0001752724-23-240980.txt : 20231027 0001752724-23-240980.hdr.sgml : 20231027 20231027141322 ACCESSION NUMBER: 0001752724-23-240980 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230831 FILED AS OF DATE: 20231027 DATE AS OF CHANGE: 20231027 PERIOD START: 20240229 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LEGG MASON PARTNERS INSTITUTIONAL TRUST CENTRAL INDEX KEY: 0000889512 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-06740 FILM NUMBER: 231354900 BUSINESS ADDRESS: STREET 1: LEGG MASON & CO., LLC STREET 2: 620 EIGHTH AVENUE, 49TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 BUSINESS PHONE: 1-877-721-1926 MAIL ADDRESS: STREET 1: LEGG MASON & CO., LLC STREET 2: 620 EIGHTH AVENUE, 49TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10018 FORMER COMPANY: FORMER CONFORMED NAME: CITIFUNDS INSTITUTIONAL TRUST DATE OF NAME CHANGE: 19981030 0000889512 S000014682 Western Asset SMASh Series C Fund C000040180 SMASh Series C Fund LMLCX NPORT-P 1 primary_doc.xml NPORT-P false 0000889512 XXXXXXXX S000014682 C000040180 Legg Mason Partners Institutional Trust 811-06740 0000889512 54930003LJE4ZPPMRV82 620 Eighth Avenue 47thFloor New York 10018 1-877-721-1926 Western Asset SMASh Series C Fund S000014682 54930003EFT6H1PI7A06 2024-02-29 2023-08-31 N 1203243340.71 1014805.66 1202228535.05 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAE3 3000000.00000000 PA USD 2895192.69000000 0.240818829830 Long DBT CORP FR N 2 2026-04-01 Fixed 4.87500000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AR4 2650000.00000000 PA USD 1986933.27000000 0.165270845939 Long DBT CORP US N 2 2050-05-15 Fixed 3.95000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2F0 890000.00000000 PA USD 841978.93000000 0.070034848238 Long DBT CORP FR N 2 2028-08-14 Fixed 4.40000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBC6 1830000.00000000 PA USD 1615624.69000000 0.134385821239 Long DBT CORP US N 2 2032-03-15 Fixed 4.27900000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAM1 3000000.00000000 PA USD 2994455.40000000 0.249075388971 Long DBT CORP NL N 2 2024-03-17 Fixed 6.25000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BL7 910000.00000000 PA USD 727664.35000000 0.060526291697 Long DBT CORP US N 2 2047-05-01 Fixed 5.37500000 N N N N N N MCDONALD'S CORP UE2136O97NLB5BYP9H04 McDonald's Corp 58013MFK5 5570000.00000000 PA USD 4205137.28000000 0.349778528574 Long DBT CORP US N 2 2049-09-01 Fixed 3.62500000 N N N N N N NATIONAL SECS CLEARING 549300RYC9NELN2ICA34 National Securities Clearing Corp 637639AB1 380000.00000000 PA USD 357638.25000000 0.029747942223 Long DBT CORP US N 2 2025-04-23 Fixed 1.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDQ2 1020000.00000000 PA USD 896346.52000000 0.074557082440 Long DBT CORP US N 2 2048-12-15 Fixed 4.45000000 N N N N N N KLA CORP 549300H0BF5JCG96TJ81 KLA Corp 482480AL4 500000.00000000 PA USD 491626.98000000 0.040892972148 Long DBT CORP US N 2 2032-07-15 Fixed 4.65000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HB0 630000.00000000 PA USD 626742.74000000 0.052131747145 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFT6 1830000.00000000 PA USD 1223065.07000000 0.101733159240 Long DBT CORP US N 2 2040-11-20 Fixed 2.65000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBD4 130000.00000000 PA USD 106986.41000000 0.008899007707 Long DBT CORP US N 2 2042-03-15 Fixed 5.05000000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M Co 88579YBJ9 500000.00000000 PA USD 431416.11000000 0.035884700572 Long DBT CORP US N 2 2029-08-26 Fixed 2.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AP4 870000.00000000 PA USD 860798.47000000 0.071600236136 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25000000 N N N N N N TEVA PHARMACEUTICALS NE 5493004T21MOAFINJP35 Teva Pharmaceutical Finance Netherlands III BV 88167AAE1 2500000.00000000 PA USD 2262804.00000000 0.188217458996 Long DBT CORP NL N 2 2026-10-01 Fixed 3.15000000 N N N N N N GLENCORE FUNDING LLC 213800STG1QDNBY87K49 Glencore Funding LLC 378272AT5 490000.00000000 PA USD 485592.59000000 0.040391038462 Long DBT CORP US N 2 2024-03-12 Fixed 4.12500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DD4 600000.00000000 PA USD 650721.88000000 0.054126304694 Long DBT CORP US N 2 2031-05-01 Fixed 7.50000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp 913017CY3 110000.00000000 PA USD 105046.01000000 0.008737607446 Long DBT CORP US N 2 2028-11-16 Fixed 4.12500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GWZ3 1000000.00000000 PA USD 942641.31000000 0.078407830334 Long DBT CORP US N 2 2029-05-01 Fixed 4.22300000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CG9 3020000.00000000 PA USD 2843877.47000000 0.236550488288 Long DBT CORP US N 2 2029-04-13 Fixed 3.45000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 Haleon US Capital LLC 36264FAM3 710000.00000000 PA USD 631008.89000000 0.052486600642 Long DBT CORP US N 2 2032-03-24 Fixed 3.62500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967NN7 260000.00000000 PA USD 226147.30000000 0.018810674793 Long DBT CORP US N 2 2033-03-17 Fixed 3.78500000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DR8 590000.00000000 PA USD 466386.43000000 0.038793491952 Long DBT CORP US N 2 2031-09-15 Fixed 2.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CP8 3150000.00000000 PA USD 2532457.84000000 0.210646958225 Long DBT CORP US N 2 2035-02-01 Fixed 3.25000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AQ0 660000.00000000 PA USD 533058.72000000 0.044339217083 Long DBT CORP US N 2 2030-08-15 Fixed 1.90000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BZ8 11180000.00000000 PA USD 9277840.95000000 0.771720241161 Long DBT CORP US N 2 2031-05-12 Fixed 2.10000000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JJ7 580000.00000000 PA USD 365604.11000000 0.030410533383 Long DBT CORP US N 2 2050-08-01 Fixed 3.50000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CC4 1050000.00000000 PA USD 828702.82000000 0.068930556532 Long DBT CORP US N 2 2040-04-15 Fixed 3.30000000 N N N N N N MIDAMERICAN ENERGY CO NINLOILYRTLIMK26MZ18 MidAmerican Energy Co 595620AR6 3751000.00000000 PA USD 2946075.87000000 0.245051234778 Long DBT CORP US N 2 2047-08-01 Fixed 3.95000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AT8 320000.00000000 PA USD 306045.74000000 0.025456536014 Long DBT CORP US N 2 2031-01-15 Fixed 5.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFE9 380000.00000000 PA USD 333504.35000000 0.027740511914 Long DBT CORP US N 2 2030-03-22 Fixed 3.15000000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AH6 4360000.00000000 PA USD 4559228.24000000 0.379231411256 Long DBT CORP US N 2 2026-02-01 Fixed 7.85000000 N N N N N N REYNOLDS AMERICAN INC 02S2RPPVO9RP4NEU2740 Reynolds American Inc 761713BB1 4150000.00000000 PA USD 3607882.89000000 0.300099588789 Long DBT CORP US N 2 2045-08-15 Fixed 5.85000000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 Abbott Laboratories 002824BG4 2660000.00000000 PA USD 2642591.36000000 0.219807738957 Long DBT CORP US N 2 2036-11-30 Fixed 4.75000000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FAQ4 709000.00000000 PA USD 648621.33000000 0.053951583337 Long DBT CORP US N 2 2030-11-15 Fixed 4.15000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558AX1 400000.00000000 PA USD 368302.70000000 0.030634999025 Long DBT CORP US N 2 2044-04-01 Fixed 4.80000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958254AH7 300000.00000000 PA USD 282586.11000000 0.023505190715 Long DBT CORP US N 2 2028-03-01 Fixed 4.50000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 917288BK7 620000.00000000 PA USD 610534.83000000 0.050783591655 Long DBT NUSS UY N 2 2031-01-23 Fixed 4.37500000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 Standard Chartered PLC 853254AN0 310000.00000000 PA USD 281153.62000000 0.023386037829 Long DBT CORP GB N 2 2044-03-26 Fixed 5.70000000 N N N N N N BRIGHTHOUSE FINANCIAL IN 5493003T8SZSHOGGAW52 Brighthouse Financial Inc 10922NAF0 413000.00000000 PA USD 308034.89000000 0.025621991245 Long DBT CORP US N 2 2047-06-22 Fixed 4.70000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VEA8 3160000.00000000 PA USD 2920811.04000000 0.242949735000 Long DBT CORP US N 2 2033-08-10 Fixed 4.50000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06368BGS1 100000.00000000 PA USD 88589.34000000 0.007368760382 Long DBT CORP CA N 2 2032-12-15 Fixed 3.80300000 N N N N N N Golub Capital Partners CLO, LT N/A Golub Capital Partners CLO 66B Ltd 38179MAA4 1580000.00000000 PA USD 1582626.03000000 0.131641030291 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 6.92592000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBP5 1180000.00000000 PA USD 901212.98000000 0.074961869039 Long DBT CORP US N 2 2035-11-15 Fixed 3.13700000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CQ6 860000.00000000 PA USD 627615.80000000 0.052204367281 Long DBT CORP US N 2 2050-02-01 Fixed 3.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBP0 600000.00000000 PA USD 510344.50000000 0.042449874139 Long DBT CORP US N 2 2031-05-13 Fixed 2.95600000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 Panama Government International Bond 698299BM5 11270000.00000000 PA USD 8208763.37000000 0.682795585920 Long DBT NUSS PA N 2 2056-04-01 Fixed 4.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAT7 510000.00000000 PA USD 454843.95000000 0.037833401615 Long DBT CORP US N 2 2049-02-15 Fixed 5.50000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAN8 1720000.00000000 PA USD 1743653.41000000 0.145035104322 Long DBT CORP US N 2 2038-07-01 Fixed 7.30000000 N N N N N N Carlyle Global Market Strategi N/A Carlyle Global Market Strategies CLO 2014-3-R Ltd 14315LAA2 1983665.40000000 PA USD 1977275.59000000 0.164467531118 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.66897000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBD6 5490000.00000000 PA USD 4832298.99000000 0.401945125166 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N Cerberus N/A Cerberus Loan Funding XXVIII LP 15673EAA1 685957.39000000 PA USD 685666.00000000 0.057032916788 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 7.41957000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 Cameron LNG LLC 133434AB6 2446000.00000000 PA USD 2027135.83000000 0.168614849082 Long DBT CORP US N 2 2035-01-15 Fixed 3.30200000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJN1 270000.00000000 PA USD 269869.25000000 0.022447416787 Long DBT CORP US N 2 2034-06-12 Fixed 5.83600000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QBR2 1100000.00000000 PA USD 669437.23000000 0.055683026187 Long DBT CORP MX N 2 2045-01-23 Fixed 6.37500000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAS3 60000.00000000 PA USD 43014.65000000 0.003577909585 Long DBT CORP US N 2 2050-04-05 Fixed 3.57700000 N N N N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBX2 4140000.00000000 PA USD 4495986.84000000 0.373971063647 Long DBT CORP US N 2 2032-10-19 Fixed 7.75000000 N N N N N N Carlyle Global Market Strategi 549300TYZXFDHLTKDG17 Carlyle Global Market Strategies CLO 2013-4 Ltd 14310KAY7 500000.00000000 PA USD 485631.22000000 0.040394251661 Long ABS-CBDO CORP KY N 2 2031-01-15 Floating 7.31957000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00084DAL4 3000000.00000000 PA USD 2891594.16000000 0.240519508204 Long DBT CORP NL N 2 2026-04-18 Fixed 4.80000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBY8 210000.00000000 PA USD 153934.69000000 0.012804112156 Long DBT CORP US N 2 2051-01-31 Fixed 3.70000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AZ1 730000.00000000 PA USD 758496.81000000 0.063090900597 Long DBT CORP CH N 2 2033-08-12 Fixed 6.53700000 N N N N N N REPUBLIC OF KAZAKHSTAN 5493007OEK8EF02UO833 Kazakhstan Government International Bond 486661AF8 4290000.00000000 PA USD 3834852.45000000 0.318978658233 Long DBT NUSS KZ N 2 2044-10-14 Fixed 4.87500000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875PAU5 2130000.00000000 PA USD 2071831.00000000 0.172332542407 Long DBT CORP US N 2 2030-04-15 Fixed 4.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BT5 200000.00000000 PA USD 188909.74000000 0.015713296972 Long DBT CORP GB N 2 2029-06-19 Fixed 4.58300000 N N N N N N MASTERCARD INC AR5L2ODV9HN37376R084 Mastercard Inc 57636QAL8 13610000.00000000 PA USD 10924907.87000000 0.908721391274 Long DBT CORP US N 2 2049-06-01 Fixed 3.65000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BK9 700000.00000000 PA USD 652434.99000000 0.054268799232 Long DBT CORP US N 2 2028-03-15 Fixed 4.20000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAK6 350000.00000000 PA USD 352087.56000000 0.029286242152 Long DBT CORP US N 2 2036-04-01 Fixed 6.60000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDU2 2634000.00000000 PA USD 1640510.65000000 0.136455807042 Long DBT CORP US N 2 2056-11-01 Fixed 2.93700000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBT9 1710000.00000000 PA USD 1634645.07000000 0.135967914780 Long DBT CORP US N 2 2028-10-16 Fixed 4.15000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAJ1 3000000.00000000 PA USD 2542146.00000000 0.211452808337 Long DBT CORP AT N 2 2031-01-15 Fixed 3.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VDU5 1320000.00000000 PA USD 1286889.25000000 0.107041981826 Long DBT CORP US N 2 2037-03-16 Fixed 5.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEH1 7140000.00000000 PA USD 6829251.14000000 0.568049330131 Long DBT CORP US N 2 2029-05-15 Fixed 4.00000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AH0 9960000.00000000 PA USD 9404103.52000000 0.782222617899 Long DBT CORP US N 2 2027-07-15 Variable 4.15000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 10yr Ultra 000000000 47.00000000 NC USD 66747.05000000 0.005551943582 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-12-19 5390393.81000000 USD 66747.05000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYK4 1980000.00000000 PA USD 1368810.53000000 0.113856100574 Long DBT CORP US N 2 2042-07-21 Fixed 2.90800000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KR1 670000.00000000 PA USD 562400.14000000 0.046779802974 Long DBT CORP US N 2 2046-05-18 Fixed 4.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GHD4 599000.00000000 PA USD 549567.82000000 0.045712425215 Long DBT CORP US N 2 2028-12-20 Fixed 3.41900000 N N N N N N PACIFIC GAS & ELECTRIC 1HNPXZSMMB7HMBMVBS46 Pacific Gas and Electric Co 694308JF5 1610000.00000000 PA USD 1391740.80000000 0.115763414311 Long DBT CORP US N 2 2027-08-01 Fixed 2.10000000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 Coterra Energy Inc 127097AK9 2570000.00000000 PA USD 2419639.14000000 0.201262827279 Long DBT CORP US N 2 2029-03-15 Fixed 4.37500000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 10 YEAR US TREASURY NOTE 000000000 -2482.00000000 NC USD -2505748.07000000 -0.20842526998 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-12-19 -273073814.43000000 USD -2505748.07000000 N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BG6 2000000.00000000 PA USD 1777517.90000000 0.147851914022 Long DBT CORP US N 2 2047-03-15 Fixed 4.80000000 N N N N N N SOUTHERN COPPER CORP 2549007U6NAP46Q9TU15 Southern Copper Corp 84265VAG0 9380000.00000000 PA USD 8682521.87000000 0.722202278258 Long DBT CORP US N 2 2042-11-08 Fixed 5.25000000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 Targa Resources Corp 87612KAC6 290000.00000000 PA USD 278881.42000000 0.023197038821 Long DBT CORP US N 2 2052-07-01 Fixed 6.25000000 N N N N N N AIR LEASE CORP 5493004NW4M4P8TMMK63 Air Lease Corp 00914AAH5 550000.00000000 PA USD 524516.69000000 0.043628700759 Long DBT CORP US N 2 2025-07-01 Fixed 3.37500000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAN9 5240000.00000000 PA USD 4744043.96000000 0.394604172309 Long DBT CORP US N 2 2029-12-01 Fixed 3.50000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAS9 200000.00000000 PA USD 192811.85000000 0.016037870037 Long DBT CORP US N 2 2029-02-15 Fixed 4.80000000 N N N N N N Ballyrock Ltd N/A Ballyrock CLO 2018-1 Ltd 05875HAA1 2421480.61000000 PA USD 2413890.34000000 0.200784648644 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.58775000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CB0 4880000.00000000 PA USD 3490744.57000000 0.290356156773 Long DBT CORP US N 2 2051-05-12 Fixed 3.10000000 N N N N N N BANK OF MONTREAL NQQ6HPCNCCU6TUTQYE16 Bank of Montreal 06367WB85 990000.00000000 PA USD 930632.66000000 0.077408964507 Long DBT CORP CA N 2 2025-05-01 Fixed 1.85000000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AA5 114000.00000000 PA USD 111485.02000000 0.009273196962 Long DBT CORP N/A N 2 2025-10-20 Fixed 4.50000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HLL2 850000.00000000 PA USD 781874.10000000 0.065035396948 Long DBT CORP US N 2 2045-06-01 Fixed 4.95000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGN8 3294000.00000000 PA USD 2606321.67000000 0.216790867461 Long DBT CORP US N 2 2032-03-15 Fixed 2.35500000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582AY8 1000000.00000000 PA USD 904802.30000000 0.075260424588 Long DBT CORP NL N 2 2043-08-12 Fixed 4.55000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RHW5 500000.00000000 PA USD 475905.83000000 0.039585304800 Long DBT CORP US N 2 2027-02-15 Fixed 3.80000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT 000000000 -269.00000000 NC USD -727505.04000000 -0.06051304047 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-12-19 -34099588.71000000 USD -727505.04000000 N N N BAT CAPITAL CORP 2138005GYEXN7XRHFA84 BAT Capital Corp 05526DBB0 2945000.00000000 PA USD 2733300.50000000 0.227352821889 Long DBT CORP US N 2 2027-08-15 Fixed 3.55700000 N N N N N N Octagon Investment Partners XX 549300XIS9D4AHDX5A35 Octagon Investment Partners XXI Ltd 67590QBK2 9000000.00000000 PA USD 8954917.64000000 0.744859848100 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 6.63076000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBQ3 90000.00000000 PA USD 67687.67000000 0.005630183282 Long DBT CORP US N 2 2036-11-15 Fixed 3.18700000 N N N N N N Voya CLO Ltd N/A Voya CLO 2017-3 Ltd 92915QAU7 1530000.00000000 PA USD 1513437.72000000 0.125886025483 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.62775000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BN8 16160000.00000000 PA USD 13602079.49000000 1.131405476865 Long DBT CORP US N 2 2052-09-15 Fixed 4.09000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MAL7 2380000.00000000 PA USD 2212843.39000000 0.184061792370 Long DBT CORP US N 2 2041-07-15 Fixed 5.60000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBV0 1450000.00000000 PA USD 1357817.76000000 0.112941734488 Long DBT CORP US N 2 2026-11-21 Fixed 2.95000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PDH6 22705000.00000000 PA USD 21848408.92000000 1.817325764863 Long DBT CORP US N 2 2033-07-25 Fixed 4.91200000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDS7 2000000.00000000 PA USD 1283563.90000000 0.106765383001 Long DBT CORP US N 2 2051-11-01 Fixed 2.88700000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 General Motors Financial Co Inc 37045XBT2 260000.00000000 PA USD 247553.69000000 0.020591233927 Long DBT CORP US N 2 2027-01-17 Fixed 4.35000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAF0 190000.00000000 PA USD 184121.72000000 0.015315034923 Long DBT CORP US N 2 2028-06-15 Fixed 4.95000000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BK4 5000000.00000000 PA USD 4745792.90000000 0.394749647146 Long DBT CORP US N 2 2036-05-15 Fixed 4.50000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2K9 5000000.00000000 PA USD 4234042.95000000 0.352182869276 Long DBT CORP FR N 2 2031-01-13 Fixed 3.05200000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280DC0 5920000.00000000 PA USD 5264130.54000000 0.437864381565 Long DBT CORP GB N 2 2033-03-29 Fixed 4.76200000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CH6 500000.00000000 PA USD 471217.60000000 0.039195343169 Long DBT CORP US N 2 2026-05-01 Fixed 3.10000000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAE5 1000000.00000000 PA USD 944695.68000000 0.078578710491 Long DBT CORP KY N 2 2028-08-08 Variable 5.65000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BF2 510000.00000000 PA USD 459342.22000000 0.038207562589 Long DBT CORP US N 2 2037-08-22 Fixed 3.87500000 N N N N N N FOX CORP 549300DDU6FDRBIELS05 Fox Corp 35137LAK1 2120000.00000000 PA USD 1895343.52000000 0.157652514870 Long DBT CORP US N 2 2049-01-25 Fixed 5.57600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46625HNJ5 1330000.00000000 PA USD 1286888.81000000 0.107041945227 Long DBT CORP US N 2 2027-10-01 Fixed 4.25000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636ABD2 1860000.00000000 PA USD 1831005.89000000 0.152300984098 Long DBT CORP DK N 2 2025-03-28 Fixed 3.77300000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AT7 3600000.00000000 PA USD 3400795.94000000 0.282874332196 Long DBT CORP GB N 2 2027-09-11 Fixed 4.00000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAK2 2500000.00000000 PA USD 2015730.78000000 0.167666190015 Long DBT CORP US N 2 2048-07-24 Fixed 4.03200000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AS9 410000.00000000 PA USD 367204.43000000 0.030543646178 Long DBT CORP US N 2 2040-06-01 Fixed 4.35000000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EV1 5770000.00000000 PA USD 4963129.20000000 0.412827432996 Long DBT CORP US N 2 2049-03-15 Fixed 4.00000000 N N N N N N AMERICAN TRANSMISSION SY N/A American Transmission Systems Inc 030288AC8 2400000.00000000 PA USD 1968147.91000000 0.163708301094 Long DBT CORP US N 2 2032-01-15 Fixed 2.65000000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411BF1 200000.00000000 PA USD 182463.33000000 0.015177091932 Long DBT CORP US N 2 2030-01-15 Fixed 4.25000000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140BM1 1950000.00000000 PA USD 1714788.31000000 0.142634138186 Long DBT CORP US N 2 2050-03-25 Fixed 4.75000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAP5 220000.00000000 PA USD 192235.87000000 0.015989960676 Long DBT CORP US N 2 2038-04-01 Fixed 5.15000000 N N N N N N DP WORLD PLC 549300M3U2DNF4QVSS04 DP World Ltd/United Arab Emirates 23330JAB7 7000000.00000000 PA USD 6486508.00000000 0.539540346189 Long DBT CORP AE N 2 2048-09-25 Fixed 5.62500000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661DU8 1200000.00000000 PA USD 1156903.03000000 0.096229876123 Long DBT CORP US N 2 2030-04-15 Fixed 4.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RBA9 450000.00000000 PA USD 425003.54000000 0.035351310304 Long DBT CORP US N 2 2041-08-15 Fixed 5.55000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAF3 3060000.00000000 PA USD 2873563.62000000 0.239019748427 Long DBT CORP NL N 2 2026-07-21 Fixed 3.75000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABD6 100000.00000000 PA USD 94822.66000000 0.007887240839 Long DBT CORP US N 2 2027-04-15 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GZN7 5980000.00000000 PA USD 4407233.81000000 0.366588687717 Long DBT CORP US N 2 2043-02-24 Fixed 3.43600000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967JT9 3300000.00000000 PA USD 3220280.84000000 0.267859291816 Long DBT CORP US N 2 2025-06-10 Fixed 4.40000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CM5 2300000.00000000 PA USD 2072929.88000000 0.172423945994 Long DBT CORP US N 2 2027-02-15 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DG7 2150000.00000000 PA USD 1984496.48000000 0.165068156522 Long DBT CORP US N 2 2026-02-04 Fixed 2.19600000 N N N N N N TEXAS INSTRUMENTS INC WDJNR2L6D8RWOEB8T652 Texas Instruments Inc 882508BP8 2650000.00000000 PA USD 2420665.13000000 0.201348167958 Long DBT CORP US N 2 2032-08-16 Fixed 3.65000000 N N N N N N AB BSL CLO 4 Ltd N/A AB BSL CLO 4 Ltd 00037VAA6 1200000.00000000 PA USD 1205624.69000000 0.100282488299 Long ABS-CBDO CORP JE N 2 2036-04-20 Floating 6.95662000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABL8 1720000.00000000 PA USD 1216027.44000000 0.101147777194 Long DBT CORP US N 2 2041-02-15 Fixed 3.00000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CW3 16100000.00000000 PA USD 15685986.25000000 1.304742467233 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAF7 1000000.00000000 PA USD 941353.98000000 0.078300751692 Long DBT CORP US N 2 2043-10-02 Fixed 6.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBM4 1050000.00000000 PA USD 716308.51000000 0.059581725862 Long DBT CORP US N 2 2041-02-04 Fixed 3.40000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MAU7 780000.00000000 PA USD 668170.68000000 0.055577676000 Long DBT CORP US N 2 2045-06-15 Fixed 5.00000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABW4 11970000.00000000 PA USD 10461869.78000000 0.870206410428 Long DBT CORP US N 2 2031-04-15 Fixed 3.50000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AN0 7782000.00000000 PA USD 7013847.26000000 0.583403825106 Long DBT CORP US N 2 2048-04-15 Fixed 4.60000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAM1 5500000.00000000 PA USD 4048397.38000000 0.336741082246 Long DBT CORP ID N 2 2050-02-05 Fixed 4.37500000 N N N N N N INTEL CORP KNX4USFCNGPY45LOCE31 Intel Corp 458140BW9 820000.00000000 PA USD 531548.12000000 0.044213567096 Long DBT CORP US N 2 2051-08-12 Fixed 3.05000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CJ2 950000.00000000 PA USD 729875.50000000 0.060710212636 Long DBT CORP US N 2 2046-04-15 Fixed 4.40000000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066GAH7 3900000.00000000 PA USD 3073652.56000000 0.255662918520 Long DBT CORP US N 2 2050-04-01 Fixed 3.50000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 2 YEAR US TREASURY NOTE 000000000 597.00000000 NC USD 293994.85000000 0.024454156712 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-12-29 121377403.87000000 USD 293994.85000000 N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90351DAB3 1440000.00000000 PA USD 1389948.36000000 0.115614321194 Long DBT CORP CH N 2 2025-09-24 Fixed 4.12500000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BS4 1560000.00000000 PA USD 1269319.26000000 0.105580530073 Long DBT CORP US N 2 2030-06-03 Fixed 1.50000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Goldman Sachs & Co 000000000 18000000.00000000 PA USD 18000000.00000000 1.497219494898 Long RA CORP US N 2 Repurchase N 5.23000000 2023-09-01 20225000.00000000 USD 18002615.00000000 USD UST N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBK0 6800000.00000000 PA USD 6233732.52000000 0.518514769718 Long DBT CORP GB N 2 2030-06-20 Fixed 5.08800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TJ7 140000.00000000 PA USD 111611.72000000 0.009283735724 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MAV5 1450000.00000000 PA USD 1458474.41000000 0.121314239970 Long DBT CORP US N 2 2025-12-15 Fixed 5.85000000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBX0 3420000.00000000 PA USD 2966284.64000000 0.246732177245 Long DBT CORP US N 2 2030-01-31 Fixed 2.80000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAQ7 760000.00000000 PA USD 652238.57000000 0.054252461240 Long DBT CORP US N 2 2030-02-15 Fixed 2.72200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CGP0 3000000.00000000 PA USD 2963320.32000000 0.246485608485 Long DBT UST US N 2 2028-02-29 Fixed 4.00000000 N N N N N N RTX CORP I07WOS4YJ0N7YRFE7309 RTX Corp 913017CP2 2430000.00000000 PA USD 1966024.50000000 0.163531678269 Long DBT CORP US N 2 2047-05-04 Fixed 4.05000000 N N N N N N DUKE ENERGY INDIANA LLC 6URPHM2EAWGJ2C6ISB97 Duke Energy Indiana LLC 26443TAB2 700000.00000000 PA USD 478274.15000000 0.039782298960 Long DBT CORP US N 2 2049-10-01 Fixed 3.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SS8 230000.00000000 PA USD 133094.53000000 0.011070651387 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAJ7 270000.00000000 PA USD 256724.24000000 0.021354029830 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 Cigna Group/The 125523AH3 700000.00000000 PA USD 674509.78000000 0.056104955117 Long DBT CORP US N 2 2028-10-15 Fixed 4.37500000 N N N N N N NVIDIA CORP 549300S4KLFTLO7GSQ80 NVIDIA Corp 67066GAJ3 2150000.00000000 PA USD 1717138.61000000 0.142829633463 Long DBT CORP US N 2 2060-04-01 Fixed 3.70000000 N N N N N N WEA FINANCE LLC/WESTFIEL N/A WEA Finance LLC / Westfield UK & Europe Finance PLC 92890HAC6 1910000.00000000 PA USD 1821602.91000000 0.151518854934 Long DBT CORP US N 2 2024-09-17 Fixed 3.75000000 N N N N N N HalseyPoint CLO 3, Ltd. N/A HalseyPoint CLO 3 Ltd 40638UAA7 700000.00000000 PA USD 697744.57000000 0.058037598481 Long ABS-CBDO CORP KY N 2 2032-11-30 Floating 7.08073000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 Petrobras Global Finance BV 71647NAN9 3000000.00000000 PA USD 2634761.10000000 0.219156426851 Long DBT CORP NL N 2 2115-06-05 Fixed 6.85000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAY4 1310000.00000000 PA USD 1140716.09000000 0.094883464894 Long DBT CORP US N 2 2040-11-15 Fixed 5.87500000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AQ3 620000.00000000 PA USD 614577.21000000 0.051119832218 Long DBT CORP US N 2 2029-01-23 Fixed 4.75000000 N N N N N N TECK RESOURCES LIMITED T8KI5SQ2JRWHL7XY0E11 Teck Resources Ltd 878742BG9 870000.00000000 PA USD 774682.26000000 0.064437187890 Long DBT CORP CA N 2 2030-07-15 Fixed 3.90000000 N N N N N N CONOCOPHILLIPS WPTL2Z3FIYTHSP5V2253 ConocoPhillips 20825CAQ7 120000.00000000 PA USD 133943.93000000 0.011141303512 Long DBT CORP US N 2 2039-02-01 Fixed 6.50000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912796ZN2 1340000.00000000 PA USD 1316798.09000000 0.109529765066 Long DBT UST US N 2 2023-12-28 None 0.00000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AC5 2000000.00000000 PA USD 1833739.90000000 0.152528395936 Long DBT CORP JP N 2 2027-09-17 Fixed 4.34500000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AM1 467000.00000000 PA USD 449942.57000000 0.037425710410 Long DBT CORP GB N 2 2025-12-10 Fixed 4.58200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAQ6 3040000.00000000 PA USD 2717368.45000000 0.226027612120 Long DBT CORP US N 2 2030-05-15 Fixed 3.75000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GFD1 1540000.00000000 PA USD 1633864.86000000 0.135903017801 Long DBT CORP US N 2 2037-10-01 Fixed 6.75000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKK4 3550000.00000000 PA USD 2920081.18000000 0.242889026076 Long DBT CORP US N 2 2033-02-04 Fixed 2.97200000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JAU2 140000.00000000 PA USD 135526.51000000 0.011272940713 Long DBT CORP US N 2 2039-06-15 Fixed 6.75000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBL9 2850000.00000000 PA USD 2391832.03000000 0.198949863546 Long DBT CORP US N 2 2031-04-22 Fixed 2.52200000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAP8 2920000.00000000 PA USD 2777342.38000000 0.231016175296 Long DBT CORP US N 2 2025-05-15 Fixed 2.90000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGH1 360000.00000000 PA USD 314818.80000000 0.026186269151 Long DBT CORP US N 2 2028-03-22 Fixed 2.10000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BU9 1580000.00000000 PA USD 977166.89000000 0.081279628748 Long DBT CORP US N 2 2060-06-03 Fixed 2.70000000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 Haleon US Capital LLC 36264FAL5 450000.00000000 PA USD 411658.16000000 0.034241256799 Long DBT CORP US N 2 2029-03-24 Fixed 3.37500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFC8 2910000.00000000 PA USD 2769681.52000000 0.230378953689 Long DBT CORP US N 2 2044-01-21 Fixed 5.00000000 N N N N N N TRANSCONT GAS PIPE LINE N/A Transcontinental Gas Pipe Line Co LLC 893574AP8 530000.00000000 PA USD 467654.83000000 0.038898996019 Long DBT CORP US N 2 2030-05-15 Fixed 3.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29279FAA7 2830000.00000000 PA USD 2712659.57000000 0.225635932845 Long DBT CORP US N 2 2049-04-15 Fixed 6.25000000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AU5 340000.00000000 PA USD 303683.43000000 0.025260041759 Long DBT CORP US N 2 2026-11-15 Fixed 2.26800000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCT6 1220000.00000000 PA USD 1176921.36000000 0.097894978008 Long DBT CORP US N 2 2028-10-15 Fixed 4.15000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGT1 990000.00000000 PA USD 785510.90000000 0.065337901829 Long DBT CORP US N 2 2046-06-14 Fixed 4.40000000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FQ6 2110000.00000000 PA USD 1669241.89000000 0.138845638856 Long DBT CORP US N 2 2036-04-06 Fixed 2.89100000 N N N N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 Applied Materials Inc 038222AN5 2100000.00000000 PA USD 1732198.94000000 0.144082334556 Long DBT CORP US N 2 2030-06-01 Fixed 1.75000000 N N N N N N EQT CORP 4NT01YGM4X7ZX86ISY52 EQT Corp 26884LAG4 5000000.00000000 PA USD 5236557.35000000 0.435570875031 Long DBT CORP US N 2 2030-02-01 Variable 7.00000000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582BF8 1500000.00000000 PA USD 1302364.43000000 0.108329189669 Long DBT CORP NL N 2 2045-05-11 Fixed 4.37500000 N N N N N N KKR GROUP FINANCE CO III N/A KKR Group Finance Co III LLC 48250AAA1 500000.00000000 PA USD 433413.28000000 0.036050822897 Long DBT CORP US N 2 2044-06-01 Fixed 5.12500000 N N N N N N BP CAP MARKETS AMERICA 5493009NTB34VXE1T760 BP Capital Markets America Inc 10373QBS8 7600000.00000000 PA USD 4994248.80000000 0.415415925874 Long DBT CORP US N 2 2052-03-17 Fixed 3.00100000 N N N N N N PERTAMINA PERSERO PT 254900NDAKGNZ2IBBL45 Pertamina Persero PT 69369EAF6 4500000.00000000 PA USD 4175879.58000000 0.347344906418 Long DBT CORP ID N 2 2043-05-20 Fixed 5.62500000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 225401AP3 12760000.00000000 PA USD 11498451.98000000 0.956428136978 Long DBT CORP CH N 2 2031-04-01 Fixed 4.19400000 N N N N N N ABBOTT LABORATORIES HQD377W2YR662HK5JX27 Abbott Laboratories 002824BH2 6130000.00000000 PA USD 5979922.95000000 0.497403178818 Long DBT CORP US N 2 2046-11-30 Fixed 4.90000000 N N N N N N Bluemountain CLO Ltd 5493009UJ1T6R11V4458 BlueMountain CLO 2015-3 Ltd 09628JAL5 2886184.23000000 PA USD 2878897.25000000 0.239463393694 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.58775000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDL3 130000.00000000 PA USD 110337.51000000 0.009177748388 Long DBT CORP US N 2 2048-06-15 Fixed 4.25000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PDU3 780000.00000000 PA USD 606192.65000000 0.050422414069 Long DBT CORP US N 2 2049-08-15 Fixed 3.70000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96949LAD7 1870000.00000000 PA USD 1761230.05000000 0.146497109214 Long DBT CORP US N 2 2027-06-15 Fixed 3.75000000 N N N N N N Bluemountain CLO Ltd 5493001GLQHON6UV2U40 BlueMountain CLO XXVIII Ltd 09630PAA1 9440000.00000000 PA USD 9371802.50000000 0.779535855852 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.82957000 N N N N N N COTERRA ENERGY INC FCNMH6O7VWU7LHXMK351 Coterra Energy Inc 127097AG8 1740000.00000000 PA USD 1655391.87000000 0.137693609970 Long DBT CORP US N 2 2027-05-15 Fixed 3.90000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAG8 550000.00000000 PA USD 537664.64000000 0.044722332262 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3F8 3860000.00000000 PA USD 3810816.50000000 0.316979375293 Long DBT CORP US N 2 2034-07-25 Fixed 5.55700000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ACB9 540000.00000000 PA USD 445257.69000000 0.037036027428 Long DBT CORP US N 2 2031-02-15 Fixed 2.55000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023DE2 4430000.00000000 PA USD 4345204.22000000 0.361429137083 Long DBT CORP US N 2 2024-02-04 Fixed 1.43300000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVS0 1740000.00000000 PA USD 1564495.86000000 0.130132983404 Long DBT CORP US N 2 2045-10-21 Fixed 4.75000000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BR5 1220000.00000000 PA USD 1210426.55000000 0.100681901544 Long DBT CORP US N 2 2029-06-12 Fixed 5.58200000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967EW7 2190000.00000000 PA USD 2728372.93000000 0.226942952230 Long DBT CORP US N 2 2039-07-15 Fixed 8.12500000 N N N N N N CELULOSA ARAUCO CONSTITU 549300QEKV8G0AMNQD28 Celulosa Arauco y Constitucion SA 151191BG7 7500000.00000000 PA USD 6256632.00000000 0.520419522378 Long DBT CORP CL N 2 2049-04-30 Fixed 5.50000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 Israel Government International Bond 46513YJJ8 7060000.00000000 PA USD 5747623.66000000 0.478080788505 Long DBT NUSS IL N 2 2048-01-17 Fixed 4.12500000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AA5 400000.00000000 PA USD 324132.00000000 0.026960930517 Long DBT CORP US N 2 2050-02-01 Variable 5.25000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AB3 1380000.00000000 PA USD 1322865.93000000 0.110034481085 Long DBT CORP US N 2 2025-02-01 Variable 3.10000000 N N N N N N Benefit Street Partners CLO Lt 5493002BNZCV0YE1MG83 Benefit Street Partners CLO IV Ltd 08180FBG5 1000000.00000000 PA USD 998689.02000000 0.083069815004 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.76775000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABN4 780000.00000000 PA USD 524167.35000000 0.043599643056 Long DBT CORP US N 2 2051-02-15 Fixed 3.30000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAP6 1280000.00000000 PA USD 1220990.66000000 0.101560612180 Long DBT CORP US N 2 2028-03-01 Fixed 4.30000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BD4 2700000.00000000 PA USD 2460303.34000000 0.204645229111 Long DBT CORP US N 2 2046-03-01 Fixed 4.75000000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 Brazilian Government International Bond 105756BW9 3610000.00000000 PA USD 2819039.79000000 0.234484518360 Long DBT NUSS BR N 2 2045-01-27 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VDY7 370000.00000000 PA USD 356574.95000000 0.029659498140 Long DBT CORP US N 2 2027-03-16 Fixed 4.12500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBX6 9410000.00000000 PA USD 8487382.91000000 0.705970841862 Long DBT CORP US N 2 2029-11-21 Fixed 3.20000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VBG8 100000.00000000 PA USD 77724.59000000 0.006465042854 Long DBT CORP US N 2 2042-11-01 Fixed 3.85000000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 US Bancorp 91159HJM3 770000.00000000 PA USD 768640.97000000 0.063934680270 Long DBT CORP US N 2 2029-06-12 Fixed 5.77500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810SA7 1020000.00000000 PA USD 809824.22000000 0.067360256090 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAL4 290000.00000000 PA USD 249968.64000000 0.020792106717 Long DBT CORP US N 2 2047-03-01 Fixed 5.20000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBL6 840000.00000000 PA USD 656032.66000000 0.054568049324 Long DBT CORP US N 2 2032-02-04 Fixed 2.45000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAB9 2500000.00000000 PA USD 2470128.73000000 0.205462493859 Long DBT CORP FR N 2 2024-07-21 Fixed 5.15000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 04650NAB0 480000.00000000 PA USD 447795.35000000 0.037247107096 Long DBT CORP US N 2 2040-09-01 Fixed 5.35000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCC3 1480000.00000000 PA USD 1187457.04000000 0.098771323869 Long DBT CORP US N 2 2047-11-01 Fixed 3.96900000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US TREASURY LONG BOND 000000000 1524.00000000 NC USD 3275796.27000000 0.272477002042 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2023-12-19 182175953.73000000 USD 3275796.27000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFF6 150000.00000000 PA USD 139512.63000000 0.011604501634 Long DBT CORP US N 2 2027-03-22 Fixed 3.00000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCZ2 1010000.00000000 PA USD 737854.00000000 0.061373855177 Long DBT CORP US N 2 2050-02-01 Fixed 3.45000000 N N N N N N Zais CLO 13, Limited 549300GODB02F7ODZK39 Zais Clo 13 Ltd 98876NAA2 510000.00000000 PA USD 509115.07000000 0.042347611552 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 7.05957000 N N N N N N THE VANGUARD GROUP INC N/A THE VANGUARD GROUP INC 000000000 8550000.00000000 PA USD 5135430.11000000 0.427159226410 Long DBT CORP US N 2 2050-08-22 Fixed 3.05000000 N N N N N N CIFC Funding Ltd 549300X1SKS4LNS5LQ62 CIFC Funding 2017-I Ltd 12551AAL9 1491846.84000000 PA USD 1489786.90000000 0.123918777218 Long ABS-CBDO CORP KY N 2 2029-04-23 Floating 6.60513000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MAN3 750000.00000000 PA USD 626088.20000000 0.052077303253 Long DBT CORP US N 2 2042-05-15 Fixed 4.75000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGK4 210000.00000000 PA USD 156049.56000000 0.012980024633 Long DBT CORP US N 2 2041-03-22 Fixed 3.40000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280BB4 2390000.00000000 PA USD 2277026.64000000 0.189400481989 Long DBT CORP GB N 2 2026-05-25 Fixed 3.90000000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 Becton Dickinson & Co 075887BG3 357000.00000000 PA USD 316587.11000000 0.026333355162 Long DBT CORP US N 2 2044-12-15 Fixed 4.68500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CFV8 4278000.00000000 PA USD 4276830.22000000 0.355741865653 Long DBT UST US N 2 2032-11-15 Fixed 4.12500000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 Credit Agricole SA/London 22535WAG2 3000000.00000000 PA USD 2794185.75000000 0.232417187625 Long DBT CORP FR N 2 2026-06-16 Fixed 1.90700000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VER1 518000.00000000 PA USD 496317.43000000 0.041283118436 Long DBT CORP US N 2 2028-09-21 Fixed 4.32900000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBR3 2450000.00000000 PA USD 2039370.20000000 0.169632490041 Long DBT CORP US N 2 2078-02-15 Fixed 5.37500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967KA8 3840000.00000000 PA USD 3672729.91000000 0.305493490041 Long DBT CORP US N 2 2027-09-29 Fixed 4.45000000 N N N N N N BNY MELLON CASH RESERVE EOD FUND N/A BNY MELLON CASH RESERVE EOD FUND 000000000 4670766.90000000 NS USD 4670766.90000000 0.388509069933 Long STIV CORP US N 2 N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135CH7 8260000.00000000 PA USD 7603748.95000000 0.632471175680 Long DBT CORP US N 2 2032-04-13 Fixed 3.60000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05565AAR4 6490000.00000000 PA USD 6254162.94000000 0.520214148779 Long DBT CORP FR N 2 2026-05-12 Fixed 4.37500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 61747YEY7 16200000.00000000 PA USD 16980672.33000000 1.412432980497 Long DBT CORP US N 2 2033-10-18 Fixed 6.34200000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CD5 1960000.00000000 PA USD 1763231.25000000 0.146663566750 Long DBT CORP US N 2 2029-03-01 Fixed 3.20000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 Western Midstream Operating LP 958667AC1 2680000.00000000 PA USD 2393375.61000000 0.199078256772 Long DBT CORP US N 2 2030-02-01 Variable 4.05000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAV1 640000.00000000 PA USD 551812.11000000 0.045899102700 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BR2 2190000.00000000 PA USD 1718725.03000000 0.142961590071 Long DBT CORP US N 2 2032-02-03 Fixed 2.15000000 N N N N N N OFFICE CHERIFIEN DES PHO 213800D26TAPVTCVWG40 OCP SA 67091TAC9 720000.00000000 PA USD 699177.60000000 0.058156796284 Long DBT CORP MA N 2 2025-10-22 Fixed 4.50000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAP6 200000.00000000 PA USD 199910.59000000 0.016628335143 Long DBT CORP DK N 2 2023-09-12 Fixed 3.87500000 N N N N N N FREEPORT-MCMORAN INC 549300IRDTHJQ1PVET45 Freeport-McMoRan Inc 35671DBC8 5540000.00000000 PA USD 4977380.31000000 0.414012824091 Long DBT CORP US N 2 2043-03-15 Fixed 5.45000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CK8 17000000.00000000 PA USD 13469063.79000000 1.120341382467 Long DBT CORP US N 2 2053-04-01 Fixed 5.25000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GYC2 420000.00000000 PA USD 303078.81000000 0.025209750156 Long DBT CORP US N 2 2042-04-22 Fixed 3.21000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CL7 3360000.00000000 PA USD 2320113.60000000 0.192984406238 Long DBT CORP US N 2 2047-02-15 Fixed 4.10000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VCQ5 2950000.00000000 PA USD 2674116.56000000 0.222429969181 Long DBT CORP US N 2 2034-11-01 Fixed 4.40000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AU3 1000000.00000000 PA USD 965455.16000000 0.080305460389 Long DBT CORP GB N 2 2025-08-18 Fixed 4.25000000 N N N N N N ANHEUSER-BUSCH CO/INBEV N/A Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 03522AAG5 1640000.00000000 PA USD 1585181.03000000 0.131853552281 Long DBT CORP US N 2 2026-02-01 Fixed 3.65000000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AR8 1540000.00000000 PA USD 1249111.02000000 0.103899631690 Long DBT CORP US N 2 2031-01-15 Fixed 2.15000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YCX5 150000.00000000 PA USD 146148.54000000 0.012156469068 Long DBT CORP US N 2 2025-03-15 Fixed 3.80000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DE2 200000.00000000 PA USD 221703.40000000 0.018441036253 Long DBT CORP US N 2 2031-09-15 Fixed 7.87500000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGJ7 1370000.00000000 PA USD 1128557.73000000 0.093872146359 Long DBT CORP US N 2 2031-03-21 Fixed 2.55000000 N N N N N N DEVON ENERGY CORPORATION 54930042348RKR3ZPN35 Devon Energy Corp 25179MBF9 350000.00000000 PA USD 327718.58000000 0.027259258156 Long DBT CORP US N 2 2030-01-15 Fixed 4.50000000 N N N N N N MARS INC 54930073HKEO6GZBSS03 Mars Inc 571676AB1 2000000.00000000 PA USD 1805984.58000000 0.150219740036 Long DBT CORP US N 2 2030-04-01 Fixed 3.20000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967NU1 14500000.00000000 PA USD 13789878.89000000 1.147026417021 Long DBT CORP US N 2 2033-05-24 Fixed 4.91000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 TSMC Arizona Corp 872898AA9 700000.00000000 PA USD 630929.59000000 0.052480004558 Long DBT CORP US N 2 2026-10-25 Fixed 1.75000000 N N N N N N BARRICK NA FINANCE LLC N/A Barrick North America Finance LLC 06849RAK8 1000000.00000000 PA USD 1001726.57000000 0.083322474953 Long DBT CORP US N 2 2043-05-01 Fixed 5.75000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AT0 4100000.00000000 PA USD 3779785.41000000 0.314398244576 Long DBT CORP US N 2 2032-05-15 Fixed 4.10000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CX6 438000.00000000 PA USD 420910.34000000 0.035010842591 Long DBT CORP US N 2 2028-03-25 Fixed 4.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 912810TL2 10000.00000000 PA USD 9651.95000000 0.000802838205 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N NORTHROP GRUMMAN CORP RIMU48P07456QXSO0R61 Northrop Grumman Corp 666807BP6 4750000.00000000 PA USD 3912902.99000000 0.325470813237 Long DBT CORP US N 2 2047-10-15 Fixed 4.03000000 N N N N N N CAMERON LNG LLC 549300C39FLHGVD73K22 Cameron LNG LLC 133434AA8 3470000.00000000 PA USD 2970515.57000000 0.247084101183 Long DBT CORP US N 2 2031-07-15 Fixed 2.90200000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBC6 125000.00000000 PA USD 122299.16000000 0.010172704808 Long DBT CORP US N 2 2026-02-14 Fixed 4.40000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAV8 570000.00000000 PA USD 538666.12000000 0.044805634228 Long DBT CORP US N 2 2029-07-23 Fixed 4.20300000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBU6 320000.00000000 PA USD 281431.72000000 0.023409169870 Long DBT CORP US N 2 2049-02-01 Fixed 4.80000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NBZ3 140000.00000000 PA USD 112435.99000000 0.009352297564 Long DBT CORP US N 2 2047-08-15 Fixed 4.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBE2 1830000.00000000 PA USD 1459813.38000000 0.121425613969 Long DBT CORP US N 2 2052-03-15 Fixed 5.14100000 N N N N N N PIONEER NATURAL RESOURCE FY8JBF7CCL2VE4F1B628 Pioneer Natural Resources Co 723787AT4 520000.00000000 PA USD 471705.01000000 0.039235885378 Long DBT CORP US N 2 2026-01-15 Fixed 1.12500000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAH2 5000000.00000000 PA USD 4771521.45000000 0.396889718625 Long DBT CORP ID N 2 2049-01-25 Fixed 6.25000000 N N N N N N L3HARRIS TECH INC 549300UTE50ZMDBG8A20 L3Harris Technologies Inc 413875AT2 950000.00000000 PA USD 879907.08000000 0.073189668548 Long DBT CORP US N 2 2045-04-27 Fixed 5.05400000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875PAT8 5580000.00000000 PA USD 5284265.91000000 0.439539218704 Long DBT CORP US N 2 2050-04-15 Fixed 4.95000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEA6 4620000.00000000 PA USD 3047638.86000000 0.253499128588 Long DBT CORP US N 2 2060-05-15 Fixed 3.12500000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAX3 690000.00000000 PA USD 560993.96000000 0.046662838524 Long DBT CORP IE N 2 2032-01-30 Fixed 3.30000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650DL1 5590000.00000000 PA USD 4421305.69000000 0.367759170665 Long DBT CORP US N 2 2050-04-01 Fixed 4.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 902613AA6 4040000.00000000 PA USD 3465835.93000000 0.288284284473 Long DBT CORP CH N 2 2030-08-13 Fixed 3.12600000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M Co 88579YBK6 4650000.00000000 PA USD 3227751.74000000 0.268480712767 Long DBT CORP US N 2 2049-08-26 Fixed 3.25000000 N N N N N N GENERAL DYNAMICS CORP 9C1X8XOOTYY2FNYTVH06 General Dynamics Corp 369550BH0 80000.00000000 PA USD 71330.07000000 0.005933153965 Long DBT CORP US N 2 2040-04-01 Fixed 4.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DF9 200000.00000000 PA USD 204714.00000000 0.017027877315 Long DBT CORP US N 2 2036-09-15 Fixed 6.45000000 N N N N N N SANTANDER UK GROUP HLDGS 549300F5XIFGNNW4CF72 Santander UK Group Holdings PLC 80281LAB1 919000.00000000 PA USD 729813.15000000 0.060705026434 Long DBT CORP GB N 2 2045-09-15 Fixed 5.62500000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJB6 600000.00000000 PA USD 499412.90000000 0.041540596104 Long DBT CORP US N 2 2031-04-29 Fixed 2.59200000 N N N N N N LOCKHEED MARTIN CORP DPRBOZP0K5RM2YE8UU08 Lockheed Martin Corp 539830BR9 2380000.00000000 PA USD 2214703.88000000 0.184216545809 Long DBT CORP US N 2 2032-06-15 Fixed 3.90000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 Whitebox Clo II Ltd 96466CAL2 1750000.00000000 PA USD 1735329.87000000 0.144342761746 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 6.82718000 N N N N N N VOYA FINANCIAL INC 549300T065Z4KJ686G75 Voya Financial Inc 45685EAJ5 1440000.00000000 PA USD 1329987.02000000 0.110626805239 Long DBT CORP US N 2 2043-07-15 Fixed 5.70000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBK1 170000.00000000 PA USD 159969.93000000 0.013306116544 Long DBT CORP US N 2 2026-04-22 Fixed 2.08300000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CE2 290000.00000000 PA USD 189775.98000000 0.015785349828 Long DBT CORP US N 2 2042-03-01 Fixed 3.50000000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BT8 1350000.00000000 PA USD 1250582.96000000 0.104022065983 Long DBT CORP US N 2 2029-03-23 Fixed 3.70000000 N N N N N N Owl Rock CLO Ltd N/A Owl Rock CLO III Ltd 691204AA9 2000000.00000000 PA USD 1997527.17000000 0.166152034472 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 7.38775000 N N N N N N Goldentree Loan Opportunities 549300IOBSI2NBFBJX90 GoldenTree Loan Opportunities IX Ltd 38123HAN4 608529.75000000 PA USD 609184.40000000 0.050671264425 Long ABS-CBDO CORP KY N 2 2029-10-29 Floating 6.74073000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BJ4 500000.00000000 PA USD 431884.12000000 0.035923629111 Long DBT CORP US N 2 2047-08-22 Fixed 4.05000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CJ1 540000.00000000 PA USD 475819.61000000 0.039578133119 Long DBT CORP US N 2 2033-04-01 Fixed 4.40000000 N N N N N N FIRSTENERGY CORP 549300SVYJS666PQJH88 FirstEnergy Corp 337932AJ6 13220000.00000000 PA USD 11516449.65000000 0.957925162666 Long DBT CORP US N 2 2047-07-15 Variable 5.10000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 MetLife Inc 59156RBN7 500000.00000000 PA USD 409225.97000000 0.034038950005 Long DBT CORP US N 2 2045-03-01 Fixed 4.05000000 N N N N N N GENERAL MOTORS CO 54930070NSV60J38I987 General Motors Co 37045VAJ9 1000000.00000000 PA USD 827211.14000000 0.068806480289 Long DBT CORP US N 2 2045-04-01 Fixed 5.20000000 N N N N N N Dryden Senior Loan Fund 254900JFO9XUH2EREJ70 Dryden 75 CLO Ltd 26252JAS7 2390000.00000000 PA USD 2363421.78000000 0.196586731315 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.60957000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 CVS Health Corp 126650CN8 4030000.00000000 PA USD 3592340.19000000 0.298806764709 Long DBT CORP US N 2 2045-07-20 Fixed 5.12500000 N N N N N N TARGA RESOURCES CORP 5493003QENHHS261UR94 Targa Resources Corp 87612KAA0 1770000.00000000 PA USD 1753204.61000000 0.145829562257 Long DBT CORP US N 2 2027-07-01 Fixed 5.20000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAV7 1450000.00000000 PA USD 1305458.37000000 0.108586540074 Long DBT CORP IE N 2 2026-10-29 Fixed 2.45000000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AV2 270000.00000000 PA USD 248491.98000000 0.020669279821 Long DBT CORP US N 2 2030-06-01 Fixed 3.50000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CP1 2767000.00000000 PA USD 2564414.59000000 0.213305084286 Long DBT CORP US N 2 2029-07-26 Fixed 3.40000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GFU8 1010000.00000000 PA USD 982385.94000000 0.081713743382 Long DBT CORP US N 2 2026-03-03 Fixed 4.45000000 N N N N N N Hildene Community Funding CLO 549300845E8YWIPN4S43 Hildene Community Funding CDO Ltd 43133KAC9 1405624.42000000 PA USD 1154023.07000000 0.095990324331 Long ABS-CBDO CORP KY N 2 2035-11-01 Fixed 2.60000000 N N N N N N APPLE INC HWUPKR0MPOU8FGXBT394 Apple Inc 037833EQ9 3864000.00000000 PA USD 3277019.03000000 0.272578709826 Long DBT CORP US N 2 2052-08-08 Fixed 3.95000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264AAX3 270000.00000000 PA USD 232233.57000000 0.019316923798 Long DBT CORP US N 2 2040-04-15 Fixed 4.37500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 74977RDP6 2110000.00000000 PA USD 1819461.40000000 0.151340726571 Long DBT CORP NL N 2 2033-04-06 Fixed 3.75800000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAN5 950000.00000000 PA USD 828015.63000000 0.068873396850 Long DBT CORP KY N 2 2027-03-08 Variable 2.80000000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PBN5 1280000.00000000 PA USD 867397.77000000 0.072149158393 Long DBT CORP US N 2 2051-04-22 Fixed 3.10900000 N N N N N N BROADCOM INC 549300WV6GIDOZJTV909 Broadcom Inc 11135FBV2 959000.01000000 PA USD 864534.27000000 0.071910975725 Long DBT CORP US N 2 2037-05-15 Fixed 4.92600000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAF2 1320000.00000000 PA USD 1277225.27000000 0.106238142978 Long DBT CORP KY N 2 2025-08-08 Variable 5.37500000 N N N N N N CONTINENTAL RESOURCES XXRTID9RYWOZ0UPIVR53 Continental Resources Inc/OK 212015AS0 1680000.00000000 PA USD 1582808.74000000 0.131656227901 Long DBT CORP US N 2 2028-01-15 Fixed 4.37500000 N N N N N N SHELL INTERNATIONAL FIN 213800ITMMKU4Z7I4F78 Shell International Finance BV 822582CH3 1000000.00000000 PA USD 710441.09000000 0.059093680551 Long DBT CORP NL N 2 2050-04-06 Fixed 3.25000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBD4 44000.00000000 PA USD 42650.63000000 0.003547630816 Long DBT CORP US N 2 2029-02-14 Fixed 4.80000000 N N N N N N TARGA RESOURCES PARTNERS N/A Targa Resources Partners LP / Targa Resources Partners Finance Corp 87612BBS0 1800000.00000000 PA USD 1655098.65000000 0.137669220264 Long DBT CORP US N 2 2031-02-01 Fixed 4.87500000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BF3 7580000.00000000 PA USD 6139995.26000000 0.510717811214 Long DBT CORP US N 2 2047-05-15 Fixed 4.27000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XCC7 5490000.00000000 PA USD 5004562.73000000 0.416273826822 Long DBT CORP US N 2 2026-03-25 Fixed 1.65000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGE4 1590000.00000000 PA USD 1316660.22000000 0.109518297196 Long DBT CORP US N 2 2044-11-04 Fixed 4.65000000 N N N N N N OTIS WORLDWIDE CORP 549300ZLBKR8VSU25153 Otis Worldwide Corp 68902VAH0 250000.00000000 PA USD 237026.22000000 0.019715570965 Long DBT CORP US N 2 2025-04-05 Fixed 2.05600000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBV4 450000.00000000 PA USD 403467.94000000 0.033560003629 Long DBT CORP US N 2 2029-07-31 Fixed 3.12500000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BE1 2470000.00000000 PA USD 2195787.02000000 0.182643062943 Long DBT CORP US N 2 2044-10-01 Fixed 4.95000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636AAV3 2000000.00000000 PA USD 1917270.74000000 0.159476396051 Long DBT CORP DK N 2 2025-12-20 Fixed 3.24400000 N N N N N N COSTCO WHOLESALE CORP 29DX7H14B9S6O3FD6V18 Costco Wholesale Corp 22160KAQ8 1250000.00000000 PA USD 995054.91000000 0.082767533874 Long DBT CORP US N 2 2032-04-20 Fixed 1.75000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 Colombia Government International Bond 195325CU7 38670000.00000000 PA USD 27268366.67000000 2.268151676242 Long DBT NUSS CO N 2 2045-06-15 Fixed 5.00000000 N N N N N N TELEFONICA EMISIONES SAU 549300Y5MFC4SW5Z3K71 Telefonica Emisiones SA 87938WAU7 1150000.00000000 PA USD 964457.62000000 0.080222486148 Long DBT CORP ES N 2 2047-03-08 Fixed 5.21300000 N N N N N N COCA-COLA CO/THE UWJKFUJFZ02DKWI3RY53 Coca-Cola Co/The 191216CW8 130000.00000000 PA USD 94095.51000000 0.007826757330 Long DBT CORP US N 2 2040-06-01 Fixed 2.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CH6 1500000.00000000 PA USD 1407515.37000000 0.117075525074 Long DBT CORP US N 2 2026-04-15 Fixed 3.40000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVM3 340000.00000000 PA USD 336701.61000000 0.028006456358 Long DBT CORP US N 2 2024-03-03 Fixed 4.00000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BS2 2910000.00000000 PA USD 2241377.22000000 0.186435203844 Long DBT CORP US N 2 2049-07-01 Fixed 5.12500000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 Whitebox Clo I Ltd 96467FAJ9 1860000.00000000 PA USD 1848984.78000000 0.153796447688 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 6.73718000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912797HA8 9560000.00000000 PA USD 9505394.43000000 0.790647880405 Long DBT UST US N 2 2023-10-10 None 0.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKJ0 620000.00000000 PA USD 408404.34000000 0.033970607758 Long DBT CORP US N 2 2053-09-15 Fixed 3.50000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CR4 200000.00000000 PA USD 182936.00000000 0.015216408084 Long DBT CORP US N 2 2026-08-15 Fixed 3.20000000 N N N N N N KINDER MORGAN INC 549300WR7IX8XE0TBO16 Kinder Morgan Inc 49456BAH4 200000.00000000 PA USD 180918.10000000 0.015048561461 Long DBT CORP US N 2 2045-06-01 Fixed 5.55000000 N N N N N N VALE OVERSEAS LIMITED 254900BA3U6G5DNV5V04 Vale Overseas Ltd 91911TAH6 2639000.00000000 PA USD 2753601.21000000 0.229041411821 Long DBT CORP KY N 2 2036-11-21 Fixed 6.87500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBZ5 2380000.00000000 PA USD 1757634.64000000 0.146198047106 Long DBT CORP US N 2 2060-01-31 Fixed 3.95000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 KazMunayGas National Co JSC 48667QAP0 12290000.00000000 PA USD 9918054.58000000 0.824972481591 Long DBT CORP KZ N 2 2047-04-19 Fixed 5.75000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 96949LAC9 1470000.00000000 PA USD 1296684.38000000 0.107856729581 Long DBT CORP US N 2 2045-09-15 Fixed 5.10000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGB4 5400000.00000000 PA USD 3787755.05000000 0.315061150153 Long DBT CORP US N 2 2051-03-22 Fixed 3.55000000 N N N N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 CDS CDX.NA.IG.40.V1 000000000 1.00000000 NC USD 21605004.25000000 1.797079641692 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.NA.IG.40.V1 Y Default Event 2028-06-20 8706906.20000000 USD 0.00000000 USD 1233231000.00000000 USD 12898098.05000000 N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VGP3 3000000.00000000 PA USD 2250580.89000000 0.187200754630 Long DBT CORP US N 2 2052-03-01 Fixed 3.87500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FL7 1680000.00000000 PA USD 1225317.88000000 0.101920545410 Long DBT CORP US N 2 2070-02-05 Fixed 3.75000000 N N N N N N ABN AMRO BANK NV BFXS5XCH7N0Y05NIXW11 ABN AMRO Bank NV 00080QAF2 1850000.00000000 PA USD 1798869.70000000 0.149627932423 Long DBT CORP NL N 2 2025-07-28 Fixed 4.75000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 Morgan Stanley 6174468L6 3710000.00000000 PA USD 3124554.32000000 0.259896868931 Long DBT CORP US N 2 2031-01-22 Fixed 2.69900000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RJX1 1680000.00000000 PA USD 1504913.91000000 0.125177024677 Long DBT CORP US N 2 2027-06-01 Fixed 2.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BFP0 590000.00000000 PA USD 543862.01000000 0.045237822439 Long DBT CORP US N 2 2043-11-02 Fixed 5.37500000 N N N N N N UNION PACIFIC CORP 549300LMMRSZZCZ8CL11 Union Pacific Corp 907818FG8 2930000.00000000 PA USD 2250148.47000000 0.187164786427 Long DBT CORP US N 2 2060-03-20 Fixed 3.83900000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023BJ3 500000.00000000 PA USD 475595.23000000 0.039559469446 Long DBT CORP US N 2 2025-03-01 Fixed 2.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568QAD9 8000000.00000000 PA USD 6822042.80000000 0.567449748621 Long DBT CORP ID N 2 2047-05-15 Fixed 5.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 Petroleos Mexicanos 71654QCC4 1307000.00000000 PA USD 809952.34000000 0.067370912965 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AH0 4920000.00000000 PA USD 4649362.90000000 0.386728709596 Long DBT CORP US N 2 2025-06-25 Fixed 2.90000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAM1 6270000.00000000 PA USD 5482409.69000000 0.456020592604 Long DBT CORP US N 2 2042-11-06 Fixed 4.40000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMM1 420000.00000000 PA USD 320632.66000000 0.026669859402 Long DBT CORP US N 2 2033-12-01 Fixed 2.55000000 N N N N N N BRISTOL-MYERS SQUIBB CO HLYYNH7UQUORYSJQCN42 Bristol-Myers Squibb Co 110122CR7 2000000.00000000 PA USD 1691797.80000000 0.140721813754 Long DBT CORP US N 2 2049-10-26 Fixed 4.25000000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBK3 490000.00000000 PA USD 474725.81000000 0.039487152081 Long DBT CORP US N 2 2027-05-09 Fixed 4.35000000 N N N N N N HOME DEPOT INC QEKMOTMBBKA8I816DO57 Home Depot Inc/The 437076CT7 3520000.00000000 PA USD 3361013.60000000 0.279565282474 Long DBT CORP US N 2 2052-09-15 Fixed 4.95000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 Williams Cos Inc/The 969457BM1 280000.00000000 PA USD 328247.27000000 0.027303233988 Long DBT CORP US N 2 2032-03-15 Variable 8.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2Z5 13687000.00000000 PA USD 11591064.25000000 0.964131520095 Long DBT CORP US N 2 2053-04-25 Fixed 4.61100000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GGR4 500000.00000000 PA USD 465615.70000000 0.038729383509 Long DBT CORP US N 2 2028-07-21 Fixed 3.59300000 N N N N N N PNC FINANCIAL SERVICES CFGNEKW0P8842LEUIA51 PNC Financial Services Group Inc/The 693475BQ7 350000.00000000 PA USD 349804.19000000 0.029096314036 Long DBT CORP US N 2 2026-06-12 Fixed 5.81200000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKG6 3220000.00000000 PA USD 2754882.40000000 0.229147979746 Long DBT CORP US N 2 2028-02-01 Fixed 1.65000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023BU8 630000.00000000 PA USD 575802.91000000 0.047894630115 Long DBT CORP US N 2 2027-03-01 Fixed 2.80000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MS7 1820000.00000000 PA USD 1503860.01000000 0.125089362476 Long DBT CORP US N 2 2031-06-03 Fixed 2.57200000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 Lloyds Banking Group PLC 539439AR0 4200000.00000000 PA USD 3983379.04000000 0.331332930792 Long DBT CORP GB N 2 2028-03-22 Fixed 4.37500000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDH1 330000.00000000 PA USD 271658.32000000 0.022596229591 Long DBT CORP US N 2 2040-04-01 Fixed 3.75000000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 Suzano Austria GmbH 86964WAF9 3880000.00000000 PA USD 3850605.90000000 0.320289012258 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912797FT9 5100000.00000000 PA USD 5027796.70000000 0.418206401979 Long DBT UST US N 2 2023-12-07 None 0.00000000 N N N N N N GILEAD SCIENCES INC 549300WTZWR07K8MNV44 Gilead Sciences Inc 375558BF9 2210000.00000000 PA USD 2126809.94000000 0.176905628006 Long DBT CORP US N 2 2026-03-01 Fixed 3.65000000 N N N N N N BLACKSTONE HOLDINGS FINA 549300D2L6J4NC1QVZ22 Blackstone Holdings Finance Co LLC 09256BAG2 500000.00000000 PA USD 427178.42000000 0.035532214345 Long DBT CORP US N 2 2044-06-15 Fixed 5.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFR0 780000.00000000 PA USD 607518.61000000 0.050532705911 Long DBT CORP US N 2 2031-01-20 Fixed 1.75000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VBP4 420000.00000000 PA USD 360899.80000000 0.030019234236 Long DBT CORP US N 2 2047-12-01 Fixed 5.20000000 N N N N N N TENNESSEE GAS PIPELINE N/A Tennessee Gas Pipeline Co LLC 880451AZ2 2630000.00000000 PA USD 2253549.56000000 0.187447685219 Long DBT CORP US N 2 2030-03-01 Fixed 2.90000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CY9 1870000.00000000 PA USD 1840655.51000000 0.153103628498 Long DBT CORP US N 2 2030-05-01 Fixed 5.15000000 N N N N N N LAS VEGAS SANDS CORP 549300DUOO1KXOHPM605 Las Vegas Sands Corp 517834AG2 2000000.00000000 PA USD 1937585.46000000 0.161166151319 Long DBT CORP US N 2 2024-08-08 Fixed 3.20000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BFY1 400000.00000000 PA USD 383854.03000000 0.031928540939 Long DBT CORP US N 2 2026-06-03 Fixed 4.10000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 United States Treasury Note/Bond 91282CGM7 440000.00000000 PA USD 419100.00000000 0.034860260572 Long DBT UST US N 2 2033-02-15 Fixed 3.50000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RKH4 1550000.00000000 PA USD 1209896.09000000 0.100637778486 Long DBT CORP US N 2 2032-02-01 Fixed 2.25000000 N N N N N N BP CAPITAL MARKETS PLC 549300CRVT18MXX0AG93 BP Capital Markets PLC 05565QDH8 500000.00000000 PA USD 470713.51000000 0.039153413538 Long DBT CORP GB N 2 2028-11-28 Fixed 3.72300000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 Indonesia Government International Bond 455780CN4 7210000.00000000 PA USD 5526220.94000000 0.459664762471 Long DBT NUSS ID N 2 2049-10-30 Fixed 3.70000000 N N N N N N ANGLO AMERICAN CAPITAL TINT358G1SSHR3L3PW36 Anglo American Capital PLC 034863AS9 280000.00000000 PA USD 273593.91000000 0.022757229763 Long DBT CORP GB N 2 2024-09-11 Fixed 3.62500000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 Barclays PLC 06738EBD6 1000000.00000000 PA USD 950861.16000000 0.079091548094 Long DBT CORP GB N 2 2029-05-16 Fixed 4.97200000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 US 5 YEAR TREASURY NOTE 000000000 -401.00000000 NC USD -292954.55000000 -0.02436762574 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2023-12-29 -42582719.33000000 USD -292954.55000000 N N N BARRICK NA FINANCE LLC N/A Barrick North America Finance LLC 06849RAG7 6750000.00000000 PA USD 6715611.11000000 0.558596881891 Long DBT CORP US N 2 2041-05-30 Fixed 5.70000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GJD2 4040000.00000000 PA USD 3719776.79000000 0.309406795925 Long DBT CORP US N 2 2026-06-19 Fixed 1.31900000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 Danske Bank A/S 23636ABC4 2880000.00000000 PA USD 2711736.98000000 0.225559192860 Long DBT CORP DK N 2 2028-04-01 Fixed 4.29800000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 09659W2L7 1080000.00000000 PA USD 1009528.97000000 0.083971469697 Long DBT CORP FR N 2 2026-06-09 Fixed 2.21900000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZU5 1500000.00000000 PA USD 1454279.25000000 0.120965291340 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 MPLX LP 55336VAK6 550000.00000000 PA USD 526842.70000000 0.043822175621 Long DBT CORP US N 2 2027-03-01 Fixed 4.12500000 N N N N N N ENTERPRISE PRODUCTS OPER 5493004LGN656HWLDA30 Enterprise Products Operating LLC 29379VBW2 110000.00000000 PA USD 87996.26000000 0.007319428663 Long DBT CORP US N 2 2050-01-31 Fixed 4.20000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDL2 1580000.00000000 PA USD 1003318.75000000 0.083454910672 Long DBT CORP US N 2 2051-01-15 Fixed 2.80000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38141GVR2 1330000.00000000 PA USD 1291165.05000000 0.107397637999 Long DBT CORP US N 2 2025-10-21 Fixed 4.25000000 N N N N N N WORKDAY INC 549300J0DYC0N31V7G13 Workday Inc 98138HAH4 3697000.00000000 PA USD 3418574.35000000 0.284353120087 Long DBT CORP US N 2 2029-04-01 Fixed 3.70000000 N N N N N N T-MOBILE USA INC 549300V2JRLO5DIFGE82 T-Mobile USA Inc 87264ABX2 2820000.00000000 PA USD 2243290.29000000 0.186594330828 Long DBT CORP US N 2 2031-11-15 Fixed 2.25000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 Carrier Global Corp 14448CAL8 110000.00000000 PA USD 92413.34000000 0.007686836346 Long DBT CORP US N 2 2031-02-15 Fixed 2.70000000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 Cigna Group/The 125523AG5 280000.00000000 PA USD 272951.50000000 0.022703794831 Long DBT CORP US N 2 2025-11-15 Fixed 4.12500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RBK7 352000.00000000 PA USD 278422.12000000 0.023158834770 Long DBT CORP US N 2 2045-06-15 Fixed 4.35000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BA1 400000.00000000 PA USD 368198.88000000 0.030626363396 Long DBT CORP US N 2 2045-10-23 Fixed 6.48400000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAW5 1130000.00000000 PA USD 980099.33000000 0.081523545767 Long DBT CORP IE N 2 2028-10-29 Fixed 3.00000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBG6 2720000.00000000 PA USD 2359631.14000000 0.196271430198 Long DBT CORP US N 2 2050-03-19 Fixed 4.32700000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2N2 10000.00000000 PA USD 9409.42000000 0.000782664836 Long DBT CORP US N 2 2026-04-30 Fixed 2.18800000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 Cigna Group/The 125523AJ9 1680000.00000000 PA USD 1549945.39000000 0.128922691885 Long DBT CORP US N 2 2038-08-15 Fixed 4.80000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BM5 4580000.00000000 PA USD 3882034.47000000 0.322903204908 Long DBT CORP US N 2 2038-04-01 Fixed 5.37500000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DC6 2640000.00000000 PA USD 2620305.60000000 0.217954034828 Long DBT CORP US N 2 2026-03-15 Fixed 5.55000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 94974BGQ7 3780000.00000000 PA USD 3248209.68000000 0.270182380911 Long DBT CORP US N 2 2045-11-17 Fixed 4.90000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBB8 410000.00000000 PA USD 377218.92000000 0.031376640048 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N CIGNA GROUP/THE 549300VIWYMSIGT1U456 Cigna Group/The 125523CK4 8900000.00000000 PA USD 6225904.67000000 0.517863658072 Long DBT CORP US N 2 2050-03-15 Fixed 3.40000000 N N N N N N CARLYLE HOLDINGS II FIN N/A Carlyle Holdings II Finance LLC 14310FAA0 400000.00000000 PA USD 348889.58000000 0.029020237819 Long DBT CORP US N 2 2043-03-30 Fixed 5.62500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175BR4 2000000.00000000 PA USD 1905607.84000000 0.158506289315 Long DBT CORP US N 2 2029-03-30 Fixed 5.05000000 N N N N N N DELTA AIR LINES/SKYMILES N/A Delta Air Lines Inc / SkyMiles IP Ltd 830867AB3 150000.00000000 PA USD 144126.37000000 0.011988267271 Long DBT CORP N/A N 2 2028-10-20 Fixed 4.75000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175CL6 500000.00000000 PA USD 393227.74000000 0.032708235459 Long DBT CORP US N 2 2063-04-01 Fixed 5.50000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AB7 2190000.00000000 PA USD 2074407.24000000 0.172546831115 Long DBT CORP JP N 2 2025-09-17 Fixed 3.52200000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EY5 150000.00000000 PA USD 123718.39000000 0.010290754743 Long DBT CORP US N 2 2030-05-28 Fixed 1.70000000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NDG3 280000.00000000 PA USD 255492.43000000 0.021251569277 Long DBT CORP US N 2 2030-04-01 Fixed 3.40000000 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 Elevance Health Inc 036752AB9 2990000.00000000 PA USD 2819646.33000000 0.234534969666 Long DBT CORP US N 2 2027-12-01 Fixed 3.65000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 29278NAR4 750000.00000000 PA USD 618062.04000000 0.051409696408 Long DBT CORP US N 2 2050-05-15 Fixed 5.00000000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 Time Warner Cable LLC 88732JBB3 50000.00000000 PA USD 41111.37000000 0.003419596923 Long DBT CORP US N 2 2041-09-01 Fixed 5.50000000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PEJ7 3240000.00000000 PA USD 3062047.60000000 0.254697631168 Long DBT CORP US N 2 2032-05-15 Fixed 4.20000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AZ7 120000.00000000 PA USD 116474.95000000 0.009688253655 Long DBT CORP US N 2 2035-10-23 Fixed 6.38400000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 Banco Santander SA 05964HAQ8 800000.00000000 PA USD 750864.34000000 0.062456040437 Long DBT CORP ES N 2 2028-03-24 Fixed 4.17500000 N N N N N N HALEON US CAPITAL LLC 549300N8C3A3L0UVQB07 Haleon US Capital LLC 36264FAK7 660000.00000000 PA USD 620883.55000000 0.051644386395 Long DBT CORP US N 2 2027-03-24 Fixed 3.37500000 N N N N N N PFIZER INC 765LHXWGK1KXCLTFYQ30 Pfizer Inc 717081EZ2 2270000.00000000 PA USD 1629123.95000000 0.135508674308 Long DBT CORP US N 2 2040-05-28 Fixed 2.55000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BE1 2270000.00000000 PA USD 2434844.09000000 0.202527557699 Long DBT NUSS UY N 2 2034-10-28 Fixed 5.75000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 Boeing Co/The 097023CV5 1500000.00000000 PA USD 1460288.87000000 0.121465164685 Long DBT CORP US N 2 2040-05-01 Fixed 5.70500000 N N N N N N CONSTELLATION BRANDS INC 5493005GKEG8QCVY7037 Constellation Brands Inc 21036PBM9 350000.00000000 PA USD 344718.05000000 0.028673254705 Long DBT CORP US N 2 2024-05-09 Fixed 3.60000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967MD0 980000.00000000 PA USD 851285.80000000 0.070808983082 Long DBT CORP US N 2 2048-07-23 Fixed 4.65000000 N N N N N N BANK OF NOVA SCOTIA L3I9ZG2KFGXZ61BMYR72 Bank of Nova Scotia/The 06417XAG6 4450000.00000000 PA USD 3845626.63000000 0.319874842252 Long DBT CORP CA N 2 2037-05-04 Fixed 4.58800000 N N N N N N DIAMONDBACK ENERGY INC 549300R22LSX6OHWEN64 Diamondback Energy Inc 25278XAR0 900000.00000000 PA USD 774446.88000000 0.064417609249 Long DBT CORP US N 2 2031-03-24 Fixed 3.12500000 N N N N N N Catskill Park CLO, LTD. 549300QY7L9WFVGWC115 Catskill Park CLO Ltd 149420AE1 3000000.00000000 PA USD 2992460.07000000 0.248909419694 Long ABS-CBDO CORP KY N 2 2029-04-20 Floating 7.28775000 N N N N N N SANDS CHINA LTD 549300EVO6UZDGY05787 Sands China Ltd 80007RAQ8 570000.00000000 PA USD 475480.38000000 0.039549916354 Long DBT CORP KY N 2 2029-03-08 Variable 3.35000000 N N N N N N TEACHERS INSUR & ANNUITY O06XD7BJ4EPXNABVFN69 Teachers Insurance & Annuity Association of America 878091BD8 900000.00000000 PA USD 808938.05000000 0.067286545479 Long DBT CORP US N 2 2044-09-15 Fixed 4.90000000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 Altria Group Inc 02209SBN2 9400000.00000000 PA USD 6143802.49000000 0.511034492268 Long DBT CORP US N 2 2051-02-04 Fixed 3.70000000 N N N N N N KKR Financial CLO Ltd 5493004Y6G18HN4CQ515 KKR Clo 32 Ltd 48254HAA2 870000.00000000 PA USD 868251.28000000 0.072220152382 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 6.88957000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U2U6 130000.00000000 PA USD 109526.05000000 0.009110252069 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 Intesa Sanpaolo SpA 46115HAT4 2830000.00000000 PA USD 2768046.72000000 0.230242972887 Long DBT CORP IT N 2 2024-06-26 Fixed 5.01700000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 Cooperatieve Rabobank UA 21684AAC0 2750000.00000000 PA USD 2667619.13000000 0.221889520355 Long DBT CORP NL N 2 2025-08-04 Fixed 4.37500000 N N N N N N AT&T INC 549300Z40J86GGSTL398 AT&T Inc 00206RMN9 27290000.00000000 PA USD 18420865.98000000 1.532226647675 Long DBT CORP US N 2 2057-12-01 Fixed 3.80000000 N N N N N N Greenwood Park CLO, Ltd N/A Greenwood Park CLO Ltd 39729RAB4 4000000.00000000 PA USD 3982592.73000000 0.331267526422 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 6.57957000 N N N N N N COMCAST CORP 51M0QTTNCGUN7KFCFZ59 Comcast Corp 20030NCU3 5280000.00000000 PA USD 5026424.94000000 0.418092300545 Long DBT CORP US N 2 2030-10-15 Fixed 4.25000000 N N N N N N EOG RESOURCES INC XWTZDRYZPBUHIQBKDB46 EOG Resources Inc 26875PAP6 2190000.00000000 PA USD 2145215.64000000 0.178436593164 Long DBT CORP US N 2 2026-01-15 Fixed 4.15000000 N N N N N N NISSAN MOTOR CO 353800DRBDH1LUTNAY26 Nissan Motor Co Ltd 654744AA9 1070000.00000000 PA USD 1069049.78000000 0.088922342868 Long DBT CORP JP N 2 2023-09-15 Fixed 3.04300000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PES7 1530000.00000000 PA USD 1637616.64000000 0.136215086587 Long DBT CORP US N 2 2053-02-15 Fixed 5.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 Citigroup Inc 172967HS3 363000.00000000 PA USD 330777.12000000 0.027513664029 Long DBT CORP US N 2 2044-05-06 Fixed 5.30000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599CN3 450000.00000000 PA USD 331464.51000000 0.027570840346 Long DBT CORP US N 2 2048-03-15 Fixed 4.20000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GBK7 1990000.00000000 PA USD 1841592.65000000 0.153181578735 Long DBT CORP US N 2 2030-03-19 Fixed 3.48200000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 Uruguay Government International Bond 760942BA9 2000000.00000000 PA USD 1929201.54000000 0.160468786404 Long DBT NUSS UY N 2 2050-06-18 Fixed 5.10000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 UBS Group AG 90352JAC7 14060000.00000000 PA USD 13164541.38000000 1.095011555307 Long DBT CORP CH N 2 2028-03-23 Fixed 4.25300000 N N N N N N APACHE CORP 72ZZ1XRHOOU9P9X16K08 Apache Corp 037411AW5 2000000.00000000 PA USD 1664761.40000000 0.138472956801 Long DBT CORP US N 2 2040-09-01 Fixed 5.10000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YBD0 8190000.00000000 PA USD 7567109.88000000 0.629423579576 Long DBT CORP US N 2 2048-11-14 Fixed 4.87500000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 Petroleos del Peru SA 716564AA7 2280000.00000000 PA USD 1693000.09000000 0.140821818867 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAK5 4450000.00000000 PA USD 3534311.22000000 0.293979981090 Long DBT CORP ID N 2 2049-07-17 Fixed 4.87500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A Charter Communications Operating LLC / Charter Communications Operating Capital 161175AY0 600000.00000000 PA USD 589712.39000000 0.049051604816 Long DBT CORP US N 2 2025-07-23 Fixed 4.90800000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 Mexico Government International Bond 91087BAS9 53510000.00000000 PA USD 41363715.87000000 3.440586765666 Long DBT NUSS MX N 2 2052-02-12 Fixed 4.40000000 N N N N N N ECOPETROL SA 254900IDGKCJICKBPA66 Ecopetrol SA 279158AQ2 10350000.00000000 PA USD 6998886.32000000 0.582159391160 Long DBT CORP CO N 2 2051-11-02 Fixed 5.87500000 N N N N N N 3M COMPANY LUZQVYP4VS22CLWDAR65 3M Co 88579YBN0 540000.00000000 PA USD 483190.15000000 0.040191206240 Long DBT CORP US N 2 2030-04-15 Fixed 3.05000000 N N N N N N ORACLE CORP 1Z4GXXU7ZHVWFCD8TV52 Oracle Corp 68389XBV6 400000.00000000 PA USD 346983.48000000 0.028861690592 Long DBT CORP US N 2 2030-04-01 Fixed 2.95000000 N N N N N N VISA INC 549300JZ4OKEHW3DPJ59 Visa Inc 92826CAF9 7985000.00000000 PA USD 7224491.83000000 0.600925000478 Long DBT CORP US N 2 2045-12-14 Fixed 4.30000000 N N N N N N LOWE'S COS INC WAFCR4OKGSC504WU3E95 Lowe's Cos Inc 548661ED5 820000.00000000 PA USD 698519.49000000 0.058102055444 Long DBT CORP US N 2 2028-09-15 Fixed 1.70000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG/New York NY 22550L2H3 1380000.00000000 PA USD 1331156.85000000 0.110724110365 Long DBT CORP CH N 2 2025-02-21 Fixed 3.70000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A AerCap Ireland Capital DAC / AerCap Global Aviation Trust 00774MAQ8 1020000.00000000 PA USD 1005990.42000000 0.083677137139 Long DBT CORP IE N 2 2024-02-15 Fixed 3.15000000 N N N N N N TSMC ARIZONA CORP 2549005GOBWLCSY63Q97 TSMC Arizona Corp 872898AC5 2880000.00000000 PA USD 2398457.61000000 0.199500971743 Long DBT CORP US N 2 2031-10-25 Fixed 2.50000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 71568PAP4 8660000.00000000 PA USD 6028889.79000000 0.501476184787 Long DBT CORP ID N 2 2050-06-30 Fixed 4.00000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKD0 13500000.00000000 PA USD 10825517.97000000 0.900454252614 Long DBT CORP US N 2 2032-10-20 Fixed 2.57200000 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 Humana Inc 444859BF8 2130000.00000000 PA USD 2045886.07000000 0.170174472685 Long DBT CORP US N 2 2027-03-15 Fixed 3.95000000 N N N N N N EXXON MOBIL CORPORATION J3WHBG0MTS7O8ZVMDC91 Exxon Mobil Corp 30231GAW2 2060000.00000000 PA USD 1752632.69000000 0.145781990603 Long DBT CORP US N 2 2046-03-01 Fixed 4.11400000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 Energy Transfer LP 86765BAP4 40000.00000000 PA USD 34124.80000000 0.002838461989 Long DBT CORP US N 2 2044-04-01 Fixed 5.30000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 Wells Fargo & Co 95000U3E1 1020000.00000000 PA USD 1016125.71000000 0.084520179015 Long DBT CORP US N 2 2029-07-25 Fixed 5.57400000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 Verizon Communications Inc 92343VFU3 540000.00000000 PA USD 331461.84000000 0.027570618259 Long DBT CORP US N 2 2050-11-20 Fixed 2.87500000 N N N N N N ANHEUSER-BUSCH INBEV WOR 549300CRGMZK3K53BF92 Anheuser-Busch InBev Worldwide Inc 035240AL4 1450000.00000000 PA USD 1397165.47000000 0.116214632182 Long DBT CORP US N 2 2028-04-13 Fixed 4.00000000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 HSBC Holdings PLC 404280AW9 1810000.00000000 PA USD 1750098.85000000 0.145571228678 Long DBT CORP GB N 2 2026-03-08 Fixed 4.30000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 Warnermedia Holdings Inc 55903VBA0 320000.00000000 PA USD 300240.57000000 0.024973668586 Long DBT CORP US N 2 2027-03-15 Fixed 3.75500000 N N N N N N TREASURY BILL 254900HROIFWPRGM1V77 United States Treasury Bill 912797FA0 6660000.00000000 PA USD 6619818.49000000 0.550628960884 Long DBT UST US N 2 2023-10-12 None 0.00000000 N N N N N N CREDIT SUISSE NEW YORK 549300D0YARF5HYP1809 Credit Suisse AG/New York NY 22546QAP2 550000.00000000 PA USD 535206.91000000 0.044517901080 Long DBT CORP CH N 2 2024-09-09 Fixed 3.62500000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 AbbVie Inc 00287YAQ2 1080000.00000000 PA USD 1047989.59000000 0.087170580255 Long DBT CORP US N 2 2025-05-14 Fixed 3.60000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP Paribas SA 05581KAC5 6200000.00000000 PA USD 5947891.94000000 0.494738875895 Long DBT CORP FR N 2 2027-03-13 Fixed 4.62500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 Goldman Sachs Group Inc/The 38148LAF3 1010000.00000000 PA USD 929006.00000000 0.077273660782 Long DBT CORP US N 2 2045-05-22 Fixed 5.15000000 N N N N N N NATWEST GROUP PLC 2138005O9XJIJN4JPN90 NatWest Group PLC 78009PEH0 4000000.00000000 PA USD 3812265.60000000 0.317099909780 Long DBT CORP GB N 2 2030-01-27 Fixed 5.07600000 N N N N N N JPMORGAN CHASE & CO 8I5DZWZKVSZI1NUHU748 JPMorgan Chase & Co 46647PAN6 380000.00000000 PA USD 299124.84000000 0.024880863436 Long DBT CORP US N 2 2049-01-23 Fixed 3.89700000 N N N N N N UNITEDHEALTH GROUP INC 549300GHBMY8T5GXDE41 UnitedHealth Group Inc 91324PCR1 1140000.00000000 PA USD 1060368.45000000 0.088200239728 Long DBT CORP US N 2 2045-07-15 Fixed 4.75000000 N N N N N N AMAZON.COM INC ZXTILKJKG63JELOEG630 Amazon.com Inc 023135BM7 120000.00000000 PA USD 104023.84000000 0.008652584510 Long DBT CORP US N 2 2057-08-22 Fixed 4.25000000 N N N N N N WEA FINANCE LLC/WESTFIEL N/A WEA Finance LLC / Westfield UK & Europe Finance PLC 92890HAD4 400000.00000000 PA USD 272505.80000000 0.022666722012 Long DBT CORP US N 2 2044-09-17 Fixed 4.75000000 N N N N N N Myers Park CLO LTD N/A Myers Park CLO Ltd 62848FAE2 2680000.00000000 PA USD 2647194.43000000 0.220190617076 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 7.18775000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 Bank of America Corp 06051GKP3 6480000.00000000 PA USD 6223635.45000000 0.517674906937 Long DBT CORP US N 2 2028-04-27 Fixed 4.37600000 N N N N N N 2023-10-25 Legg Mason Partners Institutional Trust Christopher Berarducci Christopher Berarducci Principal Financial Officer