Form NPORT-P BNY Mellon ETF Trust For: Jun 30

  
    NPORT-P
    false
    
      
      
        
          0001493580
          XXXXXXXX
        
      
      
      
      
        S000072693
        C000229128
      
      
    
  
  
    
      BNY Mellon ETF Trust
      811-23477
      0001493580
      549300E2C8EQYJ7B0H81
      240 Greenwich Street
      New York
      
      10286
      212-922-6400
      BNY Mellon Responsible Horizons Corporate Bond ETF
      S000072693
      549300XXWYC4HQW0V020
      2022-06-30
      2022-06-30
      N
    
    
      23716902.20
      611512.41
      23105389.79
      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
      101814.65000000
      
        
          EUR
          
          
        
        
          USD
          
          
        
      
      
      
      
        
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        SUMITOMO MITSUI FINL GRP
        35380028MYWPB6AUO129
        
        86562MBV1
        
          
          
        
        200000.00000000
        PA
        USD
        191503.51000000
        0.828826138578
        Long
        DBT
        CORP
        JP
        N
        2
        
          2025-01-15
          Fixed
          2.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMM1
        
          
          
        
        200000.00000000
        PA
        USD
        162477.71000000
        0.703202635734
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-12-01
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAP INTL
        549300U37G2I8G4RUG09
        
        89153VAV1
        
          
          
        
        90000.00000000
        PA
        USD
        68981.15000000
        0.298550038008
        Long
        DBT
        CORP
        FR
        N
        2
        
          2050-05-29
          Fixed
          3.12700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WP CAREY INC
        54930042CRNE713E3Q67
        
        92936UAJ8
        
          
          
        
        115000.00000000
        PA
        USD
        92720.48000000
        0.401293727752
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-02-01
          Fixed
          2.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLIANZ SE
        529900K9B0N5BT694847
        
        018820AB6
        
          
          
        
        200000.00000000
        PA
        USD
        146500.00000000
        0.634051194684
        Long
        DBT
        CORP
        DE
        N
        2
        
          N/A
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        
        03027XAT7
        
          
          
        
        175000.00000000
        PA
        USD
        172562.91000000
        0.746851325895
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-05-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        060505EH3
        
          
          
        
        225000.00000000
        PA
        USD
        219262.50000000
        0.948966894706
        Long
        DBT
        CORP
        US
        N
        2
        
          N/A
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        
        87165BAN3
        
          
          
        
        150000.00000000
        PA
        USD
        149188.29000000
        0.645686099026
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-03-19
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENEL FINANCE INTL NV
        0YQH6LCEF474UTUV4B96
        
        29278GAX6
        
          
          
        
        200000.00000000
        PA
        USD
        193308.92000000
        0.836639943134
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2032-06-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NBU4
        
          
          
        
        125000.00000000
        PA
        USD
        100097.48000000
        0.433221343200
        Long
        DBT
        CORP
        US
        N
        2
        
          2046-07-15
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUNDIN ENERGY FI
        549300JSNI1KL271GM17
        
        55037AAB4
        
          
          
        
        200000.00000000
        PA
        USD
        165668.23000000
        0.717011188756
        Long
        DBT
        CORP
        NL
        N
        2
        
          2031-07-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM INC
        H1J8DDZKZP6H7RWC0H53
        
        747525BJ1
        
          
          
        
        50000.00000000
        PA
        USD
        40932.98000000
        0.177157712430
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-05-20
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        
        126408HM8
        
          
          
        
        100000.00000000
        PA
        USD
        99563.77000000
        0.430911449254
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIZENS FINANCIAL GROUP
        2138004JDDA4ZQUPFW65
        
        174610BE4
        
          
          
        
        80000.00000000
        PA
        USD
        79063.80000000
        0.342187691783
        Long
        DBT
        CORP
        US
        N
        2
        
          2037-05-21
          Fixed
          5.64100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119BT5
        
          
          
        
        150000.00000000
        PA
        USD
        149522.90000000
        0.647134289267
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AF7
        
          
          
        
        100000.00000000
        PA
        USD
        67890.90000000
        0.293831442001
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-02-10
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CET4
        
          
          
        
        120000.00000000
        PA
        USD
        117745.31000000
        0.509601054429
        Long
        DBT
        UST
        US
        N
        2
        
          2027-05-31
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        639057AC2
        
          
          
        
        200000.00000000
        PA
        USD
        175696.65000000
        0.760414135389
        Long
        DBT
        CORP
        GB
        N
        2
        
          2027-06-14
          Fixed
          1.64200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARKLAND CORP
        549300XHQS1JYWBNK868
        
        70137WAG3
        
          
          
        
        50000.00000000
        PA
        USD
        40627.07000000
        0.175833735631
        Long
        DBT
        CORP
        CA
        N
        2
        
          2029-10-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAW4
        
          
          
        
        80000.00000000
        PA
        USD
        79701.64000000
        0.344948259797
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-03-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWMONT CORP
        549300VSP3RIX7FGDZ51
        
        651639AX4
        
          
          
        
        60000.00000000
        PA
        USD
        53043.37000000
        0.229571413778
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-10-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833CU2
        
          
          
        
        200000.00000000
        PA
        USD
        198753.68000000
        0.860204834484
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-05-11
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TSMC ARIZONA CORP
        2549005GOBWLCSY63Q97
        
        872898AH4
        
          
          
        
        200000.00000000
        PA
        USD
        197473.07000000
        0.854662361443
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2032-04-22
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBZ7
        
          
          
        
        100000.00000000
        PA
        USD
        74673.82000000
        0.323187882475
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-03-25
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        
        775109BZ3
        
          
          
        
        80000.00000000
        PA
        USD
        71215.85000000
        0.308221807324
        Long
        DBT
        CORP
        CA
        N
        2
        
          2042-03-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IBM CORP
        VGRQXHF3J8VDLUA7XE92
        
        459200KJ9
        
          
          
        
        160000.00000000
        PA
        USD
        134231.34000000
        0.580952501645
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-05-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LSEGA FINANCING PLC
        2138009YFYTGEHZNNZ09
        
        50220PAB9
        
          
          
        
        200000.00000000
        PA
        USD
        179824.38000000
        0.778278928139
        Long
        DBT
        CORP
        GB
        N
        2
        
          2026-04-06
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        
        58507LAQ2
        
          
          
        
        100000.00000000
        PA
        
        71518.80000000
        0.309532973258
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2049-07-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANGRID INC
        549300OX0Q38NLSKPB49
        
        05351WAC7
        
          
          
        
        130000.00000000
        PA
        USD
        126538.09000000
        0.547656157935
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-04-15
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EF0
        
          
          
        
        37000.00000000
        PA
        USD
        31668.55000000
        0.137061310316
        Long
        DBT
        CORP
        US
        N
        2
        
          2062-04-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NCT6
        
          
          
        
        55000.00000000
        PA
        USD
        54900.13000000
        0.237607460852
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-15
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALIFORNIA ST HLTH FACS FING A
        5493007RI8BUDOGHZ546
        
        13032UD96
        
          
        
        10000.00000000
        PA
        USD
        9390.03000000
        0.040639998222
        Long
        DBT
        MUN
        US
        N
        2
        
          2041-06-01
          Fixed
          4.35300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KB HOME
        549300LGUCWQURMWLG09
        
        48666KAZ2
        
          
          
        
        50000.00000000
        PA
        USD
        38656.25000000
        0.167304037505
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-06-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        PVJRP0EQNV6OGDPZGY95
        
        771196BX9
        
          
          
        
        200000.00000000
        PA
        USD
        170713.29000000
        0.738846180703
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-12-13
          Fixed
          2.07600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        O'REILLY AUTOMOTIVE INC
        549300K2RLMQL149Q332
        
        67103HAL1
        
          
          
        
        45000.00000000
        PA
        USD
        44866.56000000
        0.194182225046
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-06-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        
        36186CBY8
        
          
          
        
        100000.00000000
        PA
        USD
        111290.24000000
        0.481663546953
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-11-01
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CA2
        
          
          
        
        100000.00000000
        PA
        USD
        80167.52000000
        0.346964585876
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-05-12
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        
        53079EBL7
        
          
          
        
        80000.00000000
        PA
        USD
        54281.26000000
        0.234928994894
        Long
        DBT
        CORP
        US
        N
        2
        
          2061-02-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTALENERGIES CAPITAL SA
        529900QI55ZLJVCMPA71
        
        89152UAH5
        
          
          
        
        60000.00000000
        PA
        USD
        59108.75000000
        0.255822345077
        Long
        DBT
        CORP
        FR
        N
        2
        
          2028-10-11
          Fixed
          3.88300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUZANO AUSTRIA GMBH
        254900287ZNSGVP1R341
        
        86964WAJ1
        
          
          
        
        100000.00000000
        PA
        USD
        81021.00000000
        0.350658442624
        Long
        DBT
        CORP
        AT
        
        N
        2
        
          2031-01-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        
        031162DB3
        
          
          
        
        75000.00000000
        PA
        USD
        64364.93000000
        0.278571063223
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-08-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PAJ5
        
          
          
        
        170000.00000000
        PA
        USD
        150133.67000000
        0.649777698470
        Long
        DBT
        CORP
        US
        N
        2
        
          2038-07-24
          Fixed
          3.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACKSON FINANCIAL INC
        213800WXW2KG1N4CO374
        
        46817MAH0
        
          
          
        
        250000.00000000
        PA
        USD
        240395.22000000
        1.040429190699
        Long
        DBT
        CORP
        US
        N
        2
        
          2023-11-22
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        
        961214EP4
        
          
          
        
        50000.00000000
        PA
        USD
        39847.74000000
        0.172460799675
        Long
        DBT
        CORP
        AU
        N
        2
        
          2035-11-15
          Fixed
          2.66800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        
        03522AAJ9
        
          
          
        
        100000.00000000
        PA
        USD
        94176.54000000
        0.407595547428
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MET LIFE GLOB FUNDING I
        635400MMSOCXNNNZDZ82
        
        59217GGU7
        
          
          
        
        150000.00000000
        PA
        USD
        119636.47000000
        0.517785984514
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-01-07
          Fixed
          1.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS
        549300L82YB0C6JQIC26
        
        36321PAD2
        
          
          
        
        192172.00000000
        PA
        USD
        163764.81000000
        0.708773197459
        Long
        DBT
        CORP
        JE
        
        N
        2
        
          2034-03-31
          Fixed
          2.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FV0
        
          
          
        
        100000.00000000
        PA
        USD
        88297.17000000
        0.382149666387
        Long
        DBT
        CORP
        US
        N
        2
        
          2049-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM NETHERLANDS
        2549000TLMHFQ74DS330
        
        10554TAD7
        
          
          
        
        200000.00000000
        PA
        USD
        171118.00000000
        0.740597763358
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2030-01-31
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT
        549300N4PXZ37U8QKI55
        
        02666TAC1
        
          
          
        
        100000.00000000
        PA
        USD
        79847.97000000
        0.345581575232
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-07-15
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dreyfus Institutional Preferred Government Money Market Fund
        549300RBWL04JG8SIX57
        
        000000000
        
          
          
        
        785053.42000000
        NS
        USD
        785053.42000000
        3.397706886294
        Long
        STIV
        RF
        US
        N
        1
        
          
          N
          N
        
      
      
        PRINCIPAL LFE GLB FND II
        635400WSLKBQWSOIIT41
        
        74256LEK1
        
          
          
        
        200000.00000000
        PA
        USD
        177325.13000000
        0.767462187877
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-12
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCA5
        
          
          
        
        150000.00000000
        PA
        USD
        134012.34000000
        0.580004670849
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRUDENTIAL FINANCIAL INC
        5PRBRS5FEH7NREC8OR45
        
        744320AM4
        
          
          
        
        55000.00000000
        PA
        USD
        53744.90000000
        0.232607631762
        Long
        DBT
        CORP
        US
        N
        2
        
          2043-06-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFIZER INC
        765LHXWGK1KXCLTFYQ30
        
        717081EW9
        
          
          
        
        240000.00000000
        PA
        USD
        219299.18000000
        0.949125645544
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA FINANCE LLC
        549300C3HATU4Q460S18
        
        04636NAB9
        
          
          
        
        150000.00000000
        PA
        USD
        130729.54000000
        0.565796730495
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2031-05-28
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        035240AN0
        
          
          
        
        100000.00000000
        PA
        USD
        90001.48000000
        0.389525910698
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2048-04-15
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCHLUMBERGER HLDGS CORP
        529900IKZG65COT1D505
        
        806851AH4
        
          
          
        
        200000.00000000
        PA
        USD
        192990.55000000
        0.835262039524
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-05-01
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        
        571903BG7
        
          
          
        
        90000.00000000
        PA
        USD
        74728.16000000
        0.323423065696
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGP3
        
          
          
        
        100000.00000000
        PA
        USD
        84029.42000000
        0.363678867847
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-03-01
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        3.00000000
        NC
        USD
        4883.19000000
        0.021134419476
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            458148.06000000
            USD
            4883.19000000
          
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        
        30225VAH0
        
          
          
        
        16000.00000000
        PA
        USD
        14998.97000000
        0.064915459710
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE CORP CHRISTI HD
        549300I7CIEWU1BBLQ53
        
        16412XAL9
        
          
          
        
        65000.00000000
        PA
        USD
        51414.25000000
        0.222520591374
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-12-31
          Fixed
          2.74200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMCAST CORP
        51M0QTTNCGUN7KFCFZ59
        
        20030NDU2
        
          
          
        
        150000.00000000
        PA
        USD
        104539.67000000
        0.452447117101
        Long
        DBT
        CORP
        US
        N
        2
        
          2056-11-01
          Fixed
          2.93700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661ED5
        
          
          
        
        50000.00000000
        PA
        USD
        42609.63000000
        0.184414244413
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-09-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATMOS ENERGY CORP
        QVLWEGTD2S8GJMO8D383
        
        049560AK1
        
          
          
        
        55000.00000000
        PA
        USD
        57971.92000000
        0.250902151086
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-06-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COCA-COLA CO/THE
        UWJKFUJFZ02DKWI3RY53
        
        191216DB3
        
          
          
        
        100000.00000000
        PA
        
        68988.62000000
        0.298582368127
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-03-15
          Fixed
          0.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GGF0
        
          
          
        
        165000.00000000
        PA
        USD
        158359.35000000
        0.685378396293
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-01-20
          Fixed
          3.82400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLSTATE CORP
        OBT0W1ED8G0NWVOLOJ77
        
        020002BG5
        
          
          
        
        50000.00000000
        PA
        USD
        42883.48000000
        0.185599465708
        Long
        DBT
        CORP
        US
        N
        2
        
          2049-08-10
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YCB3
        
          
          
        
        86000.00000000
        PA
        USD
        76492.10000000
        0.331057388320
        Long
        DBT
        CORP
        US
        N
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAG5
        
          
          
        
        40000.00000000
        PA
        USD
        26643.31000000
        0.115312099220
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-10-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADVANCED MICRO DEVICES
        R2I72C950HOYXII45366
        
        007903BG1
        
          
          
        
        46000.00000000
        PA
        USD
        44851.13000000
        0.194115444091
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-06-01
          Fixed
          4.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAZ8
        
          
          
        
        150000.00000000
        PA
        USD
        108325.68000000
        0.468832947570
        Long
        DBT
        CORP
        IE
        N
        2
        
          2041-10-29
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        
        032654AU9
        
          
          
        
        200000.00000000
        PA
        USD
        175448.52000000
        0.759340230113
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-01
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        
        13645RBG8
        
          
          
        
        50000.00000000
        PA
        USD
        39199.26000000
        0.169654181800
        Long
        DBT
        CORP
        CA
        N
        2
        
          2041-12-02
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GKD0
        
          
          
        
        203000.00000000
        PA
        USD
        167647.44000000
        0.725577198756
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-10-20
          Fixed
          2.57200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAK0
        
          
          
        
        50000.00000000
        PA
        USD
        38737.57000000
        0.167655990018
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-07-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AM0
        
          
          
        
        250000.00000000
        PA
        USD
        235473.38000000
        1.019127494234
        Long
        DBT
        CORP
        CH
        N
        2
        
          2025-09-11
          Fixed
          2.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MASS MUTUAL LIFE INS CO
        R6ZXK5P01NP6HXSY1S07
        
        575767AQ1
        
          
          
        
        50000.00000000
        PA
        USD
        38851.10000000
        0.168147347234
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-04-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS EURO FINANCE
        549300MI5D1784PRQH06
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        59477.49000000
        0.257418249770
        Long
        DBT
        CORP
        US
        N
        2
        
          2049-09-10
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTL CORP
        54930012H97VSM0I2R19
        
        22822VAV3
        
          
          
        
        160000.00000000
        PA
        USD
        138651.56000000
        0.600083189507
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-07-15
          Fixed
          1.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER SCIENTIFIC
        HCHV7422L5HDJZCRFL38
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        75711.67000000
        0.327679691570
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-10-01
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RYDER SYSTEM INC
        ZXJ6Y2OSPZXIVGRILD15
        
        78355HKU2
        
          
          
        
        37000.00000000
        PA
        USD
        36489.88000000
        0.157928000053
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        
        31620MBR6
        
          
          
        
        130000.00000000
        PA
        USD
        115165.06000000
        0.498433746613
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-01
          Fixed
          1.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMWARE INC
        549300BUDHS3LRWBE814
        
        928563AJ4
        
          
          
        
        130000.00000000
        PA
        USD
        115103.65000000
        0.498167964471
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-08-15
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACY'S RETAIL HLDGS LLC
        N/A
        
        55617LAQ5
        
          
          
        
        50000.00000000
        PA
        USD
        42039.98000000
        0.181948802344
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-03-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        
        29379VCB7
        
          
          
        
        125000.00000000
        PA
        USD
        91120.58000000
        0.394369369347
        Long
        DBT
        CORP
        US
        N
        2
        
          2053-02-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -4.00000000
        NC
        USD
        6282.52000000
        0.027190712024
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -515782.52000000
            USD
            6282.52000000
          
        
        
          N
          N
          N
        
      
      
        SYNCHRONY FINANCIAL
        549300RS7EWPM9MA6C78
        
        87165BAR4
        
          
          
        
        100000.00000000
        PA
        USD
        75889.67000000
        0.328450074591
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-10-28
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        
        969457BV1
        
          
          
        
        80000.00000000
        PA
        USD
        79959.92000000
        0.346066094217
        Long
        DBT
        CORP
        US
        N
        2
        
          2044-06-24
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAKEDA PHARMACEUTICAL
        549300ZLMVP4X0OGR454
        
        874060AW6
        
          
          
        
        200000.00000000
        PA
        USD
        203961.89000000
        0.882745938734
        Long
        DBT
        CORP
        JP
        N
        2
        
          2028-11-26
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833DP2
        
          
          
        
        100000.00000000
        PA
        USD
        90137.36000000
        0.390113998591
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-09-11
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687FY7
        
          
          
        
        68000.00000000
        PA
        USD
        58072.44000000
        0.251337201093
        Long
        DBT
        CORP
        US
        N
        2
        
          2040-05-13
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2727.14000000
        0.011803046928
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -68000.00000000
            EUR
            74060.62000000
            USD
            2022-07-15
            2727.14000000
          
        
        
          N
          N
          N
        
      
      
        ALLY FINANCIAL INC
        549300JBN1OSM8YNAI90
        
        02005NBH2
        
          
          
        
        100000.00000000
        PA
        USD
        99189.18000000
        0.429290225793
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-05-21
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280CT4
        
          
          
        
        200000.00000000
        PA
        USD
        164433.79000000
        0.711668539221
        Long
        DBT
        CORP
        GB
        N
        2
        
          2032-05-24
          Fixed
          2.80400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        
        29250NBG9
        
          
          
        
        150000.00000000
        PA
        USD
        144523.72000000
        0.625497865708
        Long
        DBT
        CORP
        CA
        N
        2
        
          2023-10-04
          Fixed
          0.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONDELEZ INTL HLDINGS NE
        549300CW356R8I7N8D33
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        65827.15000000
        0.284899543345
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2041-09-09
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        
        29250NAS4
        
          
          
        
        60000.00000000
        PA
        USD
        52986.90000000
        0.229327011929
        Long
        DBT
        CORP
        CA
        N
        2
        
          2077-07-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WOR
        549300CRGMZK3K53BF92
        
        03523TBV9
        
          
          
        
        100000.00000000
        PA
        USD
        102346.27000000
        0.442954093959
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2049-01-23
          Fixed
          5.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHERWIN-WILLIAMS CO
        Z15BMIOX8DDH0X2OBP21
        
        824348AW6
        
          
          
        
        200000.00000000
        PA
        USD
        190792.07000000
        0.825747030169
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAMAR MEDIA CORP
        N/A
        
        513075BZ3
        
          
          
        
        50000.00000000
        PA
        USD
        41002.25000000
        0.177457512609
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-01-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQUINIX INC
        549300EVUN2BTLJ3GT74
        
        29444UBK1
        
          
          
        
        100000.00000000
        PA
        USD
        89695.94000000
        0.388203535258
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-09-15
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TC2
        
          
          
        
        230000.00000000
        PA
        USD
        182760.16000000
        0.790984967841
        Long
        DBT
        UST
        US
        N
        2
        
          2041-11-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PULTEGROUP INC
        N/A
        
        745867AW1
        
          
          
        
        50000.00000000
        PA
        USD
        50900.30000000
        0.220296218599
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LBC9
        
          
          
        
        100000.00000000
        PA
        USD
        96794.92000000
        0.418927881675
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-05-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBG4
        
          
          
        
        65000.00000000
        PA
        USD
        47326.57000000
        0.204829134804
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-02-24
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STELLANTIS FIN US INC
        549300QZ0AI8Q7LNON33
        
        85855CAB6
        
          
          
        
        200000.00000000
        PA
        USD
        158567.46000000
        0.686279095229
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-09-15
          Fixed
          2.69100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHIRE ACQ INV IRELAND DA
        549300XK5HGW68R8K327
        
        82481LAD1
        
          
          
        
        100000.00000000
        PA
        USD
        96117.14000000
        0.415994453560
        Long
        DBT
        CORP
        IE
        
        N
        2
        
          2026-09-23
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KYNDRYL HOLDINGS INC
        549300LQ4LWX2R8ZV130
        
        50155QAE0
        
          
          
        
        40000.00000000
        PA
        USD
        29655.64000000
        0.128349446901
        Long
        DBT
        CORP
        US
        N
        2
        
          2031-10-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RMN9
        
          
          
        
        150000.00000000
        PA
        USD
        116194.37000000
        0.502888594635
        Long
        DBT
        CORP
        US
        N
        2
        
          2057-12-01
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAQ6
        
          
          
        
        67000.00000000
        PA
        USD
        56324.12000000
        0.243770481744
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-03-15
          Fixed
          5.14100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -2.00000000
        NC
        
        6729.21000000
        0.029123983889
        N/A
        DIR
        CORP
        DE
        
        N
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -318558.52000000
            USD
            6729.21000000
          
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XCA1
        
          
          
        
        100000.00000000
        PA
        USD
        73602.42000000
        0.318550869164
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-03-25
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCK & CO INC
        4YV9Y5M8S0BRK1RP0397
        
        58933YBF1
        
          
          
        
        50000.00000000
        PA
        USD
        37019.54000000
        0.160220365622
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-12-10
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967ME8
        
          
          
        
        250000.00000000
        PA
        USD
        234029.34000000
        1.012877697052
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-03-20
          Fixed
          3.98000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TD0
        
          
          
        
        401700.00000000
        PA
        USD
        330712.08000000
        1.431320064304
        Long
        DBT
        UST
        US
        N
        2
        
          2052-02-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        WALT DISNEY COMPANY/THE
        549300GZKULIZ0WOW665
        
        254687FN1
        
          
          
        
        150000.00000000
        PA
        USD
        148872.32000000
        0.644318582603
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-03-24
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEE8
        
          
          
        
        50000.00000000
        PA
        USD
        40386.51000000
        0.174792593273
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-05-15
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXTRA SPACE STORAGE LP
        549300YNKSKNZFR8UC42
        
        30225VAG2
        
          
          
        
        65000.00000000
        PA
        USD
        51600.21000000
        0.223325425231
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-03-15
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61744YAQ1
        
          
          
        
        150000.00000000
        PA
        USD
        149541.61000000
        0.647215266044
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-04-24
          Fixed
          3.73700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VORNADO REALTY LP
        549300BMOJ05INE4YK86
        
        929043AK3
        
          
          
        
        50000.00000000
        PA
        USD
        44609.79000000
        0.193070925898
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-06-01
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -2.00000000
        NC
        
        24356.78000000
        0.105416009949
        N/A
        DIR
        CORP
        DE
        
        N
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2022-09-08
            -367163.62000000
            USD
            24356.78000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        195325DZ5
        
          
          
        
        200000.00000000
        PA
        USD
        145017.17000000
        0.627633514595
        Long
        DBT
        NUSS
        CO
        N
        2
        
          2032-04-22
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASBURY AUTOMOTIVE GROUP
        549300JH4DTA7U42GL91
        
        043436AW4
        
          
          
        
        50000.00000000
        PA
        USD
        41384.00000000
        0.179109724510
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-11-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAT7
        
          
          
        
        140000.00000000
        PA
        USD
        130290.41000000
        0.563896178269
        Long
        DBT
        CORP
        US
        N
        2
        
          2049-04-01
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        
        42824CAY5
        
          
          
        
        50000.00000000
        PA
        USD
        50398.80000000
        0.218125729356
        Long
        DBT
        CORP
        US
        N
        2
        
          2045-10-15
          Variable
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        
        37045VAU4
        
          
          
        
        100000.00000000
        PA
        USD
        105379.54000000
        0.456082069845
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-10-01
          Fixed
          6.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAM8
        
          
          
        
        55000.00000000
        PA
        USD
        51017.52000000
        0.220803546114
        Long
        DBT
        CORP
        US
        N
        2
        
          2045-07-15
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        
        828807DL8
        
          
          
        
        100000.00000000
        PA
        USD
        85319.04000000
        0.369260336118
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        
        06368EDC3
        
          
          
        
        150000.00000000
        PA
        USD
        133653.01000000
        0.578449492584
        Long
        DBT
        CORP
        CA
        N
        2
        
          2027-01-22
          Fixed
          0.94900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918BB9
        
          
          
        
        200000.00000000
        PA
        USD
        199040.36000000
        0.861445583948
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-02-12
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYSCO CORPORATION
        5RGWIFLMGH3YS7KWI652
        
        871829BK2
        
          
          
        
        175000.00000000
        PA
        USD
        149443.27000000
        0.646789651065
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORP
        1Z4GXXU7ZHVWFCD8TV52
        
        68389XBJ3
        
          
          
        
        50000.00000000
        PA
        USD
        37058.91000000
        0.160390758765
        Long
        DBT
        CORP
        US
        N
        2
        
          2046-07-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CON EDISON CO OF NY INC
        VZFZPMWDHTQCFKYOBP05
        
        209111FX6
        
          
          
        
        150000.00000000
        PA
        USD
        139898.04000000
        0.605477948095
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-04-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAVITA INC
        M2XHYMU3TZNEZURC6H66
        
        23918KAS7
        
          
          
        
        50000.00000000
        PA
        USD
        39151.10000000
        0.169445745585
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-06-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP INC
        WHKXQACZ14C5XRO8LW03
        
        40434LAF2
        
          
          
        
        130000.00000000
        PA
        USD
        115660.95000000
        0.500579955807
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-06-17
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDEX CORP
        549300E707U7WNPZN687
        
        31428XCE4
        
          
          
        
        100000.00000000
        PA
        USD
        78188.09000000
        0.338397623717
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VGL2
        
          
          
        
        60000.00000000
        PA
        USD
        45073.42000000
        0.195077513989
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-09-03
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        404280DF3
        
          
          
        
        202000.00000000
        PA
        USD
        196555.80000000
        0.850692421926
        Long
        DBT
        CORP
        GB
        N
        2
        
          2028-06-09
          Fixed
          4.75500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        
        404119CG2
        
          
          
        
        55000.00000000
        PA
        USD
        44086.38000000
        0.190805610295
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-03-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JM SMUCKER CO
        5493000WDH6A0LHDJD55
        
        832696AM0
        
          
          
        
        50000.00000000
        PA
        USD
        46289.29000000
        0.200339792666
        Long
        DBT
        CORP
        US
        N
        2
        
          2035-03-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARRIER GLOBAL CORP
        549300JE3W6CWY2NAN77
        
        14448CAQ7
        
          
          
        
        150000.00000000
        PA
        USD
        129663.68000000
        0.561183694274
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-15
          Fixed
          2.72200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM INC
        H1J8DDZKZP6H7RWC0H53
        
        747525BP7
        
          
          
        
        50000.00000000
        PA
        USD
        40434.95000000
        0.175002241327
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-05-20
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJZ6
        
          
          
        
        100000.00000000
        PA
        USD
        80014.01000000
        0.346300195440
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-06-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMON PROPERTY GROUP LP
        MR92GTD0MJTTTTQDVG45
        
        828807DH7
        
          
          
        
        100000.00000000
        PA
        USD
        72740.49000000
        0.314820440863
        Long
        DBT
        CORP
        US
        N
        2
        
          2049-09-13
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175CC6
        
          
          
        
        50000.00000000
        PA
        USD
        36062.56000000
        0.156078561442
        Long
        DBT
        CORP
        US
        N
        2
        
          2061-12-01
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        89115A2E1
        
          
          
        
        57000.00000000
        PA
        USD
        56416.37000000
        0.244169739237
        Long
        DBT
        CORP
        CA
        N
        2
        
          2032-06-08
          Fixed
          4.45600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROSOFT CORP
        INR2EJN1ERAN0W5ZP974
        
        594918CD4
        
          
          
        
        100000.00000000
        PA
        USD
        71853.83000000
        0.310982981257
        Long
        DBT
        CORP
        US
        N
        2
        
          2060-06-01
          Fixed
          2.67500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EJ2
        
          
          
        
        6000.00000000
        PA
        USD
        5209.48000000
        0.022546600803
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-04-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAE3
        
          
          
        
        150000.00000000
        PA
        USD
        145466.10000000
        0.629576481167
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-03-15
          Fixed
          3.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAX2
        
          
          
        
        24000.00000000
        PA
        USD
        23557.40000000
        0.101956297704
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-06-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CB0
        
          
          
        
        50000.00000000
        PA
        USD
        39447.81000000
        0.170729904834
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-05-12
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITEDHEALTH GROUP INC
        549300GHBMY8T5GXDE41
        
        91324PEL2
        
          
          
        
        29000.00000000
        PA
        USD
        29463.12000000
        0.127516221400
        Long
        DBT
        CORP
        US
        N
        2
        
          2062-05-15
          Fixed
          4.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703DBG5
        
          
          
        
        70000.00000000
        PA
        USD
        47499.26000000
        0.205576536174
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-12-15
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        
        126408HC0
        
          
          
        
        90000.00000000
        PA
        USD
        78191.18000000
        0.338410997220
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-05-01
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        
        902613AH1
        
          
          
        
        200000.00000000
        PA
        USD
        175156.79000000
        0.758077624277
        Long
        DBT
        CORP
        CH
        N
        2
        
          2027-08-10
          Fixed
          1.49400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM INC
        H1J8DDZKZP6H7RWC0H53
        
        747525BR3
        
          
          
        
        33000.00000000
        PA
        USD
        32574.34000000
        0.140981564457
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-05-20
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        
        718546BA1
        
          
          
        
        50000.00000000
        PA
        USD
        37318.83000000
        0.161515691097
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-03-15
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        
        00287YBZ1
        
          
          
        
        250000.00000000
        PA
        USD
        242277.13000000
        1.048574086834
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-11-21
          Fixed
          2.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SALESFORCE INC
        RCGZFPDMRW58VJ54VR07
        
        79466LAH7
        
          
          
        
        90000.00000000
        PA
        USD
        78689.58000000
        0.340568069680
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-07-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        
        161175BA1
        
          
          
        
        60000.00000000
        PA
        USD
        58454.72000000
        0.252991706832
        Long
        DBT
        CORP
        US
        N
        2
        
          2045-10-23
          Fixed
          6.48400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXM1
        
          
          
        
        150000.00000000
        PA
        USD
        133834.63000000
        0.579235542946
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-12-09
          Fixed
          1.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        91282CDY4
        
          
          
        
        78000.00000000
        PA
        USD
        70675.31000000
        0.305882353175
        Long
        DBT
        UST
        US
        N
        2
        
          2032-02-15
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        
        031162CF5
        
          
          
        
        100000.00000000
        PA
        USD
        93762.13000000
        0.405801983226
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-06-15
          Fixed
          4.66300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUILDERS FIRSTSOURCE INC
        549300W0SKP6L3H7DP63
        
        12008RAR8
        
          
          
        
        12000.00000000
        PA
        USD
        10736.10000000
        0.046465781783
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-06-15
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        
        00206RJX1
        
          
          
        
        100000.00000000
        PA
        USD
        91355.77000000
        0.395387270374
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-06-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        4.00000000
        NC
        USD
        -3047.68000000
        -0.01319034228
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            557547.68000000
            USD
            -3047.68000000
          
        
        
          N
          N
          N
        
      
      
        ALIBABA GROUP HOLDING
        5493001NTNQJDH60PM02
        
        01609WAY8
        
          
          
        
        200000.00000000
        PA
        USD
        137771.90000000
        0.596276025863
        Long
        DBT
        CORP
        KY
        
        N
        2
        
          2041-02-09
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAP/GLOBA
        N/A
        
        00774MAQ8
        
          
          
        
        150000.00000000
        PA
        USD
        145260.44000000
        0.628686385818
        Long
        DBT
        CORP
        IE
        N
        2
        
          2024-02-15
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTALEXCHANGE
        5493000F4ZO33MV32P92
        
        45866FAV6
        
          
          
        
        26000.00000000
        PA
        USD
        25692.93000000
        0.111198859805
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-06-15
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        
        037833BX7
        
          
          
        
        100000.00000000
        PA
        USD
        103215.01000000
        0.446713995903
        Long
        DBT
        CORP
        US
        N
        2
        
          2046-02-23
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        
        30040WAK4
        
          
          
        
        110000.00000000
        PA
        USD
        87714.64000000
        0.379628479749
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-08-15
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICRON TECHNOLOGY INC
        B3DXGBC8GAIYWI2Z0172
        
        595112BS1
        
          
          
        
        150000.00000000
        PA
        USD
        119773.58000000
        0.518379395840
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-04-15
          Fixed
          2.70300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VFL3
        
          
          
        
        100000.00000000
        PA
        USD
        80013.40000000
        0.346297555363
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-09-18
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        06051GHV4
        
          
          
        
        200000.00000000
        PA
        USD
        179468.48000000
        0.776738594895
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-07-23
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELI LILLY & CO
        FRDRIPF3EKNDJ2CQJL29
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        58599.16000000
        0.253616842358
        Long
        DBT
        CORP
        US
        N
        2
        
          2061-09-14
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        
        55336VAT7
        
          
          
        
        100000.00000000
        PA
        USD
        92979.09000000
        0.402412990410
        Long
        DBT
        CORP
        US
        N
        2
        
          2049-02-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAP MARKETS AMERICA
        5493009NTB34VXE1T760
        
        10373QBK5
        
          
          
        
        200000.00000000
        PA
        USD
        194351.14000000
        0.841150665565
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-04-06
          Fixed
          3.54300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HP ENTERPRISE CO
        549300BX44RGX6ANDV88
        
        42824CBJ7
        
          
          
        
        125000.00000000
        PA
        USD
        120047.18000000
        0.519563535136
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-04-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUTRIEN LTD
        5493002QQ7GD21OWF963
        
        67077MAE8
        
          
          
        
        200000.00000000
        PA
        USD
        198371.69000000
        0.858551583864
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-12-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC STORAGE
        549300LMZF40TKJ6DM64
        
        74460DAH2
        
          
          
        
        125000.00000000
        PA
        USD
        108195.97000000
        0.468271563403
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-11-09
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9046.69000000
        0.039154024590
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -356000.00000000
            EUR
            383205.98000000
            USD
            2022-08-10
            9046.69000000
          
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        
        62954HAU2
        
          
          
        
        120000.00000000
        PA
        USD
        90530.43000000
        0.391815203391
        Long
        DBT
        CORP
        N/A
        N
        2
        
          2041-05-11
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        61746BDZ6
        
          
          
        
        250000.00000000
        PA
        USD
        246611.78000000
        1.067334428206
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-01-27
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MCDONALD'S CORP
        UE2136O97NLB5BYP9H04
        
        58013MFR0
        
          
          
        
        55000.00000000
        PA
        USD
        49248.30000000
        0.213146371680
        Long
        DBT
        CORP
        US
        N
        2
        
          2050-04-01
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        
        59156RAP3
        
          
          
        
        100000.00000000
        PA
        USD
        100816.50000000
        0.436333257808
        Long
        DBT
        CORP
        US
        N
        2
        
          2036-12-15
          Fixed
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MQ1
        
          
          
        
        125000.00000000
        PA
        USD
        120150.23000000
        0.520009534970
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-04-08
          Fixed
          3.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN HOMES 4 RENT
        549300N4PXZ37U8QKI55
        
        02666TAF4
        
          
          
        
        34000.00000000
        PA
        USD
        27459.72000000
        0.118845517212
        Long
        DBT
        CORP
        US
        N
        2
        
          2052-04-15
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAPITAL ONE FINANCIAL CO
        ZUE8T73ROZOF6FLBAR73
        
        14040HCG8
        
          
          
        
        100000.00000000
        PA
        USD
        76359.11000000
        0.330481808331
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-07-29
          Fixed
          2.35900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PBN5
        
          
          
        
        100000.00000000
        PA
        USD
        73489.41000000
        0.318061762506
        Long
        DBT
        CORP
        US
        N
        2
        
          2051-04-22
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        508.50000000
        0.002200785204
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -51000.00000000
            EUR
            54169.69000000
            USD
            2022-08-24
            508.50000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        
        0641596E1
        
          
          
        
        100000.00000000
        PA
        USD
        93817.78000000
        0.406042836120
        Long
        DBT
        CORP
        CA
        N
        2
        
          2024-07-31
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        7-ELEVEN INC
        549300K23JPL0SS3LB18
        
        817826AD2
        
          
          
        
        100000.00000000
        PA
        USD
        83248.16000000
        0.360297578862
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-10
          Fixed
          1.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTEAD CAPITAL INC
        213800J1134IW58IC398
        
        045054AL7
        
          
          
        
        200000.00000000
        PA
        USD
        176145.83000000
        0.762358183960
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2029-11-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GXA7
        
          
          
        
        220000.00000000
        PA
        USD
        200028.93000000
        0.865724109474
        Long
        DBT
        CORP
        US
        N
        2
        
          2039-04-23
          Fixed
          4.41100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALEXANDRIA REAL ESTATE E
        MGCJBT4MKTQBVLNUIS88
        
        015271AY5
        
          
          
        
        150000.00000000
        PA
        USD
        125030.31000000
        0.541130494384
        Long
        DBT
        CORP
        US
        N
        2
        
          2034-03-15
          Fixed
          2.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NA LLC
        549300423Z16BB673J12
        
        233851EC4
        
          
          
        
        150000.00000000
        PA
        USD
        136025.03000000
        0.588715582105
        Long
        DBT
        CORP
        US
        
        N
        2
        
          2026-03-02
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        
        125523AH3
        
          
          
        
        100000.00000000
        PA
        USD
        99331.56000000
        0.429906445651
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-10-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -5.00000000
        NC
        USD
        506.95000000
        0.002194076813
        N/A
        DIR
        CORP
        US
        N
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2022-09-21
            -593163.20000000
            USD
            506.95000000
          
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        
        98956PAU6
        
          
          
        
        200000.00000000
        PA
        USD
        188446.55000000
        0.815595632502
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-11-22
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOSTON PROPERTIES LP
        BVHHEFJI6SHNOKQT2572
        
        10112RAY0
        
          
          
        
        100000.00000000
        PA
        USD
        93288.55000000
        0.403752331589
        Long
        DBT
        CORP
        US
        N
        2
        
          2026-10-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMPAR EUROPE SA
        54930068BSUST41D5C30
        
        82883PAA2
        
          
          
        
        200000.00000000
        PA
        USD
        154807.00000000
        0.670003845020
        Long
        DBT
        CORP
        LU
        
        N
        2
        
          2031-01-26
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912810TH1
        
          
          
        
        57000.00000000
        PA
        USD
        55646.25000000
        0.240836664110
        Long
        DBT
        UST
        US
        N
        2
        
          2042-05-15
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        
        83368RBL5
        
          
          
        
        400000.00000000
        PA
        USD
        382219.43000000
        1.654243591966
        Long
        DBT
        CORP
        FR
        N
        2
        
          2033-06-15
          Fixed
          6.22100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALVOLINE INC
        549300CMHPBEY6VPOT75
        
        92047WAD3
        
          
          
        
        50000.00000000
        PA
        USD
        41837.50000000
        0.181072470017
        Long
        DBT
        CORP
        US
        N
        2
        
          2030-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY
        54930036474DURYNB481
        
        13645RBE3
        
          
          
        
        50000.00000000
        PA
        USD
        45285.70000000
        0.195996260662
        Long
        DBT
        CORP
        CA
        N
        2
        
          2026-12-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC FINANCIAL SERVICES
        CFGNEKW0P8842LEUIA51
        
        693475BE4
        
          
          
        
        95000.00000000
        PA
        USD
        91874.16000000
        0.397630859444
        Long
        DBT
        CORP
        US
        N
        2
        
          2033-06-06
          Fixed
          4.62600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORP
        549300LMMRSZZCZ8CL11
        
        907818FJ2
        
          
          
        
        225000.00000000
        PA
        USD
        208630.60000000
        0.902952089950
        Long
        DBT
        CORP
        US
        N
        2
        
          2027-02-05
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGALLANES INC
        549300DXR29GD4N0A520
        
        55903VAS2
        
          
          
        
        50000.00000000
        PA
        USD
        41903.81000000
        0.181359459333
        Long
        DBT
        CORP
        US
        N
        2
        
          2062-03-15
          Fixed
          5.39100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38141GZK3
        
          
          
        
        150000.00000000
        PA
        USD
        136246.65000000
        0.589674752247
        Long
        DBT
        CORP
        US
        N
        2
        
          2028-02-24
          Fixed
          2.64000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        74977RDJ0
        
          
          
        
        250000.00000000
        PA
        USD
        223033.82000000
        0.965289146935
        Long
        DBT
        CORP
        NL
        N
        2
        
          2026-09-24
          Fixed
          1.00400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMAZON.COM INC
        ZXTILKJKG63JELOEG630
        
        023135CG9
        
          
          
        
        92000.00000000
        PA
        USD
        89505.61000000
        0.387379788064
        Long
        DBT
        CORP
        US
        N
        2
        
          2029-04-13
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STEEL DYNAMICS INC
        549300HGGKEL4FYTTQ83
        
        858119BJ8
        
          
          
        
        85000.00000000
        PA
        USD
        83036.24000000
        0.359380390266
        Long
        DBT
        CORP
        US
        N
        2
        
          2024-12-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        
        225401AF5
        
          
          
        
        250000.00000000
        PA
        USD
        224888.32000000
        0.973315412741
        Long
        DBT
        CORP
        CH
        N
        2
        
          2029-01-12
          Fixed
          3.86900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROSUS NV
        635400Z5LQ5F9OLVT688
        
        74365PAH1
        
          
          
        
        200000.00000000
        PA
        USD
        159884.23000000
        0.691978068550
        Long
        DBT
        CORP
        NL
        
        N
        2
        
          2032-01-19
          Fixed
          4.19300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME DEPOT INC
        QEKMOTMBBKA8I816DO57
        
        437076BP6
        
          
          
        
        150000.00000000
        PA
        USD
        122534.00000000
        0.530326478426
        Long
        DBT
        CORP
        US
        N
        2
        
          2056-09-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        6174468X0
        
          
          
        
        250000.00000000
        PA
        USD
        198500.81000000
        0.859110414514
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-04-28
          Fixed
          1.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        46647PCM6
        
          
          
        
        300000.00000000
        PA
        USD
        278543.58000000
        1.205535083076
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-08-09
          Fixed
          0.76800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRON MOUNTAIN INFO MGMT
        N/A
        
        46285MAA8
        
          
          
        
        50000.00000000
        PA
        USD
        40454.63000000
        0.175087416259
        Long
        DBT
        CORP
        US
        N
        2
        
          2032-07-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENUINE PARTS CO
        549300D46DQVEU651W04
        
        372460AB1
        
          
          
        
        120000.00000000
        PA
        USD
        113165.00000000
        0.489777497928
        Long
        DBT
        CORP
        US
        N
        2
        
          2025-02-01
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOWE'S COS INC
        WAFCR4OKGSC504WU3E95
        
        548661EE3
        
          
          
        
        100000.00000000
        PA
        USD
        72799.91000000
        0.315077610296
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-09-15
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROGERS COMMUNICATIONS IN
        54930030NVF3Y2OL0A78
        
        775109CD1
        
          
          
        
        62000.00000000
        PA
        USD
        54591.97000000
        0.236273746066
        Long
        DBT
        CORP
        CA
        N
        2
        
          2052-03-15
          Fixed
          4.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INT LLC / EMC CORP
        N/A
        
        24703DBE0
        
          
          
        
        80000.00000000
        PA
        USD
        57279.49000000
        0.247905317852
        Long
        DBT
        CORP
        US
        N
        2
        
          2041-12-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2022-08-18
      BNY Mellon ETF Trust
      James Windels
      James Windels
      Treasurer
    
  

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