0001752724-24-184024.txt : 20240820
0001752724-24-184024.hdr.sgml : 20240820
20240820153444
ACCESSION NUMBER: 0001752724-24-184024
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240628
FILED AS OF DATE: 20240820
DATE AS OF CHANGE: 20240820
PERIOD START: 20241231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Western Asset Investment Grade Income Fund Inc.
CENTRAL INDEX KEY: 0000075398
ORGANIZATION NAME:
IRS NUMBER: 952808650
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-02351
FILM NUMBER: 241224819
BUSINESS ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: MD
ZIP: 10018
BUSINESS PHONE: 8887770102
MAIL ADDRESS:
STREET 1: 620 EIGHTH AVENUE
STREET 2: 47TH FLOOR
CITY: NEW YORK
STATE: MD
ZIP: 10018
FORMER COMPANY:
FORMER CONFORMED NAME: Western Asset Income Fund
DATE OF NAME CHANGE: 20050629
FORMER COMPANY:
FORMER CONFORMED NAME: PACIFIC AMERICAN INCOME SHARES INC
DATE OF NAME CHANGE: 19920703
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000075398
XXXXXXXX
Western Asset Investment Grade Income Fund Inc.
811-02351
0000075398
549300W1ZCJRJ5Y1E041
620 Eighth Avenue
47th Floor
New York
10018
1-888-777-0102
Western Asset Investment Grade Income Fund Inc.
549300W1ZCJRJ5Y1E041
2024-12-31
2024-06-28
N
122965858.15
791810.81
122174047.34
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
200000.00000000
0.00000000
0.00000000
400777.20000000
USD
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
1329160.92600000
PA
USD
551601.78000000
0.451488505136
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.37500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DC0
400000.00000000
PA
USD
371261.67000000
0.303879324687
Long
DBT
CORP
GB
N
2
2033-03-29
Fixed
4.76200000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAB7
160000.00000000
PA
USD
136444.17000000
0.111680158733
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.95000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AE1
70000.00000000
PA
USD
85498.03000000
0.069980517025
Long
DBT
CORP
GB
N
2
2030-12-15
Variable
9.62500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BP3
300000.00000000
PA
USD
296087.25000000
0.242348728266
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
ARCELORMITTAL SA
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBE3
160000.00000000
PA
USD
165053.07000000
0.135096670359
Long
DBT
CORP
LU
N
2
2027-11-29
Fixed
6.55000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48126PAA0
200000.00000000
PA
USD
164119.00000000
0.134332129918
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAF2
200000.00000000
PA
USD
205485.00000000
0.168190384516
Long
DBT
CORP
MA
N
2
2034-05-02
Fixed
6.75000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAB7
110000.00000000
PA
USD
107118.41000000
0.087676894014
Long
DBT
CORP
N/A
N
2
2029-04-20
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DT2
200000.00000000
PA
USD
162599.22000000
0.133088183243
Long
DBT
NUSS
CL
N
2
2033-07-27
Fixed
2.55000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89116CKP1
200000.00000000
PA
USD
200000.00000000
0.163700887671
Long
DBT
CORP
CA
N
2
2084-07-31
Fixed
7.25000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAB9
140000.00000000
PA
USD
118087.06000000
0.096654782722
Long
DBT
CORP
US
N
2
2033-10-15
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874BE6
80000.00000000
PA
USD
74634.73000000
0.061088857760
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.25000000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAH7
190000.00000000
PA
USD
145985.15000000
0.119489493209
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CM6
260000.00000000
PA
USD
247238.47000000
0.202365785027
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.50000000
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918CA0
970000.00000000
PA
USD
888485.93000000
0.727229677123
Long
DBT
CORP
US
N
2
2047-02-06
Fixed
4.25000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BV5
250000.00000000
PA
USD
248010.30000000
0.202997531308
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.60000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HLL2
490000.00000000
PA
USD
459050.27000000
0.375734683424
Long
DBT
CORP
US
N
2
2045-06-01
Fixed
4.95000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CE3
260000.00000000
PA
USD
265217.21000000
0.217081463514
Long
DBT
CORP
US
N
2
2034-05-19
Fixed
5.85300000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAD7
200000.00000000
PA
USD
172824.70000000
0.141457784007
Long
DBT
CORP
MA
N
2
2031-06-23
Fixed
3.75000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
350000.00000000
PA
USD
351031.57000000
0.287320898048
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
740000.00000000
PA
USD
643115.57000000
0.526392948422
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AB3
180000.00000000
PA
USD
175373.40000000
0.143543906270
Long
DBT
CORP
N/A
N
2
2028-10-20
Fixed
4.75000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US ULTRA TREASURY BOND
000000000
-33.00000000
NC
USD
-26529.45000000
-0.02171447257
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-09-19
-3720001.80000000
USD
-26529.45000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CE2
80000.00000000
PA
USD
53272.57000000
0.043603834987
Long
DBT
CORP
US
N
2
2042-03-01
Fixed
3.50000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
74977RDP6
350000.00000000
PA
USD
310163.37000000
0.253870094961
Long
DBT
CORP
NL
N
2
2033-04-06
Fixed
3.75800000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BG2
230000.00000000
PA
USD
239298.48000000
0.195866867972
Long
DBT
CORP
CH
N
2
2034-09-22
Fixed
6.30100000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BL7
350000.00000000
PA
USD
279882.28000000
0.229084888397
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.37500000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAL7
320000.00000000
PA
USD
297913.90000000
0.243843849398
Long
DBT
CORP
US
N
2
2041-07-15
Fixed
5.60000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558BD4
50000.00000000
PA
USD
44597.30000000
0.036503087988
Long
DBT
CORP
US
N
2
2046-03-01
Fixed
4.75000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
270000.00000000
PA
USD
263695.37000000
0.215835830719
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAY0
260000.00000000
PA
USD
242259.25000000
0.198290271358
Long
DBT
CORP
US
N
2
2062-06-15
Fixed
5.20000000
N
N
N
N
N
N
PROVINCE OF QUEBEC
549300WN65YFEQH74Y36
Province of Quebec Canada
74815HCH3
650000.00000000
PA
USD
798097.99000000
0.653246747059
Long
DBT
NUSS
CA
N
2
2036-07-22
Variable
7.97000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EZ5
130000.00000000
PA
USD
164501.71000000
0.134645379752
Long
DBT
CORP
US
N
2
2045-12-01
Fixed
7.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DB8
370000.00000000
PA
USD
338958.46000000
0.277439003929
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.25000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BZ1
350000.00000000
PA
USD
312240.54000000
0.255570267825
Long
DBT
CORP
US
N
2
2049-06-15
Fixed
5.25000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
290000.00000000
PA
USD
325493.68000000
0.266418021737
Long
DBT
CORP
CH
N
2
N/A
Fixed
9.25000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AG7
290000.00000000
PA
USD
279912.41000000
0.229109549936
Long
DBT
CORP
SG
N
2
2053-05-19
Fixed
5.30000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
28368EAD8
2000000.00000000
PA
USD
2262501.02000000
1.851867126660
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
7.80000000
N
N
N
N
N
N
EVEREST REINSURANCE HLDG
254900P29PM5UJR3VU91
Everest Reinsurance Holdings Inc
299808AH8
140000.00000000
PA
USD
94292.05000000
0.077178461426
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.50000000
N
N
N
N
N
N
IBM CORP
VGRQXHF3J8VDLUA7XE92
International Business Machines Corp
459200KA8
110000.00000000
PA
USD
102869.70000000
0.084199306022
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.50000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
904678AQ2
1040000.00000000
PA
USD
1061873.78000000
0.869148401906
Long
DBT
CORP
IT
N
2
2034-04-02
Fixed
7.29600000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAN6
50000.00000000
PA
USD
39422.82000000
0.032267753142
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
3.89700000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAB4
200000.00000000
PA
USD
194259.66000000
0.159002393903
Long
DBT
CORP
MX
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617482V92
90000.00000000
PA
USD
99045.02000000
0.081068788467
Long
DBT
CORP
US
N
2
2042-07-24
Fixed
6.37500000
N
N
N
N
N
N
HISTORIC TW INC
N/A
Historic TW Inc
887315AZ2
240000.00000000
PA
USD
249558.30000000
0.204264576179
Long
DBT
CORP
US
N
2
2036-01-15
Variable
8.30000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AF6
90000.00000000
PA
USD
81082.43000000
0.066366328827
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
4.95000000
N
N
N
N
N
N
WASHINGTON UNIVERSITY
2V765680J33YAZOYW441
Washington University/The
940663AC1
90000.00000000
PA
USD
68242.94000000
0.055857149276
Long
DBT
CORP
US
N
2
2054-04-15
Fixed
3.52400000
N
N
N
N
N
N
ARCELORMITTAL
2EULGUTUI56JI9SAL165
ArcelorMittal SA
03938LBA1
470000.00000000
PA
USD
462407.20000000
0.378482345528
Long
DBT
CORP
LU
N
2
2026-03-11
Fixed
4.55000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBN4
1060000.00000000
PA
USD
1040116.73000000
0.851340159915
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
PERNOD RICARD SA
52990097YFPX9J0H5D87
Pernod Ricard SA
714264AK4
670000.00000000
PA
USD
664198.63000000
0.543649526606
Long
DBT
CORP
FR
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAJ5
120000.00000000
PA
USD
143197.97000000
0.117208174008
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAQ5
230000.00000000
PA
USD
244288.64000000
0.199951336080
Long
DBT
CORP
US
N
2
2029-10-30
Fixed
7.16100000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAE5
200000.00000000
PA
USD
195950.78000000
0.160386583129
Long
DBT
CORP
KY
N
2
2028-08-08
Variable
5.40000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CP3
180000.00000000
PA
USD
158320.74000000
0.129586228374
Long
DBT
CORP
US
N
2
2040-03-25
Fixed
4.12500000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAD2
350000.00000000
PA
USD
338640.81000000
0.277179005994
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
4.62500000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CR5
320000.00000000
PA
USD
320476.92000000
0.262311781411
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
4.95000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAX9
950000.00000000
PA
USD
1024321.67000000
0.838411833201
Long
DBT
CORP
US
N
2
2038-05-15
Fixed
6.40000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BL5
170000.00000000
PA
USD
174239.29000000
0.142615632201
Long
DBT
CORP
US
N
2
2053-03-01
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780CE4
240000.00000000
PA
USD
205611.90000000
0.168294252729
Long
DBT
NUSS
ID
N
2
2048-01-11
Fixed
4.35000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DL8
70000.00000000
PA
USD
61759.64000000
0.050550539451
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
4.75000000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAF2
560000.00000000
PA
USD
570853.36000000
0.467246008811
Long
DBT
CORP
US
N
2
2030-04-23
Fixed
6.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565A5R0
940000.00000000
PA
USD
965113.04000000
0.789949306757
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JBB3
50000.00000000
PA
USD
41677.37000000
0.034113112324
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.50000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBD4
870000.00000000
PA
USD
856066.28000000
0.700694049708
Long
DBT
CORP
US
N
2
2029-02-14
Fixed
4.80000000
N
N
N
N
N
N
HEICO CORP
529900O1DTDLCJ7L0I14
HEICO Corp
422806AB5
240000.00000000
PA
USD
238009.82000000
0.194812094042
Long
DBT
CORP
US
N
2
2033-08-01
Fixed
5.35000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
100000.00000000
PA
USD
73103.45000000
0.059835498284
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AP8
130000.00000000
PA
USD
117363.00000000
0.096062136399
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HA2
370000.00000000
PA
USD
404252.68000000
0.330882612798
Long
DBT
CORP
US
N
2
2043-09-13
Fixed
6.67500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CL6
210000.00000000
PA
USD
162896.54000000
0.133331540983
Long
DBT
CORP
US
N
2
2063-04-01
Fixed
5.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2H6
280000.00000000
PA
USD
276315.66000000
0.226165594097
Long
DBT
CORP
FR
N
2
2030-01-10
Fixed
5.19800000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAY1
310000.00000000
PA
USD
308911.81000000
0.252845687546
Long
DBT
CORP
FR
N
2
2035-05-30
Fixed
5.93600000
N
N
N
N
N
N
NEW YORK LIFE INSURANCE
TAE73CY392TBWJ3O3305
New York Life Insurance Co
64952GAQ1
90000.00000000
PA
USD
72481.72000000
0.059326609519
Long
DBT
CORP
US
N
2
2069-05-15
Fixed
4.45000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKJ0
130000.00000000
PA
USD
88317.75000000
0.072288470360
Long
DBT
CORP
US
N
2
2053-09-15
Fixed
3.50000000
N
N
N
N
N
N
CREDIT SUISSE USA LLC
EXD7DEVFDH4HOFFQ7349
Credit Suisse USA LLC
22541LAE3
40000.00000000
PA
USD
44020.25000000
0.036030770002
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
7.12500000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAS3
100000.00000000
PA
USD
72818.79000000
0.059602502810
Long
DBT
CORP
US
N
2
2050-04-05
Fixed
3.57700000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAW5
430000.00000000
PA
USD
390921.11000000
0.319970663582
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370DA5
290000.00000000
PA
USD
239814.71000000
0.196289404518
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.25000000
N
N
N
N
N
N
EXXON MOBIL CORPORATION
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231GBF8
140000.00000000
PA
USD
123113.45000000
0.100768905246
Long
DBT
CORP
US
N
2
2040-03-19
Fixed
4.22700000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254AN0
410000.00000000
PA
USD
394697.04000000
0.323061279046
Long
DBT
CORP
GB
N
2
2044-03-26
Fixed
5.70000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XBF1
160000.00000000
PA
USD
111230.14000000
0.091042363269
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
5.75000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AH0
120000.00000000
PA
USD
118814.51000000
0.097250203776
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
5.08100000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AT3
300000.00000000
PA
USD
291903.75000000
0.238924514948
Long
DBT
NUSS
CI
N
2
2033-01-30
Fixed
7.62500000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAH2
200000.00000000
PA
USD
198632.00000000
0.162581173600
Long
DBT
CORP
KY
N
2
2032-04-17
Fixed
7.62500000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
36962G4B7
94000.00000000
PA
USD
106355.22000000
0.087052219612
Long
DBT
CORP
US
N
2
2039-01-10
Fixed
6.87500000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAV3
160000.00000000
PA
USD
180788.17000000
0.147975919547
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
6.95000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140AT7
130000.00000000
PA
USD
118881.30000000
0.097304871687
Long
DBT
CORP
US
N
2
2045-07-29
Fixed
4.90000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NN7
420000.00000000
PA
USD
374353.86000000
0.306410295926
Long
DBT
CORP
US
N
2
2033-03-17
Fixed
3.78500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HB0
750000.00000000
PA
USD
749477.21000000
0.613450422833
Long
DBT
CORP
US
N
2
2025-09-13
Fixed
5.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BBA7
310000.00000000
PA
USD
295932.51000000
0.242222072889
Long
DBT
NUSS
MX
N
2
2054-05-07
Fixed
6.40000000
N
N
N
N
N
N
TD SYNNEX CORP
5493004HI6PFLF46NS53
TD SYNNEX Corp
87162WAD2
380000.00000000
PA
USD
377986.35000000
0.309383505113
Long
DBT
CORP
US
N
2
2024-08-09
Fixed
1.25000000
N
N
N
N
N
N
DOW CHEMICAL CO/THE
ZQUIP1CSZO8LXRBSOU78
Dow Chemical Co/The
260543BJ1
800000.00000000
PA
USD
881294.18000000
0.721343197829
Long
DBT
CORP
US
N
2
2029-11-01
Fixed
7.37500000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS
5493005UEC8AZ34LDV29
Cheniere Energy Partners LP
16411QAN1
220000.00000000
PA
USD
187917.38000000
0.153811209574
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKE1
120000.00000000
PA
USD
79747.82000000
0.065273944619
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.30000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AZ1
380000.00000000
PA
USD
398975.78000000
0.326563446727
Long
DBT
CORP
CH
N
2
2033-08-12
Fixed
6.53700000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
870000.00000000
PA
USD
795821.06000000
0.651383069749
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAK2
30000.00000000
PA
USD
37979.91000000
0.031086724903
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
BLACKSTONE HOLDINGS FINA
549300D2L6J4NC1QVZ22
Blackstone Holdings Finance Co LLC
09261BAK6
450000.00000000
PA
USD
473327.57000000
0.387420716842
Long
DBT
CORP
US
N
2
2033-04-22
Fixed
6.20000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
10000.00000000
PA
USD
8401.25000000
0.006876460412
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJA8
160000.00000000
PA
USD
127876.11000000
0.104667163595
Long
DBT
CORP
US
N
2
2051-03-20
Fixed
4.08300000
N
N
N
N
N
N
JM SMUCKER CO
5493000WDH6A0LHDJD55
J M Smucker Co/The
832696AX6
230000.00000000
PA
USD
241656.62000000
0.197797016028
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.20000000
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
Waste Connections Inc
941053AH3
480000.00000000
PA
USD
463711.82000000
0.379550182789
Long
DBT
CORP
CA
N
2
2028-12-01
Fixed
4.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKT7
330000.00000000
PA
USD
332294.53000000
0.271984547647
Long
DBT
UST
US
N
2
2029-05-31
Fixed
4.50000000
N
N
N
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216CQ1
110000.00000000
PA
USD
94132.92000000
0.077048212815
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.20000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
570000.00000000
PA
USD
509204.16000000
0.416785864990
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZX9
260000.00000000
PA
USD
262012.46000000
0.214458361415
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
7.00000000
N
N
N
N
N
N
AMERICAN AIRLINES/AADVAN
N/A
American Airlines Inc/AAdvantage Loyalty IP Ltd
00253XAA9
73333.33000000
PA
USD
72749.29000000
0.059545616752
Long
DBT
CORP
N/A
N
2
2026-04-20
Fixed
5.50000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
413875AS4
260000.00000000
PA
USD
247013.21000000
0.202181408718
Long
DBT
CORP
US
N
2
2035-04-27
Fixed
4.85400000
N
N
N
N
N
N
INVITATION HOMES OP
549300147YMUQB3GW319
Invitation Homes Operating Partnership LP
46188BAD4
80000.00000000
PA
USD
73031.06000000
0.059776246748
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.15000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
840000.00000000
PA
USD
774943.56000000
0.634294743337
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAA4
50000.00000000
PA
USD
34635.47000000
0.028349285919
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAU2
10000.00000000
PA
USD
9680.58000000
0.007923597695
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
6.75000000
N
N
N
N
N
N
COMMONWEALTH BANK AUST
MSFSBD3QN1GSN7Q6C537
Commonwealth Bank of Australia
202712BL8
220000.00000000
PA
USD
174914.17000000
0.143168024476
Long
DBT
CORP
AU
N
2
2039-09-12
Fixed
3.74300000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAV3
500000.00000000
PA
USD
444181.80000000
0.363564774738
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.37500000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAX2
250000.00000000
PA
USD
228249.08000000
0.186822885031
Long
DBT
CORP
US
N
2
2052-06-15
Fixed
4.95000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671DBC8
210000.00000000
PA
USD
199616.38000000
0.163386892999
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.45000000
N
N
N
N
N
N
LIBERTY MUTUAL INSURANCE
CNC20I6IOMGF7KY49D67
Liberty Mutual Insurance Co
53079QAC1
490000.00000000
PA
USD
508553.24000000
0.416253084081
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
7.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TX6
80000.00000000
PA
USD
76193.75000000
0.062364922550
Long
DBT
UST
US
N
2
2054-02-15
Fixed
4.25000000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AS2
60000.00000000
PA
USD
60386.70000000
0.049426781967
Long
DBT
CORP
US
N
2
2041-12-01
Fixed
5.65000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967EW7
251000.00000000
PA
USD
313965.98000000
0.256982548123
Long
DBT
CORP
US
N
2
2039-07-15
Fixed
8.12500000
N
N
N
N
N
N
DELTA AIR LINES/SKYMILES
N/A
Delta Air Lines Inc / SkyMiles IP Ltd
830867AA5
190500.00000000
PA
USD
188228.72000000
0.154066042746
Long
DBT
CORP
N/A
N
2
2025-10-20
Fixed
4.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKQ3
150000.00000000
PA
USD
150058.59000000
0.122823621928
Long
DBT
UST
US
N
2
2034-05-15
Fixed
4.37500000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023DL6
600000.00000000
PA
USD
614646.71000000
0.503091060157
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
6.52800000
N
N
N
N
N
N
SOCIEDAD QUIMICA Y MINER
TJ88LXZZW5PWIN93ZC81
Sociedad Quimica y Minera de Chile SA
833636AL7
240000.00000000
PA
USD
162496.49000000
0.133004098282
Long
DBT
CORP
CL
N
2
2051-09-10
Fixed
3.50000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GEN5
320000.00000000
PA
USD
332984.48000000
0.272549274784
Long
DBT
CORP
US
N
2
2042-02-07
Fixed
5.87500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKU4
180000.00000000
PA
USD
182953.13000000
0.149747948916
Long
DBT
UST
US
N
2
2031-05-31
Fixed
4.62500000
N
N
N
N
N
N
AVIATION CAPITAL GROUP
549300ODEK8HY3445C77
Aviation Capital Group LLC
05369AAH4
180000.00000000
PA
USD
179551.71000000
0.146963871549
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CN7
320000.00000000
PA
USD
275058.75000000
0.225136807684
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
100000.00000000
PA
USD
95561.65000000
0.078217634661
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AQ1
200000.00000000
PA
USD
210603.16000000
0.172379621192
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
6.00000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AF1
660000.00000000
PA
USD
647651.47000000
0.530105602704
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
4.65000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CW8
530000.00000000
PA
USD
524235.81000000
0.429089337231
Long
DBT
CORP
US
N
2
2025-03-25
Fixed
4.10000000
N
N
N
N
N
N
VOLKSWAGEN GROUP AMERICA
5493002SQ1AVQBY41K40
Volkswagen Group of America Finance LLC
928668CG5
620000.00000000
PA
USD
616248.18000000
0.504401870460
Long
DBT
CORP
US
N
2
2029-03-22
Fixed
5.25000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810UB2
10000.00000000
PA
USD
9982.81000000
0.008170974292
Long
DBT
UST
US
N
2
2044-05-15
Fixed
4.62500000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EJ2
280000.00000000
PA
USD
220218.42000000
0.180249754178
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAC2
250000.00000000
PA
USD
252590.75000000
0.206746649963
Long
DBT
CORP
MX
N
2
N/A
Fixed
8.37500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
300000.00000000
PA
USD
295659.81000000
0.241998866729
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
370000.00000000
PA
USD
370791.28000000
0.303494308384
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
100000.00000000
PA
USD
105021.47000000
0.085960539317
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DD4
465000.00000000
PA
USD
513293.04000000
0.420132631418
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.50000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAS8
190000.00000000
PA
USD
196284.63000000
0.160659840836
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
7.37500000
N
N
N
N
N
N
UNIV OF CALIFORNIA CA RGTS MED
N/A
Regents of the University of California Medical Center Pooled Revenue
913366KW9
110000.00000000
PA
USD
97526.51000000
0.079825881292
Long
DBT
MUN
US
N
2
2053-05-15
Fixed
4.56300000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BW5
320000.00000000
PA
USD
331234.16000000
0.271116630095
Long
DBT
CORP
US
N
2
2041-08-04
Fixed
7.00000000
N
N
N
N
N
N
WELLTOWER OP LLC
T6IZ0MBEG5ACZDTR7D06
Welltower OP LLC
95040QAH7
320000.00000000
PA
USD
306019.07000000
0.250477967017
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.12500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMN9
130000.00000000
PA
USD
90894.84000000
0.074397829963
Long
DBT
CORP
US
N
2
2057-12-01
Fixed
3.80000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGU8
580000.00000000
PA
USD
491622.47000000
0.402395173691
Long
DBT
CORP
US
N
2
2046-12-07
Fixed
4.75000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBQ9
200000.00000000
PA
USD
169292.08000000
0.138566318858
Long
DBT
CORP
IT
N
2
2032-06-01
Fixed
4.19800000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122EB0
140000.00000000
PA
USD
150470.67000000
0.123160911237
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DV8
840000.00000000
PA
USD
875103.53000000
0.716276123328
Long
DBT
CORP
GB
N
2
2034-03-09
Fixed
6.25400000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AV5
320000.00000000
PA
USD
319742.08000000
0.261710311609
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59022CAJ2
320000.00000000
PA
USD
332666.21000000
0.272288769376
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50076QAE6
110000.00000000
PA
USD
99554.68000000
0.081485947439
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
5.00000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AL3
540000.00000000
PA
USD
529400.77000000
0.433316879915
Long
DBT
CORP
CO
N
2
2026-06-26
Fixed
5.37500000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BK3
200000.00000000
PA
USD
204509.40000000
0.167391851586
Long
DBT
CORP
CH
N
2
N/A
Fixed
7.75000000
N
N
N
N
N
N
TELEFONICA EMISIONES SAU
549300Y5MFC4SW5Z3K71
Telefonica Emisiones SA
87938WAC7
60000.00000000
PA
USD
65314.75000000
0.053460412765
Long
DBT
CORP
ES
N
2
2036-06-20
Fixed
7.04500000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BN9
60000.00000000
PA
USD
52651.15000000
0.043095199959
Long
DBT
CORP
US
N
2
2060-03-25
Fixed
4.95000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
200447AH3
200000.00000000
PA
USD
165432.88000000
0.135407546530
Long
DBT
CORP
MX
N
2
2031-02-09
Fixed
3.34800000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
320000.00000000
PA
USD
324166.28000000
0.265331538946
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
DELPHI FINANCIAL GROUP
5493001NGT0EEYMZG011
Delphi Financial Group Inc
247131303
5725.00000000
NS
USD
138115.63000000
0.113048256161
Long
EP
CORP
US
N
2
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
59023VAA8
900000.00000000
PA
USD
1070823.74000000
0.876473983889
Long
DBT
CORP
US
N
2
2038-05-14
Fixed
7.75000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAS4
400000.00000000
PA
USD
397521.86000000
0.325373406754
Long
DBT
CORP
ES
N
2
2027-08-18
Fixed
5.29400000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
530000.00000000
PA
USD
515019.35000000
0.421545623815
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AT7
370000.00000000
PA
USD
366684.62000000
0.300132988947
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
7.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
60000.00000000
PA
USD
52021.81000000
0.042580082376
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AH7
160000.00000000
PA
USD
161363.91000000
0.132077076525
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
5.87500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBK0
640000.00000000
PA
USD
612055.96000000
0.500970519783
Long
DBT
CORP
GB
N
2
2030-06-20
Fixed
5.08800000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641598V1
360000.00000000
PA
USD
372660.84000000
0.305024551542
Long
DBT
CORP
CA
N
2
2084-01-27
Fixed
8.00000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAL4
270000.00000000
PA
USD
282193.91000000
0.230976967812
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
6.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCG5
210000.00000000
PA
USD
183179.03000000
0.149932849069
Long
DBT
CORP
US
N
2
2044-06-15
Fixed
4.80000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAQ3
200000.00000000
PA
USD
155304.68000000
0.127117569877
Long
DBT
NUSS
MX
N
2
2041-08-14
Fixed
4.28000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBD0
280000.00000000
PA
USD
264383.17000000
0.216398798072
Long
DBT
CORP
NL
N
2
2049-03-19
Fixed
6.90000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT)
000000000
50.00000000
NC
USD
13138.62000000
0.010754018783
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-09-30
10197798.88000000
USD
13138.62000000
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513CH6
600000.00000000
PA
USD
625038.86000000
0.511597081056
Long
DBT
CORP
US
N
2
2034-08-24
Fixed
6.13600000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JN8
240000.00000000
PA
USD
198478.27000000
0.162455344912
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
4.95000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAN8
200000.00000000
PA
USD
202548.63000000
0.165786952638
Long
DBT
CORP
US
N
2
2038-07-01
Fixed
7.30000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BM1
610000.00000000
PA
USD
729322.91000000
0.596954038831
Long
DBT
CORP
US
N
2
2032-03-15
Variable
8.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAG8
30000.00000000
PA
USD
29892.89000000
0.024467463140
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BX7
120000.00000000
PA
USD
74079.12000000
0.060634088509
Long
DBT
CORP
US
N
2
2061-08-12
Fixed
3.20000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AU5
80000.00000000
PA
USD
74297.71000000
0.060813005394
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.26800000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
22535WAJ6
290000.00000000
PA
USD
297962.02000000
0.243883235832
Long
DBT
CORP
FR
N
2
2029-10-03
Fixed
6.31600000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
100000.00000000
PA
USD
88628.52000000
0.072542836985
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS
N/A
Targa Resources Partners LP / Targa Resources Partners Finance Corp
87612BBN1
490000.00000000
PA
USD
502791.94000000
0.411537434460
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.87500000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
380000.00000000
PA
USD
331565.16000000
0.271387555065
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
CREDIT SUISSE ESCROW CL
N/A
CREDIT SUISSE ESCROW CL
000000000
1700000.00000000
PA
USD
51000.00000000
0.041743726356
Long
DBT
CORP
US
N
3
2050-01-01
None
0.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
740000.00000000
PA
USD
707737.33000000
0.579286145796
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
25.00000000
NC
USD
28519.23000000
0.023343116333
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-09-19
3105074.52000000
USD
28519.23000000
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAZ8
540000.00000000
PA
USD
422693.97000000
0.345976890512
Long
DBT
CORP
IE
N
2
2041-10-29
Fixed
3.85000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VCB7
150000.00000000
PA
USD
101104.57000000
0.082754539283
Long
DBT
CORP
US
N
2
2053-02-15
Fixed
3.30000000
N
N
N
N
N
N
KKR GROUP FINANCE CO III
N/A
KKR Group Finance Co III LLC
48250AAA1
820000.00000000
PA
USD
740778.19000000
0.606330236354
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
5.12500000
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825CAQ7
810000.00000000
PA
USD
890812.15000000
0.729133698518
Long
DBT
CORP
US
N
2
2039-02-01
Fixed
6.50000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDK5
310000.00000000
PA
USD
258558.98000000
0.211631672707
Long
DBT
CORP
US
N
2
2049-03-09
Fixed
4.55000000
N
N
N
N
N
N
ANGLO AMERICAN CAPITAL
TINT358G1SSHR3L3PW36
Anglo American Capital PLC
034863AT7
500000.00000000
PA
USD
479431.87000000
0.392417113485
Long
DBT
CORP
GB
N
2
2027-09-11
Fixed
4.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AH6
470000.00000000
PA
USD
483777.79000000
0.395974268294
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
7.85000000
N
N
N
N
N
N
QATAR ENERGY
254900QTESJKJ3P87J26
QatarEnergy
74730DAD5
490000.00000000
PA
USD
343788.90000000
0.281392740508
Long
DBT
CORP
QA
N
2
2051-07-12
Fixed
3.30000000
N
N
N
N
N
N
CME GROUP INC
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572QAF2
440000.00000000
PA
USD
440191.23000000
0.360298475481
Long
DBT
CORP
US
N
2
2043-09-15
Fixed
5.30000000
N
N
N
N
N
N
LITHIA MOTORS INC
SE8N1EZEHPZQBCBVKD53
Lithia Motors Inc
536797AG8
190000.00000000
PA
USD
170831.72000000
0.139826521032
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
3.87500000
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
Apple Inc
037833CD0
340000.00000000
PA
USD
277529.99000000
0.227159528592
Long
DBT
CORP
US
N
2
2046-08-04
Fixed
3.85000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DR8
740000.00000000
PA
USD
738207.10000000
0.604225787777
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
5.25000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661EH6
80000.00000000
PA
USD
72665.50000000
0.059477034265
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
3.75000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAT8
360000.00000000
PA
USD
340759.87000000
0.278913466009
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.62500000
N
N
N
N
N
N
NIPPON LIFE INSURANCE
549300Y0HHMFW3EVWY08
Nippon Life Insurance Co
654579AH4
200000.00000000
PA
USD
167006.76000000
0.136695774295
Long
DBT
CORP
JP
N
2
2051-01-21
Fixed
2.75000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AK0
680000.00000000
PA
USD
665254.34000000
0.544513629927
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RGQ9
80000.00000000
PA
USD
76665.94000000
0.062751412160
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.30000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
80000.00000000
PA
USD
42084.00000000
0.034445940783
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AB9
310000.00000000
PA
USD
301584.12000000
0.246847940758
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
5.40000000
N
N
N
N
N
N
CI FINANCIAL CORP
549300M9W7JJQSVCEM78
CI Financial Corp
125491AN0
280000.00000000
PA
USD
220822.31000000
0.180744040823
Long
DBT
CORP
CA
N
2
2030-12-17
Fixed
3.20000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL
ISRPG12PN4EIEOEMW547
Honeywell International Inc
438516CK0
350000.00000000
PA
USD
349794.11000000
0.286308031546
Long
DBT
CORP
US
N
2
2033-02-15
Fixed
5.00000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
190000.00000000
PA
USD
189083.13000000
0.154765381123
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
PHILIP MORRIS INTL INC
HL3H1H2BGXWVG3BSWR90
Philip Morris International Inc
718172AP4
100000.00000000
PA
USD
85564.78000000
0.070035152197
Long
DBT
CORP
US
N
2
2042-03-20
Fixed
4.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDV3
630000.00000000
PA
USD
630098.92000000
0.515738762624
Long
DBT
CORP
US
N
2
2047-03-16
Fixed
5.50000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBU3
10000.00000000
PA
USD
7810.98000000
0.006393321797
Long
DBT
CORP
GB
N
2
2050-09-17
Fixed
4.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
110000.00000000
PA
USD
107318.75000000
0.087840873194
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAL9
200000.00000000
PA
USD
184388.70000000
0.150922969333
Long
DBT
CORP
KY
N
2
2030-06-18
Variable
4.37500000
N
N
N
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
NVIDIA Corp
67066GAJ3
80000.00000000
PA
USD
60578.15000000
0.049583484642
Long
DBT
CORP
US
N
2
2060-04-01
Fixed
3.70000000
N
N
N
N
N
N
TRANSCONT GAS PIPE LINE
N/A
Transcontinental Gas Pipe Line Co LLC
893574AR4
30000.00000000
PA
USD
22746.34000000
0.018617980246
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.95000000
N
N
N
N
N
N
SUMTER LANDING FL CDD RECREATI
N/A
Sumter Landing Community Development District
86657MBK1
170000.00000000
PA
USD
149387.94000000
0.122274691927
Long
DBT
MUN
US
N
2
2047-10-01
Fixed
4.17200000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
Ecopetrol SA
279158AQ2
260000.00000000
PA
USD
180722.67000000
0.147922307506
Long
DBT
CORP
CO
N
2
2051-11-02
Fixed
5.87500000
N
N
N
N
N
N
KKR GRP FIN CO VI LLC
549300TUJWGHJM3FSJ07
KKR Group Finance Co VI LLC
48252AAA9
70000.00000000
PA
USD
65659.64000000
0.053742706761
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.75000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AH5
60000.00000000
PA
USD
56679.05000000
0.046392053986
Long
DBT
CORP
SG
N
2
2063-05-19
Fixed
5.34000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GFD1
640000.00000000
PA
USD
690895.25000000
0.565500828565
Long
DBT
CORP
US
N
2
2037-10-01
Fixed
6.75000000
N
N
N
N
N
N
ILFC E-CAPITAL TRUST II
N/A
ILFC E-Capital Trust II
44965UAA2
270000.00000000
PA
USD
225074.11000000
0.184224157994
Long
DBT
CORP
US
N
2
2065-12-21
Floating
7.40902000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAD5
40000.00000000
PA
USD
39188.58000000
0.032076026662
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
5.80000000
N
N
N
N
N
N
WYNN MACAU LTD
254900NMDQ8ENTHU1I31
Wynn Macau Ltd
98313RAD8
240000.00000000
PA
USD
228884.62000000
0.187343077341
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
5.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBN6
200000.00000000
PA
USD
150562.72000000
0.123236254571
Long
DBT
CORP
IT
N
2
2049-09-23
Fixed
4.70000000
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397B77
400000.00000000
PA
USD
375822.51000000
0.307612392469
Long
DBT
CORP
US
N
2
2026-08-10
Fixed
2.70000000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AD5
420000.00000000
PA
USD
429392.13000000
0.351459364201
Long
DBT
CORP
US
N
2
2035-01-25
Fixed
6.25000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EG9
320000.00000000
PA
USD
242920.22000000
0.198831278237
Long
DBT
CORP
US
N
2
2065-11-15
Fixed
4.37500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CH1
330000.00000000
PA
USD
317728.55000000
0.260062228368
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.12500000
N
N
N
N
N
N
CIGNA GROUP/THE
549300VIWYMSIGT1U456
Cigna Group/The
125523AJ9
340000.00000000
PA
USD
312624.97000000
0.255884925486
Long
DBT
CORP
US
N
2
2038-08-15
Fixed
4.80000000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AV3
120000.00000000
PA
USD
96958.07000000
0.079360610629
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.87500000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
018820AA8
200000.00000000
PA
USD
186778.60000000
0.152879113090
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAG8
270000.00000000
PA
USD
192163.74000000
0.157286874081
Long
DBT
CORP
FR
N
2
2042-10-19
Fixed
3.58200000
N
N
N
N
N
N
FOUNDRY JV HOLDCO LLC
21380048QROAMGM6EP30
Foundry JV Holdco LLC
350930AA1
300000.00000000
PA
USD
297757.54000000
0.243715868044
Long
DBT
CORP
US
N
2
2034-01-25
Fixed
5.87500000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
80000.00000000
PA
USD
72154.58000000
0.059058843977
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
MICRON TECHNOLOGY INC
B3DXGBC8GAIYWI2Z0172
Micron Technology Inc
595112BT9
30000.00000000
PA
USD
21966.63000000
0.017979784150
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
3.36600000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-1.00000000
NC
USD
-978.30000000
-0.00080074289
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-09-19
-109006.08000000
USD
-978.30000000
N
N
N
WILLIAMS COS INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BD1
37000.00000000
PA
USD
40942.20000000
0.033511372416
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
7.75000000
N
N
N
N
N
N
L3HARRIS TECH INC
549300UTE50ZMDBG8A20
L3Harris Technologies Inc
502431AQ2
190000.00000000
PA
USD
189479.51000000
0.155089819912
Long
DBT
CORP
US
N
2
2033-07-31
Fixed
5.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CKS9
680000.00000000
PA
USD
681434.38000000
0.557757064480
Long
DBT
UST
US
N
2
2026-05-31
Fixed
4.87500000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
Chesapeake Energy Corp
92735LAA0
170000.00000000
PA
USD
170472.94000000
0.139532858010
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.75000000
N
N
N
N
N
N
INOVA HEALTH SYSTEMS FOU
5493001L7PBVS286Y307
Inova Health System Foundation
45791GAA0
90000.00000000
PA
USD
75148.14000000
0.061509086124
Long
DBT
CORP
US
N
2
2052-05-15
Fixed
4.06800000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAS1
210000.00000000
PA
USD
210643.65000000
0.172412762437
Long
DBT
CORP
US
N
2
2034-04-15
Fixed
6.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401BB3
250000.00000000
PA
USD
301490.04000000
0.246770935860
Long
DBT
CORP
CH
N
2
2033-11-15
Fixed
9.01600000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
250000.00000000
PA
USD
252115.25000000
0.206357451102
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BV7
270000.00000000
PA
USD
307571.28000000
0.251748457791
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
8.12500000
N
N
N
N
N
N
ZF NA CAPITAL
529900JYGMS9CW9IQX78
ZF North America Capital Inc
98877DAC9
400000.00000000
PA
USD
395250.88000000
0.323514599545
Long
DBT
CORP
US
N
2
2025-04-29
Fixed
4.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAS9
60000.00000000
PA
USD
58836.69000000
0.048158091903
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.80000000
N
N
N
N
N
N
TELEFONICA EUROPE BV
7245007FZS0M65WUGP67
Telefonica Europe BV
879385AD4
230000.00000000
PA
USD
260210.98000000
0.212983842039
Long
DBT
CORP
NL
N
2
2030-09-15
Fixed
8.25000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBE2
1820000.00000000
PA
USD
1417985.42000000
1.160627359797
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAV2
190000.00000000
PA
USD
191057.60000000
0.156381493582
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
6.12500000
N
N
N
N
N
N
ILFC E-CAPITAL TRUST I
N/A
ILFC E-Capital Trust I
44965TAA5
470000.00000000
PA
USD
384119.02000000
0.314403122727
Long
DBT
CORP
US
N
2
2065-12-21
Floating
7.15902000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002AU5
480000.00000000
PA
USD
483240.48000000
0.395534477674
Long
DBT
CORP
US
N
2
2057-05-15
Fixed
6.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAB6
360000.00000000
PA
USD
269313.04000000
0.220433918547
Long
DBT
NUSS
MX
N
2
2047-01-15
Fixed
4.35000000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859AZ5
80000.00000000
PA
USD
95710.85000000
0.078339755524
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.15000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BJ3
320000.00000000
PA
USD
273684.48000000
0.224011961589
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
RTX CORP
I07WOS4YJ0N7YRFE7309
RTX Corp
913017CX5
110000.00000000
PA
USD
94497.10000000
0.077346295761
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
230000.00000000
PA
USD
187434.50000000
0.153415970151
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508BF0
270000.00000000
PA
USD
235802.20000000
0.193005147274
Long
DBT
CORP
US
N
2
2039-03-15
Fixed
3.87500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 5 YEAR TREASURY NOTE
000000000
43.00000000
NC
USD
22460.67000000
0.018384158083
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Long
US TREASURY N/B
United States Treasury Note/Bond
2024-09-30
4560398.92000000
USD
22460.67000000
N
N
N
KKR GROUP FIN CO X LLC
N/A
KKR Group Finance Co X LLC
48255BAA4
90000.00000000
PA
USD
59084.91000000
0.048361261075
Long
DBT
CORP
US
N
2
2051-12-15
Fixed
3.25000000
N
N
N
N
N
N
SWEDBANK AB
M312WZV08Y7LYUC71685
Swedbank AB
87020PAY3
310000.00000000
PA
USD
310501.49000000
0.254146847681
Long
DBT
CORP
SE
N
2
2029-03-14
Fixed
5.40700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAS0
370000.00000000
PA
USD
345984.99000000
0.283190249920
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.30000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CZ1
560000.00000000
PA
USD
482858.38000000
0.395221727128
Long
DBT
CORP
US
N
2
2048-03-25
Fixed
5.05000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CG7
80000.00000000
PA
USD
47440.61000000
0.038830349843
Long
DBT
CORP
US
N
2
2062-06-30
Fixed
3.95000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJH6
150000.00000000
PA
USD
130921.92000000
0.107160172598
Long
DBT
CORP
US
N
2
2042-06-15
Variable
4.90000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAA3
210000.00000000
PA
USD
206750.37000000
0.169226095477
Long
DBT
CORP
GB
N
2
2025-09-15
Fixed
4.75000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAJ7
180000.00000000
PA
USD
170576.78000000
0.139617851510
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.55000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAR2
200000.00000000
PA
USD
222621.66000000
0.182216816784
Long
DBT
CORP
NL
N
2
2031-09-15
Fixed
8.12500000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAC4
430000.00000000
PA
USD
461879.99000000
0.378050821803
Long
DBT
CORP
CA
N
2
2037-11-15
Fixed
6.90000000
N
N
N
N
N
N
BECTON DICKINSON & CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson & Co
075887BX6
410000.00000000
PA
USD
357726.23000000
0.292800506972
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.66900000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
260000.00000000
PA
USD
237714.12000000
0.194570062280
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
IMPERIAL BRANDS FIN PLC
2138008L3B3MCG1DFS50
Imperial Brands Finance PLC
45262BAF0
330000.00000000
PA
USD
335947.12000000
0.274974208773
Long
DBT
CORP
GB
N
2
2027-07-27
Fixed
6.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
140000.00000000
PA
USD
134664.20000000
0.110223245387
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAR5
310000.00000000
PA
USD
309985.11000000
0.253724188360
Long
DBT
CORP
US
N
2
2024-07-05
Fixed
5.90000000
N
N
N
N
N
N
HALLIBURTON CO
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216BK6
200000.00000000
PA
USD
181213.16000000
0.148323775748
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
5.00000000
N
N
N
N
N
N
MIDAMERICAN ENERGY CO
NINLOILYRTLIMK26MZ18
MidAmerican Energy Co
595620AT2
150000.00000000
PA
USD
141914.91000000
0.116157983704
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.65000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AA5
270000.00000000
PA
USD
236893.33000000
0.193898242022
Long
DBT
CORP
US
N
2
2050-02-01
Variable
5.25000000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AE2
390000.00000000
PA
USD
380166.52000000
0.311167983935
Long
DBT
CORP
SG
N
2
2033-05-19
Fixed
4.75000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AR6
106000.00000000
PA
USD
105256.87000000
0.086153215262
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GGM0
570000.00000000
PA
USD
605597.26000000
0.495684045167
Long
DBT
CORP
US
N
2
2041-02-01
Fixed
6.25000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BP6
120000.00000000
PA
USD
121437.96000000
0.099397509245
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
292972.54510000
PA
USD
123425.43000000
0.101024262261
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.62500000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BG6
150000.00000000
PA
USD
127292.60000000
0.104189558070
Long
DBT
CORP
US
N
2
2047-03-15
Fixed
4.80000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RDE9
50000.00000000
PA
USD
51050.43000000
0.041785003535
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.35000000
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAH6
30000.00000000
PA
USD
26812.03000000
0.021945765556
Long
DBT
CORP
US
N
2
2043-02-01
Fixed
4.70000000
N
N
N
N
N
N
INTEL CORP
KNX4USFCNGPY45LOCE31
Intel Corp
458140BM1
10000.00000000
PA
USD
8614.49000000
0.007050998299
Long
DBT
CORP
US
N
2
2050-03-25
Fixed
4.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
969457BB5
47000.00000000
PA
USD
52010.00000000
0.042570415839
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
7.50000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
210000.00000000
PA
USD
175509.73000000
0.143655492980
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
WASHINGTON UNIVERSITY
2V765680J33YAZOYW441
Washington University/The
940663AD9
110000.00000000
PA
USD
88874.34000000
0.072744041746
Long
DBT
CORP
US
N
2
2122-04-15
Fixed
4.34900000
N
N
N
N
N
N
VALE OVERSEAS LIMITED
254900BA3U6G5DNV5V04
Vale Overseas Ltd
91911TAH6
1148000.00000000
PA
USD
1232682.22000000
1.008955868155
Long
DBT
CORP
KY
N
2
2036-11-21
Fixed
6.87500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AF6
70000.00000000
PA
USD
78448.94000000
0.064210805574
Long
DBT
CORP
GB
N
2
2032-05-17
Fixed
7.62500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
70000.00000000
PA
USD
58578.66000000
0.047946893203
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAD8
340000.00000000
PA
USD
323059.02000000
0.264425241721
Long
DBT
CORP
NL
N
2
2045-08-04
Fixed
5.25000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NBJ7
100000.00000000
PA
USD
79498.98000000
0.065070267974
Long
DBT
CORP
NL
N
2
2051-06-10
Fixed
5.50000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCN1
580000.00000000
PA
USD
467535.91000000
0.382680217426
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
4.50000000
N
N
N
N
N
N
CALIFORNIA INSTITUTE OF
549300CITPNHOTVPHC04
California Institute of Technology
13034VAD6
110000.00000000
PA
USD
73232.72000000
0.059941306353
Long
DBT
CORP
US
N
2
2119-09-01
Fixed
3.65000000
N
N
N
N
N
N
NISSAN MOTOR CO
353800DRBDH1LUTNAY26
Nissan Motor Co Ltd
654744AD3
200000.00000000
PA
USD
185881.39000000
0.152144742723
Long
DBT
CORP
JP
N
2
2030-09-17
Fixed
4.81000000
N
N
N
N
N
N
SMBC AVIATION CAPITAL FI
549300OD7VKRVNWB2J98
SMBC Aviation Capital Finance DAC
78448TAL6
380000.00000000
PA
USD
376807.49000000
0.308418602971
Long
DBT
CORP
IE
N
2
2029-04-03
Fixed
5.30000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BV0
220000.00000000
PA
USD
203592.38000000
0.166641266645
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.50000000
N
N
N
N
N
N
AMERICA MOVIL SAB DE CV
5493000FNR3UCEAONM59
America Movil SAB de CV
02364WAW5
850000.00000000
PA
USD
880989.94000000
0.721094176039
Long
DBT
CORP
MX
N
2
2040-03-30
Fixed
6.12500000
N
N
N
N
N
N
MASS MUTUAL LIFE INS CO
R6ZXK5P01NP6HXSY1S07
Massachusetts Mutual Life Insurance Co
575767AL2
260000.00000000
PA
USD
217069.35000000
0.177672226406
Long
DBT
CORP
US
N
2
2077-04-01
Fixed
4.90000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076CQ3
270000.00000000
PA
USD
199872.79000000
0.163596765722
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
3.62500000
N
N
N
N
N
N
KYNDRYL HOLDINGS INC
549300LQ4LWX2R8ZV130
Kyndryl Holdings Inc
50155QAM2
300000.00000000
PA
USD
227513.03000000
0.186220424839
Long
DBT
CORP
US
N
2
2041-10-15
Fixed
4.10000000
N
N
N
N
N
N
BARRICK PD AU FIN PTY LT
5493008DX0TK7OFLV260
Barrick PD Australia Finance Pty Ltd
06849UAD7
180000.00000000
PA
USD
183168.35000000
0.149924107441
Long
DBT
CORP
AU
N
2
2039-10-15
Fixed
5.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2M4
230000.00000000
PA
USD
209655.64000000
0.171604071866
Long
DBT
CORP
US
N
2
2051-04-04
Fixed
5.01300000
N
N
N
N
N
N
HUNTINGTON INGALLS INDUS
5TZLZ6WJTBVJ0QWBG121
Huntington Ingalls Industries Inc
446413AL0
200000.00000000
PA
USD
188514.31000000
0.154299799429
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.48300000
N
N
N
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
Abbott Laboratories
002824BH2
90000.00000000
PA
USD
85080.11000000
0.069638447651
Long
DBT
CORP
US
N
2
2046-11-30
Fixed
4.90000000
N
N
N
N
N
N
MERCADOLIBRE INC
549300DKPDN9M5S8GB14
MercadoLibre Inc
58733RAE2
470000.00000000
PA
USD
446175.47000000
0.365196602481
Long
DBT
CORP
US
N
2
2026-01-14
Fixed
2.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKF8
70000.00000000
PA
USD
46286.02000000
0.037885312803
Long
DBT
CORP
US
N
2
2061-02-01
Fixed
3.50000000
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
Ecolab Inc
278865BE9
80000.00000000
PA
USD
79737.71000000
0.065265669539
Long
DBT
CORP
US
N
2
2030-03-24
Fixed
4.80000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
113000.00000000
PA
USD
106770.33000000
0.087391988989
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
ATHENE HOLDING LTD
549300H316CT32FQXI76
Athene Holding Ltd
04686JAH4
400000.00000000
PA
USD
400606.40000000
0.327898116434
Long
DBT
CORP
US
N
2
2054-04-01
Fixed
6.25000000
N
N
N
N
N
N
AMERICO LIFE INC
549300B5C1FRFHBYW144
Americo Life Inc
03060NAD2
80000.00000000
PA
USD
63937.87000000
0.052333430374
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.45000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RAP3
1150000.00000000
PA
USD
1165680.25000000
0.954114458331
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
6.40000000
N
N
N
N
N
N
GEORGIA-PACIFIC LLC
L2EVHWFHVAQK72TMH265
Georgia-Pacific LLC
373298BN7
250000.00000000
PA
USD
256835.41000000
0.210220923012
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
7.37500000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687DV5
545000.00000000
PA
USD
600385.16000000
0.491417918184
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.55000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BN2
460000.00000000
PA
USD
491266.26000000
0.402103614225
Long
DBT
CORP
US
N
2
2053-09-01
Fixed
6.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
560000.00000000
PA
USD
556102.34000000
0.455172233471
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05571AAR6
350000.00000000
PA
USD
362993.18000000
0.297111528923
Long
DBT
CORP
FR
N
2
2029-10-19
Fixed
6.71400000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAG6
390000.00000000
PA
USD
351434.58000000
0.287650763522
Long
DBT
CORP
CA
N
2
2037-05-04
Fixed
4.58800000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BX6
210000.00000000
PA
USD
198914.77000000
0.162812622100
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.12500000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAZ1
330000.00000000
PA
USD
335297.69000000
0.274442647436
Long
DBT
CORP
NL
N
2
2025-10-14
Variable
6.80000000
N
N
N
N
N
N
ORLANDO HEALTH OBL GRP
N/A
Orlando Health Obligated Group
686514AF7
170000.00000000
PA
USD
140875.69000000
0.115307377521
Long
DBT
CORP
US
N
2
2048-10-01
Fixed
4.08900000
N
N
N
N
N
N
EOG RESOURCES INC
XWTZDRYZPBUHIQBKDB46
EOG Resources Inc
26875PAU5
120000.00000000
PA
USD
117157.31000000
0.095893778221
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.37500000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAS4
330000.00000000
PA
USD
278251.51000000
0.227750095914
Long
DBT
CORP
KY
N
2
2031-08-08
Variable
3.25000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EG4
110000.00000000
PA
USD
97172.90000000
0.079536449938
Long
DBT
CORP
AU
N
2
2039-07-24
Fixed
4.42100000
N
N
N
N
N
N
DARTMOUTH-HITCH HEALTH
N/A
Dartmouth-Hitchcock Health
23745QAA2
100000.00000000
PA
USD
78432.83000000
0.064197619468
Long
DBT
CORP
US
N
2
2048-08-01
Fixed
4.17800000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
Apache Corp
037411AY1
90000.00000000
PA
USD
77806.38000000
0.063684867362
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
5.25000000
N
N
N
N
N
N
FIDELITY & GUARANTY LIFE
549300WCR5QBFH98VZ75
Fidelity & Guaranty Life Holdings Inc
315786AC7
73000.00000000
PA
USD
72587.58000000
0.059413256399
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AC1
90000.00000000
PA
USD
83760.58000000
0.068558406489
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.05000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ACT0
230000.00000000
PA
USD
157147.76000000
0.128626139038
Long
DBT
CORP
US
N
2
2052-10-15
Fixed
3.40000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
70000.00000000
PA
USD
61974.05000000
0.050726034988
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCB9
380000.00000000
PA
USD
272554.05000000
0.223086699617
Long
DBT
CORP
US
N
2
2061-03-25
Fixed
4.10000000
N
N
N
N
N
N
TEVA PHARMACEUTICALS NE
5493004T21MOAFINJP35
Teva Pharmaceutical Finance Netherlands III BV
88167AAN1
200000.00000000
PA
USD
200679.00000000
0.164256652185
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
7.12500000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280ED7
340000.00000000
PA
USD
340721.94000000
0.278882420136
Long
DBT
CORP
GB
N
2
2030-03-04
Fixed
5.54600000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
225401AP3
250000.00000000
PA
USD
233465.94000000
0.191092908095
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19400000
N
N
N
N
N
N
SANDS CHINA LTD
549300EVO6UZDGY05787
Sands China Ltd
80007RAF2
450000.00000000
PA
USD
446396.67000000
0.365377655663
Long
DBT
CORP
KY
N
2
2025-08-08
Variable
5.12500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
35342.00394500
PA
USD
20321.65000000
0.016633360719
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
LOS ANGELES CNTY CA PUBLIC WKS
N/A
Los Angeles County Public Works Financing Authority
54473ENS9
650000.00000000
PA
USD
768784.51000000
0.629253533576
Long
DBT
MUN
US
N
2
2040-08-01
Fixed
7.61800000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AQ1
170000.00000000
PA
USD
162268.14000000
0.132817192794
Long
DBT
CORP
US
N
2
2027-10-27
Fixed
3.87500000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAJ4
510000.00000000
PA
USD
486552.28000000
0.398245200673
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.47600000
N
N
N
N
N
N
CATERPILLAR INC
WRJR7GS4GTRECRRTVX92
Caterpillar Inc
149123CE9
220000.00000000
PA
USD
194776.99000000
0.159425830805
Long
DBT
CORP
US
N
2
2064-05-15
Fixed
4.75000000
N
N
N
N
N
N
CARLYLE FINANCE SUB LLC
N/A
Carlyle Finance Subsidiary LLC
14314DAA1
150000.00000000
PA
USD
138709.78000000
0.113534570573
Long
DBT
CORP
US
N
2
2029-09-19
Fixed
3.50000000
N
N
N
N
N
N
CARLYLE FINANCE LLC
N/A
Carlyle Finance LLC
14314CAA3
110000.00000000
PA
USD
105932.68000000
0.086706368747
Long
DBT
CORP
US
N
2
2048-09-15
Fixed
5.65000000
N
N
N
N
N
N
CARLYLE HOLDINGS II FIN
N/A
Carlyle Holdings II Finance LLC
14310FAA0
220000.00000000
PA
USD
210434.15000000
0.172241285757
Long
DBT
CORP
US
N
2
2043-03-30
Fixed
5.62500000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAV5
270000.00000000
PA
USD
276669.81000000
0.226455467444
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
200000.00000000
PA
USD
196642.06000000
0.160952398877
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967FX4
240000.00000000
PA
USD
246268.86000000
0.201572154939
Long
DBT
CORP
US
N
2
2042-01-30
Fixed
5.87500000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AD4
250000.00000000
PA
USD
275645.80000000
0.225617310714
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.37500000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AF0
190000.00000000
PA
USD
188344.93000000
0.154161161147
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.75000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CV5
210000.00000000
PA
USD
193722.75000000
0.158562930685
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.70500000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAR1
150000.00000000
PA
USD
140122.60000000
0.114690970014
Long
DBT
CORP
CA
N
2
2042-10-25
Variable
5.55000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAC0
240000.00000000
PA
USD
253110.73000000
0.207172255901
Long
DBT
CORP
US
N
2
2053-11-15
Fixed
6.54400000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967DR9
404000.00000000
PA
USD
413710.68000000
0.338624027776
Long
DBT
CORP
US
N
2
2036-08-25
Fixed
6.12500000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCA1
310000.00000000
PA
USD
229380.00000000
0.187748548070
Long
DBT
CORP
US
N
2
2051-03-25
Fixed
3.95000000
N
N
N
N
N
N
ROCKETMTGE CO-ISSUER INC
N/A
Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc
77313LAA1
160000.00000000
PA
USD
149557.89000000
0.122413796756
Long
DBT
CORP
US
N
2
2026-10-15
Fixed
2.87500000
N
N
N
N
N
N
RELIANCE INDUSTRIES LTD
5493003UOETFYRONLG31
Reliance Industries Ltd
759470BD8
300000.00000000
PA
USD
210372.64000000
0.172190939549
Long
DBT
CORP
IN
N
2
2052-01-12
Fixed
3.62500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RBC2
160000.00000000
PA
USD
179607.51000000
0.147009544097
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
8.25000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BM2
230000.00000000
PA
USD
227698.94000000
0.186372592999
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75400000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CK8
160000.00000000
PA
USD
125650.05000000
0.102845123604
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.25000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBR3
430000.00000000
PA
USD
402699.56000000
0.329611377184
Long
DBT
CORP
US
N
2
2078-02-15
Fixed
5.37500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAB2
450000.00000000
PA
USD
443594.93000000
0.363084419038
Long
DBT
CORP
NL
N
2
2043-12-01
Fixed
5.75000000
N
N
N
N
N
N
GENTING NY LLC/GENNY CAP
N/A
Genting New York LLC / GENNY Capital Inc
37255JAA0
550000.00000000
PA
USD
525450.26000000
0.430083369946
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
3.30000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AH0
310000.00000000
PA
USD
297680.23000000
0.243652589466
Long
DBT
CORP
US
N
2
2027-07-15
Variable
4.15000000
N
N
N
N
N
N
UNITED AIR 2020-1 B PTT
N/A
United Airlines 2020-1 Class B Pass Through Trust
90932VAA3
105840.00000000
PA
USD
104339.22000000
0.085402114664
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4.87500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBS5
200000.00000000
PA
USD
149579.33000000
0.122431345491
Long
DBT
CORP
IT
N
2
2042-06-01
Fixed
4.95000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAG8
320000.00000000
PA
USD
337208.20000000
0.276006408350
Long
DBT
CORP
US
N
2
2039-10-15
Fixed
6.12500000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBU0
200000.00000000
PA
USD
203282.25000000
0.166387423864
Long
DBT
CORP
IT
N
2
2025-11-21
Fixed
7.00000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
540000.00000000
PA
USD
521554.36000000
0.426894558505
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
30000.00000000
PA
USD
27055.82000000
0.022145308753
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.80500000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DU1
110000.00000000
PA
USD
107819.10000000
0.088250411889
Long
DBT
CORP
US
N
2
2063-03-02
Fixed
5.75000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
71647NAN9
300000.00000000
PA
USD
265782.69000000
0.217544311403
Long
DBT
CORP
NL
N
2
2115-06-05
Fixed
6.85000000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AB6
20000.00000000
PA
USD
16476.31000000
0.013485932862
Long
DBT
CORP
US
N
2
2035-01-15
Fixed
3.30200000
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135CJ3
330000.00000000
PA
USD
265530.64000000
0.217338007360
Long
DBT
CORP
US
N
2
2052-04-13
Fixed
3.95000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAT8
630000.00000000
PA
USD
625354.97000000
0.511855818494
Long
DBT
CORP
BM
N
2
2025-08-11
Fixed
5.25000000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680BL6
460000.00000000
PA
USD
473825.03000000
0.387827890060
Long
DBT
CORP
US
N
2
2033-09-01
Fixed
6.05000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAB9
410000.00000000
PA
USD
409627.52000000
0.335281943193
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YES0
130000.00000000
PA
USD
124541.07000000
0.101937418552
Long
DBT
CORP
US
N
2
2037-04-20
Fixed
5.29700000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2Z5
380000.00000000
PA
USD
325003.79000000
0.266017044598
Long
DBT
CORP
US
N
2
2053-04-25
Fixed
4.61100000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFP0
430000.00000000
PA
USD
403560.82000000
0.330316322317
Long
DBT
CORP
US
N
2
2043-11-02
Fixed
5.37500000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCP5
360000.00000000
PA
USD
331664.88000000
0.271469176327
Long
DBT
CORP
US
N
2
2035-05-15
Fixed
4.50000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BC0
400000.00000000
PA
USD
446739.21000000
0.365658026173
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBV2
152000.01000000
PA
USD
143031.27000000
0.117071729319
Long
DBT
CORP
US
N
2
2037-05-15
Fixed
4.92600000
N
N
N
N
N
N
TIME WARNER CABLE ENTRMN
N/A
Time Warner Cable Enterprises LLC
88731EAJ9
410000.00000000
PA
USD
453229.01000000
0.370969956277
Long
DBT
CORP
US
N
2
2033-07-15
Fixed
8.37500000
N
N
N
N
N
N
BARRICK NA FINANCE LLC
N/A
Barrick North America Finance LLC
06849RAG7
50000.00000000
PA
USD
49462.74000000
0.040485472223
Long
DBT
CORP
US
N
2
2041-05-30
Fixed
5.70000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAF3
500000.00000000
PA
USD
468096.00000000
0.383138653577
Long
DBT
CORP
US
N
2
2045-05-22
Fixed
5.15000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAR4
250000.00000000
PA
USD
254379.81000000
0.208211003513
Long
DBT
CORP
US
N
2
2034-05-25
Fixed
6.17400000
N
N
N
N
N
N
MELCO RESORTS FINANCE
5493000FQDBWKDBZEF60
Melco Resorts Finance Ltd
58547DAD1
380000.00000000
PA
USD
341247.94000000
0.279312953470
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
5.37500000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAL4
210000.00000000
PA
USD
209725.43000000
0.171661195291
Long
DBT
CORP
US
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BY4
110000.00000000
PA
USD
101953.56000000
0.083449441366
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
5.12500000
N
N
N
N
N
N
ILLINOIS ST
54930048FV8RWPR02D67
State of Illinois
452152FA4
262307.70000000
PA
USD
275811.75000000
0.225753141526
Long
DBT
MUN
US
N
2
2035-04-01
Fixed
6.72500000
N
N
N
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
AXA SA
054536AA5
200000.00000000
PA
USD
235570.59000000
0.192815573461
Long
DBT
CORP
FR
N
2
2030-12-15
Fixed
8.60000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAX9
120000.00000000
PA
USD
112674.73000000
0.092224766595
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
4.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEU5
280000.00000000
PA
USD
270039.30000000
0.221028365581
Long
DBT
CORP
US
N
2
2033-07-20
Fixed
4.88900000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AN8
360000.00000000
PA
USD
347191.60000000
0.284177865560
Long
DBT
CORP
US
N
2
2027-03-27
Fixed
4.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCY9
150000.00000000
PA
USD
148541.38000000
0.121581778809
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.81700000
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
198520.16000000
0.162489632063
Long
DBT
CORP
US
N
2
2024-09-17
Fixed
3.75000000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272BH0
70000.00000000
PA
USD
45451.11000000
0.037201935263
Long
DBT
CORP
US
N
2
2051-09-23
Fixed
3.37500000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
Reynolds American Inc
761713BB1
90000.00000000
PA
USD
83104.52000000
0.068021418467
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.85000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACT2
200000.00000000
PA
USD
199250.25000000
0.163087213969
Long
DBT
CORP
US
N
2
2027-01-08
Fixed
5.25000000
N
N
N
N
N
N
RAYMOND JAMES FINANCIAL
RGUZHJ05YTITL6D76949
Raymond James Financial Inc
754730AG4
70000.00000000
PA
USD
68469.72000000
0.056042769713
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.65000000
N
N
N
N
N
N
TRANSCONT GAS PIPE CORP
N/A
Transcontinental Gas Pipe Line Co LLC
893570BM2
230000.00000000
PA
USD
237960.97000000
0.194772110101
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
7.25000000
N
N
N
N
N
N
RENAISSANCERE HOLDINGS L
EK6GB9U3U58PDI411C94
RenaissanceRe Holdings Ltd
75968NAE1
190000.00000000
PA
USD
190331.22000000
0.155786948328
Long
DBT
CORP
BM
N
2
2033-06-05
Fixed
5.75000000
N
N
N
N
N
N
PARSLEY ENERGY LLC/FINAN
N/A
Parsley Energy LLC / Parsley Finance Corp
701885AJ4
200000.00000000
PA
USD
192081.60000000
0.157219642126
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
4.12500000
N
N
N
N
N
N
CENTERPOINT ENER HOUSTON
549300S8SEQBOJLKHW63
CenterPoint Energy Houston Electric LLC
15189XAN8
210000.00000000
PA
USD
182974.32000000
0.149765293025
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
4.50000000
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
Lennar Corp
526057CV4
190000.00000000
PA
USD
189030.36000000
0.154722188644
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.00000000
N
N
N
N
N
N
NORTHWESTERN MUTUAL LIFE
1DU7IM20QESYGDO4HO54
Northwestern Mutual Life Insurance Co/The
668138AC4
110000.00000000
PA
USD
74800.38000000
0.061224443020
Long
DBT
CORP
US
N
2
2059-09-30
Fixed
3.62500000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
1040000.00000000
PA
USD
1056789.50000000
0.864986896160
Long
DBT
CORP
FR
N
2
N/A
Fixed
8.12500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFB6
100000.00000000
PA
USD
99473.69000000
0.081419656764
Long
DBT
CORP
US
N
2
2038-01-19
Fixed
5.94800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273RAF6
20000.00000000
PA
USD
21140.92000000
0.017303936850
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U3F8
570000.00000000
PA
USD
569796.98000000
0.466381357093
Long
DBT
CORP
US
N
2
2034-07-25
Fixed
5.55700000
N
N
N
N
N
N
COLUMBIA PIPELINES OPCO
N/A
Columbia Pipelines Operating Co LLC
19828TAB2
290000.00000000
PA
USD
296493.50000000
0.242681245694
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.03600000
N
N
N
N
N
N
CAMERON LNG LLC
549300C39FLHGVD73K22
Cameron LNG LLC
133434AD2
40000.00000000
PA
USD
32428.96000000
0.026543247691
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
3.70100000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
410000.00000000
PA
USD
403549.11000000
0.330306737630
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US TREASURY LONG BOND
000000000
-49.00000000
NC
USD
-64252.72000000
-0.05259113649
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Short
US TREASURY N/B
United States Treasury Note/Bond
2024-09-19
-5733059.78000000
USD
-64252.72000000
N
N
N
OHIO EDISON CO
N/A
Ohio Edison Co
677347CH7
90000.00000000
PA
USD
89531.23000000
0.073281709126
Long
DBT
CORP
US
N
2
2033-01-15
Fixed
5.50000000
N
N
N
N
N
N
Western Asset Premier Institutional Government Reserves
549300WB3XRN9YTWFB76
Western Asset Premier Institutional Government Reserves
52470G494
241052.27000000
NS
USD
241052.27000000
0.197302352871
Long
STIV
RF
US
N
1
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
20000.00000000
PA
USD
14259.99000000
0.011671865105
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89788MAP7
250000.00000000
PA
USD
252026.85000000
0.206285095310
Long
DBT
CORP
US
N
2
2034-06-08
Fixed
5.86700000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KH9
140000.00000000
PA
USD
145443.72000000
0.119046330351
Long
DBT
CORP
US
N
2
2053-01-15
Fixed
6.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZV9
380000.00000000
PA
USD
380163.20000000
0.311165266500
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.70000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFA7
230000.00000000
PA
USD
206922.46000000
0.169366951906
Long
DBT
CORP
US
N
2
2045-12-09
Fixed
4.87500000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJN1
300000.00000000
PA
USD
304313.76000000
0.249082163213
Long
DBT
CORP
US
N
2
2034-06-12
Fixed
5.83600000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MEZ3
150000.00000000
PA
USD
142531.49000000
0.116662657170
Long
DBT
CORP
US
N
2
2035-12-09
Fixed
4.70000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJM3
440000.00000000
PA
USD
447733.18000000
0.366471595030
Long
DBT
CORP
US
N
2
2043-08-16
Fixed
5.62500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822CG7
330000.00000000
PA
USD
308697.40000000
0.252670192009
Long
DBT
CORP
JP
N
2
2033-04-19
Fixed
4.31500000
N
N
N
N
N
N
LOCKHEED MARTIN CORP
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BK4
40000.00000000
PA
USD
37581.66000000
0.030760755510
Long
DBT
CORP
US
N
2
2036-05-15
Fixed
4.50000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
340000.00000000
PA
USD
299482.14000000
0.245127460799
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.12500000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AQ4
90000.00000000
PA
USD
73646.51000000
0.060279995304
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
4.90000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HCB1
220000.00000000
PA
USD
230051.65000000
0.188298296576
Long
DBT
CORP
IT
N
2
2054-06-20
Fixed
7.77800000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
310000.00000000
PA
USD
241002.04000000
0.197261239393
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.12500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AW2
270000.00000000
PA
USD
252505.32000000
0.206676725129
Long
DBT
CORP
LR
N
2
2028-03-15
Fixed
3.70000000
N
N
N
N
N
N
PG&E WILDFIRE RECOVERY
N/A
PG&E Wildfire Recovery Funding LLC
693342AJ6
30000.00000000
PA
USD
29054.40000000
0.023781155353
Long
DBT
CORP
US
N
2
2047-12-01
Fixed
5.21200000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAF6
200000.00000000
PA
USD
179160.74000000
0.146643860869
Long
DBT
CORP
ES
N
2
2030-05-28
Fixed
3.49000000
N
N
N
N
N
N
VIRGINIA ELEC & POWER CO
CQKUMNNZVDJLRYV2PT43
Virginia Electric and Power Co
927804FG4
390000.00000000
PA
USD
504000.27000000
0.412526457928
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
8.87500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
Pfizer Investment Enterprises Pte Ltd
716973AF9
400000.00000000
PA
USD
380539.06000000
0.311472909578
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
YAMANA GOLD INC
54930002VY22NXG01418
Yamana Gold Inc
98462YAF7
30000.00000000
PA
USD
24992.33000000
0.020456333029
Long
DBT
CORP
CA
N
2
2031-08-15
Fixed
2.63000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAW9
230000.00000000
PA
USD
236998.36000000
0.193984209543
Long
DBT
CORP
US
N
2
2053-03-15
Fixed
6.25000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
14000.00000000
PA
USD
11084.51000000
0.009072720632
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAK6
170000.00000000
PA
USD
177983.29000000
0.145680112818
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBM1
210000.00000000
PA
USD
193668.95000000
0.158518895147
Long
DBT
CORP
GB
N
2
2048-05-30
Fixed
5.25000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NAM3
220000.00000000
PA
USD
238118.25000000
0.194900844479
Long
DBT
CORP
US
N
2
2037-03-15
Fixed
6.45000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAG0
470000.00000000
PA
USD
439181.72000000
0.359472187065
Long
DBT
CORP
US
N
2
2042-11-08
Fixed
5.25000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DE2
190000.00000000
PA
USD
213205.08000000
0.174509304260
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
7.87500000
N
N
N
N
N
N
2024-08-20
Western Asset Investment Grade Income Fund Inc.
Christopher Berarducci
Christopher Berarducci
Principal Financial Officer