0000869392-22-002170.txt : 20220926 0000869392-22-002170.hdr.sgml : 20220926 20220926161303 ACCESSION NUMBER: 0000869392-22-002170 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220731 FILED AS OF DATE: 20220926 DATE AS OF CHANGE: 20220926 PERIOD START: 20220731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEORGE PUTNAM BALANCED FUND CENTRAL INDEX KEY: 0000081259 IRS NUMBER: 046013677 STATE OF INCORPORATION: MA FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-00058 FILM NUMBER: 221265827 BUSINESS ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6177601000 MAIL ADDRESS: STREET 1: 100 FEDERAL STREET CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GEORGE PUTNAM FUND OF BOSTON DATE OF NAME CHANGE: 19940302 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM EQUITY INCOME FUND/NEW DATE OF NAME CHANGE: 19940302 FORMER COMPANY: FORMER CONFORMED NAME: PUTNAM GEORGE FUND OF BOSTON DATE OF NAME CHANGE: 19920703 0000081259 S000005597 GEORGE PUTNAM FUND OF BOSTON C000015264 Class A Shares PGEOX C000015265 Class B Shares PGEBX C000015266 Class C Shares PGPCX C000015267 Class M Shares PGEMX C000015268 Class R Shares PGPRX C000015269 Class Y Shares PGEYX C000136854 Class R5 C000136855 Class R6 NPORT-P 1 primary_doc.xml NPORT-P false 0000081259 XXXXXXXX S000005597 C000015266 C000015264 C000015265 C000015267 C000015268 C000015269 C000136854 C000136855 George Putnam Balanced Fund 811-00058 0000081259 UXP1ED8ZRKQ0D2W0Y977 100 FEDERAL STREET BOSTON 02110 1-800-225-1581 George Putnam Balanced Fund S000005597 UXP1ED8ZRKQ0D2W0Y977 2022-07-31 2022-07-31 N 1771488032.94414432 48207059.03414432 1723280973.91 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0 USD N FIRSTPLUS HOME LOAN OWNER TRUST 1997-3 N/A 337925CC3 194240.77 PA USD 19.42 0.000001126920 Long ABS-MBS CORP US N 2 2023-11-10 Fixed 7.79 Y Y N N N N TIAA REAL ESTATE CDO LTD N/A 88631FAA6 2032333.58 PA USD 20.32 0.000001179146 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST N/A 12597BAY5 1066000 PA USD 965659.23 0.056036087244 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 3.278 N N N N N N COMM 2012-LC4 MORTGAGE TRUST N/A 126192AG8 241000 PA USD 238349 0.013831116551 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.279 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 61760VAE3 599816.92 PA USD 572891.14 0.033244209660 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.164 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A 46634SAJ4 772000 PA USD 766358.22 0.044470880350 Long ABS-MBS CORP US N 2 2045-05-15 Variable 4.95 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2018-L1 N/A 61691QAE8 2264000 PA USD 2315052.07 0.134339791656 Long ABS-MBS CORP US N 2 2051-10-15 Variable 4.407 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 N/A 17322MAY2 617000 PA USD 610589.99 0.035431830284 Long ABS-MBS CORP US N 2 2047-05-10 Fixed 4.026 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 N/A 17322MBA3 508000 PA USD 489191.81 0.028387234433 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.78 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A 12632QBC6 2392000 PA USD 2285276.14 0.132611928908 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.748 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28 N/A 61766LBS7 3360000 PA USD 3300600.58 0.191530030794 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.544 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 N/A 17327FAD8 1749000 PA USD 1758755.22 0.102058529435 Long ABS-MBS CORP US N 2 2051-03-10 Fixed 4.009 N N N N N N BANK 2019-BNK19 N/A 06540WBE2 797000 PA USD 739595.92 0.042917895062 Long ABS-MBS CORP US N 2 2061-08-15 Fixed 3.446 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C8 N/A 46638UAR7 291000 PA USD 288090 0.016717529199 Long ABS-MBS CORP US N 2 2045-10-15 Variable 4.819 N N N N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 30231G102 245253 NS USD 23772373.29 1.379483302486 Long EC CORP US N 1 N N N REGENERON PHARMACEUTICALS INC 549300RCBFWIRX3HYQ56 75886F107 14272 NS USD 8301879.68 0.481748467353 Long EC CORP US N 1 N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 532457108 26834 NS USD 8846901.46 0.513375450315 Long EC CORP US N 1 N N N JOHNSON AND JOHNSON 549300G0CFPGEF6X2043 478160104 67545 NS USD 11787953.4 0.684041289753 Long EC CORP US N 1 N N N DEERE AND CO PWFTNG3EI0Y73OXWDH08 244199105 11492 NS USD 3943824.56 0.228855573740 Long EC CORP US N 1 N N N BATH AND BODY WORKS INC GR3KVMWVCR54YWQNXU90 070830104 25282 NS USD 898522.28 0.052140207755 Long EC CORP US N 1 N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 87612E106 40651 NS USD 6641560.38 0.385402060404 Long EC CORP US N 1 N N N TJX COS INC/THE V167QI9I69W364E2DY52 872540109 27196 NS USD 1663307.36 0.096519800612 Long EC CORP US N 1 N N N INTUITIVE SURGICAL INC 54930052SRG011710797 46120E602 14181 NS USD 3264040.77 0.189408507342 Long EC CORP US N 1 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 023608102 40717 NS USD 3791567.04 0.220020246112 Long EC CORP US N 1 N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 21036P108 4859 NS USD 1196820.29 0.069450095958 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 907818108 76501 NS USD 17388677.3 1.009044814123 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 002824100 47191 NS USD 5136268.44 0.298051711692 Long EC CORP US N 1 N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 717081103 153998 NS USD 7778438.98 0.451373809481 Long EC CORP US N 1 N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 437076102 67876 NS USD 20426603.44 1.185332151242 Long EC CORP US N 1 N N N MCKESSON CORP 549300WZWOM80UCFSF54 58155Q103 11177 NS USD 3817839.66 0.221544815837 Long EC CORP US N 1 N N N PENN ENTERTAINMENT INC N/A 707569109 66150 NS USD 2285482.5 0.132623903740 Long EC CORP US N 1 N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 18522 NS USD 8836846.2 0.512791955217 Long EC CORP US N 1 N N N CARMAX INC N/A 143130102 22437 NS USD 2233378.98 0.129600396790 Long EC CORP US N 1 N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377508 382074 NS USD 14423293.5 0.836967025016 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466L302 69678 NS USD 12822145.56 0.744054263589 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079K305 321420 NS USD 37387574.4 2.169557661579 Long EC CORP US N 1 N N N INNOVIVA INC 549300ACOX4QTBES6535 45781M101 273616 NS USD 3923653.44 0.227685066997 Long EC CORP US N 1 N N N DEXCOM INC 549300YSK3QDSFR5EU59 252131107 27851 NS USD 2286010.08 0.132654518596 Long EC CORP US N 1 N N N CHIPOTLE MEXICAN GRILL INC N/A 169656105 2936 NS USD 4592549.92 0.266500355399 Long EC CORP US N 1 N N N MASTERCARD INC AR5L2ODV9HN37376R084 57636Q104 72190 NS USD 25540100.1 1.482062442902 Long EC CORP US N 1 N N N APOLLO ASSET MANAGEMENT INC 54930054P2G7ZJB0KM79 03769M106 146211 NS USD 8348648.1 0.484462384625 Long EC CORP US N 1 N N N INTUIT INC VI90HBPH7XSFMB9E4M29 461202103 38822 NS USD 17709431.74 1.027657822962 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 808513105 126990 NS USD 8768659.5 0.508835159951 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 235851102 33509 NS USD 9766868.23 0.566760057000 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807102 20448 NS USD 9792547.2 0.568250177902 Long EC CORP US N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 844741108 98051 NS USD 3737704.12 0.216894643218 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833100 332695 NS USD 54066264.45 3.137402737484 Long EC CORP US N 1 N N N MCCORMICK AND CO INC/MD 549300JQQA6MQ4OJP259 579780206 31771 NS USD 2775196.85 0.161041460564 Long EC CORP US N 1 N N UNITED RENTALS INC 5323X5O7RN0NKFCDRY08 911363109 12495 NS USD 4031761.65 0.233958461275 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505104 323850 NS USD 10949368.5 0.635379178774 Long EC CORP US N 1 N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 277432100 22850 NS USD 2192000.5 0.127199251497 Long EC CORP US N 1 N N N PULTEGROUP INC N/A 745867101 187991 NS USD 8200167.42 0.475846222650 Long EC CORP US N 1 N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 31620M106 174079 NS USD 17783910.64 1.031979747310 Long EC CORP US N 1 N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687106 47218 NS USD 5009829.8 0.290714623781 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324P102 37402 NS USD 20284600.68 1.177091895466 Long EC CORP US N 1 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023105 10234 NS USD 1630378.54 0.094608979307 Long EC CORP US N 1 N N N PROCTER AND GAMBLE CO/THE 2572IBTT8CCZW6AU4141 742718109 133240 NS USD 18508368.4 1.074019192471 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604301 30883 NS USD 2282562.53 0.132454461261 Long EC CORP US N 1 N N N VORNADO REALTY TRUST N/A 929042109 69991 NS USD 2127026.49 0.123428884912 Long EC CORP US N 1 N N WALMART INC Y87794H0US1R65VBXU25 931142103 84097 NS USD 11105008.85 0.644410808111 Long EC CORP US N 1 N N N NIKE INC 787RXPR0UX0O0XUXPZ81 654106103 28819 NS USD 3311879.48 0.192184532304 Long EC CORP US N 1 N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537101 45682 NS USD 4502417.92 0.261270099779 Long EC CORP US N 1 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 G5960L103 17724 NS USD 1639824.48 0.095157116270 Long EC CORP IE N 1 N N N IDEXX LABORATORIES INC OGMTXK0LUU1HKV2P0J84 45168D104 1159 NS USD 462649.62 0.026847021873 Long EC CORP US N 1 N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348106 21400 NS USD 5177516 0.300445259849 Long EC CORP US N 1 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 747525103 109101 NS USD 15826191.06 0.918375546391 Long EC CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 713448108 95339 NS USD 16680511.44 0.967950769058 Long EC CORP US N 1 N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 053611109 16185 NS USD 3082595.1 0.178879425159 Long EC CORP US N 1 N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 191216100 186576 NS USD 11972581.92 0.694755069038 Long EC CORP US N 1 N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 22160K105 12858 NS USD 6960035.4 0.403882797139 Long EC CORP US N 1 N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 438516106 40011 NS USD 7700517.06 0.446852090668 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967424 347104 NS USD 18014697.6 1.045372047434 Long EC CORP US N 1 N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209S103 46055 NS USD 2019972.3 0.117216654195 Long EC CORP US N 1 N N N BIO-RAD LABORATORIES INC 549300ZC1GPV35XYDK53 090572207 7248 NS USD 4082508.48 0.236903241074 Long EC CORP US N 1 N N N RAYTHEON TECHNOLOGIES CORP I07WOS4YJ0N7YRFE7309 75513E101 103094 NS USD 9609391.74 0.557621878584 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389X105 259555 NS USD 20203761.2 1.172400874023 Long EC CORP US N 1 N N N BAXTER INTERNATIONAL INC J5OIVXX3P24RJRW5CK77 071813109 40395 NS USD 2369570.7 0.137503444643 Long EC CORP US N 1 N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011104 57480 NS USD 5177223.6 0.300428292216 Long EC CORP US N 1 N N N CSX CORP 549300JVQR4N1MMP3Q88 126408103 103178 NS USD 3335744.74 0.193569405715 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918104 242638 NS USD 68118192.12 3.952819833288 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135106 391620 NS USD 52849119 3.066773196021 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 20825C104 58764 NS USD 5725376.52 0.332236971607 Long EC CORP US N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 30161N101 164869 NS USD 7664759.81 0.444777138844 Long EC CORP US N 1 N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 693506107 26474 NS USD 3422823.46 0.198622483032 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 883556102 14050 NS USD 8407660.5 0.487886805883 Long EC CORP US N 1 N N N EDWARDS LIFESCIENCES CORP YA13X31F3V31L8TMPR58 28176E108 10753 NS USD 1081106.62 0.062735365641 Long EC CORP US N 1 N N N ADOBE INC FU4LY2G4933NH2E1CP29 00724F101 27137 NS USD 11129426.44 0.645827732592 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141G104 51481 NS USD 17163250.59 0.995963563101 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 101137107 146014 NS USD 5993874.7 0.347817610172 Long EC CORP US N 1 N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 67103H107 6167 NS USD 4339039.53 0.251789440938 Long EC CORP US N 1 N N N MERCK AND CO INC 4YV9Y5M8S0BRK1RP0397 58933Y105 103604 NS USD 9255981.36 0.537113883350 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857L108 4025 NS USD 7791152.25 0.452111545822 Long EC CORP US N 1 N N N NEXTERA ENERGY INC N/A 65339F101 80095 NS USD 6767226.55 0.392694322775 Long EC CORP US N 1 N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 007903107 142149 NS USD 13428816.03 0.779258648665 Long EC CORP US N 1 N N N AVANTOR INC 5493003VM0XB4U8YD238 05352A100 103986 NS USD 3017673.72 0.175112112632 Long EC CORP US N 1 N N N CORTEVA INC 549300WZN9I2QKLS0O94 22052L104 80258 NS USD 4618847.9 0.268026396736 Long EC CORP US N 1 N N N 4FRONT VENTURES CORP N/A 35086B207 4194781 NS USD 2516868.6 0.146050971264 Long EC CORP US N 1 N N N SILVERGATE CAPITAL CORP BPE6FTXDZEBNAGIT2T19 82837P408 41015 NS USD 3826289.35 0.222035141566 Long EC CORP US N 1 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902V107 120616 NS USD 9428552.72 0.547127999598 Long EC CORP US N 1 N N N UNITY SOFTWARE INC 549300D1ESJMGNQNG432 91332U101 88048 NS USD 3292114.72 0.191037606162 Long EC CORP US N 1 N N VONTIER CORP 549300VVSQLG4P5K4639 928881101 156178 NS USD 4029392.4 0.233820976440 Long EC CORP US N 1 N N N WARBY PARKER INC N/A 93403J106 31530 NS USD 390656.7 0.022669356066 Long EC CORP US N 1 N N T-MOBILE US INC 549300QHIJYOHPACPG31 872590104 121211 NS USD 17340445.66 1.006245987888 Long EC CORP US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 G51502105 134180 NS USD 7233643.8 0.419759975855 Long EC CORP US N 1 N N N VISA INC 549300JZ4OKEHW3DPJ59 92826C839 47365 NS USD 10046590.15 0.582991996204 Long EC CORP US N 1 N N N TESLA INC 54930043XZGB27CTOV49 88160R101 20044 NS USD 17868223.8 1.036872342382 Long EC CORP US N 1 N N N KKR AND CO INC 54930013V5I303TF9571 48251W104 122084 NS USD 6770778.64 0.392900446445 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045V100 44661 NS USD 1619407.86 0.093972363446 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 30303M102 60748 NS USD 9665006.8 0.560849156134 Long EC CORP US N 1 N N N BERRY GLOBAL GROUP INC 549300G6KKUMMXM8NH73 08579W103 34535 NS USD 1990942.75 0.115532103014 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 38597 NS USD 5539055.47 0.321424976766 Long EC CORP US N 1 N N N CDW CORP/DE 9845001B052ABF0B6755 12514G108 70275 NS USD 12757020.75 0.740275146255 Long EC CORP US N 1 N N N GAMING AND LEISURE PROPERTIES INC 5493006GWRDBCZYWTM57 36467J108 167768 NS USD 8722258.32 0.506142553191 Long EC CORP US N 1 N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 43300A203 37264 NS USD 4772400.48 0.276936875196 Long EC CORP US N 1 N N N ARAMARK 549300MR6PG2DWZUIL39 03852U106 69526 NS USD 2322168.4 0.134752744048 Long EC CORP US N 1 N N N CHARTER COMMUNICATIONS INC 0J0XRGZE3PBRFEZ7MV65 16119P108 7792 NS USD 3366923.2 0.195378655656 Long EC CORP US N 1 N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 45687V106 85372 NS USD 4251525.6 0.246711108889 Long EC CORP US N 1 N N N BJ'S WHOLESALE CLUB HOLDINGS INC 549300UCIWH1C93V0J03 05550J101 14360 NS USD 972172 0.056414015748 Long EC CORP US N 1 N N N CIGNA CORP 549300VIWYMSIGT1U456 125523100 59168 NS USD 16292500.48 0.945434942221 Long EC CORP US N 1 N N N LEVI STRAUSS AND CO MB0UERO0RDFKU8258G77 52736R102 68924 NS USD 1304042.08 0.075672052309 Long EC CORP US N 1 N N N CRH PLC 549300MIDJNNTH068E74 12626K203 65550 NS USD 2529574.5 0.146788279932 Long EC CORP IE N 1 N N SEA LTD 529900OM6JLLW44YKI15 81141R100 26351 NS USD 2011108.32 0.116702287697 Long EC CORP SG N 1 N N ASCENDIS PHARMA A/S 549300B66JN3W3J8GH73 04351P101 3144 NS USD 268906.32 0.015604322456 Long EC CORP DK N 1 N N HOME RE 2018-1 LTD 254900E6IUAJSN9WD709 43730MAA6 35229.72 PA USD 35143.81 0.002039354611 Long ABS-CBDO CORP BM N 2 2028-10-25 Floating 3.859 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XEX8 99251.3 PA USD 99003.17 0.005745039346 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 3.509 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XBM5 301674.23 PA USD 321125.61 0.018634547405 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 9.009 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 30711XCB8 27412.22 PA USD 28645.8 0.001662282613 Long ABS-CBDO CORP US N 2 2028-09-25 Floating 8.259 N N N N N N EAGLE RE 2018-1 LTD 549300BLEDGL5R7YKU33 269826AA1 261537.77 PA USD 258579.86 0.015005089937 Long ABS-CBDO CORP BM N 2 2028-11-25 Floating 3.959 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAG7 1625000 PA USD 1369001.68 0.079441582698 Long DBT CORP US N 2 2030-02-01 Fixed 3 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174467Y9 3409000 PA USD 3436916.78 0.199440302077 Long DBT CORP US N 2 2026-09-08 Fixed 4.35 N N N N N N CREDIT SUISSE AG ANGGYXNX0JLX3X63JN86 22546DAA4 729000 PA USD 732485.35 0.042505276916 Long DBT CORP CH N 2 2023-08-08 Fixed 6.5 N N N N N N FIVE CORNERS FUNDING TRUST N/A 33829TAA4 425000 PA USD 427614.6 0.024813980220 Long DBT CORP US N 2 2023-11-15 Fixed 4.419 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 86562MAA8 412000 PA USD 412717.96 0.023949545445 Long DBT CORP JP N 2 2024-04-02 Fixed 4.436 N N N N N N FAIRFAX US INC 549300JGURHUEU25AZ92 304071AA1 330000 PA USD 329194.56 0.019102779232 Long DBT CORP US N 2 2024-08-13 Fixed 4.875 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HBJ3 227000 PA USD 227195.31 0.013183880832 Long DBT CORP US N 2 2025-10-29 Fixed 4.2 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAA7 1200000 PA USD 1208668.8 0.070137651277 Long DBT CORP ES N 2 2025-11-19 Fixed 5.179 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AD5 322000 PA USD 328690.52 0.019073530375 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAB9 315000 PA USD 311132.24 0.018054643712 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 H72108HG3 2640000 PA USD 2659668 0.154337455137 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N RABOBANK NEDERLAND DG3RU1DBUFHT4ZF9WN62 21684AAF3 285000 PA USD 277511.72 0.016103683857 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CJ7 273000 PA USD 264574.47 0.015352950216 Long DBT CORP US N 2 2026-08-19 Fixed 2.6 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AS5 878000 PA USD 893248.9 0.051834199618 Long DBT CORP US N 2 2027-03-15 Fixed 5 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XBQ8 287000 PA USD 280082.35 0.016252854540 Long DBT CORP US N 2 2026-10-06 Fixed 4 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWB6 1477000 PA USD 1475537.77 0.085623748671 Long DBT CORP US N 2 2027-01-26 Fixed 3.85 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAH9 995000 PA USD 941518.75 0.054635243135 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BC9 654000 PA USD 653925.77 0.037946555431 Long DBT CORP US N 2 2027-08-22 Fixed 3.15 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AM2 340000 PA USD 337022.04 0.019556998836 Long DBT CORP US N 2 2024-09-01 Fixed 3.7 N N N N N N FIRST-CITIZENS BANK AND TRUST CO L9VVX1KT5TFTKS0MLF66 125581GX0 1259000 PA USD 1336512.05 0.077556247080 Long DBT CORP US N 2 2028-03-09 Fixed 6.125 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 303901BB7 1225000 PA USD 1227614.69 0.071237059341 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N MICROCHIP TECHNOLOGY INC 5493007PTFULNYZJ1R12 595017AP9 710000 PA USD 712727.69 0.041358762778 Long DBT CORP US N 2 2023-06-01 Fixed 4.333 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 526057CD4 1449000 PA USD 1462183.78 0.084848832090 Long DBT CORP US N 2 2027-11-29 Fixed 4.75 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAN3 1210000 PA USD 1211349.39 0.070293202811 Long DBT CORP US N 2 2028-08-20 Fixed 3.9 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAC4 690000 PA USD 698419.7 0.040528486682 Long DBT CORP US N 2 2028-09-21 Fixed 3.937 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AK7 625000 PA USD 624724.11 0.036252016906 Long DBT CORP US N 2 2028-09-26 Fixed 4.45 N N N N N N BP CAPITAL MARKETS AMERICA INC 5493009NTB34VXE1T760 10373QAT7 770000 PA USD 760791.77 0.044147865700 Long DBT CORP US N 2 2026-05-04 Fixed 3.119 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AQ3 827000 PA USD 870673.84 0.050524195020 Long DBT CORP US N 2 2029-01-23 Fixed 4.75 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAJ3 289000 PA USD 284404.71 0.016503676087 Long DBT CORP US N 2 2024-05-08 Fixed 3.5 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CP1 719000 PA USD 712043.31 0.041319048999 Long DBT CORP US N 2 2029-07-26 Fixed 3.4 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CK6 620000 PA USD 607033.94 0.035225476820 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B93 500000 PA USD 420090 0.024377336393 Long DBT CORP US N 2 2029-02-10 Fixed 2.9 N N N N N N MAGALLANES INC 549300DXR29GD4N0A520 55903VAL7 2487000 PA USD 2304782.48 0.133743859237 Long DBT CORP US N 2 2032-03-15 Fixed 4.279 N N N N N N GSK CONSUMER HEALTHCARE CAPITAL US LLC 549300N8C3A3L0UVQB07 36264FAD3 1300000 PA USD 1256862.1 0.072934252686 Long DBT CORP US N 2 2032-03-24 Fixed 3.625 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 98138HAH4 555000 PA USD 535495.64 0.031074192085 Long DBT CORP US N 2 2029-04-01 Fixed 3.7 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 21871XAE9 765000 PA USD 726758.6 0.042172960243 Long DBT CORP US N 2 2029-04-05 Fixed 3.85 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 925650AB9 760000 PA USD 746537.44 0.043320703432 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 025816CV9 1450000 PA USD 1447633.59 0.084004501408 Long DBT CORP US N 2 2024-05-03 Fixed 3.375 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 49461MAA8 890000 PA USD 904053.1 0.052461154837 Long DBT CORP US N 2 2030-06-15 Fixed 5.875 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599BN3 2165000 PA USD 2166004.19 0.125690715722 Long DBT CORP US N 2 2027-07-01 Fixed 4.4 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAM6 1480000 PA USD 1503161.27 0.087226708399 Long DBT CORP US N 2 2027-07-15 Fixed 6.165 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAD4 523000 PA USD 506796.51 0.029408814794 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N KKR GROUP FINANCE CO VI LLC 549300TUJWGHJM3FSJ07 48252AAA9 105000 PA USD 100667.18 0.005841599920 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AM1 510000 PA USD 514118.09 0.029833677606 Long DBT CORP US N 2 2028-06-15 Fixed 4.4 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AL3 940000 PA USD 931996.55 0.054082680892 Long DBT CORP US N 2 2026-12-15 Fixed 3.85 N N N N N N BMW FINANCE NV 5299006ZHG3IXU0PNJ56 05600LAC0 671000 PA USD 623025.54 0.036153450855 Long DBT CORP NL N 2 2029-08-14 Fixed 2.85 N N N N N N CIGNA CORP 549300VIWYMSIGT1U456 125523AF7 1008000 PA USD 1009761.33 0.058595281053 Long DBT CORP US N 2 2023-07-15 Fixed 3.75 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XAX8 686000 PA USD 642672.43 0.037293537138 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N BANK OF NOVA SCOTIA/THE L3I9ZG2KFGXZ61BMYR72 064159SH0 3100000 PA USD 3093147.2 0.179491751306 Long DBT CORP CA N 2 2022-11-15 Fixed 2 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AJ2 1190000 PA USD 1104479.04 0.064091640117 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBE5 1483000 PA USD 1366771.83 0.079312187083 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 25278XAM1 780000 PA USD 770903.93 0.044734662639 Long DBT CORP US N 2 2026-12-01 Fixed 3.25 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 915000 PA USD 872681.25 0.050640682698 Long DBT CORP US N 2 2025-08-01 Fixed 4.25 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 01626PAM8 919000 PA USD 825322.55 0.047892512161 Long DBT CORP CA N 2 2030-01-25 Fixed 2.95 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAD7 285000 PA USD 260986.32 0.015144734025 Long DBT CORP US N 2 2027-02-15 Fixed 3.75 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBN0 194000 PA USD 183213.34 0.010631658028 Long DBT CORP US N 2 2027-04-15 Fixed 2.125 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GXG4 3535000 PA USD 3123805.27 0.181270803618 Long DBT CORP US N 2 2030-02-07 Fixed 2.6 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 68902VAK3 695000 PA USD 621661.77 0.036074312861 Long DBT CORP US N 2 2030-02-15 Fixed 2.565 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABF1 48000 PA USD 46172.42 0.002679332082 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ABD6 1762000 PA USD 1734112.81 0.100628558909 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 462613AP5 813000 PA USD 774237.4 0.044928100044 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LAR9 1255000 PA USD 1291260.49 0.074930351437 Long DBT CORP US N 2 2030-04-13 Fixed 4.625 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 37331NAL5 1525000 PA USD 1426059.57 0.082752586003 Long DBT CORP US N 2 2027-04-30 Fixed 2.1 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 097023CT0 685000 PA USD 695180.44 0.040340516174 Long DBT CORP US N 2 2025-05-01 Fixed 4.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833DU1 15000 PA USD 13309.66 0.000772344162 Long DBT CORP US N 2 2030-05-11 Fixed 1.65 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LBC9 215000 PA USD 213787.42 0.012405836497 Long DBT CORP US N 2 2027-05-15 Fixed 3.875 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 25470DBJ7 27000 PA USD 24643.24 0.001430018690 Long DBT CORP US N 2 2030-05-15 Fixed 3.625 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAD4 248000 PA USD 213537.76 0.012391349016 Long DBT CORP US N 2 2030-05-15 Fixed 2.9 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 67077MAW8 1305000 PA USD 1194163.11 0.069295902878 Long DBT CORP CA N 2 2030-05-13 Fixed 2.95 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 075887CJ6 820000 PA USD 748085.57 0.043410539623 Long DBT CORP US N 2 2030-05-20 Fixed 2.823 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 91324PDX7 1602000 PA USD 1431926.68 0.083093047604 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RJX1 1227000 PA USD 1144562.43 0.066417632837 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N CREDIT SUISSE AG/NEW YORK NY 549300D0YARF5HYP1809 22550L2D2 3100000 PA USD 3035553.14 0.176149634677 Long DBT CORP US N 2 2023-05-05 Fixed 1 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JF5 235000 PA USD 200940.05 0.011660318488 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAC0 565000 PA USD 492969.83 0.028606468560 Long DBT CORP US N 2 2027-06-22 Fixed 2.3 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 04010LAZ6 1555000 PA USD 1463624.7 0.084932447010 Long DBT CORP US N 2 2026-01-15 Fixed 3.875 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 110122CY2 3100000 PA USD 3095643.07 0.179636583753 Long DBT CORP US N 2 2023-02-15 Fixed 2.75 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 378272AY4 1998000 PA USD 1659550.57 0.096301798437 Long DBT CORP US N 2 2030-09-01 Fixed 2.5 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 00130HCG8 1045000 PA USD 883298.38 0.051256782462 Long DBT CORP US N 2 2031-01-15 Fixed 2.45 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAH4 1225000 PA USD 1115653.83 0.064740100244 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XDD5 252000 PA USD 227356.59 0.013193239724 Long DBT CORP US N 2 2026-01-08 Fixed 1.25 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAN0 905000 PA USD 779352.73 0.045224936722 Long DBT CORP US N 2 2031-03-15 Fixed 2.25 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 202712BN4 535000 PA USD 446134.19 0.025888650589 Long DBT CORP AU N 2 2031-03-11 Fixed 2.688 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGJ7 480000 PA USD 426515.93 0.024750225672 Long DBT CORP US N 2 2031-03-21 Fixed 2.55 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CG7 1335000 PA USD 1228260.08 0.071274510576 Long DBT CORP US N 2 2031-05-15 Fixed 4 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BZ8 579000 PA USD 520957.63 0.030230568194 Long DBT CORP US N 2 2031-05-12 Fixed 2.1 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 87264ACB9 695000 PA USD 607701.92 0.035264238926 Long DBT CORP US N 2 2031-02-15 Fixed 2.55 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 08576PAF8 1045000 PA USD 926391.53 0.053757428070 Long DBT CORP US N 2 2027-01-15 Fixed 1.65 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 345397B69 262000 PA USD 222217.92 0.012895048652 Long DBT CORP US N 2 2031-06-17 Fixed 3.625 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 15089QAK0 750000 PA USD 638386.97 0.037044856855 Long DBT CORP US N 2 2026-08-05 Fixed 1.4 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AP8 660000 PA USD 529609.05 0.030732600082 Long DBT CORP US N 2 2031-08-12 Fixed 2.45 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 443201AB4 1230000 PA USD 1103556 0.064038077174 Long DBT CORP US N 2 2029-01-15 Fixed 3 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 85855CAB6 945000 PA USD 773781.12 0.044901622644 Long DBT CORP US N 2 2031-09-15 Fixed 2.691 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 59022CAJ2 600000 PA USD 676114.2 0.039234124338 Long DBT CORP US N 2 2037-01-29 Fixed 6.11 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26882PBE1 1434000 PA USD 1716746.24 0.099620796956 Long DBT CORP US N 2 2037-10-15 Fixed 7 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 92976GAJ0 1095000 PA USD 1292601.59 0.075008173918 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N METLIFE CAPITAL TRUST IV N/A 591560AA5 2564000 PA USD 2823192.53 0.163826594313 Long DBT CORP US N 2 2037-12-15 Fixed 7.875 N N N N N N INTERNATIONAL PAPER CO 824LMFJDH41EY779Q875 460146CC5 10000 PA USD 13230.36 0.000767742475 Long DBT CORP US N 2 2038-06-15 Fixed 8.7 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 36186CBY8 725000 PA USD 820098.11 0.047589343956 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N CVS PASS-THROUGH TRUST N/A 126650BS8 469546.68 PA USD 518086.37 0.030063952301 Long DBT CORP US N 2 2032-01-10 Fixed 7.507 N N N N N N TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA O06XD7BJ4EPXNABVFN69 878091BC0 263000 PA USD 317352.77 0.018415613867 Long DBT CORP US N 2 2039-12-16 Fixed 6.85 N N N N N N EQUINOR ASA OW6OFBNCKXC4US5C7523 85771PAC6 550000 PA USD 594473.35 0.034496600322 Long DBT CORP NO N 2 2040-08-17 Fixed 5.1 N N N N N N CAMDEN PROPERTY TRUST 5493002MYX22OHYJBD89 133131AS1 1213000 PA USD 1222643.12 0.070948564889 Long DBT CORP US N 2 2023-06-15 Fixed 4.875 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 26442CAM6 520000 PA USD 495951.56 0.028779494900 Long DBT CORP US N 2 2041-12-15 Fixed 4.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RAR0 137000 PA USD 141768.04 0.008226635247 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AG5 200000 PA USD 204320.57 0.011856486150 Long DBT CORP US N 2 2042-01-15 Fixed 4.95 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 209111FB4 255000 PA USD 231335.49 0.013424130685 Long DBT CORP US N 2 2042-03-15 Fixed 4.2 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAE2 566000 PA USD 589163.82 0.034188494443 Long DBT CORP US N 2 2042-03-15 Fixed 5.625 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 00185AAB0 1265000 PA USD 1086102.44 0.063025267292 Long DBT CORP GB N 2 2042-12-12 Fixed 4.25 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833AL4 486000 PA USD 470893.66 0.027325413971 Long DBT CORP US N 2 2043-05-04 Fixed 3.85 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 084664BV2 808000 PA USD 793095.63 0.046022421300 Long DBT CORP US N 2 2043-05-15 Fixed 4.3 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAD5 1539000 PA USD 1406261.25 0.081603712412 Long DBT CORP US N 2 2043-06-01 Fixed 4.95 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273RBB4 470000 PA USD 487452.04 0.028286277594 Long DBT CORP US N 2 2024-02-01 Fixed 7.6 N N N N N N CVS PASS-THROUGH TRUST SERIES 2013 N/A 12665UAA2 510237.99 PA USD 500634.72 0.029051253254 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAB9 810000 PA USD 809143.83 0.046953679768 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 26884TAL6 875000 PA USD 868555.78 0.050401286450 Long DBT CORP US N 2 2024-11-15 Fixed 3.85 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 494550BW5 199000 PA USD 190261.51 0.011040655174 Long DBT CORP US N 2 2044-09-01 Fixed 5.4 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAD5 1060000 PA USD 1046716.74 0.060739760715 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAJ9 225000 PA USD 194666.95 0.011296297757 Long DBT CORP US N 2 2045-04-01 Fixed 5.2 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XAS5 175000 PA USD 173327.91 0.010058017968 Long DBT CORP US N 2 2025-01-15 Fixed 4 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BR9 475000 PA USD 484512.97 0.028115726764 Long DBT CORP US N 2 2025-02-01 Fixed 5.375 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RCQ3 132000 PA USD 128297.88 0.007444977455 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833BH2 342000 PA USD 357546.27 0.020747996143 Long DBT CORP US N 2 2045-05-13 Fixed 4.375 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 12621EAK9 241000 PA USD 245287.01 0.014233721240 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AQ6 198000 PA USD 198205.54 0.011501638038 Long DBT CORP US N 2 2026-01-15 Fixed 4 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BA1 1055000 PA USD 1059375.46 0.061474331583 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N AUTONATION INC N/A 05329WAM4 255000 PA USD 252257.24 0.014638195617 Long DBT CORP US N 2 2025-10-01 Fixed 4.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KA8 3039000 PA USD 3045632.92 0.176734552642 Long DBT CORP US N 2 2027-09-29 Fixed 4.45 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBS9 9000 PA USD 8947.35 0.000519204363 Long DBT CORP US N 2 2026-03-01 Fixed 3.15 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BT5 143000 PA USD 145100.5 0.008420014043 Long DBT CORP US N 2 2026-06-15 Fixed 5.25 N N N N N N OMNICOM GROUP INC / OMNICOM CAPITAL INC N/A 68217FAA0 416000 PA USD 415463.37 0.024108858410 Long DBT CORP US N 2 2026-04-15 Fixed 3.6 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAB2 1090000 PA USD 958117.53 0.055598451124 Long DBT CORP US N 2 2046-06-01 Fixed 4.375 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967KR1 1540000 PA USD 1444082.44 0.083798432285 Long DBT CORP US N 2 2046-05-18 Fixed 4.75 N N N N N N DELL INTERNATIONAL LLC / EMC CORP N/A 24703TAK2 67000 PA USD 85786.02 0.004978063432 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 031162CF5 710000 PA USD 703619.73 0.040830238403 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AR4 457000 PA USD 432518.44 0.025098544378 Long DBT CORP US N 2 2027-01-15 Fixed 2.9 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NBW0 481000 PA USD 460538.26 0.026724502096 Long DBT CORP US N 2 2027-01-15 Fixed 2.35 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAC1 748000 PA USD 722682.06 0.041936403346 Long DBT CORP US N 2 2026-08-15 Fixed 1.998 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CG0 551000 PA USD 537340.71 0.031181259361 Long DBT CORP US N 2 2026-09-15 Fixed 3.35 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAN6 1660000 PA USD 1659933.6 0.096324025225 Long DBT CORP US N 2 2026-11-15 Fixed 4.375 N N N N N N PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP N/A 709599AW4 595000 PA USD 572017.82 0.033193531912 Long DBT CORP US N 2 2026-11-15 Fixed 3.4 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 12527GAH6 76000 PA USD 76768.99 0.004454815620 Long DBT CORP US N 2 2026-12-01 Fixed 4.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 29250NAL9 416000 PA USD 419490.66 0.024342557386 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25 N N N N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 478375AU2 1145000 PA USD 1019613.98 0.059167018927 Long DBT CORP US N 2 2047-02-15 Fixed 4.5 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BL7 506000 PA USD 445167.92 0.025832579059 Long DBT CORP US N 2 2047-05-01 Fixed 5.375 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAF8 185000 PA USD 173307.93 0.010056858552 Long DBT CORP US N 2 2047-05-15 Fixed 4.75 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 824348AW6 801000 PA USD 790280.54 0.045859064886 Long DBT CORP US N 2 2027-06-01 Fixed 3.45 N N N N N N CHENIERE CORPUS CHRISTI HOLDINGS LLC 549300I7CIEWU1BBLQ53 16412XAG0 808000 PA USD 821734.34 0.047684292489 Long DBT CORP US N 2 2027-06-30 Fixed 5.125 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BV0 270000 PA USD 260911.77 0.015140407975 Long DBT CORP US N 2 2047-06-15 Fixed 5.5 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBA5 1115000 PA USD 1099668.75 0.063812504557 Long DBT CORP US N 2 2027-08-01 Fixed 5 N N N N N N SABINE PASS LIQUEFACTION LLC 549300KJYBG7C6WJYZ11 785592AU0 175000 PA USD 170967.86 0.009921066999 Long DBT CORP US N 2 2028-03-15 Fixed 4.2 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CJ4 637000 PA USD 619327.64 0.035938865999 Long DBT CORP US N 2 2027-08-15 Fixed 3.5 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAH4 549000 PA USD 533929.26 0.030983296867 Long DBT CORP US N 2 2027-09-01 Fixed 3.65 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 045054AF0 1155000 PA USD 1098351.5 0.063736066064 Long DBT CORP US N 2 2027-08-15 Fixed 4.375 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 023135BJ4 1105000 PA USD 1092350.4 0.063387829178 Long DBT CORP US N 2 2047-08-22 Fixed 4.05 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 666807BN1 1619000 PA USD 1585775.04 0.092020689836 Long DBT CORP US N 2 2028-01-15 Fixed 3.25 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCE9 921000 PA USD 832817.77 0.048327451101 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BJ2 274000 PA USD 258979.32 0.015028270138 Long DBT CORP US N 2 2028-02-15 Fixed 3.75 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CD4 185000 PA USD 182447 0.010587188204 Long DBT CORP US N 2 2027-12-15 Fixed 4.625 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAK7 458000 PA USD 445556.41 0.025855122684 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBQ5 560000 PA USD 496241.2 0.028796302374 Long DBT CORP US N 2 2048-02-15 Fixed 4.25 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650CY4 1600000 PA USD 1601087.97 0.092909281437 Long DBT CORP US N 2 2038-03-25 Fixed 4.78 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 035240AN0 1389000 PA USD 1341911.79 0.077869587741 Long DBT CORP US N 2 2048-04-15 Fixed 4.6 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 64110LAT3 648000 PA USD 672235.2 0.039009030459 Long DBT CORP US N 2 2028-11-15 Fixed 5.875 N N N N N N DIGITAL REALTY TRUST LP CD4SPTZ3YBTHY0C1AH38 25389JAT3 1395000 PA USD 1385552.29 0.080401995436 Long DBT CORP US N 2 2028-07-15 Fixed 4.45 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VER1 1904000 PA USD 1952833.64 0.113320675477 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 37045VAT7 553000 PA USD 529020.84 0.030698466937 Long DBT CORP US N 2 2049-04-01 Fixed 5.95 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00912XBF0 328000 PA USD 313763.08 0.018207308312 Long DBT CORP US N 2 2028-10-01 Fixed 4.625 N N N N N N INTERPUBLIC GROUP OF COS INC/THE 5493008IUOJ5VWTRC333 460690BP4 1668000 PA USD 1676810.16 0.097303352465 Long DBT CORP US N 2 2028-10-01 Fixed 4.65 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 025537AM3 528000 PA USD 528098.21 0.030644927786 Long DBT CORP US N 2 2028-12-01 Fixed 4.3 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 68233JBK9 445000 PA USD 493311.87 0.028626316745 Long DBT CORP US N 2 2029-03-15 Fixed 5.75 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 26442EAF7 280000 PA USD 274046.38 0.015902594188 Long DBT CORP US N 2 2029-02-01 Fixed 3.65 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 571748BG6 1422000 PA USD 1448929.41 0.084079696343 Long DBT CORP US N 2 2029-03-15 Fixed 4.375 N N N N N N ANHEUSER-BUSCH INBEV WORLDWIDE INC 549300CRGMZK3K53BF92 03523TBV9 1172000 PA USD 1287820.11 0.074730710168 Long DBT CORP US N 2 2049-01-23 Fixed 5.55 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 124857AZ6 360000 PA USD 348596.38 0.020228644387 Long DBT CORP US N 2 2029-06-01 Fixed 4.2 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 44701QBE1 1600000 PA USD 1521595.04 0.088296398732 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 254687EV4 30000 PA USD 30666.66 0.001779550779 Long DBT CORP US N 2 2044-09-15 Fixed 4.75 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 941053AJ9 1010000 PA USD 976807.52 0.056683009607 Long DBT CORP US N 2 2029-05-01 Fixed 3.5 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 92840VAE2 442000 PA USD 408774.95 0.023720737140 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119BX6 505000 PA USD 485993.41 0.028201634983 Long DBT CORP US N 2 2029-06-15 Fixed 4.125 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EG4 670000 PA USD 620421.65 0.036002350133 Long DBT CORP AU N 2 2039-07-24 Fixed 4.421 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 00914AAE2 928000 PA USD 806016.26 0.046772190502 Long DBT CORP US N 2 2029-10-01 Fixed 3.25 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 674599DJ1 994000 PA USD 1018002.22 0.059073490360 Long DBT CORP US N 2 2040-03-15 Fixed 6.2 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE CO R6ZXK5P01NP6HXSY1S07 575767AN8 1457000 PA USD 1099745.58 0.063816962913 Long DBT CORP US N 2 2070-10-15 Fixed 3.729 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAK1 1425000 PA USD 1213921.88 0.070442481428 Long DBT CORP LU N 2 2049-11-15 Fixed 3.4 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NCZ2 1618000 PA USD 1329541.34 0.077151744848 Long DBT CORP US N 2 2050-02-01 Fixed 3.45 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 23291KAH8 600000 PA USD 556046.4 0.032266728898 Long DBT CORP LU N 2 2029-11-15 Fixed 2.6 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAP9 1550000 PA USD 1417962.82 0.082282740973 Long DBT CORP US N 2 2029-12-01 Fixed 2.5 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 29379VBX0 1704000 PA USD 1545479.9 0.089682409508 Long DBT CORP US N 2 2030-01-31 Fixed 2.8 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBA7 921000 PA USD 821541.1 0.047673078995 Long DBT CORP US N 2 2030-01-15 Fixed 2.9 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 74340XBM2 467000 PA USD 418519.53 0.024286203837 Long DBT CORP US N 2 2030-04-15 Fixed 2.25 N N N N N N OSHKOSH CORP 549300FEKNPCFSA2B506 688225AH4 164000 PA USD 142230.75 0.008253485772 Long DBT CORP US N 2 2030-03-01 Fixed 3.1 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VFE9 700000 PA USD 660688 0.038338959810 Long DBT CORP US N 2 2030-03-22 Fixed 3.15 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAR2 890000 PA USD 815793.89 0.047339575052 Long DBT CORP US N 2 2030-07-01 Fixed 3.3 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 695114CW6 656000 PA USD 600566.58 0.034850183406 Long DBT CORP US N 2 2030-09-15 Fixed 2.7 N N N N N N KEURIG DR PEPPER INC DYTQ8KRTKO7Y2BVU5K74 49271VAJ9 187000 PA USD 174901.15 0.010149311264 Long DBT CORP US N 2 2030-05-01 Fixed 3.2 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BU7 291000 PA USD 246199.23 0.014286656310 Long DBT CORP US N 2 2031-04-01 Fixed 2.8 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A 161175BV5 65000 PA USD 45691.02 0.002651396997 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FAQ4 1119000 PA USD 1061685.25 0.061608366022 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 98978VAS2 306000 PA USD 265932.52 0.015431756285 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 92556HAD9 8000 PA USD 7261.59 0.000421381661 Long DBT CORP US N 2 2032-05-19 Fixed 4.2 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 22822VAT8 1275000 PA USD 1081068.97 0.062733180855 Long DBT CORP US N 2 2031-01-15 Fixed 2.25 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308JN8 565000 PA USD 467889.39 0.027151079660 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RKH4 1107000 PA USD 941483.83 0.054633216768 Long DBT CORP US N 2 2032-02-01 Fixed 2.25 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 02079KAG2 1200000 PA USD 834467.1 0.048423159812 Long DBT CORP US N 2 2060-08-15 Fixed 2.25 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 817565CF9 165000 PA USD 146643.75 0.008509567054 Long DBT CORP US N 2 2030-08-15 Fixed 3.375 N N N N N N MOODY'S CORP 549300GCEDD8YCF5WU84 615369AU9 585000 PA USD 384413.71 0.022307082584 Long DBT CORP US N 2 2060-08-18 Fixed 2.55 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 81728UAB0 1310000 PA USD 1138239.35 0.066050711824 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 81762PAE2 1520000 PA USD 1238520.14 0.071869889980 Long DBT CORP US N 2 2030-09-01 Fixed 1.4 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 78409VAS3 423000 PA USD 349203.32 0.020263864413 Long DBT CORP US N 2 2030-08-15 Fixed 1.25 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAN4 482000 PA USD 397968.12 0.023093629305 Long DBT CORP US N 2 2032-09-15 Fixed 1.85 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 45866FAP9 963000 PA USD 752217.6 0.043650316541 Long DBT CORP US N 2 2040-09-15 Fixed 2.65 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AQ4 356000 PA USD 305427.67 0.017723614119 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 459506AS0 204000 PA USD 156004.69 0.009052771566 Long DBT CORP US N 2 2050-12-01 Fixed 3.468 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 224044CM7 766000 PA USD 547031.47 0.031743602946 Long DBT CORP US N 2 2050-10-01 Fixed 2.95 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 084664CV1 5000 PA USD 3809.94 0.000221086408 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 961214EQ2 597000 PA USD 445227.32 0.025836025973 Long DBT CORP AU N 2 2040-11-16 Fixed 2.963 N N N N N N L3HARRIS TECHNOLOGIES INC 549300UTE50ZMDBG8A20 502431AN9 480000 PA USD 395832.89 0.022969724380 Long DBT CORP US N 2 2031-01-15 Fixed 1.8 N N N N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 925000 PA USD 865047.04 0.050197678330 Long DBT CORP US N 2 2049-10-01 Fixed 4.875 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 037833EG1 3480000 PA USD 2662660.23 0.154511090780 Long DBT CORP US N 2 2061-02-08 Fixed 2.8 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 92343VGC2 960000 PA USD 786896.68 0.045662703408 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 594918CE2 1150000 PA USD 960747.96 0.055751091931 Long DBT CORP US N 2 2052-03-17 Fixed 2.921 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 1750000 PA USD 1358698.13 0.078843679619 Long DBT CORP US N 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 68389XCA1 435000 PA USD 336912.07 0.019550617404 Long DBT CORP US N 2 2051-03-25 Fixed 3.95 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 03027XBM1 1953000 PA USD 1690857.17 0.098118484194 Long DBT CORP US N 2 2031-04-15 Fixed 2.7 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 1710000 PA USD 1287578.7 0.074716701426 Long DBT CORP IT N 2 2032-06-01 Variable 4.198 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119CB3 341000 PA USD 251815.42 0.014612557314 Long DBT CORP US N 2 2051-07-15 Fixed 3.5 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAL8 1462000 PA USD 1168728.91 0.067819985696 Long DBT CORP US N 2 2051-07-15 Fixed 2.9 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 79466LAM6 1463000 PA USD 1148458.86 0.066643738159 Long DBT CORP US N 2 2061-07-15 Fixed 3.05 N N N N N N AUTONATION INC N/A 05329WAS1 454000 PA USD 359799.64 0.020878756596 Long DBT CORP US N 2 2031-08-01 Fixed 2.4 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBM9 1645000 PA USD 1431150 0.083047977763 Long DBT CORP US N 2 2031-09-01 Fixed 3.875 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AY8 928000 PA USD 676408.31 0.039251191201 Long DBT CORP US N 2 2041-08-15 Fixed 2.875 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 960413AZ5 1857000 PA USD 1331921.77 0.077289878445 Long DBT CORP US N 2 2051-08-15 Fixed 3.125 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CS9 955000 PA USD 816267.15 0.047367037782 Long DBT CORP US N 2 2032-02-15 Fixed 3.875 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NDS7 270000 PA USD 202634.46 0.011758643139 Long DBT CORP US N 2 2051-11-01 Fixed 2.887 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RLJ9 62000 PA USD 48333.05 0.002804710940 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N AT AND T INC 549300Z40J86GGSTL398 00206RMM1 2013000 PA USD 1704228.39 0.098894400611 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 16411QAN1 522000 PA USD 455445 0.026428946115 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 31620RAL9 573000 PA USD 371734.56 0.021571326187 Long DBT CORP US N 2 2051-09-17 Fixed 3.2 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBQ3 676000 PA USD 541473.49 0.031421079801 Long DBT CORP US N 2 2036-11-15 Fixed 3.187 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A 00774MAX3 2190000 PA USD 1839293.86 0.106732093480 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N FORD MOTOR CO 20S05OYHG0MQM4VUIC57 345370DA5 335000 PA USD 279633.21 0.016226791465 Long DBT CORP US N 2 2032-02-12 Fixed 3.25 N N N N N N CONTINENTAL RESOURCES INC/OK XXRTID9RYWOZ0UPIVR53 212015AV3 2045000 PA USD 1667349.85 0.096754381627 Long DBT CORP US N 2 2032-04-01 Fixed 2.875 N N N N N N AMERICAN TRANSMISSION SYSTEMS INC N/A 030288AC8 385000 PA USD 337457.71 0.019582280261 Long DBT CORP US N 2 2032-01-15 Fixed 2.65 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A 361841AR0 505000 PA USD 428005.18 0.024836645125 Long DBT CORP US N 2 2032-01-15 Fixed 3.25 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 37045XDS2 411000 PA USD 344080.48 0.019966591938 Long DBT CORP US N 2 2032-01-12 Fixed 3.1 N N N N N N NEWS CORP 549300ITS31QK8VRBQ14 65249BAB5 232000 PA USD 221560 0.012856870316 Long DBT CORP US N 2 2032-02-15 Fixed 5.125 N N N N N N BOARDWALK PIPELINES LP 549300W6AQ2GHHCGL606 096630AJ7 264000 PA USD 231741.28 0.013447678209 Long DBT CORP US N 2 2032-09-01 Fixed 3.6 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 94106BAE1 405000 PA USD 376510.45 0.021848465555 Long DBT CORP US N 2 2032-06-01 Fixed 3.2 N N N N N N DT MIDSTREAM INC N/A 23345MAC1 560000 PA USD 530403.33 0.030778691231 Long DBT CORP US N 2 2032-04-15 Fixed 4.3 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBV2 1515000 PA USD 1436279.68 0.083345647155 Long DBT CORP US N 2 2037-05-15 Fixed 4.926 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 694308KG1 536000 PA USD 534894.08 0.031039284255 Long DBT CORP US N 2 2032-06-15 Fixed 5.9 N N N N N N CABOT CORP K05C0SER542GQ6VLRO68 127055AM3 985000 PA USD 981940.04 0.056980843801 Long DBT CORP US N 2 2032-06-30 Fixed 5 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 962166BR4 156000 PA USD 185455.28 0.010761755210 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 961548AV6 1040000 PA USD 1269184.53 0.073649309034 Long DBT CORP US N 2 2030-01-15 Fixed 8.2 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 961548AY0 187000 PA USD 227560.41 0.013205067162 Long DBT CORP US N 2 2031-02-15 Fixed 7.95 N N N N N N ROGERS COMMUNICATIONS INC 54930030NVF3Y2OL0A78 77509NAF0 95000 PA USD 120118.33 0.006970327638 Long DBT CORP CA N 2 2032-05-01 Fixed 8.75 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 202795HG8 610000 PA USD 691521.17 0.040128172972 Long DBT CORP US N 2 2033-02-01 Fixed 5.875 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 037735CE5 560000 PA USD 592871.44 0.034403643339 Long DBT CORP US N 2 2035-10-01 Fixed 5.8 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 20030NAK7 54000 PA USD 65629 0.003808374896 Long DBT CORP US N 2 2035-11-15 Fixed 6.5 N N N N N N EL PASO CORP NATURAL GAS N/A 283695BK9 490000 PA USD 591108.14 0.034301321082 Long DBT CORP US N 2 2032-06-15 Variable 8.375 N N N N N N MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 N/A 1 NC N/A 3186356.24 0.184900563996 N/A DFE CORP US N 2 MORGAN STANLEY AND CO. INTERNATIONAL 4PQUHN3JPFGFNF3BB653 3186356.24 USD 3118803.76 GBP 2022-09-21 67552.48 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 N/A 1 NC N/A 2780503.42 0.161349394678 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 2922900.88 DKK 2780503.42 USD 2022-09-21 142397.46 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 N/A 1 NC N/A 5392604.67 0.312926606377 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 5561583.82 GBP 5392604.67 USD 2022-09-21 168979.15 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 5673950.44 0.329252775717 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 5975769.03 EUR 5673950.44 USD 2022-09-21 301818.59 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 3704139.3 0.214946915569 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 3899588.98 EUR 3704139.3 USD 2022-09-21 195449.68 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 10719982.61 0.622068181121 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 11055760.73 GBP 10719982.61 USD 2022-09-21 335778.12 N N N UBS AG BFM8T61CT2L1QCEMIK50 N/A 1 NC N/A 6709442.62 0.389341188209 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 6635730.14 CAD 6709442.62 USD 2022-10-19 -73712.48 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 3856440.31 0.223784766871 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 3820709.66 CAD 3856440.31 USD 2022-10-19 -35730.65 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 N/A 1 NC N/A 2022880.44 0.117385410193 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 2003970.2 CAD 2022880.44 USD 2022-10-19 -18910.24 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 N/A 1 NC N/A 6013289.44 0.348944225059 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 5956814.95 CAD 6013289.44 USD 2022-10-19 -56474.49 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 N/A 1 NC N/A 3199868.8 0.185684682211 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 3170405.32 CAD 3199868.8 USD 2022-10-19 -29463.48 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 600829.29 0.034865428163 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 595213.7 CAD 600829.29 USD 2022-10-19 -5615.59 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 1 NC N/A 2290639.81 0.132923176469 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 2285109.31 SGD 2290639.81 USD 2022-08-17 -5530.5 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 N/A 1 NC N/A 2454870.47 0.142453291551 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2458773.42 HKD 2454870.47 USD 2022-08-17 3902.95 N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W9J76 624757.32 PA USD 606584.75 0.035199410844 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138M9WR8 249468.38 PA USD 242211.99 0.014055281389 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AWC8 174831.56 PA USD 169746.16 0.009850173162 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WWN39 548566.78 PA USD 532610.4 0.030906764948 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J7MG7 1070867.36 PA USD 1073140.06 0.062273075386 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417ELF6 157119.55 PA USD 153040.35 0.008880754347 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417DBD4 275219.44 PA USD 268074.08 0.015556028533 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138W9AB6 416889.35 PA USD 404763.12 0.023487935289 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418AP85 143132.96 PA USD 139416.88 0.008090200154 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417ER52 143216.81 PA USD 139498.56 0.008094939950 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XBS76 9343229.83 PA USD 8735818.98 0.506929462592 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L8VQ0 3295634.08 PA USD 3079837.61 0.178719411206 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L8CU2 4790095.02 PA USD 4476441.99 0.259762746631 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140XB2T6 2284514.3 PA USD 2134211.54 0.123845825046 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31385XF85 100966.66 PA USD 108044.6 0.006269703063 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416BLC0 110381.68 PA USD 119109.11 0.006911763769 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416BK72 71443.73 PA USD 77613.37 0.004503814014 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31416H4Z5 72176.19 PA USD 76879.39 0.004461222004 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31410KXK5 64054.56 PA USD 69659.76 0.004042275233 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31402QLR0 145683.71 PA USD 153500.46 0.008907453998 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417GMT0 224346.67 PA USD 226176.87 0.013124781938 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WQBQ4 210675.48 PA USD 212328.31 0.012321166032 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31417EZA2 285066.14 PA USD 280633.68 0.016284847581 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138X0YX0 482751.92 PA USD 486539.3 0.028233312348 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138YD2F5 76202.99 PA USD 76705.58 0.004451136011 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138EPVM3 405184.06 PA USD 433960.8 0.025182242859 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVH91 669071.68 PA USD 658459.27 0.038209629188 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418CBF0 573592.1 PA USD 561805.41 0.032600917581 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WH5S7 146432.54 PA USD 143423.51 0.008322700254 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138ET7G5 682716.06 PA USD 700268.14 0.040635749515 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVUP0 419860.79 PA USD 413201.21 0.023977587884 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140EVTB3 402351.7 PA USD 395969.84 0.022977671430 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3138WH6L1 86209.9 PA USD 84438.38 0.004899861443 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140J5JS9 1022036.28 PA USD 1005505.97 0.058348347439 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140H8P33 549275.3 PA USD 566535.95 0.032875425341 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HHST3 153558.32 PA USD 158239.84 0.009182474733 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JKAB2 215542.83 PA USD 221709.92 0.012865570000 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140HBJA7 560848.85 PA USD 567065.41 0.032906149292 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140JACP1 956448.48 PA USD 996068.78 0.057800718228 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X43E4 977686.38 PA USD 978100.43 0.056758035678 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X45B8 994679.52 PA USD 1010988.98 0.058666520162 Long ABS-MBS USGSE US N 2 2049-04-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5CN1 892534 PA USD 891238.49 0.051717537853 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140X5HY2 2252077.77 PA USD 2248808.88 0.130495776025 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140K6AA3 458493.56 PA USD 459977.25 0.026691947336 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 31418DTQ5 10149290.71 PA USD 9177942.69 0.532585389670 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KNDU9 1616341.82 PA USD 1515303 0.087931278935 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140QFDC0 4567756.2 PA USD 4282222.11 0.248492391829 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KX2N5 1230474.48 PA USD 1153556.54 0.066939550628 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L1SD8 1385444.9 PA USD 1298406.68 0.075345036570 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140L5LC8 882711.93 PA USD 826981.21 0.047988762281 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KX6M3 758180.28 PA USD 710311.96 0.041218580763 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KXMJ2 1012635.27 PA USD 949018.18 0.055070426377 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KH6J5 2904231.42 PA USD 2722685.59 0.157994292934 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140KAZH2 10564176.89 PA USD 9872439.87 0.572886257057 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 3140FXC59 934746.34 PA USD 932440.23 0.054108427129 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 31392BMN3 309723.98 PA USD 1920.29 0.000111432206 Long ABS-MBS USGSE US N 2 2045-03-25 Variable .257 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F042681 3000000 PA USD 3052030.8 0.177105814212 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030686 2000000 PA USD 1925937.8 0.111759941017 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030686 2000000 PA USD 1925937.8 0.111759941017 Short ABS-MBS USGSE US N 2 2052-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032682 2000000 PA USD 1979844.2 0.114888067006 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032682 2000000 PA USD 1979844.2 0.114888067006 Short ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F032690 2000000 PA USD 1974219.2 0.114561654767 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F030694 2000000 PA USD 1923828.4 0.111637534977 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F022683 2000000 PA USD 1863593.8 0.108142190868 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F020687 1000000 PA USD 900272.8 0.052241788404 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 01F040685 3000000 PA USD 3015235.2 0.174970608139 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3133AJLE1 439957.96 PA USD 412180.86 0.023918378154 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3133A8FL6 1107447.87 PA USD 1043065.5 0.060527883485 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3133KGGK8 1084126.55 PA USD 1100547.49 0.063863496822 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 31329MU32 205103.45 PA USD 201914.32 0.011716854248 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132AATC8 158401.29 PA USD 162429.1 0.009425572641 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131XLAE7 132046.01 PA USD 133989.78 0.007775271823 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3131Y0KD3 376942.14 PA USD 383476.13 0.022252675902 Long ABS-MBS USGSE US N 2 2048-02-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132A05T9 621.91 PA USD 674.67 0.000039150319 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132A35B2 1184520.7 PA USD 1218162.27 0.070688546351 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132A4DS4 140182.42 PA USD 142245.96 0.008254368391 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 3132A5GL3 915668.82 PA USD 894849.81 0.051927098572 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N STATE OF CALIFORNIA N/A 13063A5E0 215000 PA USD 282828.78 0.016412226693 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N OHIO STATE UNIVERSITY/THE JFC10ZULKO4X2E3HBY86 677632MV0 275000 PA USD 306976.07 0.017813465978 Long DBT MUN US N 2 2040-06-01 Fixed 4.91 N N N N N N NORTH TEXAS TOLLWAY AUTHORITY PQGZGRE0F2WPMYQQ1B78 66285WFB7 350000 PA USD 456093.12 0.026466555768 Long DBT MUN US N 2 2049-01-01 Fixed 6.718 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36179SGK7 1788425.35 PA USD 1766120.65 0.102485936811 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617UNJH8 1869749.69 PA USD 1864439.79 0.108191282688 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36295LW98 289056.72 PA USD 284367.73 0.016501530180 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36194J5R5 186242.89 PA USD 182756.11 0.010605125500 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36195T2M6 167089.17 PA USD 163960.98 0.009514465864 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QL6 49347.95 PA USD 49593.34 0.002877844110 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QM4 122055.35 PA USD 122509.71 0.007109096651 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QN2 126964.81 PA USD 127437.45 0.007395047699 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617B3QP7 138032.75 PA USD 138546.59 0.008039698232 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BPYV6 190883.53 PA USD 191594.11 0.011117984409 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BPYW4 218980.58 PA USD 219795.76 0.012754493511 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AMJ66 143720.83 PA USD 144435.5 0.008381424863 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AMJ74 206358.8 PA USD 207126.99 0.012019339454 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617AMJ90 179957.58 PA USD 180627.49 0.010481604146 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BG3X6 78964.92 PA USD 79357.58 0.004605028501 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BG3Y4 203366.89 PA USD 204123.94 0.011845075939 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BG3Z1 140037.65 PA USD 140558.95 0.008156473154 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS67 169955.62 PA USD 170588.3 0.009899041571 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS59 122862.08 PA USD 123319.45 0.007156084926 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BUS26 152721.2 PA USD 153289.72 0.008895224999 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36194G5Z3 111735.17 PA USD 109922.64 0.006378683550 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617UNEG5 2928153.77 PA USD 2919838.11 0.169434825441 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617UNEE0 784499.94 PA USD 782223.01 0.045391495748 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ATK28 103097.38 PA USD 103481.17 0.006004892503 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617ATK85 108300.62 PA USD 108703.78 0.006307954515 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BJUW2 23876.62 PA USD 23965.5 0.001390690222 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RR3 60546.45 PA USD 60885.36 0.003533106958 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RS1 110646.51 PA USD 111092.98 0.006446597025 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RT9 60640.42 PA USD 60809.31 0.003528693865 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617G0RU6 125124.38 PA USD 125472.86 0.007281044815 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BVPC5 448274.17 PA USD 450783.43 0.026158440604 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BVPD3 351948.89 PA USD 353369.04 0.020505596322 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BVPE1 178077.9 PA USD 178573.86 0.010362434374 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617BVPF8 307187.18 PA USD 308042.73 0.017875363023 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617J4E47 250227.09 PA USD 258606.84 0.015006655555 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617HNPP8 1184258.28 PA USD 1223917.43 0.071022511623 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617HGTP9 270371.93 PA USD 278395.05 0.016154942474 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDU4 110461.77 PA USD 114160.98 0.006624629514 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617LSDS9 138860.14 PA USD 142676.97 0.008279379402 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617QEUW7 1854223.88 PA USD 1692416.89 0.098208992940 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3617UNED2 1068640.56 PA USD 1065605.73 0.061835866938 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 3622AAB52 2022409.5 PA USD 2073327.1 0.120312771474 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36197F2T9 62799.38 PA USD 63327.55 0.003674824417 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 36197F2U6 10418.59 PA USD 10506.22 0.000609663784 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.5 N N N N N N LULULEMON ATHLETICA INC 549300D9GZ4BMLDW5T40 550021109 3964 NS USD 1230861.64 0.071425476091 Long EC CORP CA N 1 N N N ASSURED GUARANTY LTD 549300BBOQUJEPH87M14 G0585R106 263949 NS USD 15411982.11 0.894339480522 Long EC CORP BM N 1 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 N/A 380400 NS 3839303.51 0.222790338205 Long EC CORP HK N 2 N N N ALAMOS GOLD INC 549300TDOX73YGYXE959 011532108 324197 NS USD 2557914.33 0.148432807460 Long EC CORP CA N 1 N N ADYEN NV 724500973ODKK3IFQ447 N/A 1084 NS 1955336 0.113465884531 Long EC CORP NL N 2 N N N QUILTER PLC 54930092XIVK28RZGM95 N/A 2135998 NS 2737698.75 0.158865489229 Long EC CORP GB N 2 N N N LINDE PLC 8945002PAZHZLBGKGF02 G5494J103 10521 NS USD 3177342 0.184377478084 Long EC CORP GB N 1 N N N SHELL PLC 21380068P1DRHMJ8KU70 N/A 206347 NS 5513540.53 0.319944374334 Long EC CORP GB N 2 N N N PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 G72899100 471861 NS 5817421.8 0.337578252651 Long EC CORP GB N 2 N N N TOTAL S.A. 529900S21EQ1BO4ESM68 N/A 30909 NS 1576685.96 0.091493261045 Long EC CORP FR N 2 N N N ANGLO AMERICAN PLC 549300S9XF92D1X8ME43 N/A 13361 NS 482610.22 0.028005312384 Long EC CORP GB N 2 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 N/A 171643 NS 3962469.66 0.229937527309 Long EC CORP FR N 2 N N N CAE INC 549300FFM2BEH2GF1E44 N/A 80283 NS 2124077.97 0.123257785710 Long EC CORP CA N 1 N N N AGNICO EAGLE MINES LTD YGE0EUBRF7IJOB3QRX76 N/A 54021 NS 2322749.02 0.134786436754 Long EC CORP CA N 1 N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 N/A 773288 NS 14734471.28 0.855024311362 Long EC CORP CA N 1 N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 316773CM0 217000 PA USD 190205.28 0.011037392212 Long DBT CORP US N 2 2023-06-30 Variable 5.1 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38144GAG6 1055000 PA USD 888837.5 0.051578211183 Long DBT CORP US N 2 2051-07-28 Variable 3.65 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505EN0 314000 PA USD 318710 0.018494372353 Long DBT CORP US N 2 2025-03-17 Variable 6.1 N N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 369604BQ5 689000 PA USD 642492.5 0.037283096009 Long DBT CORP US N 2 2049-12-29 Variable 5.159 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM JHE42UYNWWTJB8YTTU19 05254HAA2 200000 PA USD 204000 0.011837883844 Long DBT CORP GB N 2 2026-06-15 Variable 6.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAJ9 2076000 PA USD 1578279.79 0.091585749155 Long DBT CORP US N 2 2028-02-15 Variable 6.625 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48126HAC4 195000 PA USD 195117 0.011322413637 Long DBT CORP US N 2 2024-10-01 Variable 6.1 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 060505FP4 1135000 PA USD 1099597.13 0.063808348531 Long DBT CORP US N 2 2024-06-20 Variable 5.125 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 89832QAD1 580000 PA USD 550157.82 0.031925021417 Long DBT CORP US N 2 2024-09-01 Variable 4.8 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48128BAG6 1113000 PA USD 986779.42 0.057261667420 Long DBT CORP US N 2 2025-02-01 Variable 4.6 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAA6 1180000 PA USD 990154.05 0.057457493293 Long DBT CORP FR N 2 2050-11-18 Variable 5.375 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 949746TD3 610000 PA USD 565012.5 0.032787021301 Long DBT CORP US N 2 2026-03-15 Variable 3.9 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 1580000 PA USD 1439775 0.083548476528 Long DBT CORP US N 2 2051-02-18 Variable 3.875 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 05565ASK0 305000 PA USD 245621.21 0.014253114479 Long DBT CORP FR N 2 2031-02-25 Variable 4.625 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48128BAN1 195000 PA USD 178464 0.010356059325 Long DBT CORP US N 2 2026-06-01 Variable 3.65 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 949746RN3 580000 PA USD 585800 0.033993295862 Long DBT CORP US N 2 2025-06-15 Variable 5.875 N N N N N N PUTNAM CASH COLLATERAL POOL LLC 5493005HRIV7IFMKD774 N/A 17251575 NS USD 17251575 1.001088926367 Long STIV PF US N 2 N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A N/A 408000 NS USD 408000 0.023675767688 Long STIV RF US N 1 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 74676P664 33250004.99 NS USD 33250004.99 1.929459298477 Long STIV PF US N 2 N N N GOGREEN INVESTMENTS CORP N/A G9461B127 144769 OU USD 1472127.01 0.085425826217 Long EC CORP US N 1 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 9128286N5 232621.32 PA USD 273510.56514432 0.015871501472 Long DBT UST US N 2 2024-04-15 Fixed .5 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912796W47 305000 PA USD 298320.5 0.017311193271 Long DBT UST US N 2 2023-05-18 Fixed 0 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810QX9 31400000 PA USD 28868375 1.675198382449 Long DBT UST US N 2 2042-08-15 Fixed 2.75 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810SU3 12308000 PA USD 9462687.89 0.549108823997 Long DBT UST US N 2 2051-02-15 Fixed 1.875 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810SN9 10760000 PA USD 7023001.54 0.407536649352 Long DBT UST US N 2 2050-05-15 Fixed 1.25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912810RV2 11500000 PA USD 10948359.95 0.635320653785 Long DBT UST US N 2 2047-02-15 Fixed 3 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828YY0 11900000 PA USD 11590878.94 0.672605286978 Long DBT UST US N 2 2024-12-31 Fixed 1.75 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828Z94 18070000 PA USD 16647693.31 0.966046370966 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828ZC7 35140000 PA USD 33636941.32 1.951912765780 Long DBT UST US N 2 2025-02-28 Fixed 1.125 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CCB5 18490000 PA USD 17014411.28 0.987326590242 Long DBT UST US N 2 2031-05-15 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 91282CDB4 33640000 PA USD 32030273.52 1.858679693267 Long DBT UST US N 2 2024-10-15 Fixed .625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828YG9 26320000 PA USD 25171584.44 1.460677905756 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 9128283F5 13420000 PA USD 13105468.75 0.760495180322 Long DBT UST US N 2 2027-11-15 Fixed 2.25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828W48 113000 PA USD 112510.71 0.006528866256 Long DBT UST US N 2 2024-02-29 Fixed 2.125 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828P46 26380000 PA USD 25349531.25 1.471003953144 Long DBT UST US N 2 2026-02-15 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828N30 50000 PA USD 49940.469 0.002897987604 Long DBT UST US N 2 2022-12-31 Fixed 2.125 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 912828D56 27000000 PA USD 26719453.8 1.550498972862 Long DBT UST US N 2 2024-08-15 Fixed 2.375 N N N N N N WEC ENERGY GROUP INC 549300IGLYTZUK3PVP70 976657AH9 1945000 PA USD 1521320.65 0.088280476198 Long DBT CORP US N 2 2067-05-15 Variable 3.524 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 693475BE4 2085000 PA USD 2068190.23 0.120014684855 Long DBT CORP US N 2 2033-06-06 Variable 4.626 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 59022CAA1 275000 PA USD 259284.96 0.015046006074 Long DBT CORP US N 2 2026-09-15 Floating 2.589 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 891160MJ9 759000 PA USD 733699.3 0.042575721029 Long DBT CORP CA N 2 2031-09-15 Variable 3.625 N N N N N N TRANSCANADA TRUST 549300Y0MFCAXLBWUV51 89356BAC2 1285000 PA USD 1168489.87 0.067806114481 Long DBT CORP CA N 2 2077-03-15 Variable 5.3 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967LP4 10000 PA USD 9655.28 0.000560284721 Long DBT CORP US N 2 2028-07-24 Variable 3.668 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PAL0 1710000 PA USD 1531043.9 0.088844705140 Long DBT CORP US N 2 2048-11-15 Variable 3.964 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 06368BGS1 390000 PA USD 366057.3 0.021241881361 Long DBT CORP CA N 2 2032-12-15 Variable 3.803 N N N N N N CREDIT AGRICOLE S.A. 969500TJ5KRTCJQWXH05 225313AK1 340000 PA USD 314574.8 0.018254411484 Long DBT CORP FR N 2 2033-01-10 Variable 4 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AF5 443000 PA USD 401100.01 0.023275369256 Long DBT CORP CH N 2 2029-01-12 Variable 3.869 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 38141GWZ3 804000 PA USD 795066.61 0.046136794988 Long DBT CORP US N 2 2029-05-01 Variable 4.223 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 48123UAB0 664000 PA USD 521240 0.030246953799 Long DBT CORP US N 2 2047-05-15 Floating 2.411 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GHZ5 715000 PA USD 624235.58 0.036223668076 Long DBT CORP US N 2 2031-02-13 Variable 2.496 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 46647PBP0 2338000 PA USD 2089984.26 0.121279367186 Long DBT CORP US N 2 2031-05-13 Variable 2.956 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AQ1 320000 PA USD 290644.48 0.016865762717 Long DBT CORP CH N 2 2026-06-05 Variable 2.193 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 09659T2B6 695000 PA USD 554721.61 0.032189852868 Long DBT CORP FR N 2 2035-08-12 Variable 2.588 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD JHE42UYNWWTJB8YTTU19 052528AM8 920000 PA USD 749109.08 0.043469932724 Long DBT CORP AU N 2 2035-11-25 Variable 2.57 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 251526CF4 1730000 PA USD 1347773.8 0.078209753395 Long DBT CORP US N 2 2032-01-14 Variable 3.729 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 14040HCG8 1447000 PA USD 1138153.28 0.066045717282 Long DBT CORP US N 2 2032-07-29 Variable 2.359 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 91159HJB7 1815000 PA USD 1530386.84 0.088806576709 Long DBT CORP US N 2 2036-11-03 Variable 2.491 N N N N N N DEUTSCHE BANK AG/NEW YORK NY 7LTWFZYICNSX8D621K86 251526CP2 1035000 PA USD 899456.4 0.052194413657 Long DBT CORP US N 2 2027-11-16 Variable 2.311 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAL3 4200000 PA USD 3313232.08 0.192263022117 Long DBT CORP ES N 2 2032-11-22 Variable 3.225 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 00084DAV2 1800000 PA USD 1452189.89 0.084268898223 Long DBT CORP NL N 2 2037-03-13 Variable 3.324 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 53944YAQ6 735000 PA USD 527068.38 0.030585167943 Long DBT CORP GB N 2 2046-12-14 Variable 3.369 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAH6 482000 PA USD 409805.04 0.023780512070 Long DBT CORP FR N 2 2037-01-14 Variable 3.648 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GKL2 3450000 PA USD 3119038.46 0.180994191152 Long DBT CORP US N 2 2037-03-08 Variable 3.846 N N N N N N PRUDENTIAL FINANCIAL INC 5PRBRS5FEH7NREC8OR45 744320AN2 1485000 PA USD 1418338.35 0.082304532544 Long DBT CORP US N 2 2044-03-15 Variable 5.2 N N N N N N 2022-09-26 Putnam Investments Inc Janet C. Smith NPORT Principal Financial Officer