0001752724-21-039565.txt : 20210225
0001752724-21-039565.hdr.sgml : 20210225
20210225100151
ACCESSION NUMBER: 0001752724-21-039565
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210225
PERIOD START: 20201231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: MORGAN STANLEY VARIABLE INVESTMENT SERIES
CENTRAL INDEX KEY: 0000716716
IRS NUMBER: 133178476
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-03692
FILM NUMBER: 21677116
BUSINESS ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
BUSINESS PHONE: 800-869-6397
MAIL ADDRESS:
STREET 1: 522 FIFTH AVENUE
CITY: NEW YORK
STATE: NY
ZIP: 10036
FORMER COMPANY:
FORMER CONFORMED NAME: MORGAN STANLEY DEAN WITTER VARIABLE INVESTMENT SERIES
DATE OF NAME CHANGE: 19980622
FORMER COMPANY:
FORMER CONFORMED NAME: DEAN WITTER VARIABLE INVESTMENT SERIES
DATE OF NAME CHANGE: 19930209
FORMER COMPANY:
FORMER CONFORMED NAME: WITTER DEAN VARIABLE INVESTMENT SERIES
DATE OF NAME CHANGE: 19920703
0000716716
S000002460
INCOME PLUS PORTFOLIO
C000006597
X
C000006598
Y
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000716716
XXXXXXXX
S000002460
C000006597
C000006598
MORGAN STANLEY VARIABLE INVESTMENT SERIES
811-03692
0000716716
4H4BT6G2YITJBA2TF335
522 FIFTH AVENUE
NEW YORK
10036
800-548-7786
INCOME PLUS PORTFOLIO
S000002460
549300YLXZ7TP5D3PW15
2020-12-31
2020-12-31
N
76628720.88
173292.50
76455428.38
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
55095.34000000
USD
N
INVERSIONES CMPC SA
549300G475ACIABB4385
Inversiones CMPC SA
000000000
200000.00000000
PA
USD
224350.00000000
0.293438941817
Long
DBT
CORP
CL
Y
2
2030-01-13
Fixed
3.85000000
N
N
N
N
N
N
FIVE CORNERS FND TR II
N/A
Five Corners Funding Trust II
33834DAA2
325000.00000000
PA
USD
359809.39000000
0.470613267918
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.85000000
N
N
N
N
N
N
BROWN & BROWN INC
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AC5
250000.00000000
PA
USD
262233.77000000
0.342989079462
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.38000000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBL9
225000.00000000
PA
USD
229021.45000000
0.299548972326
Long
DBT
US
N
2
2028-03-15
Fixed
1.55000000
N
N
N
N
N
N
Aflac Inc
549300N0B7DOGLXWPP39
Aflac Inc
001055BJ0
175000.00000000
PA
USD
206220.69000000
0.269726681766
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.60000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAA8
112500.00000000
PA
USD
113733.56000000
0.148757991956
Long
DBT
CORP
US
N
2
2021-09-20
Fixed
3.36000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WBE7
175000.00000000
PA
USD
177019.74000000
0.231533252446
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.60000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
150000.00000000
PA
USD
160062.32000000
0.209353767798
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397XU2
250000.00000000
PA
USD
262772.50000000
0.343693712229
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
4.39000000
N
N
N
N
N
N
AIR PRODUCTS & CHEMICALS
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158BA3
150000.00000000
PA
USD
165202.21000000
0.216076495155
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.80000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
400000.00000000
PA
USD
503318.13000000
0.658315754243
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AS9
75000.00000000
PA
USD
92270.84000000
0.120685792958
Long
DBT
CORP
US
N
2
2040-06-01
Fixed
4.35000000
N
N
N
N
N
N
BROOKFIELD FINANCE LLC
N/A
Brookfield Finance LLC
11271RAB5
100000.00000000
PA
USD
106450.44000000
0.139232023488
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.45000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CX3
425000.00000000
PA
USD
535914.26000000
0.700949914682
Long
DBT
CORP
US
N
2
2046-07-01
Fixed
4.40000000
N
N
N
N
N
N
Berry Global Inc
549300AP2Q7ERHX6RI89
Berry Global Inc
085770AA3
151000.00000000
PA
USD
162360.49000000
0.212359662930
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.88000000
N
N
N
N
N
N
DAIMLER FINANCE NA LLC
549300423Z16BB673J12
Daimler Finance North America LLC
233851DX9
200000.00000000
PA
USD
214236.68000000
0.280211208725
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.70000000
N
N
N
N
N
N
JETBLUE 2019-1 CLASS AA
N/A
JetBlue 2019-1 Class AA Pass Through Trust
477143AH4
289026.43000000
PA
USD
290228.46000000
0.379604779084
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
2.75000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBN8
175000.00000000
PA
USD
175618.41000000
0.229700380628
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
1.15000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FZ4
70000.00000000
PA
USD
84898.37000000
0.111042959014
Long
DBT
CORP
US
N
2
2051-01-13
Fixed
3.60000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDV7
175000.00000000
PA
USD
195685.00000000
0.255946509157
Long
DBT
CORP
GB
N
2
2030-03-22
Fixed
4.88000000
N
N
N
N
N
N
GRUPO AVAL LTD
549300J4FW1ELLQ80113
Grupo Aval Ltd
40053FAC2
200000.00000000
PA
USD
213300.00000000
0.278986076619
Long
DBT
CORP
KY
N
2
2030-02-04
Fixed
4.38000000
N
N
N
N
N
N
Pine Street Trust I
N/A
Pine Street Trust I
722844AA5
250000.00000000
PA
USD
296781.32000000
0.388175602816
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.57000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BT5
125000.00000000
PA
USD
163242.54000000
0.213513341640
Long
DBT
CORP
US
N
2
2042-06-01
Fixed
4.50000000
N
N
N
N
N
N
ENTERGY TEXAS INC
LWXX58X12AJXISQ28573
Entergy Texas Inc
29365TAJ3
25000.00000000
PA
USD
28973.21000000
0.037895556422
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.55000000
N
N
N
N
N
N
ALASKA AIRLINES 2020 TR
N/A
Alaska Airlines 2020-1 Class A Pass Through Trust
01166VAA7
175000.00000000
PA
USD
193309.18000000
0.252839051583
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.80000000
N
N
N
N
N
N
TD AMERITRADE HOLDING CO
ZI85ER3E6RXD4HPHW309
TD Ameritrade Holding Corp
87236YAF5
125000.00000000
PA
USD
140254.00000000
0.183445443929
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.30000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
E0KSF7PFQ210NWI8Z391
John Deere Capital Corp
24422EVD8
250000.00000000
PA
USD
274526.78000000
0.359067741580
Long
DBT
CORP
US
N
2
2030-01-09
Fixed
2.45000000
N
N
N
N
N
N
DTE ELECTRIC CO
9N0FWODEJVKHC2DYLO03
DTE Electric Co
23338VAL0
175000.00000000
PA
USD
195573.68000000
0.255800907985
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.95000000
N
N
N
N
N
N
TRANSURBAN FINANCE CO
54930081LPJMUMEA6E57
Transurban Finance Co Pty Ltd
89400PAK9
325000.00000000
PA
USD
341690.24000000
0.446914296656
Long
DBT
CORP
AU
N
2
2031-03-16
Fixed
2.45000000
N
N
N
N
N
N
Commerzbank AG
851WYGNLUQLFZBSYGB56
Commerzbank AG
20259BAA9
200000.00000000
PA
USD
233744.00000000
0.305725839162
Long
DBT
CORP
DE
N
2
2023-09-19
Fixed
8.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJB6
425000.00000000
PA
USD
455875.82000000
0.596263508895
Long
DBT
CORP
US
N
2
2031-04-29
Fixed
2.59000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AE5
225000.00000000
PA
USD
224249.63000000
0.293307662714
Long
DBT
CORP
VG
N
2
2025-09-28
Fixed
0.75000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAH4
100000.00000000
PA
USD
128699.51000000
0.168332730228
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
5.55000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
400000.00000000
PA
USD
455944.08000000
0.596352789672
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
CAMPBELL SOUP CO
5493007JDSMX8Z5Z1902
Campbell Soup Co
134429BK4
125000.00000000
PA
USD
132531.97000000
0.173345402423
Long
DBT
CORP
US
N
2
2050-04-24
Fixed
3.13000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWL4
325000.00000000
PA
USD
374624.37000000
0.489990544736
Long
DBT
CORP
US
N
2
2028-06-05
Fixed
3.69000000
N
N
N
N
N
N
LEASEPLAN CORPORATION NV
724500C60L930FVHS484
LeasePlan Corp NV
52206AAD2
400000.00000000
PA
USD
423121.49000000
0.553422430513
Long
DBT
CORP
NL
N
2
2024-10-24
Fixed
2.88000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CC6
400000.00000000
PA
USD
422692.11000000
0.552860822254
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
2.53000000
N
N
N
N
N
N
CHEVRON USA INC
VA8TZDWPEZYU430RZ444
Chevron USA Inc
166756AH9
175000.00000000
PA
USD
173690.64000000
0.227178950769
Long
DBT
CORP
US
N
2
2050-08-12
Fixed
2.34000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FK9
225000.00000000
PA
USD
256994.48000000
0.336136341716
Long
DBT
CORP
US
N
2
2050-02-05
Fixed
3.25000000
N
N
N
N
N
N
Brown & Brown Inc
549300PC8KTJ71XKFY89
Brown & Brown Inc
115236AA9
175000.00000000
PA
USD
194978.54000000
0.255022493669
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.20000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BM7
50000.00000000
PA
USD
55489.63000000
0.072577750430
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAJ4
24000.00000000
PA
USD
28098.01000000
0.036750837181
Long
DBT
CORP
CA
N
2
2044-06-10
Fixed
4.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KB6
225000.00000000
PA
USD
285257.92000000
0.373103553330
Long
DBT
CORP
US
N
2
2039-05-15
Fixed
4.15000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
34.00000000
NC
USD
-42504.56000000
-0.05559390732
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH1 Comdty
2021-03-22
5930879.56000000
USD
-42504.56000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
25000.00000000
PA
USD
30893.08000000
0.040406653464
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: B91ZBY777 CDS USD R V 03MEVENT II7326840191001 CCPCDX / Short: B91ZBY777 CDS USD P F 5.00000 II7324930191001 CCPCDX
000000000
712000.00000000
OU
Notional Amount
USD
-65697.66000000
-0.08592935961
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.HY.S33.V1
2I65BRSB7
Y
buy protection
2024-12-20
0.00000000
USD
-68028.75000000
USD
712000.00000000
USD
2331.09000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
100000.00000000
PA
USD
121141.08000000
0.158446669604
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
375000.00000000
PA
USD
403140.71000000
0.527288537311
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
275000.00000000
PA
USD
312470.70000000
0.408696552515
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
550000.00000000
PA
USD
559592.76000000
0.731920246681
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.59000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
275000.00000000
PA
USD
319027.21000000
0.417272150270
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
100000.00000000
PA
USD
114774.39000000
0.150119347222
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAF2
350000.00000000
PA
USD
360697.88000000
0.471775369836
Long
DBT
CORP
GB
N
2
2023-01-10
Fixed
3.57000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AV1
125000.00000000
PA
USD
125136.06000000
0.163671910093
Long
DBT
US
N
2
2033-02-01
Fixed
1.88000000
N
N
N
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
Walmart Inc
931142EP4
222000.00000000
PA
USD
256470.65000000
0.335451197428
Long
DBT
CORP
US
N
2
2049-09-24
Fixed
2.95000000
N
N
N
N
N
N
JUNIPER NETWORKS INC
AUHIXNGG7U2U7JEHM527
Juniper Networks Inc
48203RAN4
150000.00000000
PA
USD
151892.00000000
0.198667384668
Long
DBT
CORP
US
N
2
2025-12-10
Fixed
1.20000000
N
N
N
N
N
N
TRANSMANTARO
549300NL65DC6HVEJX96
Consorcio Transmantaro SA
210314AB6
200000.00000000
PA
USD
236652.00000000
0.309529362419
Long
DBT
CORP
PE
N
2
2034-04-16
Fixed
4.70000000
N
N
N
N
N
N
BANCO DE CREDITO DEL PER
549300EQYQ8SCQZ4BY14
Banco de Credito del Peru
05971U2A4
175000.00000000
PA
USD
182920.50000000
0.239251160938
Long
DBT
CORP
PE
N
2
2025-01-11
Fixed
2.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BY9
125000.00000000
PA
USD
126275.20000000
0.165161850081
Long
DBT
CORP
US
N
2
2061-04-01
Fixed
3.85000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738BC1
100000.00000000
PA
USD
108324.49000000
0.141683190187
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAD2
200000.00000000
PA
USD
217243.00000000
0.284143329784
Long
DBT
CORP
US
N
2
2025-03-20
Fixed
4.74000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AW3
50000.00000000
PA
USD
57696.16000000
0.075463784877
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.20000000
N
N
N
N
N
N
BAIDU INC
254900AL64IANZYI1E02
Baidu Inc
056752AS7
200000.00000000
PA
USD
203176.78000000
0.265745394807
Long
DBT
CORP
KY
N
2
2026-04-09
Fixed
1.72000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABQ7
150000.00000000
PA
USD
159497.25000000
0.208614683586
Long
DBT
CORP
US
N
2
2060-11-15
Fixed
3.60000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
300000.00000000
PA
USD
459573.63000000
0.601100065407
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Q5
400000.00000000
PA
USD
435762.30000000
0.569955998198
Long
DBT
CORP
US
N
2
2041-04-30
Fixed
3.07000000
N
N
N
N
N
N
MDGH - GMTN BV
213800L53ZH5KG593W13
MDGH - GMTN BV
55276VAG7
200000.00000000
PA
USD
240630.00000000
0.314732393891
Long
DBT
CORP
NL
N
2
2028-11-07
Fixed
4.50000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582CE0
200000.00000000
PA
USD
221346.07000000
0.289509946762
Long
DBT
CORP
NL
N
2
2049-11-07
Fixed
3.13000000
N
N
N
N
N
N
EMBRAER NETHERLANDS FINA
724500PBR8LR26XBSP67
Embraer Netherlands Finance BV
29082HAB8
165000.00000000
PA
USD
175520.40000000
0.229572188292
Long
DBT
CORP
NL
N
2
2027-02-01
Fixed
5.40000000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
Boston Scientific Corp
101137BA4
250000.00000000
PA
USD
268103.49000000
0.350666389137
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.65000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
200000.00000000
PA
USD
211813.31000000
0.277041558052
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
Conagra Brands Inc
54930035UDEIH090K650
Conagra Brands Inc
205887CB6
225000.00000000
PA
USD
265261.01000000
0.346948562869
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
4.60000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CR4
100000.00000000
PA
USD
107242.55000000
0.140268065031
Long
DBT
CORP
US
N
2
2059-08-01
Fixed
3.95000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
300000.00000000
PA
USD
406583.96000000
0.531792141663
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
375000.00000000
PA
USD
379982.44000000
0.496998640974
Long
DBT
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
SAUDI ARABIAN OIL CO
5586006WD91QHB7J4X50
Saudi Arabian Oil Co
80414L2K0
330000.00000000
PA
USD
336489.29000000
0.440111705773
Long
DBT
CORP
SA
N
2
2030-11-24
Fixed
2.25000000
N
N
N
N
N
N
CLOROX COMPANY
54930044KVSC06Z79I06
Clorox Co/The
189054AX7
250000.00000000
PA
USD
258540.99000000
0.338159101947
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
1.80000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBR0
325000.00000000
PA
USD
341158.57000000
0.446218898028
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.25000000
N
N
N
N
N
N
FORTUNE BRANDS HOME & SE
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964CAC0
350000.00000000
PA
USD
381539.24000000
0.499034860028
Long
DBT
CORP
US
N
2
2023-09-21
Fixed
4.00000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
250000.00000000
PA
USD
298722.87000000
0.390715056248
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
Visa Inc
92826CAK8
125000.00000000
PA
USD
136759.25000000
0.178874480069
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
2.70000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BM7
75000.00000000
PA
USD
107098.41000000
0.140079536887
Long
DBT
CORP
US
N
2
2057-08-22
Fixed
4.25000000
N
N
N
N
N
N
GLP CAPITAL LP / FIN II
N/A
GLP Capital LP / GLP Financing II Inc
361841AP4
200000.00000000
PA
USD
217627.00000000
0.284645583199
Long
DBT
US
N
2
2030-01-15
Fixed
4.00000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAB7
150000.00000000
PA
USD
151545.00000000
0.198213525463
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAD5
300000.00000000
PA
USD
308599.11000000
0.403632700174
Long
DBT
CORP
GB
N
2
2030-09-02
Fixed
2.20000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
Grifols SA
000000000
100000.00000000
PA
124241.81000000
0.162502274374
Long
DBT
CORP
ES
N
2
2027-11-15
Fixed
2.25000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAH6
274000.00000000
PA
USD
293891.46000000
0.384395805801
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
ACTIVISION BLIZZARD
549300TPQQDBP9GNOF40
Activision Blizzard Inc
00507VAQ2
175000.00000000
PA
USD
171399.76000000
0.224182590604
Long
DBT
CORP
US
N
2
2050-09-15
Fixed
2.50000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAH8
200000.00000000
PA
USD
220426.29000000
0.288306919038
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
2.95000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
150000.00000000
PA
USD
196716.77000000
0.257296014381
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BJ8
175000.00000000
PA
USD
196243.77000000
0.256677353273
Long
DBT
CORP
US
N
2
2049-11-15
Fixed
3.25000000
N
N
N
N
N
N
SHINHAN FINANCIAL GROUP
988400EB8A6G49E5KO54
Shinhan Financial Group Co Ltd
82460M2A9
200000.00000000
PA
USD
203061.77000000
0.265594967293
Long
DBT
CORP
KR
N
2
2026-01-10
Fixed
1.35000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAH4
325000.00000000
PA
USD
332020.31000000
0.434266496225
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
300000.00000000
PA
USD
354515.35000000
0.463688919821
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Tencent Holdings Ltd
254900N4SLUMW4XUYY11
Tencent Holdings Ltd
88032WAG1
375000.00000000
PA
USD
414536.76000000
0.542194019160
Long
DBT
CORP
KY
N
2
2028-01-19
Fixed
3.60000000
N
N
N
N
N
N
BOSTON GAS COMPANY
FN7P4E7K9JOBORDEUX61
Boston Gas Co
100743AJ2
125000.00000000
PA
USD
158991.16000000
0.207952742360
Long
DBT
CORP
US
N
2
2042-02-15
Fixed
4.49000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
225000.00000000
PA
USD
254503.81000000
0.332878665900
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
200000.00000000
PA
USD
214771.48000000
0.280910701242
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
COCA-COLA FEMSA SAB CV
5493008KEVFYPMGTXO33
Coca-Cola Femsa SAB de CV
191241AH1
350000.00000000
PA
USD
377095.35000000
0.493222466985
Long
DBT
CORP
MX
N
2
2030-01-22
Fixed
2.75000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DC8
125000.00000000
PA
USD
150310.40000000
0.196598728415
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.88000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAM1
225000.00000000
PA
USD
240545.32000000
0.314621636549
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDP3
425000.00000000
PA
USD
413335.81000000
0.540623234684
Long
DBT
CORP
US
N
2
2052-08-15
Fixed
2.45000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAL9
175000.00000000
PA
USD
174446.78000000
0.228167945293
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABE6
75000.00000000
PA
USD
77375.97000000
0.101204023886
Long
DBT
CORP
US
N
2
2023-02-10
Fixed
2.38000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAU3
100000.00000000
PA
USD
109874.56000000
0.143710606726
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
4.00000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CA8
150000.00000000
PA
USD
164842.20000000
0.215605619499
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
2.50000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
200000.00000000
PA
USD
218124.19000000
0.285295883656
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
KIMBERLY-CLARK DE MEXICO
549300JGHL56QT00KT54
Kimberly-Clark de Mexico SAB de CV
494386AD7
225000.00000000
PA
USD
232851.38000000
0.304558335403
Long
DBT
CORP
MX
N
2
2031-07-01
Fixed
2.43000000
N
N
N
N
N
N
Brookfield Finance Inc
N/A
Brookfield Finance Inc
11271LAD4
25000.00000000
PA
USD
30667.63000000
0.040111775775
Long
DBT
CORP
CA
N
2
2029-03-29
Fixed
4.85000000
N
N
N
N
N
N
NORTHERN STATES PWR-MINN
3S1GHB0TEH85KX44SB51
Northern States Power Co/MN
665772CR8
150000.00000000
PA
USD
169816.35000000
0.222111566958
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
2.90000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAA8
350000.00000000
PA
USD
356130.38000000
0.465801300896
Long
DBT
CORP
JE
N
2
2027-09-30
Fixed
1.75000000
N
N
N
N
N
N
JOHNSON CONTROLS/TYCO FI
N/A
Johnson Controls International plc / Tyco Fire & Security Finance SCA
47837RAA8
150000.00000000
PA
USD
153242.81000000
0.200434178771
Long
DBT
CORP
IE
N
2
2030-09-15
Fixed
1.75000000
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
Prologis LP
74340XBR1
450000.00000000
PA
USD
446217.31000000
0.583630645272
Long
DBT
US
N
2
2030-10-15
Fixed
1.25000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAZ8
100000.00000000
PA
USD
110162.97000000
0.144087833047
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.13000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
Aker BP ASA
00973RAD5
325000.00000000
PA
USD
336315.36000000
0.439884213751
Long
DBT
CORP
NO
N
2
2024-06-15
Fixed
4.75000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AM9
150000.00000000
PA
USD
144459.72000000
0.188946322139
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.40000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
AstraZeneca PLC
046353AW8
225000.00000000
PA
USD
223111.19000000
0.291818638293
Long
DBT
CORP
GB
N
2
2030-08-06
Fixed
1.38000000
N
N
N
N
N
N
Mars Inc
54930073HKEO6GZBSS03
Mars Inc
571676AB1
200000.00000000
PA
USD
230149.62000000
0.301024564084
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.20000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCG9
50000.00000000
PA
USD
55656.23000000
0.072795655167
Long
DBT
CORP
US
N
2
2028-01-05
Fixed
3.85000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBD1
100000.00000000
PA
USD
124382.51000000
0.162686303164
Long
DBT
CORP
GB
N
2
2043-02-19
Fixed
4.38000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK
F8SB4JFBSYQFRQEH3Z21
National Australia Bank Ltd
632525AU5
325000.00000000
PA
USD
331114.92000000
0.433082289924
Long
DBT
CORP
AU
N
2
2030-08-21
Fixed
2.33000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
-9.00000000
NC
USD
-3217.58000000
-0.00420843891
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
-1239485.55000000
USD
-3217.58000000
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDM0
350000.00000000
PA
USD
359748.74000000
0.470533940653
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.95000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
375000.00000000
PA
USD
417794.33000000
0.546454763059
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
GENERAL MILLS INC
2TGYMUGI08PO8X8L6150
General Mills Inc
370334CL6
275000.00000000
PA
USD
305407.06000000
0.399457653264
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.88000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AV5
25000.00000000
PA
USD
29936.04000000
0.039154891463
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.00000000
N
N
N
N
N
N
TRANSPRTDRA DE GAS INTL
529900780HCVLCEM2440
Transportadora de Gas Internacional SA ESP
89387YAC5
200000.00000000
PA
USD
236502.00000000
0.309333169679
Long
DBT
CORP
CO
N
2
2028-11-01
Fixed
5.55000000
N
N
N
N
N
N
Q-PARK HOLDING BV
2549003839B7HE3NDP48
Q-Park Holding I BV
000000000
100000.00000000
PA
118309.11000000
0.154742589907
Long
DBT
CORP
NL
N
2
2025-03-01
Fixed
1.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
425000.00000000
PA
USD
502706.60000000
0.657515902600
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAN4
375000.00000000
PA
USD
378555.00000000
0.495131618540
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.85000000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAE1
325000.00000000
PA
USD
366667.41000000
0.479583226160
Long
DBT
CORP
US
N
2
2030-06-05
Fixed
3.13000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
100000.00000000
PA
USD
121987.84000000
0.159554190702
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CS8
175000.00000000
PA
USD
203306.03000000
0.265914447551
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.20000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
175000.00000000
PA
USD
187696.25000000
0.245497610800
Long
DBT
CORP
GB
N
2
2025-06-22
Fixed
4.38000000
N
N
N
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAY4
200000.00000000
PA
USD
305472.49000000
0.399543232537
Long
DBT
CORP
US
N
2
2041-02-06
Fixed
5.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
175000.00000000
PA
USD
175287.99000000
0.229268207260
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFM1
305000.00000000
PA
USD
307692.07000000
0.402446335753
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
22.00000000
NC
USD
6350.39000000
0.008306002771
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
2769259.00000000
USD
6350.39000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BD2
575000.00000000
PA
USD
624217.65000000
0.816446475059
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DJ2
100000.00000000
PA
USD
100862.86000000
0.131923739278
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
2.50000000
N
N
N
N
N
N
Smithfield Foods Inc
CVTIPZRZJC0JQEZLL598
Smithfield Foods Inc
832248BB3
525000.00000000
PA
USD
625625.42000000
0.818287770085
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
5.20000000
N
N
N
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
741503AX4
75000.00000000
PA
USD
87114.59000000
0.113941667512
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.90000000
N
N
N
N
Y
Booking Holdings Inc
Booking Holdings Inc
USD
XXXX
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BE2
225000.00000000
PA
USD
245866.15000000
0.321581024669
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.80000000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AS3
150000.00000000
PA
USD
158947.43000000
0.207895545637
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.30000000
N
N
N
N
N
N
BRASKEM NETHERLANDS
N/A
Braskem Netherlands Finance BV
10554TAD7
200000.00000000
PA
USD
205750.00000000
0.269111042027
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.50000000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BJ9
525000.00000000
PA
USD
524977.11000000
0.686644651823
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
1.45000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CB6
146000.00000000
PA
USD
163083.98000000
0.213305952834
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.70000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AG2
375000.00000000
PA
USD
397454.72000000
0.519851537584
Long
DBT
CORP
US
N
2
2024-08-08
Fixed
3.20000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGM5
271000.00000000
PA
USD
334259.38000000
0.437195091418
Long
DBT
CORP
US
N
2
2038-04-24
Fixed
4.24000000
N
N
N
N
N
N
AUTOMATIC DATA PROCESSNG
HGBOLILQXWER4SAL2I23
Automatic Data Processing Inc
053015AF0
325000.00000000
PA
USD
324700.34000000
0.424692329740
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.25000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
75000.00000000
PA
USD
101812.86000000
0.133166293299
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AW6
475000.00000000
PA
USD
563637.68000000
0.737210806273
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.50000000
N
N
N
N
N
N
Digital Realty Trust LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAT3
150000.00000000
PA
USD
180579.68000000
0.236189481670
Long
DBT
US
N
2
2028-07-15
Fixed
4.45000000
N
N
N
N
N
N
J2 GLOBAL
5493008OJYGLHD7MXA18
j2 Global Inc
48123VAD4
125000.00000000
PA
USD
130167.39000000
0.170252646225
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
1.75000000
N
N
N
N
Y
j2 Global Inc
j2 Global Inc
USD
XXXX
N
N
N
OVERSEA-CHINESE BANKING
5493007O3QFXCPOGWK22
Oversea-Chinese Banking Corp Ltd
69033CAD1
200000.00000000
PA
USD
203387.60000000
0.266021137163
Long
DBT
CORP
SG
N
2
2030-09-10
Fixed
1.83000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBH7
100000.00000000
PA
USD
106622.88000000
0.139457566662
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
2.45000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGA1
400000.00000000
PA
USD
447875.75000000
0.585799804526
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
3.25000000
N
N
N
N
N
N
MIDWEST CONNECTOR CAPIT
N/A
Midwest Connector Capital Co LLC
59833CAB8
250000.00000000
PA
USD
254465.83000000
0.332828989898
Long
DBT
CORP
US
N
2
2022-04-01
Fixed
3.63000000
N
N
N
N
N
N
Lloyds Banking Group PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AQ2
275000.00000000
PA
USD
310731.93000000
0.406422325509
Long
DBT
CORP
GB
N
2
2028-11-07
Fixed
3.57000000
N
N
N
N
N
N
Eurex Deutschland
529900LN3S50JPU47S06
EURO-BUND FUTURE MAR21 XEUR 20210308
000000000
-1.00000000
NC
244.33000000
0.000319571814
N/A
DIR
DE
N
1
Eurex Deutschland
529900LN3S50JPU47S06
Short
Euro-Bund (FGBL)
RXH1 Comdty
2021-03-08
-177840.00000000
EUR
244.33000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BS2
50000.00000000
PA
USD
61123.97000000
0.079947194457
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.13000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BB8
325000.00000000
PA
USD
346761.16000000
0.453546814591
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
3.10000000
N
N
N
N
N
N
SHINHAN BANK
5493003P813VL21KG928
Shinhan Bank Co Ltd
82460CAN4
225000.00000000
PA
USD
256093.88000000
0.334958400503
Long
DBT
CORP
KR
N
2
2029-04-23
Fixed
4.00000000
N
N
N
N
N
N
Concho Resources Inc
SYHS7HRDXLL4I0IQ8776
Concho Resources Inc
20605PAJ0
100000.00000000
PA
USD
135669.69000000
0.177449388322
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
4.88000000
N
N
N
N
N
N
WESTERN DIGITAL CORP
549300QQXOOYEF89IC56
Western Digital Corp
958102AP0
125000.00000000
PA
USD
124868.23000000
0.163321601416
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
1.50000000
N
N
N
N
N
Western Digital Corp
Western Digital Corp
USD
XXXX
N
N
N
CANADIAN NATL RAILWAY
3SU7BEP7TH9YEQOZCS77
Canadian National Railway Co
136375CZ3
200000.00000000
PA
USD
207638.06000000
0.271580533128
Long
DBT
CORP
CA
N
2
2050-05-01
Fixed
2.45000000
N
N
N
N
N
N
AMEREN ILLINOIS CO
RC71E2BZ6UOMFPDJSE79
Ameren Illinois Co
02361DAV2
250000.00000000
PA
USD
252104.34000000
0.329740275271
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.55000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2J1
100000.00000000
PA
USD
106235.90000000
0.138951415551
Long
DBT
CORP
US
N
2
2031-02-11
Fixed
2.57000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
513000.00000000
PA
USD
512273.97000000
0.670029559515
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
CLEVELAND ELECTRIC ILLUM
N/A
Cleveland Electric Illuminating Co/The
186108CL8
175000.00000000
PA
USD
201997.62000000
0.264203110596
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.55000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AA9
275000.00000000
PA
USD
287725.05000000
0.376330439965
Long
DBT
CORP
JP
N
2
2023-09-15
Fixed
3.04000000
N
N
N
N
N
N
MEITUAN
21380033K525E5JLIA77
Meituan
58533EAB9
200000.00000000
PA
USD
203396.10000000
0.266032254752
Long
DBT
CORP
KY
N
2
2025-10-28
Fixed
2.13000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
550000.00000000
PA
USD
579056.23000000
0.757377523440
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59000000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAA1
500000.00000000
PA
USD
536094.55000000
0.701185725277
Long
DBT
CORP
GB
N
2
2024-07-26
Fixed
3.13000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABP9
175000.00000000
PA
USD
179937.63000000
0.235349711345
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
2.25000000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAF8
325000.00000000
PA
USD
343284.25000000
0.448999184588
Long
DBT
CORP
US
N
2
2024-01-30
Fixed
4.38000000
N
N
N
N
N
N
Heathrow Funding Ltd
7TI96JO3DYEIQWZ7Z726
Heathrow Funding Ltd
05607MAA5
510000.00000000
PA
USD
520673.25000000
0.681015411243
Long
DBT
CORP
JE
N
2
2021-07-15
Fixed
4.88000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GG2
150000.00000000
PA
USD
176486.79000000
0.230836179640
Long
DBT
CORP
US
N
2
2047-04-01
Fixed
4.00000000
N
N
N
N
N
N
SPRINT SPECTRUM / SPEC I
N/A
Sprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III LLC
85208NAE0
200000.00000000
PA
USD
232000.00000000
0.303444771569
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.15000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SAV5
125000.00000000
PA
USD
132251.15000000
0.172978103454
Long
DBT
CORP
US
N
2
2046-09-16
Fixed
3.88000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109AZ7
231000.00000000
PA
USD
230596.66000000
0.301609270768
Long
DBT
US
N
2
2026-03-15
Fixed
0.75000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EP4
100000.00000000
PA
USD
103141.00000000
0.134903436139
Long
DBT
CORP
AU
N
2
2035-11-15
Fixed
2.67000000
N
N
N
N
N
N
Oglethorpe Power Corp
3EERXCUSWMS9GV5D9M98
Oglethorpe Power Corp
677050AN6
225000.00000000
PA
USD
286635.77000000
0.374905714444
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
5.05000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CD2
125000.00000000
PA
USD
149047.92000000
0.194947465677
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
3.35000000
N
N
N
N
N
N
HCA Inc
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
150000.00000000
PA
USD
200666.76000000
0.262462410128
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBW2
250000.00000000
PA
USD
294734.69000000
0.385498709830
Long
DBT
CORP
US
N
2
2050-01-31
Fixed
4.20000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BT9
75000.00000000
PA
USD
74731.25000000
0.097744858126
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.80000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAP7
75000.00000000
PA
USD
79859.18000000
0.104451942382
Long
DBT
US
N
2
2030-02-15
Fixed
3.05000000
N
N
N
N
N
N
AKAMAI TECHNOLOGIES INC
OC1LZNN2LF5WTJ5RIL89
Akamai Technologies Inc
00971TAL5
61000.00000000
PA
USD
68275.93000000
0.089301611993
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.38000000
N
N
N
N
Y
Akamai Technologies Inc
Akamai Technologies Inc
USD
XXXX
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-12820.07000000
-0.01676803108
N/A
DFE
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
361480.00000000
EUR
429314.25000000
USD
2021-02-26
-12820.07000000
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
125000.00000000
PA
USD
182480.37000000
0.238675492200
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
Entergy Arkansas LLC
549300A0I5ONUIFMLP35
Entergy Arkansas LLC
29364DAU4
300000.00000000
PA
USD
339284.51000000
0.443767718249
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ML2
773000.00000000
PA
USD
830278.99000000
1.085964734738
Long
DBT
CORP
US
N
2
2031-01-29
Fixed
2.67000000
N
N
N
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABH4
150000.00000000
PA
USD
172000.81000000
0.224968734914
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.70000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
275000.00000000
PA
USD
308660.87000000
0.403713479265
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
400000.00000000
PA
USD
440307.01000000
0.575900258921
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
350000.00000000
PA
USD
355727.16000000
0.465273908651
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
-75.00000000
NC
USD
41273.45000000
0.053983675030
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
-11768226.58000000
USD
41273.45000000
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
171239AG1
425000.00000000
PA
USD
424801.66000000
0.555620011555
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
1.38000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAX9
200000.00000000
PA
USD
208224.58000000
0.272347672901
Long
DBT
CORP
DK
N
2
2023-01-12
Fixed
5.00000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
150000.00000000
PA
USD
185554.85000000
0.242696763240
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
225000.00000000
PA
USD
247037.72000000
0.323113381527
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAB3
250000.00000000
PA
USD
288282.17000000
0.377059125961
Long
DBT
CORP
FR
N
2
2027-01-10
Fixed
4.13000000
N
N
N
N
N
N
QUICKEN LOANS LLC/QUICKN
N/A
Quicken Loans LLC / Quicken Loans Co-Issuer Inc
74841CAB7
110000.00000000
PA
USD
114400.00000000
0.149629663222
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.88000000
N
N
N
N
N
N
DP World PLC
549300M3U2DNF4QVSS04
DP World PLC
23330JAB7
225000.00000000
PA
USD
287595.00000000
0.376160340859
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.63000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAC1
425000.00000000
PA
USD
462167.81000000
0.604493127293
Long
DBT
CORP
GB
N
2
2024-08-01
Fixed
4.36000000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BP4
525000.00000000
PA
USD
533062.47000000
0.697219911384
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
1.15000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAD4
200000.00000000
PA
USD
217950.02000000
0.285068077725
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.90000000
N
N
N
N
N
N
DELTA AIR LINES 2019-1AA
N/A
Delta Air Lines 2019-1 Class AA Pass Through Trust
24737BAA3
200000.00000000
PA
USD
205926.22000000
0.269341529258
Long
DBT
CORP
US
N
2
2024-04-25
Fixed
3.20000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BN1
400000.00000000
PA
USD
424218.01000000
0.554856625603
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
2.25000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BL9
225000.00000000
PA
USD
235351.33000000
0.307828149010
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
150000.00000000
PA
USD
163776.79000000
0.214212114784
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.88000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
000000000
100000.00000000
PA
123809.42000000
0.161936729181
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.25000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AT7
325000.00000000
PA
USD
410957.14000000
0.537512049448
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
4.50000000
N
N
N
N
N
N
MET LIFE GLOB FUNDING I
635400MMSOCXNNNZDZ82
Metropolitan Life Global Funding I
59217GEG0
150000.00000000
PA
USD
169105.82000000
0.221182228107
Long
DBT
CORP
US
N
2
2030-04-09
Fixed
2.95000000
N
N
N
N
N
N
NOVA Chemicals Corp
5493007M1XGU5E55ZJ25
NOVA Chemicals Corp
66977WAQ2
200000.00000000
PA
USD
208625.00000000
0.272871402882
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
4.88000000
N
N
N
N
N
N
AUST & NZ BANKING GROUP
JHE42UYNWWTJB8YTTU19
Australia & New Zealand Banking Group Ltd
052528AM8
200000.00000000
PA
USD
204300.82000000
0.267215584725
Long
DBT
CORP
AU
N
2
2035-11-25
Fixed
2.57000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
225000.00000000
PA
USD
237201.91000000
0.310248618085
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
GSK FINANCE NO 3 PLC
N/A
GSK Finance No 3 PLC
36259RAA0
250000.00000000
PA
USD
259121.02000000
0.338917753115
Long
DBT
CORP
GB
N
2
2023-06-22
None
0.00000000
N
N
N
N
N
Theravance Biopharma Inc
Theravance Biopharma Inc
USD
XXXX
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BJ4
100000.00000000
PA
USD
110239.02000000
0.144187302766
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
2.95000000
N
N
N
N
N
N
POSCO
988400E5HRVX81AYLM04
POSCO
693483AD1
200000.00000000
PA
USD
215875.21000000
0.282354326663
Long
DBT
CORP
KR
N
2
2023-08-01
Fixed
4.00000000
N
N
N
N
N
N
CONSUMERS ENERGY CO
7NKTFWJ1G6MELP9TU740
Consumers Energy Co
210518DH6
150000.00000000
PA
USD
184410.85000000
0.241200466608
Long
DBT
CORP
US
N
2
2051-08-01
Fixed
3.50000000
N
N
N
N
N
N
INDIANA MICHIGAN POWER
JHR9V15J0ZRG02MIRD06
Indiana Michigan Power Co
454889AT3
50000.00000000
PA
USD
64818.67000000
0.084779683239
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
4.25000000
N
N
N
N
N
N
ARCH CAPITAL GROUP LTD
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03939AAA5
125000.00000000
PA
USD
146018.31000000
0.190984882426
Long
DBT
CORP
BM
N
2
2050-06-30
Fixed
3.64000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
125000.00000000
PA
USD
127173.49000000
0.166336769925
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
Morgan Stanley & Co. LLC
549300BI6Y5SI6BYPB26
Morgan Stanley Institutional Liquidity Funds - Government Portfolio
61747C707
1177991.35000000
NS
USD
1177991.35000000
1.540755672893
Long
STIV
RF
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135BT2
150000.00000000
PA
USD
155957.97000000
0.203985476642
Long
DBT
CORP
US
N
2
2050-06-03
Fixed
2.50000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FM3
429000.00000000
PA
USD
454771.51000000
0.594819124862
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
2.75000000
N
N
N
N
N
N
Verint Systems Inc
549300KEQJS5FRVUCO94
Verint Systems Inc
92343XAA8
149000.00000000
PA
USD
164131.88000000
0.214676555318
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
1.50000000
N
N
N
N
Y
Verint Systems Inc
Verint Systems Inc
USD
XXXX
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
82000.00000000
PA
USD
91259.16000000
0.119362564481
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XBT2
100000.00000000
PA
USD
113986.12000000
0.149088328213
Long
DBT
CORP
US
N
2
2027-01-17
Fixed
4.35000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
Level 3 Financing Inc
527298BP7
375000.00000000
PA
USD
409100.63000000
0.535083824220
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
3.40000000
N
N
N
N
N
N
Twitter Inc
549300I8RX485XMK6836
Twitter Inc
90184LAD4
160000.00000000
PA
USD
163282.72000000
0.213565895136
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
1.00000000
N
N
N
N
Y
Twitter Inc
Twitter Inc
USD
XXXX
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBP4
100000.00000000
PA
USD
121292.13000000
0.158644235693
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.20000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AM8
250000.00000000
PA
USD
253187.55000000
0.331157061525
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
1.00000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BB6
350000.00000000
PA
USD
361127.42000000
0.472337187367
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAT6
175000.00000000
PA
USD
191897.32000000
0.250992407035
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
3.90000000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp
488401AC4
200000.00000000
PA
USD
204042.82000000
0.266878133212
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
-2.00000000
NC
USD
1401.04000000
0.001832492511
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
-428526.04000000
USD
1401.04000000
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
Digital Realty Trust LP
25389JAU0
175000.00000000
PA
USD
200780.84000000
0.262611621246
Long
DBT
US
N
2
2029-07-01
Fixed
3.60000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DJ6
350000.00000000
PA
USD
407794.66000000
0.533375678667
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
100000.00000000
PA
USD
101129.25000000
0.132272164505
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAV1
175000.00000000
PA
USD
188915.55000000
0.247092396188
Long
DBT
US
N
2
2049-10-01
Fixed
3.70000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBT1
175000.00000000
PA
USD
183162.16000000
0.239567240522
Long
DBT
CORP
US
N
2
2040-09-25
Fixed
3.73000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AN3
175000.00000000
PA
USD
186120.19000000
0.243436200599
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
125000.00000000
PA
USD
139087.46000000
0.181919666068
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CY9
250000.00000000
PA
USD
303014.05000000
0.396327712002
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.15000000
N
N
N
N
N
N
ITAU UNIBANCO HLDG SA/KY
5493002W2IVG62O3ZJ94
Itau Unibanco Holding SA/Cayman Island
46556JAA7
325000.00000000
PA
USD
333128.25000000
0.435715628122
Long
DBT
CORP
BR
N
2
2023-01-24
Fixed
2.90000000
N
N
N
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624MAB8
144000.00000000
PA
USD
159065.01000000
0.208049334586
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.13000000
N
N
N
N
Y
Pure Storage Inc
Pure Storage Inc
USD
XXXX
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Bill
912796A41
889000.00000000
PA
USD
888730.52000000
1.162416507017
Long
STIV
UST
US
N
2
2021-06-03
None
0.00000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
225000.00000000
PA
USD
285191.26000000
0.373016365276
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KL4
100000.00000000
PA
USD
107002.05000000
0.139953502671
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
2.95000000
N
N
N
N
N
N
KILROY REALTY LP
5493008CT3N3JR7P1552
Kilroy Realty LP
49427RAQ5
100000.00000000
PA
USD
101639.64000000
0.132939729923
Long
DBT
US
N
2
2032-11-15
Fixed
2.50000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
50000.00000000
PA
USD
51332.26000000
0.067140111680
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
MACQUARIE BANK LTD
4ZHCHI4KYZG2WVRT8631
Macquarie Bank Ltd
556079AC5
250000.00000000
PA
USD
274241.21000000
0.358694229841
Long
DBT
CORP
AU
N
2
2030-06-03
Fixed
3.62000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAU5
175000.00000000
PA
USD
237122.01000000
0.310144112752
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
4.55000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAB3
50000.00000000
PA
USD
50356.26000000
0.065863550917
Long
DBT
CORP
US
N
2
2027-08-27
Fixed
1.40000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AT5
225000.00000000
PA
USD
247843.49000000
0.324167289689
Long
DBT
CORP
US
N
2
2024-03-12
Fixed
4.13000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
150000.00000000
PA
USD
203410.65000000
0.266051285448
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
225000.00000000
PA
USD
229753.36000000
0.300506275183
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAC9
125000.00000000
PA
USD
154841.53000000
0.202525227156
Long
DBT
CORP
US
N
2
2045-09-15
Fixed
5.10000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96949LAE5
100000.00000000
PA
USD
123114.18000000
0.161027388909
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.85000000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833DQ0
475000.00000000
PA
USD
533875.61000000
0.698283459150
Long
DBT
CORP
US
N
2
2049-09-11
Fixed
2.95000000
N
N
N
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798AD3
250000.00000000
PA
USD
275760.76000000
0.360681727698
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.90000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CX6
75000.00000000
PA
USD
75591.68000000
0.098870258923
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
2.77000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
300000.00000000
PA
USD
326563.00000000
0.427128598870
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAL0
175000.00000000
PA
USD
220633.52000000
0.288577965848
Long
DBT
CORP
US
N
2
2048-11-15
Fixed
3.96000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
26.00000000
NC
USD
5000.56000000
0.006540490460
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
5740390.05000000
USD
5000.56000000
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AR5
100000.00000000
PA
USD
116038.54000000
0.151772794239
Long
DBT
CORP
US
N
2
2049-09-30
Fixed
3.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
350000.00000000
PA
USD
370895.52000000
0.485113389407
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.63000000
N
N
N
N
N
N
CUMMINS INC
ZUNI8PYC725B6H8JU438
Cummins Inc
231021AS5
75000.00000000
PA
USD
76775.39000000
0.100418494313
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
2.60000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
45685NAA4
250000.00000000
PA
USD
294435.12000000
0.385106886768
Long
DBT
CORP
NL
N
2
2026-01-06
Fixed
4.63000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCZ5
228000.00000000
PA
USD
306974.41000000
0.401507671207
Long
DBT
CORP
US
N
2
2055-03-15
Fixed
4.67000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBE5
850000.00000000
PA
USD
924958.20000000
1.209800559095
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
2.74000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
175000.00000000
PA
USD
213106.00000000
0.278732334008
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
CANADIAN NATL RESOURCES
549300T15RIMIKZC5Q38
Canadian Natural Resources Ltd
136385AW1
375000.00000000
PA
USD
392316.76000000
0.513131334573
Long
DBT
CORP
CA
N
2
2023-01-15
Fixed
2.95000000
N
N
N
N
N
N
EQUITABLE FINANCIAL LIFE
635400B4JJBON4TCHF02
Equitable Financial Life Global Funding
29449WAD9
350000.00000000
PA
USD
351889.04000000
0.460253833450
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
1.75000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CF7
200000.00000000
PA
USD
201973.99000000
0.264172203700
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.38000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAK1
100000.00000000
PA
USD
146413.91000000
0.191502308079
Long
DBT
CORP
US
N
2
2049-01-25
Fixed
5.58000000
N
N
N
N
N
N
APT Pipelines Ltd
261700SS8OEHDOCOUJ33
APT Pipelines Ltd
00205GAB3
200000.00000000
PA
USD
220864.13000000
0.288879592567
Long
DBT
CORP
AU
N
2
2025-03-23
Fixed
4.20000000
N
N
N
N
N
N
NEWCASTLE COAL INFRASTRU
549300YAJ8XYYGW2TZ32
Newcastle Coal Infrastructure Group Pty Ltd
65106WAA3
500000.00000000
PA
USD
513220.47000000
0.671267535706
Long
DBT
CORP
AU
N
2
2027-09-29
Fixed
4.40000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBY0
150000.00000000
PA
USD
184862.30000000
0.241790941358
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.85000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CR1
75000.00000000
PA
USD
77300.63000000
0.101105482812
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.63000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BH1
250000.00000000
PA
USD
288684.39000000
0.377585210255
Long
DBT
CORP
GB
N
2
2026-11-23
Fixed
4.38000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
225000.00000000
PA
USD
227888.47000000
0.298067089320
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804GD0
100000.00000000
PA
USD
101052.11000000
0.132171269118
Long
DBT
CORP
US
N
2
2050-12-15
Fixed
2.45000000
N
N
N
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
NIKE Inc
654106AM5
175000.00000000
PA
USD
217134.87000000
0.284001900977
Long
DBT
CORP
US
N
2
2050-03-27
Fixed
3.38000000
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
Equinor ASA
29446MAH5
100000.00000000
PA
USD
120966.82000000
0.158218745958
Long
DBT
CORP
NO
N
2
2050-04-06
Fixed
3.70000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE
W2ZGZGZKY5GGNY6F3V51
Rockies Express Pipeline LLC
77340RAS6
200000.00000000
PA
USD
206544.00000000
0.270149555599
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.60000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAF9
250000.00000000
PA
USD
272126.00000000
0.355927637534
Long
DBT
CORP
FR
N
2
2023-09-12
Fixed
4.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
125000.00000000
PA
USD
140353.24000000
0.183575245046
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
125000.00000000
PA
USD
75781.25000000
0.099118207308
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.63000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBM3
125000.00000000
PA
USD
143137.64000000
0.187217105486
Long
DBT
CORP
US
N
2
2051-04-15
Fixed
3.45000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAG1
275000.00000000
PA
USD
276234.11000000
0.361300846588
Long
DBT
US
N
2
2031-02-15
Fixed
2.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DN7
125000.00000000
PA
USD
125836.32000000
0.164587816282
Long
DBT
CORP
US
N
2
2030-08-21
Fixed
1.75000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
37331NAK7
350000.00000000
PA
USD
374669.94000000
0.490050148091
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.30000000
N
N
N
N
N
N
HIGH STREET FNDG TRUST I
N/A
High Street Funding Trust I
42981CAA6
375000.00000000
PA
USD
433372.50000000
0.566830255460
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.11000000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
100000.00000000
PA
124299.23000000
0.162577376955
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.25000000
N
N
N
N
N
N
BELROSE FUNDING TRUST
N/A
Belrose Funding Trust
080807AA8
500000.00000000
PA
USD
515662.13000000
0.674461108813
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.33000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
225000.00000000
PA
USD
305488.04000000
0.399563571185
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.88000000
N
N
N
N
N
N
BANCO SANTANDER CHILE
3YJP8HORPAEXJ80D6368
Banco Santander Chile
05970FAC5
250000.00000000
PA
USD
265002.50000000
0.346610444300
Long
DBT
CORP
CL
N
2
2025-01-10
Fixed
2.70000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
150000.00000000
PA
USD
154824.00000000
0.202502298764
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.10000000
N
N
N
N
N
N
DUKE ENERGY INDIANA LLC
6URPHM2EAWGJ2C6ISB97
Duke Energy Indiana LLC
26443TAB2
250000.00000000
PA
USD
283678.44000000
0.371037669935
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
103000.00000000
PA
USD
104217.68000000
0.136311681470
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677AH8
150000.00000000
PA
USD
190529.09000000
0.249202828415
Long
DBT
CORP
US
N
2
2050-04-03
Fixed
4.13000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJE0
483000.00000000
PA
USD
504769.66000000
0.660214285231
Long
DBT
CORP
US
N
2
2041-06-19
Fixed
2.68000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
175000.00000000
PA
USD
199642.33000000
0.261122505268
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BL0
200000.00000000
PA
USD
263192.76000000
0.344243391969
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBU9
250000.00000000
PA
USD
252599.76000000
0.330388260653
Long
DBT
CORP
US
N
2
2031-11-19
Fixed
1.76000000
N
N
N
N
N
N
RESORTS WORLD/RWLV CAP
N/A
Resorts World Las Vegas LLC / RWLV Capital Inc
76120HAA5
200000.00000000
PA
USD
205881.93000000
0.269283600082
Long
DBT
CORP
US
N
2
2029-04-16
Fixed
4.63000000
N
N
N
N
N
N
GLOBAL ATLANTIC FIN CO
N/A
Global Atlantic Fin Co
37959GAA5
550000.00000000
PA
USD
607093.40000000
0.794048784845
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
4.40000000
N
N
N
N
N
N
ROSS STORES INC
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296AF0
150000.00000000
PA
USD
150131.71000000
0.196365010544
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.88000000
N
N
N
N
N
N
2021-01-19
MORGAN STANLEY VARIABLE INVESTMENT SERIES
Francis Smith
Francis Smith
Principal Financial Officer