0000869392-22-000374.txt : 20220224
0000869392-22-000374.hdr.sgml : 20220224
20220224112537
ACCESSION NUMBER: 0000869392-22-000374
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20211231
FILED AS OF DATE: 20220224
PERIOD START: 20221231
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PUTNAM VARIABLE TRUST
CENTRAL INDEX KEY: 0000822671
IRS NUMBER: 046649095
STATE OF INCORPORATION: NY
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05346
FILM NUMBER: 22667980
BUSINESS ADDRESS:
STREET 1: ONE POST OFFICE SQ
STREET 2: MAILSTOP A 14
CITY: BOSTON
STATE: MA
ZIP: 02109
BUSINESS PHONE: 8002551581
FORMER COMPANY:
FORMER CONFORMED NAME: PUTNAM CAPITAL MANAGER TRUST /MA/
DATE OF NAME CHANGE: 19920703
0000822671
S000003895
Putnam VT George Putnam Balanced Fund
C000010885
Class IA Shares
C000010886
Class IB Shares
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000822671
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Putnam Variable Trust
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BOSTON
02110
1-800-225-1581
Putnam VT George Putnam Balanced Fund
S000003895
MEM8REXDOEBLU02UY840
2022-12-31
2021-12-31
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5071493.70
252503985.47
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
201677.11
USD
N
FIRSTPLUS HOME LOAN OWNER TRUST 1997-3
N/A
ASSET BACKED SECURITY
337925CC3
14822.27
PA
USD
1.48
0.000000586129
Long
ABS-MBS
CORP
US
N
2
2023-11-10
Fixed
7.79
Y
Y
N
N
N
N
TIAA REAL ESTATE CDO LTD
N/A
COLLATERALIZED DEBT OBLIGATION
88631FAA6
220229.31
PA
USD
2.2
0.000000871273
Long
ABS-MBS
CORP
US
N
2
2038-12-28
Fixed
8
Y
Y
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2012-C4
5493005SNWQW3UUOQX45
COMMERCIAL MORTGAGE BACKED SECURITIES
61760VAE3
117000
PA
USD
113264.19
0.044856396935
Long
ABS-MBS
CORP
US
N
2
2045-03-15
Variable
5.412
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
17322MAY2
107000
PA
USD
112106.47
0.044397901202
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Fixed
4.026
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2014-GC21
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
17322MBA3
124000
PA
USD
126894.9
0.05025461272
Long
ABS-MBS
CORP
US
N
2
2047-05-10
Variable
4.78
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST 2014-GC22
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
36253BBB8
159000
PA
USD
163213.82
0.064638116383
Long
ABS-MBS
CORP
US
N
2
2047-06-10
Variable
4.689
N
N
N
N
N
N
LSTAR COMMERCIAL MORTGAGE TRUST 2015-3
549300MAI3U5Y4VL8H37
COMMERCIAL MORTGAGE BACKED SECURITIES
54910JAN4
31721.02
PA
USD
30614.59
0.012124398727
Long
ABS-MBS
CORP
US
N
2
2048-04-20
Variable
3.166
N
N
N
N
N
N
MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST 2016-C28
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
61766LBS7
340000
PA
USD
361072.01
0.142996558778
Long
ABS-MBS
CORP
US
N
2
2049-01-15
Fixed
3.544
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
17327FAD8
251000
PA
USD
278299.16
0.110215749459
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
4.009
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST 2018-L1
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
61691QAE8
125000
PA
USD
142042.04
0.056253385362
Long
ABS-MBS
CORP
US
N
2
2051-10-15
Variable
4.407
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-C6
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
17327GBA1
78000
PA
USD
89108.62
0.035289985556
Long
ABS-MBS
CORP
US
N
2
2051-11-10
Variable
4.642
N
N
N
N
N
N
BANK 2019-BNK19
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
06540WBE2
81000
PA
USD
86020.54
0.034067002879
Long
ABS-MBS
CORP
US
N
2
2061-08-15
Fixed
3.446
N
N
N
N
N
N
CSAIL 2019-C17 COMMERCIAL MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12597BAY5
215000
PA
USD
227196.5
0.089977391674
Long
ABS-MBS
CORP
US
N
2
2052-09-15
Fixed
3.278
N
N
N
N
N
N
WFRBS COMMERCIAL MORTGAGE TRUST 2011-C3
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
92935VAS7
76850.58
PA
USD
38486.77
0.015242044567
Long
ABS-MBS
CORP
US
N
2
2044-03-15
Variable
5.425
N
N
N
N
N
N
COMM 2014-UBS6 MORTGAGE TRUST
N/A
COMMERCIAL MORTGAGE BACKED SECURITIES
12592PBL6
20000
PA
USD
20463.89
0.008104382971
Long
ABS-MBS
CORP
US
N
2
2047-12-10
Variable
4.439
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
COMMON STOCK
707569109
6086
NS
USD
315559.1
0.124971928428
Long
EC
CORP
US
N
1
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
COMMON STOCK
036752103
1371
NS
USD
635513.34
0.251684478887
Long
EC
CORP
US
N
1
N
N
N
CARMAX INC
N/A
COMMON STOCK
143130102
3873
NS
USD
504380.79
0.199751615429
Long
EC
CORP
US
N
1
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
COMMON STOCK
629377508
49039
NS
USD
2112600.12
0.836660108975
Long
EC
CORP
US
N
1
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
COMMON STOCK
79466L302
7663
NS
USD
1947398.19
0.771234634723
Long
EC
CORP
US
N
1
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
COMMON STOCK
02079K305
2814
NS
USD
8152270.56
3.228571044067
Long
EC
CORP
US
N
1
N
N
N
DEXCOM INC
549300YSK3QDSFR5EU59
COMMON STOCK
252131107
592
NS
USD
317874.4
0.12588886445
Long
EC
CORP
US
N
1
N
N
N
CHIPOTLE MEXICAN GRILL INC
N/A
COMMON STOCK
169656105
365
NS
USD
638111.25
0.252713337895
Long
EC
CORP
US
N
1
N
N
N
MASTERCARD INC
AR5L2ODV9HN37376R084
COMMON STOCK
57636Q104
9440
NS
USD
3391980.8
1.343337529381
Long
EC
CORP
US
N
1
N
N
N
FIDELITY NATIONAL INFORMATION SERVICES INC
6WQI0GK1PRFVBA061U48
COMMON STOCK
31620M106
22528
NS
USD
2458931.2
0.97381876782
Long
EC
CORP
US
N
1
N
N
N
WALT DISNEY CO/THE
549300GZKULIZ0WOW665
COMMON STOCK
254687106
3822
NS
USD
591989.58
0.234447618281
Long
EC
CORP
US
N
1
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
COMMON STOCK
91324P102
4372
NS
USD
2195356.08
0.869434229291
Long
EC
CORP
US
N
1
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
COMMON STOCK
110122108
4800
NS
USD
299280
0.118524861872
Long
EC
CORP
US
N
1
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
COMMON STOCK
097023105
1150
NS
USD
231518
0.091688849809
Long
EC
CORP
US
N
1
N
N
N
PROCTER AND GAMBLE CO/THE
2572IBTT8CCZW6AU4141
COMMON STOCK
742718109
17153
NS
USD
2805887.74
1.111225129685
Long
EC
CORP
US
N
1
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
COMMON STOCK
369604301
3813
NS
USD
360214.11
0.142656801765
Long
EC
CORP
US
N
1
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
COMMON STOCK
058498106
2566
NS
USD
247028.82
0.097831651861
Long
EC
CORP
US
N
1
N
N
N
VORNADO REALTY TRUST
N/A
COMMON STOCK
929042109
9675
NS
USD
404995.5
0.160391725796
Long
EC
CORP
US
N
1
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
COMMON STOCK
026874784
25222
NS
USD
1434122.92
0.567960508556
Long
EC
CORP
US
N
1
N
N
N
WALMART INC
Y87794H0US1R65VBXU25
COMMON STOCK
931142103
10136
NS
USD
1466577.84
0.580813739344
Long
EC
CORP
US
N
1
N
N
N
NIKE INC
787RXPR0UX0O0XUXPZ81
COMMON STOCK
654106103
3577
NS
USD
596178.59
0.236106605957
Long
EC
CORP
US
N
1
N
N
N
MEDTRONIC PLC
549300GX3ZBSQWUXY261
COMMON STOCK
G5960L103
2813
NS
USD
291004.85
0.115247626471
Long
EC
CORP
IE
N
1
N
N
N
GENERAL DYNAMICS CORP
9C1X8XOOTYY2FNYTVH06
COMMON STOCK
369550108
1222
NS
USD
254750.34
0.100889631316
Long
EC
CORP
US
N
1
N
N
N
SHERWIN-WILLIAMS CO/THE
Z15BMIOX8DDH0X2OBP21
COMMON STOCK
824348106
2177
NS
USD
766652.32
0.30361988884
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
COMMON STOCK
747525103
3913
NS
USD
715570.31
0.283389709144
Long
EC
CORP
US
N
1
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
COMMON STOCK
713448108
12408
NS
USD
2155393.68
0.853607786027
Long
EC
CORP
US
N
1
N
N
N
AVERY DENNISON CORP
549300PW7VPFCYKLIV37
COMMON STOCK
053611109
2993
NS
USD
648194.01
0.256706447145
Long
EC
CORP
US
N
1
N
N
N
COCA-COLA CO/THE
UWJKFUJFZ02DKWI3RY53
COMMON STOCK
191216100
17792
NS
USD
1053464.32
0.417207006867
Long
EC
CORP
US
N
1
N
N
N
COSTCO WHOLESALE CORP
29DX7H14B9S6O3FD6V18
COMMON STOCK
22160K105
1349
NS
USD
765827.3
0.303293153403
Long
EC
CORP
US
N
1
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
COMMON STOCK
438516106
4939
NS
USD
1029830.89
0.407847380343
Long
EC
CORP
US
N
1
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
COMMON STOCK
172967424
45457
NS
USD
2745148.23
1.087170257883
Long
EC
CORP
US
N
1
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
COMMON STOCK
02209S103
7540
NS
USD
357320.6
0.141510875298
Long
EC
CORP
US
N
1
N
N
N
BIO-RAD LABORATORIES INC
549300ZC1GPV35XYDK53
COMMON STOCK
090572207
797
NS
USD
602189.29
0.238487043632
Long
EC
CORP
US
N
1
N
N
N
RAYTHEON TECHNOLOGIES CORP
I07WOS4YJ0N7YRFE7309
COMMON STOCK
75513E101
14346
NS
USD
1234616.76
0.488949415076
Long
EC
CORP
US
N
1
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
COMMON STOCK
68389X105
20899
NS
USD
1822601.79
0.721811097994
Long
EC
CORP
US
N
1
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
COMMON STOCK
071813109
6463
NS
USD
554783.92
0.219712936003
Long
EC
CORP
US
N
1
N
N
N
EMERSON ELECTRIC CO
FGLT0EWZSUIRRITFOA30
COMMON STOCK
291011104
7096
NS
USD
659715.12
0.261269190968
Long
EC
CORP
US
N
1
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
COMMON STOCK
126408103
12735
NS
USD
478836
0.189635026595
Long
EC
CORP
US
N
1
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
COMMON STOCK
594918104
31173
NS
USD
10484103.36
4.15205460638
Long
EC
CORP
US
N
1
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
COMMON STOCK
023135106
2402
NS
USD
8009084.68
3.171864659915
Long
EC
CORP
US
N
1
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
COMMON STOCK
20825C104
4885
NS
USD
352599.3
0.139641083028
Long
EC
CORP
US
N
1
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
COMMON STOCK
30161N101
20577
NS
USD
1188527.52
0.470696538824
Long
EC
CORP
US
N
1
N
N
N
PPG INDUSTRIES INC
549300BKPEP01R3V6C59
COMMON STOCK
693506107
1566
NS
USD
270041.04
0.106945258506
Long
EC
CORP
US
N
1
N
N
N
THERMO FISHER SCIENTIFIC INC
HCHV7422L5HDJZCRFL38
COMMON STOCK
883556102
2231
NS
USD
1488612.44
0.589540175863
Long
EC
CORP
US
N
1
N
N
N
EDWARDS LIFESCIENCES CORP
YA13X31F3V31L8TMPR58
COMMON STOCK
28176E108
3288
NS
USD
425960.4
0.168694525438
Long
EC
CORP
US
N
1
N
N
N
ADOBE INC
FU4LY2G4933NH2E1CP29
COMMON STOCK
00724F101
3717
NS
USD
2107762.02
0.83474406001
Long
EC
CORP
US
N
1
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
COMMON STOCK
38141G104
5763
NS
USD
2204635.65
0.873109248512
Long
EC
CORP
US
N
1
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
COMMON STOCK
101137107
19303
NS
USD
819991.44
0.324743959377
Long
EC
CORP
US
N
1
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
COMMON STOCK
67103H107
762
NS
USD
538147.26
0.213124263761
Long
EC
CORP
US
N
1
N
N
N
MERCK AND CO INC
4YV9Y5M8S0BRK1RP0397
COMMON STOCK
58933Y105
7523
NS
USD
576562.72
0.22833806719
Long
EC
CORP
US
N
1
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
COMMON STOCK
09857L108
358
NS
USD
858924.34
0.340162686304
Long
EC
CORP
US
N
1
N
N
N
NEXTERA ENERGY INC
N/A
COMMON STOCK
65339F101
11863
NS
USD
1107529.68
0.438618692667
Long
EC
CORP
US
N
1
N
N
N
ADVANCED MICRO DEVICES INC
R2I72C950HOYXII45366
COMMON STOCK
007903107
15591
NS
USD
2243544.9
0.88851860925
Long
EC
CORP
US
N
1
N
N
N
EXXON MOBIL CORP
J3WHBG0MTS7O8ZVMDC91
COMMON STOCK
30231G102
30636
NS
USD
1874616.84
0.74241079265
Long
EC
CORP
US
N
1
N
N
N
REGENERON PHARMACEUTICALS INC
549300RCBFWIRX3HYQ56
COMMON STOCK
75886F107
1762
NS
USD
1112738.24
0.440681456148
Long
EC
CORP
US
N
1
N
N
N
ELI LILLY AND CO
FRDRIPF3EKNDJ2CQJL29
COMMON STOCK
532457108
2767
NS
USD
764300.74
0.302688584728
Long
EC
CORP
US
N
1
N
N
N
JOHNSON AND JOHNSON
549300G0CFPGEF6X2043
COMMON STOCK
478160104
6933
NS
USD
1186028.31
0.469706768308
Long
EC
CORP
US
N
1
N
N
N
DEERE AND CO
PWFTNG3EI0Y73OXWDH08
COMMON STOCK
244199105
1656
NS
USD
567825.84
0.224877971309
Long
EC
CORP
US
N
1
N
N
N
BATH AND BODY WORKS INC
GR3KVMWVCR54YWQNXU90
COMMON STOCK
070830104
2784
NS
USD
194295.36
0.076947442884
Long
EC
CORP
US
N
1
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
COMMON STOCK
031162100
1537
NS
USD
345778.89
0.136939973188
Long
EC
CORP
US
N
1
N
N
N
TARGET CORP
8WDDFXB5T1Z6J0XC1L66
COMMON STOCK
87612E106
5020
NS
USD
1161828.8
0.460122955223
Long
EC
CORP
US
N
1
N
N
N
TJX COS INC/THE
V167QI9I69W364E2DY52
COMMON STOCK
872540109
3376
NS
USD
256305.92
0.10150569288
Long
EC
CORP
US
N
1
N
N
N
INTUITIVE SURGICAL INC
54930052SRG011710797
COMMON STOCK
46120E602
1691
NS
USD
607576.3
0.240620479265
Long
EC
CORP
US
N
1
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
COMMON STOCK
023608102
5333
NS
USD
474690.33
0.187993203005
Long
EC
CORP
US
N
1
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
COMMON STOCK
21036P108
599
NS
USD
150331.03
0.059536101864
Long
EC
CORP
US
N
1
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
COMMON STOCK
907818108
9650
NS
USD
2431124.5
0.962806387184
Long
EC
CORP
US
N
1
N
N
N
ABBOTT LABORATORIES
HQD377W2YR662HK5JX27
COMMON STOCK
002824100
8674
NS
USD
1220778.76
0.483469105538
Long
EC
CORP
US
N
1
N
N
N
EATON CORP PLC
549300VDIGTMXUNT7H71
COMMON STOCK
G29183103
5367
NS
USD
927524.94
0.367330811937
Long
EC
CORP
US
N
1
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
COMMON STOCK
717081103
20000
NS
USD
1181000
0.467715389839
Long
EC
CORP
US
N
1
N
N
N
HOME DEPOT INC/THE
QEKMOTMBBKA8I816DO57
COMMON STOCK
437076102
8333
NS
USD
3458278.33
1.369593562479
Long
EC
CORP
US
N
1
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
COMMON STOCK
58155Q103
1231
NS
USD
305989.67
0.121182114979
Long
EC
CORP
US
N
1
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
COMMON STOCK
651639106
1571
NS
USD
97433.42
0.038586884012
Long
EC
CORP
US
N
1
N
N
N
NVIDIA CORP
549300S4KLFTLO7GSQ80
COMMON STOCK
67066G104
13722
NS
USD
4035777.42
1.59830246342
Long
EC
CORP
US
N
1
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
COMMON STOCK
872590104
1226
NS
USD
142191.48
0.056312568586
Long
EC
CORP
US
N
1
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
COMMON STOCK
G51502105
18928
NS
USD
1539035.68
0.609509460667
Long
EC
CORP
US
N
1
N
N
N
VISA INC
549300JZ4OKEHW3DPJ59
COMMON STOCK
92826C839
6975
NS
USD
1511552.25
0.598625105733
Long
EC
CORP
US
N
1
N
N
N
TESLA INC
54930043XZGB27CTOV49
COMMON STOCK
88160R101
2652
NS
USD
2802580.56
1.109915376101
Long
EC
CORP
US
N
1
N
N
N
KKR AND CO INC
549300JOHU21WRN2Z451
COMMON STOCK
48251W104
19878
NS
USD
1480911
0.586490148757
Long
EC
CORP
US
N
1
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
COMMON STOCK
37045V100
5512
NS
USD
323168.56
0.127985528386
Long
EC
CORP
US
N
1
N
N
N
APOLLO ASSET MANAGEMENT INC
54930054P2G7ZJB0KM79
COMMON STOCK
N/A
16430
NS
USD
1190024.9
0.471289551246
Long
EC
CORP
US
N
1
N
N
N
FORTUNE BRANDS HOME AND SECURITY INC
54930032LHW54PQUJD44
COMMON STOCK
34964C106
1073
NS
USD
114703.7
0.045426490907
Long
EC
CORP
US
N
1
N
N
N
META PLATFORMS INC
BQ4BKCS1HXDV9HN80Z93
COMMON STOCK
30303M102
8558
NS
USD
2878483.3
1.139975392722
Long
EC
CORP
US
N
1
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
COMMON STOCK
00287Y109
13605
NS
USD
1842117
0.729539772044
Long
EC
CORP
US
N
1
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
COMMON STOCK
122017106
783
NS
USD
228252.33
0.09039553557
Long
EC
CORP
US
N
1
N
N
N
GAMING AND LEISURE PROPERTIES INC
5493006GWRDBCZYWTM57
COMMON STOCK
36467J108
28102
NS
USD
1367443.32
0.541553162995
Long
EC
CORP
US
N
1
N
N
N
HILTON WORLDWIDE HOLDINGS INC
549300HVGPK36ICB0B89
COMMON STOCK
43300A203
5200
NS
USD
811148
0.321241662182
Long
EC
CORP
US
N
1
N
N
N
ARAMARK
549300MR6PG2DWZUIL39
COMMON STOCK
03852U106
8001
NS
USD
294836.85
0.11676522628
Long
EC
CORP
US
N
1
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
COMMON STOCK
70450Y103
8184
NS
USD
1543338.72
0.611213608026
Long
EC
CORP
US
N
1
N
N
N
INGERSOLL RAND INC
5299004C02FMZCUOIR50
COMMON STOCK
45687V106
7784
NS
USD
481596.08
0.190728110332
Long
EC
CORP
US
N
1
N
N
N
BJ'S WHOLESALE CLUB HOLDINGS INC
549300UCIWH1C93V0J03
COMMON STOCK
05550J101
1791
NS
USD
119943.27
0.047501535382
Long
EC
CORP
US
N
1
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
COMMON STOCK
125523100
2687
NS
USD
617015.81
0.24435884006
Long
EC
CORP
US
N
1
N
N
N
MODERNA INC
549300EI6OKH5K5Q2G38
COMMON STOCK
60770K107
1106
NS
USD
280901.88
0.111246513388
Long
EC
CORP
US
N
1
N
N
N
LEVI STRAUSS AND CO
MB0UERO0RDFKU8258G77
COMMON STOCK
52736R102
8554
NS
USD
214106.62
0.084793362608
Long
EC
CORP
US
N
1
N
N
N
DOW INC
5493003S21INSLK2IP73
COMMON STOCK
260557103
2768
NS
USD
157000.96
0.062177616606
Long
EC
CORP
US
N
1
N
N
N
CORTEVA INC
549300WZN9I2QKLS0O94
COMMON STOCK
22052L104
13749
NS
USD
650052.72
0.257442558299
Long
EC
CORP
US
N
1
N
N
N
SILVERGATE CAPITAL CORP
BPE6FTXDZEBNAGIT2T19
COMMON STOCK
82837P408
1784
NS
USD
264388.8
0.104706782948
Long
EC
CORP
US
N
1
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
COMMON STOCK
68902V107
14054
NS
USD
1223681.78
0.484618798282
Long
EC
CORP
US
N
1
N
N
N
UNITY SOFTWARE INC
549300D1ESJMGNQNG432
COMMON STOCK
91332U101
9804
NS
USD
1401873.96
0.555188844798
Long
EC
CORP
US
N
1
N
N
N
VONTIER CORP
549300VVSQLG4P5K4639
COMMON STOCK
928881101
19278
NS
USD
592412.94
0.234615282962
Long
EC
CORP
US
N
1
N
N
N
DIVERSEY HOLDINGS LTD
N/A
COMMON STOCK
G28923103
7925
NS
USD
105481.75
0.041774291128
Long
EC
CORP
US
N
1
N
N
N
GINKGO BIOWORKS HOLDINGS INC
N/A
COMMON STOCK
37611X100
9530
NS
USD
79194.3
0.031363584164
Long
EC
CORP
US
N
1
N
N
N
WARBY PARKER INC
N/A
COMMON STOCK
93403J106
3931
NS
USD
183027.36
0.072484939063
Long
EC
CORP
US
N
1
N
N
N
OLAPLEX HOLDINGS INC
N/A
COMMON STOCK
679369108
19053
NS
USD
555013.89
0.219804011793
Long
EC
CORP
US
N
1
N
N
N
COOPER COS INC/THE
QJKMVPIGLH7530PCUE20
COMMON STOCK
216648402
656
NS
USD
274824.64
0.108839723654
Long
EC
CORP
US
N
1
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
COMMON STOCK
617446448
6750
NS
USD
662580
0.262403779
Long
EC
CORP
US
N
1
N
N
N
INTUIT INC
VI90HBPH7XSFMB9E4M29
COMMON STOCK
461202103
4334
NS
USD
2787715.48
1.104028308627
Long
EC
CORP
US
N
1
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
COMMON STOCK
126650100
4694
NS
USD
484233.04
0.191772434442
Long
EC
CORP
US
N
1
N
N
N
BIOGEN INC
W8J5WZB5IY3K0NDQT671
COMMON STOCK
09062X103
520
NS
USD
124758.4
0.049408487461
Long
EC
CORP
US
N
1
N
N
N
ALBEMARLE CORP
HDBLS2Q6GV1LSKQPBS54
COMMON STOCK
012653101
430
NS
USD
100521.1
0.039809708276
Long
EC
CORP
US
N
1
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
COMMON STOCK
235851102
3962
NS
USD
1303537.62
0.516244374351
Long
EC
CORP
US
N
1
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
COMMON STOCK
666807102
3470
NS
USD
1343132.9
0.53192542585
Long
EC
CORP
US
N
1
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
COMMON STOCK
844741108
7162
NS
USD
306820.08
0.121510985036
Long
EC
CORP
US
N
1
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
COMMON STOCK
037833100
34712
NS
USD
6163809.84
2.441074277908
Long
EC
CORP
US
N
1
N
N
N
MCCORMICK AND CO INC/MD
549300JQQA6MQ4OJP259
COMMON STOCK
579780206
3922
NS
USD
378904.42
0.150058787902
Long
EC
CORP
US
N
1
N
N
N
UNITED RENTALS INC
5323X5O7RN0NKFCDRY08
COMMON STOCK
911363109
1543
NS
USD
512723.47
0.203055594962
Long
EC
CORP
US
N
1
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
COMMON STOCK
060505104
33488
NS
USD
1489881.12
0.590042615457
Long
EC
CORP
US
N
1
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
COMMON STOCK
278865100
1096
NS
USD
257110.64
0.101824388839
Long
EC
CORP
US
N
1
N
N
N
ZIMMER BIOMET HOLDINGS INC
2P2YLDVPES3BXQ1FRB91
COMMON STOCK
98956P102
2349
NS
USD
298416.96
0.118183069247
Long
EC
CORP
US
N
1
N
N
N
EASTMAN CHEMICAL CO
FDPVHDGJ1IQZFK9KH630
COMMON STOCK
277432100
1610
NS
USD
194665.1
0.077093872256
Long
EC
CORP
US
N
1
N
N
N
PULTE HOMES INC
N/A
COMMON STOCK
745867101
19088
NS
USD
1091070.08
0.43210014209
Long
EC
CORP
US
N
1
N
N
N
SEA LTD
529900OM6JLLW44YKI15
COMMON STOCK - ADR
81141R100
1350
NS
USD
302008.5
0.119605438876
Long
EC
CORP
SG
N
1
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES
B1V7KEBTPIMZEU4LTD58
CORP CMO
30711XEX8
30000
PA
USD
30040.77
0.011897146868
Long
ABS-CBDO
CORP
US
N
2
2029-07-25
Floating
1.353
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORP MED TERM NOTE
00914AAG7
195000
PA
USD
194629.17
0.077079642778
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
450000
PA
USD
497402.06
0.196987805588
Long
DBT
CORP
US
N
2
2026-09-08
Fixed
4.35
N
N
N
N
N
N
CC HOLDINGS GS V LLC / CROWN CASTLE GS III CORP
N/A
CORP. NOTE
14987BAE3
30000
PA
USD
31044.21
0.012294542576
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.849
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORP. NOTE
404119BN8
10000
PA
USD
10752.78
0.004258459517
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
5
N
N
N
N
N
N
QVC INC
549300WBLU5NKPX5X472
CORP. NOTE
747262AS2
50000
PA
USD
53381.75
0.021140953439
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.85
N
N
N
N
N
N
FAIRFAX US INC
549300JGURHUEU25AZ92
CORP. NOTE
304071AA1
40000
PA
USD
42796.12
0.016948690897
Long
DBT
CORP
US
N
2
2024-08-13
Fixed
4.875
N
N
N
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
CORP. NOTE
138616AC1
89000
PA
USD
91202
0.036119033856
Long
DBT
CORP
US
N
2
2022-06-17
Fixed
6.5
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XAZ9
47000
PA
USD
50663.41
0.020064400134
Long
DBT
CORP
US
N
2
2025-07-13
Fixed
4.3
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
CORP. NOTE
14040HBJ3
63000
PA
USD
68623.47
0.027177182915
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
4.2
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
CORP. NOTE
780082AD5
35000
PA
USD
38813.95
0.01537161876
Long
DBT
CORP
CA
N
2
2026-01-27
Fixed
4.65
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CORP. NOTE
H72108HG3
360000
PA
USD
385416
0.152637590762
Long
DBT
CORP
CH
N
2
2024-05-15
Fixed
5.125
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
CORP. NOTE
594918BR4
66000
PA
USD
69067.41
0.027352997962
Long
DBT
CORP
US
N
2
2026-08-08
Fixed
2.4
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORP. NOTE
00912XAT1
115000
PA
USD
118022.43
0.046740818677
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
3
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORP. NOTE
031162CJ7
33000
PA
USD
34401.05
0.013623963177
Long
DBT
CORP
US
N
2
2026-08-19
Fixed
2.6
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
CORP. NOTE
785592AS5
105000
PA
USD
117933.44
0.046705575669
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5
N
N
N
N
N
N
GENERAL MOTORS FINANCIAL CO INC
5493008B6JBRUJ90QL97
CORP. NOTE
37045XBQ8
40000
PA
USD
43190.76
0.017104981499
Long
DBT
CORP
US
N
2
2026-10-06
Fixed
4
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
CORP. NOTE
38141GWB6
192000
PA
USD
206356.23
0.08172394967
Long
DBT
CORP
US
N
2
2027-01-26
Fixed
3.85
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
CORP. NOTE
44962LAB3
160000
PA
USD
173800
0.068830596743
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
4.75
N
N
N
N
N
N
ALIMENTATION COUCHE-TARD INC
549300OSW32RVX8CCZ87
CORP. NOTE
01626PAH9
120000
PA
USD
128550
0.050910087522
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
98000
PA
USD
105842.05
0.041916981945
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
35000
PA
USD
36610.06
0.014498804814
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
3.7
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
CORP. NOTE
98978VAL7
90000
PA
USD
94866.38
0.037570250554
Long
DBT
CORP
US
N
2
2027-09-12
Fixed
3
N
N
N
N
N
N
IHS MARKIT LTD
549300HLPTRASHS0E726
CORP. NOTE
44962LAC1
67000
PA
USD
72527.5
0.028723309006
Long
DBT
CORP
GB
N
2
2026-03-01
Fixed
4
N
N
N
N
N
N
FIRST-CITIZENS BANK AND TRUST CO
L9VVX1KT5TFTKS0MLF66
CORP. NOTE
125581GW2
240000
PA
USD
264391.2
0.104707733428
Long
DBT
CORP
US
N
2
2025-03-07
Fixed
5.25
N
N
N
N
N
N
FAIRFAX FINANCIAL HOLDINGS LTD
GLS7OQD0WOEDI8YAP031
CORP. NOTE
303901BB7
145000
PA
USD
161286.78
0.063874944271
Long
DBT
CORP
CA
N
2
2028-04-17
Fixed
4.85
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
CORP. NOTE
688239AF9
99000
PA
USD
111577.3
0.044188332233
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
4.6
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
49271VAF7
80000
PA
USD
90981.72
0.036031795629
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.597
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
CORP. NOTE
595017AP9
83000
PA
USD
86514.69
0.03426270276
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.333
N
N
N
N
N
N
LENNAR CORP
529900G61XVRLX5TJX09
CORP. NOTE
526057CD4
189000
PA
USD
213887.62
0.084706631304
Long
DBT
CORP
US
N
2
2027-11-29
Fixed
4.75
N
N
N
N
N
N
BMW US CAPITAL LLC
KK5MZM9DIXLXZL9DZL15
CORP. NOTE
05565EBE4
77000
PA
USD
86058.91
0.034082198679
Long
DBT
CORP
US
N
2
2028-08-14
Fixed
3.95
N
N
N
N
N
N
ZOETIS INC
549300HD9Q1LOC9KLJ48
CORP. NOTE
98978VAN3
150000
PA
USD
166431.92
0.065912591316
Long
DBT
CORP
US
N
2
2028-08-20
Fixed
3.9
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
CORP. NOTE
10373QAC4
88000
PA
USD
97381.54
0.038566337802
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
3.937
N
N
N
N
N
N
INTERNATIONAL FLAVORS AND FRAGRANCES INC
BZLRL03D3GPGMOGFO832
CORP. NOTE
459506AK7
80000
PA
USD
90564.73
0.035866653681
Long
DBT
CORP
US
N
2
2028-09-26
Fixed
4.45
N
N
N
N
N
N
BP CAPITAL MARKETS AMERICA INC
5493009NTB34VXE1T760
CORP. NOTE
10373QAT7
80000
PA
USD
84607.19
0.03350726914
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.119
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
CORP. NOTE
035240AQ3
112000
PA
USD
130360.79
0.051627220757
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAJ3
45000
PA
USD
47000.99
0.018613959662
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.5
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
CORP. NOTE
110122CP1
295000
PA
USD
323026.21
0.127929153038
Long
DBT
CORP
US
N
2
2029-07-26
Fixed
3.4
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
CORP. NOTE
629377CK6
80000
PA
USD
83569.52
0.03309631721
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
67000
PA
USD
68994.99
0.027324317227
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
25000
PA
USD
27451.21
0.010871594739
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
3.75
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
CORP. NOTE
502431AM1
68000
PA
USD
76324.19
0.030226924877
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
4.4
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
CORP. NOTE
502431AL3
100000
PA
USD
108744.74
0.043066543998
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.85
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
CORP. NOTE
125523AF7
118000
PA
USD
122709.4
0.048597015121
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
3.75
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
CORP. NOTE
03027XAX8
66000
PA
USD
68024.81
0.026940093588
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.75
N
N
N
N
N
N
BANK OF NOVA SCOTIA/THE
L3I9ZG2KFGXZ61BMYR72
CORP. NOTE
064159SH0
400000
PA
USD
405260.16
0.160496539984
Long
DBT
CORP
CA
N
2
2022-11-15
Fixed
2
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
CORP. NOTE
29444UBE5
194000
PA
USD
203911.05
0.080755576836
Long
DBT
CORP
US
N
2
2029-11-18
Fixed
3.2
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
CORP. NOTE
00287YBX6
320000
PA
USD
342141.6
0.135499485033
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.2
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
CORP. NOTE
25278XAM1
105000
PA
USD
110735.56
0.043854975118
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
131000
PA
USD
135314.23
0.053588948209
Long
DBT
CORP
CA
N
2
2030-01-25
Fixed
2.95
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
CORP. NOTE
74340XBN0
26000
PA
USD
26425.41
0.010465343725
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
450000
PA
USD
457222.5
0.181075359721
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
2.6
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
CORP. NOTE
68902VAK3
90000
PA
USD
91293.79
0.036155385758
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.565
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ABF1
6000
PA
USD
6562.52
0.002598976799
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
229000
PA
USD
247984.16
0.098209998364
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
116000
PA
USD
127305.54
0.050417239856
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
155000
PA
USD
181151.26
0.07174194089
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
200000
PA
USD
202467.66
0.080183946255
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
2.1
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORP. NOTE
097023CT0
90000
PA
USD
98466.36
0.038995962704
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.875
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
CORP. NOTE
50077LBC9
29000
PA
USD
31324.11
0.012405392312
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.875
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS LLC
L2Z2MO2EQURH3BREWI15
CORP. NOTE
25470DBJ7
62000
PA
USD
66282.1
0.026249922304
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.625
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
CORP. NOTE
37940XAD4
33000
PA
USD
33599.02
0.013306332547
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.9
N
N
N
N
N
N
NUTRIEN LTD
5493002QQ7GD21OWF963
CORP. NOTE
67077MAW8
170000
PA
USD
178894.97
0.070848374796
Long
DBT
CORP
CA
N
2
2030-05-13
Fixed
2.95
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
CORP. NOTE
075887CJ6
110000
PA
USD
113857.56
0.045091391246
Long
DBT
CORP
US
N
2
2030-05-20
Fixed
2.823
N
N
N
N
N
N
UNITEDHEALTH GROUP INC
549300GHBMY8T5GXDE41
CORP. NOTE
91324PDX7
211000
PA
USD
209473.13
0.082958346028
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORP. NOTE
00206RJX1
205000
PA
USD
208557.52
0.082595733929
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.3
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORP. NOTE
023135BS4
90000
PA
USD
87216.25
0.03454054392
Long
DBT
CORP
US
N
2
2030-06-03
Fixed
1.5
N
N
N
N
N
N
CREDIT SUISSE AG/NEW YORK NY
549300D0YARF5HYP1809
CORP. NOTE
22550L2D2
400000
PA
USD
401047.3
0.158828106912
Long
DBT
CORP
US
N
2
2023-05-05
Fixed
1
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORP. NOTE
694308JF5
30000
PA
USD
28963.28
0.011470424891
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.1
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
CORP. NOTE
92556VAC0
75000
PA
USD
75437.14
0.029875623491
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
205000
PA
USD
216048.25
0.085562312847
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.875
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
CORP. NOTE
110122CY2
400000
PA
USD
409068.27
0.162004678555
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
2.75
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
CORP. NOTE
378272AY4
258000
PA
USD
249853.12
0.09895016886
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.5
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
CORP. NOTE
00130HCG8
135000
PA
USD
131531.25
0.052090761956
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
160000
PA
USD
156563.2
0.062004249045
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57
N
N
N
N
N
N
CONOCOPHILLIPS
WPTL2Z3FIYTHSP5V2253
CORP. NOTE
20825CAV6
130000
PA
USD
142505.04
0.056436748804
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
3.75
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORP. NOTE
49271VAN0
115000
PA
USD
113321.65
0.044879153012
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.25
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORP. NOTE
92343VGJ7
62000
PA
USD
62552.61
0.024772919874
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORP. NOTE
817565CG7
165000
PA
USD
167062.5
0.066162322028
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
4
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
CORP. NOTE
87264ACB9
90000
PA
USD
89547.68
0.03546386796
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.55
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
CORP. NOTE
08576PAF8
135000
PA
USD
131880.83
0.052229207295
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
1.65
N
N
N
N
N
N
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
CORP. NOTE
345397B69
235000
PA
USD
247380.98
0.097971118967
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.625
N
N
N
N
N
N
CELANESE US HOLDINGS LLC
CD30XVRLT4QO00B1C706
CORP. NOTE
15089QAK0
95000
PA
USD
92691.71
0.036709008702
Long
DBT
CORP
US
N
2
2026-08-05
Fixed
1.4
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
CORP. NOTE
443201AB4
155000
PA
USD
155208.48
0.061467734741
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
3
N
N
N
N
N
N
STELLANTIS FINANCE US INC
549300QZ0AI8Q7LNON33
CORP. NOTE
85855CAB6
200000
PA
USD
196583.2
0.07785350383
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.691
N
N
N
N
N
N
MICROSOFT CORP
INR2EJN1ERAN0W5ZP974
CORPORATE BONDS
594918CE2
371000
PA
USD
393897.65
0.15599660705
Long
DBT
CORP
US
N
2
2052-03-17
Fixed
2.921
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XBZ7
225000
PA
USD
227505.03
0.090099579845
Long
DBT
CORP
US
N
2
2041-03-25
Fixed
3.65
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
CORPORATE BONDS
68389XCA1
50000
PA
USD
51905.36
0.020556253757
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
263000
PA
USD
263799.95
0.104473578708
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.7
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
CORPORATE BONDS
46115HBQ9
220000
PA
USD
220555.72
0.087347421305
Long
DBT
CORP
IT
N
2
2032-06-01
Variable
4.198
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119CB3
43000
PA
USD
43837.28
0.017361024983
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
3.5
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
CORPORATE BONDS
79466LAL8
185000
PA
USD
188276.16
0.074563638926
Long
DBT
CORP
US
N
2
2051-07-15
Fixed
2.9
N
N
N
N
N
N
SALESFORCE.COM INC
RCGZFPDMRW58VJ54VR07
CORPORATE BONDS
79466LAM6
185000
PA
USD
190267.41
0.07535224034
Long
DBT
CORP
US
N
2
2061-07-15
Fixed
3.05
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
CORPORATE BONDS
928563AL9
199000
PA
USD
195456.82
0.077407419782
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
2.2
N
N
N
N
N
N
AUTONATION INC
N/A
CORPORATE BONDS
05329WAS1
63000
PA
USD
60764.3
0.024064689469
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
2.4
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
CORPORATE BONDS
82967NBM9
205000
PA
USD
200992.25
0.079599634685
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
3.875
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
CORPORATE BONDS
960413AY8
117000
PA
USD
113825.46
0.045078678575
Long
DBT
CORP
US
N
2
2041-08-15
Fixed
2.875
N
N
N
N
N
N
WESTLAKE CORP
GOXNEVUM0LL78B1OS344
CORPORATE BONDS
960413AZ5
233000
PA
USD
224399.73
0.088869777474
Long
DBT
CORP
US
N
2
2051-08-15
Fixed
3.125
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
CORPORATE BONDS
629377CS9
120000
PA
USD
117600
0.046573522307
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.875
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NDR9
26000
PA
USD
25167.63
0.009967220895
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
2.887
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RMM1
213000
PA
USD
208322.97
0.082502844306
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
16411QAL5
70000
PA
USD
70525
0.027930252217
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
3.25
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
CORPORATE BONDS
11135FBQ3
72000
PA
USD
71874.59
0.02846473487
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
270000
PA
USD
275068.36
0.108936244902
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3
N
N
N
N
N
N
CONTINENTAL RESOURCES INC/OK
XXRTID9RYWOZ0UPIVR53
CORPORATE BONDS
212015AV3
245000
PA
USD
239672.48
0.094918295865
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.875
N
N
N
N
N
N
AMERICAN TRANSMISSION SYSTEMS INC
N/A
CORPORATE BONDS
030288AC8
50000
PA
USD
50464.43
0.019985597418
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
65000
PA
USD
65350.35
0.025880918227
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
3.25
N
N
N
N
N
N
WEYERHAEUSER CO
08IRJODWFYBI7QWRGS31
CORPORATE BONDS
962166BR4
82000
PA
USD
115361.69
0.045687076893
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
7.375
N
N
N
N
N
N
WESTROCK MWV LLC
4DL8C98Z5G5IXZLH3578
CORPORATE BONDS
961548AV6
140000
PA
USD
194096.78
0.076868798581
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
10000
PA
USD
14098.85
0.005583614838
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
7.95
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
CORPORATE BONDS
77509NAF0
10000
PA
USD
15079.66
0.005972048311
Long
DBT
CORP
CA
N
2
2032-05-01
Fixed
8.75
N
N
N
N
N
N
COMMONWEALTH EDISON CO
D8YOXB8L2ZDC8P7Q0771
CORPORATE BONDS
202795HG8
15000
PA
USD
19262.45
0.00762857266
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
60000
PA
USD
77009.64
0.030498385939
Long
DBT
CORP
US
N
2
2035-10-01
Fixed
5.8
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NAK7
6000
PA
USD
8613.54
0.003411249127
Long
DBT
CORP
US
N
2
2035-11-15
Fixed
6.5
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAK7
134000
PA
USD
145804.55
0.057743464812
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
65000
PA
USD
73514.29
0.029114110759
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.25
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CORPORATE BONDS
126650CY4
213000
PA
USD
259274.02
0.102681159475
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
CORPORATE BONDS
035240AN0
196000
PA
USD
239676.55
0.094919907721
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.6
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAT3
74000
PA
USD
88985
0.035241027913
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
5.875
N
N
N
N
N
N
DIGITAL REALTY TRUST LP
CD4SPTZ3YBTHY0C1AH38
CORPORATE BONDS
25389JAT3
185000
PA
USD
208521.89
0.082581623261
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
4.45
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VER1
200000
PA
USD
227191.01
0.089975217451
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.329
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
CORPORATE BONDS
37045VAT7
76000
PA
USD
104027.22
0.041198248735
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
CORPORATE BONDS
00912XBF0
27000
PA
USD
29780.73
0.011794162355
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
197000
PA
USD
225895.45
0.089462132481
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
4.65
N
N
N
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
CORPORATE BONDS
025537AM3
66000
PA
USD
73534.84
0.029122249244
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
55000
PA
USD
67299.87
0.026652993169
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
130000
PA
USD
140537.25
0.055657438332
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
185000
PA
USD
210880.81
0.083515834258
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.375
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WORLDWIDE INC
549300CRGMZK3K53BF92
CORPORATE BONDS
03523TBV9
151000
PA
USD
208902.13
0.082732210983
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AZ6
60000
PA
USD
66666.42
0.026402125842
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
210000
PA
USD
232130.56
0.091931444
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.5
N
N
N
N
N
N
WASTE CONNECTIONS INC
549300HDLRTPBQU69P29
CORPORATE BONDS
941053AJ9
130000
PA
USD
140573.49
0.055671790581
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.5
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
CORPORATE BONDS
92840VAE2
58000
PA
USD
62024.49
0.02456376674
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.3
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BX6
65000
PA
USD
71524.46
0.028326071712
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.125
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
CORPORATE BONDS
961214EG4
85000
PA
USD
99376.54
0.039356424341
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
32000
PA
USD
32687.17
0.012945209534
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
3.25
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
CORPORATE BONDS
674599DJ1
122000
PA
USD
150060
0.059428764944
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
6.2
N
N
N
N
N
N
MASSACHUSETTS MUTUAL LIFE INSURANCE CO
R6ZXK5P01NP6HXSY1S07
CORPORATE BONDS
575767AN8
175000
PA
USD
193661.45
0.076696393381
Long
DBT
CORP
US
N
2
2070-10-15
Fixed
3.729
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAV8
91000
PA
USD
106128.75
0.042030524707
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
4.875
N
N
N
N
N
N
DH EUROPE FINANCE II SARL
222100KDGL314CKTZ511
CORPORATE BONDS
23291KAK1
185000
PA
USD
201237.08
0.079696595531
Long
DBT
CORP
LU
N
2
2049-11-15
Fixed
3.4
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NCZ2
201000
PA
USD
214632.3
0.085001549421
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
80000
PA
USD
82655.29
0.032734251638
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
175000
PA
USD
180728.63
0.071574565314
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
230000
PA
USD
239807.82
0.094971895019
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
130000
PA
USD
133228.86
0.052763072136
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
2.9
N
N
N
N
N
N
PROLOGIS LP
GL16H1DHB0QSHP25F723
CORPORATE BONDS
74340XBM2
62000
PA
USD
62315.1
0.024678857993
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
2.25
N
N
N
N
N
N
OSHKOSH CORP
549300FEKNPCFSA2B506
CORPORATE BONDS
688225AH4
21000
PA
USD
21817.47
0.008640445797
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.1
N
N
N
N
N
N
OMNICOM GROUP INC
HKUPACFHSSASQK8HLS17
CORPORATE BONDS
681919BB1
185000
PA
USD
184796.42
0.073185545827
Long
DBT
CORP
US
N
2
2030-04-30
Fixed
2.45
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VFE9
140000
PA
USD
148113.17
0.058657755332
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
CORPORATE BONDS
695114CW6
86000
PA
USD
88536.68
0.03506347824
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.7
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
CORPORATE BONDS
49271VAJ9
41000
PA
USD
43344.49
0.017165863707
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.2
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BU7
44000
PA
USD
43537.66
0.01724236547
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.8
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BV5
5000
PA
USD
4833.93
0.001914397506
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.7
N
N
N
N
N
N
BOEING CO/THE
RVHJWBXLJ1RFUBSY1F30
CORPORATE BONDS
097023CX1
85000
PA
USD
117953.13
0.046713373565
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
5.93
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
CORPORATE BONDS
11135FAQ4
358000
PA
USD
397042.11
0.157241918087
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAT8
130000
PA
USD
126652.45
0.050158594433
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.25
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
CORPORATE BONDS
92556VAF3
380000
PA
USD
404732.5
0.160287569025
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4
N
N
N
N
N
N
PACIFIC GAS AND ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
CORPORATE BONDS
694308JN8
70000
PA
USD
76233.94
0.030191182867
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
00206RKE1
300000
PA
USD
293812.2
0.116359430705
Long
DBT
CORP
US
N
2
2052-02-01
Fixed
3.3
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RKH4
147000
PA
USD
142049.27
0.056256248683
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
CORPORATE BONDS
02079KAG2
160000
PA
USD
142578.31
0.056465766168
Long
DBT
CORP
US
N
2
2060-08-15
Fixed
2.25
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CF9
20000
PA
USD
19631.4
0.007774689165
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
3.375
N
N
N
N
N
N
MOODY'S CORP
549300GCEDD8YCF5WU84
CORPORATE BONDS
615369AU9
80000
PA
USD
70164.79
0.027787597043
Long
DBT
CORP
US
N
2
2060-08-18
Fixed
2.55
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
5493002MMDDCUNV7NY90
CORPORATE BONDS
81728UAB0
170000
PA
USD
169396.5
0.067086663874
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
CORPORATE BONDS
81762PAE2
200000
PA
USD
186160.98
0.073725957099
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
56000
PA
USD
52248.88
0.020692299135
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
1.25
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CORPORATE BONDS
45866FAN4
63000
PA
USD
60302.72
0.023881888394
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
127000
PA
USD
122641.61
0.04857016802
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
48000
PA
USD
47067.08
0.018640133506
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
27000
PA
USD
28285.78
0.011202112294
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.468
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
CORPORATE BONDS
224044CM7
101000
PA
USD
94292.16
0.037342840282
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
2.95
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORP
549300RLHFT5RU20WM87
CORPORATE BONDS
084664CV1
30000
PA
USD
29558.93
0.011706322158
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
79000
PA
USD
77482.39
0.030685610707
Long
DBT
CORP
AU
N
2
2040-11-16
Fixed
2.963
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
CORPORATE BONDS
502431AN9
90000
PA
USD
85898.39
0.034018627405
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
1.8
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
CORPORATE BONDS
052528AM8
200000
PA
USD
191454.8
0.075822486383
Long
DBT
CORP
AU
N
2
2035-11-25
Variable
2.57
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
CORPORATE BONDS
50077LAZ9
115000
PA
USD
144433.37
0.0572004318
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
4.875
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORPORATE BONDS
037833EG1
430000
PA
USD
426960.15
0.169090459782
Long
DBT
CORP
US
N
2
2061-02-08
Fixed
2.8
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
CORPORATE BONDS
92343VGC2
123000
PA
USD
133358.69
0.052814489146
Long
DBT
CORP
US
N
2
2061-03-22
Fixed
3.7
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
CORPORATE BONDS
59022CAJ2
150000
PA
USD
200793.3
0.07952084385
Long
DBT
CORP
US
N
2
2037-01-29
Fixed
6.11
N
N
N
N
N
N
ERAC USA FINANCE LLC
LTKX5ODQW6Z7BQ2K1V47
CORPORATE BONDS
26882PBE1
150000
PA
USD
220982.11
0.087516285966
Long
DBT
CORP
US
N
2
2037-10-15
Fixed
7
N
N
N
N
N
N
METLIFE CAPITAL TRUST IV
N/A
CORPORATE BONDS
591560AA5
400000
PA
USD
546000
0.216234210713
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
7.875
N
N
N
N
N
N
INTERNATIONAL PAPER CO
824LMFJDH41EY779Q875
CORPORATE BONDS
460146CC5
10000
PA
USD
16279.58
0.006447256652
Long
DBT
CORP
US
N
2
2038-06-15
Fixed
8.7
N
N
N
N
N
N
CVS PASS-THROUGH TRUST
N/A
CORPORATE BONDS
126650BS8
111989.43
PA
USD
138681.69
0.054922574684
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
40000
PA
USD
59675.15
0.023633349743
Long
DBT
CORP
US
N
2
2039-12-16
Fixed
6.85
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
CORPORATE BONDS
74432QBN4
35000
PA
USD
52235.51
0.020687004169
Long
DBT
CORP
US
N
2
2040-06-21
Fixed
6.625
N
N
N
N
N
N
EQUINOR ASA
OW6OFBNCKXC4US5C7523
CORPORATE BONDS
85771PAC6
80000
PA
USD
104856.26
0.041526576226
Long
DBT
CORP
NO
N
2
2040-08-17
Fixed
5.1
N
N
N
N
N
N
GLENCORE FINANCE CANADA LTD
5493005TTO0UJ33KCK70
CORPORATE BONDS
98417EAN0
5000
PA
USD
6587
0.002608671696
Long
DBT
CORP
CA
N
2
2041-11-15
Fixed
6
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORPORATE BONDS
29273RAR0
20000
PA
USD
25766.65
0.010204452794
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
40000
PA
USD
45263.64
0.017925911116
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
87000
PA
USD
117832.12
0.046665449569
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.625
N
N
N
N
N
N
AON PLC
635400FALWQYX5E6QC64
CORPORATE BONDS
00185AAB0
220000
PA
USD
250691.98
0.099282385398
Long
DBT
CORP
US
N
2
2042-12-12
Fixed
4.25
N
N
N
N
N
N
ROGERS COMMUNICATIONS INC
54930030NVF3Y2OL0A78
CORPORATE BONDS
775109AX9
35000
PA
USD
39696.58
0.015721169678
Long
DBT
CORP
CA
N
2
2043-03-15
Fixed
4.5
N
N
N
N
N
N
DOLLAR GENERAL CORP
OPX52SQVOZI8IVSWYU66
CORPORATE BONDS
256677AC9
60000
PA
USD
61449.8
0.024336170332
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
3.25
N
N
N
N
N
N
BERKSHIRE HATHAWAY FINANCE CORP
549300RLHFT5RU20WM87
CORPORATE BONDS
084664BV2
83000
PA
USD
99587.97
0.039440157673
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
174000
PA
USD
209235
0.082864038605
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORPORATE BONDS
29273RBB4
30000
PA
USD
32970.44
0.013057393902
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
7.6
N
N
N
N
N
N
CVS PASS-THROUGH TRUST SERIES 2013
N/A
CORPORATE BONDS
12665UAA2
11267.52
PA
USD
12672.13
0.005018586133
Long
DBT
CORP
US
N
2
2036-01-10
Fixed
4.704
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
CORPORATE BONDS
05578QAB9
200000
PA
USD
216572.2
0.085769814523
Long
DBT
CORP
FR
N
2
2024-07-21
Fixed
5.15
N
N
N
N
N
N
CISCO SYSTEMS INC/DELAWARE
549300LKFJ962MZ46593
CORPORATE BONDS
17275RAN2
400000
PA
USD
424352.23
0.168057636481
Long
DBT
CORP
US
N
2
2024-03-04
Fixed
3.625
N
N
N
N
N
N
KINDER MORGAN ENERGY PARTNERS LP
549300PDHUGWPWGOT525
CORPORATE BONDS
494550BW5
16000
PA
USD
19372.02
0.007671966034
Long
DBT
CORP
US
N
2
2044-09-01
Fixed
5.4
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
CORPORATE BONDS
37045VAJ9
30000
PA
USD
37117.59
0.014699803621
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.2
N
N
N
N
N
N
NEUBERGER BERMAN GROUP LLC / NEUBERGER BERMAN FINANCE CORP
N/A
CORPORATE BONDS
64128XAE0
40000
PA
USD
47315.51
0.018738520072
Long
DBT
CORP
US
N
2
2045-04-15
Fixed
4.875
N
N
N
N
N
N
AT AND T INC
549300Z40J86GGSTL398
CORPORATE BONDS
00206RCQ3
12000
PA
USD
14491.62
0.005739164858
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75
N
N
N
N
N
N
APPLE INC
HWUPKR0MPOU8FGXBT394
CORPORATE BONDS
037833BH2
150000
PA
USD
189148.88
0.074909265154
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
28000
PA
USD
30902.13
0.012238274157
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
5.25
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AQ6
17000
PA
USD
18354.47
0.007268982296
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
4
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BA1
111000
PA
USD
151580.18
0.060030806927
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
24000
PA
USD
26091.48
0.010333096308
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
4.5
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KA8
264000
PA
USD
294365.3
0.116578476752
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
CORPORATE BONDS
86765BAS8
25000
PA
USD
28484.39
0.011280768479
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.95
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NBS9
20000
PA
USD
21324.29
0.008445130068
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
3.15
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BT5
67000
PA
USD
75346.48
0.029839719108
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
42000
PA
USD
45028.92
0.017832954168
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.6
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
CORPORATE BONDS
50077LAB2
140000
PA
USD
163940.05
0.064925727685
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CORPORATE BONDS
172967KR1
270000
PA
USD
332004.32
0.131484784045
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
28000
PA
USD
46550.22
0.018435439707
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
CORPORATE BONDS
031162CF5
83000
PA
USD
106177.34
0.042049767968
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
4.663
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
CORPORATE BONDS
124857AR4
48000
PA
USD
49983.76
0.019795236066
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.9
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NBW0
113000
PA
USD
117032.88
0.046348923872
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.35
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
CORPORATE BONDS
02079KAC1
84000
PA
USD
86558.44
0.03428002922
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.998
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
CORPORATE BONDS
224044CG0
76000
PA
USD
80667.82
0.03194714723
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.35
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
CORPORATE BONDS
64110LAN6
215000
PA
USD
238112.5
0.094300491755
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
86000
PA
USD
91120.55
0.03608677694
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
3.4
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
CORPORATE BONDS
29250NAL9
42000
PA
USD
46066.06
0.018243696199
Long
DBT
CORP
CA
N
2
2026-12-01
Fixed
4.25
N
N
N
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
CORPORATE BONDS
478375AU2
125000
PA
USD
151474.76
0.059989057091
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
4.5
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BL7
74000
PA
USD
88326.82
0.03498036668
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.375
N
N
N
N
N
N
VIDEOTRON LTD
549300LW4GNJRBECSD81
CORPORATE BONDS
92660FAK0
80000
PA
USD
82400
0.032633148283
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
5.125
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAF8
30000
PA
USD
36783.22
0.014567381949
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
87000
PA
USD
94123.09
0.037275882923
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HOLDINGS LLC
549300I7CIEWU1BBLQ53
CORPORATE BONDS
16412XAG0
110000
PA
USD
124114.93
0.04915365188
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
5.125
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
CORPORATE BONDS
404119BV0
35000
PA
USD
45798.95
0.01813791173
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.5
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
CORPORATE BONDS
82967NBA5
150000
PA
USD
155437.5
0.0615584343
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
5
N
N
N
N
N
N
SABINE PASS LIQUEFACTION LLC
549300KJYBG7C6WJYZ11
CORPORATE BONDS
785592AU0
24000
PA
USD
26288.91
0.010411285173
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.2
N
N
N
N
N
N
COX COMMUNICATIONS INC
5493001NEDZNIFRP2R92
CORPORATE BONDS
224044CJ4
73000
PA
USD
78415.99
0.031055347445
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.5
N
N
N
N
N
N
CROWN CASTLE INTERNATIONAL CORP
54930012H97VSM0I2R19
CORPORATE BONDS
22822VAH4
66000
PA
USD
70901.59
0.028079394417
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
200000
PA
USD
207140
0.082034348731
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
4.375
N
N
N
N
N
N
AMAZON.COM INC
ZXTILKJKG63JELOEG630
CORPORATE BONDS
023135BJ4
125000
PA
USD
151555.76
0.060021135792
Long
DBT
CORP
US
N
2
2047-08-22
Fixed
4.05
N
N
N
N
N
N
NORTHROP GRUMMAN CORP
RIMU48P07456QXSO0R61
CORPORATE BONDS
666807BN1
210000
PA
USD
224745.74
0.089006808974
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.25
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
CORPORATE BONDS
20030NCE9
127000
PA
USD
147160.33
0.058280398912
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
3.999
N
N
N
N
N
N
ECOLAB INC
82DYEISM090VG8LTLS26
CORPORATE BONDS
278865BD1
122000
PA
USD
132392.53
0.052431857562
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.25
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL
N/A
CORPORATE BONDS
161175BJ2
55000
PA
USD
58920.64
0.023334538617
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL/US
549300RKVM2ME20JHZ15
CORPORATE BONDS
817565CD4
30000
PA
USD
31312.5
0.012400794364
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.625
N
N
N
N
N
N
EL PASO CORP NATURAL GAS
N/A
CORPORATE STEP UP
283695BK9
75000
PA
USD
107332.32
0.04250717857
Long
DBT
CORP
US
N
2
2032-06-15
Variable
8.375
N
N
N
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
302458.56
0.119783677647
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
302458.56
USD
298777.17
CAD
2022-01-19
3681.39
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
302458.56
0.119783677647
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
304215.77
CAD
302458.56
USD
2022-01-19
1757.21
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
535982.5
0.2122669466
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
539051.84
CAD
535982.5
USD
2022-01-19
3069.34
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
427283.98
0.169218707263
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
387850.37
CAD
385227.54
USD
2022-01-19
2622.83
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
436612.3
0.17291303311
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
439072.86
CAD
436612.3
USD
2022-01-19
2460.56
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
565943.77
0.224132608817
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
569177.44
CAD
565943.77
USD
2022-01-19
3233.67
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
357400.72
0.14154260549
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
357400.72
USD
359443.4
CAD
2022-01-19
-2042.68
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
357400.72
0.14154260549
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
353058.87
CAD
357400.72
USD
2022-01-19
-4341.85
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
1858517.44
0.736034893287
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
994377.35
SGD
989646.44
USD
2022-02-16
4730.91
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
325076.13
0.128740989729
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
325649.99
HKD
325076.13
USD
2022-02-16
573.86
N
N
N
STATE STREET B AND T CO
571474TGEMMWANRLN572
CURRENCY FORWARDS
N/A
1
NC
N/A
448836.11
0.17775406957
N/A
DFE
CORP
US
N
2
STATE STREET B AND T CO
571474TGEMMWANRLN572
448836.11
USD
441687.08
GBP
2022-03-16
7149.03
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
7577.58
0.003000974415
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
7456.46
GBP
7577.58
USD
2022-03-16
-121.12
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
462171.36
0.18303527334
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
460774.06
DKK
462171.36
USD
2022-03-16
-1397.3
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
469180.79
0.185811241405
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
467600.41
EUR
469180.79
USD
2022-03-16
-1580.38
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
187102.23
0.074098723492
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
186498.01
EUR
187102.23
USD
2022-03-16
-604.22
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
468952.75
0.18572092996
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
467393.88
EUR
468952.75
USD
2022-03-16
-1558.87
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
342165.62
0.135508997754
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
341024.94
EUR
342165.62
USD
2022-03-16
-1140.68
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
87793.25
0.034769055164
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
87793.25
USD
87515.51
EUR
2022-03-16
277.74
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
1775994.55
0.703353076465
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
1747454.63
GBP
1775994.55
USD
2022-03-16
-28539.92
N
N
N
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
CURRENCY FORWARDS
N/A
1
NC
N/A
609047.73
0.241203214621
N/A
DFE
CORP
US
N
2
CITIBANK N.A.
E57ODZWZ7FF32TWEFA76
609047.73
USD
599351.81
GBP
2022-03-16
9695.92
N
N
N
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
CURRENCY FORWARDS
N/A
1
NC
N/A
1809011.14
0.716428747306
N/A
DFE
CORP
GB
N
2
BARCLAYS BANK PLC WHOLESALE, LONDON
G5GSEF7VJP5I7OUK5573
1779790.91
GBP
1809011.14
USD
2022-03-16
-29220.23
N
N
N
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
CURRENCY FORWARDS
N/A
1
NC
N/A
1434732.97
0.568202108703
N/A
DFE
CORP
US
N
2
WESTPAC BANKING CORPORATION
EN5TNI6CI43VEPAMHL14
1411879.58
GBP
1434732.97
USD
2022-03-16
-22853.39
N
N
N
HSBC BANK USA
1IE8VN30JCEQV1H4R804
CURRENCY FORWARDS
N/A
1
NC
N/A
369812.81
0.14645820711
N/A
DFE
CORP
US
N
2
HSBC BANK USA
1IE8VN30JCEQV1H4R804
369812.81
USD
363929.01
GBP
2022-03-16
5883.8
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
561687.88
0.22244713443
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
561687.88
USD
552635.08
GBP
2022-03-16
9052.8
N
N
N
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
CURRENCY FORWARDS
N/A
1
NC
N/A
675757.47
0.267622496628
N/A
DFE
CORP
US
N
2
JP MORGANCHASE BANK
7H6GLXDRUGQFU57RNE97
675757.47
USD
665028.51
GBP
2022-03-16
10728.96
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
61161.87
0.024222140449
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
60187.42
GBP
61161.87
USD
2022-03-16
-974.45
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
CURRENCY FORWARDS
N/A
1
NC
N/A
165864.28
0.065687786944
N/A
DFE
CORP
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
166091
SEK
165864.28
USD
2022-03-16
226.72
N
N
N
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CURRENCY FORWARDS
N/A
1
NC
N/A
463121.96
0.183411742646
N/A
DFE
CORP
US
N
2
MORGAN STANLEY AND CO. INTERNATIONAL
4PQUHN3JPFGFNF3BB653
463121.96
USD
459130.25
DKK
2022-03-16
3991.71
N
N
N
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
CURRENCY FORWARDS
N/A
1
NC
N/A
698390.67
0.276585998712
N/A
DFE
CORP
US
N
2
BANK OF AMERICA N.A.
B4TYDEB6GKMZO031MB27
698390.67
USD
688616.47
SGD
2022-02-16
9774.2
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
33913.94
0.01343105137
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
33913.94
USD
33501.05
CAD
2022-01-19
412.89
N
N
N
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
CURRENCY FORWARDS
N/A
1
NC
N/A
33913.94
0.01343105137
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS INTL FX
W22LROWP2IHZNBB6K528
34108.47
CAD
33913.94
USD
2022-01-19
194.53
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
EQUITY INDEX FUTURE
N/A
11
NC
USD
2617175
1.036488590518
N/A
DE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Long
S&P 500 INDEX
SPX
2022-01-18
2584921.02
USD
32253.98
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416BLC0
25643.19
PA
USD
29162.98
0.011549512752
Long
ABS-MBS
USGSE
US
N
2
2037-08-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31385XF85
23380.06
PA
USD
26278.75
0.010407261474
Long
ABS-MBS
USGSE
US
N
2
2033-07-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31410KXK5
14923.64
PA
USD
17132.69
0.006785116666
Long
ABS-MBS
USGSE
US
N
2
2038-11-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31416BK72
16769.35
PA
USD
19199.09
0.007603479986
Long
ABS-MBS
USGSE
US
N
2
2038-06-01
Fixed
5.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XB2T6
148630.14
PA
USD
152530.4
0.060407125739
Long
ABS-MBS
USGSE
US
N
2
2051-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140L8CU2
435003.9
PA
USD
446323.88
0.1767591427
Long
ABS-MBS
USGSE
US
N
2
2051-04-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140L8VQ0
370320.57
PA
USD
379957.31
0.150475767459
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140XBS76
1238153.81
PA
USD
1267510.56
0.501976456982
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KAZH2
1652395.28
PA
USD
1692090.11
0.670124119764
Long
ABS-MBS
USGSE
US
N
2
2051-05-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140KH6J5
398141.17
PA
USD
407239.01
0.161280230584
Long
ABS-MBS
USGSE
US
N
2
2050-07-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
31402QLR0
35323.24
PA
USD
38957.03
0.015428283212
Long
ABS-MBS
USGSE
US
N
2
2033-08-01
Fixed
5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140EVH91
378833.37
PA
USD
400962.54
0.158794539125
Long
ABS-MBS
USGSE
US
N
2
2046-06-01
Fixed
3
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140JACP1
802242.74
PA
USD
878560.65
0.347939319993
Long
ABS-MBS
USGSE
US
N
2
2049-02-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X45B8
399334.94
PA
USD
425404
0.16847417248
Long
ABS-MBS
USGSE
US
N
2
2049-04-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X4VP8
516429.38
PA
USD
551716.02
0.218497945279
Long
ABS-MBS
USGSE
US
N
2
2049-05-01
Fixed
4
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140X5CN1
250899.36
PA
USD
264862.24
0.104894280978
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
673602.34
PA
USD
708773.68
0.280698016976
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
2511813.9
PA
USD
2509783.6
0.993958014298
Long
ABS-MBS
USGSE
US
N
2
2050-10-01
Fixed
2
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FN30
3140QFDC0
839360.75
PA
USD
858868.67
0.340140639127
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
189204.51
PA
USD
193483.63
0.076625970731
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
187658.91
PA
USD
191903.08
0.076000020215
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
118230.59
PA
USD
120913.77
0.047885885751
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
108119.87
PA
USD
110573.6
0.043790833556
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
140516.05
PA
USD
143694.02
0.05690762454
Long
ABS-MBS
USGSE
US
N
2
2050-12-01
Fixed
2.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F042616
2000000
PA
USD
2143750
0.848996500396
Long
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
4.5
N
N
N
N
N
N
FANNIE MAE POOL
B1V7KEBTPIMZEU4LTD58
FNMA TBA
01F020612
1000000
PA
USD
997593.8
0.3950804175
Short
ABS-MBS
USGSE
US
N
2
2052-01-01
Fixed
2
N
N
N
N
N
N
FREDDIE MAC GOLD POOL
S6XOOCT0IEG5ABCC6L87
FR30
3133A8FL6
157512.85
PA
USD
162096.6
0.06419566
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
3133AJLE1
60719.41
PA
USD
62097.41
0.024592645492
Long
ABS-MBS
USGSE
US
N
2
2051-02-01
Fixed
2.5
N
N
N
N
N
N
OHIO STATE UNIVERSITY/THE
JFC10ZULKO4X2E3HBY86
FX.RT. MUNI BOND
677632MV0
40000
PA
USD
54565.07
0.021609587626
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
55000
PA
USD
93063.59
0.036856285586
Long
DBT
MUN
US
N
2
2049-01-01
Fixed
6.718
N
N
N
N
N
N
STATE OF CALIFORNIA
N/A
FX.RT. MUNI BOND
13063A5E0
30000
PA
USD
45950.45
0.018197910783
Long
DBT
MUN
US
N
2
2034-04-01
Fixed
7.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
36179SGK7
315953.68
PA
USD
330687.39
0.130963235841
Long
ABS-MBS
USGA
US
N
2
2046-07-20
Fixed
3
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GII30
3617BG3X6
83859.42
PA
USD
90679.81
0.0359122292
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
225979.91
PA
USD
243087.99
0.096270951743
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
142106.66
PA
USD
151266.32
0.059906507899
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
3617HGTP9
493540.38
PA
USD
535261.72
0.21198149368
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
3617QEUW7
979283.02
PA
USD
988303.39
0.391401105278
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
179522.32
PA
USD
191318.05
0.075768328822
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
82907.62
PA
USD
88458.8
0.035032635162
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
3617UNEG5
395257.46
PA
USD
422834.06
0.167456390525
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
3617UNJH8
296329.43
PA
USD
317003.95
0.125544137218
Long
ABS-MBS
USGA
US
N
2
2051-04-20
Fixed
3.5
N
N
N
N
N
N
GINNIE MAE I POOL
549300M8ZYFG0OCMTT87
GNMA TBA
21H042612
1000000
PA
USD
1057023.5
0.418616560856
Short
ABS-MBS
USGA
US
N
2
2052-01-01
Fixed
4.5
N
N
N
N
N
N
LULULEMON ATHLETICA INC
549300D9GZ4BMLDW5T40
ORDINARY SHARES
550021109
492
NS
USD
192593.4
0.076273409959
Long
EC
CORP
CA
N
1
N
N
N
CENOVUS ENERGY INC
N/A
ORDINARY SHARES
N/A
113710
NS
1394238.59
0.552164983616
Long
EC
CORP
CA
N
1
N
N
N
AIA GROUP LTD
ZP5ILWVSYE4LJGMMVD57
ORDINARY SHARES
N/A
36800
NS
370996.25
0.146926888821
Long
EC
CORP
HK
N
2
N
N
N
ALAMOS GOLD INC
549300TDOX73YGYXE959
ORDINARY SHARES
011532108
40596
NS
USD
312183.24
0.123634975273
Long
EC
CORP
CA
N
1
N
N
N
QUILTER PLC
54930092XIVK28RZGM95
ORDINARY SHARES
N/A
307980
NS
619046.48
0.245163053109
Long
EC
CORP
GB
N
1
N
N
N
LINDE PLC
8945002PAZHZLBGKGF02
ORDINARY SHARES
G5494J103
1545
NS
USD
535234.35
0.211970654247
Long
EC
CORP
GB
N
1
N
N
N
SHELL PLC
21380068P1DRHMJ8KU70
ORDINARY SHARES
N/A
23412
NS
513937.26
0.203536296286
Long
EC
CORP
GB
N
1
N
N
N
TOTAL S.A.
529900S21EQ1BO4ESM68
ORDINARY SHARES
N/A
7592
NS
385758.92
0.15277339852
Long
EC
CORP
FR
N
1
N
N
N
ANGLO AMERICAN PLC
549300S9XF92D1X8ME43
ORDINARY SHARES
N/A
5469
NS
223261.35
0.088418941026
Long
EC
CORP
GB
N
1
N
N
N
AXA SA
F5WCUMTUM4RKZ1MAIE39
ORDINARY SHARES
N/A
33883
NS
1010106.87
0.400036010568
Long
EC
CORP
FR
N
1
N
N
N
CAE INC
549300FFM2BEH2GF1E44
ORDINARY SHARES
N/A
7839
NS
197748.91
0.07831516387
Long
EC
CORP
CA
N
1
N
N
N
CAPRICORN ENERGY PLC
213800ZJEUQ8ZOC9AL24
ORDINARY SHARES
N/A
47444
NS
120922.16
0.047889208471
Long
EC
CORP
GB
N
1
N
N
N
ASSURED GUARANTY LTD
549300BBOQUJEPH87M14
ORDINARY SHARES
G0585R106
31837
NS
USD
1598217.4
0.632947395672
Long
EC
CORP
BM
N
1
N
N
N
PRUDENTIAL PLC
5493001Z3ZE83NGK8Y12
ORDINARY SHARES
G72899100
61004
NS
1052379.65
0.41677744137
Long
EC
CORP
GB
N
1
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
PERPETUAL BONDS
316773CM0
29000
PA
USD
29478.5
0.011674469195
Long
DBT
CORP
US
N
2
2023-06-30
Variable
5.1
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
PERPETUAL BONDS
38144GAG6
135000
PA
USD
133312.5
0.052796196366
Long
DBT
CORP
US
N
2
2051-07-28
Variable
3.65
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
PERPETUAL BONDS
060505EN0
32000
PA
USD
34680
0.01373443668
Long
DBT
CORP
US
N
2
2025-03-17
Variable
6.1
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
PERPETUAL BONDS
369604BQ5
89000
PA
USD
88110
0.034894498729
Long
DBT
CORP
US
N
2
2049-12-29
Variable
3.533
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
PERPETUAL BONDS
29273VAJ9
257000
PA
USD
243486.94
0.096428949249
Long
DBT
CORP
US
N
2
2028-02-15
Variable
6.625
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48126HAC4
26000
PA
USD
27430
0.010863194872
Long
DBT
CORP
US
N
2
2024-10-01
Variable
6.1
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
PERPETUAL BONDS
060505FP4
95000
PA
USD
99393.75
0.039363240075
Long
DBT
CORP
US
N
2
2024-06-20
Variable
5.125
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
PERPETUAL BONDS
89832QAD1
75000
PA
USD
78187.5
0.030964857784
Long
DBT
CORP
US
N
2
2024-09-01
Variable
4.8
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48128BAG6
146000
PA
USD
149832.5
0.059338667357
Long
DBT
CORP
US
N
2
2025-02-01
Variable
4.6
N
N
N
N
N
N
SOCIETE GENERALE SA
O2RNE8IBXP4R0TD8PU41
PERPETUAL BONDS
83370RAA6
205000
PA
USD
215362.14
0.085290590404
Long
DBT
CORP
FR
N
2
2050-11-18
Variable
5.375
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
PERPETUAL BONDS
949746TD3
80000
PA
USD
82200
0.032553941613
Long
DBT
CORP
US
N
2
2026-03-15
Variable
3.9
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
PERPETUAL BONDS
172967MV0
205000
PA
USD
205219.35
0.081273707272
Long
DBT
CORP
US
N
2
2051-02-18
Variable
3.875
N
N
N
N
N
N
BNP PARIBAS SA
R0MUWSFPU8MPRO8K5P83
PERPETUAL BONDS
05565ASK0
200000
PA
USD
200600
0.079444290603
Long
DBT
CORP
FR
N
2
2031-02-25
Variable
4.625
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
PERPETUAL BONDS
48128BAN1
26000
PA
USD
25935
0.010271125009
Long
DBT
CORP
US
N
2
2026-06-01
Variable
3.65
N
N
N
N
N
N
WELLS FARGO AND CO
PBLD0EJDB5FWOLXP3B76
PERPETUAL BONDS
949746RN3
65000
PA
USD
71012.5
0.028123318477
Long
DBT
CORP
US
N
2
2025-06-15
Variable
5.875
N
N
N
N
N
N
PUTNAM CASH COLLATERAL POOL LLC
5493005HRIV7IFMKD774
SHORT TERM INV FUND
N/A
240810
NS
USD
240810
0.095368791725
Long
STIV
PF
US
N
2
N
N
PUTNAM SHORT TERM INVESTMENT FUND
5493003MK0Q7JP8CPP42
SHORT TERM INV FUND
74676P664
8194304
NS
USD
8194304
3.245217688247
Long
STIV
PF
US
N
2
N
N
N
GOGREEN INVESTMENTS CORP
N/A
STOCK UNIT
G9461B127
17958
OU
USD
181555.38
0.071901985888
Long
EC
CORP
US
N
1
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. BOND
912810RV2
880000
PA
USD
1066582.35
0.422402184272
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
912810SU3
600000
PA
USD
593625
0.235095299147
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
912810QX9
3400000
PA
USD
3877673.82
1.535688164598
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. BOND
912810SN9
1490000
PA
USD
1265277.74
0.501092185791
Long
DBT
UST
US
N
2
2050-05-15
Fixed
1.25
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828T91
2750000
PA
USD
2795994.3
1.10730699747
Long
DBT
UST
US
N
2
2023-10-31
Fixed
1.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
9128283F5
2340000
PA
USD
2457440.86
0.973228543473
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
912828YG9
1860000
PA
USD
1891605.47
0.749138856751
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
912828Z94
760000
PA
USD
763918.75
0.302537303947
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
912828ZC7
4710000
PA
USD
4726558.57
1.871874838412
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
912828ZU7
2740000
PA
USD
2727263.27
1.080087217207
Long
DBT
UST
US
N
2
2023-06-15
Fixed
.25
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
91282CCB5
2000000
PA
USD
2025312.5
0.802091300155
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
912828Q29
3150000
PA
USD
3188644.83
1.262809703405
Long
DBT
UST
US
N
2
2023-03-31
Fixed
1.5
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828P46
1030000
PA
USD
1047933.12
0.415016467185
Long
DBT
UST
US
N
2
2026-02-15
Fixed
1.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828D56
2550000
PA
USD
2647774.91
1.048607175475
Long
DBT
UST
US
N
2
2024-08-15
Fixed
2.375
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
91282CDB4
1800000
PA
USD
1785375
0.707068047531
Long
DBT
UST
US
N
2
2024-10-15
Fixed
.625
N
N
N
N
N
N
UNITED STATES OF AMERICA
254900HROIFWPRGM1V77
U.S. T. NOTE
912828B66
2630000
PA
USD
2738948.8
1.084715076834
Long
DBT
UST
US
N
2
2024-02-15
Fixed
2.75
N
N
N
N
N
N
WEC ENERGY GROUP INC
549300IGLYTZUK3PVP70
VAR.RT. CORP. BONDS
976657AH9
300000
PA
USD
280125
0.110938842996
Long
DBT
CORP
US
N
2
2067-05-15
Variable
2.269
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
VAR.RT. CORP. BONDS
00084DAV2
200000
PA
USD
199831.31
0.079139863725
Long
DBT
CORP
NL
N
2
2037-03-13
Variable
3.324
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
VAR.RT. CORP. BONDS
744320AN2
173000
PA
USD
182082.5
0.072110742989
Long
DBT
CORP
US
N
2
2044-03-15
Variable
5.2
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
VAR.RT. CORP. BONDS
891160MJ9
78000
PA
USD
83790.23
0.033183725732
Long
DBT
CORP
CA
N
2
2031-09-15
Variable
3.625
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
VAR.RT. CORP. BONDS
89356BAC2
135000
PA
USD
139556.25
0.055268929613
Long
DBT
CORP
CA
N
2
2077-03-15
Variable
5.3
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
VAR.RT. CORP. BONDS
172967LP4
10000
PA
USD
10775.85
0.004267596006
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
185000
PA
USD
216973.88
0.0859288932
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
45000
PA
USD
48266.79
0.01911525868
Long
DBT
CORP
CA
N
2
2032-12-15
Variable
3.803
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
VAR.RT. CORP. BONDS
38141GWZ3
97000
PA
USD
107750.21
0.042672676948
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
87000
PA
USD
73132.2
0.028962790375
Long
DBT
CORP
US
N
2
2047-05-15
Floating
1.125
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
VAR.RT. CORP. BONDS
06051GHZ5
75000
PA
USD
75191.15
0.029778203247
Long
DBT
CORP
US
N
2
2031-02-13
Variable
2.496
N
N
N
N
N
N
JPMORGAN CHASE AND CO
8I5DZWZKVSZI1NUHU748
VAR.RT. CORP. BONDS
46647PBP0
363000
PA
USD
375840.62
0.148845420915
Long
DBT
CORP
US
N
2
2031-05-13
Variable
2.956
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
VAR.RT. CORP. BONDS
225401AQ1
250000
PA
USD
251258
0.099506548197
Long
DBT
CORP
CH
N
2
2026-06-05
Variable
2.193
N
N
N
N
N
N
DEUTSCHE BANK AG/NEW YORK NY
7LTWFZYICNSX8D621K86
VAR.RT. CORP. BONDS
251526CF4
225000
PA
USD
230021.96
0.091096368072
Long
DBT
CORP
US
N
2
2032-01-14
Variable
3.729
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CORP
ZUE8T73ROZOF6FLBAR73
VAR.RT. CORP. BONDS
14040HCG8
178000
PA
USD
168513.61
0.066737009987
Long
DBT
CORP
US
N
2
2032-07-29
Variable
2.359
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
VAR.RT. CORP. BONDS
91159HJB7
225000
PA
USD
224134.71
0.088764820715
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
150000
PA
USD
149933.19
0.059378543955
Long
DBT
CORP
US
N
2
2027-11-16
Variable
2.311
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
VAR.RT. CORP. BONDS
05971KAL3
600000
PA
USD
600564.11
0.237843418147
Long
DBT
CORP
ES
N
2
2032-11-22
Variable
3.225
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
VAR.RT. CORP. BONDS
744320AM4
15000
PA
USD
15600
0.006178120306
Long
DBT
CORP
US
N
2
2043-06-15
Variable
5.625
N
N
N
N
N
N
2022-02-24
Putnam Investments Inc
Janet C. Smith
NPORT
Principal Financial Officer
XXXX