0001752724-23-260895.txt : 20231121
0001752724-23-260895.hdr.sgml : 20231121
20231121131638
ACCESSION NUMBER: 0001752724-23-260895
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230929
FILED AS OF DATE: 20231121
DATE AS OF CHANGE: 20231121
PERIOD START: 20240331
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: 231426414
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
47thFloor
New York
10018
1-877-721-1926
Western Asset Short Duration Income ETF
S000064209
5493003DQQTPY0OF6U21
2024-03-31
2023-09-29
N
15185333.91
4129.96
15181203.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
152058.21000000
USD
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771S58
40000.00000000
PA
USD
42999.71000000
0.283243082311
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
11.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BR5
120000.00000000
PA
USD
106288.15000000
0.700129912950
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
DEVON OEI OPERATING LLC
N/A
Devon OEI Operating LLC
812007AE2
20000.00000000
PA
USD
20700.52000000
0.136356247292
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
7.50000000
N
N
N
N
N
N
BERRY PETROLEUM CO LLC
DQ2XTZKV7SILNNV77403
Berry Petroleum Co LLC
08580BAA4
100000.00000000
PA
USD
95781.00000000
0.630918340307
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
7.00000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAV7
150000.00000000
PA
USD
134354.33000000
0.885004446567
Long
DBT
CORP
IE
N
2
2026-10-29
Fixed
2.45000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAM1
70000.00000000
PA
USD
64763.32000000
0.426602002142
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.12500000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBA0
10000.00000000
PA
USD
9232.18000000
0.060813226871
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDH2
60000.00000000
PA
USD
57475.67000000
0.378597574930
Long
DBT
CORP
MX
N
2
2025-10-16
Fixed
6.87500000
N
N
N
N
N
N
AIR CANADA 2013-1B PTT
N/A
Air Canada 2013-1 Class B Pass Through Trust
00911QAA8
39040.00000000
PA
USD
36377.62000000
0.239622760617
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
4.75000000
N
N
N
N
N
N
ABPCI Direct Lending Fund CLO
N/A
ABPCI Direct Lending Fund IX LLC
000806AJ8
270000.00000000
PA
USD
269859.43000000
1.777589121974
Long
ABS-CBDO
CORP
KY
N
2
2031-11-18
Floating
7.01897000
N
N
N
N
N
N
UNITED AIR 2023-1 A PTT
N/A
United Airlines 2023-1 Class A Pass Through Trust
90932LAJ6
60000.00000000
PA
USD
58325.41000000
0.384194891209
Long
DBT
CORP
US
N
2
2036-01-15
Fixed
5.80000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
10000.00000000
PA
USD
9508.93000000
0.062636204818
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBR3
160000.00000000
PA
USD
154547.46000000
1.018018468818
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
5.50000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAV3
200000.00000000
PA
USD
191534.41000000
1.261654942722
Long
DBT
CORP
DK
N
2
2025-12-20
Fixed
3.24400000
N
N
N
N
N
N
ELEMENT FLEET MANAGEMENT
5493000PGBS1C22ELQ16
Element Fleet Management Corp
286181AF9
10000.00000000
PA
USD
9760.05000000
0.064290355574
Long
DBT
CORP
CA
N
2
2024-04-06
Fixed
1.60000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DK3
30000.00000000
PA
USD
29635.99000000
0.195215017844
Long
DBT
CORP
US
N
2
2029-07-27
Fixed
6.33900000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US LONG BOND(CBT)
000000000
-6.00000000
NC
USD
37020.87000000
0.243859908093
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
2023-12-19
-719708.37000000
USD
37020.87000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
80000.00000000
PA
USD
70636.22000000
0.465287339743
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
AIR CANADA 2013-1A PTT
N/A
Air Canada 2013-1 Class A Pass Through Trust
009089AA1
5469.04000000
PA
USD
5209.41000000
0.034314867365
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
4.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT)
000000000
76.00000000
NC
USD
-68373.08000000
-0.45037982643
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
2023-12-29
8075685.58000000
USD
-68373.08000000
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BV4
30000.00000000
PA
USD
30481.35000000
0.200783482656
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
6.75000000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
654740BQ1
10000.00000000
PA
USD
9757.65000000
0.064274546552
Long
DBT
CORP
US
N
2
2024-03-08
Fixed
1.05000000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
American Airlines Inc
023771T32
50000.00000000
PA
USD
47805.33000000
0.314898147455
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
7.25000000
N
N
N
N
N
N
D.R. HORTON INC
529900ZIUEYVSB8QDD25
DR Horton Inc
23331ABM0
40000.00000000
PA
USD
38594.51000000
0.254225620886
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
2.50000000
N
N
N
N
N
N
Navient Student Loan Trust
N/A
Navient Private Education Refi Loan Trust 2020-D
63941HAA0
27334.17000000
PA
USD
24502.19000000
0.161398200568
Long
ABS-O
CORP
US
N
2
2069-05-15
Fixed
1.69000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAK6
80000.00000000
PA
USD
79136.25000000
0.521277826585
Long
DBT
CORP
US
N
2
2033-04-22
Fixed
6.20000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
20000.00000000
PA
USD
19664.21000000
0.129529977100
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
GENTING NY LLC/GENNY CAP
N/A
Genting New York LLC / GENNY Capital Inc
37255JAA0
200000.00000000
PA
USD
177485.91000000
1.169116168813
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAD3
280000.00000000
PA
USD
266362.95000000
1.754557483565
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
4.12500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
10000.00000000
PA
USD
3253.95000000
0.021434070780
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.37500000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
190000.00000000
PA
USD
177125.66000000
1.166743168614
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
230000.00000000
PA
USD
203816.63000000
1.342559066272
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
METROPOLITAN EDISON CO
N/A
Metropolitan Edison Co
591894CE8
10000.00000000
PA
USD
9755.15000000
0.064258078819
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
5.20000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
90000.00000000
PA
USD
79554.04000000
0.524029848107
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HAT4
200000.00000000
PA
USD
195250.90000000
1.286135807430
Long
DBT
CORP
IT
N
2
2024-06-26
Fixed
5.01700000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
28504DAB9
200000.00000000
PA
USD
198058.58000000
1.304630256284
Long
DBT
CORP
FR
N
2
2028-05-23
Fixed
5.70000000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366KV1
30000.00000000
PA
USD
27268.67000000
0.179621261197
Long
DBT
MUN
US
N
2
2032-05-15
Fixed
4.13200000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING
549300KJEC5IUVJWR786
NextEra Energy Operating Partners LP
65342QAK8
90000.00000000
PA
USD
88081.48000000
0.580200887163
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)
000000000
-56.00000000
NC
USD
110433.64000000
0.727436640491
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
WI TREAS. NT/BD
United States Treasury Note/Bond - When Issued
2023-12-19
-6161933.64000000
USD
110433.64000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXS8
40000.00000000
PA
USD
37068.81000000
0.244175693325
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.85500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468V4
40000.00000000
PA
USD
35686.09000000
0.235067588298
Long
DBT
CORP
US
N
2
2026-12-10
Fixed
0.98500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDQ2
20000.00000000
PA
USD
19062.63000000
0.125567313783
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.25000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
60000.00000000
PA
USD
58800.98000000
0.387327514956
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAD2
100000.00000000
PA
USD
95533.43000000
0.629287573730
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397WW9
200000.00000000
PA
USD
193525.98000000
1.274773599230
Long
DBT
CORP
US
N
2
2024-09-08
Fixed
3.66400000
N
N
N
N
N
N
AMER AIRLINE 17-1B PTT
N/A
American Airlines 2017-1 Class B Pass Through Trust
02378WAA7
46750.00000000
PA
USD
45292.55000000
0.298346232282
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
4.95000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAG1
200000.00000000
PA
USD
186956.80000000
1.231501800619
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
5.50000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AU5
30000.00000000
PA
USD
26578.45000000
0.175074717970
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
US AIRWAYS 2012-1A PTT
N/A
US Airways 2012-1 Class A Pass Through Trust
90345WAA2
242522.12000000
PA
USD
242693.92000000
1.598647385275
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.90000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FDG
635400DPNHEAUHB7ZI15
New York Life Global Funding
64952WDQ3
40000.00000000
PA
USD
36812.18000000
0.242485247686
Long
DBT
CORP
US
N
2
2025-06-24
Fixed
0.95000000
N
N
N
N
N
N
SPRINT LLC
549300ZTTY7CXOLJ6539
Sprint LLC
85207UAH8
50000.00000000
PA
USD
50304.15000000
0.331358106812
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
20000.00000000
PA
USD
20287.46000000
0.133635382719
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
FIRST QUANTUM MINERALS L
549300I7UVBGWRYMYZ18
First Quantum Minerals Ltd
335934AL9
200000.00000000
PA
USD
199607.02000000
1.314829974338
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
Ingersoll Rand Inc
45687VAA4
10000.00000000
PA
USD
9831.63000000
0.064761859681
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
5.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJD2
80000.00000000
PA
USD
73365.95000000
0.483268324710
Long
DBT
CORP
US
N
2
2026-06-19
Fixed
1.31900000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT Corp
26884LAF6
10000.00000000
PA
USD
9249.74000000
0.060928896222
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.90000000
N
N
N
N
N
N
TENNESSEE GAS PIPELINE
N/A
Tennessee Gas Pipeline Co LLC
880451AV1
50000.00000000
PA
USD
51862.49000000
0.341623037084
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
7.00000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
165167DF1
20000.00000000
PA
USD
19352.67000000
0.127477834193
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
5.50000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAX5
200000.00000000
PA
USD
199183.60000000
1.312040867483
Long
DBT
CORP
SE
N
2
2026-09-12
Fixed
6.13600000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
200000.00000000
PA
USD
206910.40000000
1.362938016520
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
200000.00000000
PA
USD
178473.14000000
1.175619144488
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
BRITISH AIR 19-1 A PTT
635400GSHSFIWYIDXC76
British Airways 2019-1 Class A Pass Through Trust
11043XAB9
128749.30000000
PA
USD
114418.51000000
0.753685349178
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
3.35000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
30000.00000000
PA
USD
28702.21000000
0.189064122282
Long
DBT
CORP
US
N
2
2025-02-01
Variable
3.10000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
4718.39000000
PA
USD
1309.36000000
0.008624875894
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
51720.00000000
PA
USD
50068.71000000
0.329807241671
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAQ8
200000.00000000
PA
USD
184675.55000000
1.216474995054
Long
DBT
CORP
ES
N
2
2028-03-24
Fixed
4.17500000
N
N
N
N
N
N
Neuberger Berman CLO Ltd
549300LGCRX4YI1JNS93
Neuberger Berman Loan Advisers Clo 42 Ltd
64133WAA3
210000.00000000
PA
USD
208716.33000000
1.374833845111
Long
ABS-CBDO
CORP
KY
N
2
2035-07-16
Floating
6.66957000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AM34
200000.00000000
PA
USD
189852.88000000
1.250578548481
Long
DBT
CORP
FR
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CG8
20000.00000000
PA
USD
19934.13000000
0.131307965202
Long
DBT
CORP
US
N
2
2026-08-24
Fixed
5.87500000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAU9
60000.00000000
PA
USD
53206.50000000
0.350476155746
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.62500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
103800.00000000
PA
USD
29513.68000000
0.194409350517
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.75000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AW9
10000.00000000
PA
USD
7270.16000000
0.047889218957
Long
DBT
CORP
US
N
2
2032-05-18
Fixed
2.00000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3E1
50000.00000000
PA
USD
48779.58000000
0.321315622665
Long
DBT
CORP
US
N
2
2029-07-25
Fixed
5.57400000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AT6
10000.00000000
PA
USD
8582.88000000
0.056536227484
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
4.75000000
N
N
N
N
N
N
AIR CANADA 2015-2B PTT
N/A
Air Canada 2015-2 Class B Pass Through Trust
009088AC9
34666.57100000
PA
USD
34567.88000000
0.227701835202
Long
DBT
CORP
CA
N
2
2023-12-15
Fixed
5.00000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AX6
60000.00000000
PA
USD
55329.15000000
0.364458248385
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
1.62500000
N
N
N
N
N
N
NATIONAL GENERAL HLDG CO
549300HUE7OCQI86BK16
National General Holdings Corp
636220AC9
40000.00000000
PA
USD
39929.36000000
0.263018401778
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
6.75000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
7648.78000000
PA
USD
7334.10000000
0.048310397674
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACA1
30000.00000000
PA
USD
25796.40000000
0.169923282006
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
30000.00000000
PA
USD
27018.90000000
0.177976003016
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
10000.00000000
PA
USD
9177.45000000
0.060452715280
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBD4
30000.00000000
PA
USD
29224.62000000
0.192505285458
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
5.25000000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AC7
90000.00000000
PA
USD
88996.65000000
0.586229196927
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.05000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXM1
140000.00000000
PA
USD
125262.96000000
0.825118748239
Long
DBT
CORP
US
N
2
2026-12-09
Fixed
1.09300000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201AA6
40000.00000000
PA
USD
40156.56000000
0.264514989273
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
6.87500000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550AQ9
10000.00000000
PA
USD
10509.44000000
0.069226657086
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
7.30000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
72000.00000000
PA
USD
69933.48000000
0.460658326113
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
CONTL AIRLINES 2012-2 A
N/A
Continental Airlines 2012-2 Class A Pass Through Trust
210795QB9
5270.90000000
PA
USD
5144.62000000
0.033888089620
Long
DBT
CORP
US
N
2
2024-10-29
Fixed
4.00000000
N
N
N
N
N
N
STARWOOD PROPERTY TRUST
BUGSFQZERKRBFWIG5267
Starwood Property Trust Inc
85571BAW5
60000.00000000
PA
USD
57123.42000000
0.376277271474
Long
DBT
CORP
US
N
2
2024-12-31
Fixed
3.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBR0
120000.00000000
PA
USD
108810.07000000
0.716742034152
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
1.75000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
20000.00000000
PA
USD
19298.17000000
0.127118837633
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAX3
200000.00000000
PA
USD
158982.36000000
1.047231566900
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.30000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
Southwestern Energy Co
845467AP4
30000.00000000
PA
USD
30970.26000000
0.204003978222
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
8.37500000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
40000.00000000
PA
USD
39458.46000000
0.259916539755
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
Onslow Bay Financial LLC
254900K7TTKPUWNMSZ83
OBX 2023-NQM7 Trust
67117XAA4
100000.00000000
PA
USD
99989.86000000
0.658642491921
Long
ABS-MBS
CORP
US
N
2
2063-04-25
Variable
6.84400000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599EC5
60000.00000000
PA
USD
60447.60000000
0.398173953785
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
6.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
80000.00000000
PA
USD
77425.04000000
0.510005927428
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
55000.00000000
PA
USD
53716.45000000
0.353835243745
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
Vontier Corp
928881AB7
20000.00000000
PA
USD
17913.62000000
0.117998678227
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
1.80000000
N
N
N
N
N
N
CIMAREX ENERGY CO
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AE1
20000.00000000
PA
USD
16489.28000000
0.108616418396
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BR4
150000.00000000
PA
USD
140212.91000000
0.923595456999
Long
DBT
CORP
US
N
2
2029-03-30
Fixed
5.05000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
400000.00000000
PA
USD
384542.14000000
2.533014781083
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AK1
20000.00000000
PA
USD
20600.00000000
0.135694112718
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
7.95000000
N
N
N
N
N
N
AMFAM HOLDINGS INC
N/A
AmFam Holdings Inc
03115AAA1
120000.00000000
PA
USD
86875.34000000
0.572255930992
Long
DBT
CORP
US
N
2
2031-03-11
Fixed
2.80500000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AK9
50000.00000000
PA
USD
46241.37000000
0.304596197721
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.37500000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
20000.00000000
PA
USD
17101.38000000
0.112648377930
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CH6
20000.00000000
PA
USD
18667.25000000
0.122962909012
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DE7
20000.00000000
PA
USD
19443.51000000
0.128076205708
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.62500000
N
N
N
N
N
N
WEA FINANCE LLC/WESTFIEL
N/A
WEA Finance LLC / Westfield UK & Europe Finance PLC
92890HAC6
200000.00000000
PA
USD
192366.69000000
1.267137248360
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
3.75000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAF7
10000.00000000
PA
USD
7673.19000000
0.050544014989
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAZ3
20000.00000000
PA
USD
18673.11000000
0.123001509376
Long
DBT
CORP
US
N
2
2032-10-15
Fixed
5.60000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468Q5
70000.00000000
PA
USD
65757.48000000
0.433150626370
Long
DBT
CORP
US
N
2
2026-04-28
Fixed
2.18800000
N
N
N
N
N
N
US AIRWAYS 2012-2A PTT
N/A
US Airways 2012-2 Class A Pass Through Trust
90345WAD6
32627.27820000
PA
USD
31400.12000000
0.206835505954
Long
DBT
CORP
US
N
2
2025-06-03
Fixed
4.62500000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AA7
60000.00000000
PA
USD
58532.67000000
0.385560132073
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
5.25000000
N
N
N
N
N
N
COLUMBIA PIPELINE HOLDCO
N/A
Columbia Pipelines Holding Co LLC
19828AAA5
60000.00000000
PA
USD
60188.20000000
0.396465261900
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
6.05500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AN1
10000.00000000
PA
USD
9838.82000000
0.064809220878
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
3.80000000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612KAA0
30000.00000000
PA
USD
29397.67000000
0.193645181876
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
5.20000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
20000.00000000
PA
USD
18863.00000000
0.124252332437
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.83600000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
50000.00000000
PA
USD
47554.36000000
0.313244984762
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
100000.00000000
PA
USD
92479.05000000
0.609168089069
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
36168QAF1
120000.00000000
PA
USD
114310.63000000
0.752974733601
Long
DBT
CORP
CA
N
2
2026-12-15
Fixed
5.12500000
N
N
N
N
N
N
COTERRA ENERGY INC
FCNMH6O7VWU7LHXMK351
Coterra Energy Inc
127097AG8
30000.00000000
PA
USD
28172.32000000
0.185573687652
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
50000.00000000
PA
USD
45048.29000000
0.296737268983
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
PENNSYLVANIA ELECTRIC CO
O1PLQWO3TX952VMBJ146
Pennsylvania Electric Co
708696CA5
10000.00000000
PA
USD
9812.42000000
0.064635321627
Long
DBT
CORP
US
N
2
2026-03-30
Fixed
5.15000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAP8
50000.00000000
PA
USD
47501.27000000
0.312895276003
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
US AIRWAYS 2013-1A PTT
N/A
US Airways 2013-1 Class A Pass Through Trust
90346WAA1
41101.76410000
PA
USD
39032.72000000
0.257112150844
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.95000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AK6
70000.00000000
PA
USD
70034.23000000
0.461321975718
Long
DBT
CORP
US
N
2
2024-01-12
Floating
6.30111000
N
N
N
N
N
N
UBS AG LONDON
BFM8T61CT2L1QCEMIK50
UBS AG/London
902674YH7
200000.00000000
PA
USD
177646.13000000
1.170171552829
Long
DBT
CORP
CH
N
2
2026-06-01
Fixed
1.25000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAM2
100000.00000000
PA
USD
100199.20000000
0.660021433939
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
7.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBZ1
10000.00000000
PA
USD
9640.60000000
0.063503527333
Long
DBT
CORP
US
N
2
2024-11-21
Fixed
2.60000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AQ1
280000.00000000
PA
USD
260416.63000000
1.715388521606
Long
DBT
CORP
CH
N
2
2026-06-05
Fixed
2.19300000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC/FIN
N/A
Shift4 Payments LLC / Shift4 Payments Finance Sub Inc
82453AAA5
150000.00000000
PA
USD
141429.00000000
0.931605954743
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
4.62500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DG7
120000.00000000
PA
USD
110182.03000000
0.725779262059
Long
DBT
CORP
US
N
2
2026-02-04
Fixed
2.19600000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CD5
30000.00000000
PA
USD
29382.68000000
0.193546441354
Long
DBT
CORP
US
N
2
2029-05-19
Fixed
5.64300000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AE7
30000.00000000
PA
USD
28932.26000000
0.190579482992
Long
DBT
CORP
US
N
2
2033-04-01
Fixed
6.15000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAN2
40000.00000000
PA
USD
39564.89000000
0.260617604047
Long
DBT
CORP
US
N
2
2027-06-08
Fixed
6.04700000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AP4
40000.00000000
PA
USD
30539.07000000
0.201163689655
Long
DBT
CORP
CO
N
2
2031-11-02
Fixed
4.62500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636ABA8
200000.00000000
PA
USD
189573.24000000
1.248736533837
Long
DBT
CORP
DK
N
2
2025-09-10
Fixed
0.97600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
50000.00000000
PA
USD
41081.23000000
0.270605876419
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.95600000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CHN4
60000.00000000
PA
USD
59601.56000000
0.392601009750
Long
DBT
UST
US
N
2
2025-07-31
Fixed
4.75000000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAN8
50000.00000000
PA
USD
44150.31000000
0.290822191345
Long
DBT
CORP
US
N
2
2027-01-21
Fixed
2.75000000
N
N
N
N
N
N
JABIL INC
5493000CGCQY2OQU7669
Jabil Inc
46656PAA2
20000.00000000
PA
USD
19448.98000000
0.128112237106
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.45000000
N
N
N
N
N
N
FORTINET INC
549300O0QJWDBAS0QX03
Fortinet Inc
34959EAA7
30000.00000000
PA
USD
26776.49000000
0.176379225838
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.00000000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAQ3
50000.00000000
PA
USD
49087.41000000
0.323343327457
Long
DBT
CORP
GB
N
2
2029-02-02
Fixed
5.93100000
N
N
N
N
N
N
NORTHWEST PIPELINE LLC
549300FFKMN9OW536A14
Northwest Pipeline LLC
667748AF4
20000.00000000
PA
USD
20302.70000000
0.133735770014
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
7.12500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
200000.00000000
PA
USD
202328.12000000
1.332754112693
Long
DBT
CORP
NL
N
2
2025-10-14
Fixed
6.80000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AQ9
10000.00000000
PA
USD
9652.12000000
0.063579410643
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
4.00000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MBE2
12000.00000000
PA
USD
11959.78000000
0.078780181330
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.87500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJM3
30000.00000000
PA
USD
29201.40000000
0.192352333162
Long
DBT
CORP
US
N
2
2029-06-12
Fixed
5.77500000
N
N
N
N
N
N
EL PASO NATURAL GAS
N/A
El Paso Natural Gas Co LLC
283695BE3
40000.00000000
PA
USD
41529.05000000
0.273555708340
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
6000.00000000
PA
USD
6037.86000000
0.039771944437
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
GS Mortgage Securities Trust
5493005BBCF84ICNQ550
GS Mortgage Securities Corp II
36270GAA9
100000.00000000
PA
USD
95565.18000000
0.629496713928
Long
ABS-MBS
CORP
US
N
2
2038-09-10
Variable
4.46640800
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
90000.00000000
PA
USD
87071.46000000
0.573547791642
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
130000.00000000
PA
USD
129887.54000000
0.855581286094
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
18600.00000000
PA
USD
6052.34000000
0.039867325542
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.37500000
N
N
N
N
N
N
NORDSTROM INC
549300S3IZB5P35KNV16
Nordstrom Inc
655664AX8
40000.00000000
PA
USD
39162.00000000
0.257963730208
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
2.30000000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
81721MAK5
20000.00000000
PA
USD
18897.95000000
0.124482551332
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
4.75000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150BC7
30000.00000000
PA
USD
29347.52000000
0.193314839169
Long
DBT
CORP
US
N
2
2029-08-21
Fixed
6.20800000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10yr Ultra
000000000
1.00000000
NC
USD
-2032.98000000
-0.01339142802
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
2023-12-19
113595.48000000
USD
-2032.98000000
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EBB2
70000.00000000
PA
USD
67291.12000000
0.443252855449
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
4.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AF6
10000.00000000
PA
USD
10359.83000000
0.068241162124
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
7.62500000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BJ1
40000.00000000
PA
USD
39481.91000000
0.260071007082
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
5.65000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING
549300Y6CTBSE0QIPL28
DCP Midstream Operating LP
23311VAK3
30000.00000000
PA
USD
24204.35000000
0.159436300834
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.25000000
N
N
N
N
N
N
Halcyon Loan Advisors Funding
549300IKIM3YK4H3N895
Halcyon Loan Advisors Funding 2017-2 Ltd
40490BAC2
250000.00000000
PA
USD
249093.44000000
1.640801617713
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
7.26957000
N
N
N
N
N
N
GA GLOBAL FUNDING TRUST
54930029I8ROQ4OROZ88
GA Global Funding Trust
36143L2B0
20000.00000000
PA
USD
19402.88000000
0.127808572125
Long
DBT
CORP
US
N
2
2024-04-08
Fixed
1.00000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DCG8
70000.00000000
PA
USD
64170.11000000
0.422694472792
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
4.37500000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAE5
30000.00000000
PA
USD
30219.97000000
0.199061748327
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
6.95000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
20000.00000000
PA
USD
17481.84000000
0.115154503276
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.05000000
N
N
N
N
N
N
SPIRIT LOYALTY KY LTD/IP
N/A
Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd
84859BAB7
100000.00000000
PA
USD
99949.62000000
0.658377427305
Long
DBT
CORP
KY
N
2
2025-09-20
Fixed
8.00000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAL3
10000.00000000
PA
USD
9760.20000000
0.064291343638
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
20000.00000000
PA
USD
19112.46000000
0.125895548620
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
20000.00000000
PA
USD
16681.44000000
0.109882194158
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AE1
200000.00000000
PA
USD
189978.78000000
1.251407863471
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
5.50000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERN
SO75N4VY5NXGQSK8YQ65
Graphic Packaging International LLC
38869PAP9
10000.00000000
PA
USD
8908.29000000
0.058679733368
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.51200000
N
N
N
N
N
N
NISSAN MOTOR ACCEPTANCE
7D6DIU2QXTUJRFNNJA49
Nissan Motor Acceptance Co LLC
65480CAC9
10000.00000000
PA
USD
8700.12000000
0.057308498249
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
1.85000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAU6
20000.00000000
PA
USD
19322.82000000
0.127281209472
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.30000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BL6
40000.00000000
PA
USD
39297.23000000
0.258854502774
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05000000
N
N
N
N
N
N
AGL CLO 6 LTD
5493008ZSC34VKNPZN79
AGL CLO 6 LTD
00119VAN9
100000.00000000
PA
USD
99855.32000000
0.657756264449
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
6.78775000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
50000.00000000
PA
USD
49140.90000000
0.323695671053
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
197677AG2
60000.00000000
PA
USD
61395.57000000
0.404418320195
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
7.69000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
20000.00000000
PA
USD
20019.16000000
0.131868065707
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
CIFC Funding Ltd
2549005S1LQJ8MBPXW05
CIFC Funding 2017-II Ltd
12550YAQ7
250000.00000000
PA
USD
247486.81000000
1.630218596727
Long
ABS-CBDO
CORP
KY
N
2
2030-04-20
Floating
7.08775000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746SH5
70000.00000000
PA
USD
64287.51000000
0.423467797493
Long
DBT
CORP
US
N
2
2026-10-23
Fixed
3.00000000
N
N
N
N
N
N
CRSO 2023-BRND A
N/A
CRSO 2023-BRND A
000000000
30000.00000000
PA
USD
29786.43000000
0.196205980092
Long
DBT
CORP
US
N
2
2028-07-10
Fixed
7.12069920
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BK3
30000.00000000
PA
USD
29243.39000000
0.192628925191
Long
DBT
CORP
US
N
2
2028-05-08
Fixed
5.40000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JW8
10000.00000000
PA
USD
8578.84000000
0.056509615629
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
34.00000000
NC
USD
-19829.26000000
-0.13061717677
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
2023-12-29
6912001.15000000
USD
-19829.26000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKE8
70000.00000000
PA
USD
66096.55000000
0.435384111943
Long
DBT
CORP
US
N
2
2025-12-06
Fixed
1.53000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3D3
1000.00000000
PA
USD
934.91000000
0.006158338976
Long
DBT
CORP
US
N
2
2034-04-24
Fixed
5.38900000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAA7
240000.00000000
PA
USD
226635.08000000
1.492866315125
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
4.87500000
N
N
N
N
N
N
COMMONSPIRIT HEALTH
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
20268JAF0
10000.00000000
PA
USD
8231.11000000
0.054219085832
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.78200000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
20000.00000000
PA
USD
19006.86000000
0.125199951615
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
VERTIV GROUP CORPORATION
549300ZT8RQ5VK10E643
Vertiv Group Corp
92535UAB0
100000.00000000
PA
USD
87901.09000000
0.579012641484
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-1.00000000
NC
USD
7974.83000000
0.052530945676
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
2023-12-19
-126662.33000000
USD
7974.83000000
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22534PAE3
250000.00000000
PA
USD
248081.48000000
1.634135743232
Long
DBT
CORP
FR
N
2
2026-07-05
Fixed
5.58900000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABR7
40000.00000000
PA
USD
39438.16000000
0.259782821770
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.80000000
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
QVC Inc
747262AS2
140000.00000000
PA
USD
134505.03000000
0.885997121460
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEC5
20000.00000000
PA
USD
17671.82000000
0.116405919176
Long
DBT
CORP
US
N
2
2027-07-20
Fixed
1.51200000
N
N
N
N
N
N
BNY CASH RESERVE
N/A
BNY CASH RESERVE
000000000
140708.42000000
NS
USD
140708.42000000
0.926859427377
Long
STIV
RF
US
N
1
N
N
N
TOLEDO EDISON COMPANY
N/A
Toledo Edison Co/The
889175BF1
8000.00000000
PA
USD
6832.14000000
0.045003940547
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
2.65000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
10000.00000000
PA
USD
9452.14000000
0.062262123815
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CP5
80000.00000000
PA
USD
67813.34000000
0.446692767077
Long
DBT
CORP
US
N
2
2027-12-02
Fixed
2.45000000
N
N
N
N
N
N
SkyMiles IP Ltd
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
8500.00000000
PA
USD
8794.36000000
0.057929265880
Long
LON
CORP
KY
N
2
2027-10-20
Floating
9.06750000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
200000.00000000
PA
USD
192684.56000000
1.269231087564
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG Energy Corp
552704AE8
100000.00000000
PA
USD
101385.60000000
0.667836360896
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
7.12500000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAB2
10000.00000000
PA
USD
9761.05000000
0.064296942667
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.03600000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
120000.00000000
PA
USD
106809.63000000
0.703564950130
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
100000.00000000
PA
USD
88069.00000000
0.580118680244
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
60000.00000000
PA
USD
53545.90000000
0.352711815059
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBG7
20000.00000000
PA
USD
19996.65000000
0.131719790247
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
6.41200000
N
N
N
N
N
N
BON SECOURS MERCY
5493006NA7JSVYYYF398
Bon Secours Mercy Health Inc
09778PAA3
10000.00000000
PA
USD
8862.74000000
0.058379691289
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.46400000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AB9
50000.00000000
PA
USD
46763.47000000
0.308035318898
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.75000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
60000.00000000
PA
USD
56667.61000000
0.373274808682
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
60000.00000000
PA
USD
59694.82000000
0.393215322029
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AE4
20000.00000000
PA
USD
19194.49000000
0.126435887846
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.95000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
40000.00000000
PA
USD
37524.29000000
0.247175982376
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
70000.00000000
PA
USD
65967.49000000
0.434533981739
Long
DBT
CORP
US
N
2
2026-04-01
Variable
5.20000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
100000.00000000
PA
USD
83147.61000000
0.547701027361
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
RELIANCE STAND LIFE II
N/A
Reliance Standard Life Global Funding II
75951AAL2
100000.00000000
PA
USD
95697.15000000
0.630366012571
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
2.50000000
N
N
N
N
N
N
CREDIT SUISSE ESCROW CL
N/A
CREDIT SUISSE ESCROW CL
000000000
200000.00000000
NS
USD
0.00000000
0.000000
Long
EC
CORP
CH
N
2
N
N
N
BRAVO Residential Funding Trus
N/A
BRAVO Residential Funding Trust 2023-NQM5
10569UAA3
99128.02000000
PA
USD
98530.93000000
0.649032384549
Long
ABS-MBS
CORP
US
N
2
2063-06-25
Variable
6.50500000
N
N
N
N
N
N
2023-11-20
Legg Mason ETF Investment Trust
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer