COLLATERALIZED DEBT OBLIGATION

0000869392-24-000636.txt : 20240327 0000869392-24-000636.hdr.sgml : 20240327 20240327141909 ACCESSION NUMBER: 0000869392-24-000636 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240131 FILED AS OF DATE: 20240327 DATE AS OF CHANGE: 20240327 PERIOD START: 20240731 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GEORGE PUTNAM BALANCED FUND CENTRAL INDEX KEY: 0000081259 ORGANIZATION NAME: 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: 24788910 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 2024-07-31 2024-01-31 N 1863965139.08 43218649.20 1820746489.88 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 643628.99 USD N George Putnam Blend 60% S&P 500 / 40% BB Agg IDX08232 TIAA REAL ESTATE CDO LTD N/A COLLATERALIZED DEBT OBLIGATION 88631FAA6 2032333.58 PA USD 20.32 0.000001116026 Long ABS-MBS CORP US N 2 2038-12-28 Fixed 8 Y Y N N N N COMM 2012-LC4 MORTGAGE TRUST N/A COMMERCIAL MORTGAGE BACKED SECURITIES 126192AG8 241000 PA USD 204850 0.011250879853 Long ABS-MBS CORP US N 2 2044-12-10 Variable 5.47 N N N N N N MORGAN STANLEY CAPITAL I TRUST 2012-C4 5493005SNWQW3UUOQX45 COMMERCIAL MORTGAGE BACKED SECURITIES 61760VAE3 410783.81 PA USD 370555.75 0.020351858540 Long ABS-MBS CORP US N 2 2045-03-15 Variable 5.336 N N N N N N JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2012-C6 N/A COMMERCIAL MORTGAGE BACKED SECURITIES 46634SAJ4 527994.6 PA USD 494661.77 0.027168074894 Long ABS-MBS CORP US N 2 2045-05-15 Variable 5.129 N N N N N N CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST N/A COMMERCIAL MORTGAGE BACKED SECURITIES 12597BAY5 1066000 PA USD 928383.34 0.050989159950 Long ABS-MBS CORP US N 2 2052-09-15 Fixed 3.278 N N N N N N COMM 2014-CCRE18 MORTGAGE TRUST N/A COMMERCIAL MORTGAGE BACKED SECURITIES 12632QBC6 2392000 PA USD 2345210.09 0.128804866742 Long ABS-MBS CORP US N 2 2047-07-15 Variable 4.892 N N N N N N CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST 549300ZAGI6FKGY8O078 COMMERCIAL MORTGAGE BACKED SECURITIES 12635FAT1 1054000 PA USD 1019549.38 0.055996229330 Long ABS-MBS CORP US N 2 2048-08-15 Fixed 3.718 N N N N N N MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28 N/A COMMERCIAL MORTGAGE BACKED SECURITIES 61766LBS7 3360000 PA USD 3224237.18 0.177083256671 Long ABS-MBS CORP US N 2 2049-01-15 Fixed 3.544 N N N N N N CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21 N/A COMMERCIAL MORTGAGE BACKED SECURITIES 17322MBA3 508000 PA USD 487351.32 0.026766566499 Long ABS-MBS CORP US N 2 2047-05-10 Variable 4.78 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 COMMON STOCK 824348106 18345 NS USD 5583851.1 0.306679218169 Long EC CORP US N 1 N N N QUALCOMM INC H1J8DDZKZP6H7RWC0H53 COMMON STOCK 747525103 115956 NS USD 17220625.56 0.945800288822 Long EC CORP US N 1 N N N PEPSICO INC FJSUNZKFNQ5YPJ5OT455 COMMON STOCK 713448108 89507 NS USD 15084614.71 0.828485173188 Long EC CORP US N 1 N N N AVERY DENNISON CORP 549300PW7VPFCYKLIV37 COMMON STOCK 053611109 12910 NS USD 2574899.5 0.141419989785 Long EC CORP US N 1 N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 COMMON STOCK 191216100 196317 NS USD 11678898.33 0.641434620081 Long EC CORP US N 1 N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 COMMON STOCK 22160K105 9073 NS USD 6304646.24 0.346267109399 Long EC CORP US N 1 N N N CMS ENERGY CORP 549300IA9XFBAGNIBW29 COMMON STOCK 125896100 19837 NS USD 1133882.92 0.062275716378 Long EC CORP US N 1 N N N HONEYWELL INTERNATIONAL INC ISRPG12PN4EIEOEMW547 COMMON STOCK 438516106 32400 NS USD 6553224 0.359919628374 Long EC CORP US N 1 N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 COMMON STOCK 172967424 289213 NS USD 16245094.21 0.892221640975 Long EC CORP US N 1 N N N BIO-RAD LABORATORIES INC 549300ZC1GPV35XYDK53 COMMON STOCK 090572207 7851 NS USD 2519307.39 0.138366730569 Long EC CORP US N 1 N N N RTX CORP I07WOS4YJ0N7YRFE7309 COMMON STOCK 75513E101 37432 NS USD 3410803.84 0.187329969271 Long EC CORP US N 1 N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 COMMON STOCK 03027X100 6215 NS USD 1215964.75 0.066783857981 Long EC CORP US N 1 N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 COMMON STOCK 68389X105 254526 NS USD 28430554.2 1.561477907991 Long EC CORP US N 1 N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 COMMON STOCK 594918104 234669 NS USD 93299701.02 5.124255438007 Long EC CORP US N 1 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 COMMON STOCK 023135106 287138 NS USD 44563817.6 2.447557518177 Long EC CORP US N 1 N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 COMMON STOCK 20825C104 59715 NS USD 6680317.05 0.366899899966 Long EC CORP US N 1 N N N EXELON CORP 3SOUA6IRML7435B56G12 COMMON STOCK 30161N101 120114 NS USD 4181168.34 0.229640335063 Long EC CORP US N 1 N N N PPG INDUSTRIES INC 549300BKPEP01R3V6C59 COMMON STOCK 693506107 22812 NS USD 3217404.48 0.176707987514 Long EC CORP US N 1 N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 COMMON STOCK 883556102 13856 NS USD 7468106.88 0.410167308931 Long EC CORP US N 1 N N N ADOBE INC FU4LY2G4933NH2E1CP29 COMMON STOCK 00724F101 18189 NS USD 11236800.42 0.617153485258 Long EC CORP US N 1 N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 COMMON STOCK 38141G104 31092 NS USD 11939638.92 0.655755152426 Long EC CORP US N 1 N N N BOSTON SCIENTIFIC CORP Y6ZDD9FP4P8JSSJMW954 COMMON STOCK 101137107 112039 NS USD 7087587.14 0.389268202871 Long EC CORP US N 1 N N N O'REILLY AUTOMOTIVE INC 549300K2RLMQL149Q332 COMMON STOCK 67103H107 2341 NS USD 2394960.05 0.131537260311 Long EC CORP US N 1 N N N MERCK AND CO INC 4YV9Y5M8S0BRK1RP0397 COMMON STOCK 58933Y105 88899 NS USD 10737221.22 0.589715332677 Long EC CORP US N 1 N N N GENERAL MILLS INC 2TGYMUGI08PO8X8L6150 COMMON STOCK 370334104 43832 NS USD 2845135.12 0.156262013181 Long EC CORP US N 1 N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 COMMON STOCK 09857L108 2573 NS USD 9024720.31 0.495660453565 Long EC CORP US N 1 N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 COMMON STOCK 78409V104 14950 NS USD 6702832.5 0.368136505398 Long EC CORP US N 1 N N N NEXTERA ENERGY INC 254900RHL9MEUS5NKX63 COMMON STOCK 65339F101 88471 NS USD 5187054.73 0.284886158443 Long EC CORP US N 1 N N N FEDEX CORP 549300E707U7WNPZN687 COMMON STOCK 31428X106 37029 NS USD 8934727.41 0.490717815998 Long EC CORP US N 1 N N N PG AND E CORP 8YQ2GSDWYZXO2EDN3511 COMMON STOCK 69331C108 202070 NS USD 3408920.9 0.187226553446 Long EC CORP US N 1 N N N STRYKER CORP 5493002F0SC4JTBU5137 COMMON STOCK 863667101 11123 NS USD 3731544.04 0.204945831874 Long EC CORP US N 1 N N N ADVANCED MICRO DEVICES INC R2I72C950HOYXII45366 COMMON STOCK 007903107 101759 NS USD 17063966.71 0.937196188752 Long EC CORP US N 1 N N N EXXON MOBIL CORP J3WHBG0MTS7O8ZVMDC91 COMMON STOCK 30231G102 194679 NS USD 20014947.99 1.099271540615 Long EC CORP US N 1 N N N REGENERON PHARMACEUTICALS INC 549300RCBFWIRX3HYQ56 COMMON STOCK 75886F107 3685 NS USD 3474144.3 0.190808787457 Long EC CORP US N 1 N N N METTLER-TOLEDO INTERNATIONAL INC 5493000BD5GJNUDIUG10 COMMON STOCK 592688105 1160 NS USD 1388740.4 0.076273133449 Long EC CORP US N 1 N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 COMMON STOCK 532457108 20522 NS USD 13249208.42 0.727680019906 Long EC CORP US N 1 N N N JOHNSON AND JOHNSON 549300G0CFPGEF6X2043 COMMON STOCK 478160104 45450 NS USD 7222005 0.396650771546 Long EC CORP US N 1 N N N TARGET CORP 8WDDFXB5T1Z6J0XC1L66 COMMON STOCK 87612E106 29729 NS USD 4134709.32 0.227088688238 Long EC CORP US N 1 N N N TJX COS INC/THE V167QI9I69W364E2DY52 COMMON STOCK 872540109 23850 NS USD 2263603.5 0.124322826521 Long EC CORP US N 1 N N N INTUITIVE SURGICAL INC 54930052SRG011710797 COMMON STOCK 46120E602 16834 NS USD 6366955.48 0.349689290376 Long EC CORP US N 1 N N N AMEREN CORP XRZQ5S7HYJFPHJ78L959 COMMON STOCK 023608102 34111 NS USD 2373102.27 0.130336775778 Long EC CORP US N 1 N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 COMMON STOCK 907818108 29755 NS USD 7258137.15 0.398635240564 Long EC CORP US N 1 N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 COMMON STOCK 002824100 32160 NS USD 3638904 0.199857806687 Long EC CORP US N 1 N N N HOME DEPOT INC/THE QEKMOTMBBKA8I816DO57 COMMON STOCK 437076102 52895 NS USD 18669819.2 1.025393667035 Long EC CORP US N 1 N N N MCKESSON CORP 549300WZWOM80UCFSF54 COMMON STOCK 58155Q103 19478 NS USD 9736857.42 0.534772823900 Long EC CORP US N 1 N N N HUMANA INC 529900YLDW34GJAO4J06 COMMON STOCK 444859102 16571 NS USD 6264832.26 0.344080424970 Long EC CORP US N 1 N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 COMMON STOCK 67066G104 66480 NS USD 40903149.6 2.246504377592 Long EC CORP US N 1 N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 COMMON STOCK 036752103 3252 NS USD 1604666.88 0.088132361585 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 COMMON STOCK 64110L106 11107 NS USD 6265569.77 0.344120930883 Long EC CORP US N 1 N N N CARMAX INC N/A COMMON STOCK 143130102 34293 NS USD 2440975.74 0.134064558332 Long EC CORP US N 1 N N CENTERPOINT ENERGY INC 21TPXMRRHFKOBHDC8J74 COMMON STOCK 15189T107 41486 NS USD 1159118.84 0.063661736900 Long EC CORP US N 1 N N N SEAGATE TECHNOLOGY HOLDINGS PLC 635400RUXIFEZSRU8X70 COMMON STOCK G7997R103 144208 NS USD 12355741.44 0.678608554715 Long EC CORP US N 1 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 COMMON STOCK 629377508 192931 NS USD 10233060.24 0.562025537156 Long EC CORP US N 1 N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 COMMON STOCK 79466L302 88327 NS USD 24827836.43 1.363607540533 Long EC CORP US N 1 N N N ALPHABET INC 5493006MHB84DD0ZWV18 COMMON STOCK 02079K305 318337 NS USD 44599013.7 2.449490576963 Long EC CORP US N 1 N N N INNOVIVA INC 549300ACOX4QTBES6535 COMMON STOCK 45781M101 332939 NS USD 5393611.8 0.296230794895 Long EC CORP US N 1 N N N DEXCOM INC 549300YSK3QDSFR5EU59 COMMON STOCK 252131107 26381 NS USD 3201334.35 0.175825375350 Long EC CORP US N 1 N N N CHIPOTLE MEXICAN GRILL INC N/A COMMON STOCK 169656105 2563 NS USD 6173677.51 0.339073975664 Long EC CORP US N 1 N N N MASTERCARD INC AR5L2ODV9HN37376R084 COMMON STOCK 57636Q104 45009 NS USD 20219393.07 1.110500181238 Long EC CORP US N 1 N N N T-MOBILE US INC 549300QHIJYOHPACPG31 COMMON STOCK 872590104 59012 NS USD 9514504.76 0.522560653714 Long EC CORP US N 1 N N N JOHNSON CONTROLS INTERNATIONAL PLC 549300XQ6S1GYKGBL205 COMMON STOCK G51502105 117777 NS USD 6205670.13 0.340831091231 Long EC CORP IE N 1 N N N VISA INC 549300JZ4OKEHW3DPJ59 COMMON STOCK 92826C839 38808 NS USD 10604674.08 0.582435508674 Long EC CORP US N 1 N N N TESLA INC 54930043XZGB27CTOV49 COMMON STOCK 88160R101 63854 NS USD 11959215.66 0.656830356476 Long EC CORP US N 1 N N N KKR AND CO INC 54930013V5I303TF9571 COMMON STOCK 48251W104 69453 NS USD 6013240.74 0.330262382678 Long EC CORP US N 1 N N N GENERAL MOTORS CO 54930070NSV60J38I987 COMMON STOCK 37045V100 40125 NS USD 1556850 0.085506137656 Long EC CORP US N 1 N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 COMMON STOCK 30303M102 71185 NS USD 27772115.9 1.525314812049 Long EC CORP US N 1 N N N BERRY GLOBAL GROUP INC 549300G6KKUMMXM8NH73 COMMON STOCK 08579W103 30036 NS USD 1966156.56 0.107986288642 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 COMMON STOCK 00287Y109 93420 NS USD 15358248 0.843513805209 Long EC CORP US N 1 N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 COMMON STOCK 98978V103 14345 NS USD 2694134.45 0.147968674660 Long EC CORP US N 1 N N N GAMING AND LEISURE PROPERTIES INC 5493006GWRDBCZYWTM57 COMMON STOCK 36467J108 149728 NS USD 6835083.2 0.375400048167 Long EC CORP US N 1 N N N HILTON WORLDWIDE HOLDINGS INC 549300HVGPK36ICB0B89 COMMON STOCK 43300A203 30262 NS USD 5778831.52 0.317388035738 Long EC CORP US N 1 N N N CHARTER COMMUNICATIONS INC 0J0XRGZE3PBRFEZ7MV65 COMMON STOCK 16119P108 12963 NS USD 4805513.73 0.263930962202 Long EC CORP US N 1 N N FORTIVE CORP 549300MU9YQJYHDQEF63 COMMON STOCK 34959J108 72547 NS USD 5671724.46 0.311505445240 Long EC CORP US N 1 N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 COMMON STOCK 443201108 52731 NS USD 2966646.06 0.162935701180 Long EC CORP US N 1 N N N INGERSOLL RAND INC 5299004C02FMZCUOIR50 COMMON STOCK 45687V106 62817 NS USD 5016565.62 0.275522465532 Long EC CORP US N 1 N N N DUPONT DE NEMOURS INC 5493004JF0SDFLM8GD76 COMMON STOCK 26614N102 51495 NS USD 3182391 0.174784958680 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 COMMON STOCK 11135F101 21919 NS USD 25864420 1.420539330640 Long EC CORP US N 1 N N N BJ'S WHOLESALE CLUB HOLDINGS INC 549300UCIWH1C93V0J03 COMMON STOCK 05550J101 25074 NS USD 1613261.16 0.088604381168 Long EC CORP US N 1 N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 COMMON STOCK 125523100 7520 NS USD 2263144 0.124297589619 Long EC CORP US N 1 N N N LEVI STRAUSS AND CO MB0UERO0RDFKU8258G77 COMMON STOCK 52736R102 61025 NS USD 993487 0.054564817536 Long EC CORP US N 1 N N N CORTEVA INC 549300WZN9I2QKLS0O94 COMMON STOCK 22052L104 71508 NS USD 3252183.84 0.178618157886 Long EC CORP US N 1 N N N 4FRONT VENTURES CORP N/A COMMON STOCK 35086B207 3996607 NS USD 455213.54 0.025001478379 Long EC CORP US N 1 N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 COMMON STOCK 68902V107 101136 NS USD 8944467.84 0.491252785037 Long EC CORP US N 1 N N N VONTIER CORP 549300VVSQLG4P5K4639 COMMON STOCK 928881101 151149 NS USD 5228243.91 0.287148372333 Long EC CORP US N 1 N N N WARBY PARKER INC N/A COMMON STOCK 93403J106 27376 NS USD 349044 0.019170378850 Long EC CORP US N 1 N N N HERTZ GLOBAL HOLDINGS INC 549300NBK3K85MH1EX16 COMMON STOCK 42806J700 249327 NS USD 2081880.45 0.114342137226 Long EC CORP US N 1 N N APOLLO ASSET MANAGEMENT INC 54930054P2G7ZJB0KM79 COMMON STOCK 03769M106 108609 NS USD 10904343.6 0.598894116265 Long EC CORP US N 1 N N N DIAMOND OFFSHORE DRILLING INC F14FQJ2EEHW5VPYUHL14 COMMON STOCK 25271C201 268836 NS USD 3279799.2 0.180134863268 Long EC CORP US N 1 N N N LINDE PLC 5299003QR1WT0EF88V51 COMMON STOCK G54950103 4576 NS USD 1852502.08 0.101744097286 Long EC CORP US N 1 N N N KENVUE INC 5493008HSF8L4M2LIJ82 COMMON STOCK 49177J102 144567 NS USD 3001210.92 0.164834090670 Long EC CORP US N 1 N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 COMMON STOCK 14040H105 26720 NS USD 3615750.4 0.198586152443 Long EC CORP US N 1 N N N BIOGEN INC W8J5WZB5IY3K0NDQT671 COMMON STOCK 09062X103 10678 NS USD 2633835.48 0.144656902795 Long EC CORP US N 1 N N N CHARLES SCHWAB CORP/THE 549300VSGCJ7E698NM85 COMMON STOCK 808513105 149214 NS USD 9388544.88 0.515642618683 Long EC CORP US N 1 N N N FAIR ISAAC CORP RI6HET5SJUEY30V1PS26 COMMON STOCK 303250104 3801 NS USD 4556752.83 0.250268384716 Long EC CORP US N 1 N N N DANAHER CORP S4BKK9OTCEWQ3YHPFM11 COMMON STOCK 235851102 24316 NS USD 5833651.56 0.320398890918 Long EC CORP US N 1 N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 COMMON STOCK 666807102 13135 NS USD 5868192.6 0.322295972153 Long EC CORP US N 1 N N N SOUTHWEST AIRLINES CO UDTZ87G0STFETI6HGH41 COMMON STOCK 844741108 99578 NS USD 2976386.42 0.163470666375 Long EC CORP US N 1 N N N APPLE INC HWUPKR0MPOU8FGXBT394 COMMON STOCK 037833100 265785 NS USD 49010754 2.691794506946 Long EC CORP US N 1 N N N UNITED RENTALS INC 5323X5O7RN0NKFCDRY08 COMMON STOCK 911363109 8046 NS USD 5031968.4 0.276368425147 Long EC CORP US N 1 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 COMMON STOCK 060505104 259961 NS USD 8841273.61 0.485585097054 Long EC CORP US N 1 N N N EASTMAN CHEMICAL CO FDPVHDGJ1IQZFK9KH630 COMMON STOCK 277432100 30927 NS USD 2583950.85 0.141917112809 Long EC CORP US N 1 N N N PULTEGROUP INC N/A COMMON STOCK 745867101 115585 NS USD 12085567.6 0.663769924433 Long EC CORP US N 1 N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 COMMON STOCK 254687106 44335 NS USD 4258376.75 0.233880816120 Long EC CORP US N 1 N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 COMMON STOCK 91324P102 38423 NS USD 19662586.02 1.079918930465 Long EC CORP US N 1 N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 COMMON STOCK 097023105 6590 NS USD 1390753.6 0.076383703483 Long EC CORP US N 1 N N N PROCTER AND GAMBLE CO/THE 2572IBTT8CCZW6AU4141 COMMON STOCK 742718109 113093 NS USD 17771434.02 0.976052081867 Long EC CORP US N 1 N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 COMMON STOCK 369604301 17758 NS USD 2351514.36 0.129151113187 Long EC CORP US N 1 N N N BALL CORP 0BGI85ALH27ZJP15DY16 COMMON STOCK 058498106 55001 NS USD 3049805.45 0.167503025103 Long EC CORP US N 1 N N N VORNADO REALTY TRUST N/A COMMON STOCK 929042109 101257 NS USD 2753177.83 0.151211486349 Long EC CORP US N 1 N N WALMART INC Y87794H0US1R65VBXU25 COMMON STOCK 931142103 69194 NS USD 11434308.5 0.628001128304 Long EC CORP US N 1 N N N NIKE INC 787RXPR0UX0O0XUXPZ81 COMMON STOCK 654106103 33932 NS USD 3445115.96 0.189214477641 Long EC CORP US N 1 N N N PPL CORP 9N3UAJSNOUXFKQLF3V18 COMMON STOCK 69351T106 59569 NS USD 1560707.8 0.085718017784 Long EC CORP US N 1 N N N MEDTRONIC PLC 549300GX3ZBSQWUXY261 COMMON STOCK G5960L103 19818 NS USD 1734867.72 0.095283320860 Long EC CORP IE N 1 N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 COMMON STOCK 084670702 20231 NS USD 7763443.94 0.426387966867 Long EC CORP US N 1 N N N ASCENDIS PHARMA A/S 549300B66JN3W3J8GH73 COMMON STOCK - ADR 04351P101 31819 NS USD 4134242.67 0.227063058640 Long EC CORP DK N 1 N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 CORP CMO 30711XBM5 175439.13 PA USD 187302.85 0.010287146016 Long ABS-CBDO CORP US N 2 2028-08-25 Floating 12.209 N N N N N N FANNIE MAE CONNECTICUT AVENUE SECURITIES B1V7KEBTPIMZEU4LTD58 CORP CMO 30711XEX8 8967.95 PA USD 8974.76 0.000492916507 Long ABS-CBDO CORP US N 2 2029-07-25 Floating 6.709 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 CORP MED TERM NOTE 00914AAG7 1625000 PA USD 1433083.45 0.078708565853 Long DBT CORP US N 2 2030-02-01 Fixed 3 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 CORP MED TERM NOTE 6174467Y9 3409000 PA USD 3357921.45 0.184425534728 Long DBT CORP US N 2 2026-09-08 Fixed 4.35 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 CORP. NOTE 443201AB4 942000 PA USD 852660.72 0.046830282235 Long DBT CORP US N 2 2029-01-15 Fixed 3 N N N N N N STELLANTIS FINANCE US INC 549300QZ0AI8Q7LNON33 CORP. NOTE 85855CAA8 800000 PA USD 732955.2 0.040255752466 Long DBT CORP US N 2 2027-01-29 Fixed 1.711 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 CORP. NOTE 92343VGN8 700000 PA USD 581335.88 0.031928436124 Long DBT CORP US N 2 2032-03-15 Fixed 2.355 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CORP. NOTE 161175CD4 274000 PA USD 236612.01 0.012995329735 Long DBT CORP US N 2 2029-01-15 Fixed 2.25 N N N N N N JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE INC N/A CORP. NOTE 46590XAN6 1090000 PA USD 963990.33 0.052944785853 Long DBT CORP US N 2 2029-02-02 Fixed 3 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 CORP. NOTE 404119CK3 275000 PA USD 245137.45 0.013463568452 Long DBT CORP US N 2 2032-03-15 Fixed 3.625 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 CORP. NOTE 36264FAK7 740000 PA USD 712518.9 0.039133339208 Long DBT CORP US N 2 2027-03-24 Fixed 3.375 N N N N N N COREBRIDGE FINANCIAL INC 549300XY1661QCIA7J65 CORP. NOTE 21871XAF6 765000 PA USD 722485.84 0.039680748749 Long DBT CORP US N 2 2029-04-05 Fixed 3.85 N N N N N N VICI PROPERTIES LP 254900X4QE7SGKQLLN38 CORP. NOTE 925650AB9 760000 PA USD 744160.41 0.040871170926 Long DBT CORP US N 2 2028-02-15 Fixed 4.75 N N N N N N AMERICAN EXPRESS CO R4PP93JZOLY261QX3811 CORP. NOTE 025816CV9 1450000 PA USD 1441791.32 0.079186824086 Long DBT CORP US N 2 2024-05-03 Fixed 3.375 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 CORP. NOTE 45866FAV6 522000 PA USD 514647.63 0.028265748849 Long DBT CORP US N 2 2029-06-15 Fixed 4.35 N N N N N N KINETIK HOLDINGS LP 549300RD6AJIMYC0HY12 CORP. NOTE 49461MAA8 890000 PA USD 874207.04 0.048013660598 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 CORP. NOTE 709599BN3 2165000 PA USD 2117944.4 0.116322860528 Long DBT CORP US N 2 2027-07-01 Fixed 4.4 N N N N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 CORP. NOTE 89115A2C5 734000 PA USD 720257.09 0.039558340165 Long DBT CORP CA N 2 2027-06-08 Fixed 4.108 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CORP. NOTE 15089QAN4 232000 PA USD 241768.88 0.013278558072 Long DBT CORP US N 2 2029-07-15 Fixed 6.33 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CORP. NOTE 15089QAM6 1199000 PA USD 1228189.69 0.067455282590 Long DBT CORP US N 2 2027-07-15 Fixed 6.165 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 CORP. NOTE 30303M8G0 474000 PA USD 459887.29 0.025258172544 Long DBT CORP US N 2 2027-08-15 Fixed 3.5 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 CORP. NOTE 38141GZV9 1470000 PA USD 1474216.05 0.080967672226 Long DBT CORP US N 2 2024-11-01 Fixed 5.7 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 CORP. NOTE 444859BU5 1025000 PA USD 1059335.49 0.058181383069 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N THERMO FISHER SCIENTIFIC INC HCHV7422L5HDJZCRFL38 CORP. NOTE 883556CT7 1650000 PA USD 1679829.99 0.092260509595 Long DBT CORP US N 2 2027-11-21 Fixed 4.8 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 CORP. NOTE 682680BG7 1015000 PA USD 1068254.55 0.058671240392 Long DBT CORP US N 2 2032-11-15 Fixed 6.1 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 CORP. NOTE 37045XED4 800000 PA USD 847192.3 0.046529942785 Long DBT CORP US N 2 2033-01-09 Fixed 6.4 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 CORP. NOTE 031162DQ0 726000 PA USD 742170.2 0.040761863561 Long DBT CORP US N 2 2030-03-02 Fixed 5.25 N N N N N N NEXTERA ENERGY CAPITAL HOLDINGS INC UMI46YPGBLUE4VGNNT48 CORP. NOTE 65339KBP4 865000 PA USD 872291.16 0.047908435625 Long DBT CORP US N 2 2025-03-01 Fixed 6.051 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 CORP. NOTE 75513ECR0 380000 PA USD 385084.94 0.021149838384 Long DBT CORP US N 2 2033-02-27 Fixed 5.15 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 CORP. NOTE 025537AX9 330000 PA USD 340534.92 0.018703038665 Long DBT CORP US N 2 2033-03-01 Fixed 5.625 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 CORP. NOTE 30040WAT5 465000 PA USD 473418.72 0.026001352886 Long DBT CORP US N 2 2028-03-01 Fixed 5.45 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 CORP. NOTE 55903VBA0 2386000 PA USD 2292076.11 0.125886614240 Long DBT CORP US N 2 2027-03-15 Fixed 3.755 N N N N N N FMC CORP CKDHZ2X64EEBQCSP7013 CORP. NOTE 302491AX3 990000 PA USD 984850.71 0.054090490657 Long DBT CORP US N 2 2033-05-18 Fixed 5.65 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 CORP. NOTE 716973AC6 985000 PA USD 982944.05 0.053985772070 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 CORP. NOTE 716973AE2 687000 PA USD 686148.29 0.037684998643 Long DBT CORP SG N 2 2033-05-19 Fixed 4.75 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 CORP. NOTE 69047QAB8 278000 PA USD 282849.95 0.015534834288 Long DBT CORP US N 2 2028-05-15 Fixed 5.65 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 CORP. NOTE 69047QAA0 217000 PA USD 218047.28 0.011975707833 Long DBT CORP US N 2 2025-05-15 Fixed 5.65 N N N N N N GE HEALTHCARE TECHNOLOGIES INC 549300OI9J7XOWZMUN85 CORP. NOTE 36267VAF0 675000 PA USD 696598.95 0.038258975309 Long DBT CORP US N 2 2027-11-15 Fixed 5.65 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 CORP. NOTE 78016HZS2 1950000 PA USD 1986664.04 0.109112611286 Long DBT CORP CA N 2 2028-08-01 Fixed 5.2 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 CORP. NOTE 04010LBE2 325000 PA USD 333491.35 0.018316187995 Long DBT CORP US N 2 2027-01-15 Fixed 7 N N N N N N WASTE MANAGEMENT INC 549300YX8JIID70NFS41 CORP. NOTE 94106LBV0 880000 PA USD 895807.81 0.049200029492 Long DBT CORP US N 2 2029-02-15 Fixed 4.875 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 CORP. NOTE 775109CH2 608000 PA USD 553029.88 0.030373799047 Long DBT CORP CA N 2 2032-03-15 Fixed 3.8 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A CORP. NOTE 19828TAA4 555000 PA USD 576098.88 0.031640806845 Long DBT CORP US N 2 2030-08-15 Fixed 5.927 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CORP. NOTE 15089QAX2 540000 PA USD 571217.38 0.031372702525 Long DBT CORP US N 2 2030-11-15 Fixed 6.55 N N N N N N ALEXANDER FUNDING TRUST II N/A CORP. NOTE 014916AA8 640000 PA USD 675791.48 0.037116176456 Long DBT CORP US N 2 2028-07-31 Fixed 7.467 N N N N N N JBS USA LUX SA / JBS USA FOOD CO / JBS USA FINANCE INC N/A CORP. NOTE 46590XAY2 325000 PA USD 321769.04 0.017672369096 Long DBT CORP US N 2 2033-04-01 Fixed 5.75 N N N N N N MARVELL TECHNOLOGY INC N/A CORP. NOTE 573874AQ7 807000 PA USD 854443.88 0.046928217890 Long DBT CORP US N 2 2033-09-15 Fixed 5.95 N N N N N N MARVELL TECHNOLOGY INC N/A CORP. NOTE 573874AP9 808000 PA USD 837480.8 0.045996562655 Long DBT CORP US N 2 2029-02-15 Fixed 5.75 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 CORP. NOTE 49177JAK8 1662000 PA USD 1695361.61 0.093113545429 Long DBT CORP US N 2 2033-03-22 Fixed 4.9 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 CORP. NOTE 49177JAF9 253000 PA USD 258697.92 0.014208343745 Long DBT CORP US N 2 2028-03-22 Fixed 5.05 N N N N N N LPL HOLDINGS INC 549300Z5YF8CCRMYUL26 CORP. NOTE 50212YAH7 529000 PA USD 556148.28 0.030545069459 Long DBT CORP US N 2 2028-11-17 Fixed 6.75 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 CORP. NOTE 876030AE7 443000 PA USD 469534.58 0.025788026099 Long DBT CORP US N 2 2030-11-27 Fixed 7.7 N N N N N N TAPESTRY INC 549300LJNVY5SW3VTN33 CORP. NOTE 876030AF4 332000 PA USD 354820.74 0.019487652014 Long DBT CORP US N 2 2033-11-27 Fixed 7.85 N N N N N N EXTRA SPACE STORAGE LP 549300YNKSKNZFR8UC42 CORP. NOTE 30225VAR8 1355000 PA USD 1408733.45 0.077371202297 Long DBT CORP US N 2 2031-01-15 Fixed 5.9 N N N N N N FORD MOTOR CREDIT CO LLC UDSQCVRUX5BONN0VY111 CORP. NOTE 345397D83 1120000 PA USD 1127154.24 0.061906160263 Long DBT CORP US N 2 2027-03-05 Fixed 5.8 N N N N N N AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST N/A CORP. NOTE 00774MBJ3 285000 PA USD 283324.7 0.015560908758 Long DBT CORP IE N 2 2029-01-19 Fixed 5.1 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 CORP. NOTE 44891ACV7 254000 PA USD 258880.41 0.014218366557 Long DBT CORP US N 2 2031-01-08 Fixed 5.4 N N N N N N SUMITOMO MITSUI FINANCIAL GROUP INC 35380028MYWPB6AUO129 CORP. NOTE 86562MAA8 412000 PA USD 410921.25 0.022568833843 Long DBT CORP JP N 2 2024-04-02 Fixed 4.436 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CORP. NOTE 14040HBJ3 227000 PA USD 223119.76 0.012254301257 Long DBT CORP US N 2 2025-10-29 Fixed 4.2 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 CORP. NOTE 05971KAA7 1200000 PA USD 1192571.98 0.065499067917 Long DBT CORP ES N 2 2025-11-19 Fixed 5.179 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 CORP. NOTE 780082AD5 322000 PA USD 320283.65 0.017590787723 Long DBT CORP CA N 2 2026-01-27 Fixed 4.65 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 CORP. NOTE 53944YAB9 315000 PA USD 309944.29 0.017022923934 Long DBT CORP GB N 2 2026-03-24 Fixed 4.65 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 CORP. NOTE H72108HG3 2640000 PA USD 2626694.4 0.144264696629 Long DBT CORP CH N 2 2024-05-15 Fixed 5.125 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 CORP. NOTE 37045XBQ8 287000 PA USD 279942.24 0.015375135504 Long DBT CORP US N 2 2026-10-06 Fixed 4 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 CORP. NOTE 14040HBN4 1146000 PA USD 1100309.63 0.060431786419 Long DBT CORP US N 2 2027-03-09 Fixed 3.75 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 CORP. NOTE 01626PAH9 995000 PA USD 955200 0.052461998708 Long DBT CORP CA N 2 2027-07-26 Fixed 3.55 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 CORP. NOTE 023135BC9 654000 PA USD 628433.13 0.034515136154 Long DBT CORP US N 2 2027-08-22 Fixed 3.15 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 CORP. NOTE 462613AM2 340000 PA USD 335193.22 0.018409658998 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 CORP. NOTE 125581GX0 1259000 PA USD 1283345.46 0.070484576910 Long DBT CORP US N 2 2028-03-09 Fixed 6.125 N N N N N N FAIRFAX FINANCIAL HOLDINGS LTD GLS7OQD0WOEDI8YAP031 CORP. NOTE 303901BB7 1225000 PA USD 1213118.06 0.066627510570 Long DBT CORP CA N 2 2028-04-17 Fixed 4.85 N N N N N N NUTRIEN LTD 5493002QQ7GD21OWF963 CORP. NOTE 67077MAE8 1170000 PA USD 1145073.44 0.062890328026 Long DBT CORP CA N 2 2026-12-15 Fixed 4 N N N N N N LENNAR CORP 529900G61XVRLX5TJX09 CORP. NOTE 526057CD4 1449000 PA USD 1445465.38 0.079388612749 Long DBT CORP US N 2 2027-11-29 Fixed 4.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 CORP. NOTE 404121AH8 458000 PA USD 460455.1 0.025289358104 Long DBT CORP US N 2 2026-09-01 Fixed 5.375 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 CORP. NOTE 98978VAN3 895000 PA USD 874873.24 0.048050249986 Long DBT CORP US N 2 2028-08-20 Fixed 3.9 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 CORP. NOTE 459506AK7 625000 PA USD 607990.68 0.033392385122 Long DBT CORP US N 2 2028-09-26 Fixed 4.45 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 CORP. NOTE 378272AT5 344000 PA USD 343417.55 0.018861359992 Long DBT CORP US N 2 2024-03-12 Fixed 4.125 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CORP. NOTE 15089QAJ3 255000 PA USD 253518.18 0.013923859330 Long DBT CORP US N 2 2024-05-08 Fixed 3.5 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 CORP. NOTE 085770AA3 63000 PA USD 61973.17 0.003403723162 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 CORP. NOTE 629377CK6 620000 PA USD 613830.69 0.033713133235 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 CORP. NOTE 92840VAD4 523000 PA USD 516647.47 0.028375585117 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 CORP. NOTE 48252AAA9 105000 PA USD 98118.25 0.005388902329 Long DBT CORP US N 2 2029-07-01 Fixed 3.75 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 CORP. NOTE 03027XAX8 686000 PA USD 646995.89 0.035534649859 Long DBT CORP US N 2 2027-01-15 Fixed 2.75 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 CORP. NOTE 045054AJ2 1190000 PA USD 1126668.64 0.061879489883 Long DBT CORP US N 2 2028-05-01 Fixed 4 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 CORP. NOTE 29444UBE5 1483000 PA USD 1355945.35 0.074471946399 Long DBT CORP US N 2 2029-11-18 Fixed 3.2 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 CORP. NOTE 25278XAM1 780000 PA USD 754948.15 0.041463660877 Long DBT CORP US N 2 2026-12-01 Fixed 3.25 N N N N N N ALIMENTATION COUCHE-TARD INC 549300OSW32RVX8CCZ87 CORP. NOTE 01626PAM8 919000 PA USD 825325.59 0.045328967794 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 CORP. NOTE 92564RAD7 285000 PA USD 269621.86 0.014808314145 Long DBT CORP US N 2 2027-02-15 Fixed 3.75 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 CORP. NOTE 74340XBN0 194000 PA USD 179598.24 0.009863989358 Long DBT CORP US N 2 2027-04-15 Fixed 2.125 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 CORP. NOTE 38141GXG4 3535000 PA USD 3109278.25 0.170769421624 Long DBT CORP US N 2 2030-02-07 Fixed 2.6 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 CORP. NOTE 87264ABF1 48000 PA USD 45393.7 0.002493136757 Long DBT CORP US N 2 2030-04-15 Fixed 3.875 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 CORP. NOTE 87264ABD6 1762000 PA USD 1708253.41 0.093821595675 Long DBT CORP US N 2 2027-04-15 Fixed 3.75 N N N N N N IPALCO ENTERPRISES INC 5493000YFVK2DZX0JV43 CORP. NOTE 462613AP5 813000 PA USD 763153.98 0.041914345805 Long DBT CORP US N 2 2030-05-01 Fixed 4.25 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 CORP. NOTE 09857LAR9 1255000 PA USD 1258436.27 0.069116501226 Long DBT CORP US N 2 2030-04-13 Fixed 4.625 N N N N N N GEORGIA-PACIFIC LLC L2EVHWFHVAQK72TMH265 CORP. NOTE 37331NAL5 1525000 PA USD 1408423.37 0.077354171919 Long DBT CORP US N 2 2027-04-30 Fixed 2.1 N N N N N N DISCOVERY COMMUNICATIONS LLC L2Z2MO2EQURH3BREWI15 CORP. NOTE 25470DBJ7 27000 PA USD 24467.87 0.001343837274 Long DBT CORP US N 2 2030-05-15 Fixed 3.625 N N N N N N BECTON DICKINSON AND CO ICE2EP6D98PQUILVRZ91 CORP. NOTE 075887CJ6 820000 PA USD 732752.4 0.040244614177 Long DBT CORP US N 2 2030-05-20 Fixed 2.823 N N N N N N AT AND T INC 549300Z40J86GGSTL398 CORP. NOTE 00206RJX1 1049000 PA USD 972318.3 0.053402179019 Long DBT CORP US N 2 2027-06-01 Fixed 2.3 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 CORP. NOTE 694308JF5 235000 PA USD 212626.19 0.011677967865 Long DBT CORP US N 2 2027-08-01 Fixed 2.1 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 CORP. NOTE 92556VAC0 565000 PA USD 514627.65 0.028264651497 Long DBT CORP US N 2 2027-06-22 Fixed 2.3 N N N N N N ARES CAPITAL CORP WEQ82666OJYSI5GUAB47 CORP. NOTE 04010LAZ6 1555000 PA USD 1495066.19 0.082112814624 Long DBT CORP US N 2 2026-01-15 Fixed 3.875 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 CORP. NOTE 16411QAG6 1645000 PA USD 1569298.25 0.086189827014 Long DBT CORP US N 2 2029-10-01 Fixed 4.5 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 CORP. NOTE 378272AY4 1998000 PA USD 1726892.88 0.094845322487 Long DBT CORP US N 2 2030-09-01 Fixed 2.5 N N N N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 CORP. NOTE 629377CP5 900000 PA USD 811257.38 0.044556306136 Long DBT CORP US N 2 2027-12-02 Fixed 2.45 N N N N N N AES CORP/THE 2NUNNB7D43COUIRE5295 CORP. NOTE 00130HCG8 1045000 PA USD 872140.76 0.047900175277 Long DBT CORP US N 2 2031-01-15 Fixed 2.45 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 CORP. NOTE 08576PAH4 1167000 PA USD 1089382.15 0.059831621593 Long DBT CORP US N 2 2026-01-15 Fixed 1.57 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 CORP. NOTE 37045XDD5 252000 PA USD 234493.68 0.012878985696 Long DBT CORP US N 2 2026-01-08 Fixed 1.25 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 CORP. NOTE 097023DG7 1405000 PA USD 1323273 0.072677498342 Long DBT CORP US N 2 2026-02-04 Fixed 2.196 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 CORP. NOTE 31620MBT2 163000 PA USD 137463.69 0.007549853358 Long DBT CORP US N 2 2031-03-01 Fixed 2.25 N N N N N N COMMONWEALTH BANK OF AUSTRALIA MSFSBD3QN1GSN7Q6C537 CORP. NOTE 202712BN4 535000 PA USD 444899.79 0.024435021156 Long DBT CORP AU N 2 2031-03-11 Fixed 2.688 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 CORP. NOTE 68389XCC7 1385000 PA USD 1294368.45 0.071089987387 Long DBT CORP US N 2 2026-03-25 Fixed 1.65 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 CORP. NOTE 817565CG7 1335000 PA USD 1188296.85 0.065264266970 Long DBT CORP US N 2 2031-05-15 Fixed 4 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 CORP. NOTE 023135BZ8 579000 PA USD 495258.74 0.027200861995 Long DBT CORP US N 2 2031-05-12 Fixed 2.1 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 CORP. NOTE 37045XDK9 390000 PA USD 359339.87 0.019735854058 Long DBT CORP US N 2 2026-06-10 Fixed 1.5 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 CORP. NOTE 08576PAF8 1045000 PA USD 943726.47 0.051831843436 Long DBT CORP US N 2 2027-01-15 Fixed 1.65 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 CORP. NOTE 366651AG2 141000 PA USD 128164.75 0.007039132065 Long DBT CORP US N 2 2029-06-15 Fixed 3.625 N N N N N N CELANESE US HOLDINGS LLC CD30XVRLT4QO00B1C706 CORP. NOTE 15089QAK0 750000 PA USD 682881.99 0.037505605190 Long DBT CORP US N 2 2026-08-05 Fixed 1.4 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 CORP. NOTE 045054AP8 660000 PA USD 537228.79 0.029505963240 Long DBT CORP US N 2 2031-08-12 Fixed 2.45 N N N N N N HOWMET AEROSPACE INC 549300HO5WFZUT5N2T22 CORPORATE BONDS 013817AK7 572000 PA USD 589074.2 0.032353444220 Long DBT CORP US N 2 2037-02-01 Fixed 5.95 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 CORPORATE BONDS 59022CAJ2 600000 PA USD 647853.41 0.035581747025 Long DBT CORP US N 2 2037-01-29 Fixed 6.11 N N N N N N WYETH LLC 549300Q9GR3WRH4N4836 CORPORATE BONDS 983024AN0 340000 PA USD 374129.84 0.020548156598 Long DBT CORP US N 2 2037-04-01 Fixed 5.95 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 CORPORATE BONDS 26882PBE1 1434000 PA USD 1675353.44 0.092014646153 Long DBT CORP US N 2 2037-10-15 Fixed 7 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 CORPORATE BONDS 58013MEC4 660000 PA USD 742787.87 0.040795787559 Long DBT CORP US N 2 2037-10-15 Fixed 6.3 N N N N N N WELLS FARGO BANK NA KB1H1DSPRFMYMCUFXT09 CORPORATE BONDS 92976GAJ0 1095000 PA USD 1224328.65 0.067243224513 Long DBT CORP US N 2 2038-01-15 Fixed 6.6 N N N N N N METLIFE CAPITAL TRUST IV N/A CORPORATE BONDS 591560AA5 2564000 PA USD 2769237.94 0.152093548190 Long DBT CORP US N 2 2037-12-15 Fixed 7.875 N N N N N N ALLY FINANCIAL INC 549300JBN1OSM8YNAI90 CORPORATE BONDS 36186CBY8 725000 PA USD 802186 0.044058083015 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N CVS PASS-THROUGH TRUST N/A CORPORATE BONDS 126650BS8 413904.1 PA USD 435106.64 0.023897156601 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 CORPORATE BONDS 878091BC0 263000 PA USD 306198.33 0.016817186341 Long DBT CORP US N 2 2039-12-16 Fixed 6.85 N N N N N N DUKE ENERGY CAROLINAS LLC MWIUSDMN17TCR56VW396 CORPORATE BONDS 26442CAM6 520000 PA USD 456853.73 0.025091561760 Long DBT CORP US N 2 2041-12-15 Fixed 4.25 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 CORPORATE BONDS 29273RAR0 137000 PA USD 145394.99 0.007985460404 Long DBT CORP US N 2 2042-02-01 Fixed 6.5 N N N N N N CONSOLIDATED EDISON CO OF NEW YORK INC VZFZPMWDHTQCFKYOBP05 CORPORATE BONDS 209111FB4 255000 PA USD 219682.64 0.012065525938 Long DBT CORP US N 2 2042-03-15 Fixed 4.2 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 CORPORATE BONDS 26884TAE2 566000 PA USD 588358.19 0.032314119141 Long DBT CORP US N 2 2042-03-15 Fixed 5.625 N N N N N N AON GLOBAL LTD VVT2B79I2Z4U3R6BY589 CORPORATE BONDS 00185AAB0 1265000 PA USD 1016287.09 0.055817056117 Long DBT CORP GB N 2 2042-12-12 Fixed 4.25 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 CORPORATE BONDS 037833AL4 486000 PA USD 429944.25 0.023613625092 Long DBT CORP US N 2 2043-05-04 Fixed 3.85 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 CORPORATE BONDS 084664BV2 808000 PA USD 752944.58 0.041353619748 Long DBT CORP US N 2 2043-05-15 Fixed 4.3 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 CORPORATE BONDS 12527GAD5 1539000 PA USD 1411032.78 0.077497487313 Long DBT CORP US N 2 2043-06-01 Fixed 4.95 N N N N N N CVS PASS-THROUGH TRUST SERIES 2013 N/A CORPORATE BONDS 12665UAA2 468161.46 PA USD 433447.92 0.023806055506 Long DBT CORP US N 2 2036-01-10 Fixed 4.704 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 CORPORATE BONDS 05578QAB9 810000 PA USD 805493.64 0.044239746965 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15 N N N N N N ERAC USA FINANCE LLC LTKX5ODQW6Z7BQ2K1V47 CORPORATE BONDS 26884TAL6 875000 PA USD 863924.14 0.047448897735 Long DBT CORP US N 2 2024-11-15 Fixed 3.85 N N N N N N KINDER MORGAN ENERGY PARTNERS LP 549300PDHUGWPWGOT525 CORPORATE BONDS 494550BW5 199000 PA USD 186503.25 0.010243229963 Long DBT CORP US N 2 2044-09-01 Fixed 5.4 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 CORPORATE BONDS 05578QAD5 1060000 PA USD 1043289.29 0.057300085201 Long DBT CORP FR N 2 2025-03-15 Fixed 4.5 N N N N N N GENERAL MOTORS FINANCIAL CO INC 5493008B6JBRUJ90QL97 CORPORATE BONDS 37045XAS5 175000 PA USD 172690.17 0.009484580690 Long DBT CORP US N 2 2025-01-15 Fixed 4 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 CORPORATE BONDS 404119BR9 475000 PA USD 474562.74 0.026064185357 Long DBT CORP US N 2 2025-02-01 Fixed 5.375 N N N N N N AT AND T INC 549300Z40J86GGSTL398 CORPORATE BONDS 00206RCQ3 106000 PA USD 95949.25 0.005269775366 Long DBT CORP US N 2 2046-05-15 Fixed 4.75 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 CORPORATE BONDS 037833BH2 342000 PA USD 323676.06 0.017777107456 Long DBT CORP US N 2 2045-05-13 Fixed 4.375 N N N N N N CNO FINANCIAL GROUP INC 11XPYHB76MPM4Y4P2897 CORPORATE BONDS 12621EAK9 241000 PA USD 240606.93 0.013214740840 Long DBT CORP US N 2 2025-05-30 Fixed 5.25 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CORPORATE BONDS 161175BA1 1055000 PA USD 1014598.63 0.055724321625 Long DBT CORP US N 2 2045-10-23 Fixed 6.484 N N N N N N AUTONATION INC N/A CORPORATE BONDS 05329WAM4 137000 PA USD 135096.79 0.007419857226 Long DBT CORP US N 2 2025-10-01 Fixed 4.5 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CORPORATE BONDS 172967KA8 3039000 PA USD 2979400.99 0.163636234180 Long DBT CORP US N 2 2027-09-29 Fixed 4.45 N N N N N N ELECTRICITE DE FRANCE SA 549300X3UK4GG3FNMO06 CORPORATE BONDS 268317AP9 1205000 PA USD 1134257.17 0.062296271134 Long DBT CORP FR N 2 2035-10-13 Fixed 4.75 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 CORPORATE BONDS 404119BT5 143000 PA USD 143409.41 0.007876407331 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 CORPORATE BONDS 68217FAA0 416000 PA USD 406040.22 0.022300755336 Long DBT CORP US N 2 2026-04-15 Fixed 3.6 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 CORPORATE BONDS 172967KR1 1540000 PA USD 1387134.76 0.076184947642 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 CORPORATE BONDS 24703TAK2 29000 PA USD 37824.41 0.002077412216 Long DBT CORP US N 2 2046-07-15 Fixed 8.35 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 CORPORATE BONDS 097023BS3 310000 PA USD 218605.33 0.012006357349 Long DBT CORP US N 2 2046-06-15 Fixed 3.375 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 CORPORATE BONDS 031162CF5 710000 PA USD 635900.37 0.034925255852 Long DBT CORP US N 2 2051-06-15 Fixed 4.663 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 CORPORATE BONDS 124857AR4 240000 PA USD 222986.06 0.012246958115 Long DBT CORP US N 2 2027-01-15 Fixed 2.9 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 CORPORATE BONDS 20030NBW0 289000 PA USD 271971.76 0.014937376593 Long DBT CORP US N 2 2027-01-15 Fixed 2.35 N N N N N N ALPHABET INC 5493006MHB84DD0ZWV18 CORPORATE BONDS 02079KAC1 748000 PA USD 706838.95 0.038821381995 Long DBT CORP US N 2 2026-08-15 Fixed 1.998 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 CORPORATE BONDS 03027XAM2 1710000 PA USD 1626844.68 0.089350422425 Long DBT CORP US N 2 2027-01-15 Fixed 3.125 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 CORPORATE BONDS 64110LAN6 1660000 PA USD 1647377.19 0.090478119780 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 CORPORATE BONDS 709599AW4 595000 PA USD 568241.62 0.031209266263 Long DBT CORP US N 2 2026-11-15 Fixed 3.4 N N N N N N CF INDUSTRIES INC 5FVKT86LAD2F40NPC183 CORPORATE BONDS 12527GAH6 76000 PA USD 74846.47 0.004110757341 Long DBT CORP US N 2 2026-12-01 Fixed 4.5 N N N N N N ENBRIDGE INC 98TPTUM4IVMFCZBCUR27 CORPORATE BONDS 29250NAL9 416000 PA USD 410866.71 0.022565838368 Long DBT CORP CA N 2 2026-12-01 Fixed 4.25 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 CORPORATE BONDS 22822VAF8 185000 PA USD 160557.05 0.008818199068 Long DBT CORP US N 2 2047-05-15 Fixed 4.75 N N N N N N SHERWIN-WILLIAMS CO/THE Z15BMIOX8DDH0X2OBP21 CORPORATE BONDS 824348AW6 801000 PA USD 772526.24 0.042429094017 Long DBT CORP US N 2 2027-06-01 Fixed 3.45 N N N N N N EPR PROPERTIES 549300YSSXFHMPOWZ492 CORPORATE BONDS 26884UAD1 255000 PA USD 242605.92 0.013324530425 Long DBT CORP US N 2 2027-06-01 Fixed 4.5 N N N N N N COX COMMUNICATIONS INC 5493001NEDZNIFRP2R92 CORPORATE BONDS 224044CJ4 637000 PA USD 607552.49 0.033368318620 Long DBT CORP US N 2 2027-08-15 Fixed 3.5 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 CORPORATE BONDS 22822VAH4 549000 PA USD 522686.58 0.028707268305 Long DBT CORP US N 2 2027-09-01 Fixed 3.65 N N N N N N ASHTEAD CAPITAL INC 213800J1134IW58IC398 CORPORATE BONDS 045054AF0 1155000 PA USD 1115395.72 0.061260352619 Long DBT CORP US N 2 2027-08-15 Fixed 4.375 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 CORPORATE BONDS 20030NCE9 921000 PA USD 761042.96 0.041798403250 Long DBT CORP US N 2 2049-11-01 Fixed 3.999 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 CORPORATE BONDS 817565CD4 185000 PA USD 179496.25 0.009858387809 Long DBT CORP US N 2 2027-12-15 Fixed 4.625 N N N N N N CROWN CASTLE INC 54930012H97VSM0I2R19 CORPORATE BONDS 22822VAK7 458000 PA USD 435508.88 0.023919248639 Long DBT CORP US N 2 2028-02-15 Fixed 3.8 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 CORPORATE BONDS 29379VBQ5 560000 PA USD 486761.67 0.026734181431 Long DBT CORP US N 2 2048-02-15 Fixed 4.25 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 CORPORATE BONDS 775109BG5 100000 PA USD 83730 0.004598663266 Long DBT CORP CA N 2 2048-02-15 Fixed 4.3 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 CORPORATE BONDS 694308HW0 1050000 PA USD 983933.25 0.054040101435 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 CORPORATE BONDS 92343VER1 1904000 PA USD 1877086.03 0.103094309968 Long DBT CORP US N 2 2028-09-21 Fixed 4.329 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 CORPORATE BONDS 00912XBF0 328000 PA USD 322017.82 0.017686032723 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 CORPORATE BONDS 460690BP4 1668000 PA USD 1653800.77 0.090830919032 Long DBT CORP US N 2 2028-10-01 Fixed 4.65 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 CORPORATE BONDS 941053AH3 1318000 PA USD 1304039.89 0.071621167321 Long DBT CORP CA N 2 2028-12-01 Fixed 4.25 N N N N N N AMERICAN ELECTRIC POWER CO INC 1B4S6S7G0TW5EE83BO58 CORPORATE BONDS 025537AM3 528000 PA USD 515538.59 0.028314682624 Long DBT CORP US N 2 2028-12-01 Fixed 4.3 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 CORPORATE BONDS 68233JBK9 445000 PA USD 468591.47 0.025736228113 Long DBT CORP US N 2 2029-03-15 Fixed 5.75 N N N N N N DUKE ENERGY OHIO INC L6KC0HABGHNFU1Z6QY21 CORPORATE BONDS 26442EAF7 280000 PA USD 268545.05 0.014749173017 Long DBT CORP US N 2 2029-02-01 Fixed 3.65 N N N N N N MARSH AND MCLENNAN COS INC 549300XMP3KDCKJXIU47 CORPORATE BONDS 571748BG6 1422000 PA USD 1410023.01 0.077442028192 Long DBT CORP US N 2 2029-03-15 Fixed 4.375 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 CORPORATE BONDS 124857AZ6 360000 PA USD 336855.92 0.018500978685 Long DBT CORP US N 2 2029-06-01 Fixed 4.2 N N N N N N HUNTSMAN INTERNATIONAL LLC 3YTEJFW18LGIUQ2N5J61 CORPORATE BONDS 44701QBE1 1600000 PA USD 1537738.99 0.084456512675 Long DBT CORP US N 2 2029-05-01 Fixed 4.5 N N N N N N WALT DISNEY CO/THE 549300GZKULIZ0WOW665 CORPORATE BONDS 254687EV4 30000 PA USD 28528.41 0.001566852396 Long DBT CORP US N 2 2044-09-15 Fixed 4.75 N N N N N N NETFLIX INC 549300Y7VHGU0I7CE873 CORPORATE BONDS 64110LAU0 648000 PA USD 666872.7 0.036626334512 Long DBT CORP US N 2 2029-11-15 Fixed 5.375 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 CORPORATE BONDS 92840VAE2 442000 PA USD 417659.3 0.022938904582 Long DBT CORP US N 2 2029-07-15 Fixed 4.3 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 CORPORATE BONDS 961214EG4 670000 PA USD 594370.86 0.032644350177 Long DBT CORP AU N 2 2039-07-24 Fixed 4.421 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 CORPORATE BONDS 00914AAE2 928000 PA USD 839214.71 0.046091793375 Long DBT CORP US N 2 2029-10-01 Fixed 3.25 N N N N N N OCCIDENTAL PETROLEUM CORP IM7X0T3ECJW4C1T7ON55 CORPORATE BONDS 674599DD4 1920000 PA USD 2137795.2 0.117413116647 Long DBT CORP US N 2 2031-05-01 Fixed 7.5 N N N N N N MASSACHUSETTS MUTUAL LIFE INSURANCE CO R6ZXK5P01NP6HXSY1S07 CORPORATE BONDS 575767AN8 1457000 PA USD 1021738.62 0.056116467926 Long DBT CORP US N 2 2070-10-15 Fixed 3.729 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 CORPORATE BONDS 20030NCZ2 1618000 PA USD 1218295.01 0.066911841751 Long DBT CORP US N 2 2050-02-01 Fixed 3.45 N N N N N N DH EUROPE FINANCE II SARL 222100KDGL314CKTZ511 CORPORATE BONDS 23291KAH8 600000 PA USD 539460.6 0.029628539887 Long DBT CORP LU N 2 2029-11-15 Fixed 2.6 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 CORPORATE BONDS 78409VAP9 1550000 PA USD 1387874.98 0.076225602395 Long DBT CORP US N 2 2029-12-01 Fixed 2.5 N N N N N N ENTERPRISE PRODUCTS OPERATING LLC 5493004LGN656HWLDA30 CORPORATE BONDS 29379VBX0 1704000 PA USD 1536919.97 0.084411530026 Long DBT CORP US N 2 2030-01-31 Fixed 2.8 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 CORPORATE BONDS 03027XBA7 921000 PA USD 819727.56 0.045021509834 Long DBT CORP US N 2 2030-01-15 Fixed 2.9 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 CORPORATE BONDS 74340XBM2 467000 PA USD 408365.47 0.022428463944 Long DBT CORP US N 2 2030-04-15 Fixed 2.25 N N N N N N OSHKOSH CORP 549300FEKNPCFSA2B506 CORPORATE BONDS 688225AH4 164000 PA USD 147473.03 0.008099591614 Long DBT CORP US N 2 2030-03-01 Fixed 3.1 N N N N N N MSCI INC 549300HTIN2PD78UB763 CORPORATE BONDS 55354GAK6 1598000 PA USD 1434940.24 0.078810545454 Long DBT CORP US N 2 2030-09-01 Fixed 3.625 N N N N N N PACIFICORP SGY07Y7FNYBNLM6Z1M11 CORPORATE BONDS 695114CW6 656000 PA USD 572304.88 0.031432430774 Long DBT CORP US N 2 2030-09-15 Fixed 2.7 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 CORPORATE BONDS 44891ABL0 106000 PA USD 112853.29 0.006198187975 Long DBT CORP US N 2 2030-04-08 Fixed 6.375 N N N N N N CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL N/A CORPORATE BONDS 161175BV5 65000 PA USD 41474.14 0.002277864614 Long DBT CORP US N 2 2051-04-01 Fixed 3.7 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 CORPORATE BONDS 11135FAQ4 1119000 PA USD 1067322.38 0.058620043259 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N ZOETIS INC 549300HD9Q1LOC9KLJ48 CORPORATE BONDS 98978VAS2 621000 PA USD 530291.73 0.029124962368 Long DBT CORP US N 2 2030-05-15 Fixed 2 N N N N N N PARAMOUNT GLOBAL 5KYC8KF17ROCY24M3H09 CORPORATE BONDS 92556HAD9 8000 PA USD 7118.75 0.000390979746 Long DBT CORP US N 2 2032-05-19 Fixed 4.2 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 CORPORATE BONDS 023135BU9 1542000 PA USD 984770.84 0.054086103995 Long DBT CORP US N 2 2060-06-03 Fixed 2.7 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 CORPORATE BONDS 694308JN8 565000 PA USD 492384.37 0.027042994329 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N AT AND T INC 549300Z40J86GGSTL398 CORPORATE BONDS 00206RKH4 1107000 PA USD 910279.13 0.049994830970 Long DBT CORP US N 2 2032-02-01 Fixed 2.25 N N N N N N SERVICE CORP INTERNATIONAL/US 549300RKVM2ME20JHZ15 CORPORATE BONDS 817565CF9 165000 PA USD 143880 0.007902253323 Long DBT CORP US N 2 2030-08-15 Fixed 3.375 N N N N N N SENSATA TECHNOLOGIES INC 5493002MMDDCUNV7NY90 CORPORATE BONDS 81728UAB0 1310000 PA USD 1137180.92 0.062456850875 Long DBT CORP US N 2 2031-02-15 Fixed 3.75 N N N N N N SERVICENOW INC 549300HJTQM36M0E1G39 CORPORATE BONDS 81762PAE2 1520000 PA USD 1250012.74 0.068653859664 Long DBT CORP US N 2 2030-09-01 Fixed 1.4 N N N N N N S AND P GLOBAL INC Y6X4K52KMJMZE7I7MY94 CORPORATE BONDS 78409VAS3 423000 PA USD 344322.77 0.018911076963 Long DBT CORP US N 2 2030-08-15 Fixed 1.25 N N N N N N TARGA RESOURCES PARTNERS LP / TARGA RESOURCES PARTNERS FINANCE CORP N/A CORPORATE BONDS 87612BBS0 1090000 PA USD 1045310 0.057411067703 Long DBT CORP US N 2 2031-02-01 Fixed 4.875 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 CORPORATE BONDS 45866FAN4 482000 PA USD 381127.52 0.020932486874 Long DBT CORP US N 2 2032-09-15 Fixed 1.85 N N N N N N INTERCONTINENTAL EXCHANGE INC 5493000F4ZO33MV32P92 CORPORATE BONDS 45866FAP9 963000 PA USD 705771.14 0.038762735171 Long DBT CORP US N 2 2040-09-15 Fixed 2.65 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 CORPORATE BONDS 459506AQ4 356000 PA USD 296319.46 0.016274613827 Long DBT CORP US N 2 2030-11-01 Fixed 2.3 N N N N N N INTERNATIONAL FLAVORS AND FRAGRANCES INC BZLRL03D3GPGMOGFO832 CORPORATE BONDS 459506AS0 204000 PA USD 138503.84 0.007606981025 Long DBT CORP US N 2 2050-12-01 Fixed 3.468 N N N N N N GARTNER INC PP55B5R38BFB8O8HH686 CORPORATE BONDS 366651AE7 609000 PA USD 544833.69 0.029923643573 Long DBT CORP US N 2 2030-10-01 Fixed 3.75 N N N N N N BERKSHIRE HATHAWAY FINANCE CORP 549300RLHFT5RU20WM87 CORPORATE BONDS 084664CV1 5000 PA USD 3453.85 0.000189694173 Long DBT CORP US N 2 2050-10-15 Fixed 2.85 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 CORPORATE BONDS 961214EQ2 597000 PA USD 419363.2 0.023032487078 Long DBT CORP AU N 2 2040-11-16 Fixed 2.963 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 CORPORATE BONDS 31620MBU9 319000 PA USD 236702.61 0.013000305716 Long DBT CORP US N 2 2041-03-01 Fixed 3.1 N N N N N N VERIZON COMMUNICATIONS INC 2S72QS2UO2OESLG6Y829 CORPORATE BONDS 92343VGC2 960000 PA USD 715814.91 0.039314364409 Long DBT CORP US N 2 2061-03-22 Fixed 3.7 N N N N N N MICROSOFT CORP INR2EJN1ERAN0W5ZP974 CORPORATE BONDS 594918CE2 1150000 PA USD 825453.89 0.045336014354 Long DBT CORP US N 2 2052-03-17 Fixed 2.921 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 CORPORATE BONDS 68389XBZ7 1750000 PA USD 1392604.31 0.076485349154 Long DBT CORP US N 2 2041-03-25 Fixed 3.65 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 CORPORATE BONDS 68389XCA1 435000 PA USD 337960.54 0.018561647208 Long DBT CORP US N 2 2051-03-25 Fixed 3.95 N N N N N N AMERICAN TOWER CORP 5493006ORUSIL88JOE18 CORPORATE BONDS 03027XBM1 2165000 PA USD 1855618.21 0.101915243023 Long DBT CORP US N 2 2031-04-15 Fixed 2.7 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 CORPORATE BONDS 79466LAL8 1462000 PA USD 1013363.17 0.055656467039 Long DBT CORP US N 2 2051-07-15 Fixed 2.9 N N N N N N SALESFORCE INC RCGZFPDMRW58VJ54VR07 CORPORATE BONDS 79466LAM6 553000 PA USD 375693.91 0.020634059277 Long DBT CORP US N 2 2061-07-15 Fixed 3.05 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 CORPORATE BONDS 960413AY8 928000 PA USD 649507.34 0.035672585042 Long DBT CORP US N 2 2041-08-15 Fixed 2.875 N N N N N N WESTLAKE CORP GOXNEVUM0LL78B1OS344 CORPORATE BONDS 960413AZ5 1857000 PA USD 1216692.1 0.066823805882 Long DBT CORP US N 2 2051-08-15 Fixed 3.125 N N N N N N AT AND T INC 549300Z40J86GGSTL398 CORPORATE BONDS 00206RLJ9 62000 PA USD 44173.2 0.002426103812 Long DBT CORP US N 2 2055-09-15 Fixed 3.55 N N N N N N AT AND T INC 549300Z40J86GGSTL398 CORPORATE BONDS 00206RMM1 1634000 PA USD 1325626.96 0.072806783776 Long DBT CORP US N 2 2033-12-01 Fixed 2.55 N N N N N N CHENIERE ENERGY PARTNERS LP 5493005UEC8AZ34LDV29 CORPORATE BONDS 16411QAN1 522000 PA USD 443125.8 0.024337589141 Long DBT CORP US N 2 2032-01-31 Fixed 3.25 N N N N N N FIDELITY NATIONAL FINANCIAL INC 549300CAZYIH39SYQ287 CORPORATE BONDS 31620RAL9 573000 PA USD 368882 0.020259931959 Long DBT CORP US N 2 2051-09-17 Fixed 3.2 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 CORPORATE BONDS 11135FBQ3 676000 PA USD 549139.98 0.030160155906 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 CORPORATE BONDS 00774MAX3 2190000 PA USD 1877094.18 0.103094757586 Long DBT CORP IE N 2 2032-01-30 Fixed 3.3 N N N N N N AMERICAN TRANSMISSION SYSTEMS INC N/A CORPORATE BONDS 030288AC8 385000 PA USD 323652.38 0.017775806890 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 CORPORATE BONDS 361841AR0 505000 PA USD 424710.3 0.023326163327 Long DBT CORP US N 2 2032-01-15 Fixed 3.25 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 CORPORATE BONDS 11135FBV2 2755000 PA USD 2657057.57 0.145932318682 Long DBT CORP US N 2 2037-05-15 Fixed 4.926 N N N N N N PACIFIC GAS AND ELECTRIC CO 1HNPXZSMMB7HMBMVBS46 CORPORATE BONDS 694308KG1 536000 PA USD 548276.85 0.030112750624 Long DBT CORP US N 2 2032-06-15 Fixed 5.9 N N N N N N FIDELITY NATIONAL INFORMATION SERVICES INC 6WQI0GK1PRFVBA061U48 CORPORATE BONDS 31620MBY1 271000 PA USD 276818.23 0.015203556977 Long DBT CORP US N 2 2032-07-15 Fixed 5.1 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 CORPORATE BONDS 037833EQ9 1313000 PA USD 1126272.1 0.061857710904 Long DBT CORP US N 2 2052-08-08 Fixed 3.95 N N N N N N WASTE CONNECTIONS INC 549300HDLRTPBQU69P29 CORPORATE BONDS 94106BAF8 325000 PA USD 311903.16 0.017130510026 Long DBT CORP CA N 2 2033-01-15 Fixed 4.2 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 CORPORATE BONDS 25278XAV1 975000 PA USD 1039158.23 0.057073196943 Long DBT CORP US N 2 2033-03-15 Fixed 6.25 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 CORPORATE BONDS 30303M8J4 856000 PA USD 770471.66 0.042316251289 Long DBT CORP US N 2 2052-08-15 Fixed 4.45 N N N N N N ONCOR ELECTRIC DELIVERY 549300SP2X2BS1KERD24 CORPORATE BONDS 68233JCM4 875000 PA USD 850973.59 0.046737620791 Long DBT CORP US N 2 2052-09-15 Fixed 4.95 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 CORPORATE BONDS 87264ACY9 660000 PA USD 658806.72 0.036183330500 Long DBT CORP US N 2 2033-07-15 Fixed 5.05 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 CORPORATE BONDS 031162DT4 358000 PA USD 368046.91 0.020214066705 Long DBT CORP US N 2 2053-03-02 Fixed 5.65 N N N N N N AMGEN INC 62QBXGPJ34PQ72Z12S66 CORPORATE BONDS 031162DU1 755000 PA USD 777993.22 0.042729354379 Long DBT CORP US N 2 2063-03-02 Fixed 5.75 N N N N N N ELI LILLY AND CO FRDRIPF3EKNDJ2CQJL29 CORPORATE BONDS 532457CG1 445000 PA USD 447691.84 0.024588367600 Long DBT CORP US N 2 2053-02-27 Fixed 4.875 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 CORPORATE BONDS 444859BX9 235000 PA USD 235130.19 0.012913944435 Long DBT CORP US N 2 2053-03-15 Fixed 5.5 N N N N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 CORPORATE BONDS 595112CB7 1465000 PA USD 1523884.74 0.083695602242 Long DBT CORP US N 2 2033-09-15 Fixed 5.875 N N N N N N GEORGIA POWER CO D981X4Z4RWS7PDMJUZ03 CORPORATE BONDS 373334KT7 920000 PA USD 920300.16 0.050545211270 Long DBT CORP US N 2 2033-05-17 Fixed 4.95 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 CORPORATE BONDS 30303M8N5 531000 PA USD 543296.17 0.029839199088 Long DBT CORP US N 2 2033-05-15 Fixed 4.95 N N N N N N META PLATFORMS INC BQ4BKCS1HXDV9HN80Z93 CORPORATE BONDS 30303M8Q8 2144000 PA USD 2288077.34 0.125666991683 Long DBT CORP US N 2 2053-05-15 Fixed 5.6 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 CORPORATE BONDS 55903VBD4 200000 PA USD 177281.68 0.009736758027 Long DBT CORP US N 2 2042-03-15 Fixed 5.05 N N N N N N EVERSOURCE ENERGY SJ7XXD41SQU3ZNWUJ746 CORPORATE BONDS 30040WAU2 1095000 PA USD 1078234.24 0.059219350195 Long DBT CORP US N 2 2033-05-15 Fixed 5.125 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 CORPORATE BONDS 87264ADB8 35000 PA USD 36802.7 0.002021297320 Long DBT CORP US N 2 2054-01-15 Fixed 5.75 N N N N N N PUGET SOUND ENERGY INC 8MNFJR7KOMBQ7X62LK44 CORPORATE BONDS 745332CL8 570000 PA USD 580713.95 0.031894278156 Long DBT CORP US N 2 2053-06-01 Fixed 5.448 N N N N N N OVINTIV INC 2549003MEX7YMKLGI239 CORPORATE BONDS 69047QAC6 215000 PA USD 224251.92 0.012316482346 Long DBT CORP US N 2 2033-07-15 Fixed 6.25 N N N N N N PFIZER INVESTMENT ENTERPRISES PTE LTD 5493000FQO8XF9C0RT95 CORPORATE BONDS 716973AG7 703000 PA USD 714779.9 0.039257519044 Long DBT CORP SG N 2 2053-05-19 Fixed 5.3 N N N N N N SEMPRA PBBKGKLRK5S5C0Y4T545 CORPORATE BONDS 816851BR9 630000 PA USD 642181.74 0.035270244571 Long DBT CORP US N 2 2033-08-01 Fixed 5.5 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 CORPORATE BONDS 63111XAJ0 187000 PA USD 193907.05 0.010649865375 Long DBT CORP US N 2 2034-02-15 Fixed 5.55 N N N N N N NASDAQ INC 549300L8X1Q78ERXFD06 CORPORATE BONDS 63111XAK7 208000 PA USD 222146.85 0.012200866581 Long DBT CORP US N 2 2053-08-15 Fixed 5.95 N N N N N N COLUMBIA PIPELINES OPERATING CO LLC N/A CORPORATE BONDS 19828TAC0 585000 PA USD 641767.82 0.035247511038 Long DBT CORP US N 2 2053-11-15 Fixed 6.544 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 CORPORATE BONDS 682680BL6 120000 PA USD 126000.04 0.006920240720 Long DBT CORP US N 2 2033-09-01 Fixed 6.05 N N N N N N JBS USA LUX SA / JBS USA FOOD CO / JBS LUXEMBOURG SARL N/A CORPORATE BONDS 47214BAA6 800000 PA USD 842016 0.046245647303 Long DBT CORP US N 2 2034-03-15 Fixed 6.75 N N N N N N SOUTHERN CO/THE 549300FC3G3YU2FBZD92 CORPORATE BONDS 842587DT1 585000 PA USD 611732.55 0.033597898082 Long DBT CORP US N 2 2034-03-15 Fixed 5.7 N N N N N N VISTRA OPERATIONS CO LLC 549300ZH5GKBTJZ7NM23 CORPORATE BONDS 92840VAQ5 715000 PA USD 755619.87 0.041500553438 Long DBT CORP US N 2 2033-10-15 Fixed 6.95 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 CORPORATE BONDS 210385AE0 1184000 PA USD 1323341.25 0.072681246805 Long DBT CORP US N 2 2053-10-01 Fixed 6.5 N N N N N N CONSTELLATION ENERGY GENERATION LLC S2PEWKCZFFECR4533P43 CORPORATE BONDS 210385AD2 486000 PA USD 518638.75 0.028484951248 Long DBT CORP US N 2 2034-01-15 Fixed 6.125 N N N N N N KENVUE INC 5493008HSF8L4M2LIJ82 CORPORATE BONDS 49177JAP7 300000 PA USD 302521.33 0.016615236206 Long DBT CORP US N 2 2053-03-22 Fixed 5.05 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 CORPORATE BONDS 75513ECX7 1120000 PA USD 1289827.46 0.070840584736 Long DBT CORP US N 2 2054-03-15 Fixed 6.4 N N N N N N GLP CAPITAL LP / GLP FINANCING II INC N/A CORPORATE BONDS 361841AS8 770000 PA USD 819507.92 0.045009446650 Long DBT CORP US N 2 2033-12-01 Fixed 6.75 N N N N N N ATHENE HOLDING LTD 549300H316CT32FQXI76 CORPORATE BONDS 04686JAG6 1296000 PA USD 1302002.89 0.071509290131 Long DBT CORP US N 2 2034-01-15 Fixed 5.875 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 CORPORATE BONDS 74340XCJ8 565000 PA USD 567569.31 0.031172341298 Long DBT CORP US N 2 2034-03-15 Fixed 5 N N N N N N SPRINT CAPITAL CORP 549300L17W0GQBR1PO80 CORPORATE BONDS 852060AD4 1613000 PA USD 1742727.14 0.095714980075 Long DBT CORP US N 2 2028-11-15 Fixed 6.875 N N N N N N WEYERHAEUSER CO 08IRJODWFYBI7QWRGS31 CORPORATE BONDS 962166BR4 156000 PA USD 180170.37 0.009895412184 Long DBT CORP US N 2 2032-03-15 Fixed 7.375 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 CORPORATE BONDS 28368EAE6 505000 PA USD 577682.26 0.031727770077 Long DBT CORP US N 2 2032-01-15 Fixed 7.75 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 CORPORATE BONDS 961548AV6 1040000 PA USD 1201896.24 0.066011179847 Long DBT CORP US N 2 2030-01-15 Fixed 8.2 N N N N N N WESTROCK MWV LLC 4DL8C98Z5G5IXZLH3578 CORPORATE BONDS 961548AY0 187000 PA USD 216585.8 0.011895439656 Long DBT CORP US N 2 2031-02-15 Fixed 7.95 N N N N N N BOEING CO/THE RVHJWBXLJ1RFUBSY1F30 CORPORATE BONDS 097023AU9 1165000 PA USD 1233074.1 0.067723546735 Long DBT CORP US N 2 2033-02-15 Fixed 6.125 N N N N N N ROGERS COMMUNICATIONS INC 5493000M6Z4XFIP6PF03 CORPORATE BONDS 77509NAF0 95000 PA USD 111802.94 0.006140500098 Long DBT CORP CA N 2 2032-05-01 Fixed 8.75 N N N N N N TIME WARNER CABLE ENTERPRISES LLC N/A CORPORATE BONDS 88731EAJ9 670000 PA USD 768380.19 0.042201382470 Long DBT CORP US N 2 2033-07-15 Fixed 8.375 N N N N N N COMMONWEALTH EDISON CO D8YOXB8L2ZDC8P7Q0771 CORPORATE BONDS 202795HG8 610000 PA USD 640506.62 0.035178242746 Long DBT CORP US N 2 2033-02-01 Fixed 5.875 N N N N N N APPALACHIAN POWER CO 3SCHO1ABYYIG382BEI70 CORPORATE BONDS 037735CE5 560000 PA USD 574018.48 0.031526546018 Long DBT CORP US N 2 2035-10-01 Fixed 5.8 N N N N N N EL PASO CORP NATURAL GAS N/A CORPORATE STEP UP 283695BK9 490000 PA USD 573452.91 0.031495483484 Long DBT CORP US N 2 2032-06-15 Variable 8.375 N N N N N N UBS AG BFM8T61CT2L1QCEMIK50 CURRENCY FORWARDS N/A 1 NC N/A 1861847.53 0.102257373025 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 1865015.99 EUR 1861847.53 USD 2024-03-20 3168.46 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 CURRENCY FORWARDS N/A 1 NC N/A 5371279.5 0.295004248524 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 5341609.15 GBP 5371279.5 USD 2024-03-20 -29670.35 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 CURRENCY FORWARDS N/A 1 NC N/A 5431625.26 0.298318590215 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 5402629.26 GBP 5431625.26 USD 2024-03-20 -28996.00 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 CURRENCY FORWARDS N/A 1 NC N/A 2767534.23 0.151999976130 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 2768445.69 DKK 2767534.23 USD 2024-03-20 911.46 N N N WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 CURRENCY FORWARDS N/A 1 NC N/A 5607464.68 0.307976135677 N/A DFE CORP US N 2 WESTPAC BANKING CORPORATION EN5TNI6CI43VEPAMHL14 5576295.06 GBP 5607464.68 USD 2024-03-20 -31169.62 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 CURRENCY FORWARDS N/A 1 NC N/A 1594598.6 0.087579386195 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 1585708.46 GBP 1594598.6 USD 2024-03-20 -8890.14 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 CURRENCY FORWARDS N/A 1 NC N/A 3430453.46 0.188409176075 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 3430453.46 USD 3456896.06 GBP 2024-03-20 -26442.6 N N N TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 CURRENCY FORWARDS N/A 1 NC N/A 2584345.09 0.141938765466 N/A DFE CORP CA N 2 TORONTO-DOMINION BANK/THE PT3QB789TSUIDF371261 2569796.29 GBP 2584345.09 USD 2024-03-20 -14548.8 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 CURRENCY FORWARDS N/A 1 NC N/A 3910811.06 0.214791629792 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 3917094.41 EUR 3910811.06 USD 2024-03-20 6283.35 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 CURRENCY FORWARDS N/A 1 NC N/A 3757155.04 0.206352452738 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 3763541.95 EUR 3757155.04 USD 2024-03-20 6386.91 N N N BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 CURRENCY FORWARDS N/A 1 NC N/A 1929160.05 0.105954346787 N/A DFE CORP GB N 2 BARCLAYS BANK PLC WHOLESALE, LONDON G5GSEF7VJP5I7OUK5573 1942824.24 CAD 1929160.05 USD 2024-04-17 13664.19 N N N UBS AG BFM8T61CT2L1QCEMIK50 CURRENCY FORWARDS N/A 1 NC N/A 2957434.89 0.162429800438 N/A DFE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 2977944.68 CAD 2957434.89 USD 2024-04-17 20509.79 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 CURRENCY FORWARDS N/A 1 NC N/A 128431.98 0.007053809013 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 129345.25 CAD 128431.98 USD 2024-04-17 913.27 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 CURRENCY FORWARDS N/A 1 NC N/A 2434772.56 0.133723864005 N/A DFE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 2451659.9 CAD 2434772.56 USD 2024-04-17 16887.34 N N N BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 CURRENCY FORWARDS N/A 1 NC N/A 221796.45 0.012181621727 N/A DFE CORP US N 2 BANK OF AMERICA N.A. B4TYDEB6GKMZO031MB27 223350.18 CAD 221796.45 USD 2024-04-17 1553.73 N N N GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 CURRENCY FORWARDS N/A 1 NC N/A 3051618.34 0.167602593604 N/A DFE CORP US N 2 GOLDMAN SACHS INTL FX W22LROWP2IHZNBB6K528 3072776.68 CAD 3051618.34 USD 2024-04-17 21158.34 N N N JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 CURRENCY FORWARDS N/A 1 NC N/A 5436209.36 0.298570360575 N/A DFE CORP US N 2 JP MORGANCHASE BANK 7H6GLXDRUGQFU57RNE97 5473728.05 CAD 5436209.36 USD 2024-04-17 37518.69 N N N HSBC BANK USA 1IE8VN30JCEQV1H4R804 CURRENCY FORWARDS N/A 1 NC N/A 5912264.15 0.324716493090 N/A DFE CORP US N 2 HSBC BANK USA 1IE8VN30JCEQV1H4R804 5913276.79 HKD 5912264.15 USD 2024-02-21 1012.64 N N N STATE STREET B AND T CO 571474TGEMMWANRLN572 CURRENCY FORWARDS N/A 1 NC N/A 2465028.28 0.135385584633 N/A DFE CORP US N 2 STATE STREET B AND T CO 571474TGEMMWANRLN572 2466220.29 HKD 2465028.28 USD 2024-02-21 1192.01 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 EQUITY INDEX FUTURE N/A 35 NC USD 8523375 0.468125301758 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 Long S&P 500 INDEX SPX 2024-03-15 8436365.87 USD 87009.13 N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 3138W9J76 399266.68 PA USD 380287.78 0.020886366230 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 3138M9WR8 165133.52 PA USD 157285.2 0.008638500795 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 31418AWC8 116606.29 PA USD 111120.98 0.006103045131 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 3138WWN39 353284.16 PA USD 336663.73 0.018490423124 Long ABS-MBS USGSE US N 2 2028-08-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 31417ER52 89634.81 PA USD 85709.84 0.004707401084 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 3140XHGH4 1652131.18 PA USD 1534434.51 0.084275022280 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 31417DBD4 160053.2 PA USD 153335.88 0.008421594157 Long ABS-MBS USGSE US N 2 2027-10-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 3138W9AB6 273966.85 PA USD 260943.92 0.014331699742 Long ABS-MBS USGSE US N 2 2028-07-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 31418AP85 88625.61 PA USD 84692.49 0.004651525650 Long ABS-MBS USGSE US N 2 2028-02-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 3140J7MG7 647233.22 PA USD 626489.65 0.034408395319 Long ABS-MBS USGSE US N 2 2030-12-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN15 31417ELF6 100608.66 PA USD 96145 0.005280526451 Long ABS-MBS USGSE US N 2 2028-01-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XJJA2 17464523.68 PA USD 15540872.76 0.853544018697 Long ABS-MBS USGSE US N 2 2051-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XJWB5 904372.95 PA USD 896636.76 0.049245557522 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XKHN3 620297.92 PA USD 601842.82 0.033054729109 Long ABS-MBS USGSE US N 2 2053-01-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XJ3J0 369651.5 PA USD 338589.91 0.018596213799 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XB4Y3 933978.73 PA USD 823515.94 0.045229577241 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XCME5 1140893.67 PA USD 981004.27 0.053879234449 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140QKVB1 955153.71 PA USD 813534.02 0.044681344961 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XA2X9 2141672.37 PA USD 1833498.57 0.100700376477 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XEB45 989668.89 PA USD 904729.27 0.049690018629 Long ABS-MBS USGSE US N 2 2051-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140QSEH0 174166.96 PA USD 177041.93 0.009723590351 Long ABS-MBS USGSE US N 2 2053-06-01 Fixed 6 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140QS3Q2 101122.2 PA USD 101702.34 0.005585749612 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XNNB6 2993934.81 PA USD 3028887.5 0.166354158409 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31385XF85 76131.4 PA USD 78006.6 0.004284319670 Long ABS-MBS USGSE US N 2 2033-07-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31416BLC0 87171.9 PA USD 89858.67 0.004935265316 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31416BK72 57786.09 PA USD 59802.45 0.003284501732 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31416H4Z5 56825.14 PA USD 57789.31 0.003173934994 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31410KXK5 51251.25 PA USD 53127.37 0.002917889464 Long ABS-MBS USGSE US N 2 2038-11-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31402QLR0 119711.36 PA USD 120843.24 0.006637016228 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31417GMT0 201363.66 PA USD 188571.01 0.010356796569 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3138WQBQ4 191676.09 PA USD 179454.69 0.009856105229 Long ABS-MBS USGSE US N 2 2043-05-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31417EZA2 243053.76 PA USD 220758.63 0.012124622029 Long ABS-MBS USGSE US N 2 2043-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3138X0YX0 413277.58 PA USD 386744.42 0.021240981221 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3138YD2F5 72187.05 PA USD 67254.78 0.003693802535 Long ABS-MBS USGSE US N 2 2045-03-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3138EPVM3 312607.44 PA USD 320454.95 0.017600195952 Long ABS-MBS USGSE US N 2 2038-01-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140EVH91 569378.92 PA USD 514315.02 0.028247481067 Long ABS-MBS USGSE US N 2 2046-06-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31418CBF0 498706.54 PA USD 447672.05 0.024587280683 Long ABS-MBS USGSE US N 2 2046-09-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3138WH5S7 128205.55 PA USD 115085.8 0.006320803068 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3138ET7G5 556650.12 PA USD 537661.67 0.029529738104 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140EVUP0 346300.22 PA USD 312593.54 0.017168427441 Long ABS-MBS USGSE US N 2 2046-08-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140EVTB3 337256.42 PA USD 304640.79 0.016731642307 Long ABS-MBS USGSE US N 2 2046-07-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3138WH6L1 73465.64 PA USD 65947.63 0.003622010553 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140J5JS9 852130.8 PA USD 769988.63 0.042289722061 Long ABS-MBS USGSE US N 2 2047-03-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140H8P33 474359.06 PA USD 467213.08 0.025660523450 Long ABS-MBS USGSE US N 2 2048-05-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140HHST3 116777.4 PA USD 115018.21 0.006317090855 Long ABS-MBS USGSE US N 2 2048-06-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140JKAB2 179101.22 PA USD 176235.24 0.009679284897 Long ABS-MBS USGSE US N 2 2048-11-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140JACP1 754910.97 PA USD 746369.53 0.040992501381 Long ABS-MBS USGSE US N 2 2049-02-01 Fixed 4.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140X43E4 788698.05 PA USD 726429.31 0.039897334090 Long ABS-MBS USGSE US N 2 2049-09-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140X5CN1 764328.23 PA USD 703266.96 0.038625199275 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140X5HY2 1921837.51 PA USD 1768304.22 0.097119737966 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140K6AA3 405395.7 PA USD 375954.57 0.020648375383 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 3.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 31418DTQ5 9193046.07 PA USD 7467451.57 0.410131317649 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140KNDU9 1432981.1 PA USD 1219618.81 0.066984548194 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140QFDC0 3909793.14 PA USD 3327648.4 0.182762862293 Long ABS-MBS USGSE US N 2 2050-10-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140KX2N5 1008189.7 PA USD 855240.77 0.046971985104 Long ABS-MBS USGSE US N 2 2050-11-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140L1SD8 1190268.33 PA USD 1009696.89 0.055455105673 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140L5LC8 685720.64 PA USD 583192.38 0.032030399797 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140KX6M3 726956.15 PA USD 618262.39 0.033956533402 Long ABS-MBS USGSE US N 2 2051-03-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140KXMJ2 963765.95 PA USD 817556.39 0.044902263689 Long ABS-MBS USGSE US N 2 2050-12-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140KH6J5 2616668.7 PA USD 2226244.72 0.122270987882 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140L8VQ0 2692160.54 PA USD 2270281.48 0.124689598064 Long ABS-MBS USGSE US N 2 2051-05-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140L8CU2 4155899.94 PA USD 3503344.69 0.192412546693 Long ABS-MBS USGSE US N 2 2051-04-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN30 3140XB2T6 2058060.23 PA USD 1735548.81 0.095320728045 Long ABS-MBS USGSE US N 2 2051-07-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FN40 3140FXC59 777039.22 PA USD 706463.62 0.038800767923 Long ABS-MBS USGSE US N 2 2056-05-01 Fixed 3.5 N N N N N N FANNIE MAE REMICS B1V7KEBTPIMZEU4LTD58 FNMA CMO IO 31392BMN3 217181.7 PA USD 480.8 0.000026406751 Long ABS-MBS USGSE US N 2 2045-03-25 Variable .235 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FNMA TBA 01F040628 4000000 PA USD 3771875.2 0.207160921137 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 4 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FNMA TBA 01F052623 5000000 PA USD 5018554.5 0.275631699849 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FNMA TBA 01F022626 22000000 PA USD 18541875 1.018366648134 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 2.5 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FNMA TBA 01F030629 1000000 PA USD 877460.9 0.048192370815 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 3 N N N N N N FANNIE MAE POOL B1V7KEBTPIMZEU4LTD58 FNMA TBA 01F050627 5000000 PA USD 4945898.5 0.271641248658 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132E0ZK1 451316.87 PA USD 453906.07 0.024929668821 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 5.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132E0K27 447559.09 PA USD 450126.74 0.024722098464 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 5.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3133KSDA7 407140.81 PA USD 413861.48 0.022730318707 Long ABS-MBS USGSE US N 2 2053-10-01 Fixed 6 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3133KR5T7 407655.1 PA USD 414384.26 0.022759031106 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3133KPC55 985200.62 PA USD 929041.62 0.051025314351 Long ABS-MBS USGSE US N 2 2052-05-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132E0P48 983155.82 PA USD 841685.6 0.046227500900 Long ABS-MBS USGSE US N 2 2051-01-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132DPQD3 569400.53 PA USD 521554.15 0.028645072386 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3133A8FL6 939563.38 PA USD 806421.14 0.044290687610 Long ABS-MBS USGSE US N 2 2050-07-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3133BHHZ2 1873810.84 PA USD 1815133.39 0.099691714365 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132DPY44 316070.01 PA USD 306666.3 0.016842888436 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 4.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3133AJLE1 291142.57 PA USD 247611.22 0.013599434154 Long ABS-MBS USGSE US N 2 2051-02-01 Fixed 2.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3133KGGK8 935054.55 PA USD 892638.61 0.049025969017 Long ABS-MBS USGSE US N 2 2049-07-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 31329MU32 184281.59 PA USD 167709.61 0.009211035745 Long ABS-MBS USGSE US N 2 2043-03-01 Fixed 3 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132AATC8 127932.85 PA USD 123568.8 0.006786710873 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3131XLAE7 107106.58 PA USD 100650.55 0.005527982647 Long ABS-MBS USGSE US N 2 2042-12-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132A05T9 480.74 PA USD 497.42 0.000027319564 Long ABS-MBS USGSE US N 2 2035-03-01 Fixed 6 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132A35B2 1034052.3 PA USD 995923.59 0.054698641219 Long ABS-MBS USGSE US N 2 2042-07-01 Fixed 4 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132A4DS4 114941.28 PA USD 107817 0.005921582197 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5 N N N N N N FREDDIE MAC GOLD POOL S6XOOCT0IEG5ABCC6L87 FR30 3132A5GL3 794489.88 PA USD 711945.4 0.039101841138 Long ABS-MBS USGSE US N 2 2047-02-01 Fixed 3 N N N N N N STATE OF CALIFORNIA N/A FX.RT. MUNI BOND 13063A5E0 215000 PA USD 262468.62 0.014415440121 Long DBT MUN US N 2 2034-04-01 Fixed 7.5 N N N N N N OHIO STATE UNIVERSITY/THE JFC10ZULKO4X2E3HBY86 FX.RT. MUNI BOND 677632MV0 275000 PA USD 274034.48 0.015050666390 Long DBT MUN US N 2 2040-06-01 Fixed 4.91 N N N N N N NORTH TEXAS TOLLWAY AUTHORITY PQGZGRE0F2WPMYQQ1B78 FX.RT. MUNI BOND 66285WFB7 350000 PA USD 425313.42 0.023359288202 Long DBT MUN US N 2 2049-01-01 Fixed 6.718 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 36179SGK7 9420551.45 PA USD 8577222.74 0.471082755764 Long ABS-MBS USGA US N 2 2046-07-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617UNJH8 1609420.28 PA USD 1470017.61 0.080737083288 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 36295LW98 171192.19 PA USD 154636.6 0.008493032987 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 36194J5R5 177812.62 PA USD 160616.79 0.008821480140 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 36195T2M6 158739.88 PA USD 143388.53 0.007875260548 Long ABS-MBS USGA US N 2 2046-10-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 36179SQV2 10628040.64 PA USD 9676617.38 0.531464288619 Long ABS-MBS USGA US N 2 2046-11-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617B3QL6 44031.6 PA USD 40891.96 0.002245889816 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617B3QM4 110708.32 PA USD 102814.35 0.005646824013 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617B3QN2 96002.82 PA USD 89157.42 0.004896750893 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617B3QP7 132412.28 PA USD 122970.73 0.006753863357 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BPYV6 147371.41 PA USD 136863.21 0.007516873478 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BPYW4 151969.01 PA USD 141132.98 0.007751380040 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617AMJ66 120504.15 PA USD 111911.7 0.006146473472 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617AMJ74 198041.22 PA USD 183920.05 0.010101354089 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617AMJ90 172794.6 PA USD 160473.62 0.008813616881 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BG3X6 66899.41 PA USD 62129.2 0.003412292724 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BG3Y4 174565.58 PA USD 162118.32 0.008903947963 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BG3Z1 124156.03 PA USD 115303.18 0.006332742128 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BUS67 140284.63 PA USD 130281.75 0.007155403057 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BUS59 82139.55 PA USD 76282.66 0.004189636527 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BUS26 128787.46 PA USD 119604.37 0.006568974356 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 36194G5Z3 82223.69 PA USD 74272.03 0.004079207644 Long ABS-MBS USGA US N 2 2046-08-20 Fixed 3 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617UNEG5 2843662.56 PA USD 2597353.89 0.142653241648 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617UNEE0 386212.96 PA USD 355174.3 0.019507070423 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617ATK28 97743.39 PA USD 90773.88 0.004985530962 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617ATK85 76046.05 PA USD 70623.65 0.003878829392 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BJUW2 23005.33 PA USD 21364.95 0.001173417064 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617G0RR3 47795.82 PA USD 44387.78 0.002437889088 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617G0RS1 75264.14 PA USD 69897.49 0.003838946849 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617G0RT9 50405.87 PA USD 46811.72 0.002571018001 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617G0RU6 120581.95 PA USD 111983.95 0.006150441625 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BVPC5 392264.73 PA USD 364294.61 0.020007980904 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BVPD3 314247.37 PA USD 291840.21 0.016028602094 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BVPE1 142671.18 PA USD 132498.13 0.007277132250 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617BVPF8 232063.56 PA USD 215516.45 0.011836708251 Long ABS-MBS USGA US N 2 2048-01-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617J4E47 137634.34 PA USD 138257.62 0.007593458000 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617HNPP8 973828.35 PA USD 980368.58 0.053844320747 Long ABS-MBS USGA US N 2 2049-02-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617HGTP9 262508.03 PA USD 258563.32 0.014200951172 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617LSDU4 66559.8 PA USD 66861.22 0.003672187225 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617LSDS9 94694.17 PA USD 93212.02 0.005119439775 Long ABS-MBS USGA US N 2 2049-10-20 Fixed 4.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617QEUW7 1629950.76 PA USD 1321228.47 0.072565207586 Long ABS-MBS USGA US N 2 2051-01-20 Fixed 2 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GII30 3617UNED2 1036556.95 PA USD 953252.29 0.052355025551 Long ABS-MBS USGA US N 2 2051-04-20 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GN30 3622AAB52 1671325.65 PA USD 1619185.3 0.088929749913 Long ABS-MBS USGA US N 2 2043-04-15 Fixed 4 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GN30 36197F2T9 45155.39 PA USD 42278.14 0.002322022326 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.5 N N N N N N GINNIE MAE I POOL 549300M8ZYFG0OCMTT87 GN30 36197F2U6 9971.78 PA USD 9336.39 0.000512778141 Long ABS-MBS USGA US N 2 2047-11-15 Fixed 3.5 N N N N N N LULULEMON ATHLETICA INC 549300D9GZ4BMLDW5T40 ORDINARY SHARES 550021109 3713 NS USD 1685033.66 0.092546308306 Long EC CORP CA N 1 N N N ASSURED GUARANTY LTD 549300BBOQUJEPH87M14 ORDINARY SHARES G0585R106 168820 NS USD 13696366.6 0.752239077550 Long EC CORP BM N 1 N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 ORDINARY SHARES N/A 403449 NS 6535846.79 0.358965228071 Long EC CORP CA N 1 N N N AIA GROUP LTD ZP5ILWVSYE4LJGMMVD57 ORDINARY SHARES N/A 1055400 NS 8206321.93 0.450711945656 Long EC CORP HK N 2 N N N GLENCORE PLC 2138002658CPO9NBH955 ORDINARY SHARES N/A 396197 NS 2108162.05 0.115785589137 Long EC CORP CH N 2 N N N QUILTER PLC 54930092XIVK28RZGM95 ORDINARY SHARES N/A 1960419 NS 2600308.74 0.142815529479 Long EC CORP GB N 2 N N N SHELL PLC 21380068P1DRHMJ8KU70 ORDINARY SHARES N/A 163050 NS 5062207.42 0.278029228568 Long EC CORP GB N 2 N N N ON HOLDING AG N/A ORDINARY SHARES H5919C104 22333 NS USD 593164.48 0.032578092738 Long EC CORP CH N 1 N N CRH PLC 549300MIDJNNTH068E74 ORDINARY SHARES N/A 58689 NS USD 4211522.64 0.231307469953 Long EC CORP IE N 1 N N N CANADIAN PACIFIC KANSAS CITY LTD N/A ORDINARY SHARES 13646K108 53420 NS USD 4298707.4 0.236095877372 Long EC CORP CA N 1 N N N AGNICO EAGLE MINES LTD YGE0EUBRF7IJOB3QRX76 ORDINARY SHARES N/A 66841 NS 3285249.19 0.180434190496 Long EC CORP CA N 1 N N N AXA SA F5WCUMTUM4RKZ1MAIE39 ORDINARY SHARES N/A 222675 NS 7496688.42 0.411737079361 Long EC CORP FR N 2 N N N ANGLO AMERICAN PLC 549300S9XF92D1X8ME43 ORDINARY SHARES N/A 50300 NS 1193902.06 0.065572119273 Long EC CORP GB N 2 N N N BP PLC 213800LH1BZH3DI6G760 ORDINARY SHARES N/A 535281 NS 3135232.59 0.172194899588 Long EC CORP GB N 2 N N N PRUDENTIAL PLC 5493001Z3ZE83NGK8Y12 ORDINARY SHARES G72899100 367418 NS 3785746.55 0.207922770745 Long EC CORP HK N 2 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 OTC EQUITY OPTION N/A 303407 NC USD 759249.32 0.041699892007 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Written ORACLE CORP COMMON STOCK 1 150 USD 2025-01-17 XXXX -109958.34 N N N CITIBANK N.A. E57ODZWZ7FF32TWEFA76 OTC EQUITY OPTION N/A 303407 NC USD 1235400.79 0.067851334432 N/A DE CORP US N 2 CITIBANK N.A. E57ODZWZ7FF32TWEFA76 Call Purchased ORACLE CORP COMMON STOCK 1 140 USD 2025-01-17 XXXX 143135.59 N N N UBS AG BFM8T61CT2L1QCEMIK50 OTC EQUITY OPTION N/A 55264 NC USD 1829.13 0.000100460444 N/A DE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written BP PLC COMMON STOCK - ADR 1 50 USD 2024-06-21 XXXX 10328.95 N N N UBS AG BFM8T61CT2L1QCEMIK50 OTC EQUITY OPTION N/A 55264 NC USD 5065.66 0.000278218853 N/A DE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased BP PLC COMMON STOCK - ADR 1 45 USD 2024-06-21 XXXX -33066.5 N N N UBS AG BFM8T61CT2L1QCEMIK50 OTC EQUITY OPTION N/A 105303 NC USD 691 0.000037951467 N/A DE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Written HERTZ GLOBAL HOLDINGS INC COMMON STOCK 1 30 USD 2024-06-21 XXXX 41430.2 N N N UBS AG BFM8T61CT2L1QCEMIK50 OTC EQUITY OPTION N/A 105303 NC USD 1898.3 0.000104259435 N/A DE CORP US N 2 UBS AG BFM8T61CT2L1QCEMIK50 Call Purchased HERTZ GLOBAL HOLDINGS INC COMMON STOCK 1 25 USD 2024-06-21 XXXX -98139.55 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 PERPETUAL BONDS 060505EN0 314000 PA USD 313805.95 0.017235016063 Long DBT CORP US N 2 N/A Variable 6.1 N N N N N N AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD/UNITED KINGDOM JHE42UYNWWTJB8YTTU19 PERPETUAL BONDS 05254HAA2 200000 PA USD 201516 0.011067768145 Long DBT CORP GB N 2 N/A Variable 6.75 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 PERPETUAL BONDS 29273VAJ9 2076000 PA USD 1871925.46 0.102810878417 Long DBT CORP US N 2 N/A Variable 6.625 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 PERPETUAL BONDS 48126HAC4 195000 PA USD 195231.86 0.010722627290 Long DBT CORP US N 2 N/A Variable 6.1 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 PERPETUAL BONDS 48128BAG6 1113000 PA USD 1084317.7 0.059553469197 Long DBT CORP US N 2 N/A Variable 4.6 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 PERPETUAL BONDS 05971KAQ2 600000 PA USD 642000 0.035260262951 Long DBT CORP ES N 2 N/A Variable 9.625 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 PERPETUAL BONDS 172967MV0 1055000 PA USD 972100.42 0.053390212498 Long DBT CORP US N 2 N/A Variable 3.875 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 PERPETUAL BONDS 05565ASK0 305000 PA USD 247691.02 0.013603816972 Long DBT CORP FR N 2 N/A Variable 4.625 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 PERPETUAL BONDS 48128BAN1 195000 PA USD 179715.69 0.009870440009 Long DBT CORP US N 2 N/A Variable 3.65 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 PERPETUAL BONDS 38144GAG6 207000 PA USD 186263.38 0.010230055696 Long DBT CORP US N 2 N/A Variable 3.65 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 PERPETUAL BONDS 83371GAA9 573000 PA USD 613110 0.033673551118 Long DBT CORP FR N 2 N/A Variable 10 N N N N N N WELLS FARGO AND CO PBLD0EJDB5FWOLXP3B76 PERPETUAL BONDS 949746TD3 610000 PA USD 571567.62 0.031391938591 Long DBT CORP US N 2 N/A Variable 3.9 N N N N N N PUTNAM CASH COLLATERAL POOL LLC 5493005HRIV7IFMKD774 SHORT TERM INV FUND N/A 12200475 NS USD 12200475 0.670080929323 Long STIV PF US N 2 N N State Street Institutional U.S. Government Money Market Fund, Premier Class N/A SHORT TERM INV FUND N/A 533000 NS USD 533000 0.029273707403 Long STIV RF US N 1 N N N PUTNAM SHORT TERM INVESTMENT FUND 5493003MK0Q7JP8CPP42 SHORT TERM INV FUND 74676P664 69063305.99 NS USD 69063305.99 3.793131354303 Long STIV PF US N 2 N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. BOND 912810SU3 12090000 PA USD 7420237.5 0.407538201570 Long DBT UST US N 2 2051-02-15 Fixed 1.875 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. BOND 912810SF6 16930000 PA USD 13450091.32 0.738713016598 Long DBT UST US N 2 2049-02-15 Fixed 3 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. BOND 912810TN8 8450000 PA USD 7586515.63 0.416670616814 Long DBT UST US N 2 2053-02-15 Fixed 3.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. BOND 912810RV2 18620000 PA USD 14919275 0.819404298343 Long DBT UST US N 2 2047-02-15 Fixed 3 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. BOND 912810QX9 31400000 PA USD 25110187.5 1.379114975070 Long DBT UST US N 2 2042-08-15 Fixed 2.75 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 91282CAB7 15000000 PA USD 14101171.8 0.774472002466 Long DBT UST US N 2 2025-07-31 Fixed .25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 91282CCB5 4490000 PA USD 3848070.31 0.211345749196 Long DBT UST US N 2 2031-05-15 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 91282CDJ7 8390000 PA USD 6964355.43 0.382500005833 Long DBT UST US N 2 2031-11-15 Fixed 1.375 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 91282CEC1 22000000 PA USD 20660234.32 1.134712297117 Long DBT UST US N 2 2027-02-28 Fixed 1.875 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 91282CFF3 25200000 PA USD 23021578.19 1.264403271842 Long DBT UST US N 2 2032-08-15 Fixed 2.75 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 91282CFV8 5160000 PA USD 5227725 0.287119872484 Long DBT UST US N 2 2032-11-15 Fixed 4.125 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 912828ZC7 11000000 PA USD 10592656.25 0.581775459070 Long DBT UST US N 2 2025-02-28 Fixed 1.125 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 912828Z94 18070000 PA USD 15749840.19 0.865021038214 Long DBT UST US N 2 2030-02-15 Fixed 1.5 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 912828YG9 25460000 PA USD 23924443.75 1.313990930806 Long DBT UST US N 2 2026-09-30 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 9128283F5 7140000 PA USD 6718293.75 0.368985676333 Long DBT UST US N 2 2027-11-15 Fixed 2.25 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 912828R36 20200000 PA USD 19103992.24 1.049239547965 Long DBT UST US N 2 2026-05-15 Fixed 1.625 N N N N N N UNITED STATES OF AMERICA 254900HROIFWPRGM1V77 U.S. T. NOTE 912828P46 26380000 PA USD 25052756.25 1.375960705636 Long DBT UST US N 2 2026-02-15 Fixed 1.625 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 VAR.RT. CORP. BONDS 59022CAA1 275000 PA USD 271732.02 0.014924209466 Long DBT CORP US N 2 2026-09-15 Floating 6.406 N N N N N N TRUIST FINANCIAL CORP 549300DRQQI75D2JP341 VAR.RT. CORP. BONDS 89788MAS1 1045000 PA USD 1062617.17 0.058361621231 Long DBT CORP US N 2 2035-01-24 Variable 5.711 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 VAR.RT. CORP. BONDS 172967LP4 10000 PA USD 9567.34 0.000525462499 Long DBT CORP US N 2 2028-07-24 Variable 3.668 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 VAR.RT. CORP. BONDS 46647PAL0 1710000 PA USD 1421421.94 0.078068086244 Long DBT CORP US N 2 2048-11-15 Variable 3.964 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 VAR.RT. CORP. BONDS 06368BGS1 390000 PA USD 362230.32 0.019894604878 Long DBT CORP CA N 2 2032-12-15 Variable 3.803 N N N N N N CREDIT AGRICOLE S.A. 969500TJ5KRTCJQWXH05 VAR.RT. CORP. BONDS 225313AK1 340000 PA USD 317597.16 0.017443238900 Long DBT CORP FR N 2 2033-01-10 Variable 4 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 VAR.RT. CORP. BONDS 225401AF5 443000 PA USD 420302.01 0.023084048896 Long DBT CORP CH N 2 2029-01-12 Variable 3.869 N N N N N N GOLDMAN SACHS GROUP INC/THE 784F5XWPLTWKTBV3E584 VAR.RT. CORP. BONDS 38141GWZ3 804000 PA USD 777968.43 0.042727992849 Long DBT CORP US N 2 2029-05-01 Variable 4.223 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 VAR.RT. CORP. BONDS 48123UAB0 664000 PA USD 580998.82 0.031909923937 Long DBT CORP US N 2 2047-05-15 Floating 6.641 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 VAR.RT. CORP. BONDS 225401AQ1 320000 PA USD 305977.16 0.016805039125 Long DBT CORP CH N 2 2026-06-05 Variable 2.193 N N N N N N BNP PARIBAS SA R0MUWSFPU8MPRO8K5P83 VAR.RT. CORP. BONDS 09659T2B6 695000 PA USD 566494.53 0.031113311664 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 VAR.RT. CORP. BONDS 052528AM8 920000 PA USD 757242.88 0.041589693250 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 VAR.RT. CORP. BONDS 251526CF4 1730000 PA USD 1452406.33 0.079769827270 Long DBT CORP US N 2 2032-01-14 Variable 3.729 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 VAR.RT. CORP. BONDS 46115HBQ9 1710000 PA USD 1416098.16 0.077775690788 Long DBT CORP IT N 2 2032-06-01 Variable 4.198 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 VAR.RT. CORP. BONDS 05964HAN5 3800000 PA USD 3446452.48 0.189287882698 Long DBT CORP ES N 2 2027-09-14 Variable 1.722 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 VAR.RT. CORP. BONDS 91159HJB7 1815000 PA USD 1423904.76 0.078204448995 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 VAR.RT. CORP. BONDS 251526CP2 1035000 PA USD 947066.46 0.052015284130 Long DBT CORP US N 2 2027-11-16 Variable 2.311 N N N N N N RABOBANK NEDERLAND DG3RU1DBUFHT4ZF9WN62 VAR.RT. CORP. BONDS 74977RDL5 285000 PA USD 260427.53 0.014303338298 Long DBT CORP NL N 2 2027-12-15 Variable 1.98 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 VAR.RT. CORP. BONDS 53944YAQ6 735000 PA USD 515996.75 0.028339845930 Long DBT CORP GB N 2 2046-12-14 Variable 3.369 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 VAR.RT. CORP. BONDS 05578QAH6 482000 PA USD 399419.19 0.021937111631 Long DBT CORP FR N 2 2037-01-14 Variable 3.648 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 VAR.RT. CORP. BONDS 06051GKJ7 655000 PA USD 609956.02 0.033500326563 Long DBT CORP US N 2 2028-02-04 Variable 2.551 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 VAR.RT. CORP. BONDS 06051GKL2 3665000 PA USD 3255593.44 0.178805421737 Long DBT CORP US N 2 2037-03-08 Variable 3.846 N N N N N N PNC FINANCIAL SERVICES GROUP INC/THE CFGNEKW0P8842LEUIA51 VAR.RT. CORP. BONDS 693475BE4 2855000 PA USD 2682153.5 0.147310650599 Long DBT CORP US N 2 2033-06-06 Variable 4.626 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 VAR.RT. CORP. BONDS 172967NX5 1755000 PA USD 1768509.97 0.097131038276 Long DBT CORP US N 2 2026-09-29 Variable 5.61 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 VAR.RT. CORP. BONDS 225401BB3 1090000 PA USD 1339915.4 0.073591541022 Long DBT CORP CH N 2 2033-11-15 Variable 9.016 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 VAR.RT. CORP. BONDS 61747YFA8 1030000 PA USD 1033764.79 0.056776975584 Long DBT CORP US N 2 2029-02-01 Variable 5.123 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 VAR.RT. CORP. BONDS 639057AJ7 790000 PA USD 797435.7 0.043797184530 Long DBT CORP GB N 2 2027-03-02 Variable 5.847 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 VAR.RT. CORP. BONDS 17327CAR4 303000 PA USD 314287.34 0.017261455219 Long DBT CORP US N 2 2034-05-25 Variable 6.174 N N N N N N FIFTH THIRD BANCORP THRNG6BD57P9QWTQLG42 VAR.RT. CORP. BONDS 316773DK3 795000 PA USD 827680.99 0.045458332316 Long DBT CORP US N 2 2029-07-27 Variable 6.339 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 VAR.RT. CORP. BONDS 456837BF9 1015000 PA USD 1035814.44 0.056889547543 Long DBT CORP NL N 2 2027-09-11 Variable 6.083 N N N N N N CAPITAL ONE FINANCIAL CORP ZUE8T73ROZOF6FLBAR73 VAR.RT. CORP. BONDS 14040HDC6 427000 PA USD 471668.86 0.025905246152 Long DBT CORP US N 2 2031-10-30 Variable 7.624 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 VAR.RT. CORP. BONDS 06051GMA4 405000 PA USD 412431.54 0.022651782788 Long DBT CORP US N 2 2035-01-23 Variable 5.468 N N N N N N JPMORGAN CHASE AND CO 8I5DZWZKVSZI1NUHU748 VAR.RT. CORP. BONDS 46625HRY8 2088000 PA USD 2021490.08 0.111025345441 Long DBT CORP US N 2 2028-02-01 Variable 3.782 N N N N N N 2024-03-27 George Putnam Balanced Fund Janet C. Smith Janet C. Smith Principal Financial Officer