD
60150.00000000
0.231420066923
Long
DBT
CORP
US
N
2
2020-11-29
Fixed
2.95000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding 2017-2 Ltd
40490BAC2
250000.00000000
PA
USD
249108.75000000
0.958416684890
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
3.53613000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AB0
581000.00000000
PA
USD
599100.14000000
2.304967489485
Long
DBT
CORP
US
N
2
2022-07-01
Fixed
4.00000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
60000.00000000
PA
USD
61109.99000000
0.235113515801
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
N/A
Republic of South Africa Government International Bond
836205AL8
120000.00000000
PA
USD
128400.00000000
0.494003933382
Long
DBT
NUSS
ZA
N
2
2022-05-30
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YP9
70000.00000000
PA
USD
70155.86000000
0.269916439173
Long
DBT
UST
US
N
2
2021-10-31
Fixed
1.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
06740L8C2
350000.00000000
PA
USD
394719.50000000
1.518636959367
Long
DBT
CORP
GB
N
2
2022-11-21
Fixed
7.62500000
N
N
N
N
N
N
DOLLAR TREE INC
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AF5
80000.00000000
PA
USD
84366.13000000
0.324588785547
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
3.70000000
N
N
N
N
N
N
CRED SUIS GP FUN LTD
549300PXR5FKNXF0OH19
Credit Suisse Group Funding Guernsey Ltd
225433AK7
250000.00000000
PA
USD
252658.13000000
0.972072507952
Long
DBT
CORP
GG
N
2
2020-12-10
Fixed
3.12500000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
260000.00000000
PA
USD
275811.28000000
1.061151535757
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37300000
N
N
N
N
N
N
BNYMELLONCASHRESERVEU
N/A
BNYMELLONCASHRESERVEU
000000000
55962.96000000
NS
USD
55962.96000000
0.215310921835
Long
STIV
CORP
US
N
2
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAC5
140000.00000000
PA
USD
137410.00000000
0.528668851137
Long
DBT
CORP
NL
N
2
2021-07-21
Fixed
2.20000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
200000.00000000
PA
USD
206990.01000000
0.796369775006
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
500000.00000000
PA
USD
532077.07000000
2.047104092232
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
40000.00000000
PA
USD
39612.40000000
0.152404060831
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
510000.00000000
PA
USD
520955.93000000
2.004316811050
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BT5
190000.00000000
PA
USD
194379.15000000
0.747850970930
Long
DBT
CORP
US
N
2
2022-06-06
Fixed
2.89400000
N
N
N
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BM2
200000.00000000
PA
USD
207768.52000000
0.799365000880
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75400000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
60000.00000000
PA
USD
61019.09000000
0.234763788718
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
TELECOM ITALIA SPA
549300W384M3RI3VXU42
Telecom Italia SpA/Milano
87927YAA0
260000.00000000
PA
USD
283400.00000000
1.090348245487
Long
DBT
CORP
IT
N
2
2024-05-30
Fixed
5.30300000
N
N
N
N
N
N
US AIRWAYS 2012-2B PTT
N/A
US Airways 2012-2 Class B Pass Through Trust
90345WAE4
6741.85000000
PA
USD
7084.61000000
0.027257205657
Long
DBT
CORP
US
N
2
2021-06-03
Fixed
6.75000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AE8
95000.00000000
PA
USD
89864.06000000
0.345741426088
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
6.87500000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAE5
230000.00000000
PA
USD
241212.50000000
0.928036789571
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
7.25000000
N
N
N
N
N
N
OASIS PETROLEUM INC
529900FA4V2YNIKZ0M71
Oasis Petroleum Inc
674215AG3
80000.00000000
PA
USD
76800.00000000
0.295478988191
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.87500000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AR6
250000.00000000
PA
USD
270841.71000000
1.042031698317
Long
DBT
CORP
US
N
2
2025-04-27
Fixed
3.83200000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AA8
30000.00000000
PA
USD
31010.77000000
0.119310298732
Long
DBT
CORP
US
N
2
2031-07-15
Fixed
2.90200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LC3
100000.00000000
PA
USD
101847.55000000
0.391846497705
Long
DBT
CORP
US
N
2
2021-12-08
Fixed
2.90000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XAT1
250000.00000000
PA
USD
257619.76000000
0.991161797173
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
130000.00000000
PA
USD
131457.25000000
0.505766344015
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
CSMC Trust 2017-CHOP
12651QAL3
270000.00000000
PA
USD
269994.57000000
1.038772426572
Long
ABS-MBS
CORP
US
N
2
2032-07-15
Floating
3.57625000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AP4
200000.00000000
PA
USD
204220.10000000
0.785712871306
Long
DBT
CORP
GB
N
2
2023-11-07
Fixed
2.90700000
N
N
N
N
N
N
Symphony CLO Ltd
549300JQYSBIW1AM8R32
Symphony CLO XVIII Ltd
87154GAC9
250000.00000000
PA
USD
249873.00000000
0.961357047087
Long
ABS-CBDO
CORP
KY
N
2
2028-01-23
Floating
3.60625000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AC3
120000.00000000
PA
USD
133860.00000000
0.515010642699
Long
DBT
CORP
CO
N
2
2023-09-18
Fixed
5.87500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
250000.00000000
PA
USD
262390.60000000
1.009517044256
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.87500000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212BAL7
20000.00000000
PA
USD
20124.40000000
0.077426267577
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.50000000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABC2
80000.00000000
PA
USD
70815.20000000
0.272453172455
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BL6
250000.00000000
PA
USD
272839.16000000
1.049716652809
Long
DBT
CORP
US
N
2
2024-02-06
Fixed
4.64000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AD9
50000.00000000
PA
USD
49976.93000000
0.192280373819
Long
DBT
CORP
US
N
2
2023-01-13
Floating
2.69788000
N
N
N
N
N
N
PARK AEROSPACE HOLDINGS
635400CPI3EOIFF6OC33
Park Aerospace Holdings Ltd
70014LAA8
125000.00000000
PA
USD
133715.00000000
0.514452772213
Long
DBT
CORP
IE
N
2
2022-08-15
Fixed
5.25000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAC7
60000.00000000
PA
USD
63718.70000000
0.245150221417
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
4.20000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
20000.00000000
PA
USD
19935.54000000
0.076699650888
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
4.05000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
240000.00000000
PA
USD
253373.46000000
0.974824656189
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BU3
500000.00000000
PA
USD
520244.05000000
2.001577936283
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.70000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US ULTRA BOND
000000000
-1.00000000
NC
USD
-5376.73000000
-0.02068633776
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2020-03-20
-188310.77000000
USD
-5376.73000000
N
N
N
TIME WARNER ENT
N/A
Time Warner Entertainment Co LP
88731EAF7
640000.00000000
PA
USD
757810.72000000
2.915587822736
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
8.37500000
N
N
N
N
N
N
AMERICA WEST AIR 2001-1
N/A
America West Airlines 2001-1 Pass Through Trust
023650AH7
59551.50000000
PA
USD
61068.50000000
0.234953887895
Long
DBT
CORP
US
N
2
2021-04-02
Fixed
7.10000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AQ3
200000.00000000
PA
USD
206547.99000000
0.794669154923
Long
DBT
CORP
GB
N
2
2022-04-10
Fixed
3.75000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DA2
250000.00000000
PA
USD
131255.00000000
0.504988210873
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
7.00000000
N
N
N
N
N
N
MAGELLAN HEALTH SRVCS
N/A
Magellan Health Inc
559079AK4
80000.00000000
PA
USD
83300.00000000
0.320486975473
Long
DBT
CORP
US
N
2
2024-09-22
Variable
4.90000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828TY6
30000.00000000
PA
USD
30255.47000000
0.116404370610
Long
DBT
UST
US
N
2
2022-11-15
Fixed
1.62500000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAH5
200000.00000000
PA
USD
201600.00000000
0.775632344002
Long
DBT
CORP
NL
N
2
2024-11-07
Fixed
2.50000000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LAZ7
460000.00000000
PA
USD
529570.07000000
2.037458703906
Long
DBT
CORP
LU
N
2
2025-06-01
Fixed
6.12500000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAV6
250000.00000000
PA
USD
285312.50000000
1.097706364822
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
9.25000000
N
N
N
N
N
N
CIMAREX ENERGY CO
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AC5
130000.00000000
PA
USD
138181.54000000
0.531637260754
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
200000.00000000
PA
USD
229772.12000000
0.884021269950
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.08800000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAT7
240000.00000000
PA
USD
251393.31000000
0.967206261417
Long
DBT
CORP
CA
N
2
2022-10-25
Variable
4.25000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AU4
100000.00000000
PA
USD
102471.97000000
0.394248880385
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.50000000
N
N
N
N
N
N
ESTEE LAUDER CO INC
549300VFZ8XJ9NUPU221
Estee Lauder Cos Inc/The
29736RAN0
30000.00000000
PA
USD
30392.40000000
0.116931192717
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
2.00000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XAW6
130000.00000000
PA
USD
133210.20000000
0.512510613447
Long
DBT
CORP
US
N
2
2022-04-10
Fixed
3.45000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BB9
100000.00000000
PA
USD
105666.60000000
0.406539844448
Long
DBT
CORP
US
N
2
2022-07-23
Fixed
4.46400000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAD1
180000.00000000
PA
USD
182418.21000000
0.701832657792
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
2.30000000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAB0
50000.00000000
PA
USD
51606.49000000
0.198549914704
Long
DBT
CORP
US
N
2
2025-03-30
Fixed
4.00000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HK9
140000.00000000
PA
USD
68880.00000000
0.265007717534
Long
DBT
NUSS
AR
N
2
2022-01-26
Fixed
5.62500000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00772BAR2
500000.00000000
PA
USD
517499.96000000
1.991020372003
Long
DBT
CORP
IE
N
2
2022-02-01
Fixed
3.95000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AV1
200000.00000000
PA
USD
201328.82000000
0.774589010772
Long
DBT
CORP
GB
N
2
2026-02-05
Variable
2.43800000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 2 YEAR NOTE
000000000
8.00000000
NC
USD
6486.16000000
0.024954739505
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-03-31
1724388.85000000
USD
6486.16000000
N
N
N
WHITING PETROLEUM CORP
52990028CHK9KUB1B293
Whiting Petroleum Corp
966387AH5
35000.00000000
PA
USD
32725.00000000
0.125905597507
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
5.75000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAD3
320000.00000000
PA
USD
341215.40000000
1.312786212855
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAQ3
70000.00000000
PA
USD
72957.14000000
0.280694035267
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.37500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZU0
260000.00000000
PA
USD
263824.57000000
1.015034075567
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
3.35000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CK6
40000.00000000
PA
USD
41806.67000000
0.160846257177
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
3.75000000
N
N
N
N
N
N
CONCHO RESOURCES INC
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605PAG6
130000.00000000
PA
USD
134397.13000000
0.517077187346
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.37500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAA0
250000.00000000
PA
USD
255676.49000000
0.983685293873
Long
DBT
CORP
FR
N
2
2022-05-22
Fixed
3.00000000
N
N
N
N
N
N
CONTL AIRLINES 2007-1
N/A
Continental Airlines 2007-1 Class B Pass Through Trust
21079RAA0
174199.24000000
PA
USD
183514.23000000
0.706049466134
Long
DBT
CORP
US
N
2
2022-04-19
Fixed
6.90300000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YS3
30000.00000000
PA
USD
30624.61000000
0.117824593444
Long
DBT
UST
US
N
2
2029-11-15
Fixed
1.75000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAM1
70000.00000000
PA
USD
71004.73000000
0.273182366890
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.65000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YM6
290000.00000000
PA
USD
292276.95000000
1.124501268979
Long
DBT
UST
US
N
2
2024-10-31
Fixed
1.50000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057CK8
60000.00000000
PA
USD
63450.00000000
0.244116429697
Long
DBT
CORP
US
N
2
2021-01-15
Fixed
8.37500000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GH0
100000.00000000
PA
USD
101165.52000000
0.389222467310
Long
DBT
CORP
US
N
2
2021-03-01
Fixed
2.90000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468L6
120000.00000000
PA
USD
121950.43000000
0.469189969608
Long
DBT
CORP
US
N
2
2031-01-22
Fixed
2.69900000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAN1
50000.00000000
PA
USD
51604.00000000
0.198540334721
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
4.75000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAM3
200000.00000000
PA
USD
210504.00000000
0.809889439195
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
CONTL AIRLINES 2005-ERJ1
N/A
Continental Airlines 2005-ERJ1 Pass Through Trust
210805DT1
33731.04000000
PA
USD
34642.81000000
0.133284146444
Long
DBT
CORP
US
N
2
2021-04-01
Fixed
9.79800000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBB9
10000.00000000
PA
USD
10347.69000000
0.039811523064
Long
DBT
CORP
LU
N
2
2024-07-16
Fixed
3.60000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAQ6
130000.00000000
PA
USD
132523.05000000
0.509866884453
Long
DBT
CORP
US
N
2
2022-07-25
Fixed
2.85000000
N
N
N
N
N
N
Upgrade Receivables Trust
549300UMBWHB16NVTN39
Upgrade Receivables Trust 2018-1
91532UAC3
550000.00000000
PA
USD
561879.29000000
2.161764636652
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
5.17000000
N
N
N
N
N
N
NCL CORPORATION LTD
UNZWILHE4KMRP9K2L524
NCL Corp Ltd
62886HAP6
40000.00000000
PA
USD
39700.00000000
0.152741091552
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
3.62500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RHS4
500000.00000000
PA
USD
538248.71000000
2.070848752944
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.60000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YY0
70000.00000000
PA
USD
71400.00000000
0.274703121834
Long
DBT
UST
US
N
2
2024-12-31
Fixed
1.75000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
80000.00000000
PA
USD
81955.13000000
0.315312745956
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBU2
210000.00000000
PA
USD
216902.42000000
0.834506609347
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DC1
60000.00000000
PA
USD
61039.21000000
0.234841198057
Long
DBT
CORP
US
N
2
2021-03-09
Fixed
3.35000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGS7
140000.00000000
PA
USD
150565.37000000
0.579282593545
Long
DBT
CORP
US
N
2
2022-01-24
Fixed
5.75000000
N
N
N
N
N
N
Regatta VI Funding Ltd.
2549001NU08X5ZRD6A39
Regatta VI Funding Ltd
75887NAN9
250000.00000000
PA
USD
250273.25000000
0.962896961996
Long
ABS-CBDO
CORP
KY
N
2
2028-07-20
Floating
3.26913000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AJ8
350000.00000000
PA
USD
376605.09000000
1.448943892459
Long
DBT
CORP
IT
N
2
2022-01-14
Fixed
6.57200000
N
N
N
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
Adobe Inc
00724PAC3
80000.00000000
PA
USD
81090.58000000
0.311986491279
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.15000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
30000.00000000
PA
USD
30263.40000000
0.116434880354
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
2.87500000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MAH3
150000.00000000
PA
USD
151849.62000000
0.584223594724
Long
DBT
CORP
JP
N
2
2021-10-19
Fixed
2.44200000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
60000.00000000
PA
USD
61939.91000000
0.238306535618
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAA9
200000.00000000
PA
USD
213760.00000000
0.822416517132
Long
DBT
NUSS
GH
N
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
127.00000000
NC
USD
153639.67000000
0.591110602052
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-03-31
15127040.08000000
USD
153639.67000000
N
N
N
ROYAL BK SCOTLND GRP PLC
2138005O9XJIJN4JPN90
Royal Bank of Scotland Group PLC
780097BF7
260000.00000000
PA
USD
264314.25000000
1.016918061908
Long
DBT
CORP
GB
N
2
2023-05-15
Floating
3.37988000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
10.00000000
NC
USD
23576.45000000
0.090707624884
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2020-03-20
1292986.05000000
USD
23576.45000000
N
N
N
CENTURYLINK INC
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700BC9
30000.00000000
PA
USD
30246.00000000
0.116367935896
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
4.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CV0
460000.00000000
PA
USD
482732.34000000
1.857256033729
Long
DBT
CORP
US
N
2
2023-03-09
Fixed
3.70000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
200000.00000000
PA
USD
212374.31000000
0.817085237456
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI Properties LP / VICI Note Co Inc
92564RAD7
10000.00000000
PA
USD
10050.00000000
0.038666195720
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.75000000
N
N
N
N
N
N
Parallel Ltd
N/A
Parallel 2018-2 Ltd
69916DAC3
250000.00000000
PA
USD
250101.50000000
0.962236174025
Long
ABS-CBDO
CORP
KY
N
2
2031-10-20
Floating
3.66913000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
80000.00000000
PA
USD
81554.74000000
0.313772292414
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CZ6
120000.00000000
PA
USD
123576.60000000
0.475446467866
Long
DBT
CORP
US
N
2
2021-03-15
Fixed
4.85000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AD9
200000.00000000
PA
USD
202000.00000000
0.777171297065
Long
DBT
NUSS
OM
N
2
2022-03-08
Fixed
3.87500000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
200000.00000000
PA
USD
204793.43000000
0.787918691206
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.12500000
N
N
N
N
N
N
2020-03-25
Legg Mason ETF Investment Trust
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer