NPORT-P
false
0000822977
XXXXXXXX
S000009307
C000161290
C000025410
C000025411
C000025412
C000202038
C000090761
GOLDMAN SACHS TRUST
811-05349
0000822977
S2FHCT8U6D2VORP0J605
71 SOUTH WACKER DRIVE
C/O GOLDMAN SACHS & CO
CHICAGO
60606
312-655-4400
Goldman Sachs Investment Grade Credit Fund
S000009307
P4KIMMQVHXQQY4ZVYE90
2021-03-31
2020-12-31
N
660155111.44
3771998.09
656383113.35
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
17093052.66000000
AUD
CAD
EUR
JPY
NOK
NZD
SEK
USD
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBL1
475000.00000000
PA
USD
649823.75000000
0.099000680667
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.72000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED EUR / SOLD USD
000000000
1.00000000
NC
74655.35000000
0.011373746289
N/A
DFE
XX
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
8906379.17000000
USD
7338628.06000000
EUR
2021-03-17
74655.35000000
N
N
N
United States Treasury
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810SE9
700000.00000000
PA
USD
982625.00000000
0.149702967674
Long
DBT
UST
US
N
1
2048-11-15
Fixed
3.38000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468P7
925000.00000000
PA
USD
1074322.75000000
0.163673124452
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.62000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BK6
700000.00000000
PA
USD
773395.00000000
0.117826766757
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.27000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XBC3
1400000.00000000
PA
USD
1437044.00000000
0.218933724950
Long
DBT
US
N
2
2030-06-15
Fixed
2.10000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BG3
570000.00000000
PA
USD
649634.70000000
0.098971878890
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
3.40000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
70000.00000000
PA
89550.77000000
0.013643064268
Long
DBT
NUSS
RO
N
2
2032-01-28
Fixed
2.00000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAF6
1350000.00000000
PA
USD
1489914.00000000
0.226988472082
Long
DBT
US
N
2
2028-01-15
Fixed
3.40000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBK6
75000.00000000
PA
USD
102575.25000000
0.015627344444
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEU4
2551000.00000000
PA
USD
3026353.34000000
0.461065082030
Long
DBT
CORP
US
N
2
2029-12-03
Fixed
4.02000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2F9
2625000.00000000
PA
USD
2912227.50000000
0.443678004623
Long
DBT
CORP
US
N
2
2027-06-17
Fixed
3.20000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DT9
490000.00000000
PA
USD
544390.00000000
0.082937843605
Long
DBT
NUSS
CO
N
2
2051-05-15
Fixed
4.13000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KN0
575000.00000000
PA
USD
648703.50000000
0.098830010523
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
3.40000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BG3
500000.00000000
PA
USD
645370.00000000
0.098322151632
Long
DBT
CORP
US
N
2
2044-12-15
Fixed
4.69000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RFW7
175000.00000000
PA
USD
218737.75000000
0.033324707103
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.90000000
N
N
N
N
N
N
State of Qatar
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
1800000.00000000
PA
USD
2529000.00000000
0.385293275918
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BY0
500000.00000000
PA
USD
510430.00000000
0.077764035914
Long
DBT
CORP
US
N
2
2038-03-01
Fixed
3.55000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
1425000.00000000
PA
USD
1514604.00000000
0.230749994811
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAG8
1975000.00000000
PA
USD
2184488.25000000
0.332806893652
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
DUQUESNE LIGHT HOLDINGS
4CUJ1D8WDXK9X7QI6B93
Duquesne Light Holdings Inc
266233AH8
1625000.00000000
PA
USD
1679258.75000000
0.255835154172
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.53000000
N
N
N
N
N
N
PERKINELMER INC
549300IKL1SDPFI7N655
PerkinElmer Inc
714046AG4
1200000.00000000
PA
USD
1352196.00000000
0.206007127925
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
3.30000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076AS1
400000.00000000
PA
USD
605572.00000000
0.092258924351
Long
DBT
CORP
US
N
2
2036-12-16
Fixed
5.88000000
N
N
N
N
N
N
Florida Power & Light Co
A89MY1K3YLIGJMYWVX50
Florida Power & Light Co
341081FQ5
50000.00000000
PA
USD
64704.00000000
0.009857657621
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.95000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
78387GAQ6
550000.00000000
PA
USD
740448.50000000
0.112807365841
Long
DBT
CORP
US
N
2
2034-09-15
Fixed
6.15000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QAZ9
975000.00000000
PA
USD
1201112.25000000
0.182989511090
Long
DBT
CORP
US
N
2
2042-05-01
Fixed
3.95000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAH5
2150000.00000000
PA
USD
2322559.00000000
0.353841979289
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.38000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
3350000.00000000
PA
USD
4208236.50000000
0.641125040301
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBC6
1100000.00000000
PA
USD
1276561.00000000
0.194484131909
Long
DBT
CORP
US
N
2
2026-02-14
Fixed
4.40000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAP4
1525000.00000000
PA
USD
1715045.50000000
0.261287267316
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
4.75000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCY5
150000.00000000
PA
USD
169441.50000000
0.025814420961
Long
DBT
CORP
US
N
2
2039-11-01
Fixed
3.25000000
N
N
N
N
N
N
JAB HOLDINGS BV
529900RRNKUM3INJGF98
JAB Holdings BV
46653KAA6
1200000.00000000
PA
USD
1203096.00000000
0.183291735501
Long
DBT
CORP
NL
N
2
2030-11-23
Fixed
2.20000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599CW3
1100000.00000000
PA
USD
1057375.00000000
0.161091133896
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
2.90000000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
490000.00000000
PA
USD
609896.88000000
0.092917820034
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
SPIRIT REALTY LP
549300GTBVIBJRX5BW73
Spirit Realty LP
84861TAD0
1675000.00000000
PA
USD
1876217.75000000
0.285841867628
Long
DBT
US
N
2
2029-07-15
Fixed
4.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005862 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005862 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
2325000.00000000
OU
Notional Amount
USD
36202.58000000
0.005515464865
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
AT&T Inc
AT&T Inc
Y
sell protection
2024-06-20
3754.13000000
USD
0.00000000
USD
2325000.00000000
USD
32448.45000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBD2
225000.00000000
PA
USD
291114.00000000
0.044351232394
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
6.20000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAN9
650000.00000000
PA
USD
654160.00000000
0.099661308570
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
4.65000000
N
N
N
N
N
N
Arch Capital Group Ltd
549300AYR4P8AFKDCE43
Arch Capital Group Ltd
03937LAA3
845000.00000000
PA
USD
1285988.60000000
0.195920427239
Long
DBT
CORP
BM
N
2
2034-05-01
Fixed
7.35000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
275000.00000000
PA
USD
291695.25000000
0.044439785860
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAE2
1350000.00000000
PA
USD
1626264.00000000
0.247761401371
Long
DBT
CORP
FR
N
2
2028-09-12
Fixed
4.63000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAN3
4420000.00000000
PA
USD
3807299.60000000
0.580042283624
Long
DBT
CORP
US
N
2
2067-06-01
Variable
3.00000000
N
N
N
N
N
N
Macquarie Group Ltd
ACMHD8HWFMFUIQQ8Y590
Macquarie Group Ltd
55608JAK4
1350000.00000000
PA
USD
1499836.50000000
0.228500165451
Long
DBT
CORP
AU
N
2
2028-11-28
Fixed
3.76000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAC7
475000.00000000
PA
USD
488148.00000000
0.074369372104
Long
DBT
CORP
GB
N
2
2027-09-02
Fixed
1.75000000
N
N
N
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BH1
1125000.00000000
PA
USD
1299138.75000000
0.197923853246
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
3.80000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MP3
575000.00000000
PA
USD
697055.25000000
0.106196402043
Long
DBT
CORP
US
N
2
2031-03-31
Fixed
4.41000000
N
N
N
N
N
N
NATIONAL RETAIL PROP INC
5493008JKH5SOTI0JS97
National Retail Properties Inc
637417AJ5
700000.00000000
PA
USD
766640.00000000
0.116797642170
Long
DBT
US
N
2
2026-12-15
Fixed
3.60000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCM1
950000.00000000
PA
USD
1321241.00000000
0.201291132134
Long
DBT
CORP
US
N
2
2048-10-15
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DR0
220000.00000000
PA
USD
219890.00000000
0.033500252448
Long
DBT
NUSS
PE
N
2
2121-07-28
Fixed
3.23000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAE0
1575000.00000000
PA
USD
1689486.75000000
0.257393390481
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.27000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAG7
1250000.00000000
PA
USD
1359662.50000000
0.207144649572
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
3.63000000
N
N
N
N
N
N
TEACHERS INSUR & ANNUITY
O06XD7BJ4EPXNABVFN69
Teachers Insurance & Annuity Association of America
878091BD8
990000.00000000
PA
USD
1334935.80000000
0.203377535596
Long
DBT
CORP
US
N
2
2044-09-15
Fixed
4.90000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UCE7
1225000.00000000
PA
USD
1392224.75000000
0.212105509980
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
3.90000000
N
N
N
N
N
N
UBS AG
BFM8T61CT2L1QCEMIK50
PURCHASED USD / SOLD SEK
000000000
1.00000000
NC
-147273.27000000
-0.02243709001
N/A
DFE
US
N
2
UBS AG
BFM8T61CT2L1QCEMIK50
40886162.38000000
SEK
4826325.38000000
USD
2021-03-17
-147273.27000000
N
N
N
AEP Transmission Co LLC
549300X123Z1I0LA3Y84
AEP Transmission Co LLC
00115AAM1
700000.00000000
PA
USD
845439.00000000
0.128802673744
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.65000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
Centene Corp
15135BAR2
1250000.00000000
PA
USD
1330425.00000000
0.202690314991
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
4.25000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AP4
500000.00000000
PA
USD
575680.00000000
0.087704876662
Long
DBT
US
N
2
2026-04-15
Fixed
3.80000000
N
N
N
N
N
N
AMDOCS LTD
N/A
Amdocs Ltd
02342TAE9
2200000.00000000
PA
USD
2314136.00000000
0.352558734820
Long
DBT
CORP
GG
N
2
2030-06-15
Fixed
2.54000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDG3
175000.00000000
PA
USD
201797.75000000
0.030743897259
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.40000000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAE2
1675000.00000000
PA
USD
1898110.00000000
0.289177153006
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.30000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAE9
975000.00000000
PA
USD
1051157.25000000
0.160143859374
Long
DBT
US
N
2
2029-12-15
Fixed
3.10000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAY5
880000.00000000
PA
USD
1161186.40000000
0.176906805855
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
6.35000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RCQ3
250000.00000000
PA
USD
309250.00000000
0.047114252897
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.75000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFP9
4100000.00000000
PA
USD
4618445.00000000
0.703620325701
Long
DBT
CORP
US
N
2
2025-04-21
Fixed
3.95000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAR2
225000.00000000
PA
USD
252317.25000000
0.038440545600
Long
DBT
US
N
2
2030-07-01
Fixed
3.30000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAV3
400000.00000000
PA
USD
509276.00000000
0.077588223956
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
4.45000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAZ4
2075000.00000000
PA
USD
2377721.75000000
0.362246026998
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
ARIZONA PUBLIC SERVICE
YG6VT0TPHRH4TFVAQV64
Arizona Public Service Co
040555CU6
275000.00000000
PA
USD
335065.50000000
0.051047245607
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
3.75000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CF4
350000.00000000
PA
USD
437405.50000000
0.066638749703
Long
DBT
CORP
GB
N
2
2030-03-31
Fixed
4.95000000
N
N
N
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428XBQ8
850000.00000000
PA
USD
1021156.00000000
0.155573167443
Long
DBT
CORP
US
N
2
2048-02-15
Fixed
4.05000000
N
N
N
N
N
N
Erste Group Bank AG
PQOH26KWDF7CG10L6792
Erste Group Bank AG
000000000
600000.00000000
PA
816990.71000000
0.124468575346
Long
DBT
CORP
AT
N
2
2024-04-15
Fixed
6.50000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AS8
475000.00000000
PA
USD
595859.00000000
0.090779148317
Long
DBT
US
N
2
2050-02-01
Fixed
4.00000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHG7
2300000.00000000
PA
USD
2678672.00000000
0.408095812570
Long
DBT
CORP
US
N
2
2029-03-05
Fixed
3.97000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348BM7
150000.00000000
PA
USD
167718.00000000
0.025551845650
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
3.30000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAX8
1175000.00000000
PA
USD
1226817.50000000
0.186905707207
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
2.70000000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477BN2
75000.00000000
PA
USD
85483.50000000
0.013023415481
Long
DBT
CORP
US
N
2
2031-03-30
Fixed
3.15000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBE9
450000.00000000
PA
USD
504121.50000000
0.076802935625
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
3.41000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAD2
2175000.00000000
PA
USD
2236030.50000000
0.340659358006
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.30000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US LONG BOND(CBT) MAR21 XCBT 20210322
000000000
164.00000000
NC
USD
-224323.34000000
-0.03417567201
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Long Bond
USH1 Comdty
2021-03-22
28586073.34000000
USD
-224323.34000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AQ3
2625000.00000000
PA
USD
3235890.00000000
0.492988002614
Long
DBT
CORP
US
N
2
2029-01-23
Fixed
4.75000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
1610000.00000000
PA
USD
1875146.88000000
0.285678720531
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BM8
150000.00000000
PA
USD
218893.50000000
0.033348435623
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
6.60000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAQ7
4775000.00000000
PA
USD
5102278.50000000
0.777332383515
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.72000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CC1
1400000.00000000
PA
USD
1439410.00000000
0.219294185167
Long
DBT
CORP
DE
N
2
2024-09-18
Fixed
2.22000000
N
N
N
N
N
N
COMCAST CORP
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NDH1
475000.00000000
PA
USD
572237.25000000
0.087180373529
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.75000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAD0
1125000.00000000
PA
USD
1275502.50000000
0.194322869381
Long
DBT
CORP
XX
N
2
2030-05-01
Fixed
3.40000000
N
N
N
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AJ1
850000.00000000
PA
USD
978919.50000000
0.149138434565
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
3.50000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CP2
550000.00000000
PA
USD
683919.50000000
0.104195169877
Long
DBT
CORP
US
N
2
2047-05-04
Fixed
4.05000000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AD7
1475000.00000000
PA
USD
1646011.50000000
0.250769933979
Long
DBT
CORP
US
N
2
2025-05-26
Fixed
4.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABE4
4525000.00000000
PA
USD
5237393.38000000
0.797917142211
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.88000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCS3
1425000.00000000
PA
USD
1764264.00000000
0.268785708242
Long
DBT
CORP
US
N
2
2029-01-17
Fixed
5.65000000
N
N
N
N
N
N
GAZPROM PJSC (GAZ FN)
213800UNP9N6BPNYMQ45
Gazprom PJSC via Gaz Finance PLC
000000000
450000.00000000
PA
USD
464203.13000000
0.070721369968
Long
DBT
CORP
GB
N
2
2030-02-25
Fixed
3.25000000
N
N
N
N
N
N
Bayer US Finance II LLC
529900XWNEXYNJ3X6T40
Bayer US Finance II LLC
07274NAW3
2375000.00000000
PA
USD
2565000.00000000
0.390777877710
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.38000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD NOK
000000000
1.00000000
NC
-118083.38000000
-0.01799000882
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
38187908.21000000
NOK
4334463.70000000
USD
2021-03-17
-118083.38000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-105740.75000000
-0.01610960852
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
2569658.02000000
EUR
3035156.71000000
USD
2021-01-21
-105740.75000000
N
N
N
Cargill Inc
QXZYQNMR4JZ5RIRN4T31
Cargill Inc
141781BJ2
600000.00000000
PA
USD
743406.00000000
0.113257941113
Long
DBT
CORP
US
N
2
2049-05-23
Fixed
3.88000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BQ7
1221000.00000000
PA
USD
1318680.00000000
0.200900963656
Long
DBT
NUSS
CO
N
2
2024-02-26
Fixed
4.00000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBL2
550000.00000000
PA
USD
603823.00000000
0.091992464114
Long
DBT
CORP
US
N
2
2047-04-15
Fixed
5.30000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AK6
650000.00000000
PA
USD
891254.00000000
0.135782591275
Long
DBT
CORP
US
N
2
2048-12-15
Fixed
4.90000000
N
N
N
N
N
N
ALEXANDRIA REAL ESTATE E
MGCJBT4MKTQBVLNUIS88
Alexandria Real Estate Equities Inc
015271AR0
1125000.00000000
PA
USD
1288980.00000000
0.196376167177
Long
DBT
US
N
2
2031-08-15
Fixed
3.38000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BZ8
200000.00000000
PA
USD
206062.50000000
0.031393632134
Long
DBT
NUSS
ID
N
2
2022-01-08
Fixed
3.70000000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
46513JB59
200000.00000000
PA
USD
264500.00000000
0.040296588169
Long
DBT
NUSS
IL
N
2
2120-04-03
Fixed
4.50000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBF5
700000.00000000
PA
USD
795606.00000000
0.121210613712
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.65000000
N
N
N
N
N
N
CMS Energy Corp
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BN9
500000.00000000
PA
USD
663445.00000000
0.101075878782
Long
DBT
CORP
US
N
2
2044-03-01
Fixed
4.88000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
000000000
200000.00000000
PA
USD
209000.00000000
0.031841160406
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHA3
1050000.00000000
PA
USD
1354458.00000000
0.206351743738
Long
DBT
CORP
US
N
2
2046-11-15
Fixed
5.15000000
N
N
N
N
N
N
Barclays PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBE4
2425000.00000000
PA
USD
2531263.50000000
0.385638120255
Long
DBT
CORP
GB
N
2
2023-02-15
Fixed
4.61000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CA1
1950000.00000000
PA
USD
2096211.00000000
0.319357850219
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
3.45000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
130000.00000000
PA
163777.46000000
0.024951504185
Long
DBT
NUSS
MX
N
2
2027-09-18
Fixed
1.35000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005864 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005864 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
1150000.00000000
OU
Notional Amount
USD
25645.58000000
0.003907105389
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Prudential Financial Inc
Prudential Financial Inc
Y
sell protection
2024-06-20
11909.75000000
USD
0.00000000
USD
1150000.00000000
USD
13735.83000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
3300000.00000000
PA
USD
3987126.00000000
0.607438844617
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
LYB INTL FINANCE BV
549300J6QSW38QNOJK61
LYB International Finance BV
50247VAC3
725000.00000000
PA
USD
916610.25000000
0.139645617225
Long
DBT
CORP
NL
N
2
2044-03-15
Fixed
4.88000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AC1
400000.00000000
PA
USD
420940.00000000
0.064130229958
Long
DBT
CORP
CA
N
2
2023-05-15
Fixed
2.80000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBB3
2625000.00000000
PA
USD
3052822.50000000
0.465097659874
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.40000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
000000000
280000.00000000
PA
USD
403287.50000000
0.061440870704
Long
DBT
CORP
KZ
N
2
2048-10-24
Fixed
6.38000000
N
N
N
N
N
N
Union Pacific Corp
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818EY0
450000.00000000
PA
USD
536008.50000000
0.081660921662
Long
DBT
CORP
US
N
2
2028-09-10
Fixed
3.95000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
450000.00000000
PA
551288.69000000
0.083988859370
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBK4
1500000.00000000
PA
USD
1649760.00000000
0.251341018141
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
4.20000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189LAA9
825000.00000000
PA
USD
1216033.50000000
0.185262764270
Long
DBT
CORP
US
N
2
2040-05-01
Fixed
5.75000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667AY7
2025000.00000000
PA
USD
2081436.75000000
0.317106992496
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
1.95000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BR9
725000.00000000
PA
USD
729930.00000000
0.111204871843
Long
DBT
CORP
GB
N
2
2024-05-18
Floating
1.22000000
N
N
N
N
N
N
REPUBLIC SERVICES INC
NKNQHM6BLECKVOQP7O46
Republic Services Inc
760759AZ3
1300000.00000000
PA
USD
1302847.00000000
0.198488805318
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
1.75000000
N
N
N
N
N
N
Exelon Corp
3SOUA6IRML7435B56G12
Exelon Corp
30161NAY7
125000.00000000
PA
USD
165482.50000000
0.025211267114
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.70000000
N
N
N
N
N
N
Duke Energy Corp
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CAP0
400000.00000000
PA
USD
527692.00000000
0.080393902473
Long
DBT
CORP
US
N
2
2045-12-15
Fixed
4.80000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NCE9
263000.00000000
PA
USD
332618.73000000
0.050674480076
Long
DBT
CORP
US
N
2
2049-11-01
Fixed
4.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BV4
325000.00000000
PA
USD
366567.50000000
0.055846576876
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
3.45000000
N
N
N
N
N
N
DEVON ENERGY CORPORATION
54930042348RKR3ZPN35
Devon Energy Corp
25179MAV5
2492000.00000000
PA
USD
2928000.32000000
0.446080994536
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
5.85000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAJ0
1625000.00000000
PA
USD
1655452.50000000
0.252208270799
Long
DBT
CORP
KY
N
2
2027-02-15
Fixed
3.25000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAK6
625000.00000000
PA
USD
849000.00000000
0.129345192271
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.60000000
N
N
N
N
N
N
DUKE REALTY LP
2549009GZDBNY1KE9O81
Duke Realty LP
26441YBE6
925000.00000000
PA
USD
936063.00000000
0.142609244656
Long
DBT
US
N
2
2030-07-01
Fixed
1.75000000
N
N
N
N
N
N
EAST OHIO GAS CO/THE
BC95Y6MXLT75BGO7UM71
East Ohio Gas Co/The
27409LAC7
400000.00000000
PA
USD
413256.00000000
0.062959572175
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.00000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CN8
720000.00000000
PA
USD
964814.40000000
0.146989521877
Long
DBT
CORP
US
N
2
2045-07-20
Fixed
5.13000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DAZ8
620000.00000000
PA
USD
671230.60000000
0.102262015330
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.22000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR213187 IRS USD R V 03MLIBOR US0003M CCP LCH / Short: BR213187 IRS USD P V 01MLIBOR US0001M+9BPS CCP LCH
000000000
17380000.00000000
OU
Notional Amount
USD
-5834.47000000
-0.00088888179
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-07-25
5836.69000000
USD
0.00000000
USD
17380000.00000000
USD
-11671.16000000
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164QNA2
600000.00000000
PA
USD
715416.00000000
0.108993663220
Long
DBT
CORP
IE
N
2
2035-11-15
Fixed
4.42000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
1875000.00000000
PA
USD
2050800.00000000
0.312439482108
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.88000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BJ9
1475000.00000000
PA
USD
1610375.50000000
0.245340787605
Long
DBT
CORP
GB
N
2
2024-06-25
Fixed
4.52000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAS6
1075000.00000000
PA
USD
1074408.75000000
0.163686226557
Long
DBT
US
N
2
2031-02-15
Fixed
1.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGL8
2175000.00000000
PA
USD
2551166.25000000
0.388670305209
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
4.30000000
N
N
N
N
N
N
BERRY GLOBAL INC
549300AP2Q7ERHX6RI89
Berry Global Inc
08576PAB7
450000.00000000
PA
USD
454014.00000000
0.069169055505
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.57000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874AZ0
700000.00000000
PA
USD
1003674.00000000
0.152909783872
Long
DBT
CORP
US
N
2
2036-05-01
Fixed
6.25000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JF5
675000.00000000
PA
USD
686454.75000000
0.104581415340
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
2.10000000
N
N
N
N
N
N
INTERCONTINENTALEXCHANGE
5493000F4ZO33MV32P92
Intercontinental Exchange Inc
45866FAP9
1600000.00000000
PA
USD
1640032.00000000
0.249858956856
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
2.65000000
N
N
N
N
N
N
STARBUCKS CORP
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244BA6
1125000.00000000
PA
USD
1290723.75000000
0.196641827577
Long
DBT
CORP
US
N
2
2050-11-15
Fixed
3.50000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AG5
325000.00000000
PA
USD
425360.00000000
0.064803617178
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
4.95000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBX2
425000.00000000
PA
USD
495656.25000000
0.075513254366
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
3.60000000
N
N
N
N
N
N
Credit Suisse AG
ANGGYXNX0JLX3X63JN86
Credit Suisse AG
22546DAA4
3300000.00000000
PA
USD
3717780.00000000
0.566403968107
Long
DBT
CORP
CH
N
2
2023-08-08
Fixed
6.50000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BN3
375000.00000000
PA
USD
489033.75000000
0.074504316161
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAF7
4025000.00000000
PA
USD
4906314.00000000
0.747477182183
Long
DBT
CORP
US
N
2
2028-05-25
Fixed
4.60000000
N
N
N
N
N
N
Banco Santander SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAB1
1000000.00000000
PA
USD
1159090.00000000
0.176587419210
Long
DBT
CORP
ES
N
2
2027-04-11
Fixed
4.25000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAA1
400000.00000000
PA
USD
464060.00000000
0.070699564105
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
4.01000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
200000.00000000
PA
USD
252812.50000000
0.038515996962
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
ESSEX PORTFOLIO LP
5493003GN3O58H286O74
Essex Portfolio LP
29717PAU1
1200000.00000000
PA
USD
1326348.00000000
0.202069183838
Long
DBT
US
N
2
2030-01-15
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABG9
775000.00000000
PA
USD
793894.50000000
0.120949866602
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DAZ4
375000.00000000
PA
USD
442815.00000000
0.067462887297
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.90000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005922 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005922 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
550000.00000000
OU
Notional Amount
USD
4972.44000000
0.000757551481
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
General Electric Co
General Electric Co
Y
sell protection
2024-12-20
0.00000000
USD
-6949.80000000
USD
550000.00000000
USD
11922.24000000
N
N
N
CIT BANK NA
FVPV0TNOIM6NUIE59530
CIT Bank NA
12556LBJ4
650000.00000000
PA
USD
677475.50000000
0.103213426156
Long
DBT
CORP
US
N
2
2025-09-27
Fixed
2.97000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005866 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005866 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
640000.00000000
OU
Notional Amount
USD
11192.96000000
0.001705248013
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Mexico Government International Bond
Mexico Government International Bond
Y
sell protection
2024-06-20
0.00000000
USD
-6572.60000000
USD
640000.00000000
USD
17765.56000000
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBV9
1775000.00000000
PA
USD
2513151.50000000
0.382878756154
Long
DBT
CORP
US
N
2
2049-01-23
Fixed
5.55000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
610000.00000000
PA
USD
668865.00000000
0.101901616052
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78000000
N
N
N
N
N
N
UDR INC
P3CH2EG5X6Z1XWU1OO74
UDR Inc
90265EAT7
875000.00000000
PA
USD
889936.25000000
0.135581831997
Long
DBT
US
N
2
2032-08-01
Fixed
2.10000000
N
N
N
N
N
N
Bacardi Ltd
549300R32WTQNHNN5055
Bacardi Ltd
067316AH2
1000000.00000000
PA
USD
1380550.00000000
0.210326861237
Long
DBT
CORP
BM
N
2
2048-05-15
Fixed
5.30000000
N
N
N
N
N
N
New Jersey Turnpike Authority
5493005YN67D71KSMI84
NEW JERSEY ST TURNPIKE AUTH
646139W35
350000.00000000
PA
USD
586950.00000000
0.089421861724
Long
DBT
MUN
US
N
2
2040-01-01
Fixed
7.41000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DZ7
1600000.00000000
PA
USD
1713360.00000000
0.261030481307
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
3.00000000
N
N
N
N
N
N
Glencore Funding LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AH1
781000.00000000
PA
USD
874673.14000000
0.133256496428
Long
DBT
CORP
US
N
2
2024-04-29
Fixed
4.63000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BZ7
575000.00000000
PA
USD
580163.50000000
0.088387938111
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
3.63000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAR6
1825000.00000000
PA
USD
1891557.75000000
0.288178917392
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.25000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
000000000
200000.00000000
PA
USD
217125.00000000
0.033079004560
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RHK1
1450000.00000000
PA
USD
1795607.50000000
0.273560892027
Long
DBT
CORP
US
N
2
2039-03-01
Fixed
4.85000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GK3
905000.00000000
PA
USD
1081049.65000000
0.164697968002
Long
DBT
CORP
US
N
2
2048-03-01
Fixed
4.13000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BF8
200000.00000000
PA
USD
266718.00000000
0.040634500579
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
4.40000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AW6
475000.00000000
PA
USD
538787.75000000
0.082084340538
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
3.45000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
69370RAG2
370000.00000000
PA
USD
397518.75000000
0.060562001354
Long
DBT
CORP
ID
N
2
2050-01-21
Fixed
4.18000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
2325000.00000000
PA
USD
2398191.00000000
0.365364518255
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.60000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AHN6
2250000.00000000
PA
USD
2456730.00000000
0.374282937819
Long
DBT
CORP
FR
N
2
2024-03-25
Fixed
6.63000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
1770000.00000000
PA
2246110.57000000
0.342195057172
Long
DBT
NUSS
MX
N
2
2026-04-08
Fixed
1.63000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
200000.00000000
PA
USD
225592.86000000
0.034369083453
Long
DBT
CORP
VG
N
2
2025-01-16
Fixed
5.50000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
55342UAJ3
950000.00000000
PA
USD
1019492.50000000
0.155319733135
Long
DBT
US
N
2
2029-08-01
Fixed
4.63000000
N
N
N
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBB8
2225000.00000000
PA
USD
2429611.00000000
0.370151356819
Long
DBT
CORP
US
N
2
2024-02-14
Fixed
3.80000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAA6
200000.00000000
PA
USD
217125.00000000
0.033079004560
Long
DBT
CORP
NL
N
2
2030-01-21
Fixed
3.68000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XCA2
700000.00000000
PA
USD
989338.00000000
0.150725693558
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005848 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005848 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
1830000.00000000
OU
Notional Amount
USD
28351.64000000
0.004319373765
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Colombia Government International Bond
Colombia Government International Bond
Y
sell protection
2024-06-20
0.00000000
USD
-7115.77000000
USD
1830000.00000000
USD
35467.41000000
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAJ4
225000.00000000
PA
USD
260435.25000000
0.039677323304
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAH3
2550000.00000000
PA
USD
3232150.50000000
0.492418289602
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
4.70000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
3150000.00000000
PA
USD
3662253.00000000
0.557944426892
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.91000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAT5
600000.00000000
PA
USD
759456.00000000
0.115703159413
Long
DBT
CORP
US
N
2
2047-05-09
Fixed
4.50000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT MAR21 XCBT 20210322
000000000
204.00000000
NC
USD
-292967.89000000
-0.04463367262
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
US Treasury Ultra Long Bond
WNH1 Comdty
2021-03-22
43757717.89000000
USD
-292967.89000000
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215243 IRS EUR R V 06MEURIB 1 CCPVANILLA / Short: BR215243 IRS EUR P F .00000 2 CCPVANILLA
000000000
430000.00000000
OU
Notional Amount
-13702.01000000
-0.00208750190
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2031-03-17
0.00000000
EUR
-11208.57000000
EUR
430000.00000000
EUR
-131.80000000
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BFY1
3025000.00000000
PA
USD
3469856.50000000
0.528632810538
Long
DBT
CORP
US
N
2
2026-06-03
Fixed
4.10000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AS5
975000.00000000
PA
USD
1150324.50000000
0.175251994849
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.00000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AZ7
875000.00000000
PA
USD
889647.50000000
0.135537840920
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
1.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AU4
75000.00000000
PA
USD
96310.50000000
0.014672909470
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
4.60000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAJ9
75000.00000000
PA
USD
90674.25000000
0.013814226502
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
5.20000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAL5
275000.00000000
PA
USD
325715.50000000
0.049622772642
Long
DBT
US
N
2
2029-02-15
Fixed
4.30000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAC8
240000.00000000
PA
USD
247800.00000000
0.037752342337
Long
DBT
CORP
MX
N
2
2028-04-30
Fixed
3.88000000
N
N
N
N
N
N
DH EUROPE FINANCE II
222100KDGL314CKTZ511
DH Europe Finance II Sarl
23291KAH8
1775000.00000000
PA
USD
1940412.25000000
0.295621902900
Long
DBT
CORP
LU
N
2
2029-11-15
Fixed
2.60000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
3600000.00000000
PA
USD
4682160.00000000
0.713327309123
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
BOOKING HOLDINGS INC
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857LAP3
375000.00000000
PA
USD
425730.00000000
0.064859986696
Long
DBT
CORP
US
N
2
2025-04-13
Fixed
4.10000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBB0
200000.00000000
PA
USD
222888.00000000
0.033956997897
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
3.56000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BJ2
2050000.00000000
PA
USD
2298193.50000000
0.350129894151
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.75000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAN3
775000.00000000
PA
USD
1138785.00000000
0.173493951449
Long
DBT
CORP
US
N
2
2036-07-15
Fixed
8.10000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBU4
525000.00000000
PA
USD
602243.25000000
0.091751789123
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
3.40000000
N
N
N
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDG1
650000.00000000
PA
USD
740051.00000000
0.112746806696
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.38000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BK9
1275000.00000000
PA
USD
1538912.25000000
0.234453357909
Long
DBT
CORP
JP
N
2
2039-07-18
Fixed
3.75000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CY3
1725000.00000000
PA
USD
2056027.50000000
0.313235891994
Long
DBT
CORP
US
N
2
2028-11-16
Fixed
4.13000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAG4
1250000.00000000
PA
USD
1299325.00000000
0.197952228443
Long
DBT
US
N
2
2031-02-01
Fixed
2.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJK6
100000.00000000
PA
USD
101698.00000000
0.015493695363
Long
DBT
CORP
US
N
2
2026-10-24
Fixed
1.20000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
200000.00000000
PA
USD
225062.50000000
0.034288283080
Long
DBT
CORP
VG
N
2
2025-11-19
Fixed
5.00000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AL1
1150000.00000000
PA
USD
1149374.40000000
0.175107247067
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.65000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAG4
550000.00000000
PA
USD
574475.00000000
0.087521294852
Long
DBT
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
AIB Group PLC
635400AKJBGNS5WNQL34
AIB Group PLC
00135TAA2
1975000.00000000
PA
USD
2171275.50000000
0.330793930532
Long
DBT
CORP
IE
N
2
2023-10-12
Fixed
4.75000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2D5
775000.00000000
PA
USD
848570.75000000
0.129279796012
Long
DBT
CORP
FR
N
2
2025-01-09
Fixed
3.38000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
800000.00000000
PA
USD
944296.00000000
0.143863542616
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
NEWCREST FINANCE PTY LTD
549300I0XDZ4K7PDSS04
Newcrest Finance Pty Ltd
65120FAD6
375000.00000000
PA
USD
415687.50000000
0.063330011321
Long
DBT
CORP
AU
N
2
2030-05-13
Fixed
3.25000000
N
N
N
N
N
N
BECTON DICKINSON AND CO
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887CK3
1175000.00000000
PA
USD
1395136.25000000
0.212549077150
Long
DBT
CORP
US
N
2
2050-05-20
Fixed
3.79000000
N
N
N
N
N
N
WILLIS NORTH AMERICA INC
5493004KVU1HWZCP0C66
Willis North America Inc
970648AJ0
400000.00000000
PA
USD
436968.00000000
0.066572096556
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.95000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABC8
4800000.00000000
PA
USD
5458089.60000000
0.831540222316
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.75000000
N
N
N
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746AG3
1925000.00000000
PA
USD
2172863.00000000
0.331035786236
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
4.00000000
N
N
N
N
N
N
Marathon Petroleum Corp
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585ABD3
1895000.00000000
PA
USD
2112697.60000000
0.321869584550
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
3.80000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BS3
450000.00000000
PA
USD
440001.00000000
0.067034174257
Long
DBT
CORP
US
N
2
2046-06-15
Fixed
3.38000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAQ4
575000.00000000
PA
USD
695111.75000000
0.105900309721
Long
DBT
US
N
2
2050-07-01
Fixed
4.15000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DL9
200000.00000000
PA
USD
229312.50000000
0.034935770792
Long
DBT
NUSS
CL
N
2
2050-01-25
Fixed
3.50000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AT5
1200000.00000000
PA
USD
1271280.00000000
0.193679571296
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.10000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002967 CDS USD R F 1.00000 2 CCPCDX / Short: SX002967 CDS USD P V 03MEVENT 1 CCPCDX
000000000
17200000.00000000
OU
Notional Amount
USD
247552.72000000
0.037714669217
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S34.V1
2I65BYDW2
Y
sell protection
2023-06-20
181510.20000000
USD
0.00000000
USD
17200000.00000000
USD
66042.52000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097AY7
700000.00000000
PA
USD
782546.80000000
0.119221043942
Long
DBT
CORP
GB
N
2
2023-06-10
Fixed
6.10000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005871 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005871 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
70000.00000000
OU
Notional Amount
USD
1338.79000000
0.000203964723
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Indonesia Government International Bond
Indonesia Government International Bond
Y
sell protection
2024-06-20
0.00000000
USD
-110.31000000
USD
70000.00000000
USD
1449.10000000
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JH1
375000.00000000
PA
USD
375393.75000000
0.057191256503
Long
DBT
CORP
US
N
2
2040-08-01
Fixed
3.30000000
N
N
N
N
N
N
KINDER MORGAN ENER PART
549300PDHUGWPWGOT525
Kinder Morgan Energy Partners LP
494550BF2
650000.00000000
PA
USD
859950.00000000
0.131013425316
Long
DBT
CORP
US
N
2
2040-09-15
Fixed
6.55000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFM1
881000.00000000
PA
USD
885563.58000000
0.134915655504
Long
DBT
CORP
US
N
2
2056-10-30
Fixed
2.99000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAT6
150000.00000000
PA
USD
194688.00000000
0.029660726493
Long
DBT
CORP
US
N
2
2047-09-20
Fixed
5.20000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BD2
2001000.00000000
PA
USD
2169924.42000000
0.330588093426
Long
DBT
CORP
GB
N
2
2023-09-12
Fixed
3.88000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAT7
520000.00000000
PA
USD
682448.00000000
0.103970986778
Long
DBT
CORP
US
N
2
2049-02-15
Fixed
5.50000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAT7
950000.00000000
PA
USD
1051260.50000000
0.160159589516
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
3.12000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
89788KAA4
1100000.00000000
PA
USD
1154175.00000000
0.175838618716
Long
DBT
CORP
US
N
2
2030-03-11
Fixed
2.25000000
N
N
N
N
N
N
ROYALTY PHARMA PLC
549300FGFN7VOK8BZR03
Royalty Pharma PLC
78081BAB9
550000.00000000
PA
USD
558492.00000000
0.085086284007
Long
DBT
CORP
GB
N
2
2025-09-02
Fixed
1.20000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215132 IRS USD R V 03MLIBOR CCP / Short: BR215132 IRS USD P V 03MSOFR CCP +24.125BPS
000000000
10290000.00000000
OU
Notional Amount
USD
-8910.11000000
-0.00135745570
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-11-10
9.76000000
USD
0.00000000
USD
10290000.00000000
USD
-8919.87000000
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBA3
1300000.00000000
PA
USD
1494324.00000000
0.227660335801
Long
DBT
CORP
US
N
2
2027-01-29
Fixed
3.96000000
N
N
N
N
N
N
NXP BV/NXP FDG/NXP USA
N/A
NXP BV / NXP Funding LLC / NXP USA Inc
62954HAA6
550000.00000000
PA
USD
629029.50000000
0.095832675644
Long
DBT
CORP
XX
N
2
2026-06-18
Fixed
3.88000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JG3
975000.00000000
PA
USD
974522.25000000
0.148468513308
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
2.50000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VES9
750000.00000000
PA
USD
881910.00000000
0.134359032410
Long
DBT
CORP
US
N
2
2029-02-08
Fixed
3.88000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452151LF8
1360000.00000000
PA
USD
1463645.60000000
0.222986480034
Long
DBT
MUN
US
N
2
2033-06-01
Fixed
5.10000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962GXZ2
600000.00000000
PA
USD
840594.00000000
0.128064537752
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
6.75000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
03523TBU1
175000.00000000
PA
USD
236267.50000000
0.035995365388
Long
DBT
CORP
US
N
2
2039-01-23
Fixed
5.45000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122CR7
675000.00000000
PA
USD
908766.00000000
0.138450545347
Long
DBT
CORP
US
N
2
2049-10-26
Fixed
4.25000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BN3
380000.00000000
PA
USD
391020.00000000
0.059571916468
Long
DBT
NUSS
PA
N
2
2032-09-29
Fixed
2.25000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BD3
500000.00000000
PA
USD
706920.00000000
0.107699297197
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
4.88000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703DBA8
724000.00000000
PA
USD
887044.80000000
0.135141319445
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.30000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002829 CDS USD R F 1.00000 2I65BYDN2 / Short: SX002829 CDS USD P V 03MEVENT 2I65BYDN2
000000000
28500000.00000000
OU
Notional Amount
USD
237253.95000000
0.036145651095
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S28.V1
2I65BYDN2
Y
sell protection
2022-06-20
289083.77000000
USD
0.00000000
USD
28500000.00000000
USD
-51829.82000000
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAR4
75000.00000000
PA
USD
112884.00000000
0.017197883020
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.35000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAE6
1275000.00000000
PA
USD
1445709.75000000
0.220253952393
Long
DBT
CORP
US
N
2
2025-07-17
Fixed
4.50000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215233 IRS USD R F .50000 2 CCPVANILLA / Short: SR215233 IRS USD P V 03MLIBOR 1 CCPVANILLA
000000000
690000.00000000
OU
Notional Amount
USD
1368.89000000
0.000208550459
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2026-03-17
470.55000000
USD
0.00000000
USD
690000.00000000
USD
898.34000000
N
N
N
TAKEDA PHARMACEUTICAL
549300ZLMVP4X0OGR454
Takeda Pharmaceutical Co Ltd
874060AX4
1545000.00000000
PA
USD
1579113.60000000
0.240578035583
Long
DBT
CORP
JP
N
2
2030-03-31
Fixed
2.05000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHD4
5363000.00000000
PA
USD
6055416.93000000
0.922543070782
Long
DBT
CORP
US
N
2
2028-12-20
Fixed
3.42000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAS8
550000.00000000
PA
USD
645859.50000000
0.098396726982
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
5.95000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHM4
1125000.00000000
PA
USD
1338108.75000000
0.203860934686
Long
DBT
CORP
US
N
2
2029-07-23
Fixed
4.27000000
N
N
N
N
N
N
HARTFORD FINL SVCS GRP
IU7C3FTM7Y3BQM112U94
Hartford Financial Services Group Inc/The
416518AC2
200000.00000000
PA
USD
290792.00000000
0.044302175678
Long
DBT
CORP
US
N
2
2042-04-15
Fixed
6.63000000
N
N
N
N
N
N
GLENCORE FINANCE CANADA
5493005TTO0UJ33KCK70
Glencore Finance Canada Ltd
98417EAT7
825000.00000000
PA
USD
877948.50000000
0.133755497687
Long
DBT
CORP
CA
N
2
2022-10-25
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFE9
475000.00000000
PA
USD
532370.50000000
0.081106672181
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.15000000
N
N
N
N
N
N
Keurig Dr Pepper Inc
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
26138EAT6
500000.00000000
PA
USD
639805.00000000
0.097474323605
Long
DBT
CORP
US
N
2
2045-11-15
Fixed
4.50000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBY6
638000.00000000
PA
USD
719651.24000000
0.109638902245
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
3.30000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAC1
2000000.00000000
PA
USD
2285440.00000000
0.348186897791
Long
DBT
CORP
BM
N
2
2026-03-01
Fixed
4.00000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DK0
325000.00000000
PA
USD
385531.25000000
0.058735705132
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.20000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 5YR NOTE (CBT) MAR21 XCBT 20210331
000000000
-223.00000000
NC
USD
-41853.24000000
-0.00637634319
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
5 Year US Treasury Note
FVH1 Comdty
2021-03-31
-28089248.43000000
USD
-41853.24000000
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBJ0
1769000.00000000
PA
USD
1977600.48000000
0.301287531592
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.65000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BL2
125000.00000000
PA
USD
174946.25000000
0.026653069898
Long
DBT
CORP
US
N
2
2046-05-15
Fixed
4.70000000
N
N
N
N
N
N
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
PURCHASED USD / SOLD NZD
000000000
1.00000000
NC
-87662.38000000
-0.01335536795
N/A
DFE
US
N
2
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
5308785.01000000
NZD
3733243.79000000
USD
2021-03-17
-87662.38000000
N
N
N
EQM MIDSTREAM PARTNERS L
549300NELT611CL6XM83
EQM Midstream Partners LP
26885BAD2
1139000.00000000
PA
USD
1190255.00000000
0.181335408512
Long
DBT
CORP
US
N
2
2023-07-15
Fixed
4.75000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDC5
295000.00000000
PA
USD
361752.60000000
0.055113026621
Long
DBT
CORP
US
N
2
2046-08-15
Fixed
4.13000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RAZ5
400000.00000000
PA
USD
412116.00000000
0.062785893119
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.65000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
1875000.00000000
PA
USD
1938056.25000000
0.295262966182
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.26000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAL5
1325000.00000000
PA
USD
1431689.00000000
0.218117890433
Long
DBT
CORP
KY
N
2
2026-04-15
Fixed
4.25000000
N
N
N
N
N
N
Kimco Realty Corp
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RAS8
550000.00000000
PA
USD
622501.00000000
0.094838058344
Long
DBT
US
N
2
2027-04-01
Fixed
3.80000000
N
N
N
N
N
N
State of California
N/A
CALIFORNIA ST
13063A7D0
455000.00000000
PA
USD
751036.65000000
0.114420471021
Long
DBT
MUN
US
N
2
2039-10-01
Fixed
7.30000000
N
N
N
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-22441.88000000
-0.00341902153
N/A
DFE
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
612000.00000000
EUR
725606.78000000
USD
2021-01-21
-22441.88000000
N
N
N
AMERICAN CAMPUS CMNTYS
RDKVCX5HITZ2GPIR7153
American Campus Communities Operating Partnership LP
024836AG3
1100000.00000000
PA
USD
1232660.00000000
0.187795812373
Long
DBT
US
N
2
2031-01-30
Fixed
3.88000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAA0
1925000.00000000
PA
USD
2062175.50000000
0.314172540100
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.65000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BX6
175000.00000000
PA
USD
228901.75000000
0.034873193009
Long
DBT
CORP
US
N
2
2047-06-06
Fixed
4.67000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJZ6
925000.00000000
PA
USD
992895.00000000
0.151267602685
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
3.50000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAD2
925000.00000000
PA
USD
1138194.00000000
0.173403912570
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
4.73000000
N
N
N
N
N
N
KIMBERLY-CLARK CORP
MP3J6QPYPGN75NVW2S34
Kimberly-Clark Corp
494368CB7
150000.00000000
PA
USD
172480.50000000
0.026277412762
Long
DBT
CORP
US
N
2
2030-03-26
Fixed
3.10000000
N
N
N
N
N
N
PACKAGING CORP OF AMERIC
549300XZP8MFZFY8TJ84
Packaging Corp of America
695156AV1
375000.00000000
PA
USD
465731.25000000
0.070954179126
Long
DBT
CORP
US
N
2
2049-12-15
Fixed
4.05000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBL3
750000.00000000
PA
USD
765480.00000000
0.116620916113
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
1.45000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBW4
750000.00000000
PA
USD
879300.00000000
0.133961398780
Long
DBT
CORP
US
N
2
2040-04-01
Fixed
3.60000000
N
N
N
N
N
N
Progress Energy Inc
549300FBMTW0JYWMNB26
Progress Energy Inc
743263AG0
1275000.00000000
PA
USD
1825366.50000000
0.278094677159
Long
DBT
CORP
US
N
2
2031-10-30
Fixed
7.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RBH4
125000.00000000
PA
USD
145798.75000000
0.022212446821
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.30000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FQ4
650000.00000000
PA
USD
773701.50000000
0.117873462047
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
3.80000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAG4
1600000.00000000
PA
USD
1649856.00000000
0.251355643745
Long
DBT
CORP
ES
N
2
2030-12-03
Fixed
2.75000000
N
N
N
N
N
N
AVOLON HOLDINGS FNDG LTD
635400ZRKEX9L1BKCH30
Avolon Holdings Funding Ltd
05401AAF8
750000.00000000
PA
USD
792150.00000000
0.120684091940
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.95000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGK0
850000.00000000
PA
USD
1057009.00000000
0.161035373778
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
3.90000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDY8
500000.00000000
PA
USD
665330.00000000
0.101363058626
Long
DBT
CORP
US
N
2
2045-01-27
Fixed
4.30000000
N
N
N
N
N
N
DP World PLC
549300M3U2DNF4QVSS04
DP World PLC
000000000
360000.00000000
PA
USD
458550.00000000
0.069860115331
Long
DBT
CORP
AE
N
2
2048-09-25
Fixed
5.63000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AH9
1875000.00000000
PA
USD
1973156.25000000
0.300610452930
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
6.25000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
200000.00000000
PA
USD
210500.00000000
0.032069685480
Long
DBT
CORP
VG
N
2
2024-05-29
Fixed
3.75000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FS0
1000000.00000000
PA
USD
1417040.00000000
0.215886114554
Long
DBT
CORP
US
N
2
2050-03-23
Fixed
4.70000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3A0
625000.00000000
PA
USD
856312.50000000
0.130459252010
Long
DBT
CORP
US
N
2
2037-08-07
Fixed
6.15000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAR5
525000.00000000
PA
USD
575064.00000000
0.087611029032
Long
DBT
CORP
US
N
2
2040-04-05
Fixed
3.38000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
387000.00000000
PA
USD
445050.00000000
0.067803389658
Long
DBT
NUSS
ID
N
2
2024-01-15
Fixed
5.88000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJX1
4925000.00000000
PA
USD
5248868.00000000
0.799665301139
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
2.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GFH7
4850000.00000000
PA
USD
5429672.00000000
0.827210799541
Long
DBT
CORP
US
N
2
2024-08-26
Fixed
4.20000000
N
N
N
N
N
N
Ford Motor Credit Co LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397VU4
1475000.00000000
PA
USD
1506331.95000000
0.229489747582
Long
DBT
CORP
US
N
2
2021-08-02
Fixed
5.88000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29278NAP8
1575000.00000000
PA
USD
1665814.50000000
0.253786922015
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAN0
400000.00000000
PA
USD
473288.00000000
0.072105450364
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.70000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAP9
2975000.00000000
PA
USD
3208478.00000000
0.488811783049
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
2.49000000
N
N
N
N
N
N
Time Warner Cable LLC
549300U5NFR7S6E3GM41
Time Warner Cable LLC
88732JAY4
500000.00000000
PA
USD
663585.00000000
0.101097207789
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
5.88000000
N
N
N
N
N
N
CIT Group Inc
N8O96ZZJQRFYQUJY7K79
CIT Group Inc
125581GY8
1250000.00000000
PA
USD
1365625.00000000
0.208053036744
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
4.75000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587CV7
1800000.00000000
PA
USD
2018124.00000000
0.307461291881
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.25000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005852 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005852 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
1750000.00000000
OU
Notional Amount
USD
-4361.52000000
-0.00066447778
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Boeing Co/The
Boeing Co/The
Y
sell protection
2024-06-20
26333.17000000
USD
0.00000000
USD
1750000.00000000
USD
-30694.69000000
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023BQ7
1000000.00000000
PA
USD
1019400.00000000
0.155305640755
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
1.88000000
N
N
N
N
N
N
SYSCO CORPORATION
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829BN6
600000.00000000
PA
USD
919788.00000000
0.140129747595
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
6.60000000
N
N
N
N
N
N
SUNCOR ENERGY INC
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AD9
850000.00000000
PA
USD
931064.50000000
0.141847722932
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
3.10000000
N
N
N
N
N
N
OVINTIV EXPLORATION INC
T8W3X1PFLPW2YE0UIP44
Ovintiv Exploration Inc
651290AQ1
1750000.00000000
PA
USD
1879062.50000000
0.286275265432
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.63000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBQ2
600000.00000000
PA
USD
629718.00000000
0.095937568653
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.65000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABH7
1950000.00000000
PA
USD
2027902.50000000
0.308951046843
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
2.05000000
N
N
N
N
N
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAJ4
225000.00000000
PA
USD
308927.25000000
0.047065081918
Long
DBT
CORP
US
N
2
2039-01-25
Fixed
5.48000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GQ0
500000.00000000
PA
USD
585980.00000000
0.089274082175
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.20000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DA2
598000.00000000
PA
USD
764255.96000000
0.116434433558
Long
DBT
CORP
US
N
2
2044-07-16
Fixed
4.50000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAE9
1000000.00000000
PA
USD
1068900.00000000
0.162846968220
Long
DBT
CORP
ES
N
2
2025-05-28
Fixed
2.75000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AP3
1625000.00000000
PA
USD
1910788.75000000
0.291108761200
Long
DBT
CORP
CH
N
2
2031-04-01
Fixed
4.19000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
290000.00000000
PA
USD
291885.00000000
0.044468694282
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CL4
1985000.00000000
PA
USD
2300079.05000000
0.350417157787
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
4.45000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HJY7
1275000.00000000
PA
USD
1427069.25000000
0.217414071290
Long
DBT
CORP
US
N
2
2024-09-10
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61744YAL2
770000.00000000
PA
USD
952135.80000000
0.145057936536
Long
DBT
CORP
US
N
2
2038-07-22
Fixed
3.97000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468G7
3550000.00000000
PA
USD
4325675.00000000
0.659016801624
Long
DBT
CORP
US
N
2
2030-01-23
Fixed
4.43000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
300000.00000000
PA
USD
425613.00000000
0.064842161741
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
1300000.00000000
PA
USD
1330368.00000000
0.202681631038
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.13000000
N
N
N
N
N
N
HSBC Bank USA NA
1IE8VN30JCEQV1H4R804
HSBC Bank USA NA
4042Q1AD9
300000.00000000
PA
USD
475296.00000000
0.072411369264
Long
DBT
CORP
US
N
2
2039-01-15
Fixed
7.00000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBC4
1875000.00000000
PA
USD
2149725.00000000
0.327510710784
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.70000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AN1
350000.00000000
PA
USD
365176.00000000
0.055634581782
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
2.30000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
709000.00000000
PA
USD
737182.75000000
0.112309828666
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77000000
N
N
N
N
N
N
CREDIT AGRICOLE LONDON
969500TJ5KRTCJQWXH05
Credit Agricole SA/London
22535WAG2
700000.00000000
PA
USD
725004.00000000
0.110454395497
Long
DBT
CORP
FR
N
2
2026-06-16
Fixed
1.91000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BX3
350000.00000000
PA
USD
407640.63000000
0.062104070276
Long
DBT
NUSS
ID
N
2
2027-01-08
Fixed
4.35000000
N
N
N
N
N
N
PIEDMONT NATURAL GAS CO
VXB4M3BDPKF3I2AZ3G89
Piedmont Natural Gas Co Inc
720186AM7
325000.00000000
PA
USD
364087.75000000
0.055468786840
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
3.35000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PAJ5
600000.00000000
PA
USD
728862.00000000
0.111042161989
Long
DBT
CORP
US
N
2
2038-07-24
Fixed
3.88000000
N
N
N
N
N
N
Puget Sound Energy Inc
8MNFJR7KOMBQ7X62LK44
Puget Sound Energy Inc
745332CH7
325000.00000000
PA
USD
412321.00000000
0.062817124879
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
4.22000000
N
N
N
N
N
N
NATIONWIDE BLDG SOCIETY
549300XFX12G42QIKN82
Nationwide Building Society
63861VAE7
1250000.00000000
PA
USD
1456025.00000000
0.221825481245
Long
DBT
CORP
GB
N
2
2030-07-18
Fixed
3.96000000
N
N
N
N
N
N
MEXICO CITY ARPT TRUST
N/A
Mexico City Airport Trust
59284MAD6
220000.00000000
PA
USD
229900.00000000
0.035025276446
Long
DBT
CORP
MX
N
2
2047-07-31
Fixed
5.50000000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
883556CG5
850000.00000000
PA
USD
1061148.50000000
0.161666026809
Long
DBT
CORP
US
N
2
2030-03-25
Fixed
4.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
690000.00000000
PA
USD
724931.25000000
0.110443312031
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468J1
1075000.00000000
PA
USD
1149884.50000000
0.175184960827
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
2.72000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CY4
325000.00000000
PA
USD
410380.75000000
0.062521527695
Long
DBT
CORP
US
N
2
2038-03-25
Fixed
4.78000000
N
N
N
N
N
N
ZIMMER BIOMET HOLDINGS
2P2YLDVPES3BXQ1FRB91
Zimmer Biomet Holdings Inc
98956PAT9
1025000.00000000
PA
USD
1162514.00000000
0.177109065781
Long
DBT
CORP
US
N
2
2030-03-20
Fixed
3.55000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMF6
486000.00000000
PA
USD
499637.16000000
0.076119746202
Long
DBT
CORP
US
N
2
2033-12-01
Fixed
2.55000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005911 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005911 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
1175000.00000000
OU
Notional Amount
USD
12709.39000000
0.001936276199
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
General Electric Co
General Electric Co
Y
sell protection
2024-06-20
0.00000000
USD
-13920.61000000
USD
1175000.00000000
USD
26630.00000000
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AM3
725000.00000000
PA
USD
826275.25000000
0.125883075477
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
3.25000000
N
N
N
N
N
N
WP CAREY INC
54930042CRNE713E3Q67
WP Carey Inc
92936UAF6
700000.00000000
PA
USD
794444.00000000
0.121033582955
Long
DBT
US
N
2
2029-07-15
Fixed
3.85000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED JPY / SOLD USD
000000000
1.00000000
NC
57089.32000000
0.008697560744
N/A
DFE
JP
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5165688.46000000
USD
538792671.00000000
JPY
2021-03-17
57089.32000000
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
350000.00000000
PA
USD
404250.00000000
0.061587507627
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
3150000.00000000
PA
USD
3525795.00000000
0.537155043798
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.88000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2N2
2775000.00000000
PA
USD
2920132.50000000
0.444882331767
Long
DBT
CORP
US
N
2
2026-04-30
Fixed
2.19000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAH3
2540000.00000000
PA
USD
2752725.00000000
0.419377790807
Long
DBT
NUSS
MX
N
2
2030-04-16
Fixed
3.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BG6
1500000.00000000
PA
USD
1826085.00000000
0.278204140670
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
4.38000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BN9
1250000.00000000
PA
USD
1285575.00000000
0.195857415258
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.65000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAK9
3980000.00000000
PA
USD
4856316.40000000
0.739860045334
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
6.02000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS
549300L82YB0C6JQIC26
Galaxy Pipeline Assets Bidco Ltd
36321PAB6
200000.00000000
PA
USD
207000.00000000
0.031536460306
Long
DBT
CORP
JE
N
2
2036-03-31
Fixed
2.63000000
N
N
N
N
N
N
Vodafone Group PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBK5
525000.00000000
PA
USD
629590.50000000
0.095918144022
Long
DBT
CORP
GB
N
2
2028-05-30
Fixed
4.38000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RBF5
456000.00000000
PA
USD
492110.64000000
0.074973080506
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.15000000
N
N
N
N
N
N
Zoetis Inc
549300HD9Q1LOC9KLJ48
Zoetis Inc
98978VAP8
75000.00000000
PA
USD
100202.25000000
0.015265817776
Long
DBT
CORP
US
N
2
2048-08-20
Fixed
4.45000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBX6
5950000.00000000
PA
USD
6698688.50000000
1.020545526500
Long
DBT
CORP
US
N
2
2029-11-21
Fixed
3.20000000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBE1
1600000.00000000
PA
USD
1847809.60000000
0.281513884561
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.50000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958254AD6
1000000.00000000
PA
USD
1010000.00000000
0.153873550287
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
5.45000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKA9
575000.00000000
PA
USD
600990.00000000
0.091560856423
Long
DBT
CORP
US
N
2
2051-06-01
Fixed
3.65000000
N
N
N
N
N
N
Air Lease Corp
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAB8
2000000.00000000
PA
USD
2205860.00000000
0.336062880829
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.75000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AV6
200000.00000000
PA
USD
225320.00000000
0.034327513218
Long
DBT
CORP
US
N
2
2025-04-09
Fixed
3.85000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
200000.00000000
PA
USD
227625.00000000
0.034678680083
Long
DBT
CORP
LU
N
2
2026-02-11
Fixed
5.15000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JJ7
825000.00000000
PA
USD
817500.75000000
0.124546279965
Long
DBT
CORP
US
N
2
2050-08-01
Fixed
3.50000000
N
N
N
N
N
N
Lockheed Martin Corp
DPRBOZP0K5RM2YE8UU08
Lockheed Martin Corp
539830BB4
850000.00000000
PA
USD
1101047.50000000
0.167744641445
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.07000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAG5
1300000.00000000
PA
USD
1467297.00000000
0.223542771006
Long
DBT
US
N
2
2025-06-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206RDF6
300000.00000000
PA
USD
416121.00000000
0.063396055068
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
6.00000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BY8
575000.00000000
PA
USD
694835.75000000
0.105858261108
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
4.35000000
N
N
N
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030NBB6
250000.00000000
PA
USD
392640.00000000
0.059818723549
Long
DBT
CORP
US
N
2
2040-03-01
Fixed
6.40000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR ULTRA FUT MAR21 XCBT 20210322
000000000
-175.00000000
NC
USD
97118.25000000
0.014795970222
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Short
US 10 Year Ultra Bond
UXYH1 Comdty
2021-03-22
-27435399.50000000
USD
97118.25000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABA2
1975000.00000000
PA
USD
2182779.88000000
0.332546623397
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
HUARONG FINANCE 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co Ltd
000000000
200000.00000000
PA
USD
212625.00000000
0.032393429336
Long
DBT
CORP
VG
N
2
2029-11-13
Fixed
3.88000000
N
N
N
N
N
N
LOWE'S COS INC
WAFCR4OKGSC504WU3E95
Lowe's Cos Inc
548661DY0
875000.00000000
PA
USD
883977.50000000
0.134674016137
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
1.70000000
N
N
N
N
N
N
VIACOMCBS INC
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92553PAU6
450000.00000000
PA
USD
623191.50000000
0.094943256053
Long
DBT
CORP
US
N
2
2043-09-01
Fixed
5.85000000
N
N
N
N
N
N
AUTONATION INC
N/A
AutoNation Inc
05329WAQ5
1675000.00000000
PA
USD
2015896.00000000
0.307121855970
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.75000000
N
N
N
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XBQ7
950000.00000000
PA
USD
1166438.50000000
0.177706963551
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBP0
525000.00000000
PA
USD
574623.00000000
0.087543842660
Long
DBT
CORP
US
N
2
2031-05-13
Fixed
2.96000000
N
N
N
N
N
N
CITRIX SYSTEMS INC
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376AF7
1925000.00000000
PA
USD
2126624.50000000
0.323991348459
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
3.30000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
5199000.00000000
PA
USD
6085429.50000000
0.927115487316
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
PLAINS ALL AMER PIPELINE
N/A
Plains All American Pipeline LP / PAA Finance Corp
72650RBD3
2175000.00000000
PA
USD
2322443.25000000
0.353824344771
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.85000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
000000000
2350000.00000000
PA
USD
2643914.50000000
0.402800505714
Long
DBT
CORP
FR
N
2
2025-03-17
Fixed
4.38000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBJ4
275000.00000000
PA
USD
338940.25000000
0.051637563963
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
4.49000000
N
N
N
N
N
N
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
PURCHASED USD / SOLD CAD
000000000
1.00000000
NC
-18135.14000000
-0.00276288948
N/A
DFE
US
N
2
Morgan Stanley & Co. International PLC
4PQUHN3JPFGFNF3BB653
5816252.50000000
CAD
4552130.43000000
USD
2021-03-17
-18135.14000000
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
59562VAM9
1017000.00000000
PA
USD
1502119.17000000
0.228847930339
Long
DBT
CORP
US
N
2
2036-04-01
Fixed
6.13000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400FV0
275000.00000000
PA
USD
313725.50000000
0.047796095545
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
4.05000000
N
N
N
N
N
N
Grupo Bimbo SAB de CV
5493000RIXURZEBFEV60
Grupo Bimbo SAB de CV
000000000
1070000.00000000
PA
USD
1323119.20000000
0.201577275997
Long
DBT
CORP
MX
N
2
2047-11-10
Fixed
4.70000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DR5
1025000.00000000
PA
USD
1172610.25000000
0.178647229971
Long
DBT
CORP
US
N
2
2030-06-30
Fixed
3.40000000
N
N
N
N
N
N
State of Illinois
54930048FV8RWPR02D67
ILLINOIS ST
452152BM2
1625000.00000000
PA
USD
1861681.25000000
0.283627231130
Long
DBT
MUN
US
N
2
2035-02-01
Fixed
6.63000000
N
N
N
N
N
N
NASDAQ INC
549300L8X1Q78ERXFD06
Nasdaq Inc
63111XAB7
175000.00000000
PA
USD
191259.25000000
0.029138356260
Long
DBT
CORP
US
N
2
2050-04-28
Fixed
3.25000000
N
N
N
N
N
N
GREAT-WEST LIFECO FIN 18
N/A
Great-West Lifeco Finance 2018 LP
39138QAA3
425000.00000000
PA
USD
498040.50000000
0.075876494972
Long
DBT
CORP
US
N
2
2028-05-17
Fixed
4.05000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDU5
375000.00000000
PA
USD
511462.50000000
0.077921337340
Long
DBT
CORP
US
N
2
2037-03-16
Fixed
5.25000000
N
N
N
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837AU7
2050000.00000000
PA
USD
2082205.50000000
0.317224111597
Long
DBT
CORP
NL
N
2
2026-07-01
Fixed
1.40000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAN5
2035000.00000000
PA
USD
2432679.70000000
0.370618873417
Long
DBT
CORP
IE
N
2
2025-07-15
Fixed
6.50000000
N
N
N
N
N
N
DEUTSCHE TELEKOM INT FIN
529900ERDFHS6C1M4U58
Deutsche Telekom International Finance BV
25156PBB8
575000.00000000
PA
USD
681340.50000000
0.103802259098
Long
DBT
CORP
NL
N
2
2028-06-21
Fixed
4.38000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAH4
625000.00000000
PA
USD
707862.50000000
0.107842887119
Long
DBT
US
N
2
2027-09-01
Fixed
3.65000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAH2
8675000.00000000
PA
USD
9747924.00000000
1.485096706746
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.88000000
N
N
N
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YDU6
475000.00000000
PA
USD
514852.50000000
0.078437804009
Long
DBT
CORP
US
N
2
2023-05-22
Fixed
4.10000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABK0
1400000.00000000
PA
USD
1448314.00000000
0.220650710011
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.00000000
N
N
N
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816BL2
527000.00000000
PA
USD
518436.25000000
0.078983788500
Long
DBT
CORP
US
N
2
2021-03-15
Variable
3.50000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AT5
2100000.00000000
PA
USD
2350971.00000000
0.358170548904
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.20000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAK3
2625000.00000000
PA
USD
2816940.00000000
0.429160949254
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
2.57000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
American Tower Corp
03027XAW0
525000.00000000
PA
USD
609525.00000000
0.092861164098
Long
DBT
US
N
2
2029-08-15
Fixed
3.80000000
N
N
N
N
N
N
NEWMONT CORP
549300VSP3RIX7FGDZ51
Newmont Corp
651639AY2
1600000.00000000
PA
USD
1686288.00000000
0.256906060759
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
2.25000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HKK5
2375000.00000000
PA
USD
2373836.25000000
0.361654070880
Long
DBT
CORP
US
N
2
2021-02-01
Variable
4.01000000
N
N
N
N
N
N
SERVICENOW INC
549300HJTQM36M0E1G39
ServiceNow Inc
81762PAE2
1300000.00000000
PA
USD
1267760.00000000
0.193143299121
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
1.40000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAW0
2425000.00000000
PA
USD
2723687.25000000
0.414953888149
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
5.40000000
N
N
N
N
N
N
COSTAR GROUP INC
N/A
CoStar Group Inc
22160NAA7
1825000.00000000
PA
USD
1894058.00000000
0.288559830604
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
2.80000000
N
N
N
N
N
N
SHELL INTERNATIONAL FIN
213800ITMMKU4Z7I4F78
Shell International Finance BV
822582AD4
225000.00000000
PA
USD
350736.75000000
0.053434761325
Long
DBT
CORP
NL
N
2
2038-12-15
Fixed
6.38000000
N
N
N
N
N
N
ALPHABET INC
5493006MHB84DD0ZWV18
Alphabet Inc
02079KAE7
700000.00000000
PA
USD
682605.00000000
0.103994905736
Long
DBT
CORP
US
N
2
2040-08-15
Fixed
1.90000000
N
N
N
N
N
N
Credit Agricole SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AL9
1900000.00000000
PA
USD
2114282.00000000
0.322110967969
Long
DBT
CORP
FR
N
2
2024-09-23
Fixed
6.88000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DF1
375000.00000000
PA
USD
497280.00000000
0.075760632759
Long
DBT
CORP
US
N
2
2045-07-10
Fixed
4.80000000
N
N
N
N
N
N
CVS Health Corp
549300EJG376EN5NQE29
CVS Health Corp
126650CL2
3300000.00000000
PA
USD
3736194.00000000
0.569209341924
Long
DBT
CORP
US
N
2
2025-07-20
Fixed
3.88000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBG9
675000.00000000
PA
USD
721824.75000000
0.109970036601
Long
DBT
CORP
US
N
2
2024-09-06
Fixed
2.79000000
N
N
N
N
N
N
Roper Technologies Inc
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AD8
800000.00000000
PA
USD
924408.00000000
0.140833604826
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
3.80000000
N
N
N
N
N
N
GE CAPITAL INTL FUNDING
549300G6UZOB126GBY72
GE Capital International Funding Co Unlimited Co
36164Q6M5
1750000.00000000
PA
USD
1945440.00000000
0.296387880862
Long
DBT
CORP
IE
N
2
2025-11-15
Fixed
3.37000000
N
N
N
N
N
N
PARKER-HANNIFIN CORP
5493002CONDB4N2HKI23
Parker-Hannifin Corp
701094AP9
270000.00000000
PA
USD
336706.20000000
0.051297206334
Long
DBT
CORP
US
N
2
2049-06-14
Fixed
4.00000000
N
N
N
N
N
N
SHERWIN-WILLIAMS CO
Z15BMIOX8DDH0X2OBP21
Sherwin-Williams Co/The
824348AQ9
475000.00000000
PA
USD
558614.25000000
0.085104908800
Long
DBT
CORP
US
N
2
2042-12-15
Fixed
4.00000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SX002944 CDS USD R F 1.00000 2 CCPCDX / Short: SX002944 CDS USD P V 03MEVENT 1 CCPCDX
000000000
134800000.00000000
OU
Notional Amount
USD
2200016.88000000
0.335172681206
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Markit CDX.NA.IG.S34.V1
2I65BYDW2
Y
sell protection
2025-06-20
1206946.87000000
USD
0.00000000
USD
134800000.00000000
USD
993070.01000000
N
N
N
CAMDEN PROPERTY TRUST
5493002MYX22OHYJBD89
Camden Property Trust
133131AX0
700000.00000000
PA
USD
788270.00000000
0.120092973747
Long
DBT
US
N
2
2029-07-01
Fixed
3.15000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAT7
1400000.00000000
PA
USD
1523942.00000000
0.232172639576
Long
DBT
US
N
2
2024-05-15
Fixed
3.38000000
N
N
N
N
N
N
SYNGENTA FINANCE NV
54930042S3BYCEGOCN86
Syngenta Finance NV
87164KAE4
970000.00000000
PA
USD
977207.10000000
0.148877550339
Long
DBT
CORP
NL
N
2
2021-04-23
Fixed
3.93000000
N
N
N
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162BZ2
800000.00000000
PA
USD
1013144.00000000
0.154352538844
Long
DBT
CORP
US
N
2
2045-05-01
Fixed
4.40000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAE3
2450000.00000000
PA
USD
2722832.00000000
0.414823590769
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
2.85000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CL9
210000.00000000
PA
USD
211575.00000000
0.032233461784
Long
DBT
NUSS
PH
N
2
2045-12-10
Fixed
2.65000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
General Electric Co
369604BW2
500000.00000000
PA
USD
569705.00000000
0.086794585115
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
3.63000000
N
N
N
N
N
N
Arch Capital Finance LLC
549300XG4URFY0200M65
Arch Capital Finance LLC
03939CAB9
323000.00000000
PA
USD
439728.97000000
0.066992730473
Long
DBT
CORP
US
N
2
2046-12-15
Fixed
5.03000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAR0
64000.00000000
PA
USD
70421.12000000
0.010728661138
Long
DBT
CORP
XX
N
2
2028-01-15
Fixed
3.50000000
N
N
N
N
N
N
ABU DHABI GOVT INT'L
213800FER4348CINTA77
Abu Dhabi Government International Bond
000000000
1680000.00000000
PA
USD
2104725.00000000
0.320654958543
Long
DBT
NUSS
AE
N
2
2047-10-11
Fixed
4.13000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAP6
975000.00000000
PA
USD
1138029.75000000
0.173378889074
Long
DBT
US
N
2
2049-11-15
Fixed
4.00000000
N
N
N
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBD0
75000.00000000
PA
USD
101935.50000000
0.015529878500
Long
DBT
CORP
US
N
2
2048-11-14
Fixed
4.88000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAK6
200000.00000000
PA
USD
238768.00000000
0.036376316688
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
3.80000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VER1
2931000.00000000
PA
USD
3523970.61000000
0.536877097890
Long
DBT
CORP
US
N
2
2028-09-21
Fixed
4.33000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017BS7
370000.00000000
PA
USD
541557.90000000
0.082506373029
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
5.70000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659BB6
925000.00000000
PA
USD
947671.75000000
0.144377838296
Long
DBT
CORP
US
N
2
2051-05-15
Fixed
2.85000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAJ1
1450000.00000000
PA
USD
1533795.50000000
0.233673820792
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
2.88000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215133 IRS CAD R V 03MCDOR 1 CCPVANILLA / Short: BR215133 IRS CAD P F 1.43000 2 CCPVANILLA
000000000
6300000.00000000
OU
Notional Amount
-26260.14000000
-0.00400073363
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-09
0.00000000
CAD
-25244.63000000
CAD
6300000.00000000
CAD
-6946.78000000
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FirstEnergy Corp
337932AK3
525000.00000000
PA
USD
523682.25000000
0.079783016861
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.05000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687FR2
1100000.00000000
PA
USD
1466443.00000000
0.223412664063
Long
DBT
CORP
US
N
2
2040-03-23
Fixed
4.63000000
N
N
N
N
N
N
IHS Markit Ltd
549300HLPTRASHS0E726
IHS Markit Ltd
44962LAH0
900000.00000000
PA
USD
981702.00000000
0.149562348578
Long
DBT
CORP
BM
N
2
2024-05-01
Fixed
3.63000000
N
N
N
N
N
N
KLA CORP
549300H0BF5JCG96TJ81
KLA Corp
482480AJ9
550000.00000000
PA
USD
620108.50000000
0.094473560850
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
3.30000000
N
N
N
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHQ5
400000.00000000
PA
USD
471172.00000000
0.071783077659
Long
DBT
CORP
US
N
2
2030-02-07
Fixed
3.97000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAD4
850000.00000000
PA
USD
872814.00000000
0.132973256357
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.25000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
90000.00000000
PA
116339.26000000
0.017724292053
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
1100000.00000000
PA
USD
1111759.00000000
0.169376539004
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
KEURIG DR PEPPER INC
DYTQ8KRTKO7Y2BVU5K74
Keurig Dr Pepper Inc
49271VAD2
175000.00000000
PA
USD
245138.25000000
0.037346824592
Long
DBT
CORP
US
N
2
2048-05-25
Fixed
5.09000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AR2
884000.00000000
PA
USD
1040158.60000000
0.158468214499
Long
DBT
CORP
CH
N
2
2026-04-17
Fixed
4.55000000
N
N
N
N
N
N
PERUSAHAAN PENERBIT SBSN
254900G208H6Q0L5B953
Perusahaan Penerbit SBSN Indonesia III
71567RAF3
1580000.00000000
PA
USD
1826381.25000000
0.278249274372
Long
DBT
NUSS
ID
N
2
2026-03-29
Fixed
4.55000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJY9
3100000.00000000
PA
USD
3310490.00000000
0.504353316328
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.75000000
N
N
N
N
N
N
McDonald's Corp
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFH2
150000.00000000
PA
USD
195249.00000000
0.029746194871
Long
DBT
CORP
US
N
2
2048-09-01
Fixed
4.45000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CJ6
1425000.00000000
PA
USD
1458216.75000000
0.222159394466
Long
DBT
CORP
GB
N
2
2026-04-18
Fixed
1.65000000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
Microchip Technology Inc
595017AQ7
1350000.00000000
PA
USD
1413463.50000000
0.215341234600
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
2.67000000
N
N
N
N
N
N
OTIS WORLDWIDE CORP
549300ZLBKR8VSU25153
Otis Worldwide Corp
68902VAL1
325000.00000000
PA
USD
354289.00000000
0.053975946789
Long
DBT
CORP
US
N
2
2040-02-15
Fixed
3.11000000
N
N
N
N
N
N
DENTSPLY SIRONA INC
9NHEHR1SOZCYXDO8HO28
DENTSPLY SIRONA Inc
24906PAA7
450000.00000000
PA
USD
500913.00000000
0.076314120490
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
3.25000000
N
N
N
N
N
N
Suncor Energy Inc
549300W70ZOQDVLCHY06
Suncor Energy Inc
867224AA5
900000.00000000
PA
USD
993321.00000000
0.151332503807
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
3.60000000
N
N
N
N
N
N
XLIT Ltd
635400XCGXK8NVDIVE95
XLIT Ltd
98420EAC9
998000.00000000
PA
USD
1139476.48000000
0.173599298462
Long
DBT
CORP
KY
N
2
2025-03-31
Fixed
4.45000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
340000.00000000
PA
414063.02000000
0.063082521713
Long
DBT
NUSS
PH
N
2
2023-02-03
None
0.00000000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CBG3
1300000.00000000
PA
USD
1431495.00000000
0.218088334523
Long
DBT
CORP
US
N
2
2023-10-02
Fixed
4.45000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17308CC53
1050000.00000000
PA
USD
1155672.00000000
0.176066686740
Long
DBT
CORP
US
N
2
2030-11-05
Fixed
2.98000000
N
N
N
N
N
N
ANHEUSER-BUSCH INBEV WOR
549300CRGMZK3K53BF92
Anheuser-Busch InBev Worldwide Inc
035240AN0
250000.00000000
PA
USD
315117.50000000
0.048008166814
Long
DBT
CORP
US
N
2
2048-04-15
Fixed
4.60000000
N
N
N
N
N
N
United Mexican States
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAE0
740000.00000000
PA
USD
833656.25000000
0.127007571195
Long
DBT
NUSS
MX
N
2
2028-01-11
Fixed
3.75000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29279FAA7
450000.00000000
PA
USD
546610.50000000
0.083276136890
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
BRITISH TELECOMMUNICATIO
549300OWFMSO9NYV4H90
British Telecommunications PLC
111021AN1
935000.00000000
PA
USD
1127797.00000000
0.171819929102
Long
DBT
CORP
GB
N
2
2049-11-08
Fixed
4.25000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFR0
525000.00000000
PA
USD
672215.25000000
0.102412026806
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.20000000
N
N
N
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027XAD2
1550000.00000000
PA
USD
1755142.50000000
0.267396047263
Long
DBT
US
N
2
2024-02-15
Fixed
5.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CP8
1350000.00000000
PA
USD
1378188.00000000
0.209967010419
Long
DBT
CORP
US
N
2
2035-02-01
Fixed
3.25000000
N
N
N
N
N
N
BURLINGTN NORTH SANTA FE
N/A
Burlington Northern Santa Fe LLC
12189TAZ7
425000.00000000
PA
USD
646680.00000000
0.098521730198
Long
DBT
CORP
US
N
2
2037-05-01
Fixed
6.15000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207AW5
600000.00000000
PA
USD
602394.00000000
0.091774755893
Long
DBT
CORP
US
N
2
2050-09-04
Fixed
2.63000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKG6
250000.00000000
PA
USD
255397.50000000
0.038909821841
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
1.65000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
110000.00000000
PA
USD
161321.88000000
0.024577396450
Long
DBT
CORP
LU
N
2
2037-08-16
Fixed
7.29000000
N
N
N
N
N
N
General Motors Co
54930070NSV60J38I987
General Motors Co
37045VAT7
125000.00000000
PA
USD
168443.75000000
0.025662413699
Long
DBT
CORP
US
N
2
2049-04-01
Fixed
5.95000000
N
N
N
N
N
N
LUKOIL INTL FINANCE BV
724500LG1GUKJ5TOIW61
Lukoil International Finance BV
000000000
1030000.00000000
PA
USD
1102743.75000000
0.168003065217
Long
DBT
CORP
NL
N
2
2023-04-24
Fixed
4.56000000
N
N
N
N
N
N
UNION PACIFIC CORP
549300LMMRSZZCZ8CL11
Union Pacific Corp
907818FD5
275000.00000000
PA
USD
316954.00000000
0.048287957681
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
3.55000000
N
N
N
N
N
N
Dupont De Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26078JAE0
125000.00000000
PA
USD
169055.00000000
0.025755537667
Long
DBT
CORP
US
N
2
2038-11-15
Fixed
5.32000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAM2
960000.00000000
PA
USD
987360.00000000
0.150424345160
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.66000000
N
N
N
N
N
N
Wells Fargo Bank NA
KB1H1DSPRFMYMCUFXT09
Wells Fargo Bank NA
94980VAG3
799000.00000000
PA
USD
1138782.74000000
0.173493607138
Long
DBT
CORP
US
N
2
2036-08-26
Fixed
5.95000000
N
N
N
N
N
N
Westpac Banking Corp
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214DF7
625000.00000000
PA
USD
713000.00000000
0.108625585500
Long
DBT
CORP
AU
N
2
2031-11-23
Fixed
4.32000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KR1
1200000.00000000
PA
USD
1589100.00000000
0.242099464120
Long
DBT
CORP
US
N
2
2046-05-18
Fixed
4.75000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 10YR NOTE (CBT)MAR21 XCBT 20210322
000000000
140.00000000
NC
USD
4533.51000000
0.000690680474
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
10 Year US Treasury Note
TYH1 Comdty
2021-03-22
19319841.49000000
USD
4533.51000000
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BM2
925000.00000000
PA
USD
981656.25000000
0.149555378563
Long
DBT
CORP
GB
N
2
2029-11-01
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BL7
200000.00000000
PA
USD
235500.00000000
0.035878436725
Long
DBT
NUSS
PA
N
2
2060-07-23
Fixed
3.87000000
N
N
N
N
N
N
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
PURCHASED USD / SOLD AUD
000000000
1.00000000
NC
-119506.03000000
-0.01820674962
N/A
DFE
US
N
2
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
5001372.36000000
AUD
3738755.90000000
USD
2021-03-17
-119506.03000000
N
N
N
CommonSpirit Health
4SXHN5XW08IBO0UG2V58
CommonSpirit Health
14916RAD6
150000.00000000
PA
USD
175512.46000000
0.026739332019
Long
DBT
CORP
US
N
2
2042-11-01
Fixed
4.35000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
4050000.00000000
PA
USD
4725945.00000000
0.719997956053
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.63000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RJL7
275000.00000000
PA
USD
341946.00000000
0.052095490125
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
4.85000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AW1
475000.00000000
PA
USD
612061.25000000
0.093247561911
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
4.25000000
N
N
N
N
N
N
Chicago Board of Trade
549300EX04Q2QBFQTQ27
US 2YR NOTE (CBT) MAR21 XCBT 20210331
000000000
205.00000000
NC
USD
38468.28000000
0.005860644373
N/A
DIR
US
N
1
Chicago Board of Trade
549300EX04Q2QBFQTQ27
Long
2 Year US Treasury Note
TUH1 Comdty
2021-03-31
45258524.01000000
USD
38468.28000000
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JZN2
4275000.00000000
PA
USD
4942840.50000000
0.753041996277
Long
DBT
CORP
US
N
2
2027-04-23
Fixed
3.95000000
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523AG5
4050000.00000000
PA
USD
4662643.50000000
0.710353969376
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
4.13000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AV0
1025000.00000000
PA
USD
1364182.75000000
0.207833309884
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
4.40000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CB9
150000.00000000
PA
USD
155101.50000000
0.023629721247
Long
DBT
CORP
US
N
2
2048-11-01
Fixed
3.85000000
N
N
N
N
N
N
Republic of Indonesia
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
470000.00000000
PA
USD
720862.50000000
0.109823437766
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
6.75000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAF1
150000.00000000
PA
USD
199761.00000000
0.030433598296
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
6.30000000
N
N
N
N
N
N
AGREE LP
549300DXY3G299V1BO77
Agree LP
008513AA1
375000.00000000
PA
USD
396963.75000000
0.060477447077
Long
DBT
US
N
2
2030-10-01
Fixed
2.90000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214EF6
325000.00000000
PA
USD
369060.25000000
0.056226347462
Long
DBT
CORP
AU
N
2
2034-07-24
Fixed
4.11000000
N
N
N
N
N
N
ENERGY TRANSFER OPERATNG
5493008K8W3OKZE54J59
Energy Transfer Operating LP
29273RAQ2
1540000.00000000
PA
USD
1596133.00000000
0.243170942021
Long
DBT
CORP
US
N
2
2022-02-01
Fixed
5.20000000
N
N
N
N
N
N
WHIRLPOOL CORP
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320AX4
550000.00000000
PA
USD
712525.00000000
0.108553219226
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
4.60000000
N
N
N
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833AL4
1652000.00000000
PA
USD
2097032.28000000
0.319482972268
Long
DBT
CORP
US
N
2
2043-05-04
Fixed
3.85000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PURCHASED USD / SOLD EUR
000000000
1.00000000
NC
-3374.78000000
-0.00051414790
N/A
DFE
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
1091898.83000000
EUR
1331255.06000000
USD
2021-01-21
-3374.78000000
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DL9
375000.00000000
PA
USD
519183.75000000
0.079097670162
Long
DBT
CORP
US
N
2
2048-02-20
Fixed
4.55000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PBB0
775000.00000000
PA
USD
864311.00000000
0.131677823883
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
4.63000000
N
N
N
N
N
N
Celanese US Holdings LLC
CD30XVRLT4QO00B1C706
Celanese US Holdings LLC
15089QAJ3
600000.00000000
PA
USD
649248.00000000
0.098912965125
Long
DBT
CORP
US
N
2
2024-05-08
Fixed
3.50000000
N
N
N
N
N
N
HSBC Holdings PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BZ1
1775000.00000000
PA
USD
1937909.50000000
0.295240608812
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
3.80000000
N
N
N
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G7K4
600000.00000000
PA
USD
654174.00000000
0.099663441471
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.45000000
N
N
N
N
N
N
HEALTHCARE REALTY TRUST
549300CB86LH2IOKHH22
Healthcare Realty Trust Inc
421946AM6
450000.00000000
PA
USD
450405.00000000
0.068619224175
Long
DBT
US
N
2
2031-03-15
Fixed
2.05000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KU4
1900000.00000000
PA
USD
2220625.00000000
0.338312329314
Long
DBT
CORP
US
N
2
2028-07-25
Fixed
4.13000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CW3
1450000.00000000
PA
USD
1994359.00000000
0.303840692948
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.81000000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QAE0
175000.00000000
PA
USD
208831.00000000
0.031815413247
Long
DBT
CORP
US
N
2
2028-11-06
Fixed
4.23000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBQ7
175000.00000000
PA
USD
215652.50000000
0.032854669112
Long
DBT
CORP
US
N
2
2050-04-02
Fixed
5.28000000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
2353000.00000000
PA
USD
2673360.95000000
0.407286673838
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.63000000
N
N
N
N
N
N
BAT Capital Corp
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBD6
700000.00000000
PA
USD
782460.00000000
0.119207819958
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
4.39000000
N
N
N
N
N
N
SUNOCO LOGISTICS PARTNER
5493006LL0CKP8WQW329
Sunoco Logistics Partners Operations LP
86765BAV1
100000.00000000
PA
USD
111740.00000000
0.017023594563
Long
DBT
CORP
US
N
2
2047-10-01
Fixed
5.40000000
N
N
N
N
N
N
SANTANDER UK PLC
PTCQB104N23FMNK2RZ28
Santander UK PLC
80283LAX1
2050000.00000000
PA
USD
2195119.50000000
0.334426565119
Long
DBT
CORP
GB
N
2
2024-06-18
Fixed
2.88000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAC3
1000000.00000000
PA
USD
1124280.00000000
0.171284113977
Long
DBT
CORP
ES
N
2
2029-06-27
Fixed
3.31000000
N
N
N
N
N
N
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Long: SS005870 CDS USD R F 1.00000 2 CCPCORPORATE / Short: SS005870 CDS USD P V 03MEVENT 1 CCPCORPORATE
000000000
550000.00000000
OU
Notional Amount
USD
12334.69000000
0.001879190635
N/A
DCR
US
N
2
Intercontinental Exchange, Inc.
5493000F4ZO33MV32P92
Peruvian Government International Bond
Peruvian Government International Bond
Y
sell protection
2024-06-20
6178.48000000
USD
0.00000000
USD
550000.00000000
USD
6156.21000000
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AL5
216000.00000000
PA
USD
222480.00000000
0.033894839077
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05578QAA1
2225000.00000000
PA
USD
2516208.00000000
0.383344414081
Long
DBT
CORP
FR
N
2
2023-10-22
Fixed
5.70000000
N
N
N
N
N
N
HOME DEPOT INC
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076BH4
400000.00000000
PA
USD
531244.00000000
0.080935049850
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
4.25000000
N
N
N
N
N
N
EXPEDIA GROUP INC
N/A
Expedia Group Inc
30212PAZ8
3125000.00000000
PA
USD
3334531.25000000
0.508016001962
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
3.60000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215285 IRS USD R F 1.24500 2 CCPVANILLA / Short: SR215285 IRS USD P V 03MLIBOR 1 CCPVANILLA
000000000
5240000.00000000
OU
Notional Amount
USD
-44404.81000000
-0.00676507501
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2030-11-24
0.00000000
USD
-5889.57000000
USD
5240000.00000000
USD
-38515.24000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJL4
1150000.00000000
PA
USD
1164835.00000000
0.177462670246
Long
DBT
CORP
US
N
2
2031-10-24
Fixed
1.92000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKB7
525000.00000000
PA
USD
552310.50000000
0.084144532174
Long
DBT
CORP
US
N
2
2060-06-01
Fixed
3.85000000
N
N
N
N
N
N
ABN AMRO BANK NV
BFXS5XCH7N0Y05NIXW11
ABN AMRO Bank NV
000000000
600000.00000000
PA
779021.82000000
0.118684013064
Long
DBT
CORP
NL
N
2
2025-09-22
Fixed
4.38000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: SR215135 IRS CAD R F .96000 2 CCPVANILLA / Short: SR215135 IRS CAD P V 03MCDOR 1 CCPVANILLA
000000000
31430000.00000000
OU
Notional Amount
44128.92000000
0.006723043159
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2024-11-09
36121.86000000
CAD
0.00000000
CAD
31430000.00000000
CAD
16462.17000000
N
N
N
PRINCIPAL FINANCIAL GRP
CUMYEZJOAF02RYZ1JJ85
Principal Financial Group Inc
74251VAA0
150000.00000000
PA
USD
213771.00000000
0.032568022493
Long
DBT
CORP
US
N
2
2036-10-15
Fixed
6.05000000
N
N
N
N
N
N
RAYTHEON TECH CORP
I07WOS4YJ0N7YRFE7309
Raytheon Technologies Corp
913017CX5
500000.00000000
PA
USD
679350.00000000
0.103499006324
Long
DBT
CORP
US
N
2
2048-11-16
Fixed
4.63000000
N
N
N
N
N
N
Constellation Brands Inc
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PAQ1
1475000.00000000
PA
USD
1689081.50000000
0.257331650623
Long
DBT
CORP
US
N
2
2026-12-06
Fixed
3.70000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VCK8
400000.00000000
PA
USD
536824.00000000
0.081785163128
Long
DBT
CORP
US
N
2
2046-08-21
Fixed
4.86000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AU5
1425000.00000000
PA
USD
1686858.00000000
0.256992900288
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.70000000
N
N
N
N
N
N
Credit Suisse Group AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AC2
1895000.00000000
PA
USD
2194807.95000000
0.334379100461
Long
DBT
CORP
CH
N
2
2028-01-09
Fixed
4.28000000
N
N
N
N
N
N
Becton Dickinson and Co
ICE2EP6D98PQUILVRZ91
Becton Dickinson and Co
075887BW8
3839000.00000000
PA
USD
4395539.83000000
0.669660711953
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
3.70000000
N
N
N
N
N
N
NUTRITION & BIOSCIENCES
N/A
Nutrition & Biosciences Inc
67079BAC4
600000.00000000
PA
USD
617988.00000000
0.094150502569
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
1.83000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BP6
380000.00000000
PA
USD
474221.00000000
0.072247592961
Long
DBT
CORP
US
N
2
2047-10-15
Fixed
4.03000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
Natwest Group PLC
780097BE0
1008000.00000000
PA
USD
1048390.56000000
0.159722354015
Long
DBT
CORP
GB
N
2
2023-05-15
Fixed
3.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
80000.00000000
PA
131938.21000000
0.020100792862
Long
DBT
NUSS
RO
N
2
2049-04-03
Fixed
4.63000000
N
N
N
N
N
N
TRACTOR SUPPLY CO
549300OJ9VZHZRO6I137
Tractor Supply Co
892356AA4
1300000.00000000
PA
USD
1306149.00000000
0.198991865182
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
1.75000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742BG9
1225000.00000000
PA
USD
1362984.00000000
0.207650680262
Long
DBT
CORP
CA
N
2
2030-07-15
Fixed
3.90000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBU6
575000.00000000
PA
USD
725960.50000000
0.110600118320
Long
DBT
CORP
US
N
2
2049-02-01
Fixed
4.80000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
650000.00000000
PA
USD
693478.50000000
0.105651484003
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
FIRST HORIZON CORP
TF3RXI1ZB1TQ30H9JV10
First Horizon Corp
320517AC9
825000.00000000
PA
USD
875085.75000000
0.133319357582
Long
DBT
CORP
US
N
2
2023-05-26
Fixed
3.55000000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
75000.00000000
PA
USD
99300.75000000
0.015128474206
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650DL1
1125000.00000000
PA
USD
1405192.50000000
0.214081147339
Long
DBT
CORP
US
N
2
2050-04-01
Fixed
4.25000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VDS0
83000.00000000
PA
USD
114923.46000000
0.017508594853
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
5.01000000
N
N
N
N
N
N
OHIO POWER COMPANY
06ZODLC132CY1O2Y7D77
Ohio Power Co
677415CS8
450000.00000000
PA
USD
491139.00000000
0.074825051103
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
2.60000000
N
N
N
N
N
N
BROADCOM CRP / CAYMN FI
N/A
Broadcom Corp / Broadcom Cayman Finance Ltd
11134LAP4
600000.00000000
PA
USD
648510.00000000
0.098800530789
Long
DBT
CORP
XX
N
2
2025-01-15
Fixed
3.13000000
N
N
N
N
N
N
LCH Limited
F226TOH6YD6XJB17KS62
Long: BR215286 IRS USD R V 03MLIBOR 1 CCPVANILLA / Short: BR215286 IRS USD P F 1.54300 2 CCPVANILLA
000000000
5720000.00000000
OU
Notional Amount
USD
57476.85000000
0.008756600959
N/A
DIR
US
N
2
LCH Limited
F226TOH6YD6XJB17KS62
N/A
N/A
Y
2035-11-25
1630.04000000
USD
0.00000000
USD
5720000.00000000
USD
55846.81000000
N
N
N
General Electric Co
3C7474T6CDKPR9K6YT90
General Electric Co
36962G3P7
1069000.00000000
PA
USD
1448890.53000000
0.220738544385
Long
DBT
CORP
US
N
2
2038-01-14
Fixed
5.88000000
N
N
N
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazon.com Inc
023135AQ9
900000.00000000
PA
USD
1318608.00000000
0.200889994453
Long
DBT
CORP
US
N
2
2044-12-05
Fixed
4.95000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERAT
L6D8A6MLSY454J2JXJ60
Western Midstream Operating LP
958667AB3
725000.00000000
PA
USD
743125.00000000
0.113215130749
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
4.10000000
N
N
N
N
N
N
Ovintiv Inc
N/A
Ovintiv Inc
292505AJ3
2025000.00000000
PA
USD
2048166.00000000
0.312038192077
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
3.90000000
N
N
N
N
N
N
WALT DISNEY COMPANY/THE
549300GZKULIZ0WOW665
Walt Disney Co/The
254687EX0
50000.00000000
PA
USD
69300.00000000
0.010557858450
Long
DBT
CORP
US
N
2
2045-10-15
Fixed
4.95000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DH7
1850000.00000000
PA
USD
2109610.50000000
0.321399264711
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
3.90000000
N
N
N
N
N
N
Northrop Grumman Corp
RIMU48P07456QXSO0R61
Northrop Grumman Corp
666807BH4
1175000.00000000
PA
USD
1571022.00000000
0.239345279920
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.75000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAM2
400000.00000000
PA
USD
458124.00000000
0.069795214209
Long
DBT
CORP
US
N
2
2038-04-15
Fixed
4.50000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
70000.00000000
PA
USD
109462.50000000
0.016676617325
Long
DBT
CORP
LU
N
2
2034-04-28
Fixed
8.63000000
N
N
N
N
N
N
2021-01-27
GOLDMAN SACHS TRUST
Peter Fortner
Peter Fortner
Vice President
XXXX